kerneltest/e32utils/nistsecurerng/src/cephes.cpp
branchRCL_3
changeset 268 345b1ca54e88
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/kerneltest/e32utils/nistsecurerng/src/cephes.cpp	Wed Sep 15 13:42:27 2010 +0300
@@ -0,0 +1,357 @@
+/*
+* Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies).
+* All rights reserved.
+* This component and the accompanying materials are made available
+* under the terms of "Eclipse Public License v1.0"
+* which accompanies this distribution, and is available
+* at the URL "http://www.eclipse.org/legal/epl-v10.html".
+*
+* Initial Contributors:
+* Nokia Corporation - initial contribution.
+*
+* Contributors:
+*
+* Description: 
+* The original NIST Statistical Test Suite code is placed in public domain.
+* (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html) 
+* 
+* This software was developed at the National Institute of Standards and Technology by 
+* employees of the Federal Government in the course of their official duties. Pursuant
+* to title 17 Section 105 of the United States Code this software is not subject to 
+* copyright protection and is in the public domain. The NIST Statistical Test Suite is
+* an experimental system. NIST assumes no responsibility whatsoever for its use by other 
+* parties, and makes no guarantees, expressed or implied, about its quality, reliability, 
+* or any other characteristic. We would appreciate acknowledgment if the software is used.
+*/
+
+
+
+#include "openc.h"
+#include "../include/cephes.h"
+
+static const double	rel_error = 1E-12;
+
+double MACHEP = 1.11022302462515654042E-16;		// 2**-53
+double MAXLOG = 7.09782712893383996732224E2;	// log(MAXNUM)
+double MAXNUM = 1.7976931348623158E308;			// 2**1024*(1-MACHEP)
+double PI     = 3.14159265358979323846;			// pi, duh!
+
+static double big = 4.503599627370496e15;
+static double biginv =  2.22044604925031308085e-16;
+
+int sgngam = 0;
+
+double
+cephes_igamc(double a, double x)
+{
+	double ans, ax, c, yc, r, t, y, z;
+	double pk, pkm1, pkm2, qk, qkm1, qkm2;
+
+	if ( (x <= 0) || ( a <= 0) )
+		return( 1.0 );
+
+	if ( (x < 1.0) || (x < a) )
+		return( 1.e0 - cephes_igam(a,x) );
+
+	ax = a * log(x) - x - cephes_lgam(a);
+
+	if ( ax < -MAXLOG ) {
+		printf("igamc: UNDERFLOW\n");
+		return 0.0;
+	}
+	ax = exp(ax);
+
+	/* continued fraction */
+	y = 1.0 - a;
+	z = x + y + 1.0;
+	c = 0.0;
+	pkm2 = 1.0;
+	qkm2 = x;
+	pkm1 = x + 1.0;
+	qkm1 = z * x;
+	ans = pkm1/qkm1;
+
+	do {
+		c += 1.0;
+		y += 1.0;
+		z += 2.0;
+		yc = y * c;
+		pk = pkm1 * z  -  pkm2 * yc;
+		qk = qkm1 * z  -  qkm2 * yc;
+		if ( qk != 0 ) {
+			r = pk/qk;
+			t = fabs( (ans - r)/r );
+			ans = r;
+		}
+		else
+			t = 1.0;
+		pkm2 = pkm1;
+		pkm1 = pk;
+		qkm2 = qkm1;
+		qkm1 = qk;
+		if ( fabs(pk) > big ) {
+			pkm2 *= biginv;
+			pkm1 *= biginv;
+			qkm2 *= biginv;
+			qkm1 *= biginv;
+		}
+	} while ( t > MACHEP );
+
+	return ans*ax;
+}
+
+double
+cephes_igam(double a, double x)
+{
+	double ans, ax, c, r;
+
+	if ( (x <= 0) || ( a <= 0) )
+		return 0.0;
+
+	if ( (x > 1.0) && (x > a ) )
+		return 1.e0 - cephes_igamc(a,x);
+
+	/* Compute  x**a * exp(-x) / gamma(a)  */
+	ax = a * log(x) - x - cephes_lgam(a);
+	if ( ax < -MAXLOG ) {
+		printf("igam: UNDERFLOW\n");
+		return 0.0;
+	}
+	ax = exp(ax);
+
+	/* power series */
+	r = a;
+	c = 1.0;
+	ans = 1.0;
+
+	do {
+		r += 1.0;
+		c *= x/r;
+		ans += c;
+	} while ( c/ans > MACHEP );
+
+	return ans * ax/a;
+}
+
+
+/* A[]: Stirling's formula expansion of log gamma
+ * B[], C[]: log gamma function between 2 and 3
+ */
+static unsigned short A[] = {
+	0x6661,0x2733,0x9850,0x3f4a,
+	0xe943,0xb580,0x7fbd,0xbf43,
+	0x5ebb,0x20dc,0x019f,0x3f4a,
+	0xa5a1,0x16b0,0xc16c,0xbf66,
+	0x554b,0x5555,0x5555,0x3fb5
+};
+static unsigned short B[] = {
+	0x6761,0x8ff3,0x8901,0xc095,
+	0xb93e,0x355b,0xf234,0xc0e2,
+	0x89e5,0xf890,0x3d73,0xc114,
+	0xdb51,0xf994,0xbc82,0xc131,
+	0xf20b,0x0219,0x4589,0xc13a,
+	0x055e,0x5418,0x0c67,0xc12a
+};
+static unsigned short C[] = {
+	/*0x0000,0x0000,0x0000,0x3ff0,*/
+	0x12b2,0x1cf3,0xfd0d,0xc075,
+	0xd757,0x7b89,0xaa0d,0xc0d0,
+	0x4c9b,0xb974,0xeb84,0xc10a,
+	0x0043,0x7195,0x6286,0xc131,
+	0xf34c,0x892f,0x5255,0xc143,
+	0xe14a,0x6a11,0xce4b,0xc13e
+};
+
+#define MAXLGM 2.556348e305
+
+
+/* Logarithm of gamma function */
+double
+cephes_lgam(double x)
+{
+	double	p, q, u, w, z;
+	int		i;
+
+	sgngam = 1;
+
+	if ( x < -34.0 ) {
+		q = -x;
+		w = cephes_lgam(q); /* note this modifies sgngam! */
+		p = floor(q);
+		if ( p == q ) {
+lgsing:
+			goto loverf;
+		}
+		i = (int)p;
+		if ( (i & 1) == 0 )
+			sgngam = -1;
+		else
+			sgngam = 1;
+		z = q - p;
+		if ( z > 0.5 ) {
+			p += 1.0;
+			z = p - q;
+		}
+		z = q * sin( PI * z );
+		if ( z == 0.0 )
+			goto lgsing;
+		/*      z = log(PI) - log( z ) - w;*/
+		z = log(PI) - log( z ) - w;
+		return z;
+	}
+
+	if ( x < 13.0 ) {
+		z = 1.0;
+		p = 0.0;
+		u = x;
+		while ( u >= 3.0 ) {
+			p -= 1.0;
+			u = x + p;
+			z *= u;
+		}
+		while ( u < 2.0 ) {
+			if ( u == 0.0 )
+				goto lgsing;
+			z /= u;
+			p += 1.0;
+			u = x + p;
+		}
+		if ( z < 0.0 ) {
+			sgngam = -1;
+			z = -z;
+		}
+		else
+			sgngam = 1;
+		if ( u == 2.0 )
+			return( log(z) );
+		p -= 2.0;
+		x = x + p;
+		p = x * cephes_polevl( x, (double *)B, 5 ) / cephes_p1evl( x, (double *)C, 6);
+
+		return log(z) + p;
+	}
+
+	if ( x > MAXLGM ) {
+loverf:
+		printf("lgam: OVERFLOW\n");
+
+		return sgngam * MAXNUM;
+	}
+
+	q = ( x - 0.5 ) * log(x) - x + log( sqrt( 2*PI ) );
+	if ( x > 1.0e8 )
+		return q;
+
+	p = 1.0/(x*x);
+	if ( x >= 1000.0 )
+		q += ((   7.9365079365079365079365e-4 * p
+		        - 2.7777777777777777777778e-3) *p
+				+ 0.0833333333333333333333) / x;
+	else
+		q += cephes_polevl( p, (double *)A, 4 ) / x;
+
+	return q;
+}
+
+double
+cephes_polevl(double x, double *coef, int N)
+{
+	double	ans;
+	int		i;
+	double	*p;
+
+	p = coef;
+	ans = *p++;
+	i = N;
+
+	do
+		ans = ans * x  +  *p++;
+	while ( --i );
+
+	return ans;
+}
+
+double
+cephes_p1evl(double x, double *coef, int N)
+{
+	double	ans;
+	double	*p;
+	int		i;
+
+	p = coef;
+	ans = x + *p++;
+	i = N-1;
+
+	do
+		ans = ans * x  + *p++;
+	while ( --i );
+
+	return ans;
+}
+
+double
+cephes_erf(double x)
+{
+	static const double two_sqrtpi = 1.128379167095512574;
+	double	sum = x, term = x, xsqr = x * x;
+	int		j = 1;
+
+	if ( fabs(x) > 2.2 )
+		return 1.0 - cephes_erfc(x);
+
+	do {
+		term *= xsqr/j;
+		sum -= term/(2*j+1);
+		j++;
+		term *= xsqr/j;
+		sum += term/(2*j+1);
+		j++;
+	} while ( fabs(term)/sum > rel_error );
+
+	return two_sqrtpi*sum;
+}
+
+double
+cephes_erfc(double x)
+{
+	static const double one_sqrtpi = 0.564189583547756287;
+	double	a = 1, b = x, c = x, d = x*x + 0.5;
+	double	q1, q2 = b/d, n = 1.0, t;
+
+	if ( fabs(x) < 2.2 )
+		return 1.0 - cephes_erf(x);
+	if ( x < 0 )
+		return 2.0 - cephes_erfc(-x);
+
+	do {
+		t = a*n + b*x;
+		a = b;
+		b = t;
+		t = c*n + d*x;
+		c = d;
+		d = t;
+		n += 0.5;
+		q1 = q2;
+		q2 = b/d;
+	} while ( fabs(q1-q2)/q2 > rel_error );
+
+	return one_sqrtpi*exp(-x*x)*q2;
+}
+
+
+double
+cephes_normal(double x)
+{
+	double arg, result, sqrt2=1.414213562373095048801688724209698078569672;
+
+	if (x > 0) {
+		arg = x/sqrt2;
+		result = 0.5 * ( 1 + erf(arg) );
+	}
+	else {
+		arg = -x/sqrt2;
+		result = 0.5 * ( 1 - erf(arg) );
+	}
+
+	return( result);
+}