[Scipy-tickets] [SciPy] #1757: new upstream of complex erf code (special.wofz) - performance, accuracy improvements

SciPy Trac scipy-tickets@scipy....
Wed Oct 31 11:12:03 CDT 2012


#1757: new upstream of complex erf code (special.wofz) - performance, accuracy
improvements
---------------------------+------------------------------------------------
 Reporter:  stevenj        |       Owner:  pv         
     Type:  defect         |      Status:  new        
 Priority:  normal         |   Milestone:  Unscheduled
Component:  scipy.special  |     Version:  devel      
 Keywords:                 |  
---------------------------+------------------------------------------------

Old description:

> In http://projects.scipy.org/scipy/ticket/1741 you replaced the original
> non-free complex error function ("wofz") code with a version written by
> me. You should update to the latest version of my code, which improves
> accuracy and performance:
>
>     http://ab-initio.mit.edu/wiki/index.php/Faddeeva_w
>
> There are also a few new test cases in the test program at the end of my
> code.

New description:

 In http://projects.scipy.org/scipy/ticket/1741 you replaced the original
 non-free complex error function ("wofz") code with a version written by
 me. You should update to the latest version of my code, which improves
 accuracy and performance:

     http://ab-initio.mit.edu/wiki/index.php/Faddeeva_w

 There are also a few new test cases in the test program at the end of my
 code.

--

Comment(by pv):

 Implementing `erf` and `erfc` via the Faddeeva function suffers from loss
 of precision and over- and underflows in some parameter regimes.

 Work in progress on taking these into account is here:
 https://github.com/scipy/scipy/pull/340
 https://github.com/pv/scipy-work/blob/fix-
 cerf/scipy/special/faddeeva_w.cxx

 The remaining issue is loss of precision for erf/erfc near the real axis
 before the asymptotic expansion kicks in, but I think this can be resolved
 by rewriting terms
 in the expansion.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1757#comment:6>
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