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

Here is what I have from spe. To me it looks like they tried to speed it up by dragging all functions into one big polynomal. Keep in mind this is code from the 386 era

// Extract from package Numlib in the Free Pascal sources (http://www.freepascal.org)
// LGPL-with-static-linking-exception, see original source for exact license.
// Note this is usually compiled in TP mode, not in Delphi mode.

Const highestElement = 20000000;

Type ArbFloat = double;  // can be extended too.
     ArbInt   = Longint;
     arfloat0   = array[0..highestelement] of ArbFloat;

function spesgn(x: ArbFloat): ArbInt;

begin
  if x<0
  then
    spesgn:=-1
  else
    if x=0
    then
      spesgn:=0
    else
      spesgn:=1
end; {spesgn}

function spepol(x: ArbFloat; var a: ArbFloat; n: ArbInt): ArbFloat;
var   pa : ^arfloat0;
       i : ArbInt;
    polx : ArbFloat;
begin
  pa:=@a;
  polx:=0;
  for i:=n downto 0 do
    polx:=polx*x+pa^[i];
  spepol:=polx
end {spepol};

function speerf(x : ArbFloat) : ArbFloat;
const

        xup = 6.25;
     sqrtpi = 1.7724538509055160;
     c : array[1..18] of ArbFloat =
     ( 1.9449071068178803e0,  4.20186582324414e-2, -1.86866103976769e-2,
       5.1281061839107e-3,   -1.0683107461726e-3,   1.744737872522e-4,
      -2.15642065714e-5,      1.7282657974e-6,     -2.00479241e-8,
      -1.64782105e-8,         2.0008475e-9,         2.57716e-11,
      -3.06343e-11,           1.9158e-12,           3.703e-13,
      -5.43e-14,             -4.0e-15,              1.2e-15);

     d : array[1..17] of ArbFloat =
     ( 1.4831105640848036e0, -3.010710733865950e-1, 6.89948306898316e-2,
      -1.39162712647222e-2,   2.4207995224335e-3,  -3.658639685849e-4,
       4.86209844323e-5,     -5.7492565580e-6,      6.113243578e-7,
      -5.89910153e-8,         5.2070091e-9,        -4.232976e-10,
       3.18811e-11,          -2.2361e-12,           1.467e-13,
      -9.0e-15,               5.0e-16);

  var t, s, s1, s2, x2: ArbFloat;
         bovc, bovd, j: ArbInt;
begin
  bovc:=sizeof(c) div sizeof(ArbFloat);
  bovd:=sizeof(d) div sizeof(ArbFloat);
  t:=abs(x);
  if t <= 2
  then
    begin
      x2:=sqr(x)-2;
      s1:=d[bovd]; s2:=0; j:=bovd-1;
      s:=x2*s1-s2+d[j];
      while j > 1 do
        begin
          s2:=s1; s1:=s; j:=j-1;
          s:=x2*s1-s2+d[j]
        end;
      speerf:=(s-s2)*x/2
    end
  else
    if t < xup
    then
      begin
        x2:=2-20/(t+3);
        s1:=c[bovc]; s2:=0; j:=bovc-1;
        s:=x2*s1-s2+c[j];
        while j > 1 do
          begin
            s2:=s1; s1:=s; j:=j-1;
            s:=x2*s1-s2+c[j]
          end;
        x2:=((s-s2)/(2*t))*exp(-sqr(x))/sqrtpi;
        speerf:=(1-x2)*spesgn(x)
      end
    else
      speerf:=spesgn(x)
end;  {speerf}

function spemax(a, b: ArbFloat): ArbFloat;
begin
  if a>b
  then
    spemax:=a
  else
    spemax:=b
end; {spemax}

function speefc(x : ArbFloat) : ArbFloat;
const

   xlow = -6.25;
  xhigh = 27.28;
      c : array[0..22] of ArbFloat =
      ( 1.455897212750385e-1, -2.734219314954260e-1,
        2.260080669166197e-1, -1.635718955239687e-1,
        1.026043120322792e-1, -5.480232669380236e-2,
        2.414322397093253e-2, -8.220621168415435e-3,
        1.802962431316418e-3, -2.553523453642242e-5,
       -1.524627476123466e-4,  4.789838226695987e-5,
        3.584014089915968e-6, -6.182369348098529e-6,
        7.478317101785790e-7,  6.575825478226343e-7,
       -1.822565715362025e-7, -7.043998994397452e-8,
        3.026547320064576e-8,  7.532536116142436e-9,
       -4.066088879757269e-9, -5.718639670776992e-10,
        3.328130055126039e-10);

  var t, s : ArbFloat;
begin
  if x <= xlow
  then
    speefc:=2
  else
  if x >= xhigh
  then
    speefc:=0
  else
    begin
      t:=1-7.5/(abs(x)+3.75);
      s:=exp(-x*x)*spepol(t, c[0], sizeof(c) div sizeof(ArbFloat) - 1);
      if x < 0
      then
        speefc:=2-s
      else
        speefc:=s
    end
end {speefc};