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 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