kerneltest/e32utils/nistsecurerng/src/cephes.cpp
author Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
Tue, 31 Aug 2010 16:34:26 +0300
branchRCL_3
changeset 43 c1f20ce4abcf
permissions -rw-r--r--
Revision: 201035 Kit: 201035
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
43
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     1
/*
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     2
* Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies).
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     3
* All rights reserved.
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     4
* This component and the accompanying materials are made available
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     5
* under the terms of "Eclipse Public License v1.0"
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     6
* which accompanies this distribution, and is available
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     7
* at the URL "http://www.eclipse.org/legal/epl-v10.html".
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     8
*
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     9
* Initial Contributors:
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    10
* Nokia Corporation - initial contribution.
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    11
*
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    12
* Contributors:
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    13
*
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    14
* Description: 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    15
* The original NIST Statistical Test Suite code is placed in public domain.
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    16
* (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html) 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    17
* 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    18
* This software was developed at the National Institute of Standards and Technology by 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    19
* employees of the Federal Government in the course of their official duties. Pursuant
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    20
* to title 17 Section 105 of the United States Code this software is not subject to 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    21
* copyright protection and is in the public domain. The NIST Statistical Test Suite is
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    22
* an experimental system. NIST assumes no responsibility whatsoever for its use by other 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    23
* parties, and makes no guarantees, expressed or implied, about its quality, reliability, 
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    24
* or any other characteristic. We would appreciate acknowledgment if the software is used.
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    25
*/
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    26
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    27
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    28
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    29
#include "openc.h"
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    30
#include "../include/cephes.h"
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    31
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    32
static const double	rel_error = 1E-12;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    33
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    34
double MACHEP = 1.11022302462515654042E-16;		// 2**-53
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    35
double MAXLOG = 7.09782712893383996732224E2;	// log(MAXNUM)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    36
double MAXNUM = 1.7976931348623158E308;			// 2**1024*(1-MACHEP)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    37
double PI     = 3.14159265358979323846;			// pi, duh!
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    38
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    39
static double big = 4.503599627370496e15;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    40
static double biginv =  2.22044604925031308085e-16;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    41
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    42
int sgngam = 0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    43
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    44
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    45
cephes_igamc(double a, double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    46
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    47
	double ans, ax, c, yc, r, t, y, z;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    48
	double pk, pkm1, pkm2, qk, qkm1, qkm2;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    49
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    50
	if ( (x <= 0) || ( a <= 0) )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    51
		return( 1.0 );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    52
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    53
	if ( (x < 1.0) || (x < a) )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    54
		return( 1.e0 - cephes_igam(a,x) );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    55
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    56
	ax = a * log(x) - x - cephes_lgam(a);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    57
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    58
	if ( ax < -MAXLOG ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    59
		printf("igamc: UNDERFLOW\n");
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    60
		return 0.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    61
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    62
	ax = exp(ax);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    63
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    64
	/* continued fraction */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    65
	y = 1.0 - a;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    66
	z = x + y + 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    67
	c = 0.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    68
	pkm2 = 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    69
	qkm2 = x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    70
	pkm1 = x + 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    71
	qkm1 = z * x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    72
	ans = pkm1/qkm1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    73
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    74
	do {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    75
		c += 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    76
		y += 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    77
		z += 2.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    78
		yc = y * c;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    79
		pk = pkm1 * z  -  pkm2 * yc;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    80
		qk = qkm1 * z  -  qkm2 * yc;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    81
		if ( qk != 0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    82
			r = pk/qk;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    83
			t = fabs( (ans - r)/r );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    84
			ans = r;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    85
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    86
		else
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    87
			t = 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    88
		pkm2 = pkm1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    89
		pkm1 = pk;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    90
		qkm2 = qkm1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    91
		qkm1 = qk;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    92
		if ( fabs(pk) > big ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    93
			pkm2 *= biginv;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    94
			pkm1 *= biginv;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    95
			qkm2 *= biginv;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    96
			qkm1 *= biginv;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    97
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    98
	} while ( t > MACHEP );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    99
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   100
	return ans*ax;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   101
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   102
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   103
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   104
cephes_igam(double a, double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   105
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   106
	double ans, ax, c, r;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   107
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   108
	if ( (x <= 0) || ( a <= 0) )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   109
		return 0.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   110
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   111
	if ( (x > 1.0) && (x > a ) )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   112
		return 1.e0 - cephes_igamc(a,x);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   113
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   114
	/* Compute  x**a * exp(-x) / gamma(a)  */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   115
	ax = a * log(x) - x - cephes_lgam(a);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   116
	if ( ax < -MAXLOG ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   117
		printf("igam: UNDERFLOW\n");
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   118
		return 0.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   119
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   120
	ax = exp(ax);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   121
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   122
	/* power series */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   123
	r = a;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   124
	c = 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   125
	ans = 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   126
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   127
	do {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   128
		r += 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   129
		c *= x/r;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   130
		ans += c;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   131
	} while ( c/ans > MACHEP );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   132
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   133
	return ans * ax/a;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   134
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   135
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   136
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   137
/* A[]: Stirling's formula expansion of log gamma
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   138
 * B[], C[]: log gamma function between 2 and 3
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   139
 */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   140
static unsigned short A[] = {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   141
	0x6661,0x2733,0x9850,0x3f4a,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   142
	0xe943,0xb580,0x7fbd,0xbf43,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   143
	0x5ebb,0x20dc,0x019f,0x3f4a,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   144
	0xa5a1,0x16b0,0xc16c,0xbf66,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   145
	0x554b,0x5555,0x5555,0x3fb5
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   146
};
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   147
static unsigned short B[] = {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   148
	0x6761,0x8ff3,0x8901,0xc095,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   149
	0xb93e,0x355b,0xf234,0xc0e2,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   150
	0x89e5,0xf890,0x3d73,0xc114,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   151
	0xdb51,0xf994,0xbc82,0xc131,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   152
	0xf20b,0x0219,0x4589,0xc13a,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   153
	0x055e,0x5418,0x0c67,0xc12a
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   154
};
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   155
static unsigned short C[] = {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   156
	/*0x0000,0x0000,0x0000,0x3ff0,*/
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   157
	0x12b2,0x1cf3,0xfd0d,0xc075,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   158
	0xd757,0x7b89,0xaa0d,0xc0d0,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   159
	0x4c9b,0xb974,0xeb84,0xc10a,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   160
	0x0043,0x7195,0x6286,0xc131,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   161
	0xf34c,0x892f,0x5255,0xc143,
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   162
	0xe14a,0x6a11,0xce4b,0xc13e
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   163
};
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   164
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   165
#define MAXLGM 2.556348e305
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   166
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   167
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   168
/* Logarithm of gamma function */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   169
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   170
cephes_lgam(double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   171
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   172
	double	p, q, u, w, z;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   173
	int		i;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   174
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   175
	sgngam = 1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   176
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   177
	if ( x < -34.0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   178
		q = -x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   179
		w = cephes_lgam(q); /* note this modifies sgngam! */
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   180
		p = floor(q);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   181
		if ( p == q ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   182
lgsing:
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   183
			goto loverf;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   184
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   185
		i = (int)p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   186
		if ( (i & 1) == 0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   187
			sgngam = -1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   188
		else
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   189
			sgngam = 1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   190
		z = q - p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   191
		if ( z > 0.5 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   192
			p += 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   193
			z = p - q;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   194
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   195
		z = q * sin( PI * z );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   196
		if ( z == 0.0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   197
			goto lgsing;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   198
		/*      z = log(PI) - log( z ) - w;*/
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   199
		z = log(PI) - log( z ) - w;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   200
		return z;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   201
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   202
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   203
	if ( x < 13.0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   204
		z = 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   205
		p = 0.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   206
		u = x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   207
		while ( u >= 3.0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   208
			p -= 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   209
			u = x + p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   210
			z *= u;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   211
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   212
		while ( u < 2.0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   213
			if ( u == 0.0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   214
				goto lgsing;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   215
			z /= u;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   216
			p += 1.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   217
			u = x + p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   218
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   219
		if ( z < 0.0 ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   220
			sgngam = -1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   221
			z = -z;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   222
		}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   223
		else
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   224
			sgngam = 1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   225
		if ( u == 2.0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   226
			return( log(z) );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   227
		p -= 2.0;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   228
		x = x + p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   229
		p = x * cephes_polevl( x, (double *)B, 5 ) / cephes_p1evl( x, (double *)C, 6);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   230
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   231
		return log(z) + p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   232
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   233
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   234
	if ( x > MAXLGM ) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   235
loverf:
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   236
		printf("lgam: OVERFLOW\n");
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   237
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   238
		return sgngam * MAXNUM;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   239
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   240
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   241
	q = ( x - 0.5 ) * log(x) - x + log( sqrt( 2*PI ) );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   242
	if ( x > 1.0e8 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   243
		return q;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   244
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   245
	p = 1.0/(x*x);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   246
	if ( x >= 1000.0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   247
		q += ((   7.9365079365079365079365e-4 * p
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   248
		        - 2.7777777777777777777778e-3) *p
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   249
				+ 0.0833333333333333333333) / x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   250
	else
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   251
		q += cephes_polevl( p, (double *)A, 4 ) / x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   252
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   253
	return q;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   254
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   255
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   256
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   257
cephes_polevl(double x, double *coef, int N)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   258
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   259
	double	ans;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   260
	int		i;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   261
	double	*p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   262
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   263
	p = coef;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   264
	ans = *p++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   265
	i = N;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   266
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   267
	do
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   268
		ans = ans * x  +  *p++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   269
	while ( --i );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   270
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   271
	return ans;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   272
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   273
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   274
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   275
cephes_p1evl(double x, double *coef, int N)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   276
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   277
	double	ans;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   278
	double	*p;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   279
	int		i;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   280
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   281
	p = coef;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   282
	ans = x + *p++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   283
	i = N-1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   284
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   285
	do
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   286
		ans = ans * x  + *p++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   287
	while ( --i );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   288
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   289
	return ans;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   290
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   291
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   292
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   293
cephes_erf(double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   294
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   295
	static const double two_sqrtpi = 1.128379167095512574;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   296
	double	sum = x, term = x, xsqr = x * x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   297
	int		j = 1;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   298
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   299
	if ( fabs(x) > 2.2 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   300
		return 1.0 - cephes_erfc(x);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   301
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   302
	do {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   303
		term *= xsqr/j;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   304
		sum -= term/(2*j+1);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   305
		j++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   306
		term *= xsqr/j;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   307
		sum += term/(2*j+1);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   308
		j++;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   309
	} while ( fabs(term)/sum > rel_error );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   310
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   311
	return two_sqrtpi*sum;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   312
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   313
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   314
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   315
cephes_erfc(double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   316
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   317
	static const double one_sqrtpi = 0.564189583547756287;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   318
	double	a = 1, b = x, c = x, d = x*x + 0.5;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   319
	double	q1, q2 = b/d, n = 1.0, t;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   320
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   321
	if ( fabs(x) < 2.2 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   322
		return 1.0 - cephes_erf(x);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   323
	if ( x < 0 )
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   324
		return 2.0 - cephes_erfc(-x);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   325
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   326
	do {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   327
		t = a*n + b*x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   328
		a = b;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   329
		b = t;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   330
		t = c*n + d*x;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   331
		c = d;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   332
		d = t;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   333
		n += 0.5;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   334
		q1 = q2;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   335
		q2 = b/d;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   336
	} while ( fabs(q1-q2)/q2 > rel_error );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   337
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   338
	return one_sqrtpi*exp(-x*x)*q2;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   339
}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   340
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   341
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   342
double
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   343
cephes_normal(double x)
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   344
{
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   345
	double arg, result, sqrt2=1.414213562373095048801688724209698078569672;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   346
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   347
	if (x > 0) {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   348
		arg = x/sqrt2;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   349
		result = 0.5 * ( 1 + erf(arg) );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   350
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   351
	else {
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   352
		arg = -x/sqrt2;
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   353
		result = 0.5 * ( 1 - erf(arg) );
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   354
	}
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   355
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   356
	return( result);
c1f20ce4abcf Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
   357
}