17 December 2011 10:44:19 AM ASA241_PRB: C++ version Test the ASA241 library. TEST01: Let FX = NormalCDF ( X ). NORMAL_01_CDF_VALUES returns some values of ( X, FX ). R4_NORMAL_01_CDF_INVERSE takes the value of FX, and computes an estimate X2, of the corresponding input argument, accurate to about 7 decimal places. FX X X2 DIFF 0.5 0 0 0 0.539827837277029 0.1 0.09999996423721313 3.576278828631985e-08 0.579259709439103 0.2 0.1999999582767487 4.17232506322307e-08 0.6179114221889526 0.3 0.2999999225139618 7.748603536583687e-08 0.6554217416103242 0.4 0.3999999761581421 2.384185826542762e-08 0.6914624612740131 0.5 0.5 0 0.725746882249927 0.6 0.5999999046325684 9.536743306171047e-08 0.758036347776927 0.7 0.7000000476837158 4.768371653085524e-08 0.7881446014166033 0.8 0.7999999523162842 4.768371653085524e-08 0.8159398746532405 0.9 0.9000000357627869 3.576278828631985e-08 0.8413447460685429 1 1 0 0.9331927987311419 1.5 1.499999761581421 2.384185791015625e-07 0.9772498680518208 2 2.000000238418579 2.384185791015625e-07 0.993790334674224 2.5 2.499999284744263 7.152557373046875e-07 0.9986501019683699 3 2.999992847442627 7.152557373046875e-06 0.9997673709209645 3.5 3.499990940093994 9.059906005859375e-06 0.9999683287581669 4 4.000158309936523 0.0001583099365234375 TEST02: Let FX = NormalCDF ( X ). NORMAL_01_CDF_VALUES returns some values of ( X, FX ). R8_NORMAL_01_CDF_INVERSE takes the value of FX, and computes an estimate X2, of the corresponding input argument, accurate to about 16 decimal places. FX X X2 DIFF 0.5 0 0 0 0.539827837277029 0.1 0.09999999999999999 1.387778780781446e-17 0.579259709439103 0.2 0.1999999999999999 1.110223024625157e-16 0.6179114221889526 0.3 0.2999999999999998 2.220446049250313e-16 0.6554217416103242 0.4 0.4 5.551115123125783e-17 0.6914624612740131 0.5 0.4999999999999998 1.665334536937735e-16 0.725746882249927 0.6 0.6000000000000016 1.665334536937735e-15 0.758036347776927 0.7 0.6999999999999998 1.110223024625157e-16 0.7881446014166033 0.8 0.7999999999999998 2.220446049250313e-16 0.8159398746532405 0.9 0.9 0 0.8413447460685429 1 1 0 0.9331927987311419 1.5 1.5 2.220446049250313e-16 0.9772498680518208 2 2 0 0.993790334674224 2.5 2.500000000000004 3.996802888650564e-15 0.9986501019683699 3 2.999999999999997 3.108624468950438e-15 0.9997673709209645 3.5 3.499999999999983 1.687538997430238e-14 0.9999683287581669 4 4 4.440892098500626e-16 ASA241_PRB: Normal end of execution. 17 December 2011 10:44:19 AM