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greg |
3.1 |
#ifndef lint
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greg |
3.2 |
static const char RCSid[] = "$Id: erf.c,v 3.1 2003/02/22 02:07:22 greg Exp $";
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greg |
3.1 |
#endif
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#ifndef lint
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static char sccsid[] = "@(#)erf.c 1.1 87/12/21 SMI"; /* from UCB 4.1 12/25/82 */
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#endif
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greg |
3.2 |
#include "rtmath.h"
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greg |
3.1 |
/*
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C program for floating point error function
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erf(x) returns the error function of its argument
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erfc(x) returns 1.0-erf(x)
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erf(x) is defined by
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${2 over sqrt(pi)} int from 0 to x e sup {-t sup 2} dt$
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the entry for erfc is provided because of the
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extreme loss of relative accuracy if erf(x) is
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called for large x and the result subtracted
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from 1. (e.g. for x= 10, 12 places are lost).
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There are no error returns.
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Calls exp.
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Coefficients for large x are #5667 from Hart & Cheney (18.72D).
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*/
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#define M 7
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#define N 9
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static double torp = 1.1283791670955125738961589031;
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static double p1[] = {
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0.804373630960840172832162e5,
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0.740407142710151470082064e4,
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0.301782788536507577809226e4,
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0.380140318123903008244444e2,
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0.143383842191748205576712e2,
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-.288805137207594084924010e0,
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0.007547728033418631287834e0,
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};
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static double q1[] = {
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0.804373630960840172826266e5,
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0.342165257924628539769006e5,
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0.637960017324428279487120e4,
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0.658070155459240506326937e3,
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0.380190713951939403753468e2,
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0.100000000000000000000000e1,
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0.0,
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};
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static double p2[] = {
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0.18263348842295112592168999e4,
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0.28980293292167655611275846e4,
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0.2320439590251635247384768711e4,
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0.1143262070703886173606073338e4,
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0.3685196154710010637133875746e3,
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0.7708161730368428609781633646e2,
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0.9675807882987265400604202961e1,
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0.5641877825507397413087057563e0,
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0.0,
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};
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static double q2[] = {
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0.18263348842295112595576438e4,
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0.495882756472114071495438422e4,
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0.60895424232724435504633068e4,
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0.4429612803883682726711528526e4,
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0.2094384367789539593790281779e4,
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0.6617361207107653469211984771e3,
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0.1371255960500622202878443578e3,
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0.1714980943627607849376131193e2,
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1.0,
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};
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double
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greg |
3.2 |
erf(double arg) {
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greg |
3.1 |
int sign;
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double argsq;
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double d, n;
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int i;
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sign = 1;
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if(arg < 0.){
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arg = -arg;
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sign = -1;
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}
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if(arg < 0.5){
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argsq = arg*arg;
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for(n=0,d=0,i=M-1; i>=0; i--){
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n = n*argsq + p1[i];
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d = d*argsq + q1[i];
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}
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return(sign*torp*arg*n/d);
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}
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if(arg >= 10.)
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return(sign*1.);
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return(sign*(1. - erfc(arg)));
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}
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double
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greg |
3.2 |
erfc(double arg) {
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greg |
3.1 |
double n, d;
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int i;
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if(arg < 0.)
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return(2. - erfc(-arg));
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/*
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if(arg < 0.5)
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return(1. - erf(arg));
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*/
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if(arg >= 10.)
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return(0.);
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for(n=0,d=0,i=N-1; i>=0; i--){
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n = n*arg + p2[i];
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d = d*arg + q2[i];
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}
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return(exp(-arg*arg)*n/d);
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}
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