How can I calculate the 'Error Function'* I need a full level of accuracy. My current method of integrating using trapezium rule and simpson's rule etc.. are not accurate and too slow. I need something like Excel must use uses to calculate to full accuracy in quick time.
Links to sites with algorithms or code would be ok, i'm envisaging some sort of convergent number sequence must exist.
*Integral of 2/sqrt(pi) * exp(-x**2)