Performance evaluation of programs for the error and complementary error functions

Authors:
W. J. Cody
Affiliations:
Argonne National Labs, Argonne, IL
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1990

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Abstract

This paper presents methods for performance evaluation of computer programs for the functions erf(x), erfc(x), and ex2 erfc(x). Accuracy estimates are based on comparisons using power series expansions and an expansion in the repeated integrals of erfc(x). Some suggestions for checking robustness are also given. Details of a specific implementation of a test program are included.