!------------------------------------------------------------------------------- ! Complementary error function ! Taken from SUN's FDLIBM version 5.2 and translated from c to fortran. !------------------------------------------------------------------------------- ! Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. ! ! Developed at SunSoft, a Sun Microsystems, Inc. business. ! Permission to use, copy, modify, and distribute this ! software is freely granted, provided that this notice ! is preserved. !------------------------------------------------------------------------------- ! Definition: !------------ ! x ! 2 |\ ! erf(x) = --------- | exp(-t*t)dt ! sqrt(pi) \| ! 0 ! ! erfc(x) = 1 - erf(x) ! ! Note that erf(-x) = -erf(x) ! erfc(-x) = 2 - erfc(x) ! ! ! Method: !-------- ! ! 1. For |x| in [0, 0.84375] ! erf(x) = x + x*R(x^2) ! erfc(x) = 1 - erf(x) if x in [-.84375,0.25] ! = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375] ! where R = P/Q where P is an odd poly of degree 8 and ! Q is an odd poly of degree 10. ! -57.90 ! | R - (erf(x)-x)/x | <= 2 ! ! ! Remark. The formula is derived by noting ! erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....) ! and that ! 2/sqrt(pi) = 1.128379167095512573896158903121545171688 ! is close to one. The interval is chosen because the fix ! point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is ! near 0.6174), and by some experiment, 0.84375 is chosen to ! guarantee the error is less than one ulp for erf. ! ! 2. For |x| in [0.84375,1.25], let s = |x| - 1, and c = 0.84506291151 ! rounded to single (24 bits) ! erf(x) = sign(x) * (c + P1(s)/Q1(s)) ! erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0 ! 1+(c+P1(s)/Q1(s)) if x < 0 ! |P1/Q1 - (erf(|x|)-c)| <= 2**-59.06 ! ! Remark: here we use the taylor series expansion at x=1. ! erf(1+s) = erf(1) + s*Poly(s) ! = 0.845.. + P1(s)/Q1(s) ! That is, we use rational approximation to approximate ! erf(1+s) - (c = (single)0.84506291151) ! Note that |P1/Q1|< 0.078 for x in [0.84375,1.25] where ! P1(s) = degree 6 poly in s ! Q1(s) = degree 6 poly in s ! ! 3. For x in [1.25,1/0.35(~2.857143)], ! erfc(x) = (1/x)*exp(-x*x-0.5625+R1/S1) ! erf(x) = 1 - erfc(x) ! where ! R1(z) = degree 7 poly in z, (z=1/x^2) ! S1(z) = degree 8 poly in z ! ! 4. For x in [1/0.35,28] ! erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0 ! = 2.0 - (1/x)*exp(-x*x-0.5625+R2/S2) if -6 x >= 28 ! erf(x) = sign(x) *(1 - tiny) (raise inexact) ! erfc(x) = tiny*tiny (raise underflow) if x > 0 ! = 2 - tiny if x<0 ! ! 7. Special case: ! erf(0) = 0, erf(inf) = 1, erf(-inf) = -1, ! erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2, ! erfc/erf(NaN) is NaN !------------------------------------------------------------------------------- function erfc04(x) result(erfc) use precision, only: wp implicit none real(wp), intent(in) :: x real(wp) :: erfc real(wp) :: ax,p,q,r,s,y,z real(wp), parameter :: zero = 0.0_wp real(wp), parameter :: half = 0.5_wp real(wp), parameter :: one = 1.0_wp real(wp), parameter :: two = 2.0_wp real(wp), parameter :: erx = 8.45062911510467529297e-01_wp ! Coefficients for approximation to erf on [0,0.84375] real(wp), parameter :: efx = 1.28379167095512586316e-01_wp real(wp), parameter :: efx8 = 1.02703333676410069053e+00_wp real(wp), parameter :: pp0 = 1.28379167095512558561e-01_wp real(wp), parameter :: pp1 = -3.25042107247001499370e-01_wp real(wp), parameter :: pp2 = -2.84817495755985104766e-02_wp real(wp), parameter :: pp3 = -5.77027029648944159157e-03_wp real(wp), parameter :: pp4 = -2.37630166566501626084e-05_wp real(wp), parameter :: qq1 = 3.97917223959155352819e-01_wp real(wp), parameter :: qq2 = 6.50222499887672944485e-02_wp real(wp), parameter :: qq3 = 5.08130628187576562776e-03_wp real(wp), parameter :: qq4 = 1.32494738004321644526e-04_wp real(wp), parameter :: qq5 = -3.96022827877536812320e-06_wp ! Coefficients for approximation to erf in [0.84375,1.25] real(wp), parameter :: pa0 = -2.36211856075265944077e-03_wp real(wp), parameter :: pa1 = 4.14856118683748331666e-01_wp real(wp), parameter :: pa2 = -3.72207876035701323847e-01_wp real(wp), parameter :: pa3 = 3.18346619901161753674e-01_wp real(wp), parameter :: pa4 = -1.10894694282396677476e-01_wp real(wp), parameter :: pa5 = 3.54783043256182359371e-02_wp real(wp), parameter :: pa6 = -2.16637559486879084300e-03_wp real(wp), parameter :: qa1 = 1.06420880400844228286e-01_wp real(wp), parameter :: qa2 = 5.40397917702171048937e-01_wp real(wp), parameter :: qa3 = 7.18286544141962662868e-02_wp real(wp), parameter :: qa4 = 1.26171219808761642112e-01_wp real(wp), parameter :: qa5 = 1.36370839120290507362e-02_wp real(wp), parameter :: qa6 = 1.19844998467991074170e-02_wp ! Coefficients for approximation to erfc in [1.25,1/0.35] real(wp), parameter :: ra0 = -9.86494403484714822705e-03_wp real(wp), parameter :: ra1 = -6.93858572707181764372e-01_wp real(wp), parameter :: ra2 = -1.05586262253232909814e+01_wp real(wp), parameter :: ra3 = -6.23753324503260060396e+01_wp real(wp), parameter :: ra4 = -1.62396669462573470355e+02_wp real(wp), parameter :: ra5 = -1.84605092906711035994e+02_wp real(wp), parameter :: ra6 = -8.12874355063065934246e+01_wp real(wp), parameter :: ra7 = -9.81432934416914548592e+00_wp real(wp), parameter :: sa1 = 1.96512716674392571292e+01_wp real(wp), parameter :: sa2 = 1.37657754143519042600e+02_wp real(wp), parameter :: sa3 = 4.34565877475229228821e+02_wp real(wp), parameter :: sa4 = 6.45387271733267880336e+02_wp real(wp), parameter :: sa5 = 4.29008140027567833386e+02_wp real(wp), parameter :: sa6 = 1.08635005541779435134e+02_wp real(wp), parameter :: sa7 = 6.57024977031928170135e+00_wp real(wp), parameter :: sa8 = -6.04244152148580987438e-02_wp ! Coefficients for approximation to erfc in [1/.35,28] real(wp), parameter :: rb0 = -9.86494292470009928597e-03_wp real(wp), parameter :: rb1 = -7.99283237680523006574e-01_wp real(wp), parameter :: rb2 = -1.77579549177547519889e+01_wp real(wp), parameter :: rb3 = -1.60636384855821916062e+02_wp real(wp), parameter :: rb4 = -6.37566443368389627722e+02_wp real(wp), parameter :: rb5 = -1.02509513161107724954e+03_wp real(wp), parameter :: rb6 = -4.83519191608651397019e+02_wp real(wp), parameter :: sb1 = 3.03380607434824582924e+01_wp real(wp), parameter :: sb2 = 3.25792512996573918826e+02_wp real(wp), parameter :: sb3 = 1.53672958608443695994e+03_wp real(wp), parameter :: sb4 = 3.19985821950859553908e+03_wp real(wp), parameter :: sb5 = 2.55305040643316442583e+03_wp real(wp), parameter :: sb6 = 4.74528541206955367215e+02_wp real(wp), parameter :: sb7 = -2.24409524465858183362e+01_wp ax = abs(x) if (ax < 0.84375_wp) then if (ax < epsilon(x)) then erfc = one - x else z = x**2 r = pp0 + z*(pp1 + z*(pp2 + z*(pp3 + z*pp4))) s = one + z*(qq1 + z*(qq2 + z*(qq3 + z*(qq4 + z*qq5)))) y = r/s if (x < 0.25_wp) then erfc = one - (x + x*y) else r = x*y r = r + (x - half) erfc = half - r endif endif elseif (ax < 1.25_wp) then s = ax - one p = pa0 + s*(pa1 + s*(pa2 + s*(pa3 + s*(pa4 + s*(pa5 + s*pa6))))) q = one + s*(qa1 + s*(qa2 + s*(qa3 + s*(qa4 + s*(qa5 + s*qa6))))) if (x > zero) then z = one - erx erfc = z - p/q else z = erx + p/q erfc = one + z endif elseif (ax < 28.0_wp) then s = one/(ax**2) if (ax < 2.857143_wp) then p = ra0 + s*(ra1 + s*(ra2 + s*(ra3 + s*(ra4 + & s*(ra5 + s*(ra6 + s*ra7)))))) q = one + s*(sa1 + s*(sa2 + s*(sa3 + s*(sa4 + & s*(sa5 + s*(sa6 + s*(sa7 + s*sa8))))))) else if (x < -6.0_wp) then erfc = two return endif p = rb0 + s*(rb1 + s*(rb2 + s*(rb3 + s*(rb4 + s*(rb5 + s*rb6))))) q = one + s*(sb1 + s*(sb2 + s*(sb3 + s*(sb4 + & s*(sb5 + s*(sb6 + s*sb7)))))) endif z = ax r = exp(-z**2-0.5625_wp)*exp((z-ax)*(z+ax)+p/q) if (x > zero) then erfc = r/x else erfc = two + r/x ! erfc = two - r/x endif else if (x > zero) then erfc = zero else erfc = two endif endif end function erfc04