...

Source file src/math/exp.go

Documentation: math

		 1  // Copyright 2009 The Go Authors. All rights reserved.
		 2  // Use of this source code is governed by a BSD-style
		 3  // license that can be found in the LICENSE file.
		 4  
		 5  package math
		 6  
		 7  // Exp returns e**x, the base-e exponential of x.
		 8  //
		 9  // Special cases are:
		10  //	Exp(+Inf) = +Inf
		11  //	Exp(NaN) = NaN
		12  // Very large values overflow to 0 or +Inf.
		13  // Very small values underflow to 1.
		14  func Exp(x float64) float64 {
		15  	if haveArchExp {
		16  		return archExp(x)
		17  	}
		18  	return exp(x)
		19  }
		20  
		21  // The original C code, the long comment, and the constants
		22  // below are from FreeBSD's /usr/src/lib/msun/src/e_exp.c
		23  // and came with this notice. The go code is a simplified
		24  // version of the original C.
		25  //
		26  // ====================================================
		27  // Copyright (C) 2004 by Sun Microsystems, Inc. All rights reserved.
		28  //
		29  // Permission to use, copy, modify, and distribute this
		30  // software is freely granted, provided that this notice
		31  // is preserved.
		32  // ====================================================
		33  //
		34  //
		35  // exp(x)
		36  // Returns the exponential of x.
		37  //
		38  // Method
		39  //	 1. Argument reduction:
		40  //			Reduce x to an r so that |r| <= 0.5*ln2 ~ 0.34658.
		41  //			Given x, find r and integer k such that
		42  //
		43  //							 x = k*ln2 + r,	|r| <= 0.5*ln2.
		44  //
		45  //			Here r will be represented as r = hi-lo for better
		46  //			accuracy.
		47  //
		48  //	 2. Approximation of exp(r) by a special rational function on
		49  //			the interval [0,0.34658]:
		50  //			Write
		51  //					R(r**2) = r*(exp(r)+1)/(exp(r)-1) = 2 + r*r/6 - r**4/360 + ...
		52  //			We use a special Remez algorithm on [0,0.34658] to generate
		53  //			a polynomial of degree 5 to approximate R. The maximum error
		54  //			of this polynomial approximation is bounded by 2**-59. In
		55  //			other words,
		56  //					R(z) ~ 2.0 + P1*z + P2*z**2 + P3*z**3 + P4*z**4 + P5*z**5
		57  //			(where z=r*r, and the values of P1 to P5 are listed below)
		58  //			and
		59  //					|									5					|		 -59
		60  //					| 2.0+P1*z+...+P5*z	 -	R(z) | <= 2
		61  //					|														 |
		62  //			The computation of exp(r) thus becomes
		63  //														 2*r
		64  //							exp(r) = 1 + -------
		65  //														R - r
		66  //																 r*R1(r)
		67  //										 = 1 + r + ----------- (for better accuracy)
		68  //																2 - R1(r)
		69  //			where
		70  //															 2			 4						 10
		71  //							R1(r) = r - (P1*r	+ P2*r	+ ... + P5*r	 ).
		72  //
		73  //	 3. Scale back to obtain exp(x):
		74  //			From step 1, we have
		75  //				 exp(x) = 2**k * exp(r)
		76  //
		77  // Special cases:
		78  //			exp(INF) is INF, exp(NaN) is NaN;
		79  //			exp(-INF) is 0, and
		80  //			for finite argument, only exp(0)=1 is exact.
		81  //
		82  // Accuracy:
		83  //			according to an error analysis, the error is always less than
		84  //			1 ulp (unit in the last place).
		85  //
		86  // Misc. info.
		87  //			For IEEE double
		88  //					if x >	7.09782712893383973096e+02 then exp(x) overflow
		89  //					if x < -7.45133219101941108420e+02 then exp(x) underflow
		90  //
		91  // Constants:
		92  // The hexadecimal values are the intended ones for the following
		93  // constants. The decimal values may be used, provided that the
		94  // compiler will convert from decimal to binary accurately enough
		95  // to produce the hexadecimal values shown.
		96  
		97  func exp(x float64) float64 {
		98  	const (
		99  		Ln2Hi = 6.93147180369123816490e-01
	 100  		Ln2Lo = 1.90821492927058770002e-10
	 101  		Log2e = 1.44269504088896338700e+00
	 102  
	 103  		Overflow	= 7.09782712893383973096e+02
	 104  		Underflow = -7.45133219101941108420e+02
	 105  		NearZero	= 1.0 / (1 << 28) // 2**-28
	 106  	)
	 107  
	 108  	// special cases
	 109  	switch {
	 110  	case IsNaN(x) || IsInf(x, 1):
	 111  		return x
	 112  	case IsInf(x, -1):
	 113  		return 0
	 114  	case x > Overflow:
	 115  		return Inf(1)
	 116  	case x < Underflow:
	 117  		return 0
	 118  	case -NearZero < x && x < NearZero:
	 119  		return 1 + x
	 120  	}
	 121  
	 122  	// reduce; computed as r = hi - lo for extra precision.
	 123  	var k int
	 124  	switch {
	 125  	case x < 0:
	 126  		k = int(Log2e*x - 0.5)
	 127  	case x > 0:
	 128  		k = int(Log2e*x + 0.5)
	 129  	}
	 130  	hi := x - float64(k)*Ln2Hi
	 131  	lo := float64(k) * Ln2Lo
	 132  
	 133  	// compute
	 134  	return expmulti(hi, lo, k)
	 135  }
	 136  
	 137  // Exp2 returns 2**x, the base-2 exponential of x.
	 138  //
	 139  // Special cases are the same as Exp.
	 140  func Exp2(x float64) float64 {
	 141  	if haveArchExp2 {
	 142  		return archExp2(x)
	 143  	}
	 144  	return exp2(x)
	 145  }
	 146  
	 147  func exp2(x float64) float64 {
	 148  	const (
	 149  		Ln2Hi = 6.93147180369123816490e-01
	 150  		Ln2Lo = 1.90821492927058770002e-10
	 151  
	 152  		Overflow	= 1.0239999999999999e+03
	 153  		Underflow = -1.0740e+03
	 154  	)
	 155  
	 156  	// special cases
	 157  	switch {
	 158  	case IsNaN(x) || IsInf(x, 1):
	 159  		return x
	 160  	case IsInf(x, -1):
	 161  		return 0
	 162  	case x > Overflow:
	 163  		return Inf(1)
	 164  	case x < Underflow:
	 165  		return 0
	 166  	}
	 167  
	 168  	// argument reduction; x = r×lg(e) + k with |r| ≤ ln(2)/2.
	 169  	// computed as r = hi - lo for extra precision.
	 170  	var k int
	 171  	switch {
	 172  	case x > 0:
	 173  		k = int(x + 0.5)
	 174  	case x < 0:
	 175  		k = int(x - 0.5)
	 176  	}
	 177  	t := x - float64(k)
	 178  	hi := t * Ln2Hi
	 179  	lo := -t * Ln2Lo
	 180  
	 181  	// compute
	 182  	return expmulti(hi, lo, k)
	 183  }
	 184  
	 185  // exp1 returns e**r × 2**k where r = hi - lo and |r| ≤ ln(2)/2.
	 186  func expmulti(hi, lo float64, k int) float64 {
	 187  	const (
	 188  		P1 = 1.66666666666666657415e-01	/* 0x3FC55555; 0x55555555 */
	 189  		P2 = -2.77777777770155933842e-03 /* 0xBF66C16C; 0x16BEBD93 */
	 190  		P3 = 6.61375632143793436117e-05	/* 0x3F11566A; 0xAF25DE2C */
	 191  		P4 = -1.65339022054652515390e-06 /* 0xBEBBBD41; 0xC5D26BF1 */
	 192  		P5 = 4.13813679705723846039e-08	/* 0x3E663769; 0x72BEA4D0 */
	 193  	)
	 194  
	 195  	r := hi - lo
	 196  	t := r * r
	 197  	c := r - t*(P1+t*(P2+t*(P3+t*(P4+t*P5))))
	 198  	y := 1 - ((lo - (r*c)/(2-c)) - hi)
	 199  	// TODO(rsc): make sure Ldexp can handle boundary k
	 200  	return Ldexp(y, k)
	 201  }
	 202  

View as plain text