Commit aee20de2 authored by Paolo Bosetti's avatar Paolo Bosetti

Code formatting; Added credits for erf/erfc implementation

parent 2948a96c
...@@ -17,55 +17,59 @@ ...@@ -17,55 +17,59 @@
#define atanh(x) (log(1+x) - log(1-x))/2.0 #define atanh(x) (log(1+x) - log(1-x))/2.0
#define cbrt(x) pow(x,1.0/3.0) #define cbrt(x) pow(x,1.0/3.0)
/*
** Implementations of error functions
** credits to http://www.digitalmars.com/archives/cplusplus/3634.html
*/
#define REL_ERROR 1E-12 #define REL_ERROR 1E-12
/* Implementation of Error function */ /* Implementation of Error function */
double double
erf(double x) erf(double x)
{ {
static const double two_sqrtpi= 1.128379167095512574; static const double two_sqrtpi= 1.128379167095512574;
if (fabs(x) > 2.2) { if (fabs(x) > 2.2) {
return 1.0 - erfc(x); return 1.0 - erfc(x);
} }
double sum= x, term= x, xsqr= x*x; double sum= x, term= x, xsqr= x*x;
int j= 1; int j= 1;
do { do {
term*= xsqr/j; term*= xsqr/j;
sum-= term/(2*j+1); sum-= term/(2*j+1);
++j; ++j;
term*= xsqr/j; term*= xsqr/j;
sum+= term/(2*j+1); sum+= term/(2*j+1);
++j; ++j;
} while (fabs(term)/sum > REL_ERROR); } while (fabs(term)/sum > REL_ERROR);
return two_sqrtpi*sum; return two_sqrtpi*sum;
} }
/* Implementation of complementary Error function */ /* Implementation of complementary Error function */
double double
erfc(double x) erfc(double x)
{ {
static const double one_sqrtpi= 0.564189583547756287; static const double one_sqrtpi= 0.564189583547756287;
if (fabs(x) < 2.2) { if (fabs(x) < 2.2) {
return 1.0 - erf(x); return 1.0 - erf(x);
} }
if (signbit(x)) { if (signbit(x)) {
return 2.0 - erfc(-x); return 2.0 - erfc(-x);
} }
double a=1, b=x; double a=1, b=x;
double c=x, d=x*x+0.5; double c=x, d=x*x+0.5;
double q1,q2; double q1,q2;
double n= 1.0, t; double n= 1.0, t;
do { do {
t= a*n+b*x; t= a*n+b*x;
a= b; a= b;
b= t; b= t;
t= c*n+d*x; t= c*n+d*x;
c= d; c= d;
d= t; d= t;
n+= 0.5; n+= 0.5;
q1= q2; q1= q2;
q2= b/d; q2= b/d;
} while (fabs(q1-q2)/q2 > REL_ERROR); } while (fabs(q1-q2)/q2 > REL_ERROR);
return one_sqrtpi*exp(-x*x)*q2; return one_sqrtpi*exp(-x*x)*q2;
} }
#endif #endif
......
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