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ErfInv

The inverse error function: solves for .

ErfInv(x)the inverse error function, solving .

Domain: Special functions

Details
  • Inverse of Erf: .
  • , and as , the limits where Erf itself saturates.
  • Computed by Newton's method on Erf itself, refining an initial approximation to full machine precision.
  • Intrinsically ill-conditioned near : a tiny change in x there produces a large change in the result.
  • compute-engine leaves a call outside unevaluated rather than erroring or returning NaN.

Examples

See also: Erf, Erfc