/// <summary>
/// The implementation of the inverse error function.
/// </summary>
/// <param name="p">First intermediate parameter.</param>
/// <param name="q">Second intermediate parameter.</param>
/// <param name="s">Third intermediate parameter.</param>
/// <returns>the inverse error function.</returns>
static double ErfInvImpl(double p, double q, double s)
{
double result;
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 optimized 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
const float y = 0.0891314744949340820313f;
double[] nc = { -0.000508781949658280665617, -0.00836874819741736770379, 0.0334806625409744615033, -0.0126926147662974029034, -0.0365637971411762664006, 0.0219878681111168899165, 0.00822687874676915743155, -0.00538772965071242932965 };
double[] dc = { 1, -0.970005043303290640362, -1.56574558234175846809, 1.56221558398423026363, 0.662328840472002992063, -0.71228902341542847553, -0.0527396382340099713954, 0.0795283687341571680018, -0.00233393759374190016776, 0.000886216390456424707504 };
double g = p * (p + 10);
double r = Evaluate.Polynomial(p, nc) / Evaluate.Polynomial(p, dc);
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 optimized 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
const float y = 2.249481201171875f;
double[] nc = { -0.202433508355938759655, 0.105264680699391713268, 8.37050328343119927838, 17.6447298408374015486, -18.8510648058714251895, -44.6382324441786960818, 17.445385985570866523, 21.1294655448340526258, -3.67192254707729348546 };
double[] dc = { 1, 6.24264124854247537712, 3.9713437953343869095, -28.6608180499800029974, -20.1432634680485188801, 48.5609213108739935468, 10.8268667355460159008, -22.6436933413139721736, 1.72114765761200282724 };
double g = Math.Sqrt(-2 * Math.Log(q));
double xs = q - 0.25;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
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 optimized 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...
double x = Math.Sqrt(-Math.Log(q));
if (x < 3)
{
// Max error found: 1.089051e-20
const float y = 0.807220458984375f;
double[] nc = { -0.131102781679951906451, -0.163794047193317060787, 0.117030156341995252019, 0.387079738972604337464, 0.337785538912035898924, 0.142869534408157156766, 0.0290157910005329060432, 0.00214558995388805277169, -0.679465575181126350155e-6, 0.285225331782217055858e-7, -0.681149956853776992068e-9 };
double[] dc = { 1, 3.46625407242567245975, 5.38168345707006855425, 4.77846592945843778382, 2.59301921623620271374, 0.848854343457902036425, 0.152264338295331783612, 0.01105924229346489121 };
double xs = x - 1.125;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
result = (y * x) + (r * x);
}
else if (x < 6)
{
// Max error found: 8.389174e-21
const float y = 0.93995571136474609375f;
double[] nc = { -0.0350353787183177984712, -0.00222426529213447927281, 0.0185573306514231072324, 0.00950804701325919603619, 0.00187123492819559223345, 0.000157544617424960554631, 0.460469890584317994083e-5, -0.230404776911882601748e-9, 0.266339227425782031962e-11 };
double[] dc = { 1, 1.3653349817554063097, 0.762059164553623404043, 0.220091105764131249824, 0.0341589143670947727934, 0.00263861676657015992959, 0.764675292302794483503e-4 };
double xs = x - 3;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
result = (y * x) + (r * x);
}
else if (x < 18)
{
// Max error found: 1.481312e-19
const float y = 0.98362827301025390625f;
double[] nc = { -0.0167431005076633737133, -0.00112951438745580278863, 0.00105628862152492910091, 0.000209386317487588078668, 0.149624783758342370182e-4, 0.449696789927706453732e-6, 0.462596163522878599135e-8, -0.281128735628831791805e-13, 0.99055709973310326855e-16 };
double[] dc = { 1, 0.591429344886417493481, 0.138151865749083321638, 0.0160746087093676504695, 0.000964011807005165528527, 0.275335474764726041141e-4, 0.282243172016108031869e-6 };
double xs = x - 6;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
result = (y * x) + (r * x);
}
else if (x < 44)
{
// Max error found: 5.697761e-20
const float y = 0.99714565277099609375f;
double[] nc = { -0.0024978212791898131227, -0.779190719229053954292e-5, 0.254723037413027451751e-4, 0.162397777342510920873e-5, 0.396341011304801168516e-7, 0.411632831190944208473e-9, 0.145596286718675035587e-11, -0.116765012397184275695e-17 };
double[] dc = { 1, 0.207123112214422517181, 0.0169410838120975906478, 0.000690538265622684595676, 0.145007359818232637924e-4, 0.144437756628144157666e-6, 0.509761276599778486139e-9 };
double xs = x - 18;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
result = (y * x) + (r * x);
}
else
{
// Max error found: 1.279746e-20
const float y = 0.99941349029541015625f;
double[] nc = { -0.000539042911019078575891, -0.28398759004727721098e-6, 0.899465114892291446442e-6, 0.229345859265920864296e-7, 0.225561444863500149219e-9, 0.947846627503022684216e-12, 0.135880130108924861008e-14, -0.348890393399948882918e-21 };
double[] dc = { 1, 0.0845746234001899436914, 0.00282092984726264681981, 0.468292921940894236786e-4, 0.399968812193862100054e-6, 0.161809290887904476097e-8, 0.231558608310259605225e-11 };
double xs = x - 44;
double r = Evaluate.Polynomial(xs, nc) / Evaluate.Polynomial(xs, dc);
result = (y * x) + (r * x);
}
}
return(s * result);
}
/// <summary>
/// Implementation of the error function.
/// </summary>
/// <param name="z">Where to evaluate the error function.</param>
/// <param name="invert">Whether to compute 1 - the error function.</param>
/// <returns>the error function.</returns>
static double ErfImp(double z, bool invert)
{
if (z < 0)
{
if (!invert)
{
return(-ErfImp(-z, false));
}
if (z < -0.5)
{
return(2 - ErfImp(-z, true));
}
return(1 + ErfImp(-z, false));
}
double result;
// Big bunch of selection statements now to pick which
// implementation to use, try to put most likely options
// first:
if (z < 0.5)
{
// We're going to calculate erf:
if (z < 1e-10)
{
result = (z * 1.125) + (z * 0.003379167095512573896158903121545171688);
}
else
{
// Worst case absolute error found: 6.688618532e-21
double[] nc = { 0.00337916709551257388990745, -0.00073695653048167948530905, -0.374732337392919607868241, 0.0817442448733587196071743, -0.0421089319936548595203468, 0.0070165709512095756344528, -0.00495091255982435110337458, 0.000871646599037922480317225 };
double[] dc = { 1, -0.218088218087924645390535, 0.412542972725442099083918, -0.0841891147873106755410271, 0.0655338856400241519690695, -0.0120019604454941768171266, 0.00408165558926174048329689, -0.000615900721557769691924509 };
result = (z * 1.125) + (z * Evaluate.Polynomial(z, nc) / Evaluate.Polynomial(z, dc));
}
}
else if ((z < 110) || ((z < 110) && invert))
{
// We'll be calculating erfc:
invert = !invert;
double r, b;
if (z < 0.75)
{
// Worst case absolute error found: 5.582813374e-21
double[] nc = { -0.0361790390718262471360258, 0.292251883444882683221149, 0.281447041797604512774415, 0.125610208862766947294894, 0.0274135028268930549240776, 0.00250839672168065762786937 };
double[] dc = { 1, 1.8545005897903486499845, 1.43575803037831418074962, 0.582827658753036572454135, 0.124810476932949746447682, 0.0113724176546353285778481 };
r = Evaluate.Polynomial(z - 0.5, nc) / Evaluate.Polynomial(z - 0.5, dc);
b = 0.3440242112F;
}
else if (z < 1.25)
{
// Worst case absolute error found: 4.01854729e-21
double[] nc = { -0.0397876892611136856954425, 0.153165212467878293257683, 0.191260295600936245503129, 0.10276327061989304213645, 0.029637090615738836726027, 0.0046093486780275489468812, 0.000307607820348680180548455 };
double[] dc = { 1, 1.95520072987627704987886, 1.64762317199384860109595, 0.768238607022126250082483, 0.209793185936509782784315, 0.0319569316899913392596356, 0.00213363160895785378615014 };
r = Evaluate.Polynomial(z - 0.75, nc) / Evaluate.Polynomial(z - 0.75, dc);
b = 0.419990927F;
}
else if (z < 2.25)
{
// Worst case absolute error found: 2.866005373e-21
double[] nc = { -0.0300838560557949717328341, 0.0538578829844454508530552, 0.0726211541651914182692959, 0.0367628469888049348429018, 0.00964629015572527529605267, 0.00133453480075291076745275, 0.778087599782504251917881e-4 };
double[] dc = { 1, 1.75967098147167528287343, 1.32883571437961120556307, 0.552528596508757581287907, 0.133793056941332861912279, 0.0179509645176280768640766, 0.00104712440019937356634038, -0.106640381820357337177643e-7 };
r = Evaluate.Polynomial(z - 1.25, nc) / Evaluate.Polynomial(z - 1.25, dc);
b = 0.4898625016F;
}
else if (z < 3.5)
{
// Worst case absolute error found: 1.045355789e-21
double[] nc = { -0.0117907570137227847827732, 0.014262132090538809896674, 0.0202234435902960820020765, 0.00930668299990432009042239, 0.00213357802422065994322516, 0.00025022987386460102395382, 0.120534912219588189822126e-4 };
double[] dc = { 1, 1.50376225203620482047419, 0.965397786204462896346934, 0.339265230476796681555511, 0.0689740649541569716897427, 0.00771060262491768307365526, 0.000371421101531069302990367 };
r = Evaluate.Polynomial(z - 2.25, nc) / Evaluate.Polynomial(z - 2.25, dc);
b = 0.5317370892F;
}
else if (z < 5.25)
{
// Worst case absolute error found: 8.300028706e-22
double[] nc = { -0.00546954795538729307482955, 0.00404190278731707110245394, 0.0054963369553161170521356, 0.00212616472603945399437862, 0.000394984014495083900689956, 0.365565477064442377259271e-4, 0.135485897109932323253786e-5 };
double[] dc = { 1, 1.21019697773630784832251, 0.620914668221143886601045, 0.173038430661142762569515, 0.0276550813773432047594539, 0.00240625974424309709745382, 0.891811817251336577241006e-4, -0.465528836283382684461025e-11 };
r = Evaluate.Polynomial(z - 3.5, nc) / Evaluate.Polynomial(z - 3.5, dc);
b = 0.5489973426F;
}
else if (z < 8)
{
// Worst case absolute error found: 1.700157534e-21
double[] nc = { -0.00270722535905778347999196, 0.0013187563425029400461378, 0.00119925933261002333923989, 0.00027849619811344664248235, 0.267822988218331849989363e-4, 0.923043672315028197865066e-6 };
double[] dc = { 1, 0.814632808543141591118279, 0.268901665856299542168425, 0.0449877216103041118694989, 0.00381759663320248459168994, 0.000131571897888596914350697, 0.404815359675764138445257e-11 };
r = Evaluate.Polynomial(z - 5.25, nc) / Evaluate.Polynomial(z - 5.25, dc);
b = 0.5571740866F;
}
else if (z < 11.5)
{
// Worst case absolute error found: 3.002278011e-22
double[] nc = { -0.00109946720691742196814323, 0.000406425442750422675169153, 0.000274499489416900707787024, 0.465293770646659383436343e-4, 0.320955425395767463401993e-5, 0.778286018145020892261936e-7 };
double[] dc = { 1, 0.588173710611846046373373, 0.139363331289409746077541, 0.0166329340417083678763028, 0.00100023921310234908642639, 0.24254837521587225125068e-4 };
r = Evaluate.Polynomial(z - 8, nc) / Evaluate.Polynomial(z - 8, dc);
b = 0.5609807968F;
}
else if (z < 17)
{
// Worst case absolute error found: 6.741114695e-21
double[] nc = { -0.00056907993601094962855594, 0.000169498540373762264416984, 0.518472354581100890120501e-4, 0.382819312231928859704678e-5, 0.824989931281894431781794e-7 };
double[] dc = { 1, 0.339637250051139347430323, 0.043472647870310663055044, 0.00248549335224637114641629, 0.535633305337152900549536e-4, -0.117490944405459578783846e-12 };
r = Evaluate.Polynomial(z - 11.5, nc) / Evaluate.Polynomial(z - 11.5, dc);
b = 0.5626493692F;
}
else if (z < 24)
{
// Worst case absolute error found: 7.802346984e-22
double[] nc = { -0.000241313599483991337479091, 0.574224975202501512365975e-4, 0.115998962927383778460557e-4, 0.581762134402593739370875e-6, 0.853971555085673614607418e-8 };
double[] dc = { 1, 0.233044138299687841018015, 0.0204186940546440312625597, 0.000797185647564398289151125, 0.117019281670172327758019e-4 };
r = Evaluate.Polynomial(z - 17, nc) / Evaluate.Polynomial(z - 17, dc);
b = 0.5634598136F;
}
else if (z < 38)
{
// Worst case absolute error found: 2.414228989e-22
double[] nc = { -0.000146674699277760365803642, 0.162666552112280519955647e-4, 0.269116248509165239294897e-5, 0.979584479468091935086972e-7, 0.101994647625723465722285e-8 };
double[] dc = { 1, 0.165907812944847226546036, 0.0103361716191505884359634, 0.000286593026373868366935721, 0.298401570840900340874568e-5 };
r = Evaluate.Polynomial(z - 24, nc) / Evaluate.Polynomial(z - 24, dc);
b = 0.5638477802F;
}
else if (z < 60)
{
// Worst case absolute error found: 5.896543869e-24
double[] nc = { -0.583905797629771786720406e-4, 0.412510325105496173512992e-5, 0.431790922420250949096906e-6, 0.993365155590013193345569e-8, 0.653480510020104699270084e-10 };
double[] dc = { 1, 0.105077086072039915406159, 0.00414278428675475620830226, 0.726338754644523769144108e-4, 0.477818471047398785369849e-6 };
r = Evaluate.Polynomial(z - 38, nc) / Evaluate.Polynomial(z - 38, dc);
b = 0.5640528202F;
}
else if (z < 85)
{
// Worst case absolute error found: 3.080612264e-21
double[] nc = { -0.196457797609229579459841e-4, 0.157243887666800692441195e-5, 0.543902511192700878690335e-7, 0.317472492369117710852685e-9 };
double[] dc = { 1, 0.052803989240957632204885, 0.000926876069151753290378112, 0.541011723226630257077328e-5, 0.535093845803642394908747e-15 };
r = Evaluate.Polynomial(z - 60, nc) / Evaluate.Polynomial(z - 60, dc);
b = 0.5641309023F;
}
else
{
// Worst case absolute error found: 8.094633491e-22
double[] nc = { -0.789224703978722689089794e-5, 0.622088451660986955124162e-6, 0.145728445676882396797184e-7, 0.603715505542715364529243e-10 };
double[] dc = { 1, 0.0375328846356293715248719, 0.000467919535974625308126054, 0.193847039275845656900547e-5 };
r = Evaluate.Polynomial(z - 85, nc) / Evaluate.Polynomial(z - 85, dc);
b = 0.5641584396F;
}
double g = Math.Exp(-z * z) / z;
result = (g * b) + (g * r);
}
else
{
// Any value of z larger than 28 will underflow to zero:
result = 0;
invert = !invert;
}
if (invert)
{
result = 1 - result;
}
return(result);
}