S15AGF (PDF version)
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NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

S15AGF returns the value of the scaled complementary error function erfcxx, via the function name.

2  Specification

REAL (KIND=nag_wp) S15AGF
REAL (KIND=nag_wp)  X

3  Description

S15AGF calculates an approximate value for the scaled complementary error function
erfcxx = e x2 erfcx = 2 π e x2 x e-t2 dt = e x2 1- erfx .
Let x^ be the root of the equation erfcx-erfx=0 (then x^0.46875). For xx^ the value of erfcxx is based on the following rational Chebyshev expansion for erfx:
where R,m denotes a rational function of degree  in the numerator and m in the denominator.
For x>x^ the value of erfcxx is based on a rational Chebyshev expansion for erfcx: for x^<x4 the value is based on the expansion
and for x>4 it is based on the expansion
For each expansion, the specific values of  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 X02BEF).
Asymptotically, erfcxx1/πx. There is a danger of setting underflow in erfcxx whenever xxhi=minxhuge,1/πxtiny, where xhuge is the largest positive model number (see X02ALF) and xtiny is the smallest positive model number (see X02AKF). In this case S15AGF exits with IFAIL=1 and returns erfcxx=0. For x in the range 1/2εx<xhi, where ε is the machine precision, the asymptotic value 1/πx is returned for erfcxx and S15AGF exits with IFAIL=2.
There is a danger of setting overflow in ex2 whenever x<xneg=-logxhuge/2. In this case S15AGF exits with IFAIL=3 and returns erfcxx=xhuge.
The values of xhi, 1/2ε and xneg are given in the Users' Note for your implementation.

4  References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
Cody W J (1969) Rational Chebyshev approximations for the error function Math.Comp. 23 631–637

5  Parameters

1:     X – REAL (KIND=nag_wp)Input
On entry: the argument x of the function.
2:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, because for this routine the values of the output parameters may be useful even if IFAIL0 on exit, the recommended value is -1. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Note: S15AGF may return useful information for one or more of the following detected errors or warnings.
Errors or warnings detected by the routine:
On entry, Xxhi (see Section 3). On soft failure the function value returned is 0.
On entry, 1/2εX<xhi (see Section 3). On soft failure the function value returned is 1/πabsX.
On entry, X<xneg (see Section 3). On soft failure the function value returned is the largest positive model number.

7  Accuracy

The relative error in computing erfcxx may be estimated by evaluating
E= erfcxx - ex2 n=1 Inerfcx erfcxx ,
where In denotes repeated integration. Empirical results suggest that on the interval x^,2 the loss in base b significant digits for maximum relative error is around 3.3, while for root-mean-square relative error on that interval it is 1.2 (see X02BHF for the definition of the model parameter b). On the interval 2,20 the values are around 3.5 for maximum and 0.45 for root-mean-square relative errors; note that on these two intervals erfcx is the primary computation. See also Section 7 in S15ADF.

8  Further Comments


9  Example

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

9.1  Program Text

Program Text (s15agfe.f90)

9.2  Program Data

Program Data (s15agfe.d)

9.3  Program Results

Program Results (s15agfe.r)

S15AGF (PDF version)
S Chapter Contents
S Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012