Implementation of the inverse error function based on the rational approximation of percentage points of normal distribution available from https://www.jstor.org/stable/2347330. 1 / x + 1 \ erfinv(x) = --------- ppnd | ------- | sqrt(2) \ 2 / The code has been tested on an x86_64 machine with Intel Core i7, the tests provided in this repository might not pass for different hardware configuration due to difference in floating point operations. golang's math library uses the same implementation for erfinv