From 9695ea005d4af93dcd60f74f10fd3c54499a182f Mon Sep 17 00:00:00 2001 From: Nicholas Noll Date: Thu, 11 Nov 2021 16:31:58 -0800 Subject: chore: split up base library into individual files for smaller binaries --- sys/base/rng/normal.c | 77 +++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 77 insertions(+) create mode 100644 sys/base/rng/normal.c (limited to 'sys/base/rng/normal.c') diff --git a/sys/base/rng/normal.c b/sys/base/rng/normal.c new file mode 100644 index 0000000..aab5731 --- /dev/null +++ b/sys/base/rng/normal.c @@ -0,0 +1,77 @@ +#include "internal.h" + +static inline double +erfinv(double x) +{ + /* useful constants */ + static double + a0 = 1.1975323115670912564578e0, a1 = 4.7072688112383978012285e1, + a2 = 6.9706266534389598238465e2, a3 = 4.8548868893843886794648e3, + a4 = 1.6235862515167575384252e4, a5 = 2.3782041382114385731252e4, + a6 = 1.1819493347062294404278e4, a7 = 8.8709406962545514830200e2, + + b0 = 1.0000000000000000000e0, b1 = 4.2313330701600911252e1, + b2 = 6.8718700749205790830e2, b3 = 5.3941960214247511077e3, + b4 = 2.1213794301586595867e4, b5 = 3.9307895800092710610e4, + b6 = 2.8729085735721942674e4, b7 = 5.2264952788528545610e3, + + c0 = 1.42343711074968357734e0, c1 = 4.63033784615654529590e0, + c2 = 5.76949722146069140550e0, c3 = 3.64784832476320460504e0, + c4 = 1.27045825245236838258e0, c5 = 2.41780725177450611770e-1, + c6 = 2.27238449892691845833e-2, c7 = 7.74545014278341407640e-4, + + d0 = 1.4142135623730950488016887e0, d1 = 2.9036514445419946173133295e0, + d2 = 2.3707661626024532365971225e0, d3 = 9.7547832001787427186894837e-1, + d4 = 2.0945065210512749128288442e-1, d5 = 2.1494160384252876777097297e-2, + d6 = 7.7441459065157709165577218e-4, d7 = 1.4859850019840355905497876e-9, + + e0 = 6.65790464350110377720e0, e1 = 5.46378491116411436990e0, + e2 = 1.78482653991729133580e0, e3 = 2.96560571828504891230e-1, + e4 = 2.65321895265761230930e-2, e5 = 1.24266094738807843860e-3, + e6 = 2.71155556874348757815e-5, e7 = 2.01033439929228813265e-7, + + f0 = 1.414213562373095048801689e0, f1 = 8.482908416595164588112026e-1, + f2 = 1.936480946950659106176712e-1, f3 = 2.103693768272068968719679e-2, + f4 = 1.112800997078859844711555e-3, f5 = 2.611088405080593625138020e-5, + f6 = 2.010321207683943062279931e-7, f7 = 2.891024605872965461538222e-15, + + Ln2 = 0.693147180559945309417232121458176568075500134360255254120680009; + + int s; + double r, z1, z2; + + if(x < 0) { + s = -1; + x = -x; + } else { + s = +1; + } + + if(x <= 0.85) { + r = 0.180625 - 0.25*x*x; + z1 = ((((((a7*r+a6)*r+a5)*r+a4)*r+a3)*r+a2)*r+a1)*r + a0; + z2 = ((((((b7*r+b6)*r+b5)*r+b4)*r+b3)*r+b2)*r+b1)*r + b0; + return s*(x*z1) / z2; + } + r = sqrt(Ln2 - log(1.0-x)); + if(r <= 5.0) { + r -= 1.6; + z1 = ((((((c7*r+c6)*r+c5)*r+c4)*r+c3)*r+c2)*r+c1)*r + c0; + z2 = ((((((d7*r+d6)*r+d5)*r+d4)*r+d3)*r+d2)*r+d1)*r + d0; + } else { + r -= 5.0; + z1 = ((((((e7*r+e6)*r+e5)*r+e4)*r+e3)*r+e2)*r+e1)*r + e0; + z2 = ((((((f7*r+f6)*r+f5)*r+f4)*r+f3)*r+f2)*r+f1)*r + f0; + } + + return s*z1/z2; +} + +double +rng·normal(void) +{ + double f; + f = rng·random(); + + return sqrt(2)*erfinv(2*f-1); +} -- cgit v1.2.1