Evaluation of complex-valued error-like functions by the exponentially-convergent trapezoidal rule
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arXiv
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866918218190290944 |
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| author | Guercilena, Federico Maria |
| author_facet | Guercilena, Federico Maria |
| contents | The exponentially convergent trapezoidal rule is applied to a suitable integral representation of the Faddeeva function to derive a simple formula for its evaluation. I describe its properties, strategies for maximising its efficiency, and its coupling with other evaluation methods (asymptotic expansions and Maclaurin series). From knowledge of the values of the Faddeeva function, all other complex-valued error-like functions such as $\rm erf$ and $\rm erfc$ can be easily obtained. The resulting algorithm has been implemented in a publicly-available C/C++ library named $\texttt{erflike}$ in IEEE double precision arithmetic, and tested against more widespread valuation methods based on Taylor series and continued fractions, as provided by the widely used Faddeeva package. It is found that the algorithm presented here and its implementation achieve better accuracy and a more regular behaviour of the relative error over vast regions of the complex plane. In terms of speed of evaluation the $\texttt{erflike}$ library also outperforms the Faddeeva package for complex valued arguments, although not for real-valued ones. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_20661 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Evaluation of complex-valued error-like functions by the exponentially-convergent trapezoidal rule Guercilena, Federico Maria Mathematical Software The exponentially convergent trapezoidal rule is applied to a suitable integral representation of the Faddeeva function to derive a simple formula for its evaluation. I describe its properties, strategies for maximising its efficiency, and its coupling with other evaluation methods (asymptotic expansions and Maclaurin series). From knowledge of the values of the Faddeeva function, all other complex-valued error-like functions such as $\rm erf$ and $\rm erfc$ can be easily obtained. The resulting algorithm has been implemented in a publicly-available C/C++ library named $\texttt{erflike}$ in IEEE double precision arithmetic, and tested against more widespread valuation methods based on Taylor series and continued fractions, as provided by the widely used Faddeeva package. It is found that the algorithm presented here and its implementation achieve better accuracy and a more regular behaviour of the relative error over vast regions of the complex plane. In terms of speed of evaluation the $\texttt{erflike}$ library also outperforms the Faddeeva package for complex valued arguments, although not for real-valued ones. |
| title | Evaluation of complex-valued error-like functions by the exponentially-convergent trapezoidal rule |
| topic | Mathematical Software |
| url | https://arxiv.org/abs/2511.20661 |