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? This note compares practical erfcx implementations for Rust implied volatility solvers: Commons: the local Rust port of Apache Commons Numbers BoostErf.erfcx Cody: the Cody rational approximation exposed by the jaeckel = 0.2.0 crate during this comparison, originally coming from Netlib SLATEC library . Johnson: Steven G.