what reference should I use to use erf / erfc function
Question
I am trying to plot a function in c#. I have to use erf / erfc function, but I did not find it under Math. So I would like to ask, haw to use / where to find erf / erfc function. Thanx a lot.
4 answers
solution1
4 ACCPTED 2014-04-03 10:42:25
solution2
1 2014-04-03 19:21:21
Whenever a mathematical function or technique isn't available, such as in this case, the first place I look for a solution is the book Numerical Recipies in C . The book is now in its third edition. If that isn't sufficient, then there books such as Abramowitz and Stegun , which is a 40 year old handbook of mathematical functions that's still regarded as a important reference.
solution3
1 2016-08-12 07:50:29
If you need higher precision than what you get with John Cooks code linked in the accepted answer, take a look at this: https://math.stackexchange.com/q/1889960
/// <summary>
/// Returns the value of the gaussian error function at <paramref name="x"/>.
/// </summary>
public static double Erf(double x)
{
/*
Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
*
* Developed at SunPro, a Sun Microsystems, Inc. business.
* Permission to use, copy, modify, and distribute this
* software is freely granted, provided that this notice
* is preserved.
*/
#region Constants
const double tiny = 1e-300;
const double erx = 8.45062911510467529297e-01;
// Coefficients for approximation to erf on [0, 0.84375]
const double efx = 1.28379167095512586316e-01; /* 0x3FC06EBA; 0x8214DB69 */
const double efx8 = 1.02703333676410069053e+00; /* 0x3FF06EBA; 0x8214DB69 */
const double pp0 = 1.28379167095512558561e-01; /* 0x3FC06EBA; 0x8214DB68 */
const double pp1 = -3.25042107247001499370e-01; /* 0xBFD4CD7D; 0x691CB913 */
const double pp2 = -2.84817495755985104766e-02; /* 0xBF9D2A51; 0xDBD7194F */
const double pp3 = -5.77027029648944159157e-03; /* 0xBF77A291; 0x236668E4 */
const double pp4 = -2.37630166566501626084e-05; /* 0xBEF8EAD6; 0x120016AC */
const double qq1 = 3.97917223959155352819e-01; /* 0x3FD97779; 0xCDDADC09 */
const double qq2 = 6.50222499887672944485e-02; /* 0x3FB0A54C; 0x5536CEBA */
const double qq3 = 5.08130628187576562776e-03; /* 0x3F74D022; 0xC4D36B0F */
const double qq4 = 1.32494738004321644526e-04; /* 0x3F215DC9; 0x221C1A10 */
const double qq5 = -3.96022827877536812320e-06; /* 0xBED09C43; 0x42A26120 */
// Coefficients for approximation to erf in [0.84375, 1.25]
const double pa0 = -2.36211856075265944077e-03; /* 0xBF6359B8; 0xBEF77538 */
const double pa1 = 4.14856118683748331666e-01; /* 0x3FDA8D00; 0xAD92B34D */
const double pa2 = -3.72207876035701323847e-01; /* 0xBFD7D240; 0xFBB8C3F1 */
const double pa3 = 3.18346619901161753674e-01; /* 0x3FD45FCA; 0x805120E4 */
const double pa4 = -1.10894694282396677476e-01; /* 0xBFBC6398; 0x3D3E28EC */
const double pa5 = 3.54783043256182359371e-02; /* 0x3FA22A36; 0x599795EB */
const double pa6 = -2.16637559486879084300e-03; /* 0xBF61BF38; 0x0A96073F */
const double qa1 = 1.06420880400844228286e-01; /* 0x3FBB3E66; 0x18EEE323 */
const double qa2 = 5.40397917702171048937e-01; /* 0x3FE14AF0; 0x92EB6F33 */
const double qa3 = 7.18286544141962662868e-02; /* 0x3FB2635C; 0xD99FE9A7 */
const double qa4 = 1.26171219808761642112e-01; /* 0x3FC02660; 0xE763351F */
const double qa5 = 1.36370839120290507362e-02; /* 0x3F8BEDC2; 0x6B51DD1C */
const double qa6 = 1.19844998467991074170e-02; /* 0x3F888B54; 0x5735151D */
// Coefficients for approximation to erfc in [1.25, 1/0.35]
const double ra0 = -9.86494403484714822705e-03; /* 0xBF843412; 0x600D6435 */
const double ra1 = -6.93858572707181764372e-01; /* 0xBFE63416; 0xE4BA7360 */
const double ra2 = -1.05586262253232909814e+01; /* 0xC0251E04; 0x41B0E726 */
const double ra3 = -6.23753324503260060396e+01; /* 0xC04F300A; 0xE4CBA38D */
const double ra4 = -1.62396669462573470355e+02; /* 0xC0644CB1; 0x84282266 */
const double ra5 = -1.84605092906711035994e+02; /* 0xC067135C; 0xEBCCABB2 */
const double ra6 = -8.12874355063065934246e+01; /* 0xC0545265; 0x57E4D2F2 */
const double ra7 = -9.81432934416914548592e+00; /* 0xC023A0EF; 0xC69AC25C */
const double sa1 = 1.96512716674392571292e+01; /* 0x4033A6B9; 0xBD707687 */
const double sa2 = 1.37657754143519042600e+02; /* 0x4061350C; 0x526AE721 */
const double sa3 = 4.34565877475229228821e+02; /* 0x407B290D; 0xD58A1A71 */
const double sa4 = 6.45387271733267880336e+02; /* 0x40842B19; 0x21EC2868 */
const double sa5 = 4.29008140027567833386e+02; /* 0x407AD021; 0x57700314 */
const double sa6 = 1.08635005541779435134e+02; /* 0x405B28A3; 0xEE48AE2C */
const double sa7 = 6.57024977031928170135e+00; /* 0x401A47EF; 0x8E484A93 */
const double sa8 = -6.04244152148580987438e-02; /* 0xBFAEEFF2; 0xEE749A62 */
// Coefficients for approximation to erfc in [1/0.35, 28]
const double rb0 = -9.86494292470009928597e-03; /* 0xBF843412; 0x39E86F4A */
const double rb1 = -7.99283237680523006574e-01; /* 0xBFE993BA; 0x70C285DE */
const double rb2 = -1.77579549177547519889e+01; /* 0xC031C209; 0x555F995A */
const double rb3 = -1.60636384855821916062e+02; /* 0xC064145D; 0x43C5ED98 */
const double rb4 = -6.37566443368389627722e+02; /* 0xC083EC88; 0x1375F228 */
const double rb5 = -1.02509513161107724954e+03; /* 0xC0900461; 0x6A2E5992 */
const double rb6 = -4.83519191608651397019e+02; /* 0xC07E384E; 0x9BDC383F */
const double sb1 = 3.03380607434824582924e+01; /* 0x403E568B; 0x261D5190 */
const double sb2 = 3.25792512996573918826e+02; /* 0x40745CAE; 0x221B9F0A */
const double sb3 = 1.53672958608443695994e+03; /* 0x409802EB; 0x189D5118 */
const double sb4 = 3.19985821950859553908e+03; /* 0x40A8FFB7; 0x688C246A */
const double sb5 = 2.55305040643316442583e+03; /* 0x40A3F219; 0xCEDF3BE6 */
const double sb6 = 4.74528541206955367215e+02; /* 0x407DA874; 0xE79FE763 */
const double sb7 = -2.24409524465858183362e+01; /* 0xC03670E2; 0x42712D62 */
#endregion
if (double.IsNaN(x))
return double.NaN;
if (double.IsNegativeInfinity(x))
return -1.0;
if (double.IsPositiveInfinity(x))
return 1.0;
int n0, hx, ix, i;
double R, S, P, Q, s, y, z, r;
unsafe
{
double one = 1.0;
n0 = ((*(int*)&one) >> 29) ^ 1;
hx = *(n0 + (int*)&x);
}
ix = hx & 0x7FFFFFFF;
if (ix < 0x3FEB0000) // |x| < 0.84375
{
if (ix < 0x3E300000) // |x| < 2**-28
{
if (ix < 0x00800000)
return 0.125 * (8.0 * x + efx8 * x); // avoid underflow
return x + efx * x;
}
z = x * x;
r = pp0 + z * (pp1 + z * (pp2 + z * (pp3 + z * pp4)));
s = 1.0 + z * (qq1 + z * (qq2 + z * (qq3 + z * (qq4 + z * qq5))));
y = r / s;
return x + x * y;
}
if (ix < 0x3FF40000) // 0.84375 <= |x| < 1.25
{
s = Math.Abs(x) - 1.0;
P = pa0 + s * (pa1 + s * (pa2 + s * (pa3 + s * (pa4 + s * (pa5 + s * pa6)))));
Q = 1.0 + s * (qa1 + s * (qa2 + s * (qa3 + s * (qa4 + s * (qa5 + s * qa6)))));
if (hx >= 0)
return erx + P / Q;
else
return -erx - P / Q;
}
if (ix >= 0x40180000) // inf > |x| >= 6
{
if (hx >= 0)
return 1.0 - tiny;
else
return tiny - 1.0;
}
x = Math.Abs(x);
s = 1.0 / (x * x);
if (ix < 0x4006DB6E) // |x| < 1/0.35
{
R = ra0 + s * (ra1 + s * (ra2 + s * (ra3 + s * (ra4 + s * (ra5 + s * (ra6 + s * ra7))))));
S = 1.0 + s * (sa1 + s * (sa2 + s * (sa3 + s * (sa4 + s * (sa5 + s * (sa6 + s * (sa7 + s * sa8)))))));
}
else // |x| >= 1/0.35
{
R = rb0 + s * (rb1 + s * (rb2 + s * (rb3 + s * (rb4 + s * (rb5 + s * rb6)))));
S = 1.0 + s * (sb1 + s * (sb2 + s * (sb3 + s * (sb4 + s * (sb5 + s * (sb6 + s * sb7))))));
}
z = x;
unsafe { *(1 - n0 + (int*)&z) = 0; }
r = Math.Exp(-z * z - 0.5625) * Math.Exp((z - x) * (z + x) + R / S);
if (hx >= 0)
return 1.0 - r / x;
else
return r / x - 1.0;
}
/// <summary>
/// Returns the value of the complementary error function at <paramref name="x"/>.
/// </summary>
public static double Erfc(double x)
{
/*
Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
*
* Developed at SunPro, a Sun Microsystems, Inc. business.
* Permission to use, copy, modify, and distribute this
* software is freely granted, provided that this notice
* is preserved.
*/
#region Constants
const double tiny = 1e-300;
const double erx = 8.45062911510467529297e-01;
// Coefficients for approximation to erf on [0, 0.84375]
const double efx = 1.28379167095512586316e-01; /* 0x3FC06EBA; 0x8214DB69 */
const double efx8 = 1.02703333676410069053e+00; /* 0x3FF06EBA; 0x8214DB69 */
const double pp0 = 1.28379167095512558561e-01; /* 0x3FC06EBA; 0x8214DB68 */
const double pp1 = -3.25042107247001499370e-01; /* 0xBFD4CD7D; 0x691CB913 */
const double pp2 = -2.84817495755985104766e-02; /* 0xBF9D2A51; 0xDBD7194F */
const double pp3 = -5.77027029648944159157e-03; /* 0xBF77A291; 0x236668E4 */
const double pp4 = -2.37630166566501626084e-05; /* 0xBEF8EAD6; 0x120016AC */
const double qq1 = 3.97917223959155352819e-01; /* 0x3FD97779; 0xCDDADC09 */
const double qq2 = 6.50222499887672944485e-02; /* 0x3FB0A54C; 0x5536CEBA */
const double qq3 = 5.08130628187576562776e-03; /* 0x3F74D022; 0xC4D36B0F */
const double qq4 = 1.32494738004321644526e-04; /* 0x3F215DC9; 0x221C1A10 */
const double qq5 = -3.96022827877536812320e-06; /* 0xBED09C43; 0x42A26120 */
// Coefficients for approximation to erf in [0.84375, 1.25]
const double pa0 = -2.36211856075265944077e-03; /* 0xBF6359B8; 0xBEF77538 */
const double pa1 = 4.14856118683748331666e-01; /* 0x3FDA8D00; 0xAD92B34D */
const double pa2 = -3.72207876035701323847e-01; /* 0xBFD7D240; 0xFBB8C3F1 */
const double pa3 = 3.18346619901161753674e-01; /* 0x3FD45FCA; 0x805120E4 */
const double pa4 = -1.10894694282396677476e-01; /* 0xBFBC6398; 0x3D3E28EC */
const double pa5 = 3.54783043256182359371e-02; /* 0x3FA22A36; 0x599795EB */
const double pa6 = -2.16637559486879084300e-03; /* 0xBF61BF38; 0x0A96073F */
const double qa1 = 1.06420880400844228286e-01; /* 0x3FBB3E66; 0x18EEE323 */
const double qa2 = 5.40397917702171048937e-01; /* 0x3FE14AF0; 0x92EB6F33 */
const double qa3 = 7.18286544141962662868e-02; /* 0x3FB2635C; 0xD99FE9A7 */
const double qa4 = 1.26171219808761642112e-01; /* 0x3FC02660; 0xE763351F */
const double qa5 = 1.36370839120290507362e-02; /* 0x3F8BEDC2; 0x6B51DD1C */
const double qa6 = 1.19844998467991074170e-02; /* 0x3F888B54; 0x5735151D */
// Coefficients for approximation to erfc in [1.25, 1/0.35]
const double ra0 = -9.86494403484714822705e-03; /* 0xBF843412; 0x600D6435 */
const double ra1 = -6.93858572707181764372e-01; /* 0xBFE63416; 0xE4BA7360 */
const double ra2 = -1.05586262253232909814e+01; /* 0xC0251E04; 0x41B0E726 */
const double ra3 = -6.23753324503260060396e+01; /* 0xC04F300A; 0xE4CBA38D */
const double ra4 = -1.62396669462573470355e+02; /* 0xC0644CB1; 0x84282266 */
const double ra5 = -1.84605092906711035994e+02; /* 0xC067135C; 0xEBCCABB2 */
const double ra6 = -8.12874355063065934246e+01; /* 0xC0545265; 0x57E4D2F2 */
const double ra7 = -9.81432934416914548592e+00; /* 0xC023A0EF; 0xC69AC25C */
const double sa1 = 1.96512716674392571292e+01; /* 0x4033A6B9; 0xBD707687 */
const double sa2 = 1.37657754143519042600e+02; /* 0x4061350C; 0x526AE721 */
const double sa3 = 4.34565877475229228821e+02; /* 0x407B290D; 0xD58A1A71 */
const double sa4 = 6.45387271733267880336e+02; /* 0x40842B19; 0x21EC2868 */
const double sa5 = 4.29008140027567833386e+02; /* 0x407AD021; 0x57700314 */
const double sa6 = 1.08635005541779435134e+02; /* 0x405B28A3; 0xEE48AE2C */
const double sa7 = 6.57024977031928170135e+00; /* 0x401A47EF; 0x8E484A93 */
const double sa8 = -6.04244152148580987438e-02; /* 0xBFAEEFF2; 0xEE749A62 */
// Coefficients for approximation to erfc in [1/0.35, 28]
const double rb0 = -9.86494292470009928597e-03; /* 0xBF843412; 0x39E86F4A */
const double rb1 = -7.99283237680523006574e-01; /* 0xBFE993BA; 0x70C285DE */
const double rb2 = -1.77579549177547519889e+01; /* 0xC031C209; 0x555F995A */
const double rb3 = -1.60636384855821916062e+02; /* 0xC064145D; 0x43C5ED98 */
const double rb4 = -6.37566443368389627722e+02; /* 0xC083EC88; 0x1375F228 */
const double rb5 = -1.02509513161107724954e+03; /* 0xC0900461; 0x6A2E5992 */
const double rb6 = -4.83519191608651397019e+02; /* 0xC07E384E; 0x9BDC383F */
const double sb1 = 3.03380607434824582924e+01; /* 0x403E568B; 0x261D5190 */
const double sb2 = 3.25792512996573918826e+02; /* 0x40745CAE; 0x221B9F0A */
const double sb3 = 1.53672958608443695994e+03; /* 0x409802EB; 0x189D5118 */
const double sb4 = 3.19985821950859553908e+03; /* 0x40A8FFB7; 0x688C246A */
const double sb5 = 2.55305040643316442583e+03; /* 0x40A3F219; 0xCEDF3BE6 */
const double sb6 = 4.74528541206955367215e+02; /* 0x407DA874; 0xE79FE763 */
const double sb7 = -2.24409524465858183362e+01; /* 0xC03670E2; 0x42712D62 */
#endregion
if (double.IsNaN(x))
return double.NaN;
if (double.IsNegativeInfinity(x))
return 2.0;
if (double.IsPositiveInfinity(x))
return 0.0;
int n0, hx, ix;
double R, S, P, Q, s, y, z, r;
unsafe
{
double one = 1.0;
n0 = ((*(int*)&one) >> 29) ^ 1;
hx = *(n0 + (int*)&x);
}
ix = hx & 0x7FFFFFFF;
if (ix < 0x3FEB0000) // |x| < 0.84375
{
if (ix < 0x3C700000) // |x| < 2**-56
return 1.0 - x;
z = x * x;
r = pp0 + z * (pp1 + z * (pp2 + z * (pp3 + z * pp4)));
s = 1.0 + z * (qq1 + z * (qq2 + z * (qq3 + z * (qq4 + z * qq5))));
y = r / s;
if (hx < 0x3FD00000) // x < 1/4
return 1.0 - (x + x * y);
else
{
r = x * y;
r += (x - 0.5);
return 0.5 - r;
}
}
if (ix < 0x3FF40000) // 0.84375 <= |x| < 1.25
{
s = Math.Abs(x) - 1.0;
P = pa0 + s * (pa1 + s * (pa2 + s * (pa3 + s * (pa4 + s * (pa5 + s * pa6)))));
Q = 1.0 + s * (qa1 + s * (qa2 + s * (qa3 + s * (qa4 + s * (qa5 + s * qa6)))));
if (hx >= 0)
{
z = 1.0 - erx;
return z - P / Q;
}
else
{
z = erx + P / Q;
return 1.0 + z;
}
}
if (ix < 0x403C0000) // |x| < 28
{
x = Math.Abs(x);
s = 1.0 / (x * x);
if (ix < 0x4006DB6D) // |x| < 1/.35 ~ 2.857143
{
R = ra0 + s * (ra1 + s * (ra2 + s * (ra3 + s * (ra4 + s * (ra5 + s * (ra6 + s * ra7))))));
S = 1.0 + s * (sa1 + s * (sa2 + s * (sa3 + s * (sa4 + s * (sa5 + s * (sa6 + s * (sa7 + s * sa8)))))));
}
else // |x| >= 1/.35 ~ 2.857143
{
if (hx < 0 && ix >= 0x40180000)
return 2.0 - tiny; // x < -6
R = rb0 + s * (rb1 + s * (rb2 + s * (rb3 + s * (rb4 + s * (rb5 + s * rb6)))));
S = 1.0 + s * (sb1 + s * (sb2 + s * (sb3 + s * (sb4 + s * (sb5 + s * (sb6 + s * sb7))))));
}
z = x;
unsafe { *(1 - n0 + (int*)&z) = 0; }
r = Math.Exp(-z * z - 0.5625) *
Math.Exp((z - x) * (z + x) + R / S);
if (hx > 0)
return r / x;
else
return 2.0 - r / x;
}
else
{
if (hx > 0)
return tiny * tiny;
else
return 2.0 - tiny;
}
}
solution4
0 2014-04-03 10:43:02
There is no erf func in the class Math. Take alook at this. functions in math class and this Erf func
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