Complex Error Function Gsl
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But it turns out that GSL (and most other numerical recipe code I could find) can only deal with erf(x), where x is real. Here's a poor man's implementation of erf(z) through a standard Taylor expansion, The gsl complex matrix catch here is to deal with propagation of errors in the complex Taylor
Gsl Complex Matrix Example
series, and to also somehow benchmark the results. Well, I haven't been able to think about this yet, but I was
Complex Error Function Matlab
able to confirm that for real arguments, my Taylor series code is about as good as the GSL error function gsl_sf_erf(x). I am working on a CUDA implementation of this now, because in my project,
Complex Gamma Function
I need to perform a numerical integration over the error function, which is quite intensive even for Mathematica. For now, I'm just sharing the serial implementation. (Hint: if you can write wrapper for each of the gsl functions inside my Taylor series calculating method, you can embed them within a __global__ kernel call through a struct. Alternatively -- and less fun -- you can just parallelize the for loop.) /* error function values Function to compute erf(z) using a Taylor series expansion /* Author: Vivek Saxena /* Last updated: January 28, 2011 21:11 hrs */ #include
header file gsl_sf_erf.h. • Error Function: • Complementary Error Function: • Log Complementary Error Function: • Probability functions:
erf(x) = (2/\sqrt(\pi)) \int_0^x dt \exp(-t^2).
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