# erfinv

## Purpose

Inverse of the error function.

## Synopsis

    x = erfinv(y)

## Description

`x = erfinv(y)`, where `-1 < y < 1` returns a value in the range `-Inf < x < Inf` and satisfies `y = erf(x)` to within roundoff error. `erfinv(1)` is `Inf`, `erfinv(-1)` is `-Inf`. For `abs(y) > 1,` `erfinv(y)` is `NaN`.

## Algorithm

Rational approximations accurate to approximately six significant digits are used to generate an initial approximation, which is then improved to full accuracy by two steps of Newton's method. The M-file can easily be modified to eliminate the Newton improvement. The resulting code is about three times faster in execution, but is considerably less accurate.

## See Also

    erf

(c) Copyright 1994 by The MathWorks, Inc.