Need code for Inverse Error Function

Question

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 d

Answer 1

function erf(const x: extended): extended;
var
  n: integer;
  z: extended;
begin
  Result := x;
  z := x;
  n := 0;

  repeat
    inc(n);
    z := -z * x * x * (2 * n - 1) / ((2 * n + 1) * n);
    Result := Result + z;
  until abs(z) < 1E-20;

  Result := Result * 2 / sqrt(pi);
end;

function erfinv(const x: extended): extended;
var
  n: integer;
  z: extended;
begin
  Result := 0;
  n := 0;

  repeat
    inc(n);
    z := (erf(Result) - x) * sqrt(pi) / (2 * exp(-Result * Result));
    Result := Result - z;
  until (n = 100) or (abs(z) < 1E-20);

  if abs(z) < 1E-20 then
    n := -20
  else
    n := Floor(Log10(abs(z))) + 1;

  Result := RoundTo(Result, n);
end;