Digital Library of Mathematical Functions
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7 Error Functions, Dawson’s and Fresnel IntegralsComputation

§7.24 Approximations

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§7.24(i) Approximations in Terms of Elementary Functions

  • Hastings (1955) gives several minimax polynomial and rational approximations for \mathop{\mathrm{erf}\/}\nolimits x, \mathop{\mathrm{erfc}\/}\nolimits x and the auxiliary functions \mathop{\mathrm{f}\/}\nolimits\!\left(x\right) and \mathop{\mathrm{g}\/}\nolimits\!\left(x\right).

  • Cody (1969) provides minimax rational approximations for \mathop{\mathrm{erf}\/}\nolimits x and \mathop{\mathrm{erfc}\/}\nolimits x. The maximum relative precision is about 20S.

  • Cody (1968) gives minimax rational approximations for the Fresnel integrals (maximum relative precision 19S); for a Fortran algorithm and comments see Snyder (1993).

  • Cody et al. (1970) gives minimax rational approximations to Dawson’s integral \mathop{F\/}\nolimits\!\left(x\right) (maximum relative precision 20S–22S).

§7.24(ii) Expansions in Chebyshev Series

  • Luke (1969b, pp. 323–324) covers \frac{1}{2}\sqrt{\pi}\mathop{\mathrm{erf}\/}\nolimits x and e^{{x^{2}}}\mathop{F\/}\nolimits\!\left(x\right) for -3\leq x\leq 3 (the Chebyshev coefficients are given to 20D); \sqrt{\pi}xe^{{x^{2}}}\mathop{\mathrm{erfc}\/}\nolimits x and 2x\mathop{F\/}\nolimits\!\left(x\right) for x\geq 3 (the Chebyshev coefficients are given to 20D and 15D, respectively). Coefficients for the Fresnel integrals are given on pp. 328–330 (20D).

  • Bulirsch (1967) provides Chebyshev coefficients for the auxiliary functions \mathop{\mathrm{f}\/}\nolimits\!\left(x\right) and \mathop{\mathrm{g}\/}\nolimits\!\left(x\right) for x\geq 3 (15D).

  • Schonfelder (1978) gives coefficients of Chebyshev expansions for x^{{-1}}\mathop{\mathrm{erf}\/}\nolimits x on 0\leq x\leq 2, for xe^{{x^{2}}}\mathop{\mathrm{erfc}\/}\nolimits x on [2,\infty), and for e^{{x^{2}}}\mathop{\mathrm{erfc}\/}\nolimits x on [0,\infty) (30D).

  • Shepherd and Laframboise (1981) gives coefficients of Chebyshev series for (1+2x)e^{{x^{2}}}\mathop{\mathrm{erfc}\/}\nolimits x on (0,\infty) (22D).

§7.24(iii) Padé-Type Expansions

  • Luke (1969b, vol. 2, pp. 422–435) gives main diagonal Padé approximations for \mathop{F\/}\nolimits\!\left(z\right), \mathop{\mathrm{erf}\/}\nolimits z, \mathop{\mathrm{erfc}\/}\nolimits z, \mathop{C\/}\nolimits\!\left(z\right), and \mathop{S\/}\nolimits\!\left(z\right); approximate errors are given for a selection of z-values.