Fix error in exp in magnitude [2e-32,2e-28]

Message ID 20200306144634.2421-1-fabian.schriever@gtd-gmbh.de
State Accepted
Commit a8a40ee5750cb8a4280379a38c1ed490262481c4
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Series
  • Fix error in exp in magnitude [2e-32,2e-28]
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Commit Message

Fabian Schriever March 6, 2020, 2:46 p.m.
While testing the exp function we noticed some errors at the specified
magnitude. Within this range the exp function returns the input value +1
as an output. We chose to run a test of 1m exponentially spaced values
in the ranges [-2^-27,-2^-32] and [2^-32,2^-27] which showed 7603 and
3912 results with an error of >=0.5 ULP (compared with MPFR in 128 bit)
with the highest being 0.56 ULP and 0.53 ULP.

It's easy to fix by changing the magnitude at which the input value +1
is returned from <2^-28 to <2^-32 and using the polynomial instead. This
reduces the number of results with an error of >=0.5 ULP to 485 and 479
in above tests, all of which are exactly 0.5 ULP.

As we were already checking on exp we also took a look at expf. For expf
the magnitude where the input value +1 is returned can be increased from
<2^-28 to <2^-23 without accuracy loss for a slight performance
improvement. To ensure this was the correct value we tested all values
in the ranges [-2^-17,-2^-28] and [2^-28,2^-17] (~92.3m values each).
---
 newlib/libm/math/e_exp.c  | 2 +-
 newlib/libm/math/ef_exp.c | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

-- 
2.24.1.windows.2

Comments

Corinna Vinschen March 9, 2020, 9:12 a.m. | #1
On Mar  6 15:46, Fabian Schriever wrote:
> While testing the exp function we noticed some errors at the specified

> magnitude. Within this range the exp function returns the input value +1

> as an output. We chose to run a test of 1m exponentially spaced values

> in the ranges [-2^-27,-2^-32] and [2^-32,2^-27] which showed 7603 and

> 3912 results with an error of >=0.5 ULP (compared with MPFR in 128 bit)

> with the highest being 0.56 ULP and 0.53 ULP.

> 

> It's easy to fix by changing the magnitude at which the input value +1

> is returned from <2^-28 to <2^-32 and using the polynomial instead. This

> reduces the number of results with an error of >=0.5 ULP to 485 and 479

> in above tests, all of which are exactly 0.5 ULP.

> 

> As we were already checking on exp we also took a look at expf. For expf

> the magnitude where the input value +1 is returned can be increased from

> <2^-28 to <2^-23 without accuracy loss for a slight performance

> improvement. To ensure this was the correct value we tested all values

> in the ranges [-2^-17,-2^-28] and [2^-28,2^-17] (~92.3m values each).

> ---

>  newlib/libm/math/e_exp.c  | 2 +-

>  newlib/libm/math/ef_exp.c | 2 +-

>  2 files changed, 2 insertions(+), 2 deletions(-)

> 

> diff --git a/newlib/libm/math/e_exp.c b/newlib/libm/math/e_exp.c

> index 81ea64dfb..d23b1162b 100644

> --- a/newlib/libm/math/e_exp.c

> +++ b/newlib/libm/math/e_exp.c

> @@ -142,7 +142,7 @@ P5   =  4.13813679705723846039e-08; /* 0x3E663769, 0x72BEA4D0 */

>  	    }

>  	    x  = hi - lo;

>  	} 

> -	else if(hx < 0x3e300000)  {	/* when |x|<2**-28 */

> +	else if(hx < 0x3df00000)  {	/* when |x|<2**-32 */

>  	    if(huge+x>one) return one+x;/* trigger inexact */

>  	}

>  

> diff --git a/newlib/libm/math/ef_exp.c b/newlib/libm/math/ef_exp.c

> index e817370ac..fb3e2ffe6 100644

> --- a/newlib/libm/math/ef_exp.c

> +++ b/newlib/libm/math/ef_exp.c

> @@ -77,7 +77,7 @@ P5   =  4.1381369442e-08; /* 0x3331bb4c */

>  	    }

>  	    x  = hi - lo;

>  	} 

> -	else if(hx < 0x31800000)  {	/* when |x|<2**-28 */

> +	else if(hx < 0x34000000)  {	/* when |x|<2**-23 */

>  	    if(huge+x>one) return one+x;/* trigger inexact */

>  	}

>  

> -- 

> 2.24.1.windows.2

> 


Pushed.


Thanks,
Corinna

-- 
Corinna Vinschen
Cygwin Maintainer
Red Hat

Patch

diff --git a/newlib/libm/math/e_exp.c b/newlib/libm/math/e_exp.c
index 81ea64dfb..d23b1162b 100644
--- a/newlib/libm/math/e_exp.c
+++ b/newlib/libm/math/e_exp.c
@@ -142,7 +142,7 @@  P5   =  4.13813679705723846039e-08; /* 0x3E663769, 0x72BEA4D0 */
 	    }
 	    x  = hi - lo;
 	} 
-	else if(hx < 0x3e300000)  {	/* when |x|<2**-28 */
+	else if(hx < 0x3df00000)  {	/* when |x|<2**-32 */
 	    if(huge+x>one) return one+x;/* trigger inexact */
 	}
 
diff --git a/newlib/libm/math/ef_exp.c b/newlib/libm/math/ef_exp.c
index e817370ac..fb3e2ffe6 100644
--- a/newlib/libm/math/ef_exp.c
+++ b/newlib/libm/math/ef_exp.c
@@ -77,7 +77,7 @@  P5   =  4.1381369442e-08; /* 0x3331bb4c */
 	    }
 	    x  = hi - lo;
 	} 
-	else if(hx < 0x31800000)  {	/* when |x|<2**-28 */
+	else if(hx < 0x34000000)  {	/* when |x|<2**-23 */
 	    if(huge+x>one) return one+x;/* trigger inexact */
 	}