Fast Exp calculation: possible to improve accuracy without losing too much performance?

Question

I am trying out the fast Exp(x) function that previously was described in this answer to an SO question on improving calculation speed in C#:

public static d         


        

Answer 1

I have studied the paper by Nicol Schraudolph where the original C implementation of the above function was defined in more detail now. It does seem that it is probably not possible to substantially approve the accuracy of the exp computation without severely impacting the performance. On the other hand, the approximation is valid also for large magnitudes of x, up to +/- 700, which is of course advantageous.

The function implementation above is tuned to obtain minimum root mean square error. Schraudolph describes how the additive term in the tmp expression can be altered to achieve alternative approximation properties.

"exp" >= exp for all x                      1072693248 -  (-1) = 1072693249
"exp" <= exp for all x                                 - 90253 = 1072602995
"exp" symmetric around exp                             - 45799 = 1072647449
Mimimum possible mean deviation                        - 68243 = 1072625005
Minimum possible root-mean-square deviation            - 60801 = 1072632447

He also points out that at a "microscopic" level the approximate "exp" function exhibits stair-case behavior since 32 bits are discarded in the conversion from long to double. This means that the function is piece-wise constant on a very small scale, but the function is at least never decreasing with increasing x.