erfinv

std.elementwise.erfinv · Level L5

The inverse error function: the y with erf(y) = x, for −1 < x < 1. Written as −sign(x)·Φ⁻¹((1 − |x|)/2)/√2, so that near ±1, where erfinv grows without bound, the tail 1 − |x| is computed exactly and keeps its digits; for |x| < ½ one Newton step on erf restores the low bits of x that (1 − |x|)/2 rounds away (in exact arithmetic the step is zero).

erfinv x = −sign(x)·Φ⁻¹((1 − |x|)/2)/√2, then a Newton step on erf for |x| < ½

Signature

erfinv(x: f64[n]) → f64[n]

Structure

The function as NOVA stores it: one box per input, operation and output, and arrows that carry values. A double border marks another library function this one runs — called once, or by Scan once per element; select it to open that function.

xf64[n]2.00.0-1.0NegatenxSqrtroot2GreaterposAcospiMaximumax0.51.0SqrtrpiLessnear_zeroSubtractrestMultiplypNdtriqDividewNegatenwWherey0ErferMultiplyy0sqSubtractmissNegateny0sqExpbellMultiplybell2DivideslopeDividestepSubtracty1Whereyyf64[n]
  • input
  • operation
  • constant
  • call
  • output

Verification

  • Signature proven by NOVA’s shape solver, for every size.
  • Agrees with the reference the inverse of math.erf (mpmath.erfinv) to 80 digits (100-digit arithmetic), on all 40 test cases.
  • All 148 float64 results inside the running error bound; the closest uses 30% of it.
  • Interpreter and NumPy backend return bit-identical results.
  • At float32 too: the 40 test cases rounded to float32, and 40 of them inside the running error bound at u = 2⁻²⁴; the closest uses 14% of it.
Accuracy in detail
correctly rounded (the float64 nearest the exact value)
31%
bit-equal to the NumPy formula in float64
61%
largest error, in units in the last place
2.55

Identity

Calls
—
Called by
—
sha256:332d88740253a5d0b9acba1e84dfd109acd7587cc7a1c77c9e7bdac3f21c0ef1

The semantic hash of the graph. It changes when the program changes, and never when only its documentation does.

Control handle

Symbol
Ω:std.elementwise.erfinv · Ω:erfinv
Pins
sha256:5636771097cade2cea9799b48ed6dc269d0a8fd4b3260e7f4c5d8ed9fbe2931bthis graph alone
Evidence
sha256:49c35092f98b1914d061787a05804712477fad5a3112f6c622f02c5bcdc06e40the hash of its verification record
Needs
no capability: a pure function

Through NOVA’s control layer, the symbol launches this function only while the program still matches what it pins: a change to this graph, or to any graph it reaches, needs a migration first.

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