/* acoshl.c * * Inverse hyperbolic cosine, long double precision * * * * SYNOPSIS: * * long double x, y, acoshl(); * * y = acoshl( x ); * * * * DESCRIPTION: * * Returns inverse hyperbolic cosine of argument. * * If 1 <= x < 1.5, a rational approximation * * sqrt(2z) * P(z)/Q(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 30000 2.0e-19 3.9e-20 * * * ERROR MESSAGES: * * message condition value returned * acoshl domain |x| < 1 0.0 * */ /* asinhl.c * * Inverse hyperbolic sine, long double precision * * * * SYNOPSIS: * * long double x, y, asinhl(); * * y = asinhl( 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 30000 1.7e-19 3.5e-20 * */ /* asinl.c * * Inverse circular sine, long double precision * * * * SYNOPSIS: * * double x, y, asinl(); * * y = asinl( x ); * * * * DESCRIPTION: * * Returns radian angle between -pi/2 and +pi/2 whose sine is x. * * A rational function of the form x + x**3 P(x**2)/Q(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 30000 2.7e-19 4.8e-20 * * * ERROR MESSAGES: * * message condition value returned * asin domain |x| > 1 0.0 * */ /* acosl() * * Inverse circular cosine, long double precision * * * * SYNOPSIS: * * double x, y, acosl(); * * y = acosl( 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 30000 1.4e-19 3.5e-20 * * * ERROR MESSAGES: * * message condition value returned * asin domain |x| > 1 0.0 */ /* atanhl.c * * Inverse hyperbolic tangent, long double precision * * * * SYNOPSIS: * * long double x, y, atanhl(); * * y = atanhl( x ); * * * * DESCRIPTION: * * Returns inverse hyperbolic tangent of argument in the range * MINLOGL to MAXLOGL. * * If |x| < 0.5, the rational form x + x**3 P(x)/Q(x) is * employed. Otherwise, * atanh(x) = 0.5 * log( (1+x)/(1-x) ). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -1,1 30000 1.1e-19 3.3e-20 * */ /* atanl.c * * Inverse circular tangent, long double precision * (arctangent) * * * * SYNOPSIS: * * long double x, y, atanl(); * * y = atanl( 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 ). The approximant uses a rational * function of degree 3/4 of the form x + x**3 P(x)/Q(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -10, 10 150000 1.3e-19 3.0e-20 * */ /* atan2l() * * Quadrant correct inverse circular tangent, * long double precision * * * * SYNOPSIS: * * long double x, y, z, atan2l(); * * z = atan2l( 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 60000 1.7e-19 3.2e-20 * See atan.c. * */ /* bdtrl.c * * Binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, bdtrl(); * * y = bdtrl( 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: * * Tested at random points (k,n,p) with a and b between 0 * and 10000 and p between 0 and 1. * Relative error: * arithmetic domain # trials peak rms * IEEE 0,10000 3000 1.6e-14 2.2e-15 * * ERROR MESSAGES: * * message condition value returned * bdtrl domain k < 0 0.0 * n < k * x < 0, x > 1 * */ /* bdtrcl() * * Complemented binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, bdtrcl(); * * y = bdtrcl( 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: * * See incbet.c. * * ERROR MESSAGES: * * message condition value returned * bdtrcl domain x<0, x>1, n 1 */ /* btdtrl.c * * Beta distribution * * * * SYNOPSIS: * * long double a, b, x, y, btdtrl(); * * y = btdtrl( a, b, x ); * * * * DESCRIPTION: * * Returns the area from zero to x under the beta density * function: * * * x * - - * | (a+b) | | a-1 b-1 * P(x) = ---------- | t (1-t) dt * - - | | * | (a) | (b) - * 0 * * * The mean value of this distribution is a/(a+b). The variance * is ab/[(a+b)^2 (a+b+1)]. * * This function is identical to the incomplete beta integral * function, incbetl(a, b, x). * * The complemented function is * * 1 - P(1-x) = incbetl( b, a, x ); * * * ACCURACY: * * See incbetl.c. * */ /* cbrtl.c * * Cube root, long double precision * * * * SYNOPSIS: * * long double x, y, cbrtl(); * * y = cbrtl( 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 three times to converge to an accurate * result. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE .125,8 80000 7.0e-20 2.2e-20 * IEEE exp(+-707) 100000 7.0e-20 2.4e-20 * */ /* chdtrl.c * * Chi-square distribution * * * * SYNOPSIS: * * long double df, x, y, chdtrl(); * * y = chdtrl( 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: * * See igam(). * * ERROR MESSAGES: * * message condition value returned * chdtr domain x < 0 or v < 1 0.0 */ /* chdtrcl() * * Complemented Chi-square distribution * * * * SYNOPSIS: * * long double v, x, y, chdtrcl(); * * y = chdtrcl( 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: * * See igamc(). * * ERROR MESSAGES: * * message condition value returned * chdtrc domain x < 0 or v < 1 0.0 */ /* chdtril() * * Inverse of complemented Chi-square distribution * * * * SYNOPSIS: * * long double df, x, y, chdtril(); * * x = chdtril( 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: * * See igami.c. * * ERROR MESSAGES: * * message condition value returned * chdtri domain y < 0 or y > 1 0.0 * v < 1 * */ /* clogl.c * * Complex natural logarithm * * * * SYNOPSIS: * * void clogl(); * cmplxl z, w; * * clogl( &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 * DEC -10,+10 7000 8.5e-17 1.9e-17 * IEEE -10,+10 30000 5.0e-15 1.1e-16 * * Larger relative error can be observed for z near 1 +i0. * In IEEE arithmetic the peak absolute error is 5.2e-16, rms * absolute error 1.0e-16. */ /* cexpl() * * Complex exponential function * * * * SYNOPSIS: * * void cexpl(); * cmplxl z, w; * * cexpl( &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 * DEC -10,+10 8700 3.7e-17 1.1e-17 * IEEE -10,+10 30000 3.0e-16 8.7e-17 * */ /* csinl() * * Complex circular sine * * * * SYNOPSIS: * * void csinl(); * cmplxl z, w; * * csinl( &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 * DEC -10,+10 8400 5.3e-17 1.3e-17 * IEEE -10,+10 30000 3.8e-16 1.0e-16 * Also tested by csin(casin(z)) = z. * */ /* ccosl() * * Complex circular cosine * * * * SYNOPSIS: * * void ccosl(); * cmplxl z, w; * * ccosl( &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 * DEC -10,+10 8400 4.5e-17 1.3e-17 * IEEE -10,+10 30000 3.8e-16 1.0e-16 */ /* ctanl() * * Complex circular tangent * * * * SYNOPSIS: * * void ctanl(); * cmplxl z, w; * * ctanl( &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 * DEC -10,+10 5200 7.1e-17 1.6e-17 * IEEE -10,+10 30000 7.2e-16 1.2e-16 * Also tested by ctan * ccot = 1 and catan(ctan(z)) = z. */ /* ccotl() * * Complex circular cotangent * * * * SYNOPSIS: * * void ccotl(); * cmplxl z, w; * * ccotl( &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 * DEC -10,+10 3000 6.5e-17 1.6e-17 * IEEE -10,+10 30000 9.2e-16 1.2e-16 * Also tested by ctan * ccot = 1 + i0. */ /* casinl() * * Complex circular arc sine * * * * SYNOPSIS: * * void casinl(); * cmplxl z, w; * * casinl( &z, &w ); * * * * DESCRIPTION: * * Inverse complex sine: * * 2 * w = -i clog( iz + csqrt( 1 - z ) ). * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * DEC -10,+10 10100 2.1e-15 3.4e-16 * IEEE -10,+10 30000 2.2e-14 2.7e-15 * Larger relative error can be observed for z near zero. * Also tested by csin(casin(z)) = z. */ /* cacosl() * * Complex circular arc cosine * * * * SYNOPSIS: * * void cacosl(); * cmplxl z, w; * * cacosl( &z, &w ); * * * * DESCRIPTION: * * * w = arccos z = PI/2 - arcsin z. * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * DEC -10,+10 5200 1.6e-15 2.8e-16 * IEEE -10,+10 30000 1.8e-14 2.2e-15 */ /* catanl() * * Complex circular arc tangent * * * * SYNOPSIS: * * void catanl(); * cmplxl z, w; * * catanl( &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 * DEC -10,+10 5900 1.3e-16 7.8e-18 * IEEE -10,+10 30000 2.3e-15 8.5e-17 * The check catan( ctan(z) ) = z, with |x| and |y| < PI/2, * had peak relative error 1.5e-16, rms relative error * 2.9e-17. See also clog(). */ /* cmplxl.c * * Complex number arithmetic * * * * SYNOPSIS: * * typedef struct { * long double r; real part * long double i; imaginary part * }cmplxl; * * cmplxl *a, *b, *c; * * caddl( a, b, c ); c = b + a * csubl( a, b, c ); c = b - a * cmull( a, b, c ); c = b * a * cdivl( a, b, c ); c = b / a * cnegl( c ); c = -c * cmovl( 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 * DEC cadd 10000 1.4e-17 3.4e-18 * IEEE cadd 100000 1.1e-16 2.7e-17 * DEC csub 10000 1.4e-17 4.5e-18 * IEEE csub 100000 1.1e-16 3.4e-17 * DEC cmul 3000 2.3e-17 8.7e-18 * IEEE cmul 100000 2.1e-16 6.9e-17 * DEC cdiv 18000 4.9e-17 1.3e-17 * IEEE cdiv 100000 3.7e-16 1.1e-16 */ /* cabsl() * * Complex absolute value * * * * SYNOPSIS: * * long double cabsl(); * cmplxl z; * long double a; * * a = cabs( &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 * DEC -30,+30 30000 3.2e-17 9.2e-18 * IEEE -10,+10 100000 2.7e-16 6.9e-17 */ /* csqrtl() * * Complex square root * * * * SYNOPSIS: * * void csqrtl(); * cmplxl z, w; * * csqrtl( &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 root chosen * 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 * DEC -10,+10 25000 3.2e-17 9.6e-18 * IEEE -10,+10 100000 3.2e-16 7.7e-17 * * 2 * Also tested by csqrt( z ) = z, and tested by arguments * close to the real axis. */ /* coshl.c * * Hyperbolic cosine, long double precision * * * * SYNOPSIS: * * long double x, y, coshl(); * * y = coshl( x ); * * * * DESCRIPTION: * * Returns hyperbolic cosine of argument in the range MINLOGL to * MAXLOGL. * * cosh(x) = ( exp(x) + exp(-x) )/2. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-10000 30000 1.1e-19 2.8e-20 * * * ERROR MESSAGES: * * message condition value returned * cosh overflow |x| > MAXLOGL MAXNUML * * */ /* elliel.c * * Incomplete elliptic integral of the second kind * * * * SYNOPSIS: * * long double phi, m, y, elliel(); * * y = elliel( 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 [-10, 10] and m in * [0, 1]. * Relative error: * arithmetic domain # trials peak rms * IEEE -10,10 50000 2.7e-18 2.3e-19 * * */ /* ellikl.c * * Incomplete elliptic integral of the first kind * * * * SYNOPSIS: * * long double phi, m, y, ellikl(); * * y = ellikl( 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 m in [0, 1] and phi as indicated. * * Relative error: * arithmetic domain # trials peak rms * IEEE -10,10 30000 3.6e-18 4.1e-19 * * */ /* ellpel.c * * Complete elliptic integral of the second kind * * * * SYNOPSIS: * * long double m1, y, ellpel(); * * y = ellpel( 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 10000 1.1e-19 3.5e-20 * * * ERROR MESSAGES: * * message condition value returned * ellpel domain x<0, x>1 0.0 * */ /* ellpjl.c * * Jacobian Elliptic Functions * * * * SYNOPSIS: * * long double u, m, sn, cn, dn, phi; * int ellpjl(); * * ellpjl( 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-12 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-18 2.3e-19 * IEEE cn 20000 1.6e-18 2.2e-19 * IEEE dn 10000 4.7e-15 2.7e-17 * IEEE phi 10000 4.0e-19* 6.6e-20* * * Accuracy deteriorates when u is large. * */ /* ellpkl.c * * Complete elliptic integral of the first kind * * * * SYNOPSIS: * * long double m1, y, ellpkl(); * * y = ellpkl( 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 10000 1.1e-19 3.3e-20 * * ERROR MESSAGES: * * message condition value returned * ellpkl domain x<0, x>1 0.0 * */ /* exp10l.c * * Base 10 exponential function, long double precision * (Common antilogarithm) * * * * SYNOPSIS: * * long double x, y, exp10l() * * y = exp10l( 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). * The Pade' form * * 1 + 2x P(x**2)/( Q(x**2) - P(x**2) ) * * is used to approximate 10**f. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-4900 30000 1.0e-19 2.7e-20 * * ERROR MESSAGES: * * message condition value returned * exp10l underflow x < -MAXL10 0.0 * exp10l overflow x > MAXL10 MAXNUM * * IEEE arithmetic: MAXL10 = 4932.0754489586679023819 * */ /* exp2l.c * * Base 2 exponential function, long double precision * * * * SYNOPSIS: * * long double x, y, exp2l(); * * y = exp2l( 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 Pade' form * * 1 + 2x P(x**2) / (Q(x**2) - x P(x**2) ) * * approximates 2**x in the basic range [-0.5, 0.5]. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-16300 300000 9.1e-20 2.6e-20 * * * See exp.c for comments on error amplification. * * * ERROR MESSAGES: * * message condition value returned * exp2l underflow x < -16382 0.0 * exp2l overflow x >= 16384 MAXNUM * */ /* expl.c * * Exponential function, long double precision * * * * SYNOPSIS: * * long double x, y, expl(); * * y = expl( 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 Pade' form of degree 2/3 is used to approximate exp(f) - 1 * in the basic range [-0.5 ln 2, 0.5 ln 2]. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-10000 50000 1.12e-19 2.81e-20 * * * 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 long double precision * computer number, the result contains amplified roundoff * error for large arguments not exactly represented. * * * ERROR MESSAGES: * * message condition value returned * exp underflow x < MINLOG 0.0 * exp overflow x > MAXLOG MAXNUM * */ /* fabsl.c * * Absolute value * * * * SYNOPSIS: * * long double x, y; * * y = fabsl( x ); * * * * DESCRIPTION: * * Returns the absolute value of the argument. * */ /* fdtrl.c * * F distribution, long double precision * * * * SYNOPSIS: * * int df1, df2; * long double x, y, fdtrl(); * * y = fdtrl( 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) = incbetl( df1/2, df2/2, (df1*x/(df2 + df1*x) ). * * * The arguments a and b are greater than zero, and x * x is nonnegative. * * ACCURACY: * * Tested at random points (a,b,x) in the indicated intervals. * x a,b Relative error: * arithmetic domain domain # trials peak rms * IEEE 0,1 1,100 10000 9.3e-18 2.9e-19 * IEEE 0,1 1,10000 10000 1.9e-14 2.9e-15 * IEEE 1,5 1,10000 10000 5.8e-15 1.4e-16 * * ERROR MESSAGES: * * message condition value returned * fdtrl domain a<0, b<0, x<0 0.0 * */ /* fdtrcl() * * Complemented F distribution * * * * SYNOPSIS: * * int df1, df2; * long double x, y, fdtrcl(); * * y = fdtrcl( 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: * * See incbet.c. * Tested at random points (a,b,x). * * x a,b Relative error: * arithmetic domain domain # trials peak rms * IEEE 0,1 0,100 10000 4.2e-18 3.3e-19 * IEEE 0,1 1,10000 10000 7.2e-15 2.6e-16 * IEEE 1,5 1,10000 10000 1.7e-14 3.0e-15 * * ERROR MESSAGES: * * message condition value returned * fdtrcl domain a<0, b<0, x<0 0.0 * */ /* fdtril() * * Inverse of complemented F distribution * * * * SYNOPSIS: * * int df1, df2; * long double x, p, fdtril(); * * x = fdtril( df1, df2, p ); * * 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 p. * * This is accomplished using the inverse beta integral * function and the relations * * z = incbi( df2/2, df1/2, p ) * 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, p ) * x = df2 z / (df1 (1-z)). * * ACCURACY: * * See incbi.c. * Tested at random points (a,b,p). * * a,b Relative error: * arithmetic domain # trials peak rms * For p between .001 and 1: * IEEE 1,100 40000 4.6e-18 2.7e-19 * IEEE 1,10000 30000 1.7e-14 1.4e-16 * For p between 10^-6 and .001: * IEEE 1,100 20000 1.9e-15 3.9e-17 * IEEE 1,10000 30000 2.7e-15 4.0e-17 * * ERROR MESSAGES: * * message condition value returned * fdtril domain p <= 0 or p > 1 0.0 * v < 1 */ /* ceill() * floorl() * frexpl() * ldexpl() * fabsl() * * Floating point numeric utilities * * * * SYNOPSIS: * * long double x, y; * long double ceill(), floorl(), frexpl(), ldexpl(), fabsl(); * int expnt, n; * * y = floorl(x); * y = ceill(x); * y = frexpl( x, &expnt ); * y = ldexpl( x, n ); * y = fabsl( x ); * * * * DESCRIPTION: * * All four routines return a long double precision floating point * result. * * floorl() returns the largest integer less than or equal to x. * It truncates toward minus infinity. * * ceill() returns the smallest integer greater than or equal * to x. It truncates toward plus infinity. * * frexpl() 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. * * ldexpl() multiplies x by 2**n. * * fabsl() returns the absolute value of its argument. * * These functions are part of the standard C run time library * for some but not all C compilers. The ones supplied are * written in C for 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. */ /* gammal.c * * Gamma function * * * * SYNOPSIS: * * long double x, y, gammal(); * extern int sgngam; * * y = gammal( 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 sgngam. * This variable is also filled in by the logarithmic gamma * function lgam(). * * Arguments |x| <= 13 are reduced by recurrence and the function * approximated by a rational function of degree 7/8 in the * interval (2,3). Large arguments are handled by Stirling's * formula. Large negative arguments are made positive using * a reflection formula. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -40,+40 10000 3.6e-19 7.9e-20 * IEEE -1755,+1755 10000 4.8e-18 6.5e-19 * * Accuracy for large arguments is dominated by error in powl(). * */ /* lgaml() * * Natural logarithm of gamma function * * * * SYNOPSIS: * * long double x, y, lgaml(); * extern int sgngam; * * y = lgaml( 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 sgngam. * * For arguments greater than 33, the logarithm of the gamma * function is approximated by the logarithmic version of * Stirling's formula using a polynomial approximation of * degree 4. Arguments between -33 and +33 are reduced by * recurrence to the interval [2,3] of a rational approximation. * The cosecant reflection formula is employed for arguments * less than -33. * * Arguments greater than MAXLGML (10^4928) return MAXNUML. * * * * ACCURACY: * * * arithmetic domain # trials peak rms * IEEE -40, 40 100000 2.2e-19 4.6e-20 * IEEE 10^-2000,10^+2000 20000 1.6e-19 3.3e-20 * The error criterion was relative when the function magnitude * was greater than one but absolute when it was less than one. * */ /* gdtrl.c * * Gamma distribution function * * * * SYNOPSIS: * * long double a, b, x, y, gdtrl(); * * y = gdtrl( 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: * * See igam(). * * ERROR MESSAGES: * * message condition value returned * gdtrl domain x < 0 0.0 * */ /* gdtrcl.c * * Complemented gamma distribution function * * * * SYNOPSIS: * * long double a, b, x, y, gdtrcl(); * * y = gdtrcl( 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: * * See igamc(). * * ERROR MESSAGES: * * message condition value returned * gdtrcl domain x < 0 0.0 * */ /* C C .................................................................. C C SUBROUTINE GELS C C PURPOSE C TO SOLVE A SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS WITH C SYMMETRIC COEFFICIENT MATRIX UPPER TRIANGULAR PART OF WHICH C IS ASSUMED TO BE STORED COLUMNWISE. C C USAGE C CALL GELS(R,A,M,N,EPS,IER,AUX) C C DESCRIPTION OF PARAMETERS C R - M BY N RIGHT HAND SIDE MATRIX. (DESTROYED) C ON RETURN R CONTAINS THE SOLUTION OF THE EQUATIONS. C A - UPPER TRIANGULAR PART OF THE SYMMETRIC C M BY M COEFFICIENT MATRIX. (DESTROYED) C M - THE NUMBER OF EQUATIONS IN THE SYSTEM. C N - THE NUMBER OF RIGHT HAND SIDE VECTORS. C EPS - AN INPUT CONSTANT WHICH IS USED AS RELATIVE C TOLERANCE FOR TEST ON LOSS OF SIGNIFICANCE. C IER - RESULTING ERROR PARAMETER CODED AS FOLLOWS C IER=0 - NO ERROR, C IER=-1 - NO RESULT BECAUSE OF M LESS THAN 1 OR C PIVOT ELEMENT AT ANY ELIMINATION STEP C EQUAL TO 0, C IER=K - WARNING DUE TO POSSIBLE LOSS OF SIGNIFI- C CANCE INDICATED AT ELIMINATION STEP K+1, C WHERE PIVOT ELEMENT WAS LESS THAN OR C EQUAL TO THE INTERNAL TOLERANCE EPS TIMES C ABSOLUTELY GREATEST MAIN DIAGONAL C ELEMENT OF MATRIX A. C AUX - AN AUXILIARY STORAGE ARRAY WITH DIMENSION M-1. C C REMARKS C UPPER TRIANGULAR PART OF MATRIX A IS ASSUMED TO BE STORED C COLUMNWISE IN M*(M+1)/2 SUCCESSIVE STORAGE LOCATIONS, RIGHT C HAND SIDE MATRIX R COLUMNWISE IN N*M SUCCESSIVE STORAGE C LOCATIONS. ON RETURN SOLUTION MATRIX R IS STORED COLUMNWISE C TOO. C THE PROCEDURE GIVES RESULTS IF THE NUMBER OF EQUATIONS M IS C GREATER THAN 0 AND PIVOT ELEMENTS AT ALL ELIMINATION STEPS C ARE DIFFERENT FROM 0. HOWEVER WARNING IER=K - IF GIVEN - C INDICATES POSSIBLE LOSS OF SIGNIFICANCE. IN CASE OF A WELL C SCALED MATRIX A AND APPROPRIATE TOLERANCE EPS, IER=K MAY BE C INTERPRETED THAT MATRIX A HAS THE RANK K. NO WARNING IS C GIVEN IN CASE M=1. C ERROR PARAMETER IER=-1 DOES NOT NECESSARILY MEAN THAT C MATRIX A IS SINGULAR, AS ONLY MAIN DIAGONAL ELEMENTS C ARE USED AS PIVOT ELEMENTS. POSSIBLY SUBROUTINE GELG (WHICH C WORKS WITH TOTAL PIVOTING) WOULD BE ABLE TO FIND A SOLUTION. C C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED C NONE C C METHOD C SOLUTION IS DONE BY MEANS OF GAUSS-ELIMINATION WITH C PIVOTING IN MAIN DIAGONAL, IN ORDER TO PRESERVE C SYMMETRY IN REMAINING COEFFICIENT MATRICES. C C .................................................................. C */ /* igamil() * * Inverse of complemented imcomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igamil(); * * x = igamil( 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 0.5 to 30 and x from 0 to 0.5. * * Relative error: * arithmetic domain # trials peak rms * DEC 0,0.5 3400 8.8e-16 1.3e-16 * IEEE 0,0.5 10000 1.1e-14 1.0e-15 * */ /* igaml.c * * Incomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igaml(); * * y = igaml( 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 * DEC 0,30 4000 4.4e-15 6.3e-16 * IEEE 0,30 10000 3.6e-14 5.1e-15 * */ /* igamcl() * * Complemented incomplete gamma integral * * * * SYNOPSIS: * * long double a, x, y, igamcl(); * * y = igamcl( 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 * DEC 0,30 2000 2.7e-15 4.0e-16 * IEEE 0,30 60000 1.4e-12 6.3e-15 * */ /* incbetl.c * * Incomplete beta integral * * * SYNOPSIS: * * long double a, b, x, y, incbetl(); * * y = incbetl( 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 * or, when b*x is small, by a power series. * * ACCURACY: * * Tested at random points (a,b,x) with x between 0 and 1. * arithmetic domain # trials peak rms * IEEE 0,5 20000 4.5e-18 2.4e-19 * IEEE 0,100 100000 3.9e-17 1.0e-17 * Half-integer a, b: * IEEE .5,10000 100000 3.9e-14 4.4e-15 * Outputs smaller than the IEEE gradual underflow threshold * were excluded from these statistics. * * ERROR MESSAGES: * * message condition value returned * incbetl domain x<0, x>1 0.0 */ /* incbil() * * Inverse of imcomplete beta integral * * * * SYNOPSIS: * * long double a, b, x, y, incbil(); * * x = incbil( 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 .5,10000 10000 1.1e-14 1.4e-16 */ /* j0l.c * * Bessel function of order zero * * * * SYNOPSIS: * * long double x, y, j0l(); * * y = j0l( x ); * * * * DESCRIPTION: * * Returns Bessel function of first kind, order zero of the argument. * * The domain is divided into the intervals [0, 9] and * (9, infinity). In the first interval the rational approximation * is (x^2 - r^2) (x^2 - s^2) (x^2 - t^2) P7(x^2) / Q8(x^2), * where r, s, t are the first three zeros of the function. * In the second interval the expansion is in terms of the * modulus M0(x) = sqrt(J0(x)^2 + Y0(x)^2) and phase P0(x) * = atan(Y0(x)/J0(x)). M0 is approximated by sqrt(1/x)P7(1/x)/Q7(1/x). * The approximation to J0 is M0 * cos(x - pi/4 + 1/x P5(1/x^2)/Q6(1/x^2)). * * * ACCURACY: * * Absolute error: * arithmetic domain # trials peak rms * IEEE 0, 30 100000 2.8e-19 7.4e-20 * * */ /* y0l.c * * Bessel function of the second kind, order zero * * * * SYNOPSIS: * * double x, y, y0l(); * * y = y0l( x ); * * * * DESCRIPTION: * * Returns Bessel function of the second kind, of order * zero, of the argument. * * The domain is divided into the intervals [0, 5>, [5,9> and * [9, infinity). In the first interval a rational approximation * R(x) is employed to compute y0(x) = R(x) + 2/pi * log(x) * j0(x). * * In the second interval, the approximation is * (x - p)(x - q)(x - r)(x - s)P7(x)/Q7(x) * where p, q, r, s are zeros of y0(x). * * The third interval uses the same approximations to modulus * and phase as j0(x), whence y0(x) = modulus * sin(phase). * * ACCURACY: * * Absolute error, when y0(x) < 1; else relative error: * * arithmetic domain # trials peak rms * IEEE 0, 30 100000 3.4e-19 7.6e-20 * */ /* j1l.c * * Bessel function of order one * * * * SYNOPSIS: * * long double x, y, j1l(); * * y = j1l( x ); * * * * DESCRIPTION: * * Returns Bessel function of order one of the argument. * * The domain is divided into the intervals [0, 9] and * (9, infinity). In the first interval the rational approximation * is (x^2 - r^2) (x^2 - s^2) (x^2 - t^2) x P8(x^2) / Q8(x^2), * where r, s, t are the first three zeros of the function. * In the second interval the expansion is in terms of the * modulus M1(x) = sqrt(J1(x)^2 + Y1(x)^2) and phase P1(x) * = atan(Y1(x)/J1(x)). M1 is approximated by sqrt(1/x)P7(1/x)/Q8(1/x). * The approximation to j1 is M1 * cos(x - 3 pi/4 + 1/x P5(1/x^2)/Q6(1/x^2)). * * * ACCURACY: * * Absolute error: * arithmetic domain # trials peak rms * IEEE 0, 30 40000 1.8e-19 5.0e-20 * * */ /* y1l.c * * Bessel function of the second kind, order zero * * * * SYNOPSIS: * * double x, y, y1l(); * * y = y1l( x ); * * * * DESCRIPTION: * * Returns Bessel function of the second kind, of order * zero, of the argument. * * The domain is divided into the intervals [0, 4.5>, [4.5,9> and * [9, infinity). In the first interval a rational approximation * R(x) is employed to compute y0(x) = R(x) + 2/pi * log(x) * j0(x). * * In the second interval, the approximation is * (x - p)(x - q)(x - r)(x - s)P9(x)/Q10(x) * where p, q, r, s are zeros of y1(x). * * The third interval uses the same approximations to modulus * and phase as j1(x), whence y1(x) = modulus * sin(phase). * * ACCURACY: * * Absolute error, when y0(x) < 1; else relative error: * * arithmetic domain # trials peak rms * IEEE 0, 30 36000 2.7e-19 5.3e-20 * */ /* jnl.c * * Bessel function of integer order * * * * SYNOPSIS: * * int n; * long double x, y, jnl(); * * y = jnl( 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 domain # trials peak rms * IEEE -30, 30 5000 3.3e-19 4.7e-20 * * * Not suitable for large n or x. * */ /* ldrand.c * * Pseudorandom number generator * * * * SYNOPSIS: * * double y; * int ldrand(); * * ldrand( &y ); * * * * DESCRIPTION: * * Yields a random number 1.0 <= y < 2.0. * * The three-generator congruential algorithm by Brian * Wichmann and David Hill (BYTE magazine, March, 1987, * pp 127-8) is used. * * Versions invoked by the different arithmetic compile * time options IBMPC, and MIEEE, produce the same sequences. * */ /* log10l.c * * Common logarithm, long double precision * * * * SYNOPSIS: * * long double x, y, log10l(); * * y = log10l( x ); * * * * DESCRIPTION: * * Returns the base 10 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)/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 0.5, 2.0 30000 9.0e-20 2.6e-20 * IEEE exp(+-10000) 30000 6.0e-20 2.3e-20 * * In the tests over the interval exp(+-10000), the logarithms * of the random arguments were uniformly distributed over * [-10000, +10000]. * * ERROR MESSAGES: * * log singularity: x = 0; returns MINLOG * log domain: x < 0; returns MINLOG */ /* log2l.c * * Base 2 logarithm, long double precision * * * * SYNOPSIS: * * long double x, y, log2l(); * * y = log2l( 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 (natural) * 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 0.5, 2.0 30000 9.8e-20 2.7e-20 * IEEE exp(+-10000) 70000 5.4e-20 2.3e-20 * * In the tests over the interval exp(+-10000), the logarithms * of the random arguments were uniformly distributed over * [-10000, +10000]. * * ERROR MESSAGES: * * log singularity: x = 0; returns MINLOG * log domain: x < 0; returns MINLOG */ /* logl.c * * Natural logarithm, long double precision * * * * SYNOPSIS: * * long double x, y, logl(); * * y = logl( 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)/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 0.5, 2.0 150000 8.71e-20 2.75e-20 * IEEE exp(+-10000) 100000 5.39e-20 2.34e-20 * * In the tests over the interval exp(+-10000), the logarithms * of the random arguments were uniformly distributed over * [-10000, +10000]. * * ERROR MESSAGES: * * log singularity: x = 0; returns MINLOG * log domain: x < 0; returns MINLOG */ /* mtherr.c * * Library common error handling routine * * * * SYNOPSIS: * * char *fctnam; * int code; * int mtherr(); * * mtherr( fctnam, code ); * * * * DESCRIPTION: * * This routine may be called to report one of the following * error conditions (in the include file mconf.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: * * mconf.h * */ /* nbdtrl.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrl(); * * y = nbdtrl( 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: * * Tested at random points (k,n,p) with k and n between 1 and 10,000 * and p between 0 and 1. * * arithmetic domain # trials peak rms * Absolute error: * IEEE 0,10000 10000 9.8e-15 2.1e-16 * */ /* nbdtrcl.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrcl(); * * y = nbdtrcl( 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: * * See incbetl.c. * */ /* nbdtril * * Functional inverse of negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtril(); * * p = nbdtril( k, n, y ); * * * * DESCRIPTION: * * Finds the argument p such that nbdtr(k,n,p) is equal to y. * * ACCURACY: * * Tested at random points (a,b,y), with y between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 * See also incbil.c. */ /* ndtril.c * * Inverse of Normal distribution function * * * * SYNOPSIS: * * long double x, y, ndtril(); * * x = ndtril( 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 log(y) ); then the approximation is * x = z - log(z)/z - (1/z) P(1/z) / Q(1/z) . * For larger arguments, x/sqrt(2 pi) = w + w^3 R(w^2)/S(w^2)) , * where w = y - 0.5 . * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * Arguments uniformly distributed: * IEEE 0, 1 5000 7.8e-19 9.9e-20 * Arguments exponentially distributed: * IEEE exp(-11355),-1 30000 1.7e-19 4.3e-20 * * * ERROR MESSAGES: * * message condition value returned * ndtril domain x <= 0 -MAXNUML * ndtril domain x >= 1 MAXNUML * */ /* ndtril.c * * Inverse of Normal distribution function * * * * SYNOPSIS: * * long double x, y, ndtril(); * * x = ndtril( 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 log(y) ); then the approximation is * x = z - log(z)/z - (1/z) P(1/z) / Q(1/z) . * For larger arguments, x/sqrt(2 pi) = w + w^3 R(w^2)/S(w^2)) , * where w = y - 0.5 . * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * Arguments uniformly distributed: * IEEE 0, 1 5000 7.8e-19 9.9e-20 * Arguments exponentially distributed: * IEEE exp(-11355),-1 30000 1.7e-19 4.3e-20 * * * ERROR MESSAGES: * * message condition value returned * ndtril domain x <= 0 -MAXNUML * ndtril domain x >= 1 MAXNUML * */ /* pdtrl.c * * Poisson distribution * * * * SYNOPSIS: * * int k; * long double m, y, pdtrl(); * * y = pdtrl( 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: * * See igamc(). * */ /* pdtrcl() * * Complemented poisson distribution * * * * SYNOPSIS: * * int k; * long double m, y, pdtrcl(); * * y = pdtrcl( 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: * * See igam.c. * */ /* pdtril() * * Inverse Poisson distribution * * * * SYNOPSIS: * * int k; * long double m, y, pdtrl(); * * m = pdtril( 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: * * See igami.c. * * ERROR MESSAGES: * * message condition value returned * pdtri domain y < 0 or y >= 1 0.0 * k < 0 * */ /* polevll.c * p1evll.c * * Evaluate polynomial * * * * SYNOPSIS: * * int N; * long double x, y, coef[N+1], polevl[]; * * y = polevll( 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 p1evll() assumes that coef[N] = 1.0 and is * omitted from the array. Its calling arguments are * otherwise the same as polevll(). * * This module also contains the following globally declared constants: * MAXNUML = 1.189731495357231765021263853E4932L; * MACHEPL = 5.42101086242752217003726400434970855712890625E-20L; * MAXLOGL = 1.1356523406294143949492E4L; * MINLOGL = -1.1355137111933024058873E4L; * LOGE2L = 6.9314718055994530941723E-1L; * LOG2EL = 1.4426950408889634073599E0L; * PIL = 3.1415926535897932384626L; * PIO2L = 1.5707963267948966192313L; * PIO4L = 7.8539816339744830961566E-1L; * * 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. * */ /* powil.c * * Real raised to integer power, long double precision * * * * SYNOPSIS: * * long double x, y, powil(); * int n; * * y = powil( 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 .001,1000 -1022,1023 50000 4.3e-17 7.8e-18 * IEEE 1,2 -1022,1023 20000 3.9e-17 7.6e-18 * IEEE .99,1.01 0,8700 10000 3.6e-16 7.2e-17 * * Returns MAXNUM on overflow, zero on underflow. * */ /* powl.c * * Power function, long double precision * * * * SYNOPSIS: * * long double x, y, z, powl(); * * z = powl( 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/32 and pseudo extended precision arithmetic to * obtain several extra bits of accuracy in both the logarithm * and the exponential. * * * * ACCURACY: * * The relative error of pow(x,y) can be estimated * by y dl ln(2), where dl is the absolute error of * the internally computed base 2 logarithm. At the ends * of the approximation interval the logarithm equal 1/32 * and its relative error is about 1 lsb = 1.1e-19. Hence * the predicted relative error in the result is 2.3e-21 y . * * Relative error: * arithmetic domain # trials peak rms * * IEEE +-1000 40000 2.8e-18 3.7e-19 * .001 < x < 1000, with log(x) uniformly distributed. * -1000 < y < 1000, y uniformly distributed. * * IEEE 0,8700 60000 6.5e-18 1.0e-18 * 0.99 < x < 1.01, 0 < y < 8700, uniformly distributed. * * * ERROR MESSAGES: * * message condition value returned * pow overflow x**y > MAXNUM MAXNUM * pow underflow x**y < 1/MAXNUM 0.0 * pow domain x<0 and y noninteger 0.0 * */ /* sinhl.c * * Hyperbolic sine, long double precision * * * * SYNOPSIS: * * long double x, y, sinhl(); * * y = sinhl( x ); * * * * DESCRIPTION: * * Returns hyperbolic sine of argument in the range MINLOGL to * MAXLOGL. * * The range is partitioned into two segments. If |x| <= 1, a * rational function of the form x + x**3 P(x)/Q(x) is employed. * Otherwise the calculation is sinh(x) = ( exp(x) - exp(-x) )/2. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -2,2 10000 1.5e-19 3.9e-20 * IEEE +-10000 30000 1.1e-19 2.8e-20 * */ /* sinl.c * * Circular sine, long double precision * * * * SYNOPSIS: * * long double x, y, sinl(); * * y = sinl( 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 the Cody * and Waite polynomial form * x + x**3 P(x**2) . * Between pi/4 and pi/2 the cosine is represented as * 1 - .5 x**2 + x**4 Q(x**2) . * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-5.5e11 200,000 1.2e-19 2.9e-20 * * ERROR MESSAGES: * * message condition value returned * sin total loss x > 2**39 0.0 * * Loss of precision occurs for x > 2**39 = 5.49755813888e11. * The routine as implemented flags a TLOSS error for * x > 2**39 and returns 0.0. */ /* cosl.c * * Circular cosine, long double precision * * * * SYNOPSIS: * * long double x, y, cosl(); * * y = cosl( 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 - .5 x**2 + x**4 Q(x**2) . * Between pi/4 and pi/2 the sine is represented by the Cody * and Waite polynomial form * x + x**3 P(x**2) . * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-5.5e11 50000 1.2e-19 2.9e-20 */ /* sqrtl.c * * Square root, long double precision * * * * SYNOPSIS: * * long double x, y, sqrtl(); * * y = sqrtl( 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. * * Note, some arithmetic coprocessors such as the 8087 and * 68881 produce correctly rounded square roots, which this * routine will not. * * ACCURACY: * * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,10 30000 8.1e-20 3.1e-20 * * * ERROR MESSAGES: * * message condition value returned * sqrt domain x < 0 0.0 * */ /* stdtrl.c * * Student's t distribution * * * * SYNOPSIS: * * long double p, t, stdtrl(); * int k; * * p = stdtrl( 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 < -1.6, 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: * * Tested at random 1 <= k <= 100. The "domain" refers to t. * Relative error: * arithmetic domain # trials peak rms * IEEE -100,-1.6 10000 5.7e-18 9.8e-19 * IEEE -1.6,100 10000 3.8e-18 1.0e-19 */ /* stdtril.c * * Functional inverse of Student's t distribution * * * * SYNOPSIS: * * long double p, t, stdtril(); * int k; * * t = stdtril( k, p ); * * * DESCRIPTION: * * Given probability p, finds the argument t such that stdtrl(k,t) * is equal to p. * * ACCURACY: * * Tested at random 1 <= k <= 100. The "domain" refers to p: * Relative error: * arithmetic domain # trials peak rms * IEEE 0,1 3500 4.2e-17 4.1e-18 */ /* tanhl.c * * Hyperbolic tangent, long double precision * * * * SYNOPSIS: * * long double x, y, tanhl(); * * y = tanhl( x ); * * * * DESCRIPTION: * * Returns hyperbolic tangent of argument in the range MINLOGL to * MAXLOGL. * * A rational function is used for |x| < 0.625. The form * x + x**3 P(x)/Q(x) of Cody _& Waite is employed. * Otherwise, * tanh(x) = sinh(x)/cosh(x) = 1 - 2/(exp(2x) + 1). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -2,2 30000 1.3e-19 2.4e-20 * */ /* tanl.c * * Circular tangent, long double precision * * * * SYNOPSIS: * * long double x, y, tanl(); * * y = tanl( x ); * * * * DESCRIPTION: * * Returns the circular tangent of the radian argument x. * * Range reduction is modulo pi/4. A rational function * x + x**3 P(x**2)/Q(x**2) * is employed in the basic interval [0, pi/4]. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-1.07e9 30000 1.9e-19 4.8e-20 * * ERROR MESSAGES: * * message condition value returned * tan total loss x > 2^39 0.0 * */ /* cotl.c * * Circular cotangent, long double precision * * * * SYNOPSIS: * * long double x, y, cotl(); * * y = cotl( x ); * * * * DESCRIPTION: * * Returns the circular cotangent of the radian argument x. * * Range reduction is modulo pi/4. A rational function * x + x**3 P(x**2)/Q(x**2) * is employed in the basic interval [0, pi/4]. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE +-1.07e9 30000 1.9e-19 5.1e-20 * * * ERROR MESSAGES: * * message condition value returned * cot total loss x > 2^39 0.0 * cot singularity x = 0 MAXNUM * */ /* unityl.c * * Relative error approximations for function arguments near * unity. * * log1p(x) = log(1+x) * expm1(x) = exp(x) - 1 * cos1m(x) = cos(x) - 1 * */ /* ynl.c * * Bessel function of second kind of integer order * * * * SYNOPSIS: * * long double x, y, ynl(); * int n; * * y = ynl( 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 * y0l() and y1l(). * * If n = 0 or 1 the routine for y0l or y1l is called * directly. * * * * ACCURACY: * * * Absolute error, except relative error when y > 1. * x >= 0, -30 <= n <= +30. * arithmetic domain # trials peak rms * IEEE -30, 30 10000 1.3e-18 1.8e-19 * * * ERROR MESSAGES: * * message condition value returned * ynl singularity x = 0 MAXNUML * ynl overflow MAXNUML * * Spot checked against tables for x, n between 0 and 100. * */