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Mathematics of Computation

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A stable algorithm for computing the inverse error function in the “tail-end” region

Author: Henry E. Fettis
Journal: Math. Comp. 28 (1974), 585-587
MSC: Primary 65D20
Corrigendum: Math. Comp. 29 (1975), 673-674.
Corrigendum: Math. Comp. 29 (1975), 673.
MathSciNet review: 0341812
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Abstract: An iterative algorithm, simple enough to be executed on a desk top automatic computer, is given for computing the inverse of the function $x = {\operatorname {erfc}}(y)$ for small values of x.

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Keywords: Inverse error function, inverse probability integral, error function, probability integral
Article copyright: © Copyright 1974 American Mathematical Society