1 /* $Id: erf.c,v 1.2 2008/02/26 19:54:41 ragge Exp $ */
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36 C program for floating point error function
38 erf(x) returns the error function of its argument
39 erfc(x) returns 1.0-erf(x)
42 ${2 over sqrt(pi)} int from 0 to x e sup {-t sup 2} dt$
44 the entry for erfc is provided because of the
45 extreme loss of relative accuracy if erf(x) is
46 called for large x and the result subtracted
47 from 1. (e.g. for x= 10, 12 places are lost).
49 There are no error returns.
53 Coefficients for large x are #5667 from Hart & Cheney (18.72D).
59 static double torp
= 1.1283791670955125738961589031;
60 static double p1
[] = {
61 0.804373630960840172832162e5
,
62 0.740407142710151470082064e4
,
63 0.301782788536507577809226e4
,
64 0.380140318123903008244444e2
,
65 0.143383842191748205576712e2
,
66 -.288805137207594084924010e0
,
67 0.007547728033418631287834e0
,
69 static double q1
[] = {
70 0.804373630960840172826266e5
,
71 0.342165257924628539769006e5
,
72 0.637960017324428279487120e4
,
73 0.658070155459240506326937e3
,
74 0.380190713951939403753468e2
,
75 0.100000000000000000000000e1
,
78 static double p2
[] = {
79 0.18263348842295112592168999e4
,
80 0.28980293292167655611275846e4
,
81 0.2320439590251635247384768711e4
,
82 0.1143262070703886173606073338e4
,
83 0.3685196154710010637133875746e3
,
84 0.7708161730368428609781633646e2
,
85 0.9675807882987265400604202961e1
,
86 0.5641877825507397413087057563e0
,
89 static double q2
[] = {
90 0.18263348842295112595576438e4
,
91 0.495882756472114071495438422e4
,
92 0.60895424232724435504633068e4
,
93 0.4429612803883682726711528526e4
,
94 0.2094384367789539593790281779e4
,
95 0.6617361207107653469211984771e3
,
96 0.1371255960500622202878443578e3
,
97 0.1714980943627607849376131193e2
,
102 erf(arg
) double arg
;{
117 for(n
=0,d
=0,i
=M
-1; i
>=0; i
--){
121 return(sign
*torp
*arg
*n
/d
);
125 return(sign
*(1. - erfc(arg
)));
129 erfc(arg
) double arg
;{
137 return(2. - erfc(-arg
));
140 return(1. - erf(arg));
145 for(n
=0,d
=0,i
=N
-1; i
>=0; i
--){
149 return(exp(-arg
*arg
)*n
/d
);