fix: route every transcendental through libm, and combine sigmas with hypot
Follow-on from #41, which added `libm` for `erfc`. Surveying what else the dependency offers: its unique surface over `std` is `erf`/`erfc`, `lgamma`/`tgamma` and Bessel functions, and only the first was ever needed. But the survey found something better than another special function. `std`'s `exp` and `ln` delegate to the *system* math library. IEEE 754 specifies the basic operations and `sqrt` exactly and says nothing about transcendentals, so those differ per platform. Measured here over 200k inputs: exp: 19425/200000 differ from libm (worst 1 ulp) log: 9932/200000 differ Inference is an iterative fixed point, so a one-ULP difference can change an iteration count and move the answer by more than one ULP. Routing every transcendental through `libm` makes a fit reproducible across platforms — a stronger guarantee than `tests/determinism.rs`, which only covers thread counts. It costs nothing. `Batch::iteration` measured -2.7% [-5.7%, -0.3%] with the whole set swapped, and not one golden moved. Also switches the two places that combined sigmas as `sqrt(a^2 + b^2)` to `hypot`. Squaring overflows to infinity above ~1.3e154 and flushes to zero below ~1.5e-154 — measured, the naive form returns `inf` where `hypot` returns 1.41e160 — and `Gaussian`'s constructors are public, so a caller can reach both ends. Deliberately not done: rewriting the KL divergence's `ln` of a ratio via `ln_1p`. The cancellation is real as the ratio approaches one, but measured absolute error is at most ~1e-11 in a quantity of order 0.4 nats, so it changes nothing. The invariant is recorded in `CLAUDE.md` and on `erfc`'s own docs, since nothing enforces it mechanically. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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@@ -68,7 +68,7 @@ fn phi(z: f64) -> f64 {
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fn density(g: Gaussian, x: f64) -> f64 {
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let sigma = g.sigma();
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let z = (x - g.mu()) / sigma;
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(-0.5 * z * z).exp() / (sigma * (2.0 * std::f64::consts::PI).sqrt())
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libm::exp(-0.5 * z * z) / (sigma * (2.0 * std::f64::consts::PI).sqrt())
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}
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/// Per-pair draw margins.
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@@ -509,7 +509,7 @@ mod tests {
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/// Exact two-team result: `P(a first) = Phi((mu_a - mu_b - eps) / sd)`.
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fn closed_form_two(a: Gaussian, b: Gaussian, eps: f64) -> (f64, f64) {
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let sd = (a.sigma().powi(2) + b.sigma().powi(2)).sqrt();
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let sd = a.sigma().hypot(b.sigma());
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(
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phi((a.mu() - b.mu() - eps) / sd),
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phi((b.mu() - a.mu() - eps) / sd),
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