Complementary error function¶
Description¶
\[1 - \mathrm{erf}(x) =
\mathrm{erfc}(x) = \frac{2}{\sqrt{\pi}} \int_x^{\infty} \exp{(-t^2)}dt\]
For small \(x\), erfc(x) = 1 - erf(x)
; otherwise rational
approximations are computed.
A special function expx2()
is used to suppress error amplification
in computing \(\exp{(-x^2)}\).
Accuracy¶
Relative error | ||||
---|---|---|---|---|
arithmetic | domain | # trials | peak | rms |
IEEE | 0, 26.6417 | 30000 | 1.3e-15 | 2.2e-16 |
Error messages¶
message | condition | value returned |
---|---|---|
erfc underflow | x > 9.231948545 (DEC) | 0.0 |