Fast weighted summation of erfc functions

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Date
2007-01-08
Author
Raykar, Vikas C.
Duraiswami, Ramani
Krishnapuram, B.
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Abstract
Abstract: Direct computation of the weighted sum of N complementary error functions at M points scales as O(MN). We present a O(M + N) $\epsilon$-exact approximation algorithm to compute the same.
URI
http://hdl.handle.net/1903/7535
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