Fast weighted summation of erfc functions

TitleFast weighted summation of erfc functions
Publication TypeJournal Articles
Year of Publication2007
AuthorsRaykar VC, Duraiswami R, Krishnapuram B
JournalTechnical Reports from UMIACS UMIACS-TR-2007-03
Date Published2007/01/08/
KeywordsTechnical Report
Abstract

Abstract: Direct computation of the weighted sum of N complementaryerror functions at M points scales as O(MN). We present a O(M + N)
$\epsilon$-exact approximation algorithm to compute the same.

URLhttp://drum.lib.umd.edu/handle/1903/7535