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      1 // Copyright 2010 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 // The original C code, the long comment, and the constants
      8 // below are from FreeBSD's /usr/src/lib/msun/src/s_log1p.c
      9 // and came with this notice.  The go code is a simplified
     10 // version of the original C.
     11 //
     12 // ====================================================
     13 // Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
     14 //
     15 // Developed at SunPro, a Sun Microsystems, Inc. business.
     16 // Permission to use, copy, modify, and distribute this
     17 // software is freely granted, provided that this notice
     18 // is preserved.
     19 // ====================================================
     20 //
     21 //
     22 // double log1p(double x)
     23 //
     24 // Method :
     25 //   1. Argument Reduction: find k and f such that
     26 //                      1+x = 2**k * (1+f),
     27 //         where  sqrt(2)/2 < 1+f < sqrt(2) .
     28 //
     29 //      Note. If k=0, then f=x is exact. However, if k!=0, then f
     30 //      may not be representable exactly. In that case, a correction
     31 //      term is need. Let u=1+x rounded. Let c = (1+x)-u, then
     32 //      log(1+x) - log(u) ~ c/u. Thus, we proceed to compute log(u),
     33 //      and add back the correction term c/u.
     34 //      (Note: when x > 2**53, one can simply return log(x))
     35 //
     36 //   2. Approximation of log1p(f).
     37 //      Let s = f/(2+f) ; based on log(1+f) = log(1+s) - log(1-s)
     38 //               = 2s + 2/3 s**3 + 2/5 s**5 + .....,
     39 //               = 2s + s*R
     40 //      We use a special Reme algorithm on [0,0.1716] to generate
     41 //      a polynomial of degree 14 to approximate R The maximum error
     42 //      of this polynomial approximation is bounded by 2**-58.45. In
     43 //      other words,
     44 //                      2      4      6      8      10      12      14
     45 //          R(z) ~ Lp1*s +Lp2*s +Lp3*s +Lp4*s +Lp5*s  +Lp6*s  +Lp7*s
     46 //      (the values of Lp1 to Lp7 are listed in the program)
     47 //      and
     48 //          |      2          14          |     -58.45
     49 //          | Lp1*s +...+Lp7*s    -  R(z) | <= 2
     50 //          |                             |
     51 //      Note that 2s = f - s*f = f - hfsq + s*hfsq, where hfsq = f*f/2.
     52 //      In order to guarantee error in log below 1ulp, we compute log
     53 //      by
     54 //              log1p(f) = f - (hfsq - s*(hfsq+R)).
     55 //
     56 //   3. Finally, log1p(x) = k*ln2 + log1p(f).
     57 //                        = k*ln2_hi+(f-(hfsq-(s*(hfsq+R)+k*ln2_lo)))
     58 //      Here ln2 is split into two floating point number:
     59 //                   ln2_hi + ln2_lo,
     60 //      where n*ln2_hi is always exact for |n| < 2000.
     61 //
     62 // Special cases:
     63 //      log1p(x) is NaN with signal if x < -1 (including -INF) ;
     64 //      log1p(+INF) is +INF; log1p(-1) is -INF with signal;
     65 //      log1p(NaN) is that NaN with no signal.
     66 //
     67 // Accuracy:
     68 //      according to an error analysis, the error is always less than
     69 //      1 ulp (unit in the last place).
     70 //
     71 // Constants:
     72 // The hexadecimal values are the intended ones for the following
     73 // constants. The decimal values may be used, provided that the
     74 // compiler will convert from decimal to binary accurately enough
     75 // to produce the hexadecimal values shown.
     76 //
     77 // Note: Assuming log() return accurate answer, the following
     78 //       algorithm can be used to compute log1p(x) to within a few ULP:
     79 //
     80 //              u = 1+x;
     81 //              if(u==1.0) return x ; else
     82 //                         return log(u)*(x/(u-1.0));
     83 //
     84 //       See HP-15C Advanced Functions Handbook, p.193.
     85 
     86 // Log1p returns the natural logarithm of 1 plus its argument x.
     87 // It is more accurate than Log(1 + x) when x is near zero.
     88 //
     89 // Special cases are:
     90 //	Log1p(+Inf) = +Inf
     91 //	Log1p(0) = 0
     92 //	Log1p(-1) = -Inf
     93 //	Log1p(x < -1) = NaN
     94 //	Log1p(NaN) = NaN
     95 func Log1p(x float64) float64
     96 
     97 func log1p(x float64) float64 {
     98 	const (
     99 		Sqrt2M1     = 4.142135623730950488017e-01  // Sqrt(2)-1 = 0x3fda827999fcef34
    100 		Sqrt2HalfM1 = -2.928932188134524755992e-01 // Sqrt(2)/2-1 = 0xbfd2bec333018866
    101 		Small       = 1.0 / (1 << 29)              // 2**-29 = 0x3e20000000000000
    102 		Tiny        = 1.0 / (1 << 54)              // 2**-54
    103 		Two53       = 1 << 53                      // 2**53
    104 		Ln2Hi       = 6.93147180369123816490e-01   // 3fe62e42fee00000
    105 		Ln2Lo       = 1.90821492927058770002e-10   // 3dea39ef35793c76
    106 		Lp1         = 6.666666666666735130e-01     // 3FE5555555555593
    107 		Lp2         = 3.999999999940941908e-01     // 3FD999999997FA04
    108 		Lp3         = 2.857142874366239149e-01     // 3FD2492494229359
    109 		Lp4         = 2.222219843214978396e-01     // 3FCC71C51D8E78AF
    110 		Lp5         = 1.818357216161805012e-01     // 3FC7466496CB03DE
    111 		Lp6         = 1.531383769920937332e-01     // 3FC39A09D078C69F
    112 		Lp7         = 1.479819860511658591e-01     // 3FC2F112DF3E5244
    113 	)
    114 
    115 	// special cases
    116 	switch {
    117 	case x < -1 || IsNaN(x): // includes -Inf
    118 		return NaN()
    119 	case x == -1:
    120 		return Inf(-1)
    121 	case IsInf(x, 1):
    122 		return Inf(1)
    123 	}
    124 
    125 	absx := x
    126 	if absx < 0 {
    127 		absx = -absx
    128 	}
    129 
    130 	var f float64
    131 	var iu uint64
    132 	k := 1
    133 	if absx < Sqrt2M1 { //  |x| < Sqrt(2)-1
    134 		if absx < Small { // |x| < 2**-29
    135 			if absx < Tiny { // |x| < 2**-54
    136 				return x
    137 			}
    138 			return x - x*x*0.5
    139 		}
    140 		if x > Sqrt2HalfM1 { // Sqrt(2)/2-1 < x
    141 			// (Sqrt(2)/2-1) < x < (Sqrt(2)-1)
    142 			k = 0
    143 			f = x
    144 			iu = 1
    145 		}
    146 	}
    147 	var c float64
    148 	if k != 0 {
    149 		var u float64
    150 		if absx < Two53 { // 1<<53
    151 			u = 1.0 + x
    152 			iu = Float64bits(u)
    153 			k = int((iu >> 52) - 1023)
    154 			if k > 0 {
    155 				c = 1.0 - (u - x)
    156 			} else {
    157 				c = x - (u - 1.0) // correction term
    158 				c /= u
    159 			}
    160 		} else {
    161 			u = x
    162 			iu = Float64bits(u)
    163 			k = int((iu >> 52) - 1023)
    164 			c = 0
    165 		}
    166 		iu &= 0x000fffffffffffff
    167 		if iu < 0x0006a09e667f3bcd { // mantissa of Sqrt(2)
    168 			u = Float64frombits(iu | 0x3ff0000000000000) // normalize u
    169 		} else {
    170 			k += 1
    171 			u = Float64frombits(iu | 0x3fe0000000000000) // normalize u/2
    172 			iu = (0x0010000000000000 - iu) >> 2
    173 		}
    174 		f = u - 1.0 // Sqrt(2)/2 < u < Sqrt(2)
    175 	}
    176 	hfsq := 0.5 * f * f
    177 	var s, R, z float64
    178 	if iu == 0 { // |f| < 2**-20
    179 		if f == 0 {
    180 			if k == 0 {
    181 				return 0
    182 			} else {
    183 				c += float64(k) * Ln2Lo
    184 				return float64(k)*Ln2Hi + c
    185 			}
    186 		}
    187 		R = hfsq * (1.0 - 0.66666666666666666*f) // avoid division
    188 		if k == 0 {
    189 			return f - R
    190 		}
    191 		return float64(k)*Ln2Hi - ((R - (float64(k)*Ln2Lo + c)) - f)
    192 	}
    193 	s = f / (2.0 + f)
    194 	z = s * s
    195 	R = z * (Lp1 + z*(Lp2+z*(Lp3+z*(Lp4+z*(Lp5+z*(Lp6+z*Lp7))))))
    196 	if k == 0 {
    197 		return f - (hfsq - s*(hfsq+R))
    198 	}
    199 	return float64(k)*Ln2Hi - ((hfsq - (s*(hfsq+R) + (float64(k)*Ln2Lo + c))) - f)
    200 }
    201