matlab erfinv,Inverse error function

erfinv

Inverse error function

Description

erfinv(X) computes

the inverse

error function of X. If X is

a vector or a matrix, erfinv(X) computes the inverse

error function of each element of X.

Examples

Inverse Error Function for Floating-Point and Symbolic Numbers

Depending on its arguments, erfinv can

return floating-point or exact symbolic results.

Compute the inverse error function for these numbers. Because

these numbers are not symbolic objects, you get floating-point results:

A = [erfinv(1/2), erfinv(0.33), erfinv(-1/3)]

A =

0.4769 0.3013 -0.3046

Compute the inverse error function for the same numbers converted

to symbolic objects. For most symbolic (exact) numbers, erfinv returns

unresolved symbolic calls:

symA = [erfinv(sym(1)/2), erfinv(sym(0.33)), erfinv(sym(-1)/3)]

symA =

[ erfinv(1/2), erfinv(33/100), -erfinv(1/3)]

Use vpa to approximate symbolic results

with the required number of digits:

d = digits(10);

vpa(symA)

digits(d)

ans =

[ 0.4769362762, 0.3013321461, -0.3045701942]

Inverse Error Function for Variables and Expressions

For most symbolic variables and expressions, erfinv returns

unresolved symbolic calls.

Compute the inverse error function for x and sin(x)

+ x*exp(x). For most symbolic variables and expressions, erfinv returns

unresolved symbolic calls:

syms x

f = sin(x) + x*exp(x);

erfinv(x)

erfinv(f)

ans =

erfinv(x)

ans =

erfinv(sin(x) + x*exp(x))

Inverse Error Function for Vectors and Matrices

If the input argument is a vector or a matrix, erfinv returns

the inverse error function for each element of that vector or matrix.

Compute the inverse error function for elements of matrix M and

vector V:

M = sym([0 1 + i; 1/3 1]);

V = sym([-1; inf]);

erfinv(M)

erfinv(V)

ans =

[ 0, NaN]

[ erfinv(1/3), Inf]

ans =

-Inf

NaN

Special Values of Inverse Complementary Error Function

erfinv returns special

values for particular parameters.

Compute the inverse error function for x =

–1, x =

0, and x =

1. The inverse error function has special values

for these parameters:

[erfinv(-1), erfinv(0), erfinv(1)]

ans =

-Inf 0 Inf

Handling Expressions That Contain Inverse Complementary Error Function

Many functions, such as diff and int,

can handle expressions containing erfinv.

Compute the first and second derivatives of the inverse error

function:

syms x

diff(erfinv(x), x)

diff(erfinv(x), x, 2)

ans =

(pi^(1/2)*exp(erfinv(x)^2))/2

ans =

(pi*exp(2*erfinv(x)^2)*erfinv(x))/2

Compute the integral of the inverse error function:

int(erfinv(x), x)

ans =

-exp(-erfinv(x)^2)/pi^(1/2)

Plot Inverse Error Function

Plot the inverse error function on the interval from -1 to 1.

syms x

fplot(erfinv(x),[-1,1])

grid on

Input Arguments

X — Input

symbolic number | symbolic variable | symbolic expression | symbolic function | symbolic vector | symbolic matrix

Input, specified as a symbolic number, variable, expression,

or function, or as a vector or matrix of symbolic numbers, variables,

expressions, or functions.

More About

Inverse Error Function

The inverse error function is defined as erf-1(x), such that erf(erf-1(x)) = erf-1(erf(x)) = x. Here

erf(x)=2π∫0xe−t2dt

is the error function.

Tips

Calling erfinv for a number that

is not a symbolic object invokes the MATLAB® erfinv function. This function accepts

real arguments only. If you want to compute the inverse error function

for a complex number, use sym to

convert that number to a symbolic object, and then call erfinv for

that symbolic object.

If x  1, or if x is

complex, then erfinv(x) returns NaN.

Algorithms

The toolbox can simplify expressions that contain error functions

and their inverses. For real values x, the toolbox

applies these simplification rules:

erfinv(erf(x)) = erfinv(1 - erfc(x)) = erfcinv(1

- erf(x)) = erfcinv(erfc(x)) = x

erfinv(-erf(x)) = erfinv(erfc(x) - 1) = erfcinv(1

+ erf(x)) = erfcinv(2 - erfc(x)) = -x

For any value x, the toolbox applies these

simplification rules:

erfcinv(x) = erfinv(1 - x)

erfinv(-x) = -erfinv(x)

erfcinv(2 - x) = -erfcinv(x)

erf(erfinv(x)) = erfc(erfcinv(x)) = x

erf(erfcinv(x)) = erfc(erfinv(x)) = 1 - x

References

[1] Gautschi, W. “Error Function and Fresnel Integrals.” Handbook

of Mathematical Functions with Formulas, Graphs, and Mathematical

Tables. (M. Abramowitz and I. A. Stegun, eds.). New York:

Dover, 1972.

Introduced in R2012a