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- #ifndef LEPTON_MSVC_ERFC_H_
- #define LEPTON_MSVC_ERFC_H_
-
- /*
- * Up to version 11 (VC++ 2012), Microsoft does not support the
- * standard C99 erf() and erfc() functions so we have to fake them here.
- * These were added in version 12 (VC++ 2013), which sets _MSC_VER=1800
- * (VC11 has _MSC_VER=1700).
- */
-
- #if defined(_MSC_VER)
- #define M_PI 3.14159265358979323846264338327950288
-
- #if _MSC_VER <= 1700 // 1700 is VC11, 1800 is VC12
- /***************************
- * erf.cpp
- * author: Steve Strand
- * written: 29-Jan-04
- ***************************/
-
- #include <cmath>
-
- static const double rel_error= 1E-12; //calculate 12 significant figures
- //you can adjust rel_error to trade off between accuracy and speed
- //but don't ask for > 15 figures (assuming usual 52 bit mantissa in a double)
-
- static double erfc(double x);
-
- static double erf(double x)
- //erf(x) = 2/sqrt(pi)*integral(exp(-t^2),t,0,x)
- // = 2/sqrt(pi)*[x - x^3/3 + x^5/5*2! - x^7/7*3! + ...]
- // = 1-erfc(x)
- {
- static const double two_sqrtpi= 1.128379167095512574; // 2/sqrt(pi)
- if (fabs(x) > 2.2) {
- return 1.0 - erfc(x); //use continued fraction when fabs(x) > 2.2
- }
- double sum= x, term= x, xsqr= x*x;
- int j= 1;
- do {
- term*= xsqr/j;
- sum-= term/(2*j+1);
- ++j;
- term*= xsqr/j;
- sum+= term/(2*j+1);
- ++j;
- } while (fabs(term)/sum > rel_error);
- return two_sqrtpi*sum;
- }
-
-
- static double erfc(double x)
- //erfc(x) = 2/sqrt(pi)*integral(exp(-t^2),t,x,inf)
- // = exp(-x^2)/sqrt(pi) * [1/x+ (1/2)/x+ (2/2)/x+ (3/2)/x+ (4/2)/x+ ...]
- // = 1-erf(x)
- //expression inside [] is a continued fraction so '+' means add to denominator only
- {
- static const double one_sqrtpi= 0.564189583547756287; // 1/sqrt(pi)
- if (fabs(x) < 2.2) {
- return 1.0 - erf(x); //use series when fabs(x) < 2.2
- }
- // Don't look for x==0 here!
- if (x < 0) { //continued fraction only valid for x>0
- return 2.0 - erfc(-x);
- }
- double a=1, b=x; //last two convergent numerators
- double c=x, d=x*x+0.5; //last two convergent denominators
- double q1, q2= b/d; //last two convergents (a/c and b/d)
- double n= 1.0, t;
- do {
- t= a*n+b*x;
- a= b;
- b= t;
- t= c*n+d*x;
- c= d;
- d= t;
- n+= 0.5;
- q1= q2;
- q2= b/d;
- } while (fabs(q1-q2)/q2 > rel_error);
- return one_sqrtpi*exp(-x*x)*q2;
- }
-
- #endif // _MSC_VER <= 1700
- #endif // _MSC_VER
-
- #endif // LEPTON_MSVC_ERFC_H_
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