| // Copyright 2010 The Go Authors. All rights reserved. |
| // Use of this source code is governed by a BSD-style |
| // license that can be found in the LICENSE file. |
| |
| package math |
| |
| |
| // The original C code, the long comment, and the constants |
| // below are from FreeBSD's /usr/src/lib/msun/src/s_expm1.c |
| // and came with this notice. The go code is a simplified |
| // version of the original C. |
| // |
| // ==================================================== |
| // Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. |
| // |
| // Developed at SunPro, a Sun Microsystems, Inc. business. |
| // Permission to use, copy, modify, and distribute this |
| // software is freely granted, provided that this notice |
| // is preserved. |
| // ==================================================== |
| // |
| // expm1(x) |
| // Returns exp(x)-1, the exponential of x minus 1. |
| // |
| // Method |
| // 1. Argument reduction: |
| // Given x, find r and integer k such that |
| // |
| // x = k*ln2 + r, |r| <= 0.5*ln2 ~ 0.34658 |
| // |
| // Here a correction term c will be computed to compensate |
| // the error in r when rounded to a floating-point number. |
| // |
| // 2. Approximating expm1(r) by a special rational function on |
| // the interval [0,0.34658]: |
| // Since |
| // r*(exp(r)+1)/(exp(r)-1) = 2+ r**2/6 - r**4/360 + ... |
| // we define R1(r*r) by |
| // r*(exp(r)+1)/(exp(r)-1) = 2+ r**2/6 * R1(r*r) |
| // That is, |
| // R1(r**2) = 6/r *((exp(r)+1)/(exp(r)-1) - 2/r) |
| // = 6/r * ( 1 + 2.0*(1/(exp(r)-1) - 1/r)) |
| // = 1 - r**2/60 + r**4/2520 - r**6/100800 + ... |
| // We use a special Reme algorithm on [0,0.347] to generate |
| // a polynomial of degree 5 in r*r to approximate R1. The |
| // maximum error of this polynomial approximation is bounded |
| // by 2**-61. In other words, |
| // R1(z) ~ 1.0 + Q1*z + Q2*z**2 + Q3*z**3 + Q4*z**4 + Q5*z**5 |
| // where Q1 = -1.6666666666666567384E-2, |
| // Q2 = 3.9682539681370365873E-4, |
| // Q3 = -9.9206344733435987357E-6, |
| // Q4 = 2.5051361420808517002E-7, |
| // Q5 = -6.2843505682382617102E-9; |
| // (where z=r*r, and the values of Q1 to Q5 are listed below) |
| // with error bounded by |
| // | 5 | -61 |
| // | 1.0+Q1*z+...+Q5*z - R1(z) | <= 2 |
| // | | |
| // |
| // expm1(r) = exp(r)-1 is then computed by the following |
| // specific way which minimize the accumulation rounding error: |
| // 2 3 |
| // r r [ 3 - (R1 + R1*r/2) ] |
| // expm1(r) = r + --- + --- * [--------------------] |
| // 2 2 [ 6 - r*(3 - R1*r/2) ] |
| // |
| // To compensate the error in the argument reduction, we use |
| // expm1(r+c) = expm1(r) + c + expm1(r)*c |
| // ~ expm1(r) + c + r*c |
| // Thus c+r*c will be added in as the correction terms for |
| // expm1(r+c). Now rearrange the term to avoid optimization |
| // screw up: |
| // ( 2 2 ) |
| // ({ ( r [ R1 - (3 - R1*r/2) ] ) } r ) |
| // expm1(r+c)~r - ({r*(--- * [--------------------]-c)-c} - --- ) |
| // ({ ( 2 [ 6 - r*(3 - R1*r/2) ] ) } 2 ) |
| // ( ) |
| // |
| // = r - E |
| // 3. Scale back to obtain expm1(x): |
| // From step 1, we have |
| // expm1(x) = either 2**k*[expm1(r)+1] - 1 |
| // = or 2**k*[expm1(r) + (1-2**-k)] |
| // 4. Implementation notes: |
| // (A). To save one multiplication, we scale the coefficient Qi |
| // to Qi*2**i, and replace z by (x**2)/2. |
| // (B). To achieve maximum accuracy, we compute expm1(x) by |
| // (i) if x < -56*ln2, return -1.0, (raise inexact if x!=inf) |
| // (ii) if k=0, return r-E |
| // (iii) if k=-1, return 0.5*(r-E)-0.5 |
| // (iv) if k=1 if r < -0.25, return 2*((r+0.5)- E) |
| // else return 1.0+2.0*(r-E); |
| // (v) if (k<-2||k>56) return 2**k(1-(E-r)) - 1 (or exp(x)-1) |
| // (vi) if k <= 20, return 2**k((1-2**-k)-(E-r)), else |
| // (vii) return 2**k(1-((E+2**-k)-r)) |
| // |
| // Special cases: |
| // expm1(INF) is INF, expm1(NaN) is NaN; |
| // expm1(-INF) is -1, and |
| // for finite argument, only expm1(0)=0 is exact. |
| // |
| // Accuracy: |
| // according to an error analysis, the error is always less than |
| // 1 ulp (unit in the last place). |
| // |
| // Misc. info. |
| // For IEEE double |
| // if x > 7.09782712893383973096e+02 then expm1(x) overflow |
| // |
| // Constants: |
| // The hexadecimal values are the intended ones for the following |
| // constants. The decimal values may be used, provided that the |
| // compiler will convert from decimal to binary accurately enough |
| // to produce the hexadecimal values shown. |
| // |
| |
| // Expm1 returns e**x - 1, the base-e exponential of x minus 1. |
| // It is more accurate than Exp(x) - 1 when x is near zero. |
| // |
| // Special cases are: |
| // Expm1(+Inf) = +Inf |
| // Expm1(-Inf) = -1 |
| // Expm1(NaN) = NaN |
| // Very large values overflow to -1 or +Inf. |
| func Expm1(x float64) float64 { |
| const ( |
| Othreshold = 7.09782712893383973096e+02 // 0x40862E42FEFA39EF |
| Ln2X56 = 3.88162421113569373274e+01 // 0x4043687a9f1af2b1 |
| Ln2HalfX3 = 1.03972077083991796413e+00 // 0x3ff0a2b23f3bab73 |
| Ln2Half = 3.46573590279972654709e-01 // 0x3fd62e42fefa39ef |
| Ln2Hi = 6.93147180369123816490e-01 // 0x3fe62e42fee00000 |
| Ln2Lo = 1.90821492927058770002e-10 // 0x3dea39ef35793c76 |
| InvLn2 = 1.44269504088896338700e+00 // 0x3ff71547652b82fe |
| Tiny = 1.0 / (1 << 54) // 2**-54 = 0x3c90000000000000 |
| // scaled coefficients related to expm1 |
| Q1 = -3.33333333333331316428e-02 // 0xBFA11111111110F4 |
| Q2 = 1.58730158725481460165e-03 // 0x3F5A01A019FE5585 |
| Q3 = -7.93650757867487942473e-05 // 0xBF14CE199EAADBB7 |
| Q4 = 4.00821782732936239552e-06 // 0x3ED0CFCA86E65239 |
| Q5 = -2.01099218183624371326e-07 // 0xBE8AFDB76E09C32D |
| ) |
| |
| // special cases |
| // TODO(rsc): Remove manual inlining of IsNaN, IsInf |
| // when compiler does it for us |
| switch { |
| case x > MaxFloat64 || x != x: // IsInf(x, 1) || IsNaN(x): |
| return x |
| case x < -MaxFloat64: // IsInf(x, -1): |
| return -1 |
| } |
| |
| absx := x |
| sign := false |
| if x < 0 { |
| absx = -absx |
| sign = true |
| } |
| |
| // filter out huge argument |
| if absx >= Ln2X56 { // if |x| >= 56 * ln2 |
| if absx >= Othreshold { // if |x| >= 709.78... |
| return Inf(1) // overflow |
| } |
| if sign { |
| return -1 // x < -56*ln2, return -1.0 |
| } |
| } |
| |
| // argument reduction |
| var c float64 |
| var k int |
| if absx > Ln2Half { // if |x| > 0.5 * ln2 |
| var hi, lo float64 |
| if absx < Ln2HalfX3 { // and |x| < 1.5 * ln2 |
| if !sign { |
| hi = x - Ln2Hi |
| lo = Ln2Lo |
| k = 1 |
| } else { |
| hi = x + Ln2Hi |
| lo = -Ln2Lo |
| k = -1 |
| } |
| } else { |
| if !sign { |
| k = int(InvLn2*x + 0.5) |
| } else { |
| k = int(InvLn2*x - 0.5) |
| } |
| t := float64(k) |
| hi = x - t*Ln2Hi // t * Ln2Hi is exact here |
| lo = t * Ln2Lo |
| } |
| x = hi - lo |
| c = (hi - x) - lo |
| } else if absx < Tiny { // when |x| < 2**-54, return x |
| return x |
| } else { |
| k = 0 |
| } |
| |
| // x is now in primary range |
| hfx := 0.5 * x |
| hxs := x * hfx |
| r1 := 1 + hxs*(Q1+hxs*(Q2+hxs*(Q3+hxs*(Q4+hxs*Q5)))) |
| t := 3 - r1*hfx |
| e := hxs * ((r1 - t) / (6.0 - x*t)) |
| if k != 0 { |
| e = (x*(e-c) - c) |
| e -= hxs |
| switch { |
| case k == -1: |
| return 0.5*(x-e) - 0.5 |
| case k == 1: |
| if x < -0.25 { |
| return -2 * (e - (x + 0.5)) |
| } |
| return 1 + 2*(x-e) |
| case k <= -2 || k > 56: // suffice to return exp(x)-1 |
| y := 1 - (e - x) |
| y = Float64frombits(Float64bits(y) + uint64(k)<<52) // add k to y's exponent |
| return y - 1 |
| } |
| if k < 20 { |
| t := Float64frombits(0x3ff0000000000000 - (0x20000000000000 >> uint(k))) // t=1-2**-k |
| y := t - (e - x) |
| y = Float64frombits(Float64bits(y) + uint64(k)<<52) // add k to y's exponent |
| return y |
| } |
| t := Float64frombits(uint64((0x3ff - k) << 52)) // 2**-k |
| y := x - (e + t) |
| y += 1 |
| y = Float64frombits(Float64bits(y) + uint64(k)<<52) // add k to y's exponent |
| return y |
| } |
| return x - (x*e - hxs) // c is 0 |
| } |