README special functions erf.c : the error function ibeta.c : the incomplete beta function igamma.c : the incomplete gamma function inv_erf.c : the inverse of the error function s_erf.c : the error function (from glib.c) SIAM Activity Group on Orthogonal Polynomials and Special Functions at: http://www.math.yorku.ca/Who/Faculty/Muldoon/siamopsf/ http://www.letlib.org/ Look in NETLIB under random for dcdflib.c. This has CDF's and inverse CDF's for many functions. The file is called a tar, but it is really a gz. So you must rename it before you can open it. Well documented and complies easily under gcc or VC. Example Netlib Search at URL http://www.netlib.org/utk/misc/netlib_query.html and in the search box enter "complementary incomplete gamma" (including the quotation marks). http://lib.stat.cmu.edu/ Just get AS 66 for the normal distribution function, and AS 241 for its inverse. The Applied Statistics algorithms were published by the Royal Statistical Society. They can be downloaded from statlib (http://lib.stat.cmu.edu). They are both in Fortran, though some of the RSS algorithms were in Algol and Pascal, and one was in C. Erf: http://www.netlib.org/specfun/erf. Phi, InvPhi: Alan Miller, Retired Scientist (Statistician) CSIRO Mathematical & Information Sciences Alan.Miller -at- vic.cmis.csiro.au http://www.ozemail.com.au/~milleraj InvPhi: http://www.math.uio.no/~jacklam/notes/invnorm/ Gamma: Stephen L. Moshier wins the prize. He has the gamma function written at hardware precisions from float to double to 80 bit long double and 128 bit long double as well as an extended precision version called qfloat. It's at Netlib, in the Cephes collection. Have fun. * Factorial(z) = Gamma(z+1) * * - y(z) - z - 1 z + 1 2 7 * %e (y(z) + z + 1) sqrt(%pi (2 y (z) + 2 z + -)) * 3 * z! ~ ------------------------------------------------------------------, * z + 1 * * 0.5396181799525381 z + 1.0327346262650376 * y(z) := ----------------------------------------- * z + 1.7997957966258356 * * The relative is extremal at z = .0, .22033623, 1.181958, and 5.769305. * It is +- 1.35e-7. *