evaluates an approximate value for the cumulative Normal distribution function
The routine is based on the fact that
and it calls s15adf
to obtain a value of
for the appropriate argument.
Because of its close relationship with
, the accuracy of this routine is very similar to that in s15adf
are the relative errors in result and argument, respectively, they are in principle related by
so that the relative error in the argument,
, is amplified by a factor,
, in the result.
However, the absolute error in the result,
, is given by
so absolute accuracy can be guaranteed for all
Background information to multithreading can be found in the Multithreading