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<H3>Cephes Mathematical Library</H3>
<H3>
Source code archives</H3>
<
BR><A HREF=
"singldoc.html">Documentation for single precision library.</A>
<
BR><A HREF=
"doubldoc.html">Documentation for double precision library.</A>
<
BR><A HREF=
"ldoubdoc.html">Documentation for
80-bit long double library.</A>
<
BR><A HREF=
"128bdoc.html">Documentation for
128-bit long double library.</A>
<
BR><A HREF=
"qlibdoc.html">Documentation for extended precision library.</A>
<H3>Long Double Precision Special Functions</H3>
Select function name for additional information.
For other precisions, see the archives and descriptions listed above.
<
DIR>
<
LI><A HREF=
"#acosh">acoshl, Inverse hyperbolic cosine</A>
<
LI><A HREF=
"#arcdot">arcdotl, Angle between two vectors</A>
<
LI><A HREF=
"#asinh">asinh, Inverse hyperbolic sine</A>
<
LI><A HREF=
"#asin">asin, Inverse circular sine</A>
<
LI><A HREF=
"#acos">acos, Inverse circular cosine</A>
<
LI><A HREF=
"#atanh">atanh, Inverse hyperbolic tangent</A>
<
LI><A HREF=
"#atan">atan, Inverse circular tangent</A>
<
LI><A HREF=
"#atan2">atan2, Quadrant correct inverse circular tangent</A>
<
LI><A HREF=
"#bdtr">bdtr, Binomial distribution</A>
<
LI><A HREF=
"#bdtrc">bdtrc, Complemented binomial distribution</A>
<
LI><A HREF=
"#bdtri">bdtri, Inverse binomial distribution</A>
<
LI><A HREF=
"#btdtr">btdtr, Beta distribution</A>
<
LI><A HREF=
"#cbrt">cbrt, Cube root</A>
<
LI><A HREF=
"#chdtr">chdtr, Chi-square distribution</A>
<
LI><A HREF=
"#chdtrc">chdtrc, Complemented Chi-square distribution</A>
<
LI><A HREF=
"#chdtri">chdtri, Inverse of complemented Chi-square distribution</A>
<
LI><A HREF=
"#clog">clog, Complex natural logarithm</A>
<
LI><A HREF=
"#cexp">cexp, Complex exponential function</A>
<
LI><A HREF=
"#csin">csin, Complex circular sine</A>
<
LI><A HREF=
"#ccos">ccos, Complex circular cosine</A>
<
LI><A HREF=
"#ctan">ctan, Complex circular tangent</A>
<
LI><A HREF=
"#ccot">ccot, Complex circular cotangent</A>
<
LI><A HREF=
"#casin">casin, Complex circular arc sine</A>
<
LI><A HREF=
"#cacos">cacos, Complex circular arc cosine</A>
<
LI><A HREF=
"#catan">catan, Complex circular arc tangent</A>
<
LI><A HREF=
"#cmplx">cmplx, Complex number arithmetic</A>
<
LI><A HREF=
"#cosh">cosh, Hyperbolic cosine</A>
<
LI><A HREF=
"#ellie">ellie, Incomplete elliptic integral of the second kind</A>
<
LI><A HREF=
"#ellik">ellik, Incomplete elliptic integral of the first kind</A>
<
LI><A HREF=
"#ellpe">ellpe, Complete elliptic integral of the second kind</A>
<
LI><A HREF=
"#ellpj">ellpj, Jacobian elliptic functions</A>
<
LI><A HREF=
"#ellpk">ellpk, Complete elliptic integral of the first kind</A>
<
LI><A HREF=
"#exp10">exp10,
Base 10 exponential function</A>
<
LI><A HREF=
"#exp2">exp2,
Base 2 exponential function</A>
<
LI><A HREF=
"#exp">exp, Exponential function</A>
<
LI><A HREF=
"#expm1">expm1, Exponential function, minus
1</A>
<
LI><A HREF=
"#expx2">expx2, Exponential function</A>
<
LI><A HREF=
"#fdtr">fdtr, F distribution</A>
<
LI><A HREF=
"#fdtrc">fdtrc, Complemented F distribution</A>
<
LI><A HREF=
"#fdtri">fdtri, Inverse of complemented F distribution</A>
<
LI><A HREF=
"#floor">floor, Floor function</A>
<
LI><A HREF=
"#ceil">ceil, Ceil function</A>
<
LI><A HREF=
"#frexp">frexp, Extract exponent</A>
<
LI><A HREF=
"#ldexp">ldexp, Apply exponent</A>
<
LI><A HREF=
"#fabs">fabs, Absolute value</A>
<
LI><A HREF=
"#gamma">gamma, Gamma function</A>
<
LI><A HREF=
"#lgam">lgam, Natural logarithm of gamma function</A>
<
LI><A HREF=
"#gdtr">gdtr, Gamma distribution function</A>
<
LI><A HREF=
"#gdtrc">gdtrc, Complemented gamma distribution function</A>
<
LI><A HREF=
"#gels">gels, Linear system with symmetric coefficient matrix</A>
<
LI><A HREF=
"#hyperg">hyperg, Confluent hypergeometric function</A>
<
LI><A HREF=
"#ieee">ieee, Extended precision arithmetic</A>
<
LI><A HREF=
"#igami">igami, Inverse of complemented imcomplete gamma integral</A>
<
LI><A HREF=
"#igam">igam, Incomplete gamma integral</A>
<
LI><A HREF=
"#igamc">igamc, Complemented incomplete gamma integral</A>
<
LI><A HREF=
"#incbet">incbet, Incomplete beta integral</A>
<
LI><A HREF=
"#incbi">incbi, Inverse of imcomplete beta integral</A>
<
LI><A HREF=
"#isnan">isnan, Test for not a number</A>
<
LI><A HREF=
"#isfinite">isfinite, Test for infinity</A>
<
LI><A HREF=
"#signbit">signbit, Extract sign</A>
<
LI><A HREF=
"#j0">j0, Bessel function of order zero</A>
<
LI><A HREF=
"#y0">y0, Bessel function of the second kind, order zero</A>
<
LI><A HREF=
"#j1">j1, Bessel function of order one</A>
<
LI><A HREF=
"#y1">y1, Bessel function of the second kind, order one</A>
<
LI><A HREF=
"#jn">jn, Bessel function of integer order</A>
<
LI><A HREF=
"#ldrand">ldrand, Pseudorandom number generator</A>
<
LI><A HREF=
"#log10">log10, Common logarithm</A>
<
LI><A HREF=
"#log1p">log1p, Relative error logarithm</A>
<
LI><A HREF=
"#log2">log2,
Base 2 logarithm</A>
<
LI><A HREF=
"#log">log, Natural logarithm</A>
<
LI><A HREF=
"#mtherr">mtherr, Library common error handling routine</A>
<
LI><A HREF=
"#nbdtr">nbdtr, Negative binomial distribution</A>
<
LI><A HREF=
"#nbdtrc">nbdtrc, Complemented negative binomial distribution</A>
<
LI><A HREF=
"#nbdtri">nbdtri, Functional inverse of negative binomial distribution</A>
<
LI><A HREF=
"#ndtri">ndtri, Inverse of normal distribution function</A>
<
LI><A HREF=
"#ndtr">ndtr, Normal distribution function</A>
<
LI><A HREF=
"#erf">erf, Error function</A>
<
LI><A HREF=
"#erfc">erfc, Complementary error function</A>
<
LI><A HREF=
"#pdtr">pdtr, Poisson distribution function</A>
<
LI><A HREF=
"#pdtrc">pdtrc, Complemented Poisson distribution function</A>
<
LI><A HREF=
"#pdtri">pdtri, Inverse of Poisson distribution function</A>
<
LI><A HREF=
"#polevl">polevl, Evaluate polynomial</A>
<
LI><A HREF=
"#p1evl">p1evl, Evaluate polynomial</A>
<
LI><A HREF=
"#powi">powi, Integer power function</A>
<
LI><A HREF=
"#pow">pow, Power function</A>
<
LI><A HREF=
"#sinh">sinh, Hyperbolic sine</A>
<
LI><A HREF=
"#sin">sin, Circular sine</A>
<
LI><A HREF=
"#cos">cos, Circular cosine</A>
<
LI><A HREF=
"#sqrt">sqrt, Square root</A>
<
LI><A HREF=
"#stdtr">stdtr, Student
's t distribution</A>
<
LI><A HREF=
"#stdtri">stdtri, Functional inverse of Student
's t distribution</A>
<
LI><A HREF=
"#tanh">tanh, Hyperbolic tangent</A>
<
LI><A HREF=
"#tan">tan, Circular tangent</A>
<
LI><A HREF=
"#cot">cot, Circular cotangent</A>
<
LI><A HREF=
"#cosm1">cosm1, Relative error cosine</A>
<
LI><A HREF=
"#yn">yn, Bessel function of second kind of integer order</A>
</
DIR>
<A NAME=
"acosh"> </A>
<
PRE>
/* acoshl.c
*
* Inverse hyperbolic cosine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, acoshl();
*
* y = acoshl( x );
*
*
*
* DESCRIPTION:
*
* Returns inverse hyperbolic cosine of argument.
*
* If
1 <= x <
1.
5, a rational approximation
*
* sqrt(
2z) * P(z)/Q(z)
*
* where z = x-
1, is used. Otherwise,
*
* acosh(x) = log( x + sqrt( (x-
1)(x+
1) ).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
1,
3 30000 2.
0e-
19 3.
9e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* acoshl domain |x| <
1 0.
0
*
*/
</
PRE>
<A NAME=
"arcdot"> </A>
<
PRE>
/* arcdot.c
*
* Angle between two vectors
*
*
*
*
* SYNOPSIS:
*
* long double p[
3], q[
3], arcdotl();
*
* y = arcdotl( p, q );
*
*
*
* DESCRIPTION:
*
* For two vectors p, q, the angle A between them is given by
*
* p.q / (|p| |q|) = cos A .
*
* where
"." represents inner product,
"|x|" the length of vector x.
* If the angle is
small, an expression in sin A is preferred.
* Set r = q - p. Then
*
* p.q = p.p + p.r ,
*
* |p|^
2 = p.p ,
*
* |q|^
2 = p.p +
2 p.r + r.r ,
*
* p.p^
2 +
2 p.p p.r + p.r^
2
* cos^
2 A = ----------------------------
* p.p (p.p +
2 p.r + r.r)
*
* p.p +
2 p.r + p.r^
2 / p.p
* = --------------------------- ,
* p.p +
2 p.r + r.r
*
* sin^
2 A =
1 - cos^
2 A
*
* r.r - p.r^
2 / p.p
* = --------------------
* p.p +
2 p.r + r.r
*
* = (r.r - p.r^
2 / p.p) / q.q .
*
* ACCURACY:
*
* About
1 ULP. See arcdot.c.
*
*/
</
PRE>
<A NAME=
"asinh"> </A>
<
PRE>
/* asinhl.c
*
* Inverse hyperbolic sine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, asinhl();
*
* y = asinhl( x );
*
*
*
* DESCRIPTION:
*
* Returns inverse hyperbolic sine of argument.
*
* If |x| <
0.
5, the function is approximated by a rational
*
form x + x**
3 P(x)/Q(x). Otherwise,
*
* asinh(x) = log( x + sqrt(
1 + x*x) ).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
3,
3 30000 1.
7e-
19 3.
5e-
20
*
*/
</
PRE>
<A NAME=
"asin"> </A>
<
PRE>
/* asinl.c
*
* Inverse circular sine, long double precision
*
*
*
* SYNOPSIS:
*
* double x, y, asinl();
*
* y = asinl( x );
*
*
*
* DESCRIPTION:
*
* Returns radian angle between -pi/
2 and +pi/
2 whose sine is x.
*
* A rational function of the
form x + x**
3 P(x**
2)/Q(x**
2)
* is used for |x| in the interval [
0,
0.
5]. If |x| >
0.
5 it is
* transformed by the identity
*
* asin(x) = pi/
2 -
2 asin( sqrt( (
1-x)/
2 ) ).
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
1,
1 30000 2.
7e-
19 4.
8e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* asinl domain |x| >
1 NANL
*
*/
</
PRE>
<A NAME=
"acos"> </A>
<
PRE>
/* acosl()
*
* Inverse circular cosine, long double precision
*
*
*
* SYNOPSIS:
*
* double x, y, acosl();
*
* y = acosl( x );
*
*
*
* DESCRIPTION:
*
* Returns radian angle between -pi/
2 and +pi/
2 whose cosine
* is x.
*
* Analytically, acos(x) = pi/
2 - asin(x). However if |x| is
* near
1, there is cancellation error in subtracting asin(x)
* from pi/
2. Hence if x < -
0.
5,
*
* acos(x) = pi -
2.
0 * asin( sqrt((
1+x)/
2) );
*
* or if x > +
0.
5,
*
* acos(x) =
2.
0 * asin( sqrt((
1-x)/
2) ).
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
1,
1 30000 1.
4e-
19 3.
5e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* acosl domain |x| >
1 NANL
*/
</
PRE>
<A NAME=
"atanh"> </A>
<
PRE>
/* atanhl.c
*
* Inverse hyperbolic tangent, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, atanhl();
*
* y = atanhl( x );
*
*
*
* DESCRIPTION:
*
* Returns inverse hyperbolic tangent of argument in the range
* MINLOGL to MAXLOGL.
*
* If |x| <
0.
5, the rational
form x + x**
3 P(x)/Q(x) is
* employed. Otherwise,
* atanh(x) =
0.
5 * log( (
1+x)/(
1-x) ).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
1,
1 30000 1.
1e-
19 3.
3e-
20
*
*/
</
PRE>
<A NAME=
"atan"> </A>
<
PRE>
/* atanl.c
*
* Inverse circular tangent, long double precision
* (arctangent)
*
*
*
* SYNOPSIS:
*
* long double x, y, atanl();
*
* y = atanl( x );
*
*
*
* DESCRIPTION:
*
* Returns radian angle between -pi/
2 and +pi/
2 whose tangent
* is x.
*
* Range reduction is from four intervals into the interval
* from zero to tan( pi/
8 ). The approximant uses a rational
* function of degree
3/
4 of the
form x + x**
3 P(x)/Q(x).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
10,
10 150000 1.
3e-
19 3.
0e-
20
*
*/
</
PRE>
<A NAME=
"atan2"> </A>
<
PRE>
/* atan2l()
*
* Quadrant correct inverse circular tangent,
* long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, z, atan2l();
*
* z = atan2l( y, x );
*
*
*
* DESCRIPTION:
*
* Returns radian angle whose tangent is y/x.
* Define compile
time symbol ANSIC =
1 for ANSI standard,
* range -PI < z <= +PI, args (y,x); else ANSIC =
0 for range
*
0 to
2PI, args (x,y).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
10,
10 60000 1.
7e-
19 3.
2e-
20
* See atan.c.
*
*/
</
PRE>
<A NAME=
"bdtr"> </A>
<
PRE>
/* bdtrl.c
*
* Binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, bdtrl();
*
* y = bdtrl( k, n, p );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the terms
0 through k of the Binomial
* probability density:
*
* k
* -- ( n ) j n-j
* > ( ) p (
1-p)
* -- ( j )
* j=
0
*
* The terms are not summed directly; instead the incomplete
* beta integral is employed, according to the formula
*
* y = bdtr( k, n, p ) = incbet( n-k, k+
1,
1-p ).
*
* The arguments must be positive, with p ranging from
0 to
1.
*
*
*
* ACCURACY:
*
* Tested at random points (k,n,p) with a and b between
0
* and
10000 and p between
0 and
1.
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
10000 3000 1.
6e-
14 2.
2e-
15
*
* ERROR MESSAGES:
*
* message condition value returned
* bdtrl domain k <
0 0.
0
* n < k
* x <
0, x >
1
*
*/
</
PRE>
<A NAME=
"bdtrc"> </A>
<
PRE>
/* bdtrcl()
*
* Complemented binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, bdtrcl();
*
* y = bdtrcl( k, n, p );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the terms k+
1 through n of the Binomial
* probability density:
*
* n
* -- ( n ) j n-j
* > ( ) p (
1-p)
* -- ( j )
* j=k+
1
*
* The terms are not summed directly; instead the incomplete
* beta integral is employed, according to the formula
*
* y = bdtrc( k, n, p ) = incbet( k+
1, n-k, p ).
*
* The arguments must be positive, with p ranging from
0 to
1.
*
*
*
* ACCURACY:
*
* See incbet.c.
*
* ERROR MESSAGES:
*
* message condition value returned
* bdtrcl domain x<
0, x>
1, n<k
0.
0
*/
</
PRE>
<A NAME=
"bdtri"> </A>
<
PRE>
/* bdtril()
*
* Inverse binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, bdtril();
*
* p = bdtril( k, n, y );
*
*
*
* DESCRIPTION:
*
* Finds the event probability p such that the sum of the
* terms
0 through k of the Binomial probability density
* is equal to the given cumulative probability y.
*
* This is accomplished using the inverse beta integral
* function and the relation
*
*
1 - p = incbi( n-k, k+
1, y ).
*
* ACCURACY:
*
* See incbi.c.
* Tested at random k, n between
1 and
10000. The
"domain" refers to p:
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
1 3500 2.
0e-
15 8.
2e-
17
*
* ERROR MESSAGES:
*
* message condition value returned
* bdtril domain k <
0, n <= k
0.
0
* x <
0, x >
1
*/
</
PRE>
<A NAME=
"btdtr"> </A>
<
PRE>
/* btdtrl.c
*
* Beta distribution
*
*
*
* SYNOPSIS:
*
* long double a, b, x, y, btdtrl();
*
* y = btdtrl( a, b, x );
*
*
*
* DESCRIPTION:
*
* Returns the
area from zero to x under the beta density
* function:
*
*
* x
* - -
* | (a+b) | | a-
1 b-
1
* P(x) = ---------- | t (
1-t)
dt
* - - | |
* | (a) | (b) -
*
0
*
*
* The mean value of this distribution is a/(a+b). The variance
* is ab/[(a+b)^
2 (a+b+
1)].
*
* This function is identical to the incomplete beta integral
* function, incbetl(a, b, x).
*
* The complemented function is
*
*
1 - P(
1-x) = incbetl( b, a, x );
*
*
* ACCURACY:
*
* See incbetl.c.
*
*/
</
PRE>
<A NAME=
"cbrt"> </A>
<
PRE>
/* cbrtl.c
*
* Cube root, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, cbrtl();
*
* y = cbrtl( x );
*
*
*
* DESCRIPTION:
*
* Returns the cube root of the argument, which may be negative.
*
* Range reduction involves determining the power of
2 of
* the argument. A polynomial of degree
2 applied to the
* mantissa, and multiplication by the cube root of
1,
2, or
4
* approximates the root to within about
0.
1%. Then Newton
's
* iteration is used three times to converge to an accurate
* result.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE .
125,
8 80000 7.
0e-
20 2.
2e-
20
* IEEE exp(+-
707)
100000 7.
0e-
20 2.
4e-
20
*
*/
</
PRE>
<A NAME=
"chdtr"> </A>
<
PRE>
/* chdtrl.c
*
* Chi-square distribution
*
*
*
* SYNOPSIS:
*
* long double df, x, y, chdtrl();
*
* y = chdtrl( df, x );
*
*
*
* DESCRIPTION:
*
* Returns the
area under the left hand tail (from
0 to x)
* of the Chi square probability density function with
* v degrees of freedom.
*
*
* inf.
* -
*
1 | | v/
2-
1 -t/
2
* P( x | v ) = ----------- | t e
dt
* v/
2 - | |
*
2 | (v/
2) -
* x
*
* where x is the Chi-square variable.
*
* The incomplete gamma integral is used, according to the
* formula
*
* y = chdtr( v, x ) = igam( v/
2.
0, x/
2.
0 ).
*
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igam().
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtr domain x <
0 or v <
1 0.
0
*/
</
PRE>
<A NAME=
"chdtrc"> </A>
<
PRE>
/* chdtrcl()
*
* Complemented Chi-square distribution
*
*
*
* SYNOPSIS:
*
* long double v, x, y, chdtrcl();
*
* y = chdtrcl( v, x );
*
*
*
* DESCRIPTION:
*
* Returns the
area under the right hand tail (from x to
* infinity) of the Chi square probability density function
* with v degrees of freedom:
*
*
* inf.
* -
*
1 | | v/
2-
1 -t/
2
* P( x | v ) = ----------- | t e
dt
* v/
2 - | |
*
2 | (v/
2) -
* x
*
* where x is the Chi-square variable.
*
* The incomplete gamma integral is used, according to the
* formula
*
* y = chdtr( v, x ) = igamc( v/
2.
0, x/
2.
0 ).
*
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igamc().
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtrc domain x <
0 or v <
1 0.
0
*/
</
PRE>
<A NAME=
"chdtri"> </A>
<
PRE>
/* chdtril()
*
* Inverse of complemented Chi-square distribution
*
*
*
* SYNOPSIS:
*
* long double df, x, y, chdtril();
*
* x = chdtril( df, y );
*
*
*
*
* DESCRIPTION:
*
* Finds the Chi-square argument x such that the integral
* from x to infinity of the Chi-square density is equal
* to the given cumulative probability y.
*
* This is accomplished using the inverse gamma integral
* function and the relation
*
* x/
2 = igami( df/
2, y );
*
*
*
*
* ACCURACY:
*
* See igami.c.
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtri domain y <
0 or y >
1 0.
0
* v <
1
*
*/
</
PRE>
<A NAME=
"clog"> </A>
<
PRE>
/* clogl.c
*
* Complex natural logarithm
*
*
*
* SYNOPSIS:
*
* void clogl();
* cmplxl z, w;
*
* clogl( &z, &w );
*
*
*
* DESCRIPTION:
*
* Returns complex logarithm to the
base e (
2.
718...) of
* the complex argument x.
*
* If z = x + iy, r = sqrt( x**
2 + y**
2 ),
* then
* w = log(r) + i arctan(y/x).
*
* The arctangent ranges from -PI to +PI.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 7000 8.
5e-
17 1.
9e-
17
* IEEE -
10,+
10 30000 5.
0e-
15 1.
1e-
16
*
* Larger relative error can be observed for z near
1 +i0.
* In IEEE arithmetic the peak absolute error is
5.
2e-
16, rms
* absolute error
1.
0e-
16.
*/
</
PRE>
<A NAME=
"cexp"> </A>
<
PRE>
/* cexpl()
*
* Complex exponential function
*
*
*
* SYNOPSIS:
*
* void cexpl();
* cmplxl z, w;
*
* cexpl( &z, &w );
*
*
*
* DESCRIPTION:
*
* Returns the exponential of the complex argument z
* into the complex result w.
*
* If
* z = x + iy,
* r = exp(x),
*
* then
*
* w = r cos y + i r sin y.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 8700 3.
7e-
17 1.
1e-
17
* IEEE -
10,+
10 30000 3.
0e-
16 8.
7e-
17
*
*/
</
PRE>
<A NAME=
"csin"> </A>
<
PRE>
/* csinl()
*
* Complex circular sine
*
*
*
* SYNOPSIS:
*
* void csinl();
* cmplxl z, w;
*
* csinl( &z, &w );
*
*
*
* DESCRIPTION:
*
* If
* z = x + iy,
*
* then
*
* w = sin x cosh y + i cos x sinh y.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 8400 5.
3e-
17 1.
3e-
17
* IEEE -
10,+
10 30000 3.
8e-
16 1.
0e-
16
* Also tested by csin(casin(z)) = z.
*
*/
</
PRE>
<A NAME=
"ccos"> </A>
<
PRE>
/* ccosl()
*
* Complex circular cosine
*
*
*
* SYNOPSIS:
*
* void ccosl();
* cmplxl z, w;
*
* ccosl( &z, &w );
*
*
*
* DESCRIPTION:
*
* If
* z = x + iy,
*
* then
*
* w = cos x cosh y - i sin x sinh y.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 8400 4.
5e-
17 1.
3e-
17
* IEEE -
10,+
10 30000 3.
8e-
16 1.
0e-
16
*/
</
PRE>
<A NAME=
"ctan"> </A>
<
PRE>
/* ctanl()
*
* Complex circular tangent
*
*
*
* SYNOPSIS:
*
* void ctanl();
* cmplxl z, w;
*
* ctanl( &z, &w );
*
*
*
* DESCRIPTION:
*
* If
* z = x + iy,
*
* then
*
* sin
2x + i sinh
2y
* w = --------------------.
* cos
2x + cosh
2y
*
* On the real axis the denominator is zero at odd multiples
* of PI/
2. The denominator is evaluated by its Taylor
* series near these points.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 5200 7.
1e-
17 1.
6e-
17
* IEEE -
10,+
10 30000 7.
2e-
16 1.
2e-
16
* Also tested by ctan * ccot =
1 and catan(ctan(z)) = z.
*/
</
PRE>
<A NAME=
"ccot"> </A>
<
PRE>
/* ccotl()
*
* Complex circular cotangent
*
*
*
* SYNOPSIS:
*
* void ccotl();
* cmplxl z, w;
*
* ccotl( &z, &w );
*
*
*
* DESCRIPTION:
*
* If
* z = x + iy,
*
* then
*
* sin
2x - i sinh
2y
* w = --------------------.
* cosh
2y - cos
2x
*
* On the real axis, the denominator has zeros at even
* multiples of PI/
2. Near these points it is evaluated
* by a Taylor series.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 3000 6.
5e-
17 1.
6e-
17
* IEEE -
10,+
10 30000 9.
2e-
16 1.
2e-
16
* Also tested by ctan * ccot =
1 + i0.
*/
</
PRE>
<A NAME=
"casin"> </A>
<
PRE>
/* casinl()
*
* Complex circular arc sine
*
*
*
* SYNOPSIS:
*
* void casinl();
* cmplxl z, w;
*
* casinl( &z, &w );
*
*
*
* DESCRIPTION:
*
* Inverse complex sine:
*
*
2
* w = -i clog( iz + csqrt(
1 - z ) ).
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 10100 2.
1e-
15 3.
4e-
16
* IEEE -
10,+
10 30000 2.
2e-
14 2.
7e-
15
* Larger relative error can be observed for z near zero.
* Also tested by csin(casin(z)) = z.
*/
</
PRE>
<A NAME=
"cacos"> </A>
<
PRE>
/* cacosl()
*
* Complex circular arc cosine
*
*
*
* SYNOPSIS:
*
* void cacosl();
* cmplxl z, w;
*
* cacosl( &z, &w );
*
*
*
* DESCRIPTION:
*
*
* w = arccos z = PI/
2 - arcsin z.
*
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 5200 1.
6e-
15 2.
8e-
16
* IEEE -
10,+
10 30000 1.
8e-
14 2.
2e-
15
*/
</
PRE>
<A NAME=
"catan"> </A>
<
PRE>
/* catanl()
*
* Complex circular arc tangent
*
*
*
* SYNOPSIS:
*
* void catanl();
* cmplxl z, w;
*
* catanl( &z, &w );
*
*
*
* DESCRIPTION:
*
* If
* z = x + iy,
*
* then
*
1 (
2x )
* Re w = - arctan(-----------) + k PI
*
2 (
2 2)
* (
1 - x - y )
*
* (
2 2)
*
1 (x + (y+
1) )
* Im w = - log(------------)
*
4 (
2 2)
* (x + (y-
1) )
*
* Where k is an arbitrary integer.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC -
10,+
10 5900 1.
3e-
16 7.
8e-
18
* IEEE -
10,+
10 30000 2.
3e-
15 8.
5e-
17
* The check catan( ctan(z) ) = z, with |x| and |y| < PI/
2,
* had peak relative error
1.
5e-
16, rms relative error
*
2.
9e-
17. See also clog().
*/
</
PRE>
<A NAME=
"cmplx"> </A>
<
PRE>
/* cmplxl.c
*
* Complex number arithmetic
*
*
*
* SYNOPSIS:
*
* typedef struct {
* long double r; real part
* long double i; imaginary part
* }cmplxl;
*
* cmplxl *a, *b, *c;
*
* caddl( a, b, c ); c = b + a
* csubl( a, b, c ); c = b - a
* cmull( a, b, c ); c = b * a
* cdivl( a, b, c ); c = b / a
* cnegl( c ); c = -c
* cmovl( b, c ); c = b
*
*
*
* DESCRIPTION:
*
* Addition:
* c.r = b.r + a.r
* c.i = b.i + a.i
*
* Subtraction:
* c.r = b.r - a.r
* c.i = b.i - a.i
*
* Multiplication:
* c.r = b.r * a.r - b.i * a.i
* c.i = b.r * a.i + b.i * a.r
*
* Division:
* d = a.r * a.r + a.i * a.i
* c.r = (b.r * a.r + b.i * a.i)/d
* c.i = (b.i * a.r - b.r * a.i)/d
* ACCURACY:
*
* In DEC arithmetic, the test (
1/z) * z =
1 had peak relative
* error
3.
1e-
17, rms
1.
2e-
17. The test (y/z) * (z/y) =
1 had
* peak relative error
8.
3e-
17, rms
2.
1e-
17.
*
* Tests in the rectangle {-
10,+
10}:
* Relative error:
* arithmetic function # trials peak rms
* DEC cadd
10000 1.
4e-
17 3.
4e-
18
* IEEE cadd
100000 1.
1e-
16 2.
7e-
17
* DEC csub
10000 1.
4e-
17 4.
5e-
18
* IEEE csub
100000 1.
1e-
16 3.
4e-
17
* DEC cmul
3000 2.
3e-
17 8.
7e-
18
* IEEE cmul
100000 2.
1e-
16 6.
9e-
17
* DEC cdiv
18000 4.
9e-
17 1.
3e-
17
* IEEE cdiv
100000 3.
7e-
16 1.
1e-
16
*/
</
PRE>
<A NAME=
"cosh"> </A>
<
PRE>
/* coshl.c
*
* Hyperbolic cosine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, coshl();
*
* y = coshl( x );
*
*
*
* DESCRIPTION:
*
* Returns hyperbolic cosine of argument in the range MINLOGL to
* MAXLOGL.
*
* cosh(x) = ( exp(x) + exp(-x) )/
2.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
10000 30000 1.
1e-
19 2.
8e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* cosh overflow |x| > MAXLOGL+LOGE2L INFINITYL
*
*
*/
</
PRE>
<A NAME=
"ellie"> </A>
<
PRE>
/* elliel.c
*
* Incomplete elliptic integral of the second kind
*
*
*
* SYNOPSIS:
*
* long double phi, m, y, elliel();
*
* y = elliel( phi, m );
*
*
*
* DESCRIPTION:
*
* Approximates the integral
*
*
* phi
* -
* | |
* |
2
* E(phi_\m) = | sqrt(
1 - m sin t )
dt
* |
* | |
* -
*
0
*
* of amplitude phi and modulus m, using the arithmetic -
* geometric mean algorithm.
*
*
*
* ACCURACY:
*
* Tested at random arguments with phi in [-
10,
10] and m in
* [
0,
1].
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
10,
10 50000 2.
7e-
18 2.
3e-
19
*
*
*/
</
PRE>
<A NAME=
"ellik"> </A>
<
PRE>
/* ellikl.c
*
* Incomplete elliptic integral of the first kind
*
*
*
* SYNOPSIS:
*
* long double phi, m, y, ellikl();
*
* y = ellikl( phi, m );
*
*
*
* DESCRIPTION:
*
* Approximates the integral
*
*
*
* phi
* -
* | |
* |
dt
* F(phi_\m) = | ------------------
* |
2
* | | sqrt(
1 - m sin t )
* -
*
0
*
* of amplitude phi and modulus m, using the arithmetic -
* geometric mean algorithm.
*
*
*
*
* ACCURACY:
*
* Tested at random points with m in [
0,
1] and phi as indicated.
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
10,
10 30000 3.
6e-
18 4.
1e-
19
*
*
*/
</
PRE>
<A NAME=
"ellpe"> </A>
<
PRE>
/* ellpel.c
*
* Complete elliptic integral of the second kind
*
*
*
* SYNOPSIS:
*
* long double m1, y, ellpel();
*
* y = ellpel( m1 );
*
*
*
* DESCRIPTION:
*
* Approximates the integral
*
*
* pi/
2
* -
* | |
2
* E(m) = | sqrt(
1 - m sin t )
dt
* | |
* -
*
0
*
* Where m =
1 - m1, using the approximation
*
* P(x) - x log x Q(x).
*
* Though there are no singularities, the argument m1 is used
* rather than m for compatibility with ellpk().
*
* E(
1) =
1; E(
0) = pi/
2.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
1 10000 1.
1e-
19 3.
5e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* ellpel domain x<
0, x>
1 0.
0
*
*/
</
PRE>
<A NAME=
"ellpj"> </A>
<
PRE>
/* ellpjl.c
*
* Jacobian Elliptic Functions
*
*
*
* SYNOPSIS:
*
* long double u, m, sn, cn, dn, phi;
* int ellpjl();
*
* ellpjl( u, m, &sn, &cn, &dn, &phi );
*
*
*
* DESCRIPTION:
*
*
* Evaluates the Jacobian elliptic functions sn(u|m), cn(u|m),
* and dn(u|m) of parameter m between
0 and
1, and real
* argument u.
*
* These functions are periodic, with quarter-period on the
* real axis equal to the complete elliptic integral
* ellpk(
1.
0-m).
*
* Relation to incomplete elliptic integral:
* If u = ellik(phi,m), then sn(u|m) = sin(phi),
* and cn(u|m) = cos(phi). Phi is called the amplitude of u.
*
* Computation is by means of the arithmetic-geometric mean
* algorithm, except when m is within
1e-
12 of
0 or
1. In the
* latter case with m close to
1, the approximation applies
* only for phi < pi/
2.
*
* ACCURACY:
*
* Tested at random points with u between
0 and
10, m between
*
0 and
1.
*
* Absolute error (* = relative error):
* arithmetic function # trials peak rms
* IEEE sn
10000 1.
7e-
18 2.
3e-
19
* IEEE cn
20000 1.
6e-
18 2.
2e-
19
* IEEE dn
10000 4.
7e-
15 2.
7e-
17
* IEEE phi
10000 4.
0e-
19*
6.
6e-
20*
*
* Accuracy deteriorates when u is large.
*
*/
</
PRE>
<A NAME=
"ellpk"> </A>
<
PRE>
/* ellpkl.c
*
* Complete elliptic integral of the first kind
*
*
*
* SYNOPSIS:
*
* long double m1, y, ellpkl();
*
* y = ellpkl( m1 );
*
*
*
* DESCRIPTION:
*
* Approximates the integral
*
*
*
* pi/
2
* -
* | |
* |
dt
* K(m) = | ------------------
* |
2
* | | sqrt(
1 - m sin t )
* -
*
0
*
* where m =
1 - m1, using the approximation
*
* P(x) - log x Q(x).
*
* The argument m1 is used rather than m so that the logarithmic
* singularity at m =
1 will be shifted to the origin; this
* preserves maximum accuracy.
*
* K(
0) = pi/
2.
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
1 10000 1.
1e-
19 3.
3e-
20
*
* ERROR MESSAGES:
*
* message condition value returned
* ellpkl domain x<
0, x>
1 0.
0
*
*/
</
PRE>
<A NAME=
"exp10"> </A>
<
PRE>
/* exp10l.c
*
*
Base 10 exponential function, long double precision
* (Common antilogarithm)
*
*
*
* SYNOPSIS:
*
* long double x, y, exp10l()
*
* y = exp10l( x );
*
*
*
* DESCRIPTION:
*
* Returns
10 raised to the x power.
*
* Range reduction is accomplished by expressing the argument
* as
10**x =
2**n
10**f, with |f| <
0.
5 log10(
2).
* The Pade
' form
*
*
1 +
2x P(x**
2)/( Q(x**
2) - P(x**
2) )
*
* is used to approximate
10**f.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
4900 30000 1.
0e-
19 2.
7e-
20
*
* ERROR MESSAGES:
*
* message condition value returned
* exp10l underflow x < -MAXL10
0.
0
* exp10l overflow x > MAXL10 MAXNUM
*
* IEEE arithmetic: MAXL10 =
4932.
0754489586679023819
*
*/
</
PRE>
<A NAME=
"exp2"> </A>
<
PRE>
/* exp2l.c
*
*
Base 2 exponential function, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, exp2l();
*
* y = exp2l( x );
*
*
*
* DESCRIPTION:
*
* Returns
2 raised to the x power.
*
* Range reduction is accomplished by separating the argument
* into an integer k and fraction f such that
* x k f
*
2 =
2 2.
*
* A Pade
' form
*
*
1 +
2x P(x**
2) / (Q(x**
2) - x P(x**
2) )
*
* approximates
2**x in the basic range [-
0.
5,
0.
5].
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
16300 300000 9.
1e-
20 2.
6e-
20
*
*
* See exp.c for comments on error amplification.
*
*
* ERROR MESSAGES:
*
* message condition value returned
* exp2l underflow x < -
16382 0.
0
* exp2l overflow x >=
16384 MAXNUM
*
*/
</
PRE>
<A NAME=
"exp"> </A>
<
PRE>
/* expl.c
*
* Exponential function, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, expl();
*
* y = expl( x );
*
*
*
* DESCRIPTION:
*
* Returns e (
2.
71828...) raised to the x power.
*
* Range reduction is accomplished by separating the argument
* into an integer k and fraction f such that
*
* x k f
* e =
2 e.
*
* A Pade
' form of degree 2/3 is used to approximate exp(f) - 1
* in the basic range [-
0.
5 ln
2,
0.
5 ln
2].
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
10000 50000 1.
12e-
19 2.
81e-
20
*
*
* Error amplification in the exponential function can be
* a serious matter. The error propagation involves
* exp( X(
1+delta) ) = exp(X) (
1 + X*delta + ... ),
* which shows that a
1 lsb error in representing X produces
* a relative error of X times
1 lsb in the function.
* While the routine gives an accurate result for arguments
* that are exactly represented by a long double precision
* computer number, the result contains amplified roundoff
* error for large arguments not exactly represented.
*
*
* ERROR MESSAGES:
*
* message condition value returned
* exp underflow x < MINLOG
0.
0
* exp overflow x > MAXLOG MAXNUM
*
*/
</
PRE>
<A NAME=
"expm1"> </A>
<
PRE>
/* expm1l.c
*
* Exponential function, minus
1
* Long double precision
*
*
* SYNOPSIS:
*
* long double x, y, expm1l();
*
* y = expm1l( x );
*
*
*
* DESCRIPTION:
*
* Returns e (
2.
71828...) raised to the x power, minus
1.
*
* Range reduction is accomplished by separating the argument
* into an integer k and fraction f such that
*
* x k f
* e =
2 e.
*
* An expansion x + .
5 x^
2 + x^
3 R(x) approximates exp(f) -
1
* in the basic range [-
0.
5 ln
2,
0.
5 ln
2].
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
45,+MAXLOG
200,
000 1.
2e-
19 2.
5e-
20
*
* ERROR MESSAGES:
*
* message condition value returned
* expm1l overflow x > MAXLOG MAXNUM
*
*/
</
PRE>
<A NAME=
"expx2"> </A>
<
PRE>
/* expx2l.c
*
* Exponential of squared argument
*
*
*
* SYNOPSIS:
*
* long double x, y, expx2l();
* int sign;
*
* y = expx2l( x, sign );
*
*
*
* DESCRIPTION:
*
* Computes y = exp(x*x) while suppressing error amplification
* that would ordinarily arise from the inexactness of the
* exponential argument x*x.
*
* If sign <
0, the result is inverted; i.e., y = exp(-x*x) .
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
106.
566,
106.
566 10^
5 1.
6e-
19 4.
4e-
20
*
*/
</
PRE>
<A NAME=
"fdtr"> </A>
<
PRE>
/* fdtrl.c
*
* F distribution, long double precision
*
*
*
* SYNOPSIS:
*
* int df1, df2;
* long double x, y, fdtrl();
*
* y = fdtrl( df1, df2, x );
*
*
*
* DESCRIPTION:
*
* Returns the
area from zero to x under the F density
* function (also known as Snedcor
's density or the
* variance ratio density). This is the density
* of x = (u1/df1)/(u2/df2), where u1 and u2 are random
* variables having Chi square distributions with df1
* and df2 degrees of freedom, respectively.
*
* The incomplete beta integral is used, according to the
* formula
*
* P(x) = incbetl( df1/
2, df2/
2, (df1*x/(df2 + df1*x) ).
*
*
* The arguments a and b are greater than zero, and x
* x is nonnegative.
*
* ACCURACY:
*
* Tested at random points (a,b,x) in the indicated intervals.
* x a,b Relative error:
* arithmetic domain domain # trials peak rms
* IEEE
0,
1 1,
100 10000 9.
3e-
18 2.
9e-
19
* IEEE
0,
1 1,
10000 10000 1.
9e-
14 2.
9e-
15
* IEEE
1,
5 1,
10000 10000 5.
8e-
15 1.
4e-
16
*
* ERROR MESSAGES:
*
* message condition value returned
* fdtrl domain a<
0, b<
0, x<
0 0.
0
*
*/
</
PRE>
<A NAME=
"fdtrc"> </A>
<
PRE>
/* fdtrcl()
*
* Complemented F distribution
*
*
*
* SYNOPSIS:
*
* int df1, df2;
* long double x, y, fdtrcl();
*
* y = fdtrcl( df1, df2, x );
*
*
*
* DESCRIPTION:
*
* Returns the
area from x to infinity under the F density
* function (also known as Snedcor
's density or the
* variance ratio density).
*
*
* inf.
* -
*
1 | | a-
1 b-
1
*
1-P(x) = ------ | t (
1-t)
dt
* B(a,b) | |
* -
* x
*
* (See fdtr.c.)
*
* The incomplete beta integral is used, according to the
* formula
*
* P(x) = incbet( df2/
2, df1/
2, (df2/(df2 + df1*x) ).
*
*
* ACCURACY:
*
* See incbet.c.
* Tested at random points (a,b,x).
*
* x a,b Relative error:
* arithmetic domain domain # trials peak rms
* IEEE
0,
1 0,
100 10000 4.
2e-
18 3.
3e-
19
* IEEE
0,
1 1,
10000 10000 7.
2e-
15 2.
6e-
16
* IEEE
1,
5 1,
10000 10000 1.
7e-
14 3.
0e-
15
*
* ERROR MESSAGES:
*
* message condition value returned
* fdtrcl domain a<
0, b<
0, x<
0 0.
0
*
*/
</
PRE>
<A NAME=
"fdtri"> </A>
<
PRE>
/* fdtril()
*
* Inverse of complemented F distribution
*
*
*
* SYNOPSIS:
*
* int df1, df2;
* long double x, p, fdtril();
*
* x = fdtril( df1, df2, p );
*
* DESCRIPTION:
*
* Finds the F density argument x such that the integral
* from x to infinity of the F density is equal to the
* given probability p.
*
* This is accomplished using the inverse beta integral
* function and the relations
*
* z = incbi( df2/
2, df1/
2, p )
* x = df2 (
1-z) / (df1 z).
*
* Note: the following relations hold for the inverse of
* the uncomplemented F distribution:
*
* z = incbi( df1/
2, df2/
2, p )
* x = df2 z / (df1 (
1-z)).
*
* ACCURACY:
*
* See incbi.c.
* Tested at random points (a,b,p).
*
* a,b Relative error:
* arithmetic domain # trials peak rms
* For p between .
001 and
1:
* IEEE
1,
100 40000 4.
6e-
18 2.
7e-
19
* IEEE
1,
10000 30000 1.
7e-
14 1.
4e-
16
* For p between
10^-
6 and .
001:
* IEEE
1,
100 20000 1.
9e-
15 3.
9e-
17
* IEEE
1,
10000 30000 2.
7e-
15 4.
0e-
17
*
* ERROR MESSAGES:
*
* message condition value returned
* fdtril domain p <=
0 or p >
1 0.
0
* v <
1
*/
</
PRE>
<A NAME=
"ceil"> </A>
<A NAME=
"floor"> </A>
<A NAME=
"frexp"> </A>
<A NAME=
"ldexp"> </A>
<A NAME=
"fabs"> </A>
<
PRE>
/* ceill()
* floorl()
* frexpl()
* ldexpl()
* fabsl()
* signbitl()
* isnanl()
* isfinitel()
*
* Floating point numeric utilities
*
*
*
* SYNOPSIS:
*
* long double ceill(), floorl(), frexpl(), ldexpl(), fabsl();
* int signbitl(), isnanl(), isfinitel();
* long double x, y;
* int expnt, n;
*
* y = floorl(x);
* y = ceill(x);
* y = frexpl( x, &expnt );
* y = ldexpl( x, n );
* y = fabsl( x );
* n = signbitl(x);
* n = isnanl(x);
* n = isfinitel(x);
*
*
*
* DESCRIPTION:
*
* The following routines return a long double precision floating point
* result:
*
* floorl() returns the largest integer less than or equal to x.
* It truncates toward minus infinity.
*
* ceill() returns the smallest integer greater than or equal
* to x. It truncates toward plus infinity.
*
* frexpl() extracts the exponent from x. It returns an integer
* power of two to expnt and the significand between
0.
5 and
1
* to y. Thus x = y *
2**expn.
*
* ldexpl() multiplies x by
2**n.
*
* fabsl() returns the absolute value of its argument.
*
* These functions are part of the standard C run
time library
* for some but not all C compilers. The ones supplied are
* written in C for IEEE arithmetic. They should
* be used only if your compiler library does not already have
* them.
*
* The IEEE versions assume that denormal numbers are implemented
* in the arithmetic. Some modifications will be required if
* the arithmetic has abrupt rather than gradual underflow.
*/
</
PRE>
<A NAME=
"gamma"> </A>
<
PRE>
/* gammal.c
*
* Gamma function
*
*
*
* SYNOPSIS:
*
* long double x, y, gammal();
* extern int sgngam;
*
* y = gammal( x );
*
*
*
* DESCRIPTION:
*
* Returns gamma function of the argument. The result is
* correctly signed, and the sign (+
1 or -
1) is also
* returned in a global (extern) variable named sgngam.
* This variable is also filled in by the logarithmic gamma
* function lgam().
*
* Arguments |x| <=
13 are reduced by recurrence and the function
* approximated by a rational function of degree
7/
8 in the
* interval (
2,
3). Large arguments are handled by Stirling
's
* formula. Large negative arguments are made positive using
* a reflection formula.
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
40,+
40 10000 3.
6e-
19 7.
9e-
20
* IEEE -
1755,+
1755 10000 4.
8e-
18 6.
5e-
19
*
* Accuracy for large arguments is dominated by error in powl().
*
*/
</
PRE>
<A NAME=
"lgam"> </A>
<
PRE>
/* lgaml()
*
* Natural logarithm of gamma function
*
*
*
* SYNOPSIS:
*
* long double x, y, lgaml();
* extern int sgngam;
*
* y = lgaml( x );
*
*
*
* DESCRIPTION:
*
* Returns the
base e (
2.
718...) logarithm of the absolute
* value of the gamma function of the argument.
* The sign (+
1 or -
1) of the gamma function is returned in a
* global (extern) variable named sgngam.
*
* For arguments greater than
33, the logarithm of the gamma
* function is approximated by the logarithmic version of
* Stirling
's formula using a polynomial approximation of
* degree
4. Arguments between -
33 and +
33 are reduced by
* recurrence to the interval [
2,
3] of a rational approximation.
* The cosecant reflection formula is employed for arguments
* less than -
33.
*
* Arguments greater than MAXLGML (
10^
4928) return MAXNUML.
*
*
*
* ACCURACY:
*
*
* arithmetic domain # trials peak rms
* IEEE -
40,
40 100000 2.
2e-
19 4.
6e-
20
* IEEE
10^-
2000,
10^+
2000 20000 1.
6e-
19 3.
3e-
20
* The error criterion was relative when the function magnitude
* was greater than one but absolute when it was less than one.
*
*/
</
PRE>
<A NAME=
"gdtr"> </A>
<
PRE>
/* gdtrl.c
*
* Gamma distribution function
*
*
*
* SYNOPSIS:
*
* long double a, b, x, y, gdtrl();
*
* y = gdtrl( a, b, x );
*
*
*
* DESCRIPTION:
*
* Returns the integral from zero to x of the gamma probability
* density function:
*
*
* x
* b -
* a | | b-
1 -at
* y = ----- | t e
dt
* - | |
* | (b) -
*
0
*
* The incomplete gamma integral is used, according to the
* relation
*
* y = igam( b, ax ).
*
*
* ACCURACY:
*
* See igam().
*
* ERROR MESSAGES:
*
* message condition value returned
* gdtrl domain x <
0 0.
0
*
*/
</
PRE>
<A NAME=
"gdtrc"> </A>
<
PRE>
/* gdtrcl.c
*
* Complemented gamma distribution function
*
*
*
* SYNOPSIS:
*
* long double a, b, x, y, gdtrcl();
*
* y = gdtrcl( a, b, x );
*
*
*
* DESCRIPTION:
*
* Returns the integral from x to infinity of the gamma
* probability density function:
*
*
* inf.
* b -
* a | | b-
1 -at
* y = ----- | t e
dt
* - | |
* | (b) -
* x
*
* The incomplete gamma integral is used, according to the
* relation
*
* y = igamc( b, ax ).
*
*
* ACCURACY:
*
* See igamc().
*
* ERROR MESSAGES:
*
* message condition value returned
* gdtrcl domain x <
0 0.
0
*
*/
</
PRE>
<A NAME=
"gels"> </A>
<
PRE>
/*
C
C ..................................................................
C
C SUBROUTINE GELS
C
C PURPOSE
C TO SOLVE A SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS WITH
C SYMMETRIC COEFFICIENT MATRIX UPPER TRIANGULAR PART OF WHICH
C IS ASSUMED TO BE STORED COLUMNWISE.
C
C USAGE
C CALL GELS(R,A,M,N,EPS,IER,AUX)
C
C DESCRIPTION OF PARAMETERS
C R - M BY N RIGHT HAND SIDE MATRIX. (DESTROYED)
C ON RETURN R CONTAINS THE SOLUTION OF THE EQUATIONS.
C A - UPPER TRIANGULAR PART OF THE SYMMETRIC
C M BY M COEFFICIENT MATRIX. (DESTROYED)
C M - THE NUMBER OF EQUATIONS IN THE SYSTEM.
C N - THE NUMBER OF RIGHT HAND SIDE VECTORS.
C EPS - AN
INPUT CONSTANT WHICH IS USED AS RELATIVE
C TOLERANCE FOR TEST ON LOSS OF SIGNIFICANCE.
C IER - RESULTING ERROR PARAMETER CODED AS FOLLOWS
C IER=
0 - NO ERROR,
C IER=-
1 - NO RESULT BECAUSE OF M LESS THAN
1 OR
C PIVOT ELEMENT AT ANY ELIMINATION STEP
C EQUAL TO
0,
C IER=K - WARNING DUE TO POSSIBLE LOSS OF SIGNIFI-
C CANCE INDICATED AT ELIMINATION STEP K+
1,
C WHERE PIVOT ELEMENT WAS LESS THAN OR
C EQUAL TO THE INTERNAL TOLERANCE EPS TIMES
C ABSOLUTELY GREATEST MAIN DIAGONAL
C ELEMENT OF MATRIX A.
C AUX - AN AUXILIARY STORAGE ARRAY WITH DIMENSION M-
1.
C
C REMARKS
C UPPER TRIANGULAR PART OF MATRIX A IS ASSUMED TO BE STORED
C COLUMNWISE IN M*(M+
1)/
2 SUCCESSIVE STORAGE LOCATIONS, RIGHT
C HAND SIDE MATRIX R COLUMNWISE IN N*M SUCCESSIVE STORAGE
C LOCATIONS. ON RETURN SOLUTION MATRIX R IS STORED COLUMNWISE
C TOO.
C THE PROCEDURE GIVES RESULTS IF THE NUMBER OF EQUATIONS M IS
C GREATER THAN
0 AND PIVOT ELEMENTS AT ALL ELIMINATION STEPS
C ARE DIFFERENT FROM
0. HOWEVER WARNING IER=K - IF GIVEN -
C INDICATES POSSIBLE LOSS OF SIGNIFICANCE. IN CASE OF A WELL
C SCALED MATRIX A AND APPROPRIATE TOLERANCE EPS, IER=K MAY BE
C INTERPRETED THAT MATRIX A HAS THE RANK K. NO WARNING IS
C GIVEN IN CASE M=
1.
C ERROR PARAMETER IER=-
1 DOES NOT NECESSARILY MEAN THAT
C MATRIX A IS SINGULAR, AS ONLY MAIN DIAGONAL ELEMENTS
C ARE USED AS PIVOT ELEMENTS. POSSIBLY SUBROUTINE GELG (WHICH
C WORKS WITH TOTAL PIVOTING) WOULD BE ABLE TO FIND A SOLUTION.
C
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
C NONE
C
C METHOD
C SOLUTION IS DONE BY MEANS OF GAUSS-ELIMINATION WITH
C PIVOTING IN MAIN DIAGONAL, IN ORDER TO PRESERVE
C SYMMETRY IN REMAINING COEFFICIENT MATRICES.
C
C ..................................................................
C
*/
</
PRE>
<A NAME=
"hyperg"> </A>
<
PRE>
/* hypergl.c
*
* Confluent hypergeometric function
*
*
*
* SYNOPSIS:
*
* long double a, b, x, y, hypergl();
*
* y = hypergl( a, b, x );
*
*
*
* DESCRIPTION:
*
* Computes the confluent hypergeometric function
*
*
1 2
* a x a(a+
1) x
* F ( a,b;x ) =
1 + ---- + --------- + ...
*
1 1 b
1! b(b+
1)
2!
*
* Many higher transcendental functions are special cases of
* this power series.
*
* As is evident from the formula, b must not be a negative
* integer or zero unless a is an integer with
0 >= a > b.
*
* The routine attempts both a direct summation of the series
* and an asymptotic expansion. In each case error due to
* roundoff, cancellation, and nonconvergence is estimated.
* The result with smaller estimated error is returned.
*
*
*
* ACCURACY:
*
* Tested at random points (a, b, x), all three variables
* ranging from
0 to
30.
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
30 100000 3.
3e-
18 5.
0e-
19
*
* Larger errors can be observed when b is near a negative
* integer or zero. Certain combinations of arguments yield
* serious cancellation error in the power series summation
* and also are not in the region of near convergence of the
* asymptotic series. An error message is printed if the
* self-estimated relative error is greater than
1.
0e-
12.
*
*/
</
PRE>
<A NAME=
"ieee"> </A>
<
PRE>
/* ieee.c
*
* Extended precision IEEE binary floating point arithmetic routines
*
* Numbers are stored in C language as arrays of
16-bit unsigned
* short integers. The arguments of the routines are pointers to
* the arrays.
*
*
* External e type data structure, simulates Intel
8087 chip
* temporary real format but possibly with a larger significand:
*
* NE-
1 significand words (least significant word first,
* most significant bit is normally set)
* exponent (value = EXONE for
1.
0,
* top bit is the sign)
*
*
* Internal data structure of a number (a
"word" is
16 bits):
*
* ei[
0] sign word (
0 for positive,
0xffff for negative)
* ei[
1] biased exponent (value = EXONE for the number
1.
0)
* ei[
2] high guard word (always zero after normalization)
* ei[
3]
* to ei[NI-
2] significand (NI-
4 significand words,
* most significant word first,
* most significant bit is set)
* ei[NI-
1] low guard word (
0x8000 bit is rounding place)
*
*
*
* Routines for external format numbers
*
* asctoe( string, e ) ASCII string to extended double e type
* asctoe64( string, &d ) ASCII string to long double
* asctoe53( string, &d ) ASCII string to double
* asctoe24( string, &f ) ASCII string to single
* asctoeg( string, e, prec ) ASCII string to specified precision
* e24toe( &f, e ) IEEE single precision to e type
* e53toe( &d, e ) IEEE double precision to e type
* e64toe( &d, e ) IEEE long double precision to e type
* eabs(e) absolute value
* eadd( a, b, c ) c = b + a
* eclear(e) e =
0
* ecmp (a, b) Returns
1 if a > b,
0 if a == b,
* -
1 if a < b, -
2 if either a or b is a NaN.
* ediv( a, b, c ) c = b / a
* efloor( a, b ) truncate to integer, toward -infinity
* efrexp( a, exp, s ) extract exponent and significand
* eifrac( e, &l, frac ) e to long integer and e type fraction
* euifrac( e, &l, frac ) e to unsigned long integer and e type fraction
* einfin( e ) set e to infinity, leaving its sign alone
* eldexp( a, n, b ) multiply by
2**n
* emov( a, b ) b = a
* emul( a, b, c ) c = b * a
* eneg(e) e = -e
* eround( a, b ) b = nearest integer value to a
* esub( a, b, c ) c = b - a
* e24toasc( &f, str, n ) single to ASCII string, n digits after decimal
* e53toasc( &d, str, n ) double to ASCII string, n digits after decimal
* e64toasc( &d, str, n ) long double to ASCII string
* etoasc( e, str, n ) e to ASCII string, n digits after decimal
* etoe24( e, &f ) convert e type to IEEE single precision
* etoe53( e, &d ) convert e type to IEEE double precision
* etoe64( e, &d ) convert e type to IEEE long double precision
* ltoe( &l, e ) long (
32 bit) integer to e type
* ultoe( &l, e ) unsigned long (
32 bit) integer to e type
* eisneg( e )
1 if sign bit of e !=
0, else
0
* eisinf( e )
1 if e has maximum exponent (non-IEEE)
* or is infinite (IEEE)
* eisnan( e )
1 if e is a NaN
* esqrt( a, b ) b = square root of a
*
*
* Routines for internal format numbers
*
* eaddm( ai, bi ) add significands, bi = bi + ai
* ecleaz(ei) ei =
0
* ecleazs(ei) set ei =
0 but leave its sign alone
* ecmpm( ai, bi ) compare significands, return
1,
0, or -
1
* edivm( ai, bi ) divide significands, bi = bi / ai
* emdnorm(ai,l,s,exp) normalize and round off
* emovi( a, ai ) convert external a to internal ai
* emovo( ai, a ) convert internal ai to external a
* emovz( ai, bi ) bi = ai, low guard word of bi =
0
* emulm( ai, bi ) multiply significands, bi = bi * ai
* enormlz(ei) left-justify the significand
* eshdn1( ai ) shift significand and guards down
1 bit
* eshdn8( ai ) shift down
8 bits
* eshdn6( ai ) shift down
16 bits
* eshift( ai, n ) shift ai n bits up (or down if n <
0)
* eshup1( ai ) shift significand and guards up
1 bit
* eshup8( ai ) shift up
8 bits
* eshup6( ai ) shift up
16 bits
* esubm( ai, bi ) subtract significands, bi = bi - ai
*
*
* The result is always normalized and rounded to NI-
4 word precision
* after each arithmetic operation.
*
* Exception flags are NOT fully supported.
*
* Define INFINITY in mconf.h for support of infinity; otherwise a
* saturation arithmetic is implemented.
*
* Define NANS for support of Not-a-Number items; otherwise the
* arithmetic will never produce a NaN
output, and might be confused
* by a NaN
input.
* If NaN
's are supported, the output of ecmp(a,b) is -2 if
* either a or b is a NaN. This means asking if(ecmp(a,b) <
0)
* may not be legitimate. Use if(ecmp(a,b) == -
1) for less-than
* if in doubt.
* Signaling NaN
's are NOT supported; they are treated the same
* as quiet NaN
's.
*
* Denormals are always supported here where appropriate (e.g., not
* for conversion to DEC numbers).
*/
/*
* Revision history:
*
*
5 Jan
84 PDP-
11 assembly language version
*
2 Mar
86 fixed bug in asctoq()
*
6 Dec
86 C language version
*
30 Aug
88 100 digit version, improved rounding
*
15 May
92 80-bit long double support
*
* Author: S. L. Moshier.
*/
</
PRE>
<A NAME=
"igami"> </A>
<
PRE>
/* igamil()
*
* Inverse of complemented imcomplete gamma integral
*
*
*
* SYNOPSIS:
*
* long double a, x, y, igamil();
*
* x = igamil( a, y );
*
*
*
* DESCRIPTION:
*
* Given y, the function finds x such that
*
* igamc( a, x ) = y.
*
* Starting with the approximate value
*
*
3
* x = a t
*
* where
*
* t =
1 - d - ndtri(y) sqrt(d)
*
* and
*
* d =
1/
9a,
*
* the routine performs up to
10 Newton iterations to find the
* root of igamc(a,x) - y =
0.
*
*
* ACCURACY:
*
* Tested for a ranging from
0.
5 to
30 and x from
0 to
0.
5.
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC
0,
0.
5 3400 8.
8e-
16 1.
3e-
16
* IEEE
0,
0.
5 10000 1.
1e-
14 1.
0e-
15
*
*/
</
PRE>
<A NAME=
"igam"> </A>
<
PRE>
/* igaml.c
*
* Incomplete gamma integral
*
*
*
* SYNOPSIS:
*
* long double a, x, y, igaml();
*
* y = igaml( a, x );
*
*
*
* DESCRIPTION:
*
* The function is defined by
*
* x
* -
*
1 | | -t a-
1
* igam(a,x) = ----- | e t
dt.
* - | |
* | (a) -
*
0
*
*
* In this implementation both arguments must be positive.
* The integral is evaluated by either a power series or
* continued fraction expansion, depending on the relative
* values of a and x.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC
0,
30 4000 4.
4e-
15 6.
3e-
16
* IEEE
0,
30 10000 3.
6e-
14 5.
1e-
15
*
*/
</
PRE>
<A NAME=
"igamc"> </A>
<
PRE>
/* igamcl()
*
* Complemented incomplete gamma integral
*
*
*
* SYNOPSIS:
*
* long double a, x, y, igamcl();
*
* y = igamcl( a, x );
*
*
*
* DESCRIPTION:
*
* The function is defined by
*
*
* igamc(a,x) =
1 - igam(a,x)
*
* inf.
* -
*
1 | | -t a-
1
* = ----- | e t
dt.
* - | |
* | (a) -
* x
*
*
* In this implementation both arguments must be positive.
* The integral is evaluated by either a power series or
* continued fraction expansion, depending on the relative
* values of a and x.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* DEC
0,
30 2000 2.
7e-
15 4.
0e-
16
* IEEE
0,
30 60000 1.
4e-
12 6.
3e-
15
*
*/
</
PRE>
<A NAME=
"incbet"> </A>
<
PRE>
/* incbetl.c
*
* Incomplete beta integral
*
*
* SYNOPSIS:
*
* long double a, b, x, y, incbetl();
*
* y = incbetl( a, b, x );
*
*
* DESCRIPTION:
*
* Returns incomplete beta integral of the arguments, evaluated
* from zero to x. The function is defined as
*
* x
* - -
* | (a+b) | | a-
1 b-
1
* ----------- | t (
1-t)
dt.
* - - | |
* | (a) | (b) -
*
0
*
* The domain of definition is
0 <= x <=
1. In this
* implementation a and b are restricted to positive values.
* The integral from x to
1 may be obtained by the symmetry
* relation
*
*
1 - incbet( a, b, x ) = incbet( b, a,
1-x ).
*
* The integral is evaluated by a continued fraction expansion
* or, when b*x is
small, by a power series.
*
* ACCURACY:
*
* Tested at random points (a,b,x) with x between
0 and
1.
* arithmetic domain # trials peak rms
* IEEE
0,
5 20000 4.
5e-
18 2.
4e-
19
* IEEE
0,
100 100000 3.
9e-
17 1.
0e-
17
* Half-integer a, b:
* IEEE .
5,
10000 100000 3.
9e-
14 4.
4e-
15
* Outputs smaller than the IEEE gradual underflow threshold
* were excluded from these statistics.
*
* ERROR MESSAGES:
*
* message condition value returned
* incbetl domain x<
0, x>
1 0.
0
*/
</
PRE>
<A NAME=
"incbi"> </A>
<
PRE>
/* incbil()
*
* Inverse of imcomplete beta integral
*
*
*
* SYNOPSIS:
*
* long double a, b, x, y, incbil();
*
* x = incbil( a, b, y );
*
*
*
* DESCRIPTION:
*
* Given y, the function finds x such that
*
* incbet( a, b, x ) = y.
*
* the routine performs up to
10 Newton iterations to find the
* root of incbet(a,b,x) - y =
0.
*
*
* ACCURACY:
*
* Relative error:
* x a,b
* arithmetic domain domain # trials peak rms
* IEEE
0,
1 .
5,
10000 10000 1.
1e-
14 1.
4e-
16
*/
</
PRE>
<A NAME=
"isnan"> </A>
<A NAME=
"isfinite"> </A>
<A NAME=
"signbit"> </A>
<
PRE>
/* isnanl()
* isfinitel()
* signbitl()
*
* Floating point IEEE special number tests
*
*
*
* SYNOPSIS:
*
* int signbitl(), isnanl(), isfinitel();
* long double x, y;
*
* n = signbitl(x);
* n = isnanl(x);
* n = isfinitel(x);
*
*
*
* DESCRIPTION:
*
* These functions are part of the standard C run
time library
* for some but not all C compilers. The ones supplied are
* written in C for IEEE arithmetic. They should
* be used only if your compiler library does not already have
* them.
*
*/
</
PRE>
<A NAME=
"j0"> </A>
<
PRE>
/* j0l.c
*
* Bessel function of order zero
*
*
*
* SYNOPSIS:
*
* long double x, y, j0l();
*
* y = j0l( x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of first kind, order zero of the argument.
*
* The domain is divided into the intervals [
0,
9] and
* (
9, infinity). In the first interval the rational approximation
* is (x^
2 - r^
2) (x^
2 - s^
2) (x^
2 - t^
2) P7(x^
2) / Q8(x^
2),
* where r, s, t are the first three zeros of the function.
* In the second interval the expansion is in terms of the
* modulus M0(x) = sqrt(J0(x)^
2 + Y0(x)^
2) and phase P0(x)
* = atan(Y0(x)/J0(x)). M0 is approximated by sqrt(
1/x)P7(
1/x)/Q7(
1/x).
* The approximation to J0 is M0 * cos(x - pi/
4 +
1/x P5(
1/x^
2)/Q6(
1/x^
2)).
*
*
* ACCURACY:
*
* Absolute error:
* arithmetic domain # trials peak rms
* IEEE
0,
30 100000 2.
8e-
19 7.
4e-
20
*
*
*/
</
PRE>
<A NAME=
"y0"> </A>
<
PRE>
/* y0l.c
*
* Bessel function of the second kind, order zero
*
*
*
* SYNOPSIS:
*
* double x, y, y0l();
*
* y = y0l( x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of the second kind, of order
* zero, of the argument.
*
* The domain is divided into the intervals [
0,
5>, [
5,
9> and
* [
9, infinity). In the first interval a rational approximation
* R(x) is employed to compute y0(x) = R(x) +
2/pi * log(x) * j0(x).
*
* In the second interval, the approximation is
* (x - p)(x - q)(x - r)(x - s)P7(x)/Q7(x)
* where p, q, r, s are zeros of y0(x).
*
* The third interval uses the same approximations to modulus
* and phase as j0(x), whence y0(x) = modulus * sin(phase).
*
* ACCURACY:
*
* Absolute error, when y0(x) <
1; else relative error:
*
* arithmetic domain # trials peak rms
* IEEE
0,
30 100000 3.
4e-
19 7.
6e-
20
*
*/
</
PRE>
<A NAME=
"j1"> </A>
<
PRE>
/* j1l.c
*
* Bessel function of order one
*
*
*
* SYNOPSIS:
*
* long double x, y, j1l();
*
* y = j1l( x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of order one of the argument.
*
* The domain is divided into the intervals [
0,
9] and
* (
9, infinity). In the first interval the rational approximation
* is (x^
2 - r^
2) (x^
2 - s^
2) (x^
2 - t^
2) x P8(x^
2) / Q8(x^
2),
* where r, s, t are the first three zeros of the function.
* In the second interval the expansion is in terms of the
* modulus M1(x) = sqrt(J1(x)^
2 + Y1(x)^
2) and phase P1(x)
* = atan(Y1(x)/J1(x)). M1 is approximated by sqrt(
1/x)P7(
1/x)/Q8(
1/x).
* The approximation to j1 is M1 * cos(x -
3 pi/
4 +
1/x P5(
1/x^
2)/Q6(
1/x^
2)).
*
*
* ACCURACY:
*
* Absolute error:
* arithmetic domain # trials peak rms
* IEEE
0,
30 40000 1.
8e-
19 5.
0e-
20
*
*
*/
</
PRE>
<A NAME=
"y1"> </A>
<
PRE>
/* y1l.c
*
* Bessel function of the second kind, order zero
*
*
*
* SYNOPSIS:
*
* double x, y, y1l();
*
* y = y1l( x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of the second kind, of order
* zero, of the argument.
*
* The domain is divided into the intervals [
0,
4.
5>, [
4.
5,
9> and
* [
9, infinity). In the first interval a rational approximation
* R(x) is employed to compute y0(x) = R(x) +
2/pi * log(x) * j0(x).
*
* In the second interval, the approximation is
* (x - p)(x - q)(x - r)(x - s)P9(x)/Q10(x)
* where p, q, r, s are zeros of y1(x).
*
* The third interval uses the same approximations to modulus
* and phase as j1(x), whence y1(x) = modulus * sin(phase).
*
* ACCURACY:
*
* Absolute error, when y0(x) <
1; else relative error:
*
* arithmetic domain # trials peak rms
* IEEE
0,
30 36000 2.
7e-
19 5.
3e-
20
*
*/
</
PRE>
<A NAME=
"jn"> </A>
<
PRE>
/* jnl.c
*
* Bessel function of integer order
*
*
*
* SYNOPSIS:
*
* int n;
* long double x, y, jnl();
*
* y = jnl( n, x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of order n, where n is a
* (possibly negative) integer.
*
* The ratio of jn(x) to j0(x) is computed by backward
* recurrence. First the ratio jn/jn-
1 is found by a
* continued fraction expansion. Then the recurrence
* relating successive orders is applied until j0 or j1 is
* reached.
*
* If n =
0 or
1 the routine for j0 or j1 is called
* directly.
*
*
*
* ACCURACY:
*
* Absolute error:
* arithmetic domain # trials peak rms
* IEEE -
30,
30 5000 3.
3e-
19 4.
7e-
20
*
*
* Not suitable for large n or x.
*
*/
</
PRE>
<A NAME=
"ldrand"> </A>
<
PRE>
/* ldrand.c
*
* Pseudorandom number generator
*
*
*
* SYNOPSIS:
*
* double y;
* int ldrand();
*
* ldrand( &y );
*
*
*
* DESCRIPTION:
*
* Yields a random number
1.
0 < = y <
2.
0.
*
* The three-generator congruential algorithm by Brian
* Wichmann and David Hill (BYTE magazine, March,
1987,
* pp
127-
8) is used.
*
* Versions invoked by the different arithmetic compile
*
time options IBMPC, and MIEEE, produce the same sequences.
*
*/
</
PRE>
<A NAME=
"log10"> </A>
<
PRE>
/* log10l.c
*
* Common logarithm, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, log10l();
*
* y = log10l( x );
*
*
*
* DESCRIPTION:
*
* Returns the
base 10 logarithm of x.
*
* The argument is separated into its exponent and fractional
* parts. If the exponent is between -
1 and +
1, the logarithm
* of the fraction is approximated by
*
* log(
1+x) = x -
0.
5 x**
2 + x**
3 P(x)/Q(x).
*
* Otherwise, setting z =
2(x-
1)/x+
1),
*
* log(x) = z + z**
3 P(z)/Q(z).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0.
5,
2.
0 30000 9.
0e-
20 2.
6e-
20
* IEEE exp(+-
10000)
30000 6.
0e-
20 2.
3e-
20
*
* In the tests over the interval exp(+-
10000), the logarithms
* of the random arguments were uniformly distributed over
* [-
10000, +
10000].
*
* ERROR MESSAGES:
*
* log singularity: x =
0; returns MINLOG
* log domain: x <
0; returns MINLOG
*/
</
PRE>
<A NAME=
"log1p"> </A>
<
PRE>
/* log1pl.c
*
* Relative error logarithm
* Natural logarithm of
1+x, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, log1pl();
*
* y = log1pl( x );
*
*
*
* DESCRIPTION:
*
* Returns the
base e (
2.
718...) logarithm of
1+x.
*
* The argument
1+x is separated into its exponent and fractional
* parts. If the exponent is between -
1 and +
1, the logarithm
* of the fraction is approximated by
*
* log(
1+x) = x -
0.
5 x^
2 + x^
3 P(x)/Q(x).
*
* Otherwise, setting z =
2(x-
1)/x+
1),
*
* log(x) = z + z^
3 P(z)/Q(z).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
1.
0,
9.
0 100000 8.
2e-
20 2.
5e-
20
*
* ERROR MESSAGES:
*
* log singularity: x-
1 =
0; returns -INFINITYL
* log domain: x-
1 <
0; returns NANL
*/
</
PRE>
<A NAME=
"log2"> </A>
<
PRE>
/* log2l.c
*
*
Base 2 logarithm, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, log2l();
*
* y = log2l( x );
*
*
*
* DESCRIPTION:
*
* Returns the
base 2 logarithm of x.
*
* The argument is separated into its exponent and fractional
* parts. If the exponent is between -
1 and +
1, the (natural)
* logarithm of the fraction is approximated by
*
* log(
1+x) = x -
0.
5 x**
2 + x**
3 P(x)/Q(x).
*
* Otherwise, setting z =
2(x-
1)/x+
1),
*
* log(x) = z + z**
3 P(z)/Q(z).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0.
5,
2.
0 30000 9.
8e-
20 2.
7e-
20
* IEEE exp(+-
10000)
70000 5.
4e-
20 2.
3e-
20
*
* In the tests over the interval exp(+-
10000), the logarithms
* of the random arguments were uniformly distributed over
* [-
10000, +
10000].
*
* ERROR MESSAGES:
*
* log singularity: x =
0; returns -INFINITYL
* log domain: x <
0; returns NANL
*/
</
PRE>
<A NAME=
"log"> </A>
<
PRE>
/* logl.c
*
* Natural logarithm, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, logl();
*
* y = logl( x );
*
*
*
* DESCRIPTION:
*
* Returns the
base e (
2.
718...) logarithm of x.
*
* The argument is separated into its exponent and fractional
* parts. If the exponent is between -
1 and +
1, the logarithm
* of the fraction is approximated by
*
* log(
1+x) = x -
0.
5 x**
2 + x**
3 P(x)/Q(x).
*
* Otherwise, setting z =
2(x-
1)/x+
1),
*
* log(x) = z + z**
3 P(z)/Q(z).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0.
5,
2.
0 150000 8.
71e-
20 2.
75e-
20
* IEEE exp(+-
10000)
100000 5.
39e-
20 2.
34e-
20
*
* In the tests over the interval exp(+-
10000), the logarithms
* of the random arguments were uniformly distributed over
* [-
10000, +
10000].
*
* ERROR MESSAGES:
*
* log singularity: x =
0; returns -INFINITYL
* log domain: x <
0; returns NANL
*/
</
PRE>
<A NAME=
"mtherr"> </A>
<
PRE>
/* mtherr.c
*
* Library common error handling routine
*
*
*
* SYNOPSIS:
*
* char *fctnam;
* int
code;
* int mtherr();
*
* mtherr( fctnam,
code );
*
*
*
* DESCRIPTION:
*
* This routine may be called to report one of the following
* error conditions (in the include file mconf.h).
*
* Mnemonic Value Significance
*
* DOMAIN
1 argument domain error
* SING
2 function singularity
* OVERFLOW
3 overflow range error
* UNDERFLOW
4 underflow range error
* TLOSS
5 total loss of precision
* PLOSS
6 partial loss of precision
* EDOM
33 Unix domain error
code
* ERANGE
34 Unix range error
code
*
* The default version of the file prints the function name,
* passed to it by the pointer fctnam, followed by the
* error condition. The display is directed to the standard
*
output device. The routine then returns to the calling
* program. Users may wish to modify the program to abort by
* calling exit() under severe error conditions such as domain
* errors.
*
* Since all error conditions pass control to this function,
* the display may be easily changed, eliminated, or directed
* to an error logging device.
*
* SEE ALSO:
*
* mconf.h
*
*/
</
PRE>
<A NAME=
"nbdtr"> </A>
<
PRE>
/* nbdtrl.c
*
* Negative binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, nbdtrl();
*
* y = nbdtrl( k, n, p );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the terms
0 through k of the negative
* binomial distribution:
*
* k
* -- ( n+j-
1 ) n j
* > ( ) p (
1-p)
* -- ( j )
* j=
0
*
* In a sequence of Bernoulli trials, this is the probability
* that k or fewer failures precede the nth success.
*
* The terms are not computed individually; instead the incomplete
* beta integral is employed, according to the formula
*
* y = nbdtr( k, n, p ) = incbet( n, k+
1, p ).
*
* The arguments must be positive, with p ranging from
0 to
1.
*
*
*
* ACCURACY:
*
* Tested at random points (k,n,p) with k and n between
1 and
10,
000
* and p between
0 and
1.
*
* arithmetic domain # trials peak rms
* Absolute error:
* IEEE
0,
10000 10000 9.
8e-
15 2.
1e-
16
*
*/
</
PRE>
<A NAME=
"nbdtrc"> </A>
<
PRE>
/* nbdtrcl.c
*
* Complemented negative binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, nbdtrcl();
*
* y = nbdtrcl( k, n, p );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the terms k+
1 to infinity of the negative
* binomial distribution:
*
* inf
* -- ( n+j-
1 ) n j
* > ( ) p (
1-p)
* -- ( j )
* j=k+
1
*
* The terms are not computed individually; instead the incomplete
* beta integral is employed, according to the formula
*
* y = nbdtrc( k, n, p ) = incbet( k+
1, n,
1-p ).
*
* The arguments must be positive, with p ranging from
0 to
1.
*
*
*
* ACCURACY:
*
* See incbetl.c.
*
*/
</
PRE>
<A NAME=
"nbdtri"> </A>
<
PRE>
/* nbdtril
*
* Functional inverse of negative binomial distribution
*
*
*
* SYNOPSIS:
*
* int k, n;
* long double p, y, nbdtril();
*
* p = nbdtril( k, n, y );
*
*
*
* DESCRIPTION:
*
* Finds the argument p such that nbdtr(k,n,p) is equal to y.
*
* ACCURACY:
*
* Tested at random points (a,b,y), with y between
0 and
1.
*
* a,b Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
100
* See also incbil.c.
*/
</
PRE>
<A NAME=
"ndtri"> </A>
<
PRE>
/* ndtril.c
*
* Inverse of Normal distribution function
*
*
*
* SYNOPSIS:
*
* long double x, y, ndtril();
*
* x = ndtril( y );
*
*
*
* DESCRIPTION:
*
* Returns the argument, x, for which the
area under the
* Gaussian probability density function (integrated from
* minus infinity to x) is equal to y.
*
*
* For
small arguments
0 < y < exp(-
2), the program computes
* z = sqrt( -
2 log(y) ); then the approximation is
* x = z - log(z)/z - (
1/z) P(
1/z) / Q(
1/z) .
* For larger arguments, x/sqrt(
2 pi) = w + w^
3 R(w^
2)/S(w^
2)) ,
* where w = y -
0.
5 .
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* Arguments uniformly distributed:
* IEEE
0,
1 5000 7.
8e-
19 9.
9e-
20
* Arguments exponentially distributed:
* IEEE exp(-
11355),-
1 30000 1.
7e-
19 4.
3e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* ndtril domain x <=
0 -MAXNUML
* ndtril domain x >=
1 MAXNUML
*
*/
</
PRE>
<A NAME=
"ndtr"> </A>
<
PRE>
/* ndtrl.c
*
* Normal distribution function
*
*
*
* SYNOPSIS:
*
* long double x, y, ndtrl();
*
* y = ndtrl( x );
*
*
*
* DESCRIPTION:
*
* Returns the
area under the Gaussian probability density
* function, integrated from minus infinity to x:
*
* x
* -
*
1 | |
2
* ndtr(x) = --------- | exp( - t /
2 )
dt
* sqrt(
2pi) | |
* -
* -inf.
*
* = (
1 + erf(z) ) /
2
* = erfc(z) /
2
*
* where z = x/sqrt(
2). Computation is via the functions
* erf and erfc with care to avoid error amplification in computing exp(-x^
2).
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
13,
0 30000 7.
7e-
19 1.
0e-
19
* IEEE -
106.
5,-
2 30000 4.
2e-
19 7.
2e-
20
* IEEE
0,
3 30000 1.
0e-
19 2.
4e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* erfcl underflow x^
2 /
2 > MAXLOGL
0.
0
*
*/
</
PRE>
<A NAME=
"erf"> </A>
<
PRE>
/* erfl.c
*
* Error function
*
*
*
* SYNOPSIS:
*
* long double x, y, erfl();
*
* y = erfl( x );
*
*
*
* DESCRIPTION:
*
* The integral is
*
* x
* -
*
2 | |
2
* erf(x) = -------- | exp( - t )
dt.
* sqrt(pi) | |
* -
*
0
*
* The magnitude of x is limited to about
106.
56 for IEEE
* arithmetic;
1 or -
1 is returned outside this range.
*
* For
0 <= |x| <
1, erf(x) = x * P6(x^
2)/Q6(x^
2); otherwise
* erf(x) =
1 - erfc(x).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
1 50000 2.
0e-
19 5.
7e-
20
*
*/
</
PRE>
<A NAME=
"erfc"> </A>
<
PRE>
/* erfcl.c
*
* Complementary error function
*
*
*
* SYNOPSIS:
*
* long double x, y, erfcl();
*
* y = erfcl( x );
*
*
*
* DESCRIPTION:
*
*
*
1 - erf(x) =
*
* inf.
* -
*
2 | |
2
* erfc(x) = -------- | exp( - t )
dt
* sqrt(pi) | |
* -
* x
*
*
* For
small x, erfc(x) =
1 - erf(x); otherwise rational
* approximations are computed.
*
* A special function expx2l.c is used to suppress error amplification
* in computing exp(-x^
2).
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
13 50000 8.
4e-
19 9.
7e-
20
* IEEE
6,
106.
56 20000 2.
9e-
19 7.
1e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* erfcl underflow x^
2 > MAXLOGL
0.
0
*
*
*/
</
PRE>
<A NAME=
"pdtr"> </A>
<
PRE>
/* pdtrl.c
*
* Poisson distribution
*
*
*
* SYNOPSIS:
*
* int k;
* long double m, y, pdtrl();
*
* y = pdtrl( k, m );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the first k terms of the Poisson
* distribution:
*
* k j
* -- -m m
* > e --
* -- j!
* j=
0
*
* The terms are not summed directly; instead the incomplete
* gamma integral is employed, according to the relation
*
* y = pdtr( k, m ) = igamc( k+
1, m ).
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igamc().
*
*/
</
PRE>
<A NAME=
"pdtrc"> </A>
<
PRE>
/* pdtrcl()
*
* Complemented poisson distribution
*
*
*
* SYNOPSIS:
*
* int k;
* long double m, y, pdtrcl();
*
* y = pdtrcl( k, m );
*
*
*
* DESCRIPTION:
*
* Returns the sum of the terms k+
1 to infinity of the Poisson
* distribution:
*
* inf. j
* -- -m m
* > e --
* -- j!
* j=k+
1
*
* The terms are not summed directly; instead the incomplete
* gamma integral is employed, according to the formula
*
* y = pdtrc( k, m ) = igam( k+
1, m ).
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igam.c.
*
*/
</
PRE>
<A NAME=
"pdtri"> </A>
<
PRE>
/* pdtril()
*
* Inverse Poisson distribution
*
*
*
* SYNOPSIS:
*
* int k;
* long double m, y, pdtrl();
*
* m = pdtril( k, y );
*
*
*
*
* DESCRIPTION:
*
* Finds the Poisson variable x such that the integral
* from
0 to x of the Poisson density is equal to the
* given probability y.
*
* This is accomplished using the inverse gamma integral
* function and the relation
*
* m = igami( k+
1, y ).
*
*
*
*
* ACCURACY:
*
* See igami.c.
*
* ERROR MESSAGES:
*
* message condition value returned
* pdtri domain y <
0 or y >=
1 0.
0
* k <
0
*
*/
</
PRE>
<A NAME=
"polevl"> </A>
<A NAME=
"p1evl"> </A>
<
PRE>
/* polevll.c
* p1evll.c
*
* Evaluate polynomial
*
*
*
* SYNOPSIS:
*
* int N;
* long double x, y, coef[N+
1], polevl[];
*
* y = polevll( x, coef, N );
*
*
*
* DESCRIPTION:
*
* Evaluates polynomial of degree N:
*
*
2 N
* y = C + C x + C x +...+ C x
*
0 1 2 N
*
* Coefficients are stored in reverse order:
*
* coef[
0] = C , ..., coef[N] = C .
* N
0
*
* The function p1evll() assumes that coef[N] =
1.
0 and is
* omitted from the array. Its calling arguments are
* otherwise the same as polevll().
*
* This module also contains the following globally declared constants:
* MAXNUML =
1.
189731495357231765021263853E4932L;
* MACHEPL =
5.
42101086242752217003726400434970855712890625E-
20L;
* MAXLOGL =
1.
1356523406294143949492E4L;
* MINLOGL = -
1.
1355137111933024058873E4L;
* LOGE2L =
6.
9314718055994530941723E-
1L;
* LOG2EL =
1.
4426950408889634073599E0L;
* PIL =
3.
1415926535897932384626L;
* PIO2L =
1.
5707963267948966192313L;
* PIO4L =
7.
8539816339744830961566E-
1L;
*
* SPEED:
*
* In the interest of speed, there are no checks for out
* of bounds arithmetic. This routine is used by most of
* the functions in the library. Depending on available
* equipment features, the user may wish to rewrite the
* program in microcode or assembly language.
*
*/
</
PRE>
<A NAME=
"powi"> </A>
<
PRE>
/* powil.c
*
* Real raised to integer power, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, powil();
* int n;
*
* y = powil( x, n );
*
*
*
* DESCRIPTION:
*
* Returns argument x raised to the nth power.
* The routine efficiently decomposes n as a sum of powers of
* two. The desired power is a product of two-to-the-kth
* powers of x. Thus to compute the
32767 power of x requires
*
28 multiplications instead of
32767 multiplications.
*
*
*
* ACCURACY:
*
*
* Relative error:
* arithmetic x domain n domain # trials peak rms
* IEEE .
001,
1000 -
1022,
1023 50000 4.
3e-
17 7.
8e-
18
* IEEE
1,
2 -
1022,
1023 20000 3.
9e-
17 7.
6e-
18
* IEEE .
99,
1.
01 0,
8700 10000 3.
6e-
16 7.
2e-
17
*
* Returns MAXNUM on overflow, zero on underflow.
*
*/
</
PRE>
<A NAME=
"pow"> </A>
<
PRE>
/* powl.c
*
* Power function, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, z, powl();
*
* z = powl( x, y );
*
*
*
* DESCRIPTION:
*
* Computes x raised to the yth power. Analytically,
*
* x**y = exp( y log(x) ).
*
* Following Cody and Waite, this program uses a lookup
table
* of
2**-i/
32 and pseudo extended precision arithmetic to
* obtain several extra bits of accuracy in both the logarithm
* and the exponential.
*
*
*
* ACCURACY:
*
* The relative error of pow(x,y) can be estimated
* by y
dl ln(
2), where
dl is the absolute error of
* the internally computed
base 2 logarithm. At the ends
* of the approximation interval the logarithm equal
1/
32
* and its relative error is about
1 lsb =
1.
1e-
19. Hence
* the predicted relative error in the result is
2.
3e-
21 y .
*
* Relative error:
* arithmetic domain # trials peak rms
*
* IEEE +-
1000 40000 2.
8e-
18 3.
7e-
19
* .
001 < x <
1000, with log(x) uniformly distributed.
* -
1000 < y <
1000, y uniformly distributed.
*
* IEEE
0,
8700 60000 6.
5e-
18 1.
0e-
18
*
0.
99 < x <
1.
01,
0 < y <
8700, uniformly distributed.
*
*
* ERROR MESSAGES:
*
* message condition value returned
* pow overflow x**y > MAXNUM INFINITY
* pow underflow x**y <
1/MAXNUM
0.
0
* pow domain x<
0 and y noninteger
0.
0
*
*/
</
PRE>
<A NAME=
"sinh"> </A>
<
PRE>
/* sinhl.c
*
* Hyperbolic sine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, sinhl();
*
* y = sinhl( x );
*
*
*
* DESCRIPTION:
*
* Returns hyperbolic sine of argument in the range MINLOGL to
* MAXLOGL.
*
* The range is partitioned into two segments. If |x| <=
1, a
* rational function of the
form x + x**
3 P(x)/Q(x) is employed.
* Otherwise the calculation is sinh(x) = ( exp(x) - exp(-x) )/
2.
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
2,
2 10000 1.
5e-
19 3.
9e-
20
* IEEE +-
10000 30000 1.
1e-
19 2.
8e-
20
*
*/
</
PRE>
<A NAME=
"sin"> </A>
<
PRE>
/* sinl.c
*
* Circular sine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, sinl();
*
* y = sinl( x );
*
*
*
* DESCRIPTION:
*
* Range reduction is into intervals of pi/
4. The reduction
* error is nearly eliminated by contriving an extended precision
* modular arithmetic.
*
* Two polynomial approximating functions are employed.
* Between
0 and pi/
4 the sine is approximated by the Cody
* and Waite polynomial
form
* x + x**
3 P(x**
2) .
* Between pi/
4 and pi/
2 the cosine is represented as
*
1 - .
5 x**
2 + x**
4 Q(x**
2) .
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
5.
5e11
200,
000 1.
2e-
19 2.
9e-
20
*
* ERROR MESSAGES:
*
* message condition value returned
* sin total loss x >
2**
39 0.
0
*
* Loss of precision occurs for x >
2**
39 =
5.
49755813888e11.
* The routine as implemented flags a TLOSS error for
* x >
2**
39 and returns
0.
0.
*/
</
PRE>
<A NAME=
"cos"> </A>
<
PRE>
/* cosl.c
*
* Circular cosine, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, cosl();
*
* y = cosl( x );
*
*
*
* DESCRIPTION:
*
* Range reduction is into intervals of pi/
4. The reduction
* error is nearly eliminated by contriving an extended precision
* modular arithmetic.
*
* Two polynomial approximating functions are employed.
* Between
0 and pi/
4 the cosine is approximated by
*
1 - .
5 x**
2 + x**
4 Q(x**
2) .
* Between pi/
4 and pi/
2 the sine is represented by the Cody
* and Waite polynomial
form
* x + x**
3 P(x**
2) .
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
5.
5e11
50000 1.
2e-
19 2.
9e-
20
*/
</
PRE>
<A NAME=
"sqrt"> </A>
<
PRE>
/* sqrtl.c
*
* Square root, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, sqrtl();
*
* y = sqrtl( x );
*
*
*
* DESCRIPTION:
*
* Returns the square root of x.
*
* Range reduction involves isolating the power of two of the
* argument and using a polynomial approximation to obtain
* a rough value for the square root. Then Heron
's iteration
* is used three times to converge to an accurate value.
*
* Note, some arithmetic coprocessors such as the
8087 and
*
68881 produce correctly rounded square roots, which this
* routine will not.
*
* ACCURACY:
*
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
10 30000 8.
1e-
20 3.
1e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* sqrt domain x <
0 0.
0
*
*/
</
PRE>
<A NAME=
"stdtr"> </A>
<
PRE>
/* stdtrl.c
*
* Student
's t distribution
*
*
*
* SYNOPSIS:
*
* long double p, t, stdtrl();
* int k;
*
* p = stdtrl( k, t );
*
*
* DESCRIPTION:
*
* Computes the integral from minus infinity to t of the Student
* t distribution with integer k >
0 degrees of freedom:
*
* t
* -
* | |
* - |
2 -(k+
1)/
2
* | ( (k+
1)/
2 ) | ( x )
* ---------------------- | (
1 + --- ) dx
* - | ( k )
* sqrt( k pi ) | ( k/
2 ) |
* | |
* -
* -inf.
*
* Relation to incomplete beta integral:
*
*
1 - stdtr(k,t) =
0.
5 * incbet( k/
2,
1/
2, z )
* where
* z = k/(k + t**
2).
*
* For t < -
1.
6, this is the method of computation. For higher t,
* a direct method is derived from integration by parts.
* Since the function is symmetric about t=
0, the
area under the
* right tail of the density is found by calling the function
* with -t instead of t.
*
* ACCURACY:
*
* Tested at random
1 <= k <=
100. The
"domain" refers to t.
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
100,-
1.
6 10000 5.
7e-
18 9.
8e-
19
* IEEE -
1.
6,
100 10000 3.
8e-
18 1.
0e-
19
*/
</
PRE>
<A NAME=
"stdtri"> </A>
<
PRE>
/* stdtril.c
*
* Functional inverse of Student
's t distribution
*
*
*
* SYNOPSIS:
*
* long double p, t, stdtril();
* int k;
*
* t = stdtril( k, p );
*
*
* DESCRIPTION:
*
* Given probability p, finds the argument t such that stdtrl(k,t)
* is equal to p.
*
* ACCURACY:
*
* Tested at random
1 <= k <=
100. The
"domain" refers to p:
* Relative error:
* arithmetic domain # trials peak rms
* IEEE
0,
1 3500 4.
2e-
17 4.
1e-
18
*/
</
PRE>
<A NAME=
"tanh"> </A>
<
PRE>
/* tanhl.c
*
* Hyperbolic tangent, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, tanhl();
*
* y = tanhl( x );
*
*
*
* DESCRIPTION:
*
* Returns hyperbolic tangent of argument in the range MINLOGL to
* MAXLOGL.
*
* A rational function is used for |x| <
0.
625. The
form
* x + x**
3 P(x)/Q(x) of Cody & Waite is employed.
* Otherwise,
* tanh(x) = sinh(x)/cosh(x) =
1 -
2/(exp(
2x) +
1).
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE -
2,
2 30000 1.
3e-
19 2.
4e-
20
*
*/
</
PRE>
<A NAME=
"tan"> </A>
<
PRE>
/* tanl.c
*
* Circular tangent, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, tanl();
*
* y = tanl( x );
*
*
*
* DESCRIPTION:
*
* Returns the circular tangent of the radian argument x.
*
* Range reduction is modulo pi/
4. A rational function
* x + x**
3 P(x**
2)/Q(x**
2)
* is employed in the basic interval [
0, pi/
4].
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
1.
07e9
30000 1.
9e-
19 4.
8e-
20
*
* ERROR MESSAGES:
*
* message condition value returned
* tan total loss x >
2^
39 0.
0
*
*/
</
PRE>
<A NAME=
"cot"> </A>
<
PRE>
/* cotl.c
*
* Circular cotangent, long double precision
*
*
*
* SYNOPSIS:
*
* long double x, y, cotl();
*
* y = cotl( x );
*
*
*
* DESCRIPTION:
*
* Returns the circular cotangent of the radian argument x.
*
* Range reduction is modulo pi/
4. A rational function
* x + x**
3 P(x**
2)/Q(x**
2)
* is employed in the basic interval [
0, pi/
4].
*
*
*
* ACCURACY:
*
* Relative error:
* arithmetic domain # trials peak rms
* IEEE +-
1.
07e9
30000 1.
9e-
19 5.
1e-
20
*
*
* ERROR MESSAGES:
*
* message condition value returned
* cot total loss x >
2^
39 0.
0
* cot singularity x =
0 INFINITYL
*
*/
</
PRE>
<A NAME=
"cosm1"> </A>
<
PRE>
/* unityl.c
*
* Relative error approximations for function arguments near
* unity.
*
* cosm1(x) = cos(x) -
1
*
*/
</
PRE>
<A NAME=
"yn"> </A>
<
PRE>
/* ynl.c
*
* Bessel function of second kind of integer order
*
*
*
* SYNOPSIS:
*
* long double x, y, ynl();
* int n;
*
* y = ynl( n, x );
*
*
*
* DESCRIPTION:
*
* Returns Bessel function of order n, where n is a
* (possibly negative) integer.
*
* The function is evaluated by forward recurrence on
* n, starting with values computed by the routines
* y0l() and y1l().
*
* If n =
0 or
1 the routine for y0l or y1l is called
* directly.
*
*
*
* ACCURACY:
*
*
* Absolute error, except relative error when y >
1.
* x >=
0, -
30 <= n <= +
30.
* arithmetic domain # trials peak rms
* IEEE -
30,
30 10000 1.
3e-
18 1.
8e-
19
*
*
* ERROR MESSAGES:
*
* message condition value returned
* ynl singularity x =
0 MAXNUML
* ynl overflow MAXNUML
*
* Spot checked against tables for x, n between
0 and
100.
*
*/
</
PRE>
<P>
<A HREF=
"http://www.moshier.net">To Cephes home page www.moshier.net</A>:
<P>
Last update:
11 August
2000
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