Difference between revisions of "cpp/numeric/math/erfc"
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− | {{cpp/title|erfc}} | + | {{cpp/title|erfc|erfcf|erfcl}} |
− | {{cpp/numeric/math/ | + | {{cpp/numeric/math/navbar}} |
− | {{ | + | {{cpp/numeric/math/declarations |
− | {{ | + | |family=erfc |
− | {{ | + | |param1=num |
− | + | |constexpr_since=26 | |
+ | |desc=Computes the {{enwiki|Complementary error function|complementary error function}} of {{c|num}}, that is {{c|1.0 - std::erf(num)}}, but without loss of precision for large {{c|num}}. | ||
}} | }} | ||
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===Parameters=== | ===Parameters=== | ||
− | {{ | + | {{par begin}} |
− | {{ | + | {{par|num|floating-point or integer value}} |
− | {{ | + | {{par end}} |
===Return value=== | ===Return value=== | ||
+ | If no errors occur, value of the complementary error function of {{c|num}}, that is {{mathjax-or|\(\frac{2}{\sqrt{\pi} }\int_{num}^{\infty}{e^{-{t^2} }\mathsf{d}t}\)|{{mfrac|2|{{mrad|π}}}}{{minteg|num|∞|{{mexp|-t{{su|p=2}}}}d''t''}}}} or {{mathjax-or|\({\small 1-\operatorname{erf}(num)}\)|1-erf(num)}}, is returned. | ||
− | + | If a range error occurs due to underflow, the correct result (after rounding) is returned. | |
− | === | + | ===Error handling=== |
+ | Errors are reported as specified in {{lc|math_errhandling}}. | ||
− | {{ | + | If the implementation supports IEEE floating-point arithmetic (IEC 60559), |
− | {{ | + | * If the argument is +∞, +0 is returned. |
− | {{ | + | * If the argument is -∞, 2 is returned. |
+ | * If the argument is NaN, NaN is returned. | ||
+ | |||
+ | ===Notes=== | ||
+ | For the IEEE-compatible type {{c/core|double}}, underflow is guaranteed if {{c|num > 26.55}}. | ||
+ | |||
+ | {{cpp/numeric/math/additional integer overload note|erfc}} | ||
+ | |||
+ | ===Example=== | ||
+ | {{example | ||
+ | |code= | ||
+ | #include <cmath> | ||
+ | #include <iomanip> | ||
+ | #include <iostream> | ||
+ | |||
+ | double normalCDF(double x) // Phi(-∞, x) aka N(x) | ||
+ | { | ||
+ | return std::erfc(-x / std::sqrt(2)) / 2; | ||
+ | } | ||
+ | |||
+ | int main() | ||
+ | { | ||
+ | std::cout << "normal cumulative distribution function:\n" | ||
+ | << std::fixed << std::setprecision(2); | ||
+ | for (double n = 0; n < 1; n += 0.1) | ||
+ | std::cout << "normalCDF(" << n << ") = " << 100 * normalCDF(n) << "%\n"; | ||
+ | |||
+ | std::cout << "special values:\n" | ||
+ | << "erfc(-Inf) = " << std::erfc(-INFINITY) << '\n' | ||
+ | << "erfc(Inf) = " << std::erfc(INFINITY) << '\n'; | ||
+ | } | ||
+ | |output= | ||
+ | normal cumulative distribution function: | ||
+ | normalCDF(0.00) = 50.00% | ||
+ | normalCDF(0.10) = 53.98% | ||
+ | normalCDF(0.20) = 57.93% | ||
+ | normalCDF(0.30) = 61.79% | ||
+ | normalCDF(0.40) = 65.54% | ||
+ | normalCDF(0.50) = 69.15% | ||
+ | normalCDF(0.60) = 72.57% | ||
+ | normalCDF(0.70) = 75.80% | ||
+ | normalCDF(0.80) = 78.81% | ||
+ | normalCDF(0.90) = 81.59% | ||
+ | normalCDF(1.00) = 84.13% | ||
+ | special values: | ||
+ | erfc(-Inf) = 2.00 | ||
+ | erfc(Inf) = 0.00 | ||
+ | }} | ||
+ | |||
+ | ===See also=== | ||
+ | {{dsc begin}} | ||
+ | {{dsc inc|cpp/numeric/math/dsc erf}} | ||
+ | {{dsc see c|c/numeric/math/erfc}} | ||
+ | {{dsc end}} | ||
===External links=== | ===External links=== | ||
− | [ | + | {{eli|[https://mathworld.wolfram.com/Erfc.html Weisstein, Eric W. "Erfc."] From MathWorld — A Wolfram Web Resource.}} |
+ | |||
+ | {{langlinks|de|es|fr|it|ja|pt|ru|zh}} |
Latest revision as of 21:24, 15 October 2023
Defined in header <cmath>
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(1) | ||
float erfc ( float num ); double erfc ( double num ); |
(until C++23) | |
/* floating-point-type */ erfc ( /* floating-point-type */ num ); |
(since C++23) (constexpr since C++26) |
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float erfcf( float num ); |
(2) | (since C++11) (constexpr since C++26) |
long double erfcl( long double num ); |
(3) | (since C++11) (constexpr since C++26) |
Additional overloads (since C++11) |
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Defined in header <cmath>
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template< class Integer > double erfc ( Integer num ); |
(A) | (constexpr since C++26) |
1-3) Computes the complementary error function of num, that is 1.0 - std::erf(num), but without loss of precision for large num. The library provides overloads of
std::erfc
for all cv-unqualified floating-point types as the type of the parameter.(since C++23)
A) Additional overloads are provided for all integer types, which are treated as double.
|
(since C++11) |
Contents |
[edit] Parameters
num | - | floating-point or integer value |
[edit] Return value
If no errors occur, value of the complementary error function of num, that is2 |
√π |
If a range error occurs due to underflow, the correct result (after rounding) is returned.
[edit] 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 is returned.
- If the argument is -∞, 2 is returned.
- If the argument is NaN, NaN is returned.
[edit] Notes
For the IEEE-compatible type double, underflow is guaranteed if num > 26.55.
The additional overloads are not required to be provided exactly as (A). They only need to be sufficient to ensure that for their argument num of integer type, std::erfc(num) has the same effect as std::erfc(static_cast<double>(num)).
[edit] Example
Run this code
#include <cmath> #include <iomanip> #include <iostream> double normalCDF(double x) // Phi(-∞, x) aka N(x) { return std::erfc(-x / std::sqrt(2)) / 2; } int main() { std::cout << "normal cumulative distribution function:\n" << std::fixed << std::setprecision(2); for (double n = 0; n < 1; n += 0.1) std::cout << "normalCDF(" << n << ") = " << 100 * normalCDF(n) << "%\n"; std::cout << "special values:\n" << "erfc(-Inf) = " << std::erfc(-INFINITY) << '\n' << "erfc(Inf) = " << std::erfc(INFINITY) << '\n'; }
Output:
normal cumulative distribution function: normalCDF(0.00) = 50.00% normalCDF(0.10) = 53.98% normalCDF(0.20) = 57.93% normalCDF(0.30) = 61.79% normalCDF(0.40) = 65.54% normalCDF(0.50) = 69.15% normalCDF(0.60) = 72.57% normalCDF(0.70) = 75.80% normalCDF(0.80) = 78.81% normalCDF(0.90) = 81.59% normalCDF(1.00) = 84.13% special values: erfc(-Inf) = 2.00 erfc(Inf) = 0.00
[edit] See also
(C++11)(C++11)(C++11) |
error function (function) |
C documentation for erfc
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[edit] External links
Weisstein, Eric W. "Erfc." From MathWorld — A Wolfram Web Resource. |