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NAG Toolbox: nag_specfun_erf_real (s15ae)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_specfun_erf_real (s15ae) returns the value of the error function erfx, via the function name.

Syntax

[result, ifail] = s15ae(x)
[result, ifail] = nag_specfun_erf_real(x)

Description

nag_specfun_erf_real (s15ae) calculates an approximate value for the error function
erfx=2π0xe-t2dt=1-erfcx.  
Let x^ be the root of the equation erfcx-erfx=0 (then x^0.46875). For xx^ the value of erfx is based on the following rational Chebyshev expansion for erfx:
erfxxR,mx2,  
where R,m denotes a rational function of degree  in the numerator and m in the denominator.
For x>x^ the value of erfx is based on a rational Chebyshev expansion for erfcx: for x^<x4 the value is based on the expansion
erfcxex2R,mx;  
and for x>4 it is based on the expansion
erfcxex2x1π+1x2R,m1/x2.  
For each expansion, the specific values of  and m are selected to be minimal such that the maximum relative error in the expansion is of the order 10-d, where d is the maximum number of decimal digits that can be accurately represented for the particular implementation (see nag_machine_decimal_digits (x02be)).
For xxhi there is a danger of setting underflow in erfcx. For xxhi, nag_specfun_erf_real (s15ae) returns erfx=1; for x-xhi it returns erfx=-1.

References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
Cody W J (1969) Rational Chebyshev approximations for the error function Math.Comp. 23 631–637

Parameters

Compulsory Input Parameters

1:     x – double scalar
The argument x of the function.

Optional Input Parameters

None.

Output Parameters

1:     result – double scalar
The result of the function.
2:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

There are no failure exits from nag_specfun_erf_real (s15ae). The argument ifail has been included for consistency with other functions in this chapter.

Accuracy

See Accuracy in nag_specfun_erfc_real (s15ad).

Further Comments

None.

Example

This example reads values of the argument x from a file, evaluates the function at each value of x and prints the results.
function s15ae_example


fprintf('s15ae example results\n\n');

x = [-6   -4.5    -1    1     4.5   6];
n = size(x,2);
result = x;

for j=1:n
  [result(j), ifail] = s15ae(x(j));
end

disp('      x          erf(x)');
fprintf('%12.3e%12.3e\n',[x; result]);


s15ae example results

      x          erf(x)
  -6.000e+00  -1.000e+00
  -4.500e+00  -1.000e+00
  -1.000e+00  -8.427e-01
   1.000e+00   8.427e-01
   4.500e+00   1.000e+00
   6.000e+00   1.000e+00

PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
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