erf function gives wrong results with pgcpp - PGI 10.4

[Jacques Desfosses <jacques.desfosses@…>]

Hi experts,

I compiled the following code with pgcpp / PGI 10.4 on linux.

/opt/pgi-10.4/linux86/10.4/bin/pgcpp main.cpp -o erf.exe

#include <math.h>
#include <boost/math/special_functions/erf.hpp>
int main()
{
   double val(1.0);
   printf("BOOST : %-20.15E\n", boost::math::erf(val));
   printf("MATH_H: %-20.15E\n", erf(val));
}

Output is as follows:

BOOST : 8.368481544380342E-01
MATH_H: 8.427007929497149E-01

The value computed by BOOST is incorrect. The same code will give the correct value when compiled with VS2012 with Windows 7-64 bits OS.

My linux box is running SUSE Linux Enterprise Desktop 10 SP2 (x86_64)

Can you please help troubleshoot the problem? Other basic statistic functions will also return wrong values such as cdf and quantile of standard distribution.

Thanks a lot,

Jacques Desfosses