## Copyright (C) 1995, 1996  Kurt Hornik
## 
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
## 
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details. 
## 
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## usage:  erfinv (x)
##
## Computes the inverse of the error function erf.

## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Created: 27 September 1994
## Adapted-By: jwe

function [y, iterations] = erfinv (x)
  
  if (nargin != 1)
    usage ("erfinv (x)");
  endif

  maxit = 100;
  tol = eps;

  iterations = 0;

  [m, n] = size (x);  
  x = reshape (x, m * n, 1);
  y = zeros (m * n, 1);

  i = find ((x < -1) | (x > 1));
  if any (i)
    y(i) = NaN * ones (length (i), 1);
  endif

  t = find (x == -1);
  y (t) = (-Inf) * ones (size (t));

  t = find (x == 1);
  y (t) = Inf * ones (size (t));

  i = find ((x > -1) & (x < 1));
  if any (i)
    s = sqrt (pi) / 2;
    z_old = ones (length (i), 1);
    z_new = sqrt (-log (1 - abs (x(i)))) .* sign (x(i));
    while (any (abs (erf (z_new) - x(i)) > tol * abs (x(i))))
      z_old = z_new;
      z_new = z_old - (erf (z_old) - x(i)) .* exp (z_old.^2) * s;
      if (++iterations > maxit)
	warning ("erfinv: iteration limit exceeded");
	break;
      endif
    endwhile
    y(i) = z_new;
  endif
  
  y = reshape (y, m, n);
    
endfunction
