Which erfcx?

The use of erfcx instead of direct erfc or CDF in a Black-Scholes implied volatility solver leads to gain in accuracy and performance in general. But which erfcx should we use? &#xA; This note compares practical erfcx implementations for Rust implied volatility solvers: &#xA; &#xA; Commons: the local Rust port of Apache Commons Numbers BoostErf.erfcx &#xA; Cody: the Cody rational approximation…