It has a datatype 'qfloat' of 56 bytes allowing numerics with 104 digits and an 'epsilon' of ~ 0.109e-105 with epsilon + 1 <> 1.
For
using the examples below only the file
qfloat.dll
from the above link is needed: it just has to be copied into the Windows
system directory. It is part of the full download,
but
for convenience here is a copy as single file as well: qfloat.dll.zip
(57 kB).
cdfN123_LCC.mws.pdf
(67 kB)
Cumulative standard normal
distribution
up to dimension 3 with 104 decimal places using qfloat.
For dim <= 2 it is
reasonable fast
(~ 10 msec), for dim = 3 computations may need 5 - 10 seconds.
The files
(65 kB) contain the C sources and sheets to interface that to Maple and
Excel.
Some test examples with small
determinant
are in cdfN3_LCC.mws.pdf (Maple sheet:
cdfN3_LCC.mws).
cdfN_LCC.mws.pdf
(37 kB)
An implementation of the
cumulative
normal distribution giving 104 digits of exactness with interface to
Maple and Excel. Here are the files
(74 kB), containing sheets (Maple, Excel), DLL and C sources.
Of course the full taste of
exactness
only can come up for small negative x, where cdfN(x) approaches 0,
since cdfN(x) for large x
becomes
too close to 1, so exactness there is limited by 'epsilon' of the
system.
Using_LCC_through_Maple.mws.pdf
(36 kB)
How to call qfloat - function
from
Maple in a quite variable way: either user defined or directly from
qfloat.dll.
Calling_LCC_functions_from_Maple.mws.pdf
(19 kB)
How to call functions of type
qfloat
from Maple, files
(24
kB) containing Maple sheet and sources.
As an example the error
function is
treated.
Using_LCC_through_Excel.xls.pdf
(4kB)
How to use the qfloat library
from
Excel, files (33 kB)
containing
Excel sheet, DLL and C sources.
As an example the error
function is
treated.
array_excel_rw_lcc.zip
(25 kB)
How to communicate between
Excel VBA
and a LCC DLL for numerical arrays (usual floating points) without
Microsoft
SDK.
Creating_a_DLL_for_Excel_or_Visual_Basic_with_lcc-win32.pdf
(150 kB)
Short tutorial how to procude a
DLL
for use with Excel (or Maple), since I learn things best writing it
down
for myself ...
Here is a html-version
and here are the sources (16 kB).
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