GitHub - CharleySchaefer/erfinv: The inverse error function

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The inverse error function

MIT license

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
C		C
LICENSE		LICENSE
Makefile		Makefile
README.txt		README.txt
erfinv.cpp		erfinv.cpp
erfinv.h		erfinv.h
erfinv_test.cpp		erfinv_test.cpp
ppnd.h		ppnd.h

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Implementation of the inverse error function based on the rational
approximation of percentage points of normal distribution available from
https://www.jstor.org/stable/2347330.

                1           /  x + 1  \
erfinv(x) = --------- ppnd |  -------  |
             sqrt(2)        \    2    /

The code has been tested on an x86_64 machine with Intel Core i7, the
tests provided in this repository might not pass for different hardware
configuration due to difference in floating point operations.

golang's math library uses the same implementation for erfinv