/*
* Copyright (c) 2004-2005, DoodleProject
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* Neither the name of DoodleProject nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
* CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
* TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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* TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
* THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
*/
package jhplot.math.num.special;
import jhplot.math.num.Function;
import jhplot.math.num.NumericException;
import jhplot.math.num.root.BisectionRootFinder;
import jhplot.math.num.root.Bracket;
/**
* Utility class that provides methods related to the error function.
*
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:14 $
*/
public final class Erf {
/**
* Default constructor.
*
* @since 1.1
*/
private Erf() {
super();
}
/**
*
* Returns the error function erf(x) (1).
*
*
* References:
*
* - Eric W. Weisstein. "Erf." From MathWorld--A Wolfram Web Resource.
* http://mathworld.wolfram.com/Erf.html
*
*
*
* @param x the evaluation point.
* @return erf(x)
* @throws NumericException if the value could not be computed.
*/
public static double erf(double x) throws NumericException {
double ret;
if (Double.isNaN(x)) {
ret = Double.NaN;
} else if (Double.isInfinite(x)) {
if (x < 0) {
ret = -1.0;
} else {
ret = 1.0;
}
} else if (x == 0.0) {
ret = 0.0;
} else {
ret = Gamma.regularizedGammaP(0.5, x * x);
if (x < 0) {
ret = -ret;
}
}
return ret;
}
/**
*
* Returns the complementary error function erfc(x) (1).
*
*
* References:
*
* - Eric W. Weisstein. "Erfc." From MathWorld--A Wolfram Web Resource.
*
* http://mathworld.wolfram.com/Erfc.html
*
*
*
* @param x the evaluation point.
* @return erfc(x)
* @throws NumericException if the value could not be computed.
* @since 1.1
*/
public static double erfc(double x) throws NumericException {
double ret;
if (Double.isNaN(x)) {
ret = Double.NaN;
} else if (Double.isInfinite(x)) {
if (x < 0) {
ret = 2.0;
} else {
ret = 0.0;
}
} else if (x == 0.0) {
ret = 1.0;
} else if (x < 0) {
ret = 1.0 + Gamma.regularizedGammaP(0.5, x * x);
} else {
ret = Gamma.regularizedGammaQ(0.5, x * x);
}
return ret;
}
/**
*
* Returns the inverse error function erf-1(y).
*
*
* References:
*
* - Eric W. Weisstein. "Erf." From MathWorld--A Wolfram Web Resource.
* http://mathworld.wolfram.com/Erf.html
*
*
*
* @param y the evaluation point.
* @return the value x, such that erf(x) == y
* @throws NumericException if the value could not be computed.
* @since 1.2
*/
public static double inverseErf(final double y) throws NumericException {
double ret;
if (Double.isNaN(y) || y < -1.0 || y > 1.0) {
ret = Double.NaN;
} else if (y == 1.0) {
ret = Double.POSITIVE_INFINITY;
} else if (y == -1.0) {
ret = Double.NEGATIVE_INFINITY;
} else if (y == 0.0) {
ret = 0.0;
} else {
Function f = new Function() {
public double evaluate(double x) throws NumericException {
return erf(x) - y;
}
};
Bracket b = new Bracket(f);
double[] bracket;
if (y > 0) {
bracket = b.bracketOut(0.0, y, Double.POSITIVE_INFINITY);
} else {
bracket = b.bracketOut(Double.NEGATIVE_INFINITY, y, 0.0);
}
BisectionRootFinder bisection = new BisectionRootFinder(f);
ret = bisection.findRoot(bracket[0], bracket[1]);
}
return ret;
}
}