NAG FL Interface
s15agf (erfcx_​real)

1 Purpose

s15agf returns the value of the scaled complementary error function erfcxx, via the function name.

2 Specification

Fortran Interface
Function s15agf ( x, ifail)
Real (Kind=nag_wp) :: s15agf
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: x
C Header Interface
#include <nag.h>
double  s15agf_ (const double *x, Integer *ifail)
The routine may be called by the names s15agf or nagf_specfun_erfcx_real.

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:
erfx xR,m x2 ,  
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
erfcx ex2 R,m x ;  
and for x>4 it is based on the expansion
erfcx ex2x 1π + 1x2 R,m 1/x2 .  
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

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

5 Arguments

1: x Real (Kind=nag_wp) Input
On entry: the argument x of the function.
2: ifail Integer Input/Output
On entry: ifail must be set to 0, -1 or 1. If you are unfamiliar with this argument you should refer to Section 4 in the Introduction to the NAG Library FL Interface 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 arguments 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).
Errors or warnings detected by the routine:
Note: in some cases s15agf may return useful information.
On entry, x=value and the constant xhi=value.
Constraint: x<xhi.
On entry, x was in the interval value,value where erfcxx is approximately 1/π×x: x=value.
On entry, x=value and the constant xneg=value.
Constraint: xxneg.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

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 Parallelism and Performance

s15agf is not threaded in any implementation.

9 Further Comments


10 Example

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

10.1 Program Text

Program Text (s15agfe.f90)

10.2 Program Data

Program Data (s15agfe.d)

10.3 Program Results

Program Results (s15agfe.r)