Inverse Error Function Fortran 90
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Error Function In Fortran 90
ProgramSuccess StoriesLearnBlogBusiness TipsEventsVideosSupportContact SupportDeveloper EvangelistsFAQsForums Search form Search You erfinv approximation are hereHome › Forums › Intel® Software Development Products › Intel® Visual Fortran inverse error function c++ code Compiler for Windows* FacebookLinkedInTwitterDiggDeliciousGoogle Plus No Inverse Error function? No Inverse Error function? William S. Tue, 04/15/2014 - 13:14 The Fortran Math
Erfinv C++
library has ERF for the error function, but I have not been able to find the Inverse. Its a statistical function based upon the Gaussian Normal distribution. Strangely enough, it does exist for VECTOR ELEMENTS, but I don't see why they would not include
Complementary Error Function
it for regular usage. Every other math library on other processors has this function. If it is in the library, searching for it produces no results. How do we use vector elements - what are they referring to? (in case I get desperate) ' RSS Top 12 posts / 0 new Last post For more complete information about compiler optimizations, see our Optimization Notice. pbkenned1 Tue, 04/15/2014 - 13:35 The IMSL package add-on has ERFI, but I don't think it is a part of standard Intel Fortran. Can you expand on 'it does exist for VECTOR ELEMENTS'? Patrick Top Steve Lionel (Intel) Tue, 04/15/2014 - 13:40 What you've found is entries for erfinv in Intel MKL. Fortran does not define the erfinv intrinsic. You can use this from MKL
here for a quick overview of the site Help Center Detailed answers to any questions you might have Meta Discuss the workings and policies of this site About Us Learn more about Stack Overflow the company Business Learn more about hiring developers or posting ads with us Stack Overflow Questions Jobs Documentation Tags Users Badges Ask Question x Dismiss Join the Stack Overflow Community Stack Overflow is a community of 4.7 million programmers, just like you, helping each other. Join them; it only takes a minute: Sign up https://software.intel.com/en-us/forums/intel-visual-fortran-compiler-for-windows/topic/509357 Need code for Inverse Error Function up vote 5 down vote favorite 4 Does anyone know where I could find code for the "Inverse Error Function?" Freepascal/Delphi would be preferable but C/C++ would be fine too. The TMath/DMath library did not have it :( delphi math pascal share|improve this question asked May 11 '11 at 23:46 Mike Furlender 1,52422053 do you http://stackoverflow.com/questions/5971830/need-code-for-inverse-error-function mean inverse erf? –soandos May 11 '11 at 23:47 Do you refer to erfinv? –David Heffernan May 12 '11 at 0:02 @soandosDavid Yup thats what I'm talking about –Mike Furlender May 12 '11 at 0:07 1 If you can find fortran code convert it to c with f2c -a . If you can find c code great. Compile the c with bcc32 and link with $L that's how I always do it! –David Heffernan May 12 '11 at 0:10 This is a really nifty piece of math. If you find an implementation, I'll make sure it gets added to JEDI Math. It's planned for JEDI Math library in the future, but it looks like it's not in there yet! –Warren P May 12 '11 at 1:49 | show 1 more comment 7 Answers 7 active oldest votes up vote 4 down vote accepted Here's an implementation of erfinv(). Note that for it to work well, you also need a good implementation of erf(). function erfinv(const y: Double): Double; //rational approx coefficients const a: array [0..3] of Double = ( 0.886
);vdErfInv( n, a, y );vmdErfInv( n, a, y, mode ); Include FilesFORTRAN 77: mkl_vml.f77 Fortran 90: mkl_vml.f90 C: mkl_vml_functions.h Input ParametersName Type Description n http://scc.ustc.edu.cn/zlsc/sugon/intel/mkl/mkl_manual/GUID-366C77CB-D638-4BBF-8268-EF4CA6F6624C.htm FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int Specifies the https://www.iram.fr/computer/wiki/widex/index.php/Inverse_Error_Function number of elements to be calculated. a FORTRAN 77: REAL for vserfinv, vmserfinv DOUBLE PRECISION for vderfinv, vmderfinv Fortran 90: REAL, INTENT(IN) for vserfinv, vmserfinv DOUBLE PRECISION, INTENT(IN) for vderfinv, vmderfinv C: const float* for vsErfInv, vmsErfInv const double* for vdErfInv, vmdErfInv FORTRAN: Array that specifies the input vector a. error function C: Pointer to an array that contains the input vector a. mode FORTRAN 77: INTEGER*8 Fortran 90: INTEGER(KIND=8), INTENT(IN) C: const MKL_INT64 Overrides global VML mode setting for this function call. See vmlSetMode for possible values and their description. Output ParametersName Type Description y FORTRAN 77: REAL for vserfinv, vmserfinv DOUBLE PRECISION for vderfinv, vmderfinv Fortran 90: REAL, INTENT(OUT) for vserfinv, vmserfinv DOUBLE inverse error function PRECISION, INTENT(OUT) for vderfinv, vmderfinv C: float* for vsErfInv, vmsErfInv double* for vdErfInv, vmdErfInv FORTRAN: Array that specifies the output vector y. C: Pointer to an array that contains the output vector y. Description The ErfInv function computes the inverse error function values for elements of the input vector a and writes them to the output vector y y = erf-1(a), where erf(x) is the error function defined as given by: Useful relations: where erfc is the complementary error function. where is the cumulative normal distribution function. where Φ-1(x) and erf-1(x) are the inverses to Φ(x) and erf(x) respectively. Figure "ErfInv Family Functions Relationship" illustrates the relationships among ErfInv family functions (ErfInv, ErfcInv, CdfNormInv). ErfInv Family Functions Relationship Useful relations for these functions: Special Values for Real Function v?ErfInv(x)Argument Result VML Error Status Exception +0 +0 -0 -0 +1 +∞ VML_STATUS_SING ZERODIVIDE -1 -∞ VML_STATUS_SING ZERODIVIDE |X| > 1 QNAN VML_STATUS_ERRDOM INVALID +∞ QNAN VML_STATUS_ERRDOM INVALID -∞ QNAN VML_STATUS_ERRDOM INVALID QNAN QNAN SNAN QNAN INVALID Parent topic: Special Functions See Also ErfcInv CdfNormInv Submit feedback on this help topic
missing. Despite inverf can be expressed directly with series, we can not use this serie evalution because it is slow and lack of precision. Therefore, I found another implementation based on rational function approximation. It is quicker and more precise than the previous implementation from the old correlator. Original implementation in Fortan Code (look for MERFI subroutine) --Blanchet 17:50, 17 March 2008 (CET) Retrieved from "https://www.iram.fr/computer/wiki/widex/index.php/Inverse_Error_Function" Views Article Discussion View source History Personal tools Log in / create account Navigation Main Page Community portal Current events Recent changes Random page Help Search Toolbox What links here Related changes Upload file Special pages Printable version Permanent link This page was last modified 16:50, 17 March 2008. This page has been accessed 11,188 times. Privacy policy About Widex Wiki Disclaimers