// Provides the [error](https://en.wikipedia.org/wiki/Error_function) and related functions // based on https://github.com/unovor/frame/blob/master/statrs-0.10.0/src/function/erf.rs // // NOTE: This impl does not have the same precision as glibc impl of erf,erfc and others, we should fix this // in the future. module math // Coefficients for erf_impl polynominal const ( // Polynomial coefficients for a numerator of `erf_impl` // in the interval [1e-10, 0.5]. erf_impl_an = [0.00337916709551257388990745, -0.00073695653048167948530905, -0.374732337392919607868241, 0.0817442448733587196071743, -0.0421089319936548595203468, 0.0070165709512095756344528, -0.00495091255982435110337458, 0.000871646599037922480317225] // Polynomial coefficients for a denominator of `erf_impl` // in the interval [1e-10, 0.5] erf_impl_ad = [1.0, -0.218088218087924645390535, 0.412542972725442099083918, -0.0841891147873106755410271, 0.0655338856400241519690695, -0.0120019604454941768171266, 0.00408165558926174048329689, -0.000615900721557769691924509] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [0.5, 0.75]. erf_impl_bn = [-0.0361790390718262471360258, 0.292251883444882683221149, 0.281447041797604512774415, 0.125610208862766947294894, 0.0274135028268930549240776, 0.00250839672168065762786937, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [0.5, 0.75]. erf_impl_bd = [1.0, 1.8545005897903486499845, 1.43575803037831418074962, 0.582827658753036572454135, 0.124810476932949746447682, 0.0113724176546353285778481] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [0.75, 1.25]. erf_impl_cn = [ -0.0397876892611136856954425, 0.153165212467878293257683, 0.191260295600936245503129, 0.10276327061989304213645, 0.029637090615738836726027, 0.0046093486780275489468812, 0.000307607820348680180548455, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [0.75, 1.25]. erf_impl_cd = [ 1.0, 1.95520072987627704987886, 1.64762317199384860109595, 0.768238607022126250082483, 0.209793185936509782784315, 0.0319569316899913392596356, 0.00213363160895785378615014, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [1.25, 2.25]. erf_impl_dn = [ -0.0300838560557949717328341, 0.0538578829844454508530552, 0.0726211541651914182692959, 0.0367628469888049348429018, 0.00964629015572527529605267, 0.00133453480075291076745275, 0.778087599782504251917881e-4, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [1.25, 2.25]. erf_impl_dd = [ 1.0, 1.75967098147167528287343, 1.32883571437961120556307, 0.552528596508757581287907, 0.133793056941332861912279, 0.0179509645176280768640766, 0.00104712440019937356634038, -0.106640381820357337177643e-7, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [2.25, 3.5]. erf_impl_en = [ -0.0117907570137227847827732, 0.014262132090538809896674, 0.0202234435902960820020765, 0.00930668299990432009042239, 0.00213357802422065994322516, 0.00025022987386460102395382, 0.120534912219588189822126e-4, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [2.25, 3.5]. erf_impl_ed = [ 1.0, 1.50376225203620482047419, 0.965397786204462896346934, 0.339265230476796681555511, 0.0689740649541569716897427, 0.00771060262491768307365526, 0.000371421101531069302990367, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [3.5, 5.25]. erf_impl_fn = [ -0.00546954795538729307482955, 0.00404190278731707110245394, 0.0054963369553161170521356, 0.00212616472603945399437862, 0.000394984014495083900689956, 0.365565477064442377259271e-4, 0.135485897109932323253786e-5, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [3.5, 5.25]. erf_impl_fd = [ 1.0, 1.21019697773630784832251, 0.620914668221143886601045, 0.173038430661142762569515, 0.0276550813773432047594539, 0.00240625974424309709745382, 0.891811817251336577241006e-4, -0.465528836283382684461025e-11, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [5.25, 8]. erf_impl_gn = [ -0.00270722535905778347999196, 0.0013187563425029400461378, 0.00119925933261002333923989, 0.00027849619811344664248235, 0.267822988218331849989363e-4, 0.923043672315028197865066e-6, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [5.25, 8]. erf_impl_gd = [ 1.0, 0.814632808543141591118279, 0.268901665856299542168425, 0.0449877216103041118694989, 0.00381759663320248459168994, 0.000131571897888596914350697, 0.404815359675764138445257e-11, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [8, 11.5]. erf_impl_hn = [ -0.00109946720691742196814323, 0.000406425442750422675169153, 0.000274499489416900707787024, 0.465293770646659383436343e-4, 0.320955425395767463401993e-5, 0.778286018145020892261936e-7, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [8, 11.5]. erf_impl_hd = [ 1.0, 0.588173710611846046373373, 0.139363331289409746077541, 0.0166329340417083678763028, 0.00100023921310234908642639, 0.24254837521587225125068e-4, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [11.5, 17]. erf_impl_in = [ -0.00056907993601094962855594, 0.000169498540373762264416984, 0.518472354581100890120501e-4, 0.382819312231928859704678e-5, 0.824989931281894431781794e-7, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [11.5, 17]. erf_impl_id = [ 1.0, 0.339637250051139347430323, 0.043472647870310663055044, 0.00248549335224637114641629, 0.535633305337152900549536e-4, -0.117490944405459578783846e-12, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [17, 24]. erf_impl_jn = [ -0.000241313599483991337479091, 0.574224975202501512365975e-4, 0.115998962927383778460557e-4, 0.581762134402593739370875e-6, 0.853971555085673614607418e-8, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [17, 24]. erf_impl_jd = [ 1.0, 0.233044138299687841018015, 0.0204186940546440312625597, 0.000797185647564398289151125, 0.117019281670172327758019e-4, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [24, 38]. erf_impl_kn = [ -0.000146674699277760365803642, 0.162666552112280519955647e-4, 0.269116248509165239294897e-5, 0.979584479468091935086972e-7, 0.101994647625723465722285e-8, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [24, 38]. erf_impl_kd = [ 1.0, 0.165907812944847226546036, 0.0103361716191505884359634, 0.000286593026373868366935721, 0.298401570840900340874568e-5, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [38, 60]. erf_impl_ln = [ -0.583905797629771786720406e-4, 0.412510325105496173512992e-5, 0.431790922420250949096906e-6, 0.993365155590013193345569e-8, 0.653480510020104699270084e-10, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [38, 60]. erf_impl_ld = [ 1.0, 0.105077086072039915406159, 0.00414278428675475620830226, 0.726338754644523769144108e-4, 0.477818471047398785369849e-6, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [60, 85]. erf_impl_mn = [ -0.196457797609229579459841e-4, 0.157243887666800692441195e-5, 0.543902511192700878690335e-7, 0.317472492369117710852685e-9, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [60, 85]. erf_impl_md = [ 1.0, 0.052803989240957632204885, 0.000926876069151753290378112, 0.541011723226630257077328e-5, 0.535093845803642394908747e-15, ] // Polynomial coefficients for a numerator in `erf_impl` // in the interval [85, 110]. erf_impl_nn = [ -0.789224703978722689089794e-5, 0.622088451660986955124162e-6, 0.145728445676882396797184e-7, 0.603715505542715364529243e-10, ] // Polynomial coefficients for a denominator in `erf_impl` // in the interval [85, 110]. erf_impl_nd = [ 1.0, 0.0375328846356293715248719, 0.000467919535974625308126054, 0.193847039275845656900547e-5, ] // ********************************************************** // ********** Coefficients for erf_inv_impl polynomial ****** // ********************************************************** // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0, 0.5]. erf_inv_impl_an = [ -0.000508781949658280665617, -0.00836874819741736770379, 0.0334806625409744615033, -0.0126926147662974029034, -0.0365637971411762664006, 0.0219878681111168899165, 0.00822687874676915743155, -0.00538772965071242932965, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0, 0.5]. erf_inv_impl_ad = [ 1.0, -0.970005043303290640362, -1.56574558234175846809, 1.56221558398423026363, 0.662328840472002992063, -0.71228902341542847553, -0.0527396382340099713954, 0.0795283687341571680018, -0.00233393759374190016776, 0.000886216390456424707504, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.5, 0.75]. erf_inv_impl_bn = [ -0.202433508355938759655, 0.105264680699391713268, 8.37050328343119927838, 17.6447298408374015486, -18.8510648058714251895, -44.6382324441786960818, 17.445385985570866523, 21.1294655448340526258, -3.67192254707729348546, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.5, 0.75]. erf_inv_impl_bd = [ 1.0, 6.24264124854247537712, 3.9713437953343869095, -28.6608180499800029974, -20.1432634680485188801, 48.5609213108739935468, 10.8268667355460159008, -22.6436933413139721736, 1.72114765761200282724, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.75, 1] with x less than 3. erf_inv_impl_cn = [ -0.131102781679951906451, -0.163794047193317060787, 0.117030156341995252019, 0.387079738972604337464, 0.337785538912035898924, 0.142869534408157156766, 0.0290157910005329060432, 0.00214558995388805277169, -0.679465575181126350155e-6, 0.285225331782217055858e-7, -0.681149956853776992068e-9, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.75, 1] with x less than 3. erf_inv_impl_cd = [ 1.0, 3.46625407242567245975, 5.38168345707006855425, 4.77846592945843778382, 2.59301921623620271374, 0.848854343457902036425, 0.152264338295331783612, 0.01105924229346489121, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.75, 1] with x between 3 and 6. erf_inv_impl_dn = [ -0.0350353787183177984712, -0.00222426529213447927281, 0.0185573306514231072324, 0.00950804701325919603619, 0.00187123492819559223345, 0.000157544617424960554631, 0.460469890584317994083e-5, -0.230404776911882601748e-9, 0.266339227425782031962e-11, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.75, 1] with x between 3 and 6. erf_inv_impl_dd = [ 1.0, 1.3653349817554063097, 0.762059164553623404043, 0.220091105764131249824, 0.0341589143670947727934, 0.00263861676657015992959, 0.764675292302794483503e-4, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.75, 1] with x between 6 and 18. erf_inv_impl_en = [ -0.0167431005076633737133, -0.00112951438745580278863, 0.00105628862152492910091, 0.000209386317487588078668, 0.149624783758342370182e-4, 0.449696789927706453732e-6, 0.462596163522878599135e-8, -0.281128735628831791805e-13, 0.99055709973310326855e-16, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.75, 1] with x between 6 and 18. erf_inv_impl_ed = [ 1.0, 0.591429344886417493481, 0.138151865749083321638, 0.0160746087093676504695, 0.000964011807005165528527, 0.275335474764726041141e-4, 0.282243172016108031869e-6, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.75, 1] with x between 18 and 44. erf_inv_impl_fn = [ -0.0024978212791898131227, -0.779190719229053954292e-5, 0.254723037413027451751e-4, 0.162397777342510920873e-5, 0.396341011304801168516e-7, 0.411632831190944208473e-9, 0.145596286718675035587e-11, -0.116765012397184275695e-17, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.75, 1] with x between 18 and 44. erf_inv_impl_fd = [ 1.0, 0.207123112214422517181, 0.0169410838120975906478, 0.000690538265622684595676, 0.145007359818232637924e-4, 0.144437756628144157666e-6, 0.509761276599778486139e-9, ] // Polynomial coefficients for a numerator of `erf_inv_impl` // in the interval [0.75, 1] with x greater than 44. erf_inv_impl_gn = [ -0.000539042911019078575891, -0.28398759004727721098e-6, 0.899465114892291446442e-6, 0.229345859265920864296e-7, 0.225561444863500149219e-9, 0.947846627503022684216e-12, 0.135880130108924861008e-14, -0.348890393399948882918e-21, ] // Polynomial coefficients for a denominator of `erf_inv_impl` // in the interval [0.75, 1] with x greater than 44. erf_inv_impl_gd = [ 1.0, 0.0845746234001899436914, 0.00282092984726264681981, 0.468292921940894236786e-4, 0.399968812193862100054e-6, 0.161809290887904476097e-8, 0.231558608310259605225e-11, ] ) fn erf_inv_impl(p f64, q f64, s f64) f64 { mut result := 0.0 if p <= 0.5 { y := 0.0891314744949340820313 g := p * (p + 10.0) r := polynomial(p, math.erf_inv_impl_an) / polynomial(p, math.erf_inv_impl_ad) result = g * y + g * r } else if q >= 0.25 { y := 2.249481201171875 g := sqrt(-2.0 * log(q)) xs := q - 0.25 r := polynomial(xs, math.erf_inv_impl_bn) / polynomial(xs, math.erf_inv_impl_bd) result = g / (y + r) } else { x := sqrt(-log(q)) if x < 3.0 { y := 0.807220458984375 xs := x - 1.125 r := polynomial(xs, math.erf_inv_impl_cn) / polynomial(xs, math.erf_inv_impl_cd) result = y * x + r * x } else if x < 6.0 { y := 0.93995571136474609375 xs := x - 3.0 r := polynomial(xs, math.erf_inv_impl_dn) / polynomial(xs, math.erf_inv_impl_dd) result = y * x + r * x } else if x < 18.0 { y := 0.98362827301025390625 xs := x - 6.0 r := polynomial(xs, math.erf_inv_impl_en) / polynomial(xs, math.erf_inv_impl_ed) result = y * x + r * x } else if x < 44.0 { y := 0.99714565277099609375 xs := x - 18.0 r := polynomial(xs, math.erf_inv_impl_fn) / polynomial(xs, math.erf_inv_impl_fd) result = y * x + r * x } else { y := 0.99941349029541015625 xs := x - 44.0 r := polynomial(xs, math.erf_inv_impl_gn) / polynomial(xs, math.erf_inv_impl_gd) result = y * x + r * x } } return s * result } fn erf_impl(z f64, inv bool) f64 { if z < 0.0 { if !inv { return -erf_impl(-z, false) } if z < -0.5 { return 2.0 - erf_impl(-z, true) } return 1.0 + erf_impl(-z, false) } mut result := 0.0 if z < 0.5 { if z < 1e-10 { result = z * 1.125 + z * 0.003379167095512573896158903121545171688 } else { result = z * 1.125 + z * polynomial(z, math.erf_impl_an) / polynomial(z, math.erf_impl_ad) } } else if z < 110.0 { mut r := 0.0 mut b := 0.0 if z < 0.75 { r = polynomial(z - 0.5, math.erf_impl_bn) / polynomial(z - 0.5, math.erf_impl_bd) b = 0.3440242112 } else if z < 1.25 { r = polynomial(z - 0.75, math.erf_impl_cn) / polynomial(z - 0.75, math.erf_impl_cd) b = 0.419990927 } else if z < 2.25 { r = polynomial(z - 1.25, math.erf_impl_dn) / polynomial(z - 1.25, math.erf_impl_dd) b = 0.4898625016 } else if z < 3.5 { r = polynomial(z - 2.25, math.erf_impl_en) / polynomial(z - 2.25, math.erf_impl_ed) b = 0.5317370892 } else if z < 5.25 { r = polynomial(z - 3.5, math.erf_impl_fn) / polynomial(z - 3.5, math.erf_impl_fd) b = 0.5489973426 } else if z < 8.0 { r = polynomial(z - 5.25, math.erf_impl_gn) / polynomial(z - 5.25, math.erf_impl_gd) b = 0.5571740866 } else if z < 11.5 { r = polynomial(z - 8.0, math.erf_impl_hn) / polynomial(z - 8.0, math.erf_impl_hd) b = 0.5609807968 } else if z < 17.0 { r = polynomial(z - 11.5, math.erf_impl_in) / polynomial(z - 11.5, math.erf_impl_id) b = 0.5626493692 } else if z < 24.0 { r = polynomial(z - 17.0, math.erf_impl_jn) / polynomial(z - 17.0, math.erf_impl_jd) b = 0.5634598136 } else if z < 38.0 { r = polynomial(z - 24.0, math.erf_impl_kn) / polynomial(z - 24.0, math.erf_impl_kd) b = 0.5638477802 } else if z < 60.0 { r = polynomial(z - 38.0, math.erf_impl_ln) / polynomial(z - 38.0, math.erf_impl_ld) b = 0.5640528202 } else if z < 85.0 { r = polynomial(z - 60.0, math.erf_impl_mn) / polynomial(z - 60.0, math.erf_impl_md) b = 0.5641309023 } else { r = polynomial(z - 85.0, math.erf_impl_nn) / polynomial(z - 85.0, math.erf_impl_nd) b = 0.5641584396 } g := exp(-z * z) / z result = g * b + g * r } else { result = 0.0 } if inv && z >= 0.5 { return result } else if z >= 0.5 || inv { return 1.0 - result } else { return result } } /// 'erf' calculates the error function at `x`. pub fn erf(x f64) f64 { if is_nan(x) { return nan() } else if is_inf(x, 1) { return 1.0 } else if is_inf(x, -1) { return -1.0 } else if x == 0.0 { return 0.0 } else { return erf_impl(x, false) } } // `erf_inv` calculates the inverse error function at `x`. pub fn erf_inv(x f64) f64 { if x == 0 { return 0.0 } else if x >= 1.0 { return inf(1) } else if x <= -1.0 { return inf(-1) } else if x < 0.0 { return erf_inv_impl(-x, 1.0 + x, -1.0) } else { return erf_inv_impl(x, 1.0 - x, 1.0) } } // `erfc` calculates the complementary error function at `x`. pub fn erfc(x f64) f64 { if is_nan(x) { return nan() } else if is_inf(x, 1) { return 0.0 } else if is_inf(x, -1) { return 2.0 } else { return erf_impl(x, true) } } // `erfc_inv` calculates the complementary inverse error function at `x`. pub fn erfc_inv(x f64) f64 { if x <= 0.0 { return inf(1) } else if x >= 2.0 { return inf(-1) } else if is_inf(x, -1) { return erf_inv_impl(-1.0 + x, 2.0 - x, -1.0) } else { return erf_inv_impl(1.0 - x, x, 1.0) } }