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Code formatting; Added credits for erf/erfc implementation

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This commit is contained in:
Paolo Bosetti
2012-05-15 18:04:40 -07:00
parent 8d0738e7b4
commit 6971b0e9ab
1 changed files with 41 additions and 37 deletions
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src/math.c
+41 -37
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@@ -17,55 +17,59 @@
#define atanh(x) (log(1+x) - log(1-x))/2.0
#define cbrt(x) pow(x,1.0/3.0)
/*
** Implementations of error functions
** credits to http://www.digitalmars.com/archives/cplusplus/3634.html
*/
#define REL_ERROR 1E-12
/* Implementation of Error function */
double
erf(double x)
{
static const double two_sqrtpi= 1.128379167095512574;
if (fabs(x) > 2.2) {
return 1.0 - erfc(x);
}
double sum= x, term= x, xsqr= x*x;
int j= 1;
do {
term*= xsqr/j;
sum-= term/(2*j+1);
++j;
term*= xsqr/j;
sum+= term/(2*j+1);
++j;
} while (fabs(term)/sum > REL_ERROR);
return two_sqrtpi*sum;
if (fabs(x) > 2.2) {
return 1.0 - erfc(x);
}
double sum= x, term= x, xsqr= x*x;
int j= 1;
do {
term*= xsqr/j;
sum-= term/(2*j+1);
++j;
term*= xsqr/j;
sum+= term/(2*j+1);
++j;
} while (fabs(term)/sum > REL_ERROR);
return two_sqrtpi*sum;
}
/* Implementation of complementary Error function */
double
erfc(double x)
{
static const double one_sqrtpi= 0.564189583547756287;
if (fabs(x) < 2.2) {
return 1.0 - erf(x);
}
if (signbit(x)) {
return 2.0 - erfc(-x);
}
double a=1, b=x;
double c=x, d=x*x+0.5;
double q1,q2;
double n= 1.0, t;
do {
t= a*n+b*x;
a= b;
b= t;
t= c*n+d*x;
c= d;
d= t;
n+= 0.5;
q1= q2;
q2= b/d;
} while (fabs(q1-q2)/q2 > REL_ERROR);
return one_sqrtpi*exp(-x*x)*q2;
static const double one_sqrtpi= 0.564189583547756287;
if (fabs(x) < 2.2) {
return 1.0 - erf(x);
}
if (signbit(x)) {
return 2.0 - erfc(-x);
}
double a=1, b=x;
double c=x, d=x*x+0.5;
double q1,q2;
double n= 1.0, t;
do {
t= a*n+b*x;
a= b;
b= t;
t= c*n+d*x;
c= d;
d= t;
n+= 0.5;
q1= q2;
q2= b/d;
} while (fabs(q1-q2)/q2 > REL_ERROR);
return one_sqrtpi*exp(-x*x)*q2;
}
#endif