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Diffstat (limited to 'pl/math/erfinv_24u5.c')
-rw-r--r-- | pl/math/erfinv_24u5.c | 81 |
1 files changed, 81 insertions, 0 deletions
diff --git a/pl/math/erfinv_24u5.c b/pl/math/erfinv_24u5.c new file mode 100644 index 000000000000..20e1e361befc --- /dev/null +++ b/pl/math/erfinv_24u5.c @@ -0,0 +1,81 @@ +/* + * Double-precision inverse error function. + * + * Copyright (c) 2023, Arm Limited. + * SPDX-License-Identifier: MIT OR Apache-2.0 WITH LLVM-exception + */ +#include "math_config.h" +#include "poly_scalar_f64.h" +#include "pl_sig.h" +#define IGNORE_SCALAR_FENV +#include "pl_test.h" + +const static struct +{ + /* We use P_N and Q_N to refer to arrays of coefficients, where P_N is the + coeffs of the numerator in table N of Blair et al, and Q_N is the coeffs + of the denominator. */ + double P_17[7], Q_17[7], P_37[8], Q_37[8], P_57[9], Q_57[10]; +} data = { + .P_17 = { 0x1.007ce8f01b2e8p+4, -0x1.6b23cc5c6c6d7p+6, 0x1.74e5f6ceb3548p+7, + -0x1.5200bb15cc6bbp+7, 0x1.05d193233a849p+6, -0x1.148c5474ee5e1p+3, + 0x1.689181bbafd0cp-3 }, + .Q_17 = { 0x1.d8fb0f913bd7bp+3, -0x1.6d7f25a3f1c24p+6, 0x1.a450d8e7f4cbbp+7, + -0x1.bc3480485857p+7, 0x1.ae6b0c504ee02p+6, -0x1.499dfec1a7f5fp+4, + 0x1p+0 }, + .P_37 = { -0x1.f3596123109edp-7, 0x1.60b8fe375999ep-2, -0x1.779bb9bef7c0fp+1, + 0x1.786ea384470a2p+3, -0x1.6a7c1453c85d3p+4, 0x1.31f0fc5613142p+4, + -0x1.5ea6c007d4dbbp+2, 0x1.e66f265ce9e5p-3 }, + .Q_37 = { -0x1.636b2dcf4edbep-7, 0x1.0b5411e2acf29p-2, -0x1.3413109467a0bp+1, + 0x1.563e8136c554ap+3, -0x1.7b77aab1dcafbp+4, 0x1.8a3e174e05ddcp+4, + -0x1.4075c56404eecp+3, 0x1p+0 }, + .P_57 = { 0x1.b874f9516f7f1p-14, 0x1.5921f2916c1c4p-7, 0x1.145ae7d5b8fa4p-2, + 0x1.29d6dcc3b2fb7p+1, 0x1.cabe2209a7985p+2, 0x1.11859f0745c4p+3, + 0x1.b7ec7bc6a2ce5p+2, 0x1.d0419e0bb42aep+1, 0x1.c5aa03eef7258p-1 }, + .Q_57 = { 0x1.b8747e12691f1p-14, 0x1.59240d8ed1e0ap-7, 0x1.14aef2b181e2p-2, + 0x1.2cd181bcea52p+1, 0x1.e6e63e0b7aa4cp+2, 0x1.65cf8da94aa3ap+3, + 0x1.7e5c787b10a36p+3, 0x1.0626d68b6cea3p+3, 0x1.065c5f193abf6p+2, + 0x1p+0 } +}; + +/* Inverse error function approximation, based on rational approximation as + described in + J. M. Blair, C. A. Edwards, and J. H. Johnson, + "Rational Chebyshev approximations for the inverse of the error function", + Math. Comp. 30, pp. 827--830 (1976). + https://doi.org/10.1090/S0025-5718-1976-0421040-7 + Largest observed error is 24.46 ULP, in the extreme tail: + erfinv(0x1.fd9504351b757p-1) got 0x1.ff72c1092917p+0 + want 0x1.ff72c10929158p+0. */ +double +erfinv (double x) +{ + double a = fabs (x); + + if (a <= 0.75) + { + /* Largest observed error in this region is 6.06 ULP: + erfinv(0x1.1884650fd2d41p-2) got 0x1.fb65998cbd3fep-3 + want 0x1.fb65998cbd404p-3. */ + double t = x * x - 0.5625; + return x * horner_6_f64 (t, data.P_17) / horner_6_f64 (t, data.Q_17); + } + + if (a <= 0.9375) + { + /* Largest observed error in this region is 6.95 ULP: + erfinv(0x1.a8d65b94d8c6p-1) got 0x1.f08325591b54p-1 + want 0x1.f08325591b547p-1. */ + double t = x * x - 0.87890625; + return x * horner_7_f64 (t, data.P_37) / horner_7_f64 (t, data.Q_37); + } + + double t = 1.0 / (sqrt (-log (1 - a))); + return horner_8_f64 (t, data.P_57) + / (copysign (t, x) * horner_9_f64 (t, data.Q_57)); +} + +PL_SIG (S, D, 1, erfinv, -0.99, 0.99) +PL_TEST_ULP (erfinv, 24.0) +PL_TEST_INTERVAL (erfinv, 0, 1, 40000) +PL_TEST_INTERVAL (erfinv, -0x1p-1022, -1, 40000) |