mseth10 opened a new issue #20511:
URL: https://github.com/apache/incubator-mxnet/issues/20511


   This file has a comment that states "Code is a direct translation of the 
erfinv m file in matlab version 2.0.”
   
https://github.com/apache/incubator-mxnet/blob/dba682a57812b49a222c04297224921393ea90bb/src/operator/contrib/erfinv-inl.h#L61-L62
   Since Matlab is not open source software, it's basically a Category X 
software.
   
   #### Proposed Solution
   There are two commonly used methods for implementing the inverse error 
function:
   - Initial approximation followed by two steps of Newton's method
     - Used by MATLAB (current implementation) - Category X license
     - Also used by Scilab (GPL license - also Category X): 
https://github.com/scilab/scilab/blob/master/scilab/modules/special_functions/macros/erfinv.sci
 
   - Rational approximation of percentage points of normal distribution
   Used by SciPy (new BSD license): 
https://github.com/scipy/scipy/blob/master/scipy/special/cephes/erfinv.c 
   
   We can modify MXNet's `erfinv` function to use SciPy's implementation as 
SciPy's license is Apache compliant.
   


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