JuliaMath / JuliaMath/openlibm

The functions erf and erfc computed with arbitrary precision and explicit error bounds (GSoc?)

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Description

The functions erf and erfc computed with arbitrary precision and explicit error bounds
S.Chevillard1
Information and Computation
Volume 216, July 2012, Pages 72-95

https://doi.org/10.1016/j.ic.2011.09.001

https://www.sciencedirect.com/science/article/pii/S0890540112000697

This is a placeholder issue identifying one implementation that would improve calculations. I cam across this in a related search, so am not in a position to implement this now.
Maybe suited to GSoC or some such project.

As @StefanKarpinski notes in issue #109 there are three use cases:

- Calculation time not an issue and default settings suffice
- Increased calculation time is preferred for more accuracy
- Decreased calculation time is preferred for less accuracy

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