1*05a0b428SJohn Marino /* $OpenBSD: e_expl.c,v 1.3 2013/11/12 20:35:19 martynas Exp $ */
2*05a0b428SJohn Marino
3*05a0b428SJohn Marino /*
4*05a0b428SJohn Marino * Copyright (c) 2008 Stephen L. Moshier <steve@moshier.net>
5*05a0b428SJohn Marino *
6*05a0b428SJohn Marino * Permission to use, copy, modify, and distribute this software for any
7*05a0b428SJohn Marino * purpose with or without fee is hereby granted, provided that the above
8*05a0b428SJohn Marino * copyright notice and this permission notice appear in all copies.
9*05a0b428SJohn Marino *
10*05a0b428SJohn Marino * THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
11*05a0b428SJohn Marino * WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
12*05a0b428SJohn Marino * MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
13*05a0b428SJohn Marino * ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
14*05a0b428SJohn Marino * WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
15*05a0b428SJohn Marino * ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
16*05a0b428SJohn Marino * OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
17*05a0b428SJohn Marino */
18*05a0b428SJohn Marino
19*05a0b428SJohn Marino /* expl.c
20*05a0b428SJohn Marino *
21*05a0b428SJohn Marino * Exponential function, long double precision
22*05a0b428SJohn Marino *
23*05a0b428SJohn Marino *
24*05a0b428SJohn Marino *
25*05a0b428SJohn Marino * SYNOPSIS:
26*05a0b428SJohn Marino *
27*05a0b428SJohn Marino * long double x, y, expl();
28*05a0b428SJohn Marino *
29*05a0b428SJohn Marino * y = expl( x );
30*05a0b428SJohn Marino *
31*05a0b428SJohn Marino *
32*05a0b428SJohn Marino *
33*05a0b428SJohn Marino * DESCRIPTION:
34*05a0b428SJohn Marino *
35*05a0b428SJohn Marino * Returns e (2.71828...) raised to the x power.
36*05a0b428SJohn Marino *
37*05a0b428SJohn Marino * Range reduction is accomplished by separating the argument
38*05a0b428SJohn Marino * into an integer k and fraction f such that
39*05a0b428SJohn Marino *
40*05a0b428SJohn Marino * x k f
41*05a0b428SJohn Marino * e = 2 e.
42*05a0b428SJohn Marino *
43*05a0b428SJohn Marino * A Pade' form of degree 2/3 is used to approximate exp(f) - 1
44*05a0b428SJohn Marino * in the basic range [-0.5 ln 2, 0.5 ln 2].
45*05a0b428SJohn Marino *
46*05a0b428SJohn Marino *
47*05a0b428SJohn Marino * ACCURACY:
48*05a0b428SJohn Marino *
49*05a0b428SJohn Marino * Relative error:
50*05a0b428SJohn Marino * arithmetic domain # trials peak rms
51*05a0b428SJohn Marino * IEEE +-10000 50000 1.12e-19 2.81e-20
52*05a0b428SJohn Marino *
53*05a0b428SJohn Marino *
54*05a0b428SJohn Marino * Error amplification in the exponential function can be
55*05a0b428SJohn Marino * a serious matter. The error propagation involves
56*05a0b428SJohn Marino * exp( X(1+delta) ) = exp(X) ( 1 + X*delta + ... ),
57*05a0b428SJohn Marino * which shows that a 1 lsb error in representing X produces
58*05a0b428SJohn Marino * a relative error of X times 1 lsb in the function.
59*05a0b428SJohn Marino * While the routine gives an accurate result for arguments
60*05a0b428SJohn Marino * that are exactly represented by a long double precision
61*05a0b428SJohn Marino * computer number, the result contains amplified roundoff
62*05a0b428SJohn Marino * error for large arguments not exactly represented.
63*05a0b428SJohn Marino *
64*05a0b428SJohn Marino *
65*05a0b428SJohn Marino * ERROR MESSAGES:
66*05a0b428SJohn Marino *
67*05a0b428SJohn Marino * message condition value returned
68*05a0b428SJohn Marino * exp underflow x < MINLOG 0.0
69*05a0b428SJohn Marino * exp overflow x > MAXLOG MAXNUM
70*05a0b428SJohn Marino *
71*05a0b428SJohn Marino */
72*05a0b428SJohn Marino
73*05a0b428SJohn Marino /* Exponential function */
74*05a0b428SJohn Marino
75*05a0b428SJohn Marino #include <math.h>
76*05a0b428SJohn Marino
77*05a0b428SJohn Marino #include "math_private.h"
78*05a0b428SJohn Marino
79*05a0b428SJohn Marino static long double P[3] = {
80*05a0b428SJohn Marino 1.2617719307481059087798E-4L,
81*05a0b428SJohn Marino 3.0299440770744196129956E-2L,
82*05a0b428SJohn Marino 9.9999999999999999991025E-1L,
83*05a0b428SJohn Marino };
84*05a0b428SJohn Marino static long double Q[4] = {
85*05a0b428SJohn Marino 3.0019850513866445504159E-6L,
86*05a0b428SJohn Marino 2.5244834034968410419224E-3L,
87*05a0b428SJohn Marino 2.2726554820815502876593E-1L,
88*05a0b428SJohn Marino 2.0000000000000000000897E0L,
89*05a0b428SJohn Marino };
90*05a0b428SJohn Marino static const long double C1 = 6.9314575195312500000000E-1L;
91*05a0b428SJohn Marino static const long double C2 = 1.4286068203094172321215E-6L;
92*05a0b428SJohn Marino static const long double MAXLOGL = 1.1356523406294143949492E4L;
93*05a0b428SJohn Marino static const long double MINLOGL = -1.13994985314888605586758E4L;
94*05a0b428SJohn Marino static const long double LOG2EL = 1.4426950408889634073599E0L;
95*05a0b428SJohn Marino
96*05a0b428SJohn Marino long double
expl(long double x)97*05a0b428SJohn Marino expl(long double x)
98*05a0b428SJohn Marino {
99*05a0b428SJohn Marino long double px, xx;
100*05a0b428SJohn Marino int n;
101*05a0b428SJohn Marino
102*05a0b428SJohn Marino if( isnan(x) )
103*05a0b428SJohn Marino return(x);
104*05a0b428SJohn Marino if( x > MAXLOGL)
105*05a0b428SJohn Marino return( INFINITY );
106*05a0b428SJohn Marino
107*05a0b428SJohn Marino if( x < MINLOGL )
108*05a0b428SJohn Marino return(0.0L);
109*05a0b428SJohn Marino
110*05a0b428SJohn Marino /* Express e**x = e**g 2**n
111*05a0b428SJohn Marino * = e**g e**( n loge(2) )
112*05a0b428SJohn Marino * = e**( g + n loge(2) )
113*05a0b428SJohn Marino */
114*05a0b428SJohn Marino px = floorl( LOG2EL * x + 0.5L ); /* floor() truncates toward -infinity. */
115*05a0b428SJohn Marino n = px;
116*05a0b428SJohn Marino x -= px * C1;
117*05a0b428SJohn Marino x -= px * C2;
118*05a0b428SJohn Marino
119*05a0b428SJohn Marino
120*05a0b428SJohn Marino /* rational approximation for exponential
121*05a0b428SJohn Marino * of the fractional part:
122*05a0b428SJohn Marino * e**x = 1 + 2x P(x**2)/( Q(x**2) - P(x**2) )
123*05a0b428SJohn Marino */
124*05a0b428SJohn Marino xx = x * x;
125*05a0b428SJohn Marino px = x * __polevll( xx, P, 2 );
126*05a0b428SJohn Marino x = px/( __polevll( xx, Q, 3 ) - px );
127*05a0b428SJohn Marino x = 1.0L + ldexpl( x, 1 );
128*05a0b428SJohn Marino
129*05a0b428SJohn Marino x = ldexpl( x, n );
130*05a0b428SJohn Marino return(x);
131*05a0b428SJohn Marino }
132