/* acoshf.c * * Inverse hyperbolic cosine * * * * SYNOPSIS: * * float x, y, acoshf(); * * y = acoshf( x ); * * * * DESCRIPTION: * * Returns inverse hyperbolic cosine of argument. * * If 1 <= x < 1.5, a polynomial approximation * * sqrt(z) * P(z) * * where z = x-1, is used. Otherwise, * * acosh(x) = log( x + sqrt( (x-1)(x+1) ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 1,3 100000 1.8e-7 3.9e-8 * IEEE 1,2000 100000 3.0e-8 * * * ERROR MESSAGES: * * message condition value returned * acoshf domain |x| < 1 0.0 * */ /* airy.c * * Airy function * * * * SYNOPSIS: * * float x, ai, aip, bi, bip; * int airyf(); * * airyf( x, _&ai, _&aip, _&bi, _&bip ); * * * * DESCRIPTION: * * Solution of the differential equation * * y"(x) = xy. * * The function returns the two independent solutions Ai, Bi * and their first derivatives Ai'(x), Bi'(x). * * Evaluation is by power series summation for small x, * by rational minimax approximations for large x. * * * * ACCURACY: * Error criterion is absolute when function <= 1, relative * when function > 1, except * denotes relative error criterion. * For large negative x, the absolute error increases as x^1.5. * For large positive x, the relative error increases as x^1.5. * * Arithmetic domain function # trials peak rms * IEEE -10, 0 Ai 50000 7.0e-7 1.2e-7 * IEEE 0, 10 Ai 50000 9.9e-6* 6.8e-7* * IEEE -10, 0 Ai' 50000 2.4e-6 3.5e-7 * IEEE 0, 10 Ai' 50000 8.7e-6* 6.2e-7* * IEEE -10, 10 Bi 100000 2.2e-6 2.6e-7 * IEEE -10, 10 Bi' 50000 2.2e-6 3.5e-7 * */ /* asinf.c * * Inverse circular sine * * * * SYNOPSIS: * * float x, y, asinf(); * * y = asinf( x ); * * * * DESCRIPTION: * * Returns radian angle between -pi/2 and +pi/2 whose sine is x. * * A polynomial of the form x + x**3 P(x**2) * is used for |x| in the interval [0, 0.5]. If |x| > 0.5 it is * transformed by the identity * * asin(x) = pi/2 - 2 asin( sqrt( (1-x)/2 ) ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -1, 1 100000 2.5e-7 5.0e-8 * * * ERROR MESSAGES: * * message condition value returned * asinf domain |x| > 1 0.0 * */ /* acosf() * * Inverse circular cosine * * * * SYNOPSIS: * * float x, y, acosf(); * * y = acosf( x ); * * * * DESCRIPTION: * * Returns radian angle between -pi/2 and +pi/2 whose cosine * is x. * * Analytically, acos(x) = pi/2 - asin(x). However if |x| is * near 1, there is cancellation error in subtracting asin(x) * from pi/2. Hence if x < -0.5, * * acos(x) = pi - 2.0 * asin( sqrt((1+x)/2) ); * * or if x > +0.5, * * acos(x) = 2.0 * asin( sqrt((1-x)/2) ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -1, 1 100000 1.4e-7 4.2e-8 * * * ERROR MESSAGES: * * message condition value returned * acosf domain |x| > 1 0.0 */ /* asinhf.c * * Inverse hyperbolic sine * * * * SYNOPSIS: * * float x, y, asinhf(); * * y = asinhf( x ); * * * * DESCRIPTION: * * Returns inverse hyperbolic sine of argument. * * If |x| < 0.5, the function is approximated by a rational * form x + x**3 P(x)/Q(x). Otherwise, * * asinh(x) = log( x + sqrt(1 + x*x) ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -3,3 100000 2.4e-7 4.1e-8 * */ /* atanf.c * * Inverse circular tangent * (arctangent) * * * * SYNOPSIS: * * float x, y, atanf(); * * y = atanf( x ); * * * * DESCRIPTION: * * Returns radian angle between -pi/2 and +pi/2 whose tangent * is x. * * Range reduction is from four intervals into the interval * from zero to tan( pi/8 ). A polynomial approximates * the function in this basic interval. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10, 10 100000 1.9e-7 4.1e-8 * */ /* atan2f() * * Quadrant correct inverse circular tangent * * * * SYNOPSIS: * * float x, y, z, atan2f(); * * z = atan2f( y, x ); * * * * DESCRIPTION: * * Returns radian angle whose tangent is y/x. * Define compile time symbol ANSIC = 1 for ANSI standard, * range -PI < z <= +PI, args (y,x); else ANSIC = 0 for range * 0 to 2PI, args (x,y). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10, 10 100000 1.9e-7 4.1e-8 * See atan.c. * */ /* atanhf.c * * Inverse hyperbolic tangent * * * * SYNOPSIS: * * float x, y, atanhf(); * * y = atanhf( x ); * * * * DESCRIPTION: * * Returns inverse hyperbolic tangent of argument in the range * MINLOGF to MAXLOGF. * * If |x| < 0.5, a polynomial approximation is used. * Otherwise, * atanh(x) = 0.5 * log( (1+x)/(1-x) ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -1,1 100000 1.4e-7 3.1e-8 * */ /* bdtrf.c * * Binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, bdtrf(); * * y = bdtrf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms 0 through k of the Binomial * probability density: * * k * -- ( n ) j n-j * > ( ) p (1-p) * -- ( j ) * j=0 * * The terms are not summed directly; instead the incomplete * beta integral is employed, according to the formula * * y = bdtr( k, n, p ) = incbet( n-k, k+1, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error (p varies from 0 to 1): * arithmetic domain # trials peak rms * IEEE 0,100 2000 6.9e-5 1.1e-5 * * ERROR MESSAGES: * * message condition value returned * bdtrf domain k < 0 0.0 * n < k * x < 0, x > 1 * */ /* bdtrcf() * * Complemented binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, bdtrcf(); * * y = bdtrcf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 through n of the Binomial * probability density: * * n * -- ( n ) j n-j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not summed directly; instead the incomplete * beta integral is employed, according to the formula * * y = bdtrc( k, n, p ) = incbet( k+1, n-k, p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error (p varies from 0 to 1): * arithmetic domain # trials peak rms * IEEE 0,100 2000 6.0e-5 1.2e-5 * * ERROR MESSAGES: * * message condition value returned * bdtrcf domain x<0, x>1, n 1 * */ /* betaf.c * * Beta function * * * * SYNOPSIS: * * float a, b, y, betaf(); * * y = betaf( a, b ); * * * * DESCRIPTION: * * - - * | (a) | (b) * beta( a, b ) = -----------. * - * | (a+b) * * For large arguments the logarithm of the function is * evaluated using lgam(), then exponentiated. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 10000 4.0e-5 6.0e-6 * IEEE -20,0 10000 4.9e-3 5.4e-5 * * ERROR MESSAGES: * * message condition value returned * betaf overflow log(beta) > MAXLOG 0.0 * a or b <0 integer 0.0 * */ /* cbrtf.c * * Cube root * * * * SYNOPSIS: * * float x, y, cbrtf(); * * y = cbrtf( x ); * * * * DESCRIPTION: * * Returns the cube root of the argument, which may be negative. * * Range reduction involves determining the power of 2 of * the argument. A polynomial of degree 2 applied to the * mantissa, and multiplication by the cube root of 1, 2, or 4 * approximates the root to within about 0.1%. Then Newton's * iteration is used to converge to an accurate result. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,1e38 100000 7.6e-8 2.7e-8 * */ /* chbevlf.c * * Evaluate Chebyshev series * * * * SYNOPSIS: * * int N; * float x, y, coef[N], chebevlf(); * * y = chbevlf( x, coef, N ); * * * * DESCRIPTION: * * Evaluates the series * * N-1 * - ' * y = > coef[i] T (x/2) * - i * i=0 * * of Chebyshev polynomials Ti at argument x/2. * * Coefficients are stored in reverse order, i.e. the zero * order term is last in the array. Note N is the number of * coefficients, not the order. * * If coefficients are for the interval a to b, x must * have been transformed to x -> 2(2x - b - a)/(b-a) before * entering the routine. This maps x from (a, b) to (-1, 1), * over which the Chebyshev polynomials are defined. * * If the coefficients are for the inverted interval, in * which (a, b) is mapped to (1/b, 1/a), the transformation * required is x -> 2(2ab/x - b - a)/(b-a). If b is infinity, * this becomes x -> 4a/x - 1. * * * * SPEED: * * Taking advantage of the recurrence properties of the * Chebyshev polynomials, the routine requires one more * addition per loop than evaluating a nested polynomial of * the same degree. * */ /* chdtrf.c * * Chi-square distribution * * * * SYNOPSIS: * * float df, x, y, chdtrf(); * * y = chdtrf( df, x ); * * * * DESCRIPTION: * * Returns the area under the left hand tail (from 0 to x) * of the Chi square probability density function with * v degrees of freedom. * * * inf. * - * 1 | | v/2-1 -t/2 * P( x | v ) = ----------- | t e dt * v/2 - | | * 2 | (v/2) - * x * * where x is the Chi-square variable. * * The incomplete gamma integral is used, according to the * formula * * y = chdtr( v, x ) = igam( v/2.0, x/2.0 ). * * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 3.2e-5 5.0e-6 * * ERROR MESSAGES: * * message condition value returned * chdtrf domain x < 0 or v < 1 0.0 */ /* chdtrcf() * * Complemented Chi-square distribution * * * * SYNOPSIS: * * float v, x, y, chdtrcf(); * * y = chdtrcf( v, x ); * * * * DESCRIPTION: * * Returns the area under the right hand tail (from x to * infinity) of the Chi square probability density function * with v degrees of freedom: * * * inf. * - * 1 | | v/2-1 -t/2 * P( x | v ) = ----------- | t e dt * v/2 - | | * 2 | (v/2) - * x * * where x is the Chi-square variable. * * The incomplete gamma integral is used, according to the * formula * * y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ). * * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 2.7e-5 3.2e-6 * * ERROR MESSAGES: * * message condition value returned * chdtrc domain x < 0 or v < 1 0.0 */ /* chdtrif() * * Inverse of complemented Chi-square distribution * * * * SYNOPSIS: * * float df, x, y, chdtrif(); * * x = chdtrif( df, y ); * * * * * DESCRIPTION: * * Finds the Chi-square argument x such that the integral * from x to infinity of the Chi-square density is equal * to the given cumulative probability y. * * This is accomplished using the inverse gamma integral * function and the relation * * x/2 = igami( df/2, y ); * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 10000 2.2e-5 8.5e-7 * * ERROR MESSAGES: * * message condition value returned * chdtri domain y < 0 or y > 1 0.0 * v < 1 * */ /* clogf.c * * Complex natural logarithm * * * * SYNOPSIS: * * void clogf(); * cmplxf z, w; * * clogf( &z, &w ); * * * * DESCRIPTION: * * Returns complex logarithm to the base e (2.718...) of * the complex argument x. * * If z = x + iy, r = sqrt( x**2 + y**2 ), * then * w = log(r) + i arctan(y/x). * * The arctangent ranges from -PI to +PI. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.9e-6 6.2e-8 * * Larger relative error can be observed for z near 1 +i0. * In IEEE arithmetic the peak absolute error is 3.1e-7. * */ /* cexpf() * * Complex exponential function * * * * SYNOPSIS: * * void cexpf(); * cmplxf z, w; * * cexpf( &z, &w ); * * * * DESCRIPTION: * * Returns the exponential of the complex argument z * into the complex result w. * * If * z = x + iy, * r = exp(x), * * then * * w = r cos y + i r sin y. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.4e-7 4.5e-8 * */ /* csinf() * * Complex circular sine * * * * SYNOPSIS: * * void csinf(); * cmplxf z, w; * * csinf( &z, &w ); * * * * DESCRIPTION: * * If * z = x + iy, * * then * * w = sin x cosh y + i cos x sinh y. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.9e-7 5.5e-8 * */ /* ccosf() * * Complex circular cosine * * * * SYNOPSIS: * * void ccosf(); * cmplxf z, w; * * ccosf( &z, &w ); * * * * DESCRIPTION: * * If * z = x + iy, * * then * * w = cos x cosh y - i sin x sinh y. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.8e-7 5.5e-8 */ /* ctanf() * * Complex circular tangent * * * * SYNOPSIS: * * void ctanf(); * cmplxf z, w; * * ctanf( &z, &w ); * * * * DESCRIPTION: * * If * z = x + iy, * * then * * sin 2x + i sinh 2y * w = --------------------. * cos 2x + cosh 2y * * On the real axis the denominator is zero at odd multiples * of PI/2. The denominator is evaluated by its Taylor * series near these points. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 3.3e-7 5.1e-8 */ /* ccotf() * * Complex circular cotangent * * * * SYNOPSIS: * * void ccotf(); * cmplxf z, w; * * ccotf( &z, &w ); * * * * DESCRIPTION: * * If * z = x + iy, * * then * * sin 2x - i sinh 2y * w = --------------------. * cosh 2y - cos 2x * * On the real axis, the denominator has zeros at even * multiples of PI/2. Near these points it is evaluated * by a Taylor series. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 3.6e-7 5.7e-8 * Also tested by ctan * ccot = 1 + i0. */ /* casinf() * * Complex circular arc sine * * * * SYNOPSIS: * * void casinf(); * cmplxf z, w; * * casinf( &z, &w ); * * * * DESCRIPTION: * * Inverse complex sine: * * 2 * w = -i clog( iz + csqrt( 1 - z ) ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.1e-5 1.5e-6 * Larger relative error can be observed for z near zero. * */ /* cacosf() * * Complex circular arc cosine * * * * SYNOPSIS: * * void cacosf(); * cmplxf z, w; * * cacosf( &z, &w ); * * * * DESCRIPTION: * * * w = arccos z = PI/2 - arcsin z. * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 9.2e-6 1.2e-6 * */ /* catan() * * Complex circular arc tangent * * * * SYNOPSIS: * * void catan(); * cmplxf z, w; * * catan( &z, &w ); * * * * DESCRIPTION: * * If * z = x + iy, * * then * 1 ( 2x ) * Re w = - arctan(-----------) + k PI * 2 ( 2 2) * (1 - x - y ) * * ( 2 2) * 1 (x + (y+1) ) * Im w = - log(------------) * 4 ( 2 2) * (x + (y-1) ) * * Where k is an arbitrary integer. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 2.3e-6 5.2e-8 * */ /* cmplxf.c * * Complex number arithmetic * * * * SYNOPSIS: * * typedef struct { * float r; real part * float i; imaginary part * }cmplxf; * * cmplxf *a, *b, *c; * * caddf( a, b, c ); c = b + a * csubf( a, b, c ); c = b - a * cmulf( a, b, c ); c = b * a * cdivf( a, b, c ); c = b / a * cnegf( c ); c = -c * cmovf( b, c ); c = b * * * * DESCRIPTION: * * Addition: * c.r = b.r + a.r * c.i = b.i + a.i * * Subtraction: * c.r = b.r - a.r * c.i = b.i - a.i * * Multiplication: * c.r = b.r * a.r - b.i * a.i * c.i = b.r * a.i + b.i * a.r * * Division: * d = a.r * a.r + a.i * a.i * c.r = (b.r * a.r + b.i * a.i)/d * c.i = (b.i * a.r - b.r * a.i)/d * ACCURACY: * * In DEC arithmetic, the test (1/z) * z = 1 had peak relative * error 3.1e-17, rms 1.2e-17. The test (y/z) * (z/y) = 1 had * peak relative error 8.3e-17, rms 2.1e-17. * * Tests in the rectangle {-10,+10}: * Relative error: * arithmetic function # trials peak rms * IEEE cadd 30000 5.9e-8 2.6e-8 * IEEE csub 30000 6.0e-8 2.6e-8 * IEEE cmul 30000 1.1e-7 3.7e-8 * IEEE cdiv 30000 2.1e-7 5.7e-8 */ /* cabsf() * * Complex absolute value * * * * SYNOPSIS: * * float cabsf(); * cmplxf z; * float a; * * a = cabsf( &z ); * * * * DESCRIPTION: * * * If z = x + iy * * then * * a = sqrt( x**2 + y**2 ). * * Overflow and underflow are avoided by testing the magnitudes * of x and y before squaring. If either is outside half of * the floating point full scale range, both are rescaled. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 30000 1.2e-7 3.4e-8 */ /* csqrtf() * * Complex square root * * * * SYNOPSIS: * * void csqrtf(); * cmplxf z, w; * * csqrtf( &z, &w ); * * * * DESCRIPTION: * * * If z = x + iy, r = |z|, then * * 1/2 * Im w = [ (r - x)/2 ] , * * Re w = y / 2 Im w. * * * Note that -w is also a square root of z. The solution * reported is always in the upper half plane. * * Because of the potential for cancellation error in r - x, * the result is sharpened by doing a Heron iteration * (see sqrt.c) in complex arithmetic. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,+10 100000 1.8e-7 4.2e-8 * */ /* coshf.c * * Hyperbolic cosine * * * * SYNOPSIS: * * float x, y, coshf(); * * y = coshf( x ); * * * * DESCRIPTION: * * Returns hyperbolic cosine of argument in the range MINLOGF to * MAXLOGF. * * cosh(x) = ( exp(x) + exp(-x) )/2. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-MAXLOGF 100000 1.2e-7 2.8e-8 * * * ERROR MESSAGES: * * message condition value returned * coshf overflow |x| > MAXLOGF MAXNUMF * * */ /* dawsnf.c * * Dawson's Integral * * * * SYNOPSIS: * * float x, y, dawsnf(); * * y = dawsnf( x ); * * * * DESCRIPTION: * * Approximates the integral * * x * - * 2 | | 2 * dawsn(x) = exp( -x ) | exp( t ) dt * | | * - * 0 * * Three different rational approximations are employed, for * the intervals 0 to 3.25; 3.25 to 6.25; and 6.25 up. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,10 50000 4.4e-7 6.3e-8 * * */ /* ellief.c * * Incomplete elliptic integral of the second kind * * * * SYNOPSIS: * * float phi, m, y, ellief(); * * y = ellief( phi, m ); * * * * DESCRIPTION: * * Approximates the integral * * * phi * - * | | * | 2 * E(phi\m) = | sqrt( 1 - m sin t ) dt * | * | | * - * 0 * * of amplitude phi and modulus m, using the arithmetic - * geometric mean algorithm. * * * * ACCURACY: * * Tested at random arguments with phi in [0, 2] and m in * [0, 1]. * Relative error: * arithmetic domain # trials peak rms * IEEE 0,2 10000 4.5e-7 7.4e-8 * * */ /* ellikf.c * * Incomplete elliptic integral of the first kind * * * * SYNOPSIS: * * float phi, m, y, ellikf(); * * y = ellikf( phi, m ); * * * * DESCRIPTION: * * Approximates the integral * * * * phi * - * | | * | dt * F(phi\m) = | ------------------ * | 2 * | | sqrt( 1 - m sin t ) * - * 0 * * of amplitude phi and modulus m, using the arithmetic - * geometric mean algorithm. * * * * * ACCURACY: * * Tested at random points with phi in [0, 2] and m in * [0, 1]. * Relative error: * arithmetic domain # trials peak rms * IEEE 0,2 10000 2.9e-7 5.8e-8 * * */ /* ellpef.c * * Complete elliptic integral of the second kind * * * * SYNOPSIS: * * float m1, y, ellpef(); * * y = ellpef( m1 ); * * * * DESCRIPTION: * * Approximates the integral * * * pi/2 * - * | | 2 * E(m) = | sqrt( 1 - m sin t ) dt * | | * - * 0 * * Where m = 1 - m1, using the approximation * * P(x) - x log x Q(x). * * Though there are no singularities, the argument m1 is used * rather than m for compatibility with ellpk(). * * E(1) = 1; E(0) = pi/2. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 1 30000 1.1e-7 3.9e-8 * * * ERROR MESSAGES: * * message condition value returned * ellpef domain x<0, x>1 0.0 * */ /* ellpjf.c * * Jacobian Elliptic Functions * * * * SYNOPSIS: * * float u, m, sn, cn, dn, phi; * int ellpj(); * * ellpj( u, m, _&sn, _&cn, _&dn, _&phi ); * * * * DESCRIPTION: * * * Evaluates the Jacobian elliptic functions sn(u|m), cn(u|m), * and dn(u|m) of parameter m between 0 and 1, and real * argument u. * * These functions are periodic, with quarter-period on the * real axis equal to the complete elliptic integral * ellpk(1.0-m). * * Relation to incomplete elliptic integral: * If u = ellik(phi,m), then sn(u|m) = sin(phi), * and cn(u|m) = cos(phi). Phi is called the amplitude of u. * * Computation is by means of the arithmetic-geometric mean * algorithm, except when m is within 1e-9 of 0 or 1. In the * latter case with m close to 1, the approximation applies * only for phi < pi/2. * * ACCURACY: * * Tested at random points with u between 0 and 10, m between * 0 and 1. * * Absolute error (* = relative error): * arithmetic function # trials peak rms * IEEE sn 10000 1.7e-6 2.2e-7 * IEEE cn 10000 1.6e-6 2.2e-7 * IEEE dn 10000 1.4e-3 1.9e-5 * IEEE phi 10000 3.9e-7* 6.7e-8* * * Peak error observed in consistency check using addition * theorem for sn(u+v) was 4e-16 (absolute). Also tested by * the above relation to the incomplete elliptic integral. * Accuracy deteriorates when u is large. * */ /* ellpkf.c * * Complete elliptic integral of the first kind * * * * SYNOPSIS: * * float m1, y, ellpkf(); * * y = ellpkf( m1 ); * * * * DESCRIPTION: * * Approximates the integral * * * * pi/2 * - * | | * | dt * K(m) = | ------------------ * | 2 * | | sqrt( 1 - m sin t ) * - * 0 * * where m = 1 - m1, using the approximation * * P(x) - log x Q(x). * * The argument m1 is used rather than m so that the logarithmic * singularity at m = 1 will be shifted to the origin; this * preserves maximum accuracy. * * K(0) = pi/2. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,1 30000 1.3e-7 3.4e-8 * * ERROR MESSAGES: * * message condition value returned * ellpkf domain x<0, x>1 0.0 * */ /* exp10f.c * * Base 10 exponential function * (Common antilogarithm) * * * * SYNOPSIS: * * float x, y, exp10f(); * * y = exp10f( x ); * * * * DESCRIPTION: * * Returns 10 raised to the x power. * * Range reduction is accomplished by expressing the argument * as 10**x = 2**n 10**f, with |f| < 0.5 log10(2). * A polynomial approximates 10**f. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -38,+38 100000 9.8e-8 2.8e-8 * * ERROR MESSAGES: * * message condition value returned * exp10 underflow x < -MAXL10 0.0 * exp10 overflow x > MAXL10 MAXNUM * * IEEE single arithmetic: MAXL10 = 38.230809449325611792. * */ /* exp2f.c * * Base 2 exponential function * * * * SYNOPSIS: * * float x, y, exp2f(); * * y = exp2f( x ); * * * * DESCRIPTION: * * Returns 2 raised to the x power. * * Range reduction is accomplished by separating the argument * into an integer k and fraction f such that * x k f * 2 = 2 2. * * A polynomial approximates 2**x in the basic range [-0.5, 0.5]. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -127,+127 100000 1.7e-7 2.8e-8 * * * See exp.c for comments on error amplification. * * * ERROR MESSAGES: * * message condition value returned * exp underflow x < -MAXL2 0.0 * exp overflow x > MAXL2 MAXNUMF * * For IEEE arithmetic, MAXL2 = 127. */ /* expf.c * * Exponential function * * * * SYNOPSIS: * * float x, y, expf(); * * y = expf( x ); * * * * DESCRIPTION: * * Returns e (2.71828...) raised to the x power. * * Range reduction is accomplished by separating the argument * into an integer k and fraction f such that * * x k f * e = 2 e. * * A polynomial is used to approximate exp(f) * in the basic range [-0.5, 0.5]. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +- MAXLOG 100000 1.7e-7 2.8e-8 * * * Error amplification in the exponential function can be * a serious matter. The error propagation involves * exp( X(1+delta) ) = exp(X) ( 1 + X*delta + ... ), * which shows that a 1 lsb error in representing X produces * a relative error of X times 1 lsb in the function. * While the routine gives an accurate result for arguments * that are exactly represented by a double precision * computer number, the result contains amplified roundoff * error for large arguments not exactly represented. * * * ERROR MESSAGES: * * message condition value returned * expf underflow x < MINLOGF 0.0 * expf overflow x > MAXLOGF MAXNUMF * */ /* expnf.c * * Exponential integral En * * * * SYNOPSIS: * * int n; * float x, y, expnf(); * * y = expnf( n, x ); * * * * DESCRIPTION: * * Evaluates the exponential integral * * inf. * - * | | -xt * | e * E (x) = | ---- dt. * n | n * | | t * - * 1 * * * Both n and x must be nonnegative. * * The routine employs either a power series, a continued * fraction, or an asymptotic formula depending on the * relative values of n and x. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 10000 5.6e-7 1.2e-7 * */ /* facf.c * * Factorial function * * * * SYNOPSIS: * * float y, facf(); * int i; * * y = facf( i ); * * * * DESCRIPTION: * * Returns factorial of i = 1 * 2 * 3 * ... * i. * fac(0) = 1.0. * * Due to machine arithmetic bounds the largest value of * i accepted is 33 in single precision arithmetic. * Greater values, or negative ones, * produce an error message and return MAXNUM. * * * * ACCURACY: * * For i < 34 the values are simply tabulated, and have * full machine accuracy. * */ /* fdtrf.c * * F distribution * * * * SYNOPSIS: * * int df1, df2; * float x, y, fdtrf(); * * y = fdtrf( df1, df2, x ); * * * * DESCRIPTION: * * Returns the area from zero to x under the F density * function (also known as Snedcor's density or the * variance ratio density). This is the density * of x = (u1/df1)/(u2/df2), where u1 and u2 are random * variables having Chi square distributions with df1 * and df2 degrees of freedom, respectively. * * The incomplete beta integral is used, according to the * formula * * P(x) = incbet( df1/2, df2/2, (df1*x/(df2 + df1*x) ). * * * The arguments a and b are greater than zero, and x * x is nonnegative. * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 2.2e-5 1.1e-6 * * ERROR MESSAGES: * * message condition value returned * fdtrf domain a<0, b<0, x<0 0.0 * */ /* fdtrcf() * * Complemented F distribution * * * * SYNOPSIS: * * int df1, df2; * float x, y, fdtrcf(); * * y = fdtrcf( df1, df2, x ); * * * * DESCRIPTION: * * Returns the area from x to infinity under the F density * function (also known as Snedcor's density or the * variance ratio density). * * * inf. * - * 1 | | a-1 b-1 * 1-P(x) = ------ | t (1-t) dt * B(a,b) | | * - * x * * (See fdtr.c.) * * The incomplete beta integral is used, according to the * formula * * P(x) = incbet( df2/2, df1/2, (df2/(df2 + df1*x) ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 7.3e-5 1.2e-5 * * ERROR MESSAGES: * * message condition value returned * fdtrcf domain a<0, b<0, x<0 0.0 * */ /* fdtrif() * * Inverse of complemented F distribution * * * * SYNOPSIS: * * float df1, df2, x, y, fdtrif(); * * x = fdtrif( df1, df2, y ); * * * * * DESCRIPTION: * * Finds the F density argument x such that the integral * from x to infinity of the F density is equal to the * given probability y. * * This is accomplished using the inverse beta integral * function and the relations * * z = incbi( df2/2, df1/2, y ) * x = df2 (1-z) / (df1 z). * * Note: the following relations hold for the inverse of * the uncomplemented F distribution: * * z = incbi( df1/2, df2/2, y ) * x = df2 z / (df1 (1-z)). * * * * ACCURACY: * * arithmetic domain # trials peak rms * Absolute error: * IEEE 0,100 5000 4.0e-5 3.2e-6 * Relative error: * IEEE 0,100 5000 1.2e-3 1.8e-5 * * ERROR MESSAGES: * * message condition value returned * fdtrif domain y <= 0 or y > 1 0.0 * v < 1 * */ /* ceilf() * floorf() * frexpf() * ldexpf() * * Single precision floating point numeric utilities * * * * SYNOPSIS: * * float x, y; * float ceilf(), floorf(), frexpf(), ldexpf(); * int expnt, n; * * y = floorf(x); * y = ceilf(x); * y = frexpf( x, &expnt ); * y = ldexpf( x, n ); * * * * DESCRIPTION: * * All four routines return a single precision floating point * result. * * sfloor() returns the largest integer less than or equal to x. * It truncates toward minus infinity. * * sceil() returns the smallest integer greater than or equal * to x. It truncates toward plus infinity. * * sfrexp() extracts the exponent from x. It returns an integer * power of two to expnt and the significand between 0.5 and 1 * to y. Thus x = y * 2**expn. * * sldexp() multiplies x by 2**n. * * These functions are part of the standard C run time library * for many but not all C compilers. The ones supplied are * written in C for either DEC or IEEE arithmetic. They should * be used only if your compiler library does not already have * them. * * The IEEE versions assume that denormal numbers are implemented * in the arithmetic. Some modifications will be required if * the arithmetic has abrupt rather than gradual underflow. */ /* fresnlf.c * * Fresnel integral * * * * SYNOPSIS: * * float x, S, C; * void fresnlf(); * * fresnlf( x, _&S, _&C ); * * * DESCRIPTION: * * Evaluates the Fresnel integrals * * x * - * | | * C(x) = | cos(pi/2 t**2) dt, * | | * - * 0 * * x * - * | | * S(x) = | sin(pi/2 t**2) dt. * | | * - * 0 * * * The integrals are evaluated by power series for small x. * For x >= 1 auxiliary functions f(x) and g(x) are employed * such that * * C(x) = 0.5 + f(x) sin( pi/2 x**2 ) - g(x) cos( pi/2 x**2 ) * S(x) = 0.5 - f(x) cos( pi/2 x**2 ) - g(x) sin( pi/2 x**2 ) * * * * ACCURACY: * * Relative error. * * Arithmetic function domain # trials peak rms * IEEE S(x) 0, 10 30000 1.1e-6 1.9e-7 * IEEE C(x) 0, 10 30000 1.1e-6 2.0e-7 */ /* gammaf.c * * Gamma function * * * * SYNOPSIS: * * float x, y, gammaf(); * extern int sgngamf; * * y = gammaf( x ); * * * * DESCRIPTION: * * Returns gamma function of the argument. The result is * correctly signed, and the sign (+1 or -1) is also * returned in a global (extern) variable named sgngamf. * This same variable is also filled in by the logarithmic * gamma function lgam(). * * Arguments between 0 and 10 are reduced by recurrence and the * function is approximated by a polynomial function covering * the interval (2,3). Large arguments are handled by Stirling's * formula. Negative arguments are made positive using * a reflection formula. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,-33 100,000 5.7e-7 1.0e-7 * IEEE -33,0 100,000 6.1e-7 1.2e-7 * * */ /* lgamf() * * Natural logarithm of gamma function * * * * SYNOPSIS: * * float x, y, lgamf(); * extern int sgngamf; * * y = lgamf( x ); * * * * DESCRIPTION: * * Returns the base e (2.718...) logarithm of the absolute * value of the gamma function of the argument. * The sign (+1 or -1) of the gamma function is returned in a * global (extern) variable named sgngamf. * * For arguments greater than 6.5, the logarithm of the gamma * function is approximated by the logarithmic version of * Stirling's formula. Arguments between 0 and +6.5 are reduced by * by recurrence to the interval [.75,1.25] or [1.5,2.5] of a rational * approximation. The cosecant reflection formula is employed for * arguments less than zero. * * Arguments greater than MAXLGM = 2.035093e36 return MAXNUM and an * error message. * * * * ACCURACY: * * * * arithmetic domain # trials peak rms * IEEE -100,+100 500,000 7.4e-7 6.8e-8 * The error criterion was relative when the function magnitude * was greater than one but absolute when it was less than one. * The routine has low relative error for positive arguments. * * The following test used the relative error criterion. * IEEE -2, +3 100000 4.0e-7 5.6e-8 * */ /* gdtrf.c * * Gamma distribution function * * * * SYNOPSIS: * * float a, b, x, y, gdtrf(); * * y = gdtrf( a, b, x ); * * * * DESCRIPTION: * * Returns the integral from zero to x of the gamma probability * density function: * * * x * b - * a | | b-1 -at * y = ----- | t e dt * - | | * | (b) - * 0 * * The incomplete gamma integral is used, according to the * relation * * y = igam( b, ax ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 5.8e-5 3.0e-6 * * ERROR MESSAGES: * * message condition value returned * gdtrf domain x < 0 0.0 * */ /* gdtrcf.c * * Complemented gamma distribution function * * * * SYNOPSIS: * * float a, b, x, y, gdtrcf(); * * y = gdtrcf( a, b, x ); * * * * DESCRIPTION: * * Returns the integral from x to infinity of the gamma * probability density function: * * * inf. * b - * a | | b-1 -at * y = ----- | t e dt * - | | * | (b) - * x * * The incomplete gamma integral is used, according to the * relation * * y = igamc( b, ax ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 9.1e-5 1.5e-5 * * ERROR MESSAGES: * * message condition value returned * gdtrcf domain x < 0 0.0 * */ /* hyp2f1f.c * * Gauss hypergeometric function F * 2 1 * * * SYNOPSIS: * * float a, b, c, x, y, hyp2f1f(); * * y = hyp2f1f( a, b, c, x ); * * * DESCRIPTION: * * * hyp2f1( a, b, c, x ) = F ( a, b; c; x ) * 2 1 * * inf. * - a(a+1)...(a+k) b(b+1)...(b+k) k+1 * = 1 + > ----------------------------- x . * - c(c+1)...(c+k) (k+1)! * k = 0 * * Cases addressed are * Tests and escapes for negative integer a, b, or c * Linear transformation if c - a or c - b negative integer * Special case c = a or c = b * Linear transformation for x near +1 * Transformation for x < -0.5 * Psi function expansion if x > 0.5 and c - a - b integer * Conditionally, a recurrence on c to make c-a-b > 0 * * |x| > 1 is rejected. * * The parameters a, b, c are considered to be integer * valued if they are within 1.0e-6 of the nearest integer. * * ACCURACY: * * Relative error (-1 < x < 1): * arithmetic domain # trials peak rms * IEEE 0,3 30000 5.8e-4 4.3e-6 */ /* hypergf.c * * Confluent hypergeometric function * * * * SYNOPSIS: * * float a, b, x, y, hypergf(); * * y = hypergf( a, b, x ); * * * * DESCRIPTION: * * Computes the confluent hypergeometric function * * 1 2 * a x a(a+1) x * F ( a,b;x ) = 1 + ---- + --------- + ... * 1 1 b 1! b(b+1) 2! * * Many higher transcendental functions are special cases of * this power series. * * As is evident from the formula, b must not be a negative * integer or zero unless a is an integer with 0 >= a > b. * * The routine attempts both a direct summation of the series * and an asymptotic expansion. In each case error due to * roundoff, cancellation, and nonconvergence is estimated. * The result with smaller estimated error is returned. * * * * ACCURACY: * * Tested at random points (a, b, x), all three variables * ranging from 0 to 30. * Relative error: * arithmetic domain # trials peak rms * IEEE 0,5 10000 6.6e-7 1.3e-7 * IEEE 0,30 30000 1.1e-5 6.5e-7 * * Larger errors can be observed when b is near a negative * integer or zero. Certain combinations of arguments yield * serious cancellation error in the power series summation * and also are not in the region of near convergence of the * asymptotic series. An error message is printed if the * self-estimated relative error is greater than 1.0e-3. * */ /* i0f.c * * Modified Bessel function of order zero * * * * SYNOPSIS: * * float x, y, i0(); * * y = i0f( x ); * * * * DESCRIPTION: * * Returns modified Bessel function of order zero of the * argument. * * The function is defined as i0(x) = j0( ix ). * * The range is partitioned into the two intervals [0,8] and * (8, infinity). Chebyshev polynomial expansions are employed * in each interval. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 100000 4.0e-7 7.9e-8 * */ /* i0ef.c * * Modified Bessel function of order zero, * exponentially scaled * * * * SYNOPSIS: * * float x, y, i0ef(); * * y = i0ef( x ); * * * * DESCRIPTION: * * Returns exponentially scaled modified Bessel function * of order zero of the argument. * * The function is defined as i0e(x) = exp(-|x|) j0( ix ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 100000 3.7e-7 7.0e-8 * See i0f(). * */ /* i1f.c * * Modified Bessel function of order one * * * * SYNOPSIS: * * float x, y, i1f(); * * y = i1f( x ); * * * * DESCRIPTION: * * Returns modified Bessel function of order one of the * argument. * * The function is defined as i1(x) = -i j1( ix ). * * The range is partitioned into the two intervals [0,8] and * (8, infinity). Chebyshev polynomial expansions are employed * in each interval. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 100000 1.5e-6 1.6e-7 * * */ /* i1ef.c * * Modified Bessel function of order one, * exponentially scaled * * * * SYNOPSIS: * * float x, y, i1ef(); * * y = i1ef( x ); * * * * DESCRIPTION: * * Returns exponentially scaled modified Bessel function * of order one of the argument. * * The function is defined as i1(x) = -i exp(-|x|) j1( ix ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 30000 1.5e-6 1.5e-7 * See i1(). * */ /* igamf.c * * Incomplete gamma integral * * * * SYNOPSIS: * * float a, x, y, igamf(); * * y = igamf( a, x ); * * * * DESCRIPTION: * * The function is defined by * * x * - * 1 | | -t a-1 * igam(a,x) = ----- | e t dt. * - | | * | (a) - * 0 * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 20000 7.8e-6 5.9e-7 * */ /* igamcf() * * Complemented incomplete gamma integral * * * * SYNOPSIS: * * float a, x, y, igamcf(); * * y = igamcf( a, x ); * * * * DESCRIPTION: * * The function is defined by * * * igamc(a,x) = 1 - igam(a,x) * * inf. * - * 1 | | -t a-1 * = ----- | e t dt. * - | | * | (a) - * x * * * In this implementation both arguments must be positive. * The integral is evaluated by either a power series or * continued fraction expansion, depending on the relative * values of a and x. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,30 30000 7.8e-6 5.9e-7 * */ /* igamif() * * Inverse of complemented imcomplete gamma integral * * * * SYNOPSIS: * * float a, x, y, igamif(); * * x = igamif( a, y ); * * * * DESCRIPTION: * * Given y, the function finds x such that * * igamc( a, x ) = y. * * Starting with the approximate value * * 3 * x = a t * * where * * t = 1 - d - ndtri(y) sqrt(d) * * and * * d = 1/9a, * * the routine performs up to 10 Newton iterations to find the * root of igamc(a,x) - y = 0. * * * ACCURACY: * * Tested for a ranging from 0 to 100 and x from 0 to 1. * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 1.0e-5 1.5e-6 * */ /* incbetf.c * * Incomplete beta integral * * * SYNOPSIS: * * float a, b, x, y, incbetf(); * * y = incbetf( a, b, x ); * * * DESCRIPTION: * * Returns incomplete beta integral of the arguments, evaluated * from zero to x. The function is defined as * * x * - - * | (a+b) | | a-1 b-1 * ----------- | t (1-t) dt. * - - | | * | (a) | (b) - * 0 * * The domain of definition is 0 <= x <= 1. In this * implementation a and b are restricted to positive values. * The integral from x to 1 may be obtained by the symmetry * relation * * 1 - incbet( a, b, x ) = incbet( b, a, 1-x ). * * The integral is evaluated by a continued fraction expansion. * If a < 1, the function calls itself recursively after a * transformation to increase a to a+1. * * ACCURACY: * * Tested at random points (a,b,x) with a and b in the indicated * interval and x between 0 and 1. * * arithmetic domain # trials peak rms * Relative error: * IEEE 0,30 10000 3.7e-5 5.1e-6 * IEEE 0,100 10000 1.7e-4 2.5e-5 * The useful domain for relative error is limited by underflow * of the single precision exponential function. * Absolute error: * IEEE 0,30 100000 2.2e-5 9.6e-7 * IEEE 0,100 10000 6.5e-5 3.7e-6 * * Larger errors may occur for extreme ratios of a and b. * * ERROR MESSAGES: * message condition value returned * incbetf domain x<0, x>1 0.0 */ /* incbif() * * Inverse of imcomplete beta integral * * * * SYNOPSIS: * * float a, b, x, y, incbif(); * * x = incbif( a, b, y ); * * * * DESCRIPTION: * * Given y, the function finds x such that * * incbet( a, b, x ) = y. * * the routine performs up to 10 Newton iterations to find the * root of incbet(a,b,x) - y = 0. * * * ACCURACY: * * Relative error: * x a,b * arithmetic domain domain # trials peak rms * IEEE 0,1 0,100 5000 2.8e-4 8.3e-6 * * Overflow and larger errors may occur for one of a or b near zero * and the other large. */ /* ivf.c * * Modified Bessel function of noninteger order * * * * SYNOPSIS: * * float v, x, y, ivf(); * * y = ivf( v, x ); * * * * DESCRIPTION: * * Returns modified Bessel function of order v of the * argument. If x is negative, v must be integer valued. * * The function is defined as Iv(x) = Jv( ix ). It is * here computed in terms of the confluent hypergeometric * function, according to the formula * * v -x * Iv(x) = (x/2) e hyperg( v+0.5, 2v+1, 2x ) / gamma(v+1) * * If v is a negative integer, then v is replaced by -v. * * * ACCURACY: * * Tested at random points (v, x), with v between 0 and * 30, x between 0 and 28. * arithmetic domain # trials peak rms * Relative error: * IEEE 0,15 3000 4.7e-6 5.4e-7 * Absolute error (relative when function > 1) * IEEE 0,30 5000 8.5e-6 1.3e-6 * * Accuracy is diminished if v is near a negative integer. * The useful domain for relative error is limited by overflow * of the single precision exponential function. * * See also hyperg.c. * */ /* j0f.c * * Bessel function of order zero * * * * SYNOPSIS: * * float x, y, j0f(); * * y = j0f( x ); * * * * DESCRIPTION: * * Returns Bessel function of order zero of the argument. * * The domain is divided into the intervals [0, 2] and * (2, infinity). In the first interval the following polynomial * approximation is used: * * * 2 2 2 * (w - r ) (w - r ) (w - r ) P(w) * 1 2 3 * * 2 * where w = x and the three r's are zeros of the function. * * In the second interval, the modulus and phase are approximated * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x) * and Phase(x) = x + 1/x R(1/x^2) - pi/4. The function is * * j0(x) = Modulus(x) cos( Phase(x) ). * * * * ACCURACY: * * Absolute error: * arithmetic domain # trials peak rms * IEEE 0, 2 100000 1.3e-7 3.6e-8 * IEEE 2, 32 100000 1.9e-7 5.4e-8 * */ /* y0f.c * * Bessel function of the second kind, order zero * * * * SYNOPSIS: * * float x, y, y0f(); * * y = y0f( x ); * * * * DESCRIPTION: * * Returns Bessel function of the second kind, of order * zero, of the argument. * * The domain is divided into the intervals [0, 2] and * (2, infinity). In the first interval a rational approximation * R(x) is employed to compute * * 2 2 2 * y0(x) = (w - r ) (w - r ) (w - r ) R(x) + 2/pi ln(x) j0(x). * 1 2 3 * * Thus a call to j0() is required. The three zeros are removed * from R(x) to improve its numerical stability. * * In the second interval, the modulus and phase are approximated * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x) * and Phase(x) = x + 1/x S(1/x^2) - pi/4. Then the function is * * y0(x) = Modulus(x) sin( Phase(x) ). * * * * * ACCURACY: * * Absolute error, when y0(x) < 1; else relative error: * * arithmetic domain # trials peak rms * IEEE 0, 2 100000 2.4e-7 3.4e-8 * IEEE 2, 32 100000 1.8e-7 5.3e-8 * */ /* j1f.c * * Bessel function of order one * * * * SYNOPSIS: * * float x, y, j1f(); * * y = j1f( x ); * * * * DESCRIPTION: * * Returns Bessel function of order one of the argument. * * The domain is divided into the intervals [0, 2] and * (2, infinity). In the first interval a polynomial approximation * 2 * (w - r ) x P(w) * 1 * 2 * is used, where w = x and r is the first zero of the function. * * In the second interval, the modulus and phase are approximated * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x) * and Phase(x) = x + 1/x R(1/x^2) - 3pi/4. The function is * * j0(x) = Modulus(x) cos( Phase(x) ). * * * * ACCURACY: * * Absolute error: * arithmetic domain # trials peak rms * IEEE 0, 2 100000 1.2e-7 2.5e-8 * IEEE 2, 32 100000 2.0e-7 5.3e-8 * * */ /* y1.c * * Bessel function of second kind of order one * * * * SYNOPSIS: * * double x, y, y1(); * * y = y1( x ); * * * * DESCRIPTION: * * Returns Bessel function of the second kind of order one * of the argument. * * The domain is divided into the intervals [0, 2] and * (2, infinity). In the first interval a rational approximation * R(x) is employed to compute * * 2 * y0(x) = (w - r ) x R(x^2) + 2/pi (ln(x) j1(x) - 1/x) . * 1 * * Thus a call to j1() is required. * * In the second interval, the modulus and phase are approximated * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x) * and Phase(x) = x + 1/x S(1/x^2) - 3pi/4. Then the function is * * y0(x) = Modulus(x) sin( Phase(x) ). * * * * * ACCURACY: * * Absolute error: * arithmetic domain # trials peak rms * IEEE 0, 2 100000 2.2e-7 4.6e-8 * IEEE 2, 32 100000 1.9e-7 5.3e-8 * * (error criterion relative when |y1| > 1). * */ /* jnf.c * * Bessel function of integer order * * * * SYNOPSIS: * * int n; * float x, y, jnf(); * * y = jnf( n, x ); * * * * DESCRIPTION: * * Returns Bessel function of order n, where n is a * (possibly negative) integer. * * The ratio of jn(x) to j0(x) is computed by backward * recurrence. First the ratio jn/jn-1 is found by a * continued fraction expansion. Then the recurrence * relating successive orders is applied until j0 or j1 is * reached. * * If n = 0 or 1 the routine for j0 or j1 is called * directly. * * * * ACCURACY: * * Absolute error: * arithmetic range # trials peak rms * IEEE 0, 15 30000 3.6e-7 3.6e-8 * * * Not suitable for large n or x. Use jvf() instead. * */ /* jvf.c * * Bessel function of noninteger order * * * * SYNOPSIS: * * float v, x, y, jvf(); * * y = jvf( v, x ); * * * * DESCRIPTION: * * Returns Bessel function of order v of the argument, * where v is real. Negative x is allowed if v is an integer. * * Several expansions are included: the ascending power * series, the Hankel expansion, and two transitional * expansions for large v. If v is not too large, it * is reduced by recurrence to a region of best accuracy. * * The single precision routine accepts negative v, but with * reduced accuracy. * * * * ACCURACY: * Results for integer v are indicated by *. * Error criterion is absolute, except relative when |jv()| > 1. * * arithmetic domain # trials peak rms * v x * IEEE 0,125 0,125 30000 2.0e-6 2.0e-7 * IEEE -17,0 0,125 30000 1.1e-5 4.0e-7 * IEEE -100,0 0,125 3000 1.5e-4 7.8e-6 */ /* k0f.c * * Modified Bessel function, third kind, order zero * * * * SYNOPSIS: * * float x, y, k0f(); * * y = k0f( x ); * * * * DESCRIPTION: * * Returns modified Bessel function of the third kind * of order zero of the argument. * * The range is partitioned into the two intervals [0,8] and * (8, infinity). Chebyshev polynomial expansions are employed * in each interval. * * * * ACCURACY: * * Tested at 2000 random points between 0 and 8. Peak absolute * error (relative when K0 > 1) was 1.46e-14; rms, 4.26e-15. * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 30000 7.8e-7 8.5e-8 * * ERROR MESSAGES: * * message condition value returned * K0 domain x <= 0 MAXNUM * */ /* k0ef() * * Modified Bessel function, third kind, order zero, * exponentially scaled * * * * SYNOPSIS: * * float x, y, k0ef(); * * y = k0ef( x ); * * * * DESCRIPTION: * * Returns exponentially scaled modified Bessel function * of the third kind of order zero of the argument. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 30000 8.1e-7 7.8e-8 * See k0(). * */ /* k1f.c * * Modified Bessel function, third kind, order one * * * * SYNOPSIS: * * float x, y, k1f(); * * y = k1f( x ); * * * * DESCRIPTION: * * Computes the modified Bessel function of the third kind * of order one of the argument. * * The range is partitioned into the two intervals [0,2] and * (2, infinity). Chebyshev polynomial expansions are employed * in each interval. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 30000 4.6e-7 7.6e-8 * * ERROR MESSAGES: * * message condition value returned * k1 domain x <= 0 MAXNUM * */ /* k1ef.c * * Modified Bessel function, third kind, order one, * exponentially scaled * * * * SYNOPSIS: * * float x, y, k1ef(); * * y = k1ef( x ); * * * * DESCRIPTION: * * Returns exponentially scaled modified Bessel function * of the third kind of order one of the argument: * * k1e(x) = exp(x) * k1(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 30000 4.9e-7 6.7e-8 * See k1(). * */ /* knf.c * * Modified Bessel function, third kind, integer order * * * * SYNOPSIS: * * float x, y, knf(); * int n; * * y = knf( n, x ); * * * * DESCRIPTION: * * Returns modified Bessel function of the third kind * of order n of the argument. * * The range is partitioned into the two intervals [0,9.55] and * (9.55, infinity). An ascending power series is used in the * low range, and an asymptotic expansion in the high range. * * * * ACCURACY: * * Absolute error, relative when function > 1: * arithmetic domain # trials peak rms * IEEE 0,30 10000 2.0e-4 3.8e-6 * * Error is high only near the crossover point x = 9.55 * between the two expansions used. */ /* log10f.c * * Common logarithm * * * * SYNOPSIS: * * float x, y, log10f(); * * y = log10f( x ); * * * * DESCRIPTION: * * Returns logarithm to the base 10 of x. * * The argument is separated into its exponent and fractional * parts. The logarithm of the fraction is approximated by * * log(1+x) = x - 0.5 x**2 + x**3 P(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0.5, 2.0 100000 1.3e-7 3.4e-8 * IEEE 0, MAXNUMF 100000 1.3e-7 2.6e-8 * * In the tests over the interval [0, MAXNUM], the logarithms * of the random arguments were uniformly distributed over * [-MAXL10, MAXL10]. * * ERROR MESSAGES: * * log10f singularity: x = 0; returns -MAXL10 * log10f domain: x < 0; returns -MAXL10 * MAXL10 = 38.230809449325611792 */ /* log2f.c * * Base 2 logarithm * * * * SYNOPSIS: * * float x, y, log2f(); * * y = log2f( x ); * * * * DESCRIPTION: * * Returns the base 2 logarithm of x. * * The argument is separated into its exponent and fractional * parts. If the exponent is between -1 and +1, the base e * logarithm of the fraction is approximated by * * log(1+x) = x - 0.5 x**2 + x**3 P(x)/Q(x). * * Otherwise, setting z = 2(x-1)/x+1), * * log(x) = z + z**3 P(z)/Q(z). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE exp(+-88) 100000 1.1e-7 2.4e-8 * IEEE 0.5, 2.0 100000 1.1e-7 3.0e-8 * * In the tests over the interval [exp(+-88)], the logarithms * of the random arguments were uniformly distributed. * * ERROR MESSAGES: * * log singularity: x = 0; returns MINLOGF/log(2) * log domain: x < 0; returns MINLOGF/log(2) */ /* logf.c * * Natural logarithm * * * * SYNOPSIS: * * float x, y, logf(); * * y = logf( x ); * * * * DESCRIPTION: * * Returns the base e (2.718...) logarithm of x. * * The argument is separated into its exponent and fractional * parts. If the exponent is between -1 and +1, the logarithm * of the fraction is approximated by * * log(1+x) = x - 0.5 x**2 + x**3 P(x) * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0.5, 2.0 100000 7.6e-8 2.7e-8 * IEEE 1, MAXNUMF 100000 2.6e-8 * * In the tests over the interval [1, MAXNUM], the logarithms * of the random arguments were uniformly distributed over * [0, MAXLOGF]. * * ERROR MESSAGES: * * logf singularity: x = 0; returns MINLOG * logf domain: x < 0; returns MINLOG */ /* mtherr.c * * Library common error handling routine * * * * SYNOPSIS: * * char *fctnam; * int code; * void mtherr(); * * mtherr( fctnam, code ); * * * * DESCRIPTION: * * This routine may be called to report one of the following * error conditions (in the include file math.h). * * Mnemonic Value Significance * * DOMAIN 1 argument domain error * SING 2 function singularity * OVERFLOW 3 overflow range error * UNDERFLOW 4 underflow range error * TLOSS 5 total loss of precision * PLOSS 6 partial loss of precision * EDOM 33 Unix domain error code * ERANGE 34 Unix range error code * * The default version of the file prints the function name, * passed to it by the pointer fctnam, followed by the * error condition. The display is directed to the standard * output device. The routine then returns to the calling * program. Users may wish to modify the program to abort by * calling exit() under severe error conditions such as domain * errors. * * Since all error conditions pass control to this function, * the display may be easily changed, eliminated, or directed * to an error logging device. * * SEE ALSO: * * math.h * */ /* nbdtrf.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, nbdtrf(); * * y = nbdtrf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms 0 through k of the negative * binomial distribution: * * k * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=0 * * In a sequence of Bernoulli trials, this is the probability * that k or fewer failures precede the nth success. * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtr( k, n, p ) = incbet( n, k+1, p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 1.5e-4 1.9e-5 * */ /* nbdtrcf.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, nbdtrcf(); * * y = nbdtrcf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the negative * binomial distribution: * * inf * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 1.4e-4 2.0e-5 * */ /* ndtrf.c * * Normal distribution function * * * * SYNOPSIS: * * float x, y, ndtrf(); * * y = ndtrf( x ); * * * * DESCRIPTION: * * Returns the area under the Gaussian probability density * function, integrated from minus infinity to x: * * x * - * 1 | | 2 * ndtr(x) = --------- | exp( - t /2 ) dt * sqrt(2pi) | | * - * -inf. * * = ( 1 + erf(z) ) / 2 * = erfc(z) / 2 * * where z = x/sqrt(2). Computation is via the functions * erf and erfc. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -13,0 50000 1.5e-5 2.6e-6 * * * ERROR MESSAGES: * * See erfcf(). * */ /* erff.c * * Error function * * * * SYNOPSIS: * * float x, y, erff(); * * y = erff( x ); * * * * DESCRIPTION: * * The integral is * * x * - * 2 | | 2 * erf(x) = -------- | exp( - t ) dt. * sqrt(pi) | | * - * 0 * * The magnitude of x is limited to 9.231948545 for DEC * arithmetic; 1 or -1 is returned outside this range. * * For 0 <= |x| < 1, erf(x) = x * P(x**2); otherwise * erf(x) = 1 - erfc(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -9.3,9.3 50000 1.7e-7 2.8e-8 * */ /* erfcf.c * * Complementary error function * * * * SYNOPSIS: * * float x, y, erfcf(); * * y = erfcf( x ); * * * * DESCRIPTION: * * * 1 - erf(x) = * * inf. * - * 2 | | 2 * erfc(x) = -------- | exp( - t ) dt * sqrt(pi) | | * - * x * * * For small x, erfc(x) = 1 - erf(x); otherwise polynomial * approximations 1/x P(1/x**2) are computed. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -9.3,9.3 50000 3.9e-6 7.2e-7 * * * ERROR MESSAGES: * * message condition value returned * erfcf underflow x**2 > MAXLOGF 0.0 * * */ /* ndtrif.c * * Inverse of Normal distribution function * * * * SYNOPSIS: * * float x, y, ndtrif(); * * x = ndtrif( y ); * * * * DESCRIPTION: * * Returns the argument, x, for which the area under the * Gaussian probability density function (integrated from * minus infinity to x) is equal to y. * * * For small arguments 0 < y < exp(-2), the program computes * z = sqrt( -2.0 * log(y) ); then the approximation is * x = z - log(z)/z - (1/z) P(1/z) / Q(1/z). * There are two rational functions P/Q, one for 0 < y < exp(-32) * and the other for y up to exp(-2). For larger arguments, * w = y - 0.5, and x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 1e-38, 1 30000 3.6e-7 5.0e-8 * * * ERROR MESSAGES: * * message condition value returned * ndtrif domain x <= 0 -MAXNUM * ndtrif domain x >= 1 MAXNUM * */ /* pdtrf.c * * Poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrf(); * * y = pdtrf( k, m ); * * * * DESCRIPTION: * * Returns the sum of the first k terms of the Poisson * distribution: * * k j * -- -m m * > e -- * -- j! * j=0 * * The terms are not summed directly; instead the incomplete * gamma integral is employed, according to the relation * * y = pdtr( k, m ) = igamc( k+1, m ). * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 6.9e-5 8.0e-6 * */ /* pdtrcf() * * Complemented poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrcf(); * * y = pdtrcf( k, m ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the Poisson * distribution: * * inf. j * -- -m m * > e -- * -- j! * j=k+1 * * The terms are not summed directly; instead the incomplete * gamma integral is employed, according to the formula * * y = pdtrc( k, m ) = igam( k+1, m ). * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 8.4e-5 1.2e-5 * */ /* pdtrif() * * Inverse Poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrf(); * * m = pdtrif( k, y ); * * * * * DESCRIPTION: * * Finds the Poisson variable x such that the integral * from 0 to x of the Poisson density is equal to the * given probability y. * * This is accomplished using the inverse gamma integral * function and the relation * * m = igami( k+1, y ). * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 8.7e-6 1.4e-6 * * ERROR MESSAGES: * * message condition value returned * pdtri domain y < 0 or y >= 1 0.0 * k < 0 * */ /* polevlf.c * p1evlf.c * * Evaluate polynomial * * * * SYNOPSIS: * * int N; * float x, y, coef[N+1], polevlf[]; * * y = polevlf( x, coef, N ); * * * * DESCRIPTION: * * Evaluates polynomial of degree N: * * 2 N * y = C + C x + C x +...+ C x * 0 1 2 N * * Coefficients are stored in reverse order: * * coef[0] = C , ..., coef[N] = C . * N 0 * * The function p1evl() assumes that coef[N] = 1.0 and is * omitted from the array. Its calling arguments are * otherwise the same as polevl(). * * * SPEED: * * In the interest of speed, there are no checks for out * of bounds arithmetic. This routine is used by most of * the functions in the library. Depending on available * equipment features, the user may wish to rewrite the * program in microcode or assembly language. * */ /* polynf.c * polyrf.c * Arithmetic operations on polynomials * * In the following descriptions a, b, c are polynomials of degree * na, nb, nc respectively. The degree of a polynomial cannot * exceed a run-time value MAXPOLF. An operation that attempts * to use or generate a polynomial of higher degree may produce a * result that suffers truncation at degree MAXPOL. The value of * MAXPOL is set by calling the function * * polinif( maxpol ); * * where maxpol is the desired maximum degree. This must be * done prior to calling any of the other functions in this module. * Memory for internal temporary polynomial storage is allocated * by polinif(). * * Each polynomial is represented by an array containing its * coefficients, together with a separately declared integer equal * to the degree of the polynomial. The coefficients appear in * ascending order; that is, * * 2 na * a(x) = a[0] + a[1] * x + a[2] * x + ... + a[na] * x . * * * * sum = poleva( a, na, x ); Evaluate polynomial a(t) at t = x. * polprtf( a, na, D ); Print the coefficients of a to D digits. * polclrf( a, na ); Set a identically equal to zero, up to a[na]. * polmovf( a, na, b ); Set b = a. * poladdf( a, na, b, nb, c ); c = b + a, nc = max(na,nb) * polsubf( a, na, b, nb, c ); c = b - a, nc = max(na,nb) * polmulf( a, na, b, nb, c ); c = b * a, nc = na+nb * * * Division: * * i = poldivf( a, na, b, nb, c ); c = b / a, nc = MAXPOL * * returns i = the degree of the first nonzero coefficient of a. * The computed quotient c must be divided by x^i. An error message * is printed if a is identically zero. * * * Change of variables: * If a and b are polynomials, and t = a(x), then * c(t) = b(a(x)) * is a polynomial found by substituting a(x) for t. The * subroutine call for this is * * polsbtf( a, na, b, nb, c ); * * * Notes: * poldivf() is an integer routine; polevaf() is float. * Any of the arguments a, b, c may refer to the same array. * */ /* powf.c * * Power function * * * * SYNOPSIS: * * float x, y, z, powf(); * * z = powf( x, y ); * * * * DESCRIPTION: * * Computes x raised to the yth power. Analytically, * * x**y = exp( y log(x) ). * * Following Cody and Waite, this program uses a lookup table * of 2**-i/16 and pseudo extended precision arithmetic to * obtain an extra three bits of accuracy in both the logarithm * and the exponential. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,10 100,000 1.4e-7 3.6e-8 * 1/10 < x < 10, x uniformly distributed. * -10 < y < 10, y uniformly distributed. * * * ERROR MESSAGES: * * message condition value returned * powf overflow x**y > MAXNUMF MAXNUMF * powf underflow x**y < 1/MAXNUMF 0.0 * powf domain x<0 and y noninteger 0.0 * */ /* powif.c * * Real raised to integer power * * * * SYNOPSIS: * * float x, y, powif(); * int n; * * y = powif( x, n ); * * * * DESCRIPTION: * * Returns argument x raised to the nth power. * The routine efficiently decomposes n as a sum of powers of * two. The desired power is a product of two-to-the-kth * powers of x. Thus to compute the 32767 power of x requires * 28 multiplications instead of 32767 multiplications. * * * * ACCURACY: * * * Relative error: * arithmetic x domain n domain # trials peak rms * IEEE .04,26 -26,26 100000 1.1e-6 2.0e-7 * IEEE 1,2 -128,128 100000 1.1e-5 1.0e-6 * * Returns MAXNUMF on overflow, zero on underflow. * */ /* psif.c * * Psi (digamma) function * * * SYNOPSIS: * * float x, y, psif(); * * y = psif( x ); * * * DESCRIPTION: * * d - * psi(x) = -- ln | (x) * dx * * is the logarithmic derivative of the gamma function. * For integer x, * n-1 * - * psi(n) = -EUL + > 1/k. * - * k=1 * * This formula is used for 0 < n <= 10. If x is negative, it * is transformed to a positive argument by the reflection * formula psi(1-x) = psi(x) + pi cot(pi x). * For general positive x, the argument is made greater than 10 * using the recurrence psi(x+1) = psi(x) + 1/x. * Then the following asymptotic expansion is applied: * * inf. B * - 2k * psi(x) = log(x) - 1/2x - > ------- * - 2k * k=1 2k x * * where the B2k are Bernoulli numbers. * * ACCURACY: * Absolute error, relative when |psi| > 1 : * arithmetic domain # trials peak rms * IEEE -33,0 30000 8.2e-7 1.2e-7 * IEEE 0,33 100000 7.3e-7 7.7e-8 * * ERROR MESSAGES: * message condition value returned * psi singularity x integer <=0 MAXNUMF */ /* rgammaf.c * * Reciprocal gamma function * * * * SYNOPSIS: * * float x, y, rgammaf(); * * y = rgammaf( x ); * * * * DESCRIPTION: * * Returns one divided by the gamma function of the argument. * * The function is approximated by a Chebyshev expansion in * the interval [0,1]. Range reduction is by recurrence * for arguments between -34.034 and +34.84425627277176174. * 1/MAXNUMF is returned for positive arguments outside this * range. * * The reciprocal gamma function has no singularities, * but overflow and underflow may occur for large arguments. * These conditions return either MAXNUMF or 1/MAXNUMF with * appropriate sign. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -34,+34 100000 8.9e-7 1.1e-7 */ /* shichif.c * * Hyperbolic sine and cosine integrals * * * * SYNOPSIS: * * float x, Chi, Shi; * * shichi( x, &Chi, &Shi ); * * * DESCRIPTION: * * Approximates the integrals * * x * - * | | cosh t - 1 * Chi(x) = eul + ln x + | ----------- dt, * | | t * - * 0 * * x * - * | | sinh t * Shi(x) = | ------ dt * | | t * - * 0 * * where eul = 0.57721566490153286061 is Euler's constant. * The integrals are evaluated by power series for x < 8 * and by Chebyshev expansions for x between 8 and 88. * For large x, both functions approach exp(x)/2x. * Arguments greater than 88 in magnitude return MAXNUM. * * * ACCURACY: * * Test interval 0 to 88. * Relative error: * arithmetic function # trials peak rms * IEEE Shi 20000 3.5e-7 7.0e-8 * Absolute error, except relative when |Chi| > 1: * IEEE Chi 20000 3.8e-7 7.6e-8 */ /* sicif.c * * Sine and cosine integrals * * * * SYNOPSIS: * * float x, Ci, Si; * * sicif( x, &Si, &Ci ); * * * DESCRIPTION: * * Evaluates the integrals * * x * - * | cos t - 1 * Ci(x) = eul + ln x + | --------- dt, * | t * - * 0 * x * - * | sin t * Si(x) = | ----- dt * | t * - * 0 * * where eul = 0.57721566490153286061 is Euler's constant. * The integrals are approximated by rational functions. * For x > 8 auxiliary functions f(x) and g(x) are employed * such that * * Ci(x) = f(x) sin(x) - g(x) cos(x) * Si(x) = pi/2 - f(x) cos(x) - g(x) sin(x) * * * ACCURACY: * Test interval = [0,50]. * Absolute error, except relative when > 1: * arithmetic function # trials peak rms * IEEE Si 30000 2.1e-7 4.3e-8 * IEEE Ci 30000 3.9e-7 2.2e-8 */ /* sindgf.c * * Circular sine of angle in degrees * * * * SYNOPSIS: * * float x, y, sindgf(); * * y = sindgf( x ); * * * * DESCRIPTION: * * Range reduction is into intervals of 45 degrees. * * Two polynomial approximating functions are employed. * Between 0 and pi/4 the sine is approximated by * x + x**3 P(x**2). * Between pi/4 and pi/2 the cosine is represented as * 1 - x**2 Q(x**2). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-3600 100,000 1.2e-7 3.0e-8 * * ERROR MESSAGES: * * message condition value returned * sin total loss x > 2^24 0.0 * */ /* cosdgf.c * * Circular cosine of angle in degrees * * * * SYNOPSIS: * * float x, y, cosdgf(); * * y = cosdgf( x ); * * * * DESCRIPTION: * * Range reduction is into intervals of 45 degrees. * * Two polynomial approximating functions are employed. * Between 0 and pi/4 the cosine is approximated by * 1 - x**2 Q(x**2). * Between pi/4 and pi/2 the sine is represented as * x + x**3 P(x**2). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -8192,+8192 100,000 3.0e-7 3.0e-8 */ /* sinf.c * * Circular sine * * * * SYNOPSIS: * * float x, y, sinf(); * * y = sinf( x ); * * * * DESCRIPTION: * * Range reduction is into intervals of pi/4. The reduction * error is nearly eliminated by contriving an extended precision * modular arithmetic. * * Two polynomial approximating functions are employed. * Between 0 and pi/4 the sine is approximated by * x + x**3 P(x**2). * Between pi/4 and pi/2 the cosine is represented as * 1 - x**2 Q(x**2). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -4096,+4096 100,000 1.2e-7 3.0e-8 * IEEE -8192,+8192 100,000 3.0e-7 3.0e-8 * * ERROR MESSAGES: * * message condition value returned * sin total loss x > 2^24 0.0 * * Partial loss of accuracy begins to occur at x = 2^13 * = 8192. Results may be meaningless for x >= 2^24 * The routine as implemented flags a TLOSS error * for x >= 2^24 and returns 0.0. */ /* cosf.c * * Circular cosine * * * * SYNOPSIS: * * float x, y, cosf(); * * y = cosf( x ); * * * * DESCRIPTION: * * Range reduction is into intervals of pi/4. The reduction * error is nearly eliminated by contriving an extended precision * modular arithmetic. * * Two polynomial approximating functions are employed. * Between 0 and pi/4 the cosine is approximated by * 1 - x**2 Q(x**2). * Between pi/4 and pi/2 the sine is represented as * x + x**3 P(x**2). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -8192,+8192 100,000 3.0e-7 3.0e-8 */ /* sinhf.c * * Hyperbolic sine * * * * SYNOPSIS: * * float x, y, sinhf(); * * y = sinhf( x ); * * * * DESCRIPTION: * * Returns hyperbolic sine of argument in the range MINLOGF to * MAXLOGF. * * The range is partitioned into two segments. If |x| <= 1, a * polynomial approximation is used. * Otherwise the calculation is sinh(x) = ( exp(x) - exp(-x) )/2. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-MAXLOG 100000 1.1e-7 2.9e-8 * */ /* spencef.c * * Dilogarithm * * * * SYNOPSIS: * * float x, y, spencef(); * * y = spencef( x ); * * * * DESCRIPTION: * * Computes the integral * * x * - * | | log t * spence(x) = - | ----- dt * | | t - 1 * - * 1 * * for x >= 0. A rational approximation gives the integral in * the interval (0.5, 1.5). Transformation formulas for 1/x * and 1-x are employed outside the basic expansion range. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,4 30000 4.4e-7 6.3e-8 * * */ /* sqrtf.c * * Square root * * * * SYNOPSIS: * * float x, y, sqrtf(); * * y = sqrtf( x ); * * * * DESCRIPTION: * * Returns the square root of x. * * Range reduction involves isolating the power of two of the * argument and using a polynomial approximation to obtain * a rough value for the square root. Then Heron's iteration * is used three times to converge to an accurate value. * * * * ACCURACY: * * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,1.e38 100000 8.7e-8 2.9e-8 * * * ERROR MESSAGES: * * message condition value returned * sqrtf domain x < 0 0.0 * */ /* stdtrf.c * * Student's t distribution * * * * SYNOPSIS: * * float t, stdtrf(); * short k; * * y = stdtrf( k, t ); * * * DESCRIPTION: * * Computes the integral from minus infinity to t of the Student * t distribution with integer k > 0 degrees of freedom: * * t * - * | | * - | 2 -(k+1)/2 * | ( (k+1)/2 ) | ( x ) * ---------------------- | ( 1 + --- ) dx * - | ( k ) * sqrt( k pi ) | ( k/2 ) | * | | * - * -inf. * * Relation to incomplete beta integral: * * 1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z ) * where * z = k/(k + t**2). * * For t < -1, this is the method of computation. For higher t, * a direct method is derived from integration by parts. * Since the function is symmetric about t=0, the area under the * right tail of the density is found by calling the function * with -t instead of t. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +/- 100 5000 2.3e-5 2.9e-6 */ /* struvef.c * * Struve function * * * * SYNOPSIS: * * float v, x, y, struvef(); * * y = struvef( v, x ); * * * * DESCRIPTION: * * Computes the Struve function Hv(x) of order v, argument x. * Negative x is rejected unless v is an integer. * * This module also contains the hypergeometric functions 1F2 * and 3F0 and a routine for the Bessel function Yv(x) with * noninteger v. * * * * ACCURACY: * * v varies from 0 to 10. * Absolute error (relative error when |Hv(x)| > 1): * arithmetic domain # trials peak rms * IEEE -10,10 100000 9.0e-5 4.0e-6 * */ /* tandgf.c * * Circular tangent of angle in degrees * * * * SYNOPSIS: * * float x, y, tandgf(); * * y = tandgf( x ); * * * * DESCRIPTION: * * Returns the circular tangent of the radian argument x. * * Range reduction is into intervals of 45 degrees. * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-2^24 50000 2.4e-7 4.8e-8 * * ERROR MESSAGES: * * message condition value returned * tanf total loss x > 2^24 0.0 * */ /* cotdgf.c * * Circular cotangent of angle in degrees * * * * SYNOPSIS: * * float x, y, cotdgf(); * * y = cotdgf( x ); * * * * DESCRIPTION: * * Range reduction is into intervals of 45 degrees. * A common routine computes either the tangent or cotangent. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-2^24 50000 2.4e-7 4.8e-8 * * * ERROR MESSAGES: * * message condition value returned * cot total loss x > 2^24 0.0 * cot singularity x = 0 MAXNUMF * */ /* tanf.c * * Circular tangent * * * * SYNOPSIS: * * float x, y, tanf(); * * y = tanf( x ); * * * * DESCRIPTION: * * Returns the circular tangent of the radian argument x. * * Range reduction is modulo pi/4. A polynomial approximation * is employed in the basic interval [0, pi/4]. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-4096 100000 3.3e-7 4.5e-8 * * ERROR MESSAGES: * * message condition value returned * tanf total loss x > 2^24 0.0 * */ /* cotf.c * * Circular cotangent * * * * SYNOPSIS: * * float x, y, cotf(); * * y = cotf( x ); * * * * DESCRIPTION: * * Returns the circular cotangent of the radian argument x. * A common routine computes either the tangent or cotangent. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-4096 100000 3.0e-7 4.5e-8 * * * ERROR MESSAGES: * * message condition value returned * cot total loss x > 2^24 0.0 * cot singularity x = 0 MAXNUMF * */ /* tanhf.c * * Hyperbolic tangent * * * * SYNOPSIS: * * float x, y, tanhf(); * * y = tanhf( x ); * * * * DESCRIPTION: * * Returns hyperbolic tangent of argument in the range MINLOG to * MAXLOG. * * A polynomial approximation is used for |x| < 0.625. * Otherwise, * * tanh(x) = sinh(x)/cosh(x) = 1 - 2/(exp(2x) + 1). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -2,2 100000 1.3e-7 2.6e-8 * */ /* ynf.c * * Bessel function of second kind of integer order * * * * SYNOPSIS: * * float x, y, ynf(); * int n; * * y = ynf( n, x ); * * * * DESCRIPTION: * * Returns Bessel function of order n, where n is a * (possibly negative) integer. * * The function is evaluated by forward recurrence on * n, starting with values computed by the routines * y0() and y1(). * * If n = 0 or 1 the routine for y0 or y1 is called * directly. * * * * ACCURACY: * * * Absolute error, except relative when y > 1: * * arithmetic domain # trials peak rms * IEEE 0, 30 10000 2.3e-6 3.4e-7 * * * ERROR MESSAGES: * * message condition value returned * yn singularity x = 0 MAXNUMF * yn overflow MAXNUMF * * Spot checked against tables for x, n between 0 and 100. * */ /* zetacf.c * * Riemann zeta function * * * * SYNOPSIS: * * float x, y, zetacf(); * * y = zetacf( x ); * * * * DESCRIPTION: * * * * inf. * - -x * zetac(x) = > k , x > 1, * - * k=2 * * is related to the Riemann zeta function by * * Riemann zeta(x) = zetac(x) + 1. * * Extension of the function definition for x < 1 is implemented. * Zero is returned for x > log2(MAXNUM). * * An overflow error may occur for large negative x, due to the * gamma function in the reflection formula. * * ACCURACY: * * Tabulated values have full machine accuracy. * * Relative error: * arithmetic domain # trials peak rms * IEEE 1,50 30000 5.5e-7 7.5e-8 * * */ /* zetaf.c * * Riemann zeta function of two arguments * * * * SYNOPSIS: * * float x, q, y, zetaf(); * * y = zetaf( x, q ); * * * * DESCRIPTION: * * * * inf. * - -x * zeta(x,q) = > (k+q) * - * k=0 * * where x > 1 and q is not a negative integer or zero. * The Euler-Maclaurin summation formula is used to obtain * the expansion * * n * - -x * zeta(x,q) = > (k+q) * - * k=1 * * 1-x inf. B x(x+1)...(x+2j) * (n+q) 1 - 2j * + --------- - ------- + > -------------------- * x-1 x - x+2j+1 * 2(n+q) j=1 (2j)! (n+q) * * where the B2j are Bernoulli numbers. Note that (see zetac.c) * zeta(x,1) = zetac(x) + 1. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,25 10000 6.9e-7 1.0e-7 * * Large arguments may produce underflow in powf(), in which * case the results are inaccurate. * * REFERENCE: * * Gradshteyn, I. S., and I. M. Ryzhik, Tables of Integrals, * Series, and Products, p. 1073; Academic Press, 1980. * */