<title>Error Function Inverses</title>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">);</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
-<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">);</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
-<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">p</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
type calculation rules</em></span></a>: the return type is <code class="computeroutput"><span class="keyword">double</span></code> if T is an integer type, and T otherwise.
</p>
<p>
- The final <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
+ The final <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
be used to control the behaviour of the function: how it handles errors,
- what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">policy
+ what level of precision to use etc. Refer to the <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">policy
documentation for more details</a>.
</p>
<h5>
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
-<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erf_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
</pre>
<p>
Returns the <a href="http://functions.wolfram.com/GammaBetaErf/InverseErf/" target="_top">inverse
error function</a> of z, that is a value x such that:
</p>
-<pre class="programlisting"><span class="identifier">p</span> <span class="special">=</span> <span class="identifier">erf</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
-</pre>
-<p>
- <span class="inlinemediaobject"><img src="../../../graphs/erf_inv.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>p = erf(x);</em></span></span>
+ </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../graphs/erf_inv.svg" align="middle"></span>
+
+ </p></blockquote></div>
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">);</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
-<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<a class="link" href="../result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">erfc_inv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">z</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
</pre>
<p>
Returns the inverse of the complement of the error function of z, that is
a value x such that:
</p>
-<pre class="programlisting"><span class="identifier">p</span> <span class="special">=</span> <span class="identifier">erfc</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
-</pre>
-<p>
- <span class="inlinemediaobject"><img src="../../../graphs/erfc_inv.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>p = erfc(x);</em></span></span>
+ </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../graphs/erfc_inv.svg" align="middle"></span>
+
+ </p></blockquote></div>
<h5>
<a name="math_toolkit.sf_erf.error_inv.h2"></a>
<span class="phrase"><a name="math_toolkit.sf_erf.error_inv.accuracy"></a></span><a class="link" href="error_inv.html#math_toolkit.sf_erf.error_inv.accuracy">Accuracy</a>
<p>
For types up to and including 80-bit long doubles the approximations used
are accurate to less than ~ 2 epsilon. For higher precision types these functions
- have the same accuracy as the <a class="link" href="error_function.html" title="Error Functions">forward
+ have the same accuracy as the <a class="link" href="error_function.html" title="Error Function erf and complement erfc">forward
error functions</a>.
</p>
<div class="table">
-<a name="math_toolkit.sf_erf.error_inv.table_erf_inv"></a><p class="title"><b>Table 7.30. Error rates for erf_inv</b></p>
+<a name="math_toolkit.sf_erf.error_inv.table_erf_inv"></a><p class="title"><b>Table 8.30. Error rates for erf_inv</b></p>
<div class="table-contents"><table class="table" summary="Error rates for erf_inv">
<colgroup>
<col>
</table></div>
</div>
<br class="table-break"><div class="table">
-<a name="math_toolkit.sf_erf.error_inv.table_erfc_inv"></a><p class="title"><b>Table 7.31. Error rates for erfc_inv</b></p>
+<a name="math_toolkit.sf_erf.error_inv.table_erfc_inv"></a><p class="title"><b>Table 8.31. Error rates for erfc_inv</b></p>
<div class="table-contents"><table class="table" summary="Error rates for erfc_inv">
<colgroup>
<col>
precision, and GCC-7.1/Ubuntu for <code class="computeroutput"><span class="keyword">long</span>
<span class="keyword">double</span></code> and <code class="computeroutput"><span class="identifier">__float128</span></code>.
</p>
-<p>
- <span class="inlinemediaobject"><img src="../../../graphs/erfc__double.svg" align="middle"></span>
- </p>
-<p>
- <span class="inlinemediaobject"><img src="../../../graphs/erfc__80_bit_long_double.svg" align="middle"></span>
- </p>
-<p>
- <span class="inlinemediaobject"><img src="../../../graphs/erfc____float128.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../graphs/erfc__double.svg" align="middle"></span>
+
+ </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../graphs/erfc__80_bit_long_double.svg" align="middle"></span>
+
+ </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../graphs/erfc____float128.svg" align="middle"></span>
+
+ </p></blockquote></div>
<h5>
<a name="math_toolkit.sf_erf.error_inv.h3"></a>
<span class="phrase"><a name="math_toolkit.sf_erf.error_inv.testing"></a></span><a class="link" href="error_inv.html#math_toolkit.sf_erf.error_inv.testing">Testing</a>
For <span class="emphasis"><em>p < 0.5</em></span> the inverse erf function is reasonably
smooth and the approximation:
</p>
-<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="identifier">p</span><span class="special">(</span><span class="identifier">p</span> <span class="special">+</span> <span class="number">10</span><span class="special">)(</span><span class="identifier">Y</span> <span class="special">+</span> <span class="identifier">R</span><span class="special">(</span><span class="identifier">p</span><span class="special">))</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>x = p(p + 10)(Y + R(p))</em></span></span>
+ </p></blockquote></div>
<p>
Gives a good result for a constant Y, and R(p) optimised for low absolute
error compared to |Y|.
For q < 0.5 things get trickier, over the interval <span class="emphasis"><em>0.5 >
q > 0.25</em></span> the following approximation works well:
</p>
-<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="identifier">sqrt</span><span class="special">(-</span><span class="number">2l</span><span class="identifier">og</span><span class="special">(</span><span class="identifier">q</span><span class="special">))</span> <span class="special">/</span> <span class="special">(</span><span class="identifier">Y</span> <span class="special">+</span> <span class="identifier">R</span><span class="special">(</span><span class="identifier">q</span><span class="special">))</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>x = sqrt(-2log(q)) / (Y + R(q))</em></span></span>
+ </p></blockquote></div>
<p>
While for q < 0.25, let
</p>
-<pre class="programlisting"><span class="identifier">z</span> <span class="special">=</span> <span class="identifier">sqrt</span><span class="special">(-</span><span class="identifier">log</span><span class="special">(</span><span class="identifier">q</span><span class="special">))</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>z = sqrt(-log(q))</em></span></span>
+ </p></blockquote></div>
<p>
Then the result is given by:
</p>
-<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="identifier">z</span><span class="special">(</span><span class="identifier">Y</span> <span class="special">+</span> <span class="identifier">R</span><span class="special">(</span><span class="identifier">z</span> <span class="special">-</span> <span class="identifier">B</span><span class="special">))</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic"><span class="emphasis"><em>x = z(Y + R(z - B))</em></span></span>
+ </p></blockquote></div>
<p>
As before Y is a constant and the rational function R is optimised for low
absolute error compared to |Y|. B is also a constant: it is the smallest