erf.js (5471B)
1 "use strict"; 2 3 Object.defineProperty(exports, "__esModule", { 4 value: true 5 }); 6 exports.createErf = void 0; 7 8 var _collection = require("../../utils/collection.js"); 9 10 var _number = require("../../utils/number.js"); 11 12 var _factory = require("../../utils/factory.js"); 13 14 /* eslint-disable no-loss-of-precision */ 15 var name = 'erf'; 16 var dependencies = ['typed']; 17 var createErf = /* #__PURE__ */(0, _factory.factory)(name, dependencies, function (_ref) { 18 var typed = _ref.typed; 19 20 /** 21 * Compute the erf function of a value using a rational Chebyshev 22 * approximations for different intervals of x. 23 * 24 * This is a translation of W. J. Cody's Fortran implementation from 1987 25 * ( https://www.netlib.org/specfun/erf ). See the AMS publication 26 * "Rational Chebyshev Approximations for the Error Function" by W. J. Cody 27 * for an explanation of this process. 28 * 29 * For matrices, the function is evaluated element wise. 30 * 31 * Syntax: 32 * 33 * math.erf(x) 34 * 35 * Examples: 36 * 37 * math.erf(0.2) // returns 0.22270258921047847 38 * math.erf(-0.5) // returns -0.5204998778130465 39 * math.erf(4) // returns 0.9999999845827421 40 * 41 * @param {number | Array | Matrix} x A real number 42 * @return {number | Array | Matrix} The erf of `x` 43 */ 44 return typed('name', { 45 number: function number(x) { 46 var y = Math.abs(x); 47 48 if (y >= MAX_NUM) { 49 return (0, _number.sign)(x); 50 } 51 52 if (y <= THRESH) { 53 return (0, _number.sign)(x) * erf1(y); 54 } 55 56 if (y <= 4.0) { 57 return (0, _number.sign)(x) * (1 - erfc2(y)); 58 } 59 60 return (0, _number.sign)(x) * (1 - erfc3(y)); 61 }, 62 'Array | Matrix': function ArrayMatrix(n) { 63 return (0, _collection.deepMap)(n, this); 64 } // TODO: For complex numbers, use the approximation for the Faddeeva function 65 // from "More Efficient Computation of the Complex Error Function" (AMS) 66 67 }); 68 /** 69 * Approximates the error function erf() for x <= 0.46875 using this function: 70 * n 71 * erf(x) = x * sum (p_j * x^(2j)) / (q_j * x^(2j)) 72 * j=0 73 */ 74 75 function erf1(y) { 76 var ysq = y * y; 77 var xnum = P[0][4] * ysq; 78 var xden = ysq; 79 var i; 80 81 for (i = 0; i < 3; i += 1) { 82 xnum = (xnum + P[0][i]) * ysq; 83 xden = (xden + Q[0][i]) * ysq; 84 } 85 86 return y * (xnum + P[0][3]) / (xden + Q[0][3]); 87 } 88 /** 89 * Approximates the complement of the error function erfc() for 90 * 0.46875 <= x <= 4.0 using this function: 91 * n 92 * erfc(x) = e^(-x^2) * sum (p_j * x^j) / (q_j * x^j) 93 * j=0 94 */ 95 96 97 function erfc2(y) { 98 var xnum = P[1][8] * y; 99 var xden = y; 100 var i; 101 102 for (i = 0; i < 7; i += 1) { 103 xnum = (xnum + P[1][i]) * y; 104 xden = (xden + Q[1][i]) * y; 105 } 106 107 var result = (xnum + P[1][7]) / (xden + Q[1][7]); 108 var ysq = parseInt(y * 16) / 16; 109 var del = (y - ysq) * (y + ysq); 110 return Math.exp(-ysq * ysq) * Math.exp(-del) * result; 111 } 112 /** 113 * Approximates the complement of the error function erfc() for x > 4.0 using 114 * this function: 115 * 116 * erfc(x) = (e^(-x^2) / x) * [ 1/sqrt(pi) + 117 * n 118 * 1/(x^2) * sum (p_j * x^(-2j)) / (q_j * x^(-2j)) ] 119 * j=0 120 */ 121 122 123 function erfc3(y) { 124 var ysq = 1 / (y * y); 125 var xnum = P[2][5] * ysq; 126 var xden = ysq; 127 var i; 128 129 for (i = 0; i < 4; i += 1) { 130 xnum = (xnum + P[2][i]) * ysq; 131 xden = (xden + Q[2][i]) * ysq; 132 } 133 134 var result = ysq * (xnum + P[2][4]) / (xden + Q[2][4]); 135 result = (SQRPI - result) / y; 136 ysq = parseInt(y * 16) / 16; 137 var del = (y - ysq) * (y + ysq); 138 return Math.exp(-ysq * ysq) * Math.exp(-del) * result; 139 } 140 }); 141 /** 142 * Upper bound for the first approximation interval, 0 <= x <= THRESH 143 * @constant 144 */ 145 146 exports.createErf = createErf; 147 var THRESH = 0.46875; 148 /** 149 * Constant used by W. J. Cody's Fortran77 implementation to denote sqrt(pi) 150 * @constant 151 */ 152 153 var SQRPI = 5.6418958354775628695e-1; 154 /** 155 * Coefficients for each term of the numerator sum (p_j) for each approximation 156 * interval (see W. J. Cody's paper for more details) 157 * @constant 158 */ 159 160 var P = [[3.16112374387056560e00, 1.13864154151050156e02, 3.77485237685302021e02, 3.20937758913846947e03, 1.85777706184603153e-1], [5.64188496988670089e-1, 8.88314979438837594e00, 6.61191906371416295e01, 2.98635138197400131e02, 8.81952221241769090e02, 1.71204761263407058e03, 2.05107837782607147e03, 1.23033935479799725e03, 2.15311535474403846e-8], [3.05326634961232344e-1, 3.60344899949804439e-1, 1.25781726111229246e-1, 1.60837851487422766e-2, 6.58749161529837803e-4, 1.63153871373020978e-2]]; 161 /** 162 * Coefficients for each term of the denominator sum (q_j) for each approximation 163 * interval (see W. J. Cody's paper for more details) 164 * @constant 165 */ 166 167 var Q = [[2.36012909523441209e01, 2.44024637934444173e02, 1.28261652607737228e03, 2.84423683343917062e03], [1.57449261107098347e01, 1.17693950891312499e02, 5.37181101862009858e02, 1.62138957456669019e03, 3.29079923573345963e03, 4.36261909014324716e03, 3.43936767414372164e03, 1.23033935480374942e03], [2.56852019228982242e00, 1.87295284992346047e00, 5.27905102951428412e-1, 6.05183413124413191e-2, 2.33520497626869185e-3]]; 168 /** 169 * Maximum/minimum safe numbers to input to erf() (in ES6+, this number is 170 * Number.[MAX|MIN]_SAFE_INTEGER). erf() for all numbers beyond this limit will 171 * return 1 172 */ 173 174 var MAX_NUM = Math.pow(2, 53);