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MathGroup Archive 2011

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LogErfc

  • To: mathgroup at smc.vnet.net
  • Subject: [mg122602] LogErfc
  • From: Shawn Garbett <shawn.garbett at gmail.com>
  • Date: Thu, 3 Nov 2011 03:44:33 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

I need to have a LogErfc function to be able to compute another
function in a numerically stable manner. I found the function in the
GSL, I found it in R, and even in another system, there's a copy of code to do
it floating around. However, I need it in Mathematica and Log[Erfc[x]]
doesn't cut in due to underflow. Cody solved this in 1969, and I could
code his solution, but I was hoping that someone had already solved
this in Mathematica. Anyone?



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