Add erfinv and erfcinv for Float16 and generalize logerfc and…

… `logerfcx` (#372) * Add `erfinv` and `erfcinv` for `Float16` * Generalize `logerfc` and `logerfcx` * Add tests * Update version number * Update test/erf.jl * Fix test * Simplify branch for `abs(x) >= 1` in `_erfinv` * Fix incomplete function * Simplify implementation * Apply suggested alternative --------- Co-authored-by: Viral B. Shah <[email protected]>
JuliaMath · May 7, 2024 · 124915f · 124915f · devmotion · May 7, 2024
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diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,6 @@
 name = "SpecialFunctions"
 uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
-version = "2.3.1"
+version = "2.4.0"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

diff --git a/src/erf.jl b/src/erf.jl
@@ -253,13 +253,10 @@ erfinv(x::Real) = _erfinv(float(x))
 
 function _erfinv(x::Float64)
     a = abs(x)
-    if a >= 1.0
-        if x == 1.0
-            return Inf
-        elseif x == -1.0
-            return -Inf
-        end
+    if a > 1.0
         throw(DomainError(a, "`abs(x)` cannot be greater than 1."))
+    elseif a == 1.0
+        return copysign(Inf, x)
     elseif a <= 0.75 # Table 17 in Blair et al.
         t = x*x - 0.5625
         return x * @horner(t, 0.16030_49558_44066_229311e2,
@@ -321,13 +318,10 @@ end
 
 function _erfinv(x::Float32)
     a = abs(x)
-    if a >= 1.0f0
-        if x == 1.0f0
-            return Inf32
-        elseif x == -1.0f0
-            return -Inf32
-        end
+    if a > 1f0
         throw(DomainError(a, "`abs(x)` cannot be greater than 1."))
+    elseif a == 1f0
+        return copysign(Inf32, x)
     elseif a <= 0.75f0 # Table 10 in Blair et al.
         t = x*x - 0.5625f0
         return x * @horner(t, -0.13095_99674_22f2,
@@ -362,6 +356,42 @@ function _erfinv(x::Float32)
     end
 end
 
+function _erfinv(x::Float16)
+    a = abs(x)
+    if a > Float16(1)
+        throw(DomainError(a, "`abs(x)` cannot be greater than 1."))
+    elseif a == Float16(1)
+        return copysign(Inf16, x)
+    else
+        # Perform calculations with `Float32`
+        x32 = Float32(x)
+        a32 = Float32(a)
+        if a32 <= 0.75f0
+            # Simpler and more accurate alternative to Table 7 in Blair et al.
+            # Ref: https://github.com/JuliaMath/SpecialFunctions.jl/pull/372#discussion_r1592832735
+            t = muladd(-6.73815f1, x32, 1f0) / muladd(-4.18798f0, x32, 4.54263f0)
+            y = copysign(muladd(0.88622695f0, x32, t), x32)
+        elseif a32 <= 0.9375f0 # Table 26 in Blair et al.
+            t = x32^2 - 0.87890625f0
+            y = x32 * @horner(t, 0.10178_950f1,
+                              -0.32827_601f1) /
+                      @horner(t, 0.72455_99f0,
+                              -0.33871_553f1,
+                              0.1f1)
+        else
+            # Simpler alternative to Table 47 in Blair et al.
+            # because of the reduced accuracy requirement
+            # (it turns out that this branch only covers 128 values).
+            # Note that the use of log(1-x) rather than log1p is intentional since it will be
+            # slightly faster and 1-x is exact.
+            # Ref: https://github.com/JuliaMath/SpecialFunctions.jl/pull/372#discussion_r1592710586
+            t = sqrt(-log(1-a32))
+            y = copysign(@horner(t, -0.429159f0, 1.04868f0), x32)
+        end
+        return Float16(y)
+    end
+end
+
 function _erfinv(y::BigFloat)
     xfloat = erfinv(Float64(y))
     if isfinite(xfloat)
@@ -482,6 +512,25 @@ function _erfcinv(y::Float32)
     end
 end
 
+function _erfcinv(y::Float16)
+    if y > Float16(0.0625)
+        return erfinv(Float16(1) - y)
+    elseif y <= Float16(0)
+        if y == Float16(0)
+            return Inf16
+        end
+        throw(DomainError(y, "`y` must be nonnegative."))
+    else # Table 47 in Blair et al.
+        t = 1.0f0 / sqrt(-log(Float32(y)))
+        x = @horner(t, 0.98650_088f0,
+                       0.92601_777f0) /
+            (t * @horner(t, 0.98424_719f0,
+                            0.10074_7432f0,
+                            0.1f0))
+        return Float16(x)
+    end
+end
+
 function _erfcinv(y::BigFloat)
     yfloat = Float64(y)
     xfloat = erfcinv(yfloat)
@@ -526,13 +575,9 @@ See also: [`erfcx(x)`](@ref erfcx).
 
 # Implementation
 Based on the [`erfc(x)`](@ref erfc) and [`erfcx(x)`](@ref erfcx) functions.
-Currently only implemented for `Float32`, `Float64`, and `BigFloat`.
 """
-logerfc(x::Real) = _logerfc(float(x))
-
-function _logerfc(x::Union{Float32, Float64, BigFloat})
-    # Don't include Float16 in the Union, otherwise logerfc would currently work for x <= 0.0, but not x > 0.0
-    if x > 0.0
+function logerfc(x::Real)
+    if x > zero(x)
         return log(erfcx(x)) - x^2
     else
         return log(erfc(x))
@@ -557,13 +602,9 @@ See also: [`erfcx(x)`](@ref erfcx).
 
 # Implementation
 Based on the [`erfc(x)`](@ref erfc) and [`erfcx(x)`](@ref erfcx) functions.
-Currently only implemented for `Float32`, `Float64`, and `BigFloat`.
 """
-logerfcx(x::Real) = _logerfcx(float(x))
-
-function _logerfcx(x::Union{Float32, Float64, BigFloat})
-    # Don't include Float16 in the Union, otherwise logerfc would currently work for x <= 0.0, but not x > 0.0
-    if x < 0.0
+function logerfcx(x::Real)
+    if x < zero(x)
         return log(erfc(x)) + x^2
     else
         return log(erfcx(x))

diff --git a/test/erf.jl b/test/erf.jl
@@ -1,65 +1,48 @@
 @testset "error functions" begin
     @testset "real argument" begin
-        @test erf(Float16(1))   ≈ 0.84270079294971486934 rtol=2*eps(Float16)
-        @test erf(Float32(1))   ≈ 0.84270079294971486934 rtol=2*eps(Float32)
-        @test erf(Float64(1))   ≈ 0.84270079294971486934 rtol=2*eps(Float64)
-
-        @test erfc(Float16(1))  ≈ 0.15729920705028513066 rtol=2*eps(Float16)
-        @test erfc(Float32(1))  ≈ 0.15729920705028513066 rtol=2*eps(Float32)
-        @test erfc(Float64(1))  ≈ 0.15729920705028513066 rtol=2*eps(Float64)
-
-        @test erfcx(Float16(1)) ≈ 0.42758357615580700442 rtol=2*eps(Float16)
-        @test erfcx(Float32(1)) ≈ 0.42758357615580700442 rtol=2*eps(Float32)
-        @test erfcx(Float64(1)) ≈ 0.42758357615580700442 rtol=2*eps(Float64)
-
-        @test_throws MethodError logerfc(Float16(1))
-        @test_throws MethodError logerfc(Float16(-1))
-        @test logerfc(Float32(-100)) ≈ 0.6931471805599453 rtol=2*eps(Float32)
-        @test logerfc(Float64(-100)) ≈ 0.6931471805599453 rtol=2*eps(Float64)
-        @test logerfc(Float32(1000)) ≈ -1.0000074801207219e6 rtol=2*eps(Float32)
-        @test logerfc(Float64(1000)) ≈ -1.0000074801207219e6 rtol=2*eps(Float64)
-        @test logerfc(1000) ≈ -1.0000074801207219e6 rtol=2*eps(Float32)
-        @test logerfc(Float32(10000)) ≈ log(erfc(BigFloat(10000, precision=100))) rtol=2*eps(Float32)
-        @test logerfc(Float64(10000)) ≈ log(erfc(BigFloat(10000, precision=100))) rtol=2*eps(Float64)
-
-        @test_throws MethodError logerfcx(Float16(1))
-        @test_throws MethodError logerfcx(Float16(-1))
-        @test iszero(logerfcx(0))
-        @test logerfcx(Float32(1)) ≈ -0.849605509933248248576017509499 rtol=2eps(Float32)
-        @test logerfcx(Float64(1)) ≈ -0.849605509933248248576017509499 rtol=2eps(Float32)
-        @test logerfcx(Float32(-1)) ≈ 1.61123231767807049464268192445 rtol=2eps(Float32)
-        @test logerfcx(Float64(-1)) ≈ 1.61123231767807049464268192445 rtol=2eps(Float32)
-        @test logerfcx(Float32(-100)) ≈ 10000.6931471805599453094172321 rtol=2eps(Float32)
-        @test logerfcx(Float64(-100)) ≈ 10000.6931471805599453094172321 rtol=2eps(Float64)
-        @test logerfcx(Float32(100)) ≈ -5.17758512266433257046678208395 rtol=2eps(Float32)
-        @test logerfcx(Float64(100)) ≈ -5.17758512266433257046678208395 rtol=2eps(Float64)
-        @test logerfcx(Float32(-1000)) ≈ 1.00000069314718055994530941723e6 rtol=2eps(Float32)
-        @test logerfcx(Float64(-1000)) ≈ 1.00000069314718055994530941723e6 rtol=2eps(Float64)
-        @test logerfcx(Float32(1000)) ≈ -7.48012072190621214066734919080 rtol=2eps(Float32)
-        @test logerfcx(Float64(1000)) ≈ -7.48012072190621214066734919080 rtol=2eps(Float64)
-
-        @test erfi(Float16(1)) ≈ 1.6504257587975428760 rtol=2*eps(Float16)
-        @test erfi(Float32(1)) ≈ 1.6504257587975428760 rtol=2*eps(Float32)
-        @test erfi(Float64(1)) ≈ 1.6504257587975428760 rtol=2*eps(Float64)
+        for T in (Float16, Float32, Float64)
+            @test @inferred(erf(T(1))) isa T
+            @test erf(T(1))   ≈ T(0.84270079294971486934) rtol=2*eps(T)
 
-        @test erfinv(Integer(0)) == 0 == erfinv(0//1)
-        @test_throws MethodError erfinv(Float16(1))
-        @test erfinv(Float32(0.84270079294971486934)) ≈ 1 rtol=2*eps(Float32)
-        @test erfinv(Float64(0.84270079294971486934)) ≈ 1 rtol=2*eps(Float64)
+            @test @inferred(erfc(T(1))) isa T
+            @test erfc(T(1))  ≈ T(0.15729920705028513066) rtol=2*eps(T)
 
-        @test erfcinv(Integer(1)) == 0 == erfcinv(1//1)
-        @test_throws MethodError erfcinv(Float16(1))
-        @test erfcinv(Float32(0.15729920705028513066)) ≈ 1 rtol=2*eps(Float32)
-        @test erfcinv(Float64(0.15729920705028513066)) ≈ 1 rtol=2*eps(Float64)
+            @test @inferred(erfcx(T(1))) isa T
+            @test erfcx(T(1)) ≈ T(0.42758357615580700442) rtol=2*eps(T)
+
+            @test @inferred(logerfc(T(1))) isa T
+            @test logerfc(T(-100)) ≈ T(0.6931471805599453) rtol=2*eps(T)
+            @test logerfc(T(1000)) ≈ T(-1.0000074801207219e6) rtol=2*eps(T)
+            @test logerfc(T(10000)) ≈ T(log(erfc(BigFloat(10000, precision=100)))) rtol=2*eps(T)
+
+            @test @inferred(logerfcx(T(1))) isa T
+            @test logerfcx(T(1)) ≈ T(-0.849605509933248248576017509499) rtol=2eps(T)
+            @test logerfcx(T(-1)) ≈ T(1.61123231767807049464268192445) rtol=2eps(T)
+            @test logerfcx(T(-100)) ≈ T(10000.6931471805599453094172321) rtol=2eps(T)
+            @test logerfcx(T(100)) ≈ T(-5.17758512266433257046678208395) rtol=2eps(T)
+            @test logerfcx(T(-1000)) ≈ T(1.00000069314718055994530941723e6) rtol=2eps(T)
+            @test logerfcx(T(1000)) ≈ T(-7.48012072190621214066734919080) rtol=2eps(T)
+
+            @test @inferred(erfi(T(1))) isa T
+            @test erfi(T(1)) ≈ T(1.6504257587975428760) rtol=2*eps(T)
+
+            @test @inferred(erfinv(T(1))) isa T
+            @test erfinv(T(0.84270079294971486934)) ≈ 1 rtol=2*eps(T)
 
-        @test dawson(Float16(1)) ≈ 0.53807950691276841914 rtol=2*eps(Float16)
-        @test dawson(Float32(1)) ≈ 0.53807950691276841914 rtol=2*eps(Float32)
-        @test dawson(Float64(1)) ≈ 0.53807950691276841914 rtol=2*eps(Float64)
+            @test @inferred(erfcinv(T(1))) isa T
+            @test erfcinv(T(0.15729920705028513066)) ≈ 1 rtol=2*eps(T)
 
+            @test @inferred(dawson(T(1))) isa T
+            @test dawson(T(1)) ≈ T(0.53807950691276841914) rtol=2*eps(T)
+
+            @test @inferred(faddeeva(T(1))) isa Complex{T}
+            @test faddeeva(T(1)) ≈ 0.36787944117144233402+0.60715770584139372446im rtol=2*eps(T)
+        end
+
+        @test logerfc(1000) ≈ -1.0000074801207219e6 rtol=2*eps(Float32)
+        @test erfinv(Integer(0)) == 0 == erfinv(0//1)
+        @test erfcinv(Integer(1)) == 0 == erfcinv(1//1)
         @test faddeeva(0) == faddeeva(0//1) == 1
-        @test faddeeva(Float16(1)) ≈ 0.36787944117144233402+0.60715770584139372446im rtol=2*eps(Float16)
-        @test faddeeva(Float32(1)) ≈ 0.36787944117144233402+0.60715770584139372446im rtol=2*eps(Float32)
-        @test faddeeva(Float64(1)) ≈ 0.36787944117144233402+0.60715770584139372446im rtol=2*eps(Float64)
     end
 
     @testset "complex arguments" begin