Computation of the Complex Error Function

Abstract

Rational expansions for computing the complex error function $w(z) = e^{ - z^2 } {\text{erfc}}( - iz)$ are presented. These expansions have the following attractive properties: (1) they can be evaluated using a polynomial evaluation routine such as Homer’s method, (2) the polynomial coefficients can be computed once and for all by a single Fast Fourier Transform (FFT), and (3) high accuracy is achieved uniformly in the complex plane with only a small number of terms. Comparisons reveal that in some parts of the complex plane certain competitors may be more efficient. However, the difference in efficiency is never great, and the new algorithms are simpler than existing ones: a complete program takes eight lines of Matlab code.