Significant Digit Computation of the Ellipsoidal Coverage Function and Its Inverse

Abstract

An algorithm is given for evaluating the cumulative trivariate normal probability distribution function, also called the ellipsoidal coverage function, over an offset sphere. A Fortran subprogram, ELLCOV, supplies the function to at least six significant digits over a large range of the input parameters when the precision is not restricted by inherent error. Also, for a given value of the function, the radius R of the sphere with given center is found by the subroutine ELINV3 to at least six significant digits. Several new procedures are used. Listings of the transportable Fortran subprograms ELLCOV and ELINV3, with supporting routines, are included.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1991
Accession Number
ADA242322

Entities

People

  • Armido R. Didonato

Organizations

  • Naval Surface Warfare Center

Tags

Communities of Interest

  • Air Platforms
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Computer Programs
  • Computers
  • Distribution Functions
  • Inverse Problems
  • Mathematics
  • Normal Distribution
  • Numerical Integration
  • Plastic Explosives
  • Precision
  • Probability
  • Probability Distributions
  • Procedures (Computers)
  • Standards
  • Systems Engineering

Fields of Study

  • Mathematics

Readers

  • Computer Programming and Software Development.
  • Computer Science.
  • Statistical inference.