Fast weighted summation of erfc functions
Fast weighted summation of erfc functions
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Date
2007-01-08
Authors
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.