IMSL C# Numerical Library

Sfun.ErfcInverse Method 

Returns the inverse of the complementary error function.

public static double ErfcInverse(
   double x
);

Parameters

x
A double value, 0 \le x \le 2.

Return Value

A double value specifying the inverse of the error function of x.

Remarks

The Erfcinverse(x) method computes the inverse of the complementary error function erfc x, defined in Erfc.

Erfcinverse(x) is defined for 0 \lt x 
            \lt 2. If x_{\max } \lt x \lt 2, then the answer will be less accurate than half precision. Very approximately,

x_{\it max} \approx 2 - \sqrt {\varepsilon / (4\pi)}

where \varepsilon = machine precision (approximately 1.11e-16).

Plot of ErfcInverse

See Also

Sfun Class | Imsl.Math Namespace | Example