Error Functions - Approximations and Implementations with modern FORTRAN. Volume I: erf, erfc, erfcx
Thomas Höring
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Error Functions - Approximations and Implementations with modern FORTRAN. Volume I: erf, erfc, erfcx

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The Error Function is used in many areas of mathematics, statistics, science and scientific applications such as error probability in signal detection, option pricing, diffusion, heat equation, modeling of magnetization, transitions between two planes, nonlinearities in the amplifier, rubbery materials and soft tissue. Error Functions, Volume I: erf, erfc and erfcx is the first comprehensive collection of multi-precision implementations in modern module-oriented FORTRAN for GFortran and Silverfrost FTN 95. The precision of many functions is up to 32 digits. New functions, especially for the sc...