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jdh8/erfinv.jl

Created November 3, 2020 15:20
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Polyfill SpecialFunctions.erfinv(::BigFloat)
Raw
erfinv.jl
using SpecialFunctions
function SpecialFunctions.erfinv(x::BigFloat)
c = √big(π) / 2
y::BigFloat = erfinv(Float64(x))
y += c * exp(y * y) * (x - erf(y))
y += c * exp(y * y) * (x - erf(y))
y += c * exp(y * y) * (x - erf(y))
return y
end
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