A method for evaluation of the error function of real and complex variable with high relative accuracy

DOI10.2977/PRIMS/1195182021MaRDI QIDQ800685zbMATH OpenOpenAlexFDO

Authors Masatake Mori

Publication date 1983

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2977/prims/1195182021

zbMATH Keywords

error bounderror function

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Computation of special functions and constants, construction of tables (65D20)

Review text

A method for evaluation of the error function of real and complex variable by means of a trapezoidal sum with a correction term is proposed. This method gives a result with high relative accuracy with small number of operations. A precise upper bound of the relative error of the approximation for real variable is given.

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Cites work

• Formulas for Calculating the Error Function of a Complex Variable
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)

Cited in

(13)

• Error analysis in the series evaluation of the exponential type integral e^zE₁(z)
• Filon-Clenshaw-Curtis formulas for highly oscillatory integrals in the presence of stationary points
• Fast computation of Goursat's infinite integral with very high accuracy
• Discovery of the double exponential transformation and its developments
• Efficient computation of erfc(x) for large arguments
• A small-scale decomposition for 3D boundary integral computations with surface tension
• Computation of the Complex Error Function
• Computing Fresnel integrals via modified trapezium rules
• Various results for series expansions of the error functions with the complex variable and some of their implications
• Computation of the complex error function using modified trapezoidal rules
• Remark on ``Algorithm 680: Evaluation of the complex error function: cause and remedy for the loss of accuracy near the real axis
• Reduced Cancellation in the Evaluation of Entire Functions and Applications to the Error Function
• The functions erf and erfc computed with arbitrary precision and explicit error bounds

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