On Thu, Mar 4, 2010 at 1:05 AM, Søren Hauberg <[email protected]> wrote: > Hi > > ons, 03 03 2010 kl. 18:28 +0000, skrev Neil Lawrence: >> I'm a MATLAB user who keeps trying to convert to Octave. Octave 3.2 is >> looking v. promising! Great job. > > 3.4 will be even better :-) > >> The implementation of erfcx in the octave-specfun package is simply >> >> >> exp(x^2)*erfc(x) > > [snip] >> The function is vital for computing accurate logarithms of the >> Gaussian cumulative distribution function. Is there a way of getting a >> good implementation into Octave? >> >> Most implementations seem to be based on this FORTRAN code: >> >> http://www.netlib.org/specfun/erf > > Wrapping FORTRAN code should be fairly easy. I would have guessed that > Octave actually used the Netlib code for computing 'erf', but I can't > seem to find it in the source. I'll ask on the [email protected] > list. If we use the Netlib code in Octave it would probably be easiest > to just include 'erfcx' in core Octave. If not, then we'll get an > implementation up and running in the 'specfun' package. > > Søren >
We only need the erfcx-related code, because erf and erfc are typically provided by the C library. I implemented erfcx as a built-in by rewriting the relevant code to C++: http://hg.savannah.gnu.org/hgweb/octave/rev/59e34bcdff13 I'll be happy if someone independently verifies this and contributes some tests. I compared this implementation briefly (several thousand random values) with your code and they seem to produce almost equal results. enjoy -- RNDr. Jaroslav Hajek, PhD computing expert & GNU Octave developer Aeronautical Research and Test Institute (VZLU) Prague, Czech Republic url: www.highegg.matfyz.cz ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ Octave-dev mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/octave-dev
