The fact that C++11 supports erf and erfc means it is easy to implement inverse cdf function using Newton or fixed point(you can immediately see it's a contraction), so the need for proprietary C libraries is less urgent.BTW C++11 also supports gamma and log gamma functions. // erf can be implemented using the incomplete gamma function or by exp(P(t)) where P is a 9th degree polynomial. Ideally, we should know the accuracy of erf and the number of arithmetic operations needed to achieve that accuracy, a bit like knowing how many miles per gallon the auto does. In the punch-card Fortran days you had to fill in #operations (running time) before the computer centre would accept your job.
Last edited by Cuchulainn
on January 16th, 2016, 11:00 pm, edited 1 time in total.