std::erf

 

C++

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Technical Specifications

 

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Common mathematical functions

Functions
Basic operations
abs(int)labsllabsimaxabs (C++11) abs(float)fabs divldivlldivimaxdiv (C++11) fmod	remainder (C++11) remquo (C++11) fma (C++11) fmax (C++11) fmin (C++11) fdim (C++11) nannanfnanl (C++11)(C++11)(C++11)
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exp exp2 (C++11) expm1 (C++11)	log log10 log1p (C++11) log2 (C++11)
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sqrt cbrt (C++11)	hypot (C++11) pow
Trigonometric and hyperbolic functions
sin cos tan asin acos atan atan2	sinh cosh tanh asinh (C++11) acosh (C++11) atanh (C++11)

Error and gamma functions
erf (C++11) erfc (C++11)	lgamma (C++11) tgamma (C++11)
Nearest integer floating point operations
ceil floor roundlroundllround (C++11)(C++11)(C++11)	trunc (C++11) nearbyint (C++11) rintlrintllrint (C++11)(C++11)(C++11)
Floating point manipulation functions
ldexp scalbnscalbln (C++11)(C++11) ilogb (C++11) logb (C++11)	frexp modf nextafternexttoward (C++11)(C++11) copysign (C++11)
Classification/Comparison
fpclassify (C++11) isfinite (C++11) isinf (C++11) isnan (C++11) isnormal (C++11) signbit (C++11)	isgreater (C++11) isgreaterequal (C++11) isless (C++11) islessequal (C++11) islessgreater (C++11) isunordered (C++11)
Macro constants
HUGE_VALFHUGE_VALHUGE_VALL (C++11)(C++11) INFINITY (C++11) NAN (C++11) math_errhandlingMATH_ERRNOMATH_ERREXCEPT (C++11)	FP_NORMALFP_SUBNORMALFP_ZEROFP_INFINITEFP_NAN (C++11)(C++11)(C++11)(C++11)(C++11)

 

Defined in header <cmath>
float       erf( float arg );	(1)	(since C++11)
double      erf( double arg );	(2)	(since C++11)
long double erf( long double arg );	(3)	(since C++11)
double      erf( Integral arg );	(4)	(since C++11)

1-3) Computes the error function of arg.

4) A set of overloads or a function template accepting an argument of any integral type. Equivalent to 2) (the argument is cast to double).

Parameters

arg

-

value of a floating-point or Integral type

Return value

If no errors occur, value of the error function of arg, that is

2

√π

∫arg
0e^-t2
dt, is returned.

If a range error occurs due to underflow, the correct result (after rounding), that is

2*arg

√π

is returned

Error handling

Errors are reported as specified in math_errhandling

If the implementation supports IEEE floating-point arithmetic (IEC 60559),

• If the argument is ±0, ±0 is returned
• If the argument is ±∞, ±1 is returned
• If the argument is NaN, NaN is returned

Notes

Underflow is guaranteed if |arg| < DBL_MIN*(sqrt(π)/2)

erf(

x

σ√2

) is the probability that a measurement whose errors are subject to a normal distribution with standard deviation σ is less than x away from the mean value.

Example

The following example calculates the probability that a normal variate is on the interval (x1, x2)

Run this code

#include <iostream>
#include <cmath>
#include <iomanip>
double phi(double x1, double x2)
{
    return (std::erf(x2/std::sqrt(2)) - std::erf(x1/std::sqrt(2)))/2;
}
int main()
{
    std::cout << "normal variate probabilities:\n"
              << std::fixed << std::setprecision(2);
    for(int n=-4; n<4; ++n)
        std::cout << "[" << std::setw(2) << n << ":" << std::setw(2) << n+1 << "]: "
                  << std::setw(5) << 100*phi(n, n+1) << "%\n";
 
    std::cout << "special values:\n"
              << "erf(-0) = " << std::erf(-0.0) << '\n'
              << "erf(Inf) = " << std::erf(INFINITY) << '\n';
}

Output:

normal variate probabilities:
[-4:-3]:  0.13%
[-3:-2]:  2.14%
[-2:-1]: 13.59%
[-1: 0]: 34.13%
[ 0: 1]: 34.13%
[ 1: 2]: 13.59%
[ 2: 3]:  2.14%
[ 3: 4]:  0.13%
special values:
erf(-0) = -0.00
erf(Inf) = 1.00

See also

erfc (C++11)	complementary error function (function)
C documentation for erf

External links

Weisstein, Eric W. "Erf." From MathWorld--A Wolfram Web Resource.