Fix erf underflow handling near 0 (bug 16516)
diff mbox

Message ID Pine.LNX.4.64.1405071739100.29322@digraph.polyomino.org.uk
State New
Headers show

Commit Message

Joseph Myers May 7, 2014, 5:39 p.m. UTC
Bug 16516 reports spurious underflows from erf (for all floating-point
types), when the result is close to underflowing but does not actually
underflow.

erf (x) is about (2/sqrt(pi))*x for x close to 0, so there are
subnormal arguments for which it does not underflow.  The various
implementations do (x + efx*x) (for efx = 2/sqrt(pi) - 1), for greater
accuracy than if just using a single multiplication by an
approximation to 2/sqrt(pi) (effectively, this way there are a few
more bits in the approximation to 2/sqrt(pi)).  This can introduce
underflows when efx*x underflows even though the final result does
not, so a scaled calculation with 8*efx is done in these cases - but 8
is not a big enough scale factor to avoid all such underflows.  16 is
(any underflows with a scale factor of 16 would only occur when the
final result underflows), so this patch changes the code to use that
factor.  Rather than recomputing all the values of the efx8 variable,
it is removed, leaving it to the compiler's constant folding to
compute 16*efx.  As such scaling can also lose underflows when the
final scaling down happens to be exact, appropriate checks are added
to ensure underflow exceptions occur when required in such cases.

Tested x86_64 and x86; no ulps updates needed.  Also spot-checked for
powerpc32 and mips64 to verify the changes to the ldbl-128ibm and
ldbl-128 implementations.

(auto-libm-test-out diffs omitted below.)

2014-05-07  Joseph Myers  <joseph@codesourcery.com>

	[BZ #16516]
	* sysdeps/ieee754/dbl-64/s_erf.c (efx8): Remove variable.
	(__erf): Scale by 16 instead of 8 in potentially underflowing
	case.  Ensure exception if result actually underflows.
	* sysdeps/ieee754/flt-32/s_erff.c (efx8): Remove variable.
	(__erff): Scale by 16 instead of 8 in potentially underflowing
	case.  Ensure exception if result actually underflows.
	* sysdeps/ieee754/ldbl-128/s_erfl.c: Include <float.h>.
	(efx8): Remove variable.
	(__erfl): Scale by 16 instead of 8 in potentially underflowing
	case.  Ensure exception if result actually underflows.
	* sysdeps/ieee754/ldbl-128ibm/s_erfl.c: Include <float.h>.
	(efx8): Remove variable.
	(__erfl): Scale by 16 instead of 8 in potentially underflowing
	case.  Ensure exception if result actually underflows.
	* sysdeps/ieee754/ldbl-96/s_erfl.c: Include <float.h>.
	(efx8): Remove variable.
	(__erfl): Scale by 16 instead of 8 in potentially underflowing
	case.  Ensure exception if result actually underflows.
	* math/auto-libm-test-in: Add more tests of erf.
	* math/auto-libm-test-out: Regenerated.

Comments

Joseph Myers May 14, 2014, 12:47 a.m. UTC | #1
Ping.  This patch 
<https://sourceware.org/ml/libc-alpha/2014-05/msg00173.html> is pending 
review.
Andreas Jaeger May 14, 2014, 10:27 a.m. UTC | #2
On 05/07/2014 01:39 PM, Joseph S. Myers wrote:
> Tested x86_64 and x86; no ulps updates needed.  Also spot-checked for
> powerpc32 and mips64 to verify the changes to the ldbl-128ibm and
> ldbl-128 implementations

thanks,
Andreas

Patch
diff mbox

diff --git a/math/auto-libm-test-in b/math/auto-libm-test-in
index 420f657..da93a30 100644
--- a/math/auto-libm-test-in
+++ b/math/auto-libm-test-in
@@ -796,6 +796,10 @@  erf 4.125
 erf 27.0
 erf -27.0
 erf -0x1.fffffffffffff8p-2
+erf 0x1.c5bf94p-127
+erf 0x3.8b7fa8p-128
+erf -0x3.8b7f12369ded8p-1024
+erf 0x3.8b7f12369ded5518p-16384
 
 erfc 0.0
 erfc -0
diff --git a/sysdeps/ieee754/dbl-64/s_erf.c b/sysdeps/ieee754/dbl-64/s_erf.c
index 3f37397..ea0a734 100644
--- a/sysdeps/ieee754/dbl-64/s_erf.c
+++ b/sysdeps/ieee754/dbl-64/s_erf.c
@@ -128,7 +128,6 @@  static const double
  * Coefficients for approximation to  erf on [0,0.84375]
  */
   efx = 1.28379167095512586316e-01, /* 0x3FC06EBA, 0x8214DB69 */
-  efx8 = 1.02703333676410069053e+00, /* 0x3FF06EBA, 0x8214DB69 */
   pp[] = { 1.28379167095512558561e-01, /* 0x3FC06EBA, 0x8214DB68 */
 	   -3.25042107247001499370e-01, /* 0xBFD4CD7D, 0x691CB913 */
 	   -2.84817495755985104766e-02, /* 0xBF9D2A51, 0xDBD7194F */
@@ -211,7 +210,16 @@  __erf (double x)
       if (ix < 0x3e300000)              /* |x|<2**-28 */
 	{
 	  if (ix < 0x00800000)
-	    return 0.125 * (8.0 * x + efx8 * x);  /*avoid underflow */
+	    {
+	      /* Avoid spurious underflow.  */
+	      double ret = 0.0625 * (16.0 * x + (16.0 * efx) * x);
+	      if (fabs (ret) < DBL_MIN)
+		{
+		  double force_underflow = ret * ret;
+		  math_force_eval (force_underflow);
+		}
+	      return ret;
+	    }
 	  return x + efx * x;
 	}
       z = x * x;
diff --git a/sysdeps/ieee754/flt-32/s_erff.c b/sysdeps/ieee754/flt-32/s_erff.c
index 7c09589..d23cff9 100644
--- a/sysdeps/ieee754/flt-32/s_erff.c
+++ b/sysdeps/ieee754/flt-32/s_erff.c
@@ -33,7 +33,6 @@  erx =  8.4506291151e-01, /* 0x3f58560b */
  * Coefficients for approximation to  erf on [0,0.84375]
  */
 efx =  1.2837916613e-01, /* 0x3e0375d4 */
-efx8=  1.0270333290e+00, /* 0x3f8375d4 */
 pp0  =  1.2837916613e-01, /* 0x3e0375d4 */
 pp1  = -3.2504209876e-01, /* 0xbea66beb */
 pp2  = -2.8481749818e-02, /* 0xbce9528f */
@@ -111,8 +110,16 @@  float __erff(float x)
 	if(ix < 0x3f580000) {		/* |x|<0.84375 */
 	    if(ix < 0x31800000) { 	/* |x|<2**-28 */
 	        if (ix < 0x04000000)
-		    /*avoid underflow */
-		    return (float)0.125*((float)8.0*x+efx8*x);
+		  {
+		    /* Avoid spurious underflow.  */
+		    float ret = 0.0625f * (16.0f * x + (16.0f * efx) * x);
+		    if (fabsf (ret) < FLT_MIN)
+		      {
+			float force_underflow = ret * ret;
+			math_force_eval (force_underflow);
+		      }
+		    return ret;
+		  }
 		return x + efx*x;
 	    }
 	    z = x*x;
diff --git a/sysdeps/ieee754/ldbl-128/s_erfl.c b/sysdeps/ieee754/ldbl-128/s_erfl.c
index ef65ed8..35ca8c1 100644
--- a/sysdeps/ieee754/ldbl-128/s_erfl.c
+++ b/sysdeps/ieee754/ldbl-128/s_erfl.c
@@ -97,6 +97,7 @@ 
  */
 
 #include <errno.h>
+#include <float.h>
 #include <math.h>
 #include <math_private.h>
 
@@ -143,9 +144,7 @@  tiny = 1e-4931L,
   one = 1.0L,
   two = 2.0L,
   /* 2/sqrt(pi) - 1 */
-  efx = 1.2837916709551257389615890312154517168810E-1L,
-  /* 8 * (2/sqrt(pi) - 1) */
-  efx8 = 1.0270333367641005911692712249723613735048E0L;
+  efx = 1.2837916709551257389615890312154517168810E-1L;
 
 
 /* erf(x)  = x  + x R(x^2)
@@ -782,7 +781,16 @@  __erfl (long double x)
       if (ix < 0x3fc60000) /* |x|<2**-57 */
 	{
 	  if (ix < 0x00080000)
-	    return 0.125 * (8.0 * x + efx8 * x);	/*avoid underflow */
+	    {
+	      /* Avoid spurious underflow.  */
+	      long double ret =  0.0625 * (16.0 * x + (16.0 * efx) * x);
+	      if (fabsl (ret) < LDBL_MIN)
+		{
+		  long double force_underflow = ret * ret;
+		  math_force_eval (force_underflow);
+		}
+	      return ret;
+	    }
 	  return x + efx * x;
 	}
       y = a + a * neval (z, TN1, NTN1) / deval (z, TD1, NTD1);
diff --git a/sysdeps/ieee754/ldbl-128ibm/s_erfl.c b/sysdeps/ieee754/ldbl-128ibm/s_erfl.c
index 95dc415..f55e8b7 100644
--- a/sysdeps/ieee754/ldbl-128ibm/s_erfl.c
+++ b/sysdeps/ieee754/ldbl-128ibm/s_erfl.c
@@ -102,6 +102,7 @@ 
  */
 
 #include <errno.h>
+#include <float.h>
 #include <math.h>
 #include <math_private.h>
 #include <math_ldbl_opt.h>
@@ -149,9 +150,7 @@  tiny = 1e-300L,
   one = 1.0L,
   two = 2.0L,
   /* 2/sqrt(pi) - 1 */
-  efx = 1.2837916709551257389615890312154517168810E-1L,
-  /* 8 * (2/sqrt(pi) - 1) */
-  efx8 = 1.0270333367641005911692712249723613735048E0L;
+  efx = 1.2837916709551257389615890312154517168810E-1L;
 
 
 /* erf(x)  = x  + x R(x^2)
@@ -801,10 +800,17 @@  __erfl (long double x)
 	  if (ix < 0x00800000)
 	    {
 	      /* erf (-0) = -0.  Unfortunately, for IBM extended double
-		 0.125 * (8.0 * x + efx8 * x) for x = -0 evaluates to 0.  */
+		 0.0625 * (16.0 * x + (16.0 * efx) * x) for x = -0
+		 evaluates to 0.  */
 	      if (x == 0)
 		return x;
-	      return 0.125 * (8.0 * x + efx8 * x);	/*avoid underflow */
+	      long double ret = 0.0625 * (16.0 * x + (16.0 * efx) * x);
+	      if (fabsl (ret) < LDBL_MIN)
+		{
+		  long double force_underflow = ret * ret;
+		  math_force_eval (force_underflow);
+		}
+	      return ret;
 	    }
 	  return x + efx * x;
 	}
diff --git a/sysdeps/ieee754/ldbl-96/s_erfl.c b/sysdeps/ieee754/ldbl-96/s_erfl.c
index 47e4b9e..c27de81 100644
--- a/sysdeps/ieee754/ldbl-96/s_erfl.c
+++ b/sysdeps/ieee754/ldbl-96/s_erfl.c
@@ -105,6 +105,7 @@ 
 
 
 #include <errno.h>
+#include <float.h>
 #include <math.h>
 #include <math_private.h>
 
@@ -120,8 +121,6 @@  tiny = 1e-4931L,
  */
   /* 2/sqrt(pi) - 1 */
   efx = 1.2837916709551257389615890312154517168810E-1L,
-  /* 8 * (2/sqrt(pi) - 1) */
-  efx8 = 1.0270333367641005911692712249723613735048E0L,
 
   pp[6] = {
     1.122751350964552113068262337278335028553E6L,
@@ -272,7 +271,16 @@  __erfl (long double x)
       if (ix < 0x3fde8000) /* |x|<2**-33 */
 	{
 	  if (ix < 0x00080000)
-	    return 0.125 * (8.0 * x + efx8 * x);	/*avoid underflow */
+	    {
+	      /* Avoid spurious underflow.  */
+	      long double ret = 0.0625 * (16.0 * x + (16.0 * efx) * x);
+	      if (fabsl (ret) < LDBL_MIN)
+		{
+		  long double force_underflow = ret * ret;
+		  math_force_eval (force_underflow);
+		}
+	      return ret;
+	    }
 	  return x + efx * x;
 	}
       z = x * x;