550 lines
		
	
	
		
			23 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
		
		
			
		
	
	
			550 lines
		
	
	
		
			23 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
|   | //  (C) Copyright John Maddock 2006. | ||
|  | //  Use, modification and distribution are subject to the | ||
|  | //  Boost Software License, Version 1.0. (See accompanying file | ||
|  | //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) | ||
|  | 
 | ||
|  | #ifndef BOOST_MATH_SF_ERF_INV_HPP | ||
|  | #define BOOST_MATH_SF_ERF_INV_HPP | ||
|  | 
 | ||
|  | #ifdef _MSC_VER | ||
|  | #pragma once | ||
|  | #pragma warning(push) | ||
|  | #pragma warning(disable:4127) // Conditional expression is constant | ||
|  | #pragma warning(disable:4702) // Unreachable code: optimization warning | ||
|  | #endif | ||
|  | 
 | ||
|  | namespace boost{ namespace math{  | ||
|  | 
 | ||
|  | namespace detail{ | ||
|  | // | ||
|  | // The inverse erf and erfc functions share a common implementation, | ||
|  | // this version is for 80-bit long double's and smaller: | ||
|  | // | ||
|  | template <class T, class Policy> | ||
|  | T erf_inv_imp(const T& p, const T& q, const Policy&, const boost::mpl::int_<64>*) | ||
|  | { | ||
|  |    BOOST_MATH_STD_USING // for ADL of std names. | ||
|  | 
 | ||
|  |    T result = 0; | ||
|  |     | ||
|  |    if(p <= 0.5) | ||
|  |    { | ||
|  |       // | ||
|  |       // Evaluate inverse erf using the rational approximation: | ||
|  |       // | ||
|  |       // x = p(p+10)(Y+R(p)) | ||
|  |       // | ||
|  |       // Where Y is a constant, and R(p) is optimised for a low | ||
|  |       // absolute error compared to |Y|. | ||
|  |       // | ||
|  |       // double: Max error found: 2.001849e-18 | ||
|  |       // long double: Max error found: 1.017064e-20 | ||
|  |       // Maximum Deviation Found (actual error term at infinite precision) 8.030e-21 | ||
|  |       // | ||
|  |       static const float Y = 0.0891314744949340820313f; | ||
|  |       static const T P[] = {     | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.000508781949658280665617), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.00836874819741736770379), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.0334806625409744615033), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.0126926147662974029034), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.0365637971411762664006), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.0219878681111168899165), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.00822687874676915743155), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.00538772965071242932965) | ||
|  |       }; | ||
|  |       static const T Q[] = {     | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.970005043303290640362), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -1.56574558234175846809), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 1.56221558398423026363), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.662328840472002992063), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.71228902341542847553), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.0527396382340099713954), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.0795283687341571680018), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.00233393759374190016776), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.000886216390456424707504) | ||
|  |       }; | ||
|  |       T g = p * (p + 10); | ||
|  |       T r = tools::evaluate_polynomial(P, p) / tools::evaluate_polynomial(Q, p); | ||
|  |       result = g * Y + g * r; | ||
|  |    } | ||
|  |    else if(q >= 0.25) | ||
|  |    { | ||
|  |       // | ||
|  |       // Rational approximation for 0.5 > q >= 0.25 | ||
|  |       // | ||
|  |       // x = sqrt(-2*log(q)) / (Y + R(q)) | ||
|  |       // | ||
|  |       // Where Y is a constant, and R(q) is optimised for a low | ||
|  |       // absolute error compared to Y. | ||
|  |       // | ||
|  |       // double : Max error found: 7.403372e-17 | ||
|  |       // long double : Max error found: 6.084616e-20 | ||
|  |       // Maximum Deviation Found (error term) 4.811e-20 | ||
|  |       // | ||
|  |       static const float Y = 2.249481201171875f; | ||
|  |       static const T P[] = {     | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -0.202433508355938759655), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 0.105264680699391713268), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 8.37050328343119927838), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 17.6447298408374015486), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -18.8510648058714251895), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -44.6382324441786960818), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 17.445385985570866523), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 21.1294655448340526258), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -3.67192254707729348546) | ||
|  |       }; | ||
|  |       static const T Q[] = {     | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 6.24264124854247537712), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 3.9713437953343869095), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -28.6608180499800029974), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -20.1432634680485188801), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 48.5609213108739935468), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 10.8268667355460159008), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, -22.6436933413139721736), | ||
|  |          BOOST_MATH_BIG_CONSTANT(T, 64, 1.72114765761200282724) | ||
|  |       }; | ||
|  |       T g = sqrt(-2 * log(q)); | ||
|  |       T xs = q - 0.25f; | ||
|  |       T r = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |       result = g / (Y + r); | ||
|  |    } | ||
|  |    else | ||
|  |    { | ||
|  |       // | ||
|  |       // For q < 0.25 we have a series of rational approximations all | ||
|  |       // of the general form: | ||
|  |       // | ||
|  |       // let: x = sqrt(-log(q)) | ||
|  |       // | ||
|  |       // Then the result is given by: | ||
|  |       // | ||
|  |       // x(Y+R(x-B)) | ||
|  |       // | ||
|  |       // where Y is a constant, B is the lowest value of x for which  | ||
|  |       // the approximation is valid, and R(x-B) is optimised for a low | ||
|  |       // absolute error compared to Y. | ||
|  |       // | ||
|  |       // Note that almost all code will really go through the first | ||
|  |       // or maybe second approximation.  After than we're dealing with very | ||
|  |       // small input values indeed: 80 and 128 bit long double's go all the | ||
|  |       // way down to ~ 1e-5000 so the "tail" is rather long... | ||
|  |       // | ||
|  |       T x = sqrt(-log(q)); | ||
|  |       if(x < 3) | ||
|  |       { | ||
|  |          // Max error found: 1.089051e-20 | ||
|  |          static const float Y = 0.807220458984375f; | ||
|  |          static const T P[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.131102781679951906451), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.163794047193317060787), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.117030156341995252019), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.387079738972604337464), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.337785538912035898924), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.142869534408157156766), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0290157910005329060432), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00214558995388805277169), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.679465575181126350155e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.285225331782217055858e-7), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.681149956853776992068e-9) | ||
|  |          }; | ||
|  |          static const T Q[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 3.46625407242567245975), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 5.38168345707006855425), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 4.77846592945843778382), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 2.59301921623620271374), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.848854343457902036425), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.152264338295331783612), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.01105924229346489121) | ||
|  |          }; | ||
|  |          T xs = x - 1.125f; | ||
|  |          T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |          result = Y * x + R * x; | ||
|  |       } | ||
|  |       else if(x < 6) | ||
|  |       { | ||
|  |          // Max error found: 8.389174e-21 | ||
|  |          static const float Y = 0.93995571136474609375f; | ||
|  |          static const T P[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.0350353787183177984712), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.00222426529213447927281), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0185573306514231072324), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00950804701325919603619), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00187123492819559223345), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.000157544617424960554631), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.460469890584317994083e-5), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.230404776911882601748e-9), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.266339227425782031962e-11) | ||
|  |          }; | ||
|  |          static const T Q[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.3653349817554063097), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.762059164553623404043), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.220091105764131249824), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0341589143670947727934), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00263861676657015992959), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.764675292302794483503e-4) | ||
|  |          }; | ||
|  |          T xs = x - 3; | ||
|  |          T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |          result = Y * x + R * x; | ||
|  |       } | ||
|  |       else if(x < 18) | ||
|  |       { | ||
|  |          // Max error found: 1.481312e-19 | ||
|  |          static const float Y = 0.98362827301025390625f; | ||
|  |          static const T P[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.0167431005076633737133), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.00112951438745580278863), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00105628862152492910091), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.000209386317487588078668), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.149624783758342370182e-4), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.449696789927706453732e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.462596163522878599135e-8), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.281128735628831791805e-13), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.99055709973310326855e-16) | ||
|  |          }; | ||
|  |          static const T Q[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.591429344886417493481), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.138151865749083321638), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0160746087093676504695), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.000964011807005165528527), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.275335474764726041141e-4), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.282243172016108031869e-6) | ||
|  |          }; | ||
|  |          T xs = x - 6; | ||
|  |          T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |          result = Y * x + R * x; | ||
|  |       } | ||
|  |       else if(x < 44) | ||
|  |       { | ||
|  |          // Max error found: 5.697761e-20 | ||
|  |          static const float Y = 0.99714565277099609375f; | ||
|  |          static const T P[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.0024978212791898131227), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.779190719229053954292e-5), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.254723037413027451751e-4), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.162397777342510920873e-5), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.396341011304801168516e-7), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.411632831190944208473e-9), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.145596286718675035587e-11), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.116765012397184275695e-17) | ||
|  |          }; | ||
|  |          static const T Q[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.207123112214422517181), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0169410838120975906478), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.000690538265622684595676), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.145007359818232637924e-4), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.144437756628144157666e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.509761276599778486139e-9) | ||
|  |          }; | ||
|  |          T xs = x - 18; | ||
|  |          T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |          result = Y * x + R * x; | ||
|  |       } | ||
|  |       else | ||
|  |       { | ||
|  |          // Max error found: 1.279746e-20 | ||
|  |          static const float Y = 0.99941349029541015625f; | ||
|  |          static const T P[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.000539042911019078575891), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.28398759004727721098e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.899465114892291446442e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.229345859265920864296e-7), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.225561444863500149219e-9), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.947846627503022684216e-12), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.135880130108924861008e-14), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, -0.348890393399948882918e-21) | ||
|  |          }; | ||
|  |          static const T Q[] = {     | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.0845746234001899436914), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.00282092984726264681981), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.468292921940894236786e-4), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.399968812193862100054e-6), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.161809290887904476097e-8), | ||
|  |             BOOST_MATH_BIG_CONSTANT(T, 64, 0.231558608310259605225e-11) | ||
|  |          }; | ||
|  |          T xs = x - 44; | ||
|  |          T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs); | ||
|  |          result = Y * x + R * x; | ||
|  |       } | ||
|  |    } | ||
|  |    return result; | ||
|  | } | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | struct erf_roots | ||
|  | { | ||
|  |    boost::math::tuple<T,T,T> operator()(const T& guess) | ||
|  |    { | ||
|  |       BOOST_MATH_STD_USING | ||
|  |       T derivative = sign * (2 / sqrt(constants::pi<T>())) * exp(-(guess * guess)); | ||
|  |       T derivative2 = -2 * guess * derivative; | ||
|  |       return boost::math::make_tuple(((sign > 0) ? static_cast<T>(boost::math::erf(guess, Policy()) - target) : static_cast<T>(boost::math::erfc(guess, Policy())) - target), derivative, derivative2); | ||
|  |    } | ||
|  |    erf_roots(T z, int s) : target(z), sign(s) {} | ||
|  | private: | ||
|  |    T target; | ||
|  |    int sign; | ||
|  | }; | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | T erf_inv_imp(const T& p, const T& q, const Policy& pol, const boost::mpl::int_<0>*) | ||
|  | { | ||
|  |    // | ||
|  |    // Generic version, get a guess that's accurate to 64-bits (10^-19) | ||
|  |    // | ||
|  |    T guess = erf_inv_imp(p, q, pol, static_cast<mpl::int_<64> const*>(0)); | ||
|  |    T result; | ||
|  |    // | ||
|  |    // If T has more bit's than 64 in it's mantissa then we need to iterate, | ||
|  |    // otherwise we can just return the result: | ||
|  |    // | ||
|  |    if(policies::digits<T, Policy>() > 64) | ||
|  |    { | ||
|  |       boost::uintmax_t max_iter = policies::get_max_root_iterations<Policy>(); | ||
|  |       if(p <= 0.5) | ||
|  |       { | ||
|  |          result = tools::halley_iterate(detail::erf_roots<typename remove_cv<T>::type, Policy>(p, 1), guess, static_cast<T>(0), tools::max_value<T>(), (policies::digits<T, Policy>() * 2) / 3, max_iter); | ||
|  |       } | ||
|  |       else | ||
|  |       { | ||
|  |          result = tools::halley_iterate(detail::erf_roots<typename remove_cv<T>::type, Policy>(q, -1), guess, static_cast<T>(0), tools::max_value<T>(), (policies::digits<T, Policy>() * 2) / 3, max_iter); | ||
|  |       } | ||
|  |       policies::check_root_iterations<T>("boost::math::erf_inv<%1%>", max_iter, pol); | ||
|  |    } | ||
|  |    else | ||
|  |    { | ||
|  |       result = guess; | ||
|  |    } | ||
|  |    return result; | ||
|  | } | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | struct erf_inv_initializer | ||
|  | { | ||
|  |    struct init | ||
|  |    { | ||
|  |       init() | ||
|  |       { | ||
|  |          do_init(); | ||
|  |       } | ||
|  |       static bool is_value_non_zero(T); | ||
|  |       static void do_init() | ||
|  |       { | ||
|  |          // If std::numeric_limits<T>::digits is zero, we must not call | ||
|  |          // our inituialization code here as the precision presumably | ||
|  |          // varies at runtime, and will not have been set yet. | ||
|  |          if(std::numeric_limits<T>::digits) | ||
|  |          { | ||
|  |             boost::math::erf_inv(static_cast<T>(0.25), Policy()); | ||
|  |             boost::math::erf_inv(static_cast<T>(0.55), Policy()); | ||
|  |             boost::math::erf_inv(static_cast<T>(0.95), Policy()); | ||
|  |             boost::math::erfc_inv(static_cast<T>(1e-15), Policy()); | ||
|  |             // These following initializations must not be called if | ||
|  |             // type T can not hold the relevant values without | ||
|  |             // underflow to zero.  We check this at runtime because | ||
|  |             // some tools such as valgrind silently change the precision | ||
|  |             // of T at runtime, and numeric_limits basically lies! | ||
|  |             if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-130)))) | ||
|  |                boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-130)), Policy()); | ||
|  | 
 | ||
|  |             // Some compilers choke on constants that would underflow, even in code that isn't instantiated | ||
|  |             // so try and filter these cases out in the preprocessor: | ||
|  | #if LDBL_MAX_10_EXP >= 800 | ||
|  |             if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-800)))) | ||
|  |                boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-800)), Policy()); | ||
|  |             if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-900)))) | ||
|  |                boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-900)), Policy()); | ||
|  | #else | ||
|  |             if(is_value_non_zero(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-800)))) | ||
|  |                boost::math::erfc_inv(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-800)), Policy()); | ||
|  |             if(is_value_non_zero(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-900)))) | ||
|  |                boost::math::erfc_inv(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-900)), Policy()); | ||
|  | #endif | ||
|  |          } | ||
|  |       } | ||
|  |       void force_instantiate()const{} | ||
|  |    }; | ||
|  |    static const init initializer; | ||
|  |    static void force_instantiate() | ||
|  |    { | ||
|  |       initializer.force_instantiate(); | ||
|  |    } | ||
|  | }; | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | const typename erf_inv_initializer<T, Policy>::init erf_inv_initializer<T, Policy>::initializer; | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | bool erf_inv_initializer<T, Policy>::init::is_value_non_zero(T v) | ||
|  | { | ||
|  |    // This needs to be non-inline to detect whether v is non zero at runtime | ||
|  |    // rather than at compile time, only relevant when running under valgrind | ||
|  |    // which changes long double's to double's on the fly. | ||
|  |    return v != 0; | ||
|  | } | ||
|  | 
 | ||
|  | } // namespace detail | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | typename tools::promote_args<T>::type erfc_inv(T z, const Policy& pol) | ||
|  | { | ||
|  |    typedef typename tools::promote_args<T>::type result_type; | ||
|  | 
 | ||
|  |    // | ||
|  |    // Begin by testing for domain errors, and other special cases: | ||
|  |    // | ||
|  |    static const char* function = "boost::math::erfc_inv<%1%>(%1%, %1%)"; | ||
|  |    if((z < 0) || (z > 2)) | ||
|  |       return policies::raise_domain_error<result_type>(function, "Argument outside range [0,2] in inverse erfc function (got p=%1%).", z, pol); | ||
|  |    if(z == 0) | ||
|  |       return policies::raise_overflow_error<result_type>(function, 0, pol); | ||
|  |    if(z == 2) | ||
|  |       return -policies::raise_overflow_error<result_type>(function, 0, pol); | ||
|  |    // | ||
|  |    // Normalise the input, so it's in the range [0,1], we will | ||
|  |    // negate the result if z is outside that range.  This is a simple | ||
|  |    // application of the erfc reflection formula: erfc(-z) = 2 - erfc(z) | ||
|  |    // | ||
|  |    result_type p, q, s; | ||
|  |    if(z > 1) | ||
|  |    { | ||
|  |       q = 2 - z; | ||
|  |       p = 1 - q; | ||
|  |       s = -1; | ||
|  |    } | ||
|  |    else | ||
|  |    { | ||
|  |       p = 1 - z; | ||
|  |       q = z; | ||
|  |       s = 1; | ||
|  |    } | ||
|  |    // | ||
|  |    // A bit of meta-programming to figure out which implementation | ||
|  |    // to use, based on the number of bits in the mantissa of T: | ||
|  |    // | ||
|  |    typedef typename policies::precision<result_type, Policy>::type precision_type; | ||
|  |    typedef typename mpl::if_< | ||
|  |       mpl::or_<mpl::less_equal<precision_type, mpl::int_<0> >, mpl::greater<precision_type, mpl::int_<64> > >, | ||
|  |       mpl::int_<0>, | ||
|  |       mpl::int_<64> | ||
|  |    >::type tag_type; | ||
|  |    // | ||
|  |    // Likewise use internal promotion, so we evaluate at a higher | ||
|  |    // precision internally if it's appropriate: | ||
|  |    // | ||
|  |    typedef typename policies::evaluation<result_type, Policy>::type eval_type; | ||
|  |    typedef typename policies::normalise< | ||
|  |       Policy,  | ||
|  |       policies::promote_float<false>,  | ||
|  |       policies::promote_double<false>,  | ||
|  |       policies::discrete_quantile<>, | ||
|  |       policies::assert_undefined<> >::type forwarding_policy; | ||
|  | 
 | ||
|  |    detail::erf_inv_initializer<eval_type, forwarding_policy>::force_instantiate(); | ||
|  | 
 | ||
|  |    // | ||
|  |    // And get the result, negating where required: | ||
|  |    // | ||
|  |    return s * policies::checked_narrowing_cast<result_type, forwarding_policy>( | ||
|  |       detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function); | ||
|  | } | ||
|  | 
 | ||
|  | template <class T, class Policy> | ||
|  | typename tools::promote_args<T>::type erf_inv(T z, const Policy& pol) | ||
|  | { | ||
|  |    typedef typename tools::promote_args<T>::type result_type; | ||
|  | 
 | ||
|  |    // | ||
|  |    // Begin by testing for domain errors, and other special cases: | ||
|  |    // | ||
|  |    static const char* function = "boost::math::erf_inv<%1%>(%1%, %1%)"; | ||
|  |    if((z < -1) || (z > 1)) | ||
|  |       return policies::raise_domain_error<result_type>(function, "Argument outside range [-1, 1] in inverse erf function (got p=%1%).", z, pol); | ||
|  |    if(z == 1) | ||
|  |       return policies::raise_overflow_error<result_type>(function, 0, pol); | ||
|  |    if(z == -1) | ||
|  |       return -policies::raise_overflow_error<result_type>(function, 0, pol); | ||
|  |    if(z == 0) | ||
|  |       return 0; | ||
|  |    // | ||
|  |    // Normalise the input, so it's in the range [0,1], we will | ||
|  |    // negate the result if z is outside that range.  This is a simple | ||
|  |    // application of the erf reflection formula: erf(-z) = -erf(z) | ||
|  |    // | ||
|  |    result_type p, q, s; | ||
|  |    if(z < 0) | ||
|  |    { | ||
|  |       p = -z; | ||
|  |       q = 1 - p; | ||
|  |       s = -1; | ||
|  |    } | ||
|  |    else | ||
|  |    { | ||
|  |       p = z; | ||
|  |       q = 1 - z; | ||
|  |       s = 1; | ||
|  |    } | ||
|  |    // | ||
|  |    // A bit of meta-programming to figure out which implementation | ||
|  |    // to use, based on the number of bits in the mantissa of T: | ||
|  |    // | ||
|  |    typedef typename policies::precision<result_type, Policy>::type precision_type; | ||
|  |    typedef typename mpl::if_< | ||
|  |       mpl::or_<mpl::less_equal<precision_type, mpl::int_<0> >, mpl::greater<precision_type, mpl::int_<64> > >, | ||
|  |       mpl::int_<0>, | ||
|  |       mpl::int_<64> | ||
|  |    >::type tag_type; | ||
|  |    // | ||
|  |    // Likewise use internal promotion, so we evaluate at a higher | ||
|  |    // precision internally if it's appropriate: | ||
|  |    // | ||
|  |    typedef typename policies::evaluation<result_type, Policy>::type eval_type; | ||
|  |    typedef typename policies::normalise< | ||
|  |       Policy,  | ||
|  |       policies::promote_float<false>,  | ||
|  |       policies::promote_double<false>,  | ||
|  |       policies::discrete_quantile<>, | ||
|  |       policies::assert_undefined<> >::type forwarding_policy; | ||
|  |    // | ||
|  |    // Likewise use internal promotion, so we evaluate at a higher | ||
|  |    // precision internally if it's appropriate: | ||
|  |    // | ||
|  |    typedef typename policies::evaluation<result_type, Policy>::type eval_type; | ||
|  | 
 | ||
|  |    detail::erf_inv_initializer<eval_type, forwarding_policy>::force_instantiate(); | ||
|  |    // | ||
|  |    // And get the result, negating where required: | ||
|  |    // | ||
|  |    return s * policies::checked_narrowing_cast<result_type, forwarding_policy>( | ||
|  |       detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function); | ||
|  | } | ||
|  | 
 | ||
|  | template <class T> | ||
|  | inline typename tools::promote_args<T>::type erfc_inv(T z) | ||
|  | { | ||
|  |    return erfc_inv(z, policies::policy<>()); | ||
|  | } | ||
|  | 
 | ||
|  | template <class T> | ||
|  | inline typename tools::promote_args<T>::type erf_inv(T z) | ||
|  | { | ||
|  |    return erf_inv(z, policies::policy<>()); | ||
|  | } | ||
|  | 
 | ||
|  | } // namespace math | ||
|  | } // namespace boost | ||
|  | 
 | ||
|  | #ifdef _MSC_VER | ||
|  | #pragma warning(pop) | ||
|  | #endif | ||
|  | 
 | ||
|  | #endif // BOOST_MATH_SF_ERF_INV_HPP | ||
|  | 
 |