1*05a0b428SJohn Marino /* @(#)s_expm1.c 5.1 93/09/24 */
2*05a0b428SJohn Marino /*
3*05a0b428SJohn Marino * ====================================================
4*05a0b428SJohn Marino * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
5*05a0b428SJohn Marino *
6*05a0b428SJohn Marino * Developed at SunPro, a Sun Microsystems, Inc. business.
7*05a0b428SJohn Marino * Permission to use, copy, modify, and distribute this
8*05a0b428SJohn Marino * software is freely granted, provided that this notice
9*05a0b428SJohn Marino * is preserved.
10*05a0b428SJohn Marino * ====================================================
11*05a0b428SJohn Marino */
12*05a0b428SJohn Marino
13*05a0b428SJohn Marino /* expm1(x)
14*05a0b428SJohn Marino * Returns exp(x)-1, the exponential of x minus 1.
15*05a0b428SJohn Marino *
16*05a0b428SJohn Marino * Method
17*05a0b428SJohn Marino * 1. Argument reduction:
18*05a0b428SJohn Marino * Given x, find r and integer k such that
19*05a0b428SJohn Marino *
20*05a0b428SJohn Marino * x = k*ln2 + r, |r| <= 0.5*ln2 ~ 0.34658
21*05a0b428SJohn Marino *
22*05a0b428SJohn Marino * Here a correction term c will be computed to compensate
23*05a0b428SJohn Marino * the error in r when rounded to a floating-point number.
24*05a0b428SJohn Marino *
25*05a0b428SJohn Marino * 2. Approximating expm1(r) by a special rational function on
26*05a0b428SJohn Marino * the interval [0,0.34658]:
27*05a0b428SJohn Marino * Since
28*05a0b428SJohn Marino * r*(exp(r)+1)/(exp(r)-1) = 2+ r^2/6 - r^4/360 + ...
29*05a0b428SJohn Marino * we define R1(r*r) by
30*05a0b428SJohn Marino * r*(exp(r)+1)/(exp(r)-1) = 2+ r^2/6 * R1(r*r)
31*05a0b428SJohn Marino * That is,
32*05a0b428SJohn Marino * R1(r**2) = 6/r *((exp(r)+1)/(exp(r)-1) - 2/r)
33*05a0b428SJohn Marino * = 6/r * ( 1 + 2.0*(1/(exp(r)-1) - 1/r))
34*05a0b428SJohn Marino * = 1 - r^2/60 + r^4/2520 - r^6/100800 + ...
35*05a0b428SJohn Marino * We use a special Remes algorithm on [0,0.347] to generate
36*05a0b428SJohn Marino * a polynomial of degree 5 in r*r to approximate R1. The
37*05a0b428SJohn Marino * maximum error of this polynomial approximation is bounded
38*05a0b428SJohn Marino * by 2**-61. In other words,
39*05a0b428SJohn Marino * R1(z) ~ 1.0 + Q1*z + Q2*z**2 + Q3*z**3 + Q4*z**4 + Q5*z**5
40*05a0b428SJohn Marino * where Q1 = -1.6666666666666567384E-2,
41*05a0b428SJohn Marino * Q2 = 3.9682539681370365873E-4,
42*05a0b428SJohn Marino * Q3 = -9.9206344733435987357E-6,
43*05a0b428SJohn Marino * Q4 = 2.5051361420808517002E-7,
44*05a0b428SJohn Marino * Q5 = -6.2843505682382617102E-9;
45*05a0b428SJohn Marino * (where z=r*r, and the values of Q1 to Q5 are listed below)
46*05a0b428SJohn Marino * with error bounded by
47*05a0b428SJohn Marino * | 5 | -61
48*05a0b428SJohn Marino * | 1.0+Q1*z+...+Q5*z - R1(z) | <= 2
49*05a0b428SJohn Marino * | |
50*05a0b428SJohn Marino *
51*05a0b428SJohn Marino * expm1(r) = exp(r)-1 is then computed by the following
52*05a0b428SJohn Marino * specific way which minimize the accumulation rounding error:
53*05a0b428SJohn Marino * 2 3
54*05a0b428SJohn Marino * r r [ 3 - (R1 + R1*r/2) ]
55*05a0b428SJohn Marino * expm1(r) = r + --- + --- * [--------------------]
56*05a0b428SJohn Marino * 2 2 [ 6 - r*(3 - R1*r/2) ]
57*05a0b428SJohn Marino *
58*05a0b428SJohn Marino * To compensate the error in the argument reduction, we use
59*05a0b428SJohn Marino * expm1(r+c) = expm1(r) + c + expm1(r)*c
60*05a0b428SJohn Marino * ~ expm1(r) + c + r*c
61*05a0b428SJohn Marino * Thus c+r*c will be added in as the correction terms for
62*05a0b428SJohn Marino * expm1(r+c). Now rearrange the term to avoid optimization
63*05a0b428SJohn Marino * screw up:
64*05a0b428SJohn Marino * ( 2 2 )
65*05a0b428SJohn Marino * ({ ( r [ R1 - (3 - R1*r/2) ] ) } r )
66*05a0b428SJohn Marino * expm1(r+c)~r - ({r*(--- * [--------------------]-c)-c} - --- )
67*05a0b428SJohn Marino * ({ ( 2 [ 6 - r*(3 - R1*r/2) ] ) } 2 )
68*05a0b428SJohn Marino * ( )
69*05a0b428SJohn Marino *
70*05a0b428SJohn Marino * = r - E
71*05a0b428SJohn Marino * 3. Scale back to obtain expm1(x):
72*05a0b428SJohn Marino * From step 1, we have
73*05a0b428SJohn Marino * expm1(x) = either 2^k*[expm1(r)+1] - 1
74*05a0b428SJohn Marino * = or 2^k*[expm1(r) + (1-2^-k)]
75*05a0b428SJohn Marino * 4. Implementation notes:
76*05a0b428SJohn Marino * (A). To save one multiplication, we scale the coefficient Qi
77*05a0b428SJohn Marino * to Qi*2^i, and replace z by (x^2)/2.
78*05a0b428SJohn Marino * (B). To achieve maximum accuracy, we compute expm1(x) by
79*05a0b428SJohn Marino * (i) if x < -56*ln2, return -1.0, (raise inexact if x!=inf)
80*05a0b428SJohn Marino * (ii) if k=0, return r-E
81*05a0b428SJohn Marino * (iii) if k=-1, return 0.5*(r-E)-0.5
82*05a0b428SJohn Marino * (iv) if k=1 if r < -0.25, return 2*((r+0.5)- E)
83*05a0b428SJohn Marino * else return 1.0+2.0*(r-E);
84*05a0b428SJohn Marino * (v) if (k<-2||k>56) return 2^k(1-(E-r)) - 1 (or exp(x)-1)
85*05a0b428SJohn Marino * (vi) if k <= 20, return 2^k((1-2^-k)-(E-r)), else
86*05a0b428SJohn Marino * (vii) return 2^k(1-((E+2^-k)-r))
87*05a0b428SJohn Marino *
88*05a0b428SJohn Marino * Special cases:
89*05a0b428SJohn Marino * expm1(INF) is INF, expm1(NaN) is NaN;
90*05a0b428SJohn Marino * expm1(-INF) is -1, and
91*05a0b428SJohn Marino * for finite argument, only expm1(0)=0 is exact.
92*05a0b428SJohn Marino *
93*05a0b428SJohn Marino * Accuracy:
94*05a0b428SJohn Marino * according to an error analysis, the error is always less than
95*05a0b428SJohn Marino * 1 ulp (unit in the last place).
96*05a0b428SJohn Marino *
97*05a0b428SJohn Marino * Misc. info.
98*05a0b428SJohn Marino * For IEEE double
99*05a0b428SJohn Marino * if x > 7.09782712893383973096e+02 then expm1(x) overflow
100*05a0b428SJohn Marino *
101*05a0b428SJohn Marino * Constants:
102*05a0b428SJohn Marino * The hexadecimal values are the intended ones for the following
103*05a0b428SJohn Marino * constants. The decimal values may be used, provided that the
104*05a0b428SJohn Marino * compiler will convert from decimal to binary accurately enough
105*05a0b428SJohn Marino * to produce the hexadecimal values shown.
106*05a0b428SJohn Marino */
107*05a0b428SJohn Marino
108*05a0b428SJohn Marino #include <float.h>
109*05a0b428SJohn Marino #include <math.h>
110*05a0b428SJohn Marino
111*05a0b428SJohn Marino #include "math_private.h"
112*05a0b428SJohn Marino
113*05a0b428SJohn Marino static const double
114*05a0b428SJohn Marino one = 1.0,
115*05a0b428SJohn Marino huge = 1.0e+300,
116*05a0b428SJohn Marino tiny = 1.0e-300,
117*05a0b428SJohn Marino o_threshold = 7.09782712893383973096e+02,/* 0x40862E42, 0xFEFA39EF */
118*05a0b428SJohn Marino ln2_hi = 6.93147180369123816490e-01,/* 0x3fe62e42, 0xfee00000 */
119*05a0b428SJohn Marino ln2_lo = 1.90821492927058770002e-10,/* 0x3dea39ef, 0x35793c76 */
120*05a0b428SJohn Marino invln2 = 1.44269504088896338700e+00,/* 0x3ff71547, 0x652b82fe */
121*05a0b428SJohn Marino /* scaled coefficients related to expm1 */
122*05a0b428SJohn Marino Q1 = -3.33333333333331316428e-02, /* BFA11111 111110F4 */
123*05a0b428SJohn Marino Q2 = 1.58730158725481460165e-03, /* 3F5A01A0 19FE5585 */
124*05a0b428SJohn Marino Q3 = -7.93650757867487942473e-05, /* BF14CE19 9EAADBB7 */
125*05a0b428SJohn Marino Q4 = 4.00821782732936239552e-06, /* 3ED0CFCA 86E65239 */
126*05a0b428SJohn Marino Q5 = -2.01099218183624371326e-07; /* BE8AFDB7 6E09C32D */
127*05a0b428SJohn Marino
128*05a0b428SJohn Marino double
expm1(double x)129*05a0b428SJohn Marino expm1(double x)
130*05a0b428SJohn Marino {
131*05a0b428SJohn Marino double y,hi,lo,c,t,e,hxs,hfx,r1;
132*05a0b428SJohn Marino int32_t k,xsb;
133*05a0b428SJohn Marino u_int32_t hx;
134*05a0b428SJohn Marino
135*05a0b428SJohn Marino GET_HIGH_WORD(hx,x);
136*05a0b428SJohn Marino xsb = hx&0x80000000; /* sign bit of x */
137*05a0b428SJohn Marino if(xsb==0) y=x; else y= -x; /* y = |x| */
138*05a0b428SJohn Marino hx &= 0x7fffffff; /* high word of |x| */
139*05a0b428SJohn Marino
140*05a0b428SJohn Marino /* filter out huge and non-finite argument */
141*05a0b428SJohn Marino if(hx >= 0x4043687A) { /* if |x|>=56*ln2 */
142*05a0b428SJohn Marino if(hx >= 0x40862E42) { /* if |x|>=709.78... */
143*05a0b428SJohn Marino if(hx>=0x7ff00000) {
144*05a0b428SJohn Marino u_int32_t low;
145*05a0b428SJohn Marino GET_LOW_WORD(low,x);
146*05a0b428SJohn Marino if(((hx&0xfffff)|low)!=0)
147*05a0b428SJohn Marino return x+x; /* NaN */
148*05a0b428SJohn Marino else return (xsb==0)? x:-1.0;/* exp(+-inf)={inf,-1} */
149*05a0b428SJohn Marino }
150*05a0b428SJohn Marino if(x > o_threshold) return huge*huge; /* overflow */
151*05a0b428SJohn Marino }
152*05a0b428SJohn Marino if(xsb!=0) { /* x < -56*ln2, return -1.0 with inexact */
153*05a0b428SJohn Marino if(x+tiny<0.0) /* raise inexact */
154*05a0b428SJohn Marino return tiny-one; /* return -1 */
155*05a0b428SJohn Marino }
156*05a0b428SJohn Marino }
157*05a0b428SJohn Marino
158*05a0b428SJohn Marino /* argument reduction */
159*05a0b428SJohn Marino if(hx > 0x3fd62e42) { /* if |x| > 0.5 ln2 */
160*05a0b428SJohn Marino if(hx < 0x3FF0A2B2) { /* and |x| < 1.5 ln2 */
161*05a0b428SJohn Marino if(xsb==0)
162*05a0b428SJohn Marino {hi = x - ln2_hi; lo = ln2_lo; k = 1;}
163*05a0b428SJohn Marino else
164*05a0b428SJohn Marino {hi = x + ln2_hi; lo = -ln2_lo; k = -1;}
165*05a0b428SJohn Marino } else {
166*05a0b428SJohn Marino k = invln2*x+((xsb==0)?0.5:-0.5);
167*05a0b428SJohn Marino t = k;
168*05a0b428SJohn Marino hi = x - t*ln2_hi; /* t*ln2_hi is exact here */
169*05a0b428SJohn Marino lo = t*ln2_lo;
170*05a0b428SJohn Marino }
171*05a0b428SJohn Marino x = hi - lo;
172*05a0b428SJohn Marino c = (hi-x)-lo;
173*05a0b428SJohn Marino }
174*05a0b428SJohn Marino else if(hx < 0x3c900000) { /* when |x|<2**-54, return x */
175*05a0b428SJohn Marino t = huge+x; /* return x with inexact flags when x!=0 */
176*05a0b428SJohn Marino return x - (t-(huge+x));
177*05a0b428SJohn Marino }
178*05a0b428SJohn Marino else k = 0;
179*05a0b428SJohn Marino
180*05a0b428SJohn Marino /* x is now in primary range */
181*05a0b428SJohn Marino hfx = 0.5*x;
182*05a0b428SJohn Marino hxs = x*hfx;
183*05a0b428SJohn Marino r1 = one+hxs*(Q1+hxs*(Q2+hxs*(Q3+hxs*(Q4+hxs*Q5))));
184*05a0b428SJohn Marino t = 3.0-r1*hfx;
185*05a0b428SJohn Marino e = hxs*((r1-t)/(6.0 - x*t));
186*05a0b428SJohn Marino if(k==0) return x - (x*e-hxs); /* c is 0 */
187*05a0b428SJohn Marino else {
188*05a0b428SJohn Marino e = (x*(e-c)-c);
189*05a0b428SJohn Marino e -= hxs;
190*05a0b428SJohn Marino if(k== -1) return 0.5*(x-e)-0.5;
191*05a0b428SJohn Marino if(k==1) {
192*05a0b428SJohn Marino if(x < -0.25) return -2.0*(e-(x+0.5));
193*05a0b428SJohn Marino else return one+2.0*(x-e);
194*05a0b428SJohn Marino }
195*05a0b428SJohn Marino if (k <= -2 || k>56) { /* suffice to return exp(x)-1 */
196*05a0b428SJohn Marino u_int32_t high;
197*05a0b428SJohn Marino y = one-(e-x);
198*05a0b428SJohn Marino GET_HIGH_WORD(high,y);
199*05a0b428SJohn Marino SET_HIGH_WORD(y,high+(k<<20)); /* add k to y's exponent */
200*05a0b428SJohn Marino return y-one;
201*05a0b428SJohn Marino }
202*05a0b428SJohn Marino t = one;
203*05a0b428SJohn Marino if(k<20) {
204*05a0b428SJohn Marino u_int32_t high;
205*05a0b428SJohn Marino SET_HIGH_WORD(t,0x3ff00000 - (0x200000>>k)); /* t=1-2^-k */
206*05a0b428SJohn Marino y = t-(e-x);
207*05a0b428SJohn Marino GET_HIGH_WORD(high,y);
208*05a0b428SJohn Marino SET_HIGH_WORD(y,high+(k<<20)); /* add k to y's exponent */
209*05a0b428SJohn Marino } else {
210*05a0b428SJohn Marino u_int32_t high;
211*05a0b428SJohn Marino SET_HIGH_WORD(t,((0x3ff-k)<<20)); /* 2^-k */
212*05a0b428SJohn Marino y = x-(e+t);
213*05a0b428SJohn Marino y += one;
214*05a0b428SJohn Marino GET_HIGH_WORD(high,y);
215*05a0b428SJohn Marino SET_HIGH_WORD(y,high+(k<<20)); /* add k to y's exponent */
216*05a0b428SJohn Marino }
217*05a0b428SJohn Marino }
218*05a0b428SJohn Marino return y;
219*05a0b428SJohn Marino }
220*05a0b428SJohn Marino
221*05a0b428SJohn Marino #if LDBL_MANT_DIG == DBL_MANT_DIG
222*05a0b428SJohn Marino __strong_alias(expm1l, expm1);
223*05a0b428SJohn Marino #endif /* LDBL_MANT_DIG == DBL_MANT_DIG */
224