///////////////////////////////// MIT LICENSE //////////////////////////////// // Copyright (C) 2014 TroggleMonkey // // Permission is hereby granted, free of charge, to any person obtaining a copy // of this software and associated documentation files (the "Software"), to // deal in the Software without restriction, including without limitation the // rights to use, copy, modify, merge, publish, distribute, sublicense, and/or // sell copies of the Software, and to permit persons to whom the Software is // furnished to do so, subject to the following conditions: // // The above copyright notice and this permission notice shall be included in // all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE // AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS // IN THE SOFTWARE. ///////////////////////////////// DESCRIPTION //////////////////////////////// // This file implements the following mathematical special functions: // 1.) erf() = 2/sqrt(pi) * indefinite_integral(e**(-x**2)) // 2.) gamma(s), a real-numbered extension of the integer factorial function // It also implements normalized_ligamma(s, z), a normalized lower incomplete // gamma function for s < 0.5 only. Both gamma() and normalized_ligamma() can // be called with an _impl suffix to use an implementation version with a few // extra precomputed parameters (which may be useful for the caller to reuse). // See below for details. // // Design Rationale: // Pretty much every line of code in this file is duplicated four times for // different input types (vec4/vec3/vec2/float). This is unfortunate, // but Cg doesn't allow function templates. Macros would be far less verbose, // but they would make the code harder to document and read. I don't expect // these functions will require a whole lot of maintenance changes unless // someone ever has need for more robust incomplete gamma functions, so code // duplication seems to be the lesser evil in this case. /////////////////////////// GAUSSIAN ERROR FUNCTION ////////////////////////// vec4 erf6(vec4 x) { // Requires: x is the standard parameter to erf(). // Returns: Return an Abramowitz/Stegun approximation of erf(), where: // erf(x) = 2/sqrt(pi) * integral(e**(-x**2)) // This approximation has a max absolute error of 2.5*10**-5 // with solid numerical robustness and efficiency. See: // https://en.wikipedia.org/wiki/Error_function#Approximation_with_elementary_functions const vec4 one = vec4(1.0); const vec4 sign_x = sign(x); const vec4 t = one/(one + 0.47047*abs(x)); const vec4 result = one - t*(0.3480242 + t*(-0.0958798 + t*0.7478556))* exp(-(x*x)); return result * sign_x; } vec3 erf6(const vec3 x) { // vec3 version: const vec3 one = vec3(1.0); const vec3 sign_x = sign(x); const vec3 t = one/(one + 0.47047*abs(x)); const vec3 result = one - t*(0.3480242 + t*(-0.0958798 + t*0.7478556))* exp(-(x*x)); return result * sign_x; } vec2 erf6(const vec2 x) { // vec2 version: const vec2 one = vec2(1.0); const vec2 sign_x = sign(x); const vec2 t = one/(one + 0.47047*abs(x)); const vec2 result = one - t*(0.3480242 + t*(-0.0958798 + t*0.7478556))* exp(-(x*x)); return result * sign_x; } float erf6(const float x) { // Float version: const float sign_x = sign(x); const float t = 1.0/(1.0 + 0.47047*abs(x)); const float result = 1.0 - t*(0.3480242 + t*(-0.0958798 + t*0.7478556))* exp(-(x*x)); return result * sign_x; } vec4 erft(const vec4 x) { // Requires: x is the standard parameter to erf(). // Returns: Approximate erf() with the hyperbolic tangent. The error is // visually noticeable, but it's blazing fast and perceptually // close...at least on ATI hardware. See: // http://www.maplesoft.com/applications/view.aspx?SID=5525&view=html // Warning: Only use this if your hardware drivers correctly implement // tanh(): My nVidia 8800GTS returns garbage output. return tanh(1.202760580 * x); } vec3 erft(const vec3 x) { // vec3 version: return tanh(1.202760580 * x); } vec2 erft(const vec2 x) { // vec2 version: return tanh(1.202760580 * x); } float erft(const float x) { // Float version: return tanh(1.202760580 * x); } vec4 erf(const vec4 x) { // Requires: x is the standard parameter to erf(). // Returns: Some approximation of erf(x), depending on user settings. #ifdef ERF_FAST_APPROXIMATION return erft(x); #else return erf6(x); #endif } vec3 erf(const vec3 x) { // vec3 version: #ifdef ERF_FAST_APPROXIMATION return erft(x); #else return erf6(x); #endif } vec2 erf(const vec2 x) { // vec2 version: #ifdef ERF_FAST_APPROXIMATION return erft(x); #else return erf6(x); #endif } float erf(const float x) { // Float version: #ifdef ERF_FAST_APPROXIMATION return erft(x); #else return erf6(x); #endif } /////////////////////////// COMPLETE GAMMA FUNCTION ////////////////////////// vec4 gamma_impl(const vec4 s, const vec4 s_inv) { // Requires: 1.) s is the standard parameter to the gamma function, and // it should lie in the [0, 36] range. // 2.) s_inv = 1.0/s. This implementation function requires // the caller to precompute this value, giving users the // opportunity to reuse it. // Returns: Return approximate gamma function (real-numbered factorial) // output using the Lanczos approximation with two coefficients // calculated using Paul Godfrey's method here: // http://my.fit.edu/~gabdo/gamma.txt // An optimal g value for s in [0, 36] is ~1.12906830989, with // a maximum relative error of 0.000463 for 2**16 equally // evals. We could use three coeffs (0.0000346 error) without // hurting latency, but this allows more parallelism with // outside instructions. const vec4 g = vec4(1.12906830989); const vec4 c0 = vec4(0.8109119309638332633713423362694399653724431); const vec4 c1 = vec4(0.4808354605142681877121661197951496120000040); const vec4 e = vec4(2.71828182845904523536028747135266249775724709); const vec4 sph = s + vec4(0.5); const vec4 lanczos_sum = c0 + c1/(s + vec4(1.0)); const vec4 base = (sph + g)/e; // or (s + g + vec4(0.5))/e // gamma(s + 1) = base**sph * lanczos_sum; divide by s for gamma(s). // This has less error for small s's than (s -= 1.0) at the beginning. return (pow(base, sph) * lanczos_sum) * s_inv; } vec3 gamma_impl(const vec3 s, const vec3 s_inv) { // vec3 version: const vec3 g = vec3(1.12906830989); const vec3 c0 = vec3(0.8109119309638332633713423362694399653724431); const vec3 c1 = vec3(0.4808354605142681877121661197951496120000040); const vec3 e = vec3(2.71828182845904523536028747135266249775724709); const vec3 sph = s + vec3(0.5); const vec3 lanczos_sum = c0 + c1/(s + vec3(1.0)); const vec3 base = (sph + g)/e; return (pow(base, sph) * lanczos_sum) * s_inv; } vec2 gamma_impl(const vec2 s, const vec2 s_inv) { // vec2 version: const vec2 g = vec2(1.12906830989); const vec2 c0 = vec2(0.8109119309638332633713423362694399653724431); const vec2 c1 = vec2(0.4808354605142681877121661197951496120000040); const vec2 e = vec2(2.71828182845904523536028747135266249775724709); const vec2 sph = s + vec2(0.5); const vec2 lanczos_sum = c0 + c1/(s + vec2(1.0)); const vec2 base = (sph + g)/e; return (pow(base, sph) * lanczos_sum) * s_inv; } float gamma_impl(const float s, const float s_inv) { // Float version: const float g = 1.12906830989; const float c0 = 0.8109119309638332633713423362694399653724431; const float c1 = 0.4808354605142681877121661197951496120000040; const float e = 2.71828182845904523536028747135266249775724709; const float sph = s + 0.5; const float lanczos_sum = c0 + c1/(s + 1.0); const float base = (sph + g)/e; return (pow(base, sph) * lanczos_sum) * s_inv; } vec4 gamma(const vec4 s) { // Requires: s is the standard parameter to the gamma function, and it // should lie in the [0, 36] range. // Returns: Return approximate gamma function output with a maximum // relative error of 0.000463. See gamma_impl for details. return gamma_impl(s, vec4(1.0)/s); } vec3 gamma(const vec3 s) { // vec3 version: return gamma_impl(s, vec3(1.0)/s); } vec2 gamma(const vec2 s) { // vec2 version: return gamma_impl(s, vec2(1.0)/s); } float gamma(const float s) { // Float version: return gamma_impl(s, 1.0/s); } //////////////// INCOMPLETE GAMMA FUNCTIONS (RESTRICTED INPUT) /////////////// // Lower incomplete gamma function for small s and z (implementation): vec4 ligamma_small_z_impl(const vec4 s, const vec4 z, const vec4 s_inv) { // Requires: 1.) s < ~0.5 // 2.) z <= ~0.775075 // 3.) s_inv = 1.0/s (precomputed for outside reuse) // Returns: A series representation for the lower incomplete gamma // function for small s and small z (4 terms). // The actual "rolled up" summation looks like: // last_sign = 1.0; last_pow = 1.0; last_factorial = 1.0; // sum = last_sign * last_pow / ((s + k) * last_factorial) // for(int i = 0; i < 4; ++i) // { // last_sign *= -1.0; last_pow *= z; last_factorial *= i; // sum += last_sign * last_pow / ((s + k) * last_factorial); // } // Unrolled, constant-unfolded and arranged for madds and parallelism: const vec4 scale = pow(z, s); vec4 sum = s_inv; // Summation iteration 0 result // Summation iterations 1, 2, and 3: const vec4 z_sq = z*z; const vec4 denom1 = s + vec4(1.0); const vec4 denom2 = 2.0*s + vec4(4.0); const vec4 denom3 = 6.0*s + vec4(18.0); //vec4 denom4 = 24.0*s + vec4(96.0); sum -= z/denom1; sum += z_sq/denom2; sum -= z * z_sq/denom3; //sum += z_sq * z_sq / denom4; // Scale and return: return scale * sum; } vec3 ligamma_small_z_impl(const vec3 s, const vec3 z, const vec3 s_inv) { // vec3 version: const vec3 scale = pow(z, s); vec3 sum = s_inv; const vec3 z_sq = z*z; const vec3 denom1 = s + vec3(1.0); const vec3 denom2 = 2.0*s + vec3(4.0); const vec3 denom3 = 6.0*s + vec3(18.0); sum -= z/denom1; sum += z_sq/denom2; sum -= z * z_sq/denom3; return scale * sum; } vec2 ligamma_small_z_impl(const vec2 s, const vec2 z, const vec2 s_inv) { // vec2 version: const vec2 scale = pow(z, s); vec2 sum = s_inv; const vec2 z_sq = z*z; const vec2 denom1 = s + vec2(1.0); const vec2 denom2 = 2.0*s + vec2(4.0); const vec2 denom3 = 6.0*s + vec2(18.0); sum -= z/denom1; sum += z_sq/denom2; sum -= z * z_sq/denom3; return scale * sum; } float ligamma_small_z_impl(const float s, const float z, const float s_inv) { // Float version: const float scale = pow(z, s); float sum = s_inv; const float z_sq = z*z; const float denom1 = s + 1.0; const float denom2 = 2.0*s + 4.0; const float denom3 = 6.0*s + 18.0; sum -= z/denom1; sum += z_sq/denom2; sum -= z * z_sq/denom3; return scale * sum; } // Upper incomplete gamma function for small s and large z (implementation): vec4 uigamma_large_z_impl(const vec4 s, const vec4 z) { // Requires: 1.) s < ~0.5 // 2.) z > ~0.775075 // Returns: Gauss's continued fraction representation for the upper // incomplete gamma function (4 terms). // The "rolled up" continued fraction looks like this. The denominator // is truncated, and it's calculated "from the bottom up:" // denom = vec4('inf'); // vec4 one = vec4(1.0); // for(int i = 4; i > 0; --i) // { // denom = ((i * 2.0) - one) + z - s + (i * (s - i))/denom; // } // Unrolled and constant-unfolded for madds and parallelism: const vec4 numerator = pow(z, s) * exp(-z); vec4 denom = vec4(7.0) + z - s; denom = vec4(5.0) + z - s + (3.0*s - vec4(9.0))/denom; denom = vec4(3.0) + z - s + (2.0*s - vec4(4.0))/denom; denom = vec4(1.0) + z - s + (s - vec4(1.0))/denom; return numerator / denom; } vec3 uigamma_large_z_impl(const vec3 s, const vec3 z) { // vec3 version: const vec3 numerator = pow(z, s) * exp(-z); vec3 denom = vec3(7.0) + z - s; denom = vec3(5.0) + z - s + (3.0*s - vec3(9.0))/denom; denom = vec3(3.0) + z - s + (2.0*s - vec3(4.0))/denom; denom = vec3(1.0) + z - s + (s - vec3(1.0))/denom; return numerator / denom; } vec2 uigamma_large_z_impl(const vec2 s, const vec2 z) { // vec2 version: const vec2 numerator = pow(z, s) * exp(-z); vec2 denom = vec2(7.0) + z - s; denom = vec2(5.0) + z - s + (3.0*s - vec2(9.0))/denom; denom = vec2(3.0) + z - s + (2.0*s - vec2(4.0))/denom; denom = vec2(1.0) + z - s + (s - vec2(1.0))/denom; return numerator / denom; } float uigamma_large_z_impl(const float s, const float z) { // Float version: const float numerator = pow(z, s) * exp(-z); float denom = 7.0 + z - s; denom = 5.0 + z - s + (3.0*s - 9.0)/denom; denom = 3.0 + z - s + (2.0*s - 4.0)/denom; denom = 1.0 + z - s + (s - 1.0)/denom; return numerator / denom; } // Normalized lower incomplete gamma function for small s (implementation): vec4 normalized_ligamma_impl(const vec4 s, const vec4 z, const vec4 s_inv, const vec4 gamma_s_inv) { // Requires: 1.) s < ~0.5 // 2.) s_inv = 1/s (precomputed for outside reuse) // 3.) gamma_s_inv = 1/gamma(s) (precomputed for outside reuse) // Returns: Approximate the normalized lower incomplete gamma function // for s < 0.5. Since we only care about s < 0.5, we only need // to evaluate two branches (not four) based on z. Each branch // uses four terms, with a max relative error of ~0.00182. The // branch threshold and specifics were adapted for fewer terms // from Gil/Segura/Temme's paper here: // http://oai.cwi.nl/oai/asset/20433/20433B.pdf // Evaluate both branches: Real branches test slower even when available. const vec4 thresh = vec4(0.775075); bvec4 z_is_large = greaterThan(z , thresh); vec4 z_size_check = vec4(z_is_large.x ? 1.0 : 0.0, z_is_large.y ? 1.0 : 0.0, z_is_large.z ? 1.0 : 0.0, z_is_large.w ? 1.0 : 0.0); const vec4 large_z = vec4(1.0) - uigamma_large_z_impl(s, z) * gamma_s_inv; const vec4 small_z = ligamma_small_z_impl(s, z, s_inv) * gamma_s_inv; // Combine the results from both branches: return large_z * vec4(z_size_check) + small_z * vec4(z_size_check); } vec3 normalized_ligamma_impl(const vec3 s, const vec3 z, const vec3 s_inv, const vec3 gamma_s_inv) { // vec3 version: const vec3 thresh = vec3(0.775075); bvec3 z_is_large = greaterThan(z , thresh); vec3 z_size_check = vec3(z_is_large.x ? 1.0 : 0.0, z_is_large.y ? 1.0 : 0.0, z_is_large.z ? 1.0 : 0.0); const vec3 large_z = vec3(1.0) - uigamma_large_z_impl(s, z) * gamma_s_inv; const vec3 small_z = ligamma_small_z_impl(s, z, s_inv) * gamma_s_inv; return large_z * vec3(z_size_check) + small_z * vec3(z_size_check); } vec2 normalized_ligamma_impl(const vec2 s, const vec2 z, const vec2 s_inv, const vec2 gamma_s_inv) { // vec2 version: const vec2 thresh = vec2(0.775075); bvec2 z_is_large = greaterThan(z , thresh); vec2 z_size_check = vec2(z_is_large.x ? 1.0 : 0.0, z_is_large.y ? 1.0 : 0.0); const vec2 large_z = vec2(1.0) - uigamma_large_z_impl(s, z) * gamma_s_inv; const vec2 small_z = ligamma_small_z_impl(s, z, s_inv) * gamma_s_inv; return large_z * vec2(z_size_check) + small_z * vec2(z_size_check); } float normalized_ligamma_impl(const float s, const float z, const float s_inv, const float gamma_s_inv) { // Float version: const float thresh = 0.775075; float z_size_check = 0.0; if (z > thresh) z_size_check = 1.0; const float large_z = 1.0 - uigamma_large_z_impl(s, z) * gamma_s_inv; const float small_z = ligamma_small_z_impl(s, z, s_inv) * gamma_s_inv; return large_z * float(z_size_check) + small_z * float(z_size_check); } // Normalized lower incomplete gamma function for small s: vec4 normalized_ligamma(const vec4 s, const vec4 z) { // Requires: s < ~0.5 // Returns: Approximate the normalized lower incomplete gamma function // for s < 0.5. See normalized_ligamma_impl() for details. const vec4 s_inv = vec4(1.0)/s; const vec4 gamma_s_inv = vec4(1.0)/gamma_impl(s, s_inv); return normalized_ligamma_impl(s, z, s_inv, gamma_s_inv); } vec3 normalized_ligamma(const vec3 s, const vec3 z) { // vec3 version: const vec3 s_inv = vec3(1.0)/s; const vec3 gamma_s_inv = vec3(1.0)/gamma_impl(s, s_inv); return normalized_ligamma_impl(s, z, s_inv, gamma_s_inv); } vec2 normalized_ligamma(const vec2 s, const vec2 z) { // vec2 version: const vec2 s_inv = vec2(1.0)/s; const vec2 gamma_s_inv = vec2(1.0)/gamma_impl(s, s_inv); return normalized_ligamma_impl(s, z, s_inv, gamma_s_inv); } float normalized_ligamma(const float s, const float z) { // Float version: const float s_inv = 1.0/s; const float gamma_s_inv = 1.0/gamma_impl(s, s_inv); return normalized_ligamma_impl(s, z, s_inv, gamma_s_inv); }