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-rw-r--r--math/mul_split.h65
1 files changed, 65 insertions, 0 deletions
diff --git a/math/mul_split.h b/math/mul_split.h
index 8cc60ec630..af614fb8b4 100644
--- a/math/mul_split.h
+++ b/math/mul_split.h
@@ -47,4 +47,69 @@ mul_split (double *hi, double *lo, double x, double y)
#endif
}
+/* Add a + b exactly, such that *hi + *lo = a + b.
+ Assumes |a| >= |b| and rounding to nearest. */
+static inline void
+fast_two_sum (double *hi, double *lo, double a, double b)
+{
+ double e;
+
+ *hi = a + b;
+ e = *hi - a; /* exact */
+ *lo = b - e; /* exact */
+ /* Now *hi + *lo = a + b exactly. */
+}
+
+/* Multiplication of two floating-point expansions: *hi + *lo is an
+ approximation of (h1+l1)*(h2+l2), assuming |l1| <= 1/2*ulp(h1)
+ and |l2| <= 1/2*ulp(h2) and rounding to nearest. */
+static inline void
+mul_expansion (double *hi, double *lo, double h1, double l1,
+ double h2, double l2)
+{
+ double r, e;
+
+ mul_split (hi, lo, h1, h2);
+ r = h1 * l2 + h2 * l1;
+ /* Now add r to (hi,lo) using fast two-sum, where we know |r| < |hi|. */
+ fast_two_sum (hi, &e, *hi, r);
+ *lo -= e;
+}
+
+/* Calculate X / Y and store the approximate result in *HI + *LO. It is
+ assumed that Y is not zero, that no overflow nor underflow occurs, and
+ rounding is to nearest. */
+static inline void
+div_split (double *hi, double *lo, double x, double y)
+{
+ double a, b;
+
+ *hi = x / y;
+ mul_split (&a, &b, *hi, y);
+ /* a + b = hi*y, which should be near x. */
+ a = x - a; /* huge cancellation */
+ a = a - b;
+ /* Now x ~ hi*y + a thus x/y ~ hi + a/y. */
+ *lo = a / y;
+}
+
+/* Division of two floating-point expansions: *hi + *lo is an
+ approximation of (h1+l1)/(h2+l2), assuming |l1| <= 1/2*ulp(h1)
+ and |l2| <= 1/2*ulp(h2), h2+l2 is not zero, and rounding to nearest. */
+static inline void
+div_expansion (double *hi, double *lo, double h1, double l1,
+ double h2, double l2)
+{
+ double r, e;
+
+ div_split (hi, lo, h1, h2);
+ /* (h1+l1)/(h2+l2) ~ h1/h2 + (l1*h2 - l2*h1)/h2^2 */
+ r = (l1 * h2 - l2 * h1) / (h2 * h2);
+ /* Now add r to (hi,lo) using fast two-sum, where we know |r| < |hi|. */
+ fast_two_sum (hi, &e, *hi, r);
+ *lo += e;
+ /* Renormalize since |lo| might be larger than 0.5 ulp(hi). */
+ fast_two_sum (hi, lo, *hi, *lo);
+}
+
#endif /* _MUL_SPLIT_H */