# NAG C Library Function Document

## 1Purpose

nag_erf (s15aec) returns the value of the error function $\mathrm{erf}\left(x\right)$.

## 2Specification

 #include #include
 double nag_erf (double x)

## 3Description

nag_erf (s15aec) calculates an approximate value for the error function
 $erfx = 2π ∫0x e-t2 dt = 1-erfcx .$
Let $\stackrel{^}{x}$ be the root of the equation $\mathrm{erfc}\left(x\right)-\mathrm{erf}\left(x\right)=0$ (then $\stackrel{^}{x}\approx 0.46875$). For $\left|x\right|\le \stackrel{^}{x}$ the value of $\mathrm{erf}\left(x\right)$ is based on the following rational Chebyshev expansion for $\mathrm{erf}\left(x\right)$:
 $erfx ≈ xRℓ,m x2 ,$
where ${R}_{\ell ,m}$ denotes a rational function of degree $\ell$ in the numerator and $m$ in the denominator.
For $\left|x\right|>\stackrel{^}{x}$ the value of $\mathrm{erf}\left(x\right)$ is based on a rational Chebyshev expansion for $\mathrm{erfc}\left(x\right)$: for $\stackrel{^}{x}<\left|x\right|\le 4$ the value is based on the expansion
 $erfcx ≈ ex2 Rℓ,m x ;$
and for $\left|x\right|>4$ it is based on the expansion
 $erfcx ≈ ex2 x 1π + 1x2 Rℓ,m 1/x2 .$
For each expansion, the specific values of $\ell$ and $m$ are selected to be minimal such that the maximum relative error in the expansion is of the order ${10}^{-d}$, where $d$ is the maximum number of decimal digits that can be accurately represented for the particular implementation (see nag_decimal_digits (X02BEC)).
For $\left|x\right|\ge {x}_{\mathrm{hi}}$ there is a danger of setting underflow in $\mathrm{erfc}\left(x\right)$ (the value of ${x}_{\mathrm{hi}}$ is given in the Users' Note for your implementation). For $x\ge {x}_{\mathrm{hi}}$, nag_erf (s15aec) returns $\mathrm{erf}\left(x\right)=1$; for $x\le -{x}_{\mathrm{hi}}$ it returns $\mathrm{erf}\left(x\right)=-1$.

## 4References

NIST Digital Library of Mathematical Functions
Cody W J (1969) Rational Chebyshev approximations for the error function Math.Comp. 23 631–637

## 5Arguments

1:    $\mathbf{x}$doubleInput
On entry: the argument $x$ of the function.

None.

## 7Accuracy

See Section 7 in nag_erfc (s15adc).

## 8Parallelism and Performance

nag_erf (s15aec) is not threaded in any implementation.

None.

## 10Example

This example reads values of the argument $x$ from a file, evaluates the function at each value of $x$ and prints the results.

### 10.1Program Text

Program Text (s15aece.c)

### 10.2Program Data

Program Data (s15aece.d)

### 10.3Program Results

Program Results (s15aece.r)