Performance evaluation of programs for the error and complementary error functions
William J. Cody · ACM Transactions on Mathematical Software · 1990
This paper presents methods for performance evaluation of computer programs for the functions erf( x ), erfc( x ), and e x 2 erfc( x ). Accuracy estimates are based on comparisons using power series expansions and an expansion in the repeated integrals of erfc( x ). Some suggestions for checking robustness are also given. Details of a specific implementation of a test program are included.