Sfun.ErfInverse Method

Returns the inverse of the error function.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public static double ErfInverse(
	double x
)

Public Shared Function ErfInverse ( 
	x As Double
) As Double

public:
static double ErfInverse(
	double x
)

static member ErfInverse : 
        x : float -> float

Parameters

x: Type: System.Double
A double value.

Return Value

Type: Double
A double value specifying the inverse of the error function of x.

Remarks

ErfInverse(X) method computes the inverse of the error function erf x, defined in Erf.

The method ErfInverse(X) is defined for $x_{\it max} \lt \left| x \right| \lt 1$ , then the answer will be less accurate than half precision. Very approximately,

$x_{\max } \approx 1 - \sqrt {\varepsilon /\left( {4\pi } \right)}$

where $\varepsilon$ is the machine precision (approximately 1.11e-16).

$Plot of Erfinverse(x)$

Reference

Sfun Class

Imsl.Math Namespace

Other Resources

Example