Description

this data set should be more precise, as precise as you can be with
Matlab.
we use two identities to compute errorf:
erf(-z) = -erf(z)
computed using errorf(x) = 0.5 * (1+erf(x/sqrt(2)));

Small Model of Type : GAMS

Category : GAMS Test library

Main file : fnerrf2.gms   includes :   fnset_x.inc [html]  fntest_x.inc [html]

$title 'Test correctness of errorf intrinsic' (FNERRF2,SEQ=187)

$include fnset_x.inc

* this data set should be more precise, as precise as you can be with
* Matlab.
* we use two identities to compute errorf:
* erf(-z) = -erf(z)
* computed using errorf(x) = 0.5 * (1+erf(x/sqrt(2)));
$gdxIn fnerrf2
$load aeps0 aeps1 aeps2 reps0 reps1 reps2 relToInput T data
$gdxIn

reps1 = 2e-14;

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