Erf { public static double erfInv(final double x) { double w = - FastMath.log((1.0 - x) * (1.0 + x)); double p; if (w < 6.25) { w -= 3.125; p = -3.6444120640178196996e-21; p = -1.685059138182016589e-19 + p * w; p = 1.2858480715256400167e-18 + p * w; p = 1.115787767802518096e-17 + p * w; p = -1.333171662854620906e-16 + p * w; p = 2.0972767875968561637e-17 + p * w; p = 6.6376381343583238325e-15 + p * w; p = -4.0545662729752068639e-14 + p * w; p = -8.1519341976054721522e-14 + p * w; p = 2.6335093153082322977e-12 + p * w; p = -1.2975133253453532498e-11 + p * w; p = -5.4154120542946279317e-11 + p * w; p = 1.051212273321532285e-09 + p * w; p = -4.1126339803469836976e-09 + p * w; p = -2.9070369957882005086e-08 + p * w; p = 4.2347877827932403518e-07 + p * w; p = -1.3654692000834678645e-06 + p * w; p = -1.3882523362786468719e-05 + p * w; p = 0.0001867342080340571352 + p * w; p = -0.00074070253416626697512 + p * w; p = -0.0060336708714301490533 + p * w; p = 0.24015818242558961693 + p * w; p = 1.6536545626831027356 + p * w; } else if (w < 16.0) { w = FastMath.sqrt(w) - 3.25; p = 2.2137376921775787049e-09; p = 9.0756561938885390979e-08 + p * w; p = -2.7517406297064545428e-07 + p * w; p = 1.8239629214389227755e-08 + p * w; p = 1.5027403968909827627e-06 + p * w; p = -4.013867526981545969e-06 + p * w; p = 2.9234449089955446044e-06 + p * w; p = 1.2475304481671778723e-05 + p * w; p = -4.7318229009055733981e-05 + p * w; p = 6.8284851459573175448e-05 + p * w; p = 2.4031110387097893999e-05 + p * w; p = -0.0003550375203628474796 + p * w; p = 0.00095328937973738049703 + p * w; p = -0.0016882755560235047313 + p * w; p = 0.0024914420961078508066 + p * w; p = -0.0037512085075692412107 + p * w; p = 0.005370914553590063617 + p * w; p = 1.0052589676941592334 + p * w; p = 3.0838856104922207635 + p * w; } else if (!Double.isInfinite(w)) { w = FastMath.sqrt(w) - 5.0; p = -2.7109920616438573243e-11; p = -2.5556418169965252055e-10 + p * w; p = 1.5076572693500548083e-09 + p * w; p = -3.7894654401267369937e-09 + p * w; p = 7.6157012080783393804e-09 + p * w; p = -1.4960026627149240478e-08 + p * w; p = 2.9147953450901080826e-08 + p * w; p = -6.7711997758452339498e-08 + p * w; p = 2.2900482228026654717e-07 + p * w; p = -9.9298272942317002539e-07 + p * w; p = 4.5260625972231537039e-06 + p * w; p = -1.9681778105531670567e-05 + p * w; p = 7.5995277030017761139e-05 + p * w; p = -0.00021503011930044477347 + p * w; p = -0.00013871931833623122026 + p * w; p = 1.0103004648645343977 + p * w; p = 4.8499064014085844221 + p * w; } else { p = Double.POSITIVE_INFINITY; } return p * x; } private  Erf(); static double erf(double x); static double erfc(double x); static double erf(double x1, double x2); static double erfInv(final double x); static double erfcInv(final double x);  }
@Test public void testErfInvNaN() { Assert.assertTrue(Double.isNaN(Erf.erfInv(-1.001))); Assert.assertTrue(Double.isNaN(Erf.erfInv(+1.001))); }
@Test public void testErfInvInfinite() { Assert.assertTrue(Double.isInfinite(Erf.erfInv(-1))); Assert.assertTrue(Erf.erfInv(-1) < 0); Assert.assertTrue(Double.isInfinite(Erf.erfInv(+1))); Assert.assertTrue(Erf.erfInv(+1) > 0); }
@Test public void testErfInv() { for (double x = -5.9; x < 5.9; x += 0.01) { final double y = Erf.erf(x); final double dydx = 2 * FastMath.exp(-x * x) / FastMath.sqrt(FastMath.PI); Assert.assertEquals(x, Erf.erfInv(y), 1.0e-15 / dydx); } }