Returns the inverse of the error function.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double ErfInverse(
	double x
)
Visual Basic (Declaration)
Public Shared Function ErfInverse ( _
	x As Double _
) As Double
Visual C++
public:
static double ErfInverse(
	double x
)

Parameters

x
Type: System..::.Double
A double value.

Return Value

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)

See Also