kerneltest/e32utils/nistsecurerng/src/cephes.cpp
author Mike Kinghan <mikek@symbian.org>
Tue, 16 Nov 2010 14:39:21 +0000
branchGCC_SURGE
changeset 303 9b85206a602c
parent 152 657f875b013e
permissions -rw-r--r--
We need a way to pass flags to rombuilds in Raptor via extension flm interfaces, so that the CPP pass of the rom input files can be informed what toolchain we are building with and conditionally include or exclude files depending on whether the toolchain could build them.

/*
* 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);
}