File: erfinv.cpp

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/* Copyright (c) 2008-2022 the MRtrix3 contributors.
 *
 * This Source Code Form is subject to the terms of the Mozilla Public
 * License, v. 2.0. If a copy of the MPL was not distributed with this
 * file, You can obtain one at http://mozilla.org/MPL/2.0/.
 *
 * Covered Software is provided under this License on an "as is"
 * basis, without warranty of any kind, either expressed, implied, or
 * statutory, including, without limitation, warranties that the
 * Covered Software is free of defects, merchantable, fit for a
 * particular purpose or non-infringing.
 * See the Mozilla Public License v. 2.0 for more details.
 *
 * For more details, see http://www.mrtrix.org/.
 */


#include "math/erfinv.h"

#include "math/polynomial.h"

namespace MR
{
  namespace Math
  {




    default_type erfinv (const default_type p)
    {
      class Shared
      { MEMALIGN(Shared)
        public:
          Shared() :
              m_Y (0.0891314744949340820313)
          {
            m_P << -0.000508781949658280665617, -0.00836874819741736770379, 0.0334806625409744615033, -0.0126926147662974029034, -0.0365637971411762664006, 0.0219878681111168899165, 0.00822687874676915743155, -0.00538772965071242932965;
            m_Q << 1.0, -0.970005043303290640362, -1.56574558234175846809, 1.56221558398423026363, 0.662328840472002992063, -0.71228902341542847553, -0.0527396382340099713954, 0.0795283687341571680018, -0.00233393759374190016776, 0.000886216390456424707504;
          }

          default_type Y() const { return m_Y; }
          const Eigen::Array<default_type, 8, 1>&  P() const { return m_P; }
          const Eigen::Array<default_type, 10, 1>& Q() const { return m_Q; }

        private:
          Eigen::Array<default_type, 8, 1> m_P;
          Eigen::Array<default_type, 10, 1> m_Q;
          const default_type m_Y;

      };
      static Shared shared;

      if (p >= 1.0)
        return std::numeric_limits<default_type>::infinity();
      if (p > 0.5)
        return erfcinv (1.0 - p);
      if (p < 0.0)
        return -erfinv (-p);

      const default_type g = p * (p + 10.0);
      const default_type r = polynomial (shared.P(), p) / polynomial (shared.Q(), p);
      return g*shared.Y() + g*r;
    };







    default_type erfcinv (const default_type q)
    {
      class Shared
      { MEMALIGN(Shared)
        public:
          Shared() :
              N (6),
              m_Y (N),
              m_P (N),
              m_Q (N)
          {
            // Region 0: q >= 0.25
            m_Y[0] = 2.249481201171875;
            m_P[0].resize (9);
            m_P[0] << -0.202433508355938759655, 0.105264680699391713268, 8.37050328343119927838, 17.6447298408374015486, -18.8510648058714251895, -44.6382324441786960818, 17.445385985570866523, 21.1294655448340526258, -3.67192254707729348546;
            m_Q[0].resize (9);
            m_Q[0] << 1.0, 6.24264124854247537712, 3.9713437953343869095, -28.6608180499800029974, -20.1432634680485188801, 48.5609213108739935468, 10.8268667355460159008, -22.6436933413139721736, 1.72114765761200282724;
            // Region 1: x < 3
            m_Y[1] = 0.807220458984375;
            m_P[1].resize (11);
            m_P[1] << -0.131102781679951906451, -0.163794047193317060787, 0.117030156341995252019, 0.387079738972604337464, 0.337785538912035898924, 0.142869534408157156766, 0.0290157910005329060432, 0.00214558995388805277169, -0.679465575181126350155e-6, 0.285225331782217055858e-7, -0.681149956853776992068e-9;
            m_Q[1].resize (8);
            m_Q[1] << 1.0, 3.46625407242567245975, 5.38168345707006855425, 4.77846592945843778382, 2.59301921623620271374, 0.848854343457902036425, 0.152264338295331783612, 0.01105924229346489121;
            // Region 2: x < 6
            m_Y[2] = 0.93995571136474609375;
            m_P[2].resize (9);
            m_P[2] << -0.0350353787183177984712, -0.00222426529213447927281, 0.0185573306514231072324, 0.00950804701325919603619, 0.00187123492819559223345, 0.000157544617424960554631, 0.460469890584317994083e-5, -0.230404776911882601748e-9, 0.266339227425782031962e-11;
            m_Q[2].resize (7);
            m_Q[2] << 1.0, 1.3653349817554063097, 0.762059164553623404043, 0.220091105764131249824, 0.0341589143670947727934, 0.00263861676657015992959, 0.764675292302794483503e-4;
            // Region 3: x < 18
            m_Y[3] = 0.98362827301025390625;
            m_P[3].resize (9);
            m_P[3] << -0.0167431005076633737133, -0.00112951438745580278863, 0.00105628862152492910091, 0.000209386317487588078668, 0.149624783758342370182e-4, 0.449696789927706453732e-6, 0.462596163522878599135e-8, -0.281128735628831791805e-13, 0.99055709973310326855e-16;
            m_Q[3].resize (7);
            m_Q[3] << 1.0, 0.591429344886417493481, 0.138151865749083321638, 0.0160746087093676504695, 0.000964011807005165528527, 0.275335474764726041141e-4, 0.282243172016108031869e-6;
            // Region 4: x < 44
            m_Y[4] = 0.99714565277099609375;
            m_P[4].resize (8);
            m_P[4] << -0.0024978212791898131227, -0.779190719229053954292e-5, 0.254723037413027451751e-4, 0.162397777342510920873e-5, 0.396341011304801168516e-7, 0.411632831190944208473e-9, 0.145596286718675035587e-11, -0.116765012397184275695e-17;
            m_Q[4].resize (7);
            m_Q[4] << 1.0, 0.207123112214422517181, 0.0169410838120975906478, 0.000690538265622684595676, 0.145007359818232637924e-4, 0.144437756628144157666e-6, 0.509761276599778486139e-9;
            // Region 5: x >= 44
            m_Y[5] = 0.99941349029541015625;
            m_P[5].resize (8);
            m_P[5] << -0.000539042911019078575891, -0.28398759004727721098e-6, 0.899465114892291446442e-6, 0.229345859265920864296e-7, 0.225561444863500149219e-9, 0.947846627503022684216e-12, 0.135880130108924861008e-14, -0.348890393399948882918e-21;
            m_Q[5].resize (7);
            m_Q[5] << 1.0, 0.0845746234001899436914, 0.00282092984726264681981, 0.468292921940894236786e-4, 0.399968812193862100054e-6, 0.161809290887904476097e-8, 0.231558608310259605225e-11;
          }

          default_type Y (const size_t i) const { assert (i < N); return m_Y[i]; }
          const Eigen::Array<default_type, Eigen::Dynamic, 1> P (const size_t i) const { assert (i < N); return m_P[i]; }
          const Eigen::Array<default_type, Eigen::Dynamic, 1> Q (const size_t i) const { assert (i < N); return m_Q[i]; }

        private:
          const size_t N;
          vector<default_type> m_Y;
          vector<Eigen::Array<default_type, Eigen::Dynamic, 1>> m_P, m_Q;
      };
      static const Shared shared;

      if (q <= 0.0)
        return std::numeric_limits<default_type>::infinity();
      if (q >= 0.5)
        return erfinv (1.0 - q);

      if (q >= 0.25) {
        const default_type g = std::sqrt (-2.0 * std::log (q));
        const default_type xs = q - 0.25;
        const default_type r = polynomial (shared.P(0), xs) / polynomial (shared.Q(0), xs);
        return g / (shared.Y(0) + r);
      }

      const default_type x = std::sqrt (-std::log (q));
      default_type xs;
      size_t index;
      if (x < 3.0) {
        xs = x - 1.125;
        index = 1;
      } else if (x < 6.0) {
        xs = x - 3.0;
        index = 2;
      } else if (x < 18.0) {
        xs = x - 6.0;
        index = 3;
      } else if (x < 44.0) {
        xs = x - 18.0;
        index = 4;
      } else {
        xs = x - 44.0;
        index = 5;
      }
      const default_type R = polynomial (shared.P(index), xs) / polynomial (shared.Q(index), xs);
      return (shared.Y(index)*x) + (R*x);
    };




  }
}