Description

this data set is not so very precise, but it is computed using the
same form to avoid any gross errors - it should be correct using
a largish tolerance
computed using errorf(x) = 0.5 * (1+erf(x/sqrt(2)));

Small Model of Type : GAMS

Category : GAMS Test library

Main file : fnerrf.gms   includes :   fnset_x.inc [html]  fntest_x.inc [html]

$title 'Test correctness of errorf intrinsic' (FNERRF,SEQ=186)

$include fnset_x.inc

* this data set is not so very precise, but it is computed using the
* same form to avoid any gross errors - it should be correct using
* a largish tolerance
* computed using errorf(x) = 0.5 * (1+erf(x/sqrt(2)));
$gdxIn fnerrf
$load aeps0 aeps1 aeps2 reps0 reps1 reps2 relToInput T data
$gdxIn

reps1 = reps0;
reps2 = reps0;
aeps1 = 1e-270;
aeps2 = 1e-270;

loop {T,
  data(T,  'f')    = errorf.value (data(T,'x'));
  data(T, 'fx')    = errorf.grad  (data(T,'x'));
  data(T,'fxx')    = errorf.hess  (data(T,'x'));
  data(T, 'rc')    = mathlastrc;
  data(T, 'ec')    = mathlastec;
};

$include fntest_x.inc