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* Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or (at
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* your option) any later version.
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
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/* Author: G. Jungman */
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_sf_gamma.h>
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#include <gsl/gsl_sf_exp.h>
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/* Evaluate the continued fraction for exprel.
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* [Abramowitz+Stegun, 4.2.41]
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exprel_n_CF(const int N, const double x, gsl_sf_result * result)
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const double RECUR_BIG = GSL_SQRT_DBL_MAX;
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const int maxiter = 5000;
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double An = b1*Anm1 + a1*Anm2; /* A1 */
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double Bn = b1*Bnm1 + a1*Bnm2; /* B1 */
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/* One explicit step, before we get to the main pattern. */
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An = b2*Anm1 + a2*Anm2; /* A2 */
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Bn = b2*Bnm1 + a2*Bnm2; /* B2 */
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an = ( GSL_IS_ODD(n) ? ((n-1)/2)*x : -(N+(n/2)-1)*x );
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An = bn*Anm1 + an*Anm2;
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Bn = bn*Bnm1 + an*Bnm2;
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if(fabs(An) > RECUR_BIG || fabs(Bn) > RECUR_BIG) {
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if(fabs(del - 1.0) < 2.0*GSL_DBL_EPSILON) break;
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result->err = 2.0*(n+1.0)*GSL_DBL_EPSILON*fabs(fn);
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GSL_ERROR ("error", GSL_EMAXITER);
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/*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/
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#ifndef HIDE_INLINE_STATIC
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int gsl_sf_exp_e(const double x, gsl_sf_result * result)
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if(x > GSL_LOG_DBL_MAX) {
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OVERFLOW_ERROR(result);
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else if(x < GSL_LOG_DBL_MIN) {
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UNDERFLOW_ERROR(result);
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result->val = exp(x);
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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int gsl_sf_exp_e10_e(const double x, gsl_sf_result_e10 * result)
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OVERFLOW_ERROR_E10(result);
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else if(x < INT_MIN+1) {
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UNDERFLOW_ERROR_E10(result);
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const int N = (int) floor(x/M_LN10);
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result->val = exp(x-N*M_LN10);
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result->err = 2.0 * (fabs(x)+1.0) * GSL_DBL_EPSILON * fabs(result->val);
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int gsl_sf_exp_mult_e(const double x, const double y, gsl_sf_result * result)
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const double ay = fabs(y);
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else if( ( x < 0.5*GSL_LOG_DBL_MAX && x > 0.5*GSL_LOG_DBL_MIN)
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&& (ay < 0.8*GSL_SQRT_DBL_MAX && ay > 1.2*GSL_SQRT_DBL_MIN)
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const double ex = exp(x);
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result->val = y * ex;
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result->err = (2.0 + fabs(x)) * GSL_DBL_EPSILON * fabs(result->val);
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const double ly = log(ay);
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const double lnr = x + ly;
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if(lnr > GSL_LOG_DBL_MAX - 0.01) {
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OVERFLOW_ERROR(result);
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else if(lnr < GSL_LOG_DBL_MIN + 0.01) {
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UNDERFLOW_ERROR(result);
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const double sy = GSL_SIGN(y);
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const double M = floor(x);
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const double N = floor(ly);
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const double a = x - M;
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const double b = ly - N;
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const double berr = 2.0 * GSL_DBL_EPSILON * (fabs(ly) + fabs(N));
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result->val = sy * exp(M+N) * exp(a+b);
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result->err = berr * fabs(result->val);
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result->err += 2.0 * GSL_DBL_EPSILON * (M + N + 1.0) * fabs(result->val);
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int gsl_sf_exp_mult_e10_e(const double x, const double y, gsl_sf_result_e10 * result)
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const double ay = fabs(y);
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else if( ( x < 0.5*GSL_LOG_DBL_MAX && x > 0.5*GSL_LOG_DBL_MIN)
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&& (ay < 0.8*GSL_SQRT_DBL_MAX && ay > 1.2*GSL_SQRT_DBL_MIN)
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const double ex = exp(x);
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result->val = y * ex;
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result->err = (2.0 + fabs(x)) * GSL_DBL_EPSILON * fabs(result->val);
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const double ly = log(ay);
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const double l10_val = (x + ly)/M_LN10;
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if(l10_val > INT_MAX-1) {
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OVERFLOW_ERROR_E10(result);
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else if(l10_val < INT_MIN+1) {
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UNDERFLOW_ERROR_E10(result);
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const double sy = GSL_SIGN(y);
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const int N = (int) floor(l10_val);
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const double arg_val = (l10_val - N) * M_LN10;
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const double arg_err = 2.0 * GSL_DBL_EPSILON * fabs(ly);
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result->val = sy * exp(arg_val);
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result->err = arg_err * fabs(result->val);
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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int gsl_sf_exp_mult_err_e(const double x, const double dx,
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const double y, const double dy,
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gsl_sf_result * result)
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const double ay = fabs(y);
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result->err = fabs(dy * exp(x));
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else if( ( x < 0.5*GSL_LOG_DBL_MAX && x > 0.5*GSL_LOG_DBL_MIN)
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&& (ay < 0.8*GSL_SQRT_DBL_MAX && ay > 1.2*GSL_SQRT_DBL_MIN)
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result->val = y * ex;
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result->err = ex * (fabs(dy) + fabs(y*dx));
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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const double ly = log(ay);
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const double lnr = x + ly;
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if(lnr > GSL_LOG_DBL_MAX - 0.01) {
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OVERFLOW_ERROR(result);
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else if(lnr < GSL_LOG_DBL_MIN + 0.01) {
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UNDERFLOW_ERROR(result);
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const double sy = GSL_SIGN(y);
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const double M = floor(x);
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const double N = floor(ly);
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const double a = x - M;
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const double b = ly - N;
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const double eMN = exp(M+N);
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const double eab = exp(a+b);
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result->val = sy * eMN * eab;
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result->err = eMN * eab * 2.0*GSL_DBL_EPSILON;
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result->err += eMN * eab * fabs(dy/y);
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result->err += eMN * eab * fabs(dx);
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int gsl_sf_exp_mult_err_e10_e(const double x, const double dx,
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const double y, const double dy,
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gsl_sf_result_e10 * result)
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const double ay = fabs(y);
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result->err = fabs(dy * exp(x));
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else if( ( x < 0.5*GSL_LOG_DBL_MAX && x > 0.5*GSL_LOG_DBL_MIN)
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&& (ay < 0.8*GSL_SQRT_DBL_MAX && ay > 1.2*GSL_SQRT_DBL_MIN)
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const double ex = exp(x);
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result->val = y * ex;
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result->err = ex * (fabs(dy) + fabs(y*dx));
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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const double ly = log(ay);
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const double l10_val = (x + ly)/M_LN10;
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if(l10_val > INT_MAX-1) {
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OVERFLOW_ERROR_E10(result);
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else if(l10_val < INT_MIN+1) {
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UNDERFLOW_ERROR_E10(result);
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const double sy = GSL_SIGN(y);
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const int N = (int) floor(l10_val);
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const double arg_val = (l10_val - N) * M_LN10;
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const double arg_err = dy/fabs(y) + dx + 2.0*GSL_DBL_EPSILON*fabs(arg_val);
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result->val = sy * exp(arg_val);
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result->err = arg_err * fabs(result->val);
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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int gsl_sf_expm1_e(const double x, gsl_sf_result * result)
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const double cut = 0.002;
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if(x < GSL_LOG_DBL_MIN) {
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result->err = GSL_DBL_EPSILON;
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result->val = exp(x) - 1.0;
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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result->val = x * (1.0 + 0.5*x*(1.0 + x/3.0*(1.0 + 0.25*x*(1.0 + 0.2*x))));
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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else if(x < GSL_LOG_DBL_MAX) {
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result->val = exp(x) - 1.0;
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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OVERFLOW_ERROR(result);
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int gsl_sf_exprel_e(const double x, gsl_sf_result * result)
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const double cut = 0.002;
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if(x < GSL_LOG_DBL_MIN) {
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result->val = -1.0/x;
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result->err = GSL_DBL_EPSILON * fabs(result->val);
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result->val = (exp(x) - 1.0)/x;
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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result->val = (1.0 + 0.5*x*(1.0 + x/3.0*(1.0 + 0.25*x*(1.0 + 0.2*x))));
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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else if(x < GSL_LOG_DBL_MAX) {
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result->val = (exp(x) - 1.0)/x;
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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OVERFLOW_ERROR(result);
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int gsl_sf_exprel_2_e(double x, gsl_sf_result * result)
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const double cut = 0.002;
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if(x < GSL_LOG_DBL_MIN) {
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result->val = -2.0/x*(1.0 + 1.0/x);
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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result->val = 2.0*(exp(x) - 1.0 - x)/(x*x);
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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result->val = (1.0 + 1.0/3.0*x*(1.0 + 0.25*x*(1.0 + 0.2*x*(1.0 + 1.0/6.0*x))));
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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else if(x < GSL_LOG_DBL_MAX) {
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result->val = 2.0*(exp(x) - 1.0 - x)/(x*x);
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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OVERFLOW_ERROR(result);
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gsl_sf_exprel_n_e(const int N, const double x, gsl_sf_result * result)
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DOMAIN_ERROR(result);
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else if(fabs(x) < GSL_ROOT3_DBL_EPSILON * N) {
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result->val = 1.0 + x/(N+1) * (1.0 + x/(N+2));
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result->err = 2.0 * GSL_DBL_EPSILON;
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return gsl_sf_exp_e(x, result);
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return gsl_sf_exprel_e(x, result);
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return gsl_sf_exprel_2_e(x, result);
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if(x > N && (-x + N*(1.0 + log(x/N)) < GSL_LOG_DBL_EPSILON)) {
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/* x is much larger than n.
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* Ignore polynomial part, so
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* exprel_N(x) ~= e^x N!/x^N
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gsl_sf_lnfact_e(N, &lnf_N);
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lnr_val = x + lnf_N.val - lnterm;
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lnr_err = GSL_DBL_EPSILON * (fabs(x) + fabs(lnf_N.val) + fabs(lnterm));
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lnr_err += lnf_N.err;
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return gsl_sf_exp_err_e(lnr_val, lnr_err, result);
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/* Write the identity
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* exprel_n(x) = e^x n! / x^n (1 - Gamma[n,x]/Gamma[n])
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* then use the asymptotic expansion
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* Gamma[n,x] ~ x^(n-1) e^(-x) (1 + (n-1)/x + (n-1)(n-2)/x^2 + ...)
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double ln_x = log(x);
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gsl_sf_lnfact_e(N, &lnf_N); /* log(N!) */
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lg_N = lnf_N.val - log(N); /* log(Gamma(N)) */
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lnpre_val = x + lnf_N.val - N*ln_x;
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lnpre_err = GSL_DBL_EPSILON * (fabs(x) + fabs(lnf_N.val) + fabs(N*ln_x));
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lnpre_err += lnf_N.err;
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if(lnpre_val < GSL_LOG_DBL_MAX - 5.0) {
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gsl_sf_result bigG_ratio;
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int stat_ex = gsl_sf_exp_err_e(lnpre_val, lnpre_err, &pre);
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double ln_bigG_ratio_pre = -x + (N-1)*ln_x - lg_N;
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double bigGsum = 1.0;
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stat_eG = gsl_sf_exp_mult_e(ln_bigG_ratio_pre, bigGsum, &bigG_ratio);
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if(stat_eG == GSL_SUCCESS) {
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result->val = pre.val * (1.0 - bigG_ratio.val);
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result->err = pre.val * (2.0*GSL_DBL_EPSILON + bigG_ratio.err);
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result->err += pre.err * fabs(1.0 - bigG_ratio.val);
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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OVERFLOW_ERROR(result);
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else if(x > -10.0*N) {
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return exprel_n_CF(N, x, result);
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/* x -> -Inf asymptotic:
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* exprel_n(x) ~ e^x n!/x^n - n/x (1 + (n-1)/x + (n-1)(n-2)/x + ...)
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* ~ - n/x (1 + (n-1)/x + (n-1)(n-2)/x + ...)
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result->val = -N/x * sum;
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result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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gsl_sf_exp_err_e(const double x, const double dx, gsl_sf_result * result)
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const double adx = fabs(dx);
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/* CHECK_POINTER(result) */
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if(x + adx > GSL_LOG_DBL_MAX) {
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OVERFLOW_ERROR(result);
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else if(x - adx < GSL_LOG_DBL_MIN) {
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UNDERFLOW_ERROR(result);
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const double ex = exp(x);
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const double edx = exp(adx);
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result->err = ex * GSL_MAX_DBL(GSL_DBL_EPSILON, edx - 1.0/edx);
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result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val);
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gsl_sf_exp_err_e10_e(const double x, const double dx, gsl_sf_result_e10 * result)
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const double adx = fabs(dx);
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/* CHECK_POINTER(result) */
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if(x + adx > INT_MAX - 1) {
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OVERFLOW_ERROR_E10(result);
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else if(x - adx < INT_MIN + 1) {
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UNDERFLOW_ERROR_E10(result);
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const int N = (int)floor(x/M_LN10);
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const double ex = exp(x-N*M_LN10);
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result->err = ex * (2.0 * GSL_DBL_EPSILON * (fabs(x) + 1.0) + adx);
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/*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/
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double gsl_sf_exp(const double x)
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EVAL_RESULT(gsl_sf_exp_e(x, &result));
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double gsl_sf_exp_mult(const double x, const double y)
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EVAL_RESULT(gsl_sf_exp_mult_e(x, y, &result));
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double gsl_sf_expm1(const double x)
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EVAL_RESULT(gsl_sf_expm1_e(x, &result));
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double gsl_sf_exprel(const double x)
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EVAL_RESULT(gsl_sf_exprel_e(x, &result));
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double gsl_sf_exprel_2(const double x)
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EVAL_RESULT(gsl_sf_exprel_2_e(x, &result));
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double gsl_sf_exprel_n(const int n, const double x)
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EVAL_RESULT(gsl_sf_exprel_n_e(n, x, &result));