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Faddeeva Function/Complementary Error Function of Complex Argument

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@sms03snc sms03snc released this 24 Jun 14:49
· 4 commits to main since this release
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Matlab code implementing new method to evaluate efficiently the Faddeeva function of complex argument (and hence the complementary error function of complex argument) by a modified numerical quadrature which has guaranteed accuracy < 0.7 exp(-N pi) in exact arithmetic, where N+1 is the number of quadrature points.

This method is described in a paper recently accepted for SIAM Journal on Numerical Analysis. The Matlab code achieves an accuracy of <1.3e-15 relative and absolute error in the first quadrant of the complex plane with N=11, and numerical tests suggest the method is at least competitive with other existing methods. See https://github.com/sms03snc/Faddeeva#readme for details.