Description
centropy(x,y,delta) = x * log((x+delta)/(y+delta)) ENUM VAL ---- --- rcOK 0 rcFUNC 1 rcGRAD 2 rcHESS 3 rcSYSTEM 4 ecOK 0 ecDOMAIN 1 ecSINGULAR 2 ecOVERFLOW 3 Contributor: Steve Dirkse
Small Model of Type : GAMS
Category : GAMS Test library
Main file : fncentry.gms includes : fnset_xy.inc [html] fntest_xy.inc [html]
$TITLE 'Test correctness of centropy(x,y,d) intrinsic exceptions' (FNCENTRY,SEQ=359)
$ontext
centropy(x,y,delta) = x * log((x+delta)/(y+delta))
ENUM VAL
---- ---
rcOK 0
rcFUNC 1
rcGRAD 2
rcHESS 3
rcSYSTEM 4
ecOK 0
ecDOMAIN 1
ecSINGULAR 2
ecOVERFLOW 3
Contributor: Steve Dirkse
$offtext
$include fnset_xy.inc
reps = 2e-13;
relToInput = 0;
set
T / t0 * t7, t101*t105 /,
T1(T) / t0 * t7 /,
T2(T) / t101*t105 /;
$set OFLO 1.e299
scalar d / 1e-20 /;
table data(T,V)
x y d f_ fx_ fy_ fxx_ fxy_ fyy_ rc_ ec_
t0 1 1 -1 1 1
t1 1 -1 1 1 1
t2 1 0 1 1 2
t3 -1 1 1 1 1
t4 0 1 0 0 -%OFLO% %OFLO% -1 2 2
t5 1e298 1 0 %OFLO% 123456 -1e298 1e-198 -1 1e298 1 3
t6 1e151 1e-150 1e-150 123456 123456 -%OFLO% 1e-151 -5e149 %OFLO% 2 2
t7 1e100 1e-100 1e-100 123456 -5e199 1e-100 -5e099 %OFLO% 3 2
t101 1 -1 1 1
t102 1 0 1 2
t103 -1 1 1 1
t104 0 1 123456 123456 -1
t105 1e298 1 %OFLO% 123456 -1e298 1e-198 -1 1e298 1 3
;
data(T,'fx_' )$[sameas('t5',T) or sameas('t105',T)] = log(1e298) + 1;
data(T,'fxx_')$[sameas('t5',T) or sameas('t105',T)] = data(T,'fxx_') * 1e-100;
data('t6','f_') = 1e151 * [ log(1e151) - log(2e-150) ];
data('t6','fx_') = [ log(1e151) - log(2e-150) ] + 1;
data('t7','f_') = 1e100 * [ log(1e100) - log(2e-100) ];
data('t7','fx_') = [ log(1e100) - log(2e-100) ] + 1;
data('t104','fx_' ) = log(d);
data('t104','fxx_') = 2 / d;
data(T,'fyx_') = data(T,'fxy_');
loop {T1,
data(T1, 'f') = centropy.value ( data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1, 'fx') = centropy.grad (1: data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1, 'fy') = centropy.grad (2: data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1,'fxx') = centropy.hess (1:1:data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1,'fxy') = centropy.hess (1:2:data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1,'fyx') = centropy.hess (2:1:data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1,'fyy') = centropy.hess (2:2:data(T1,'x'), data(T1,'y'), data(T1,'d'));
data(T1, 'rc') = mathlastrc;
data(T1, 'ec') = mathlastec;
};
* if the third arg is not passed, it defaults to 1e-20
loop {T2,
data(T2, 'f') = centropy.value ( data(T2,'x'), data(T2,'y'));
data(T2, 'fx') = centropy.grad (1: data(T2,'x'), data(T2,'y'));
data(T2, 'fy') = centropy.grad (2: data(T2,'x'), data(T2,'y'));
data(T2,'fxx') = centropy.hess (1:1:data(T2,'x'), data(T2,'y'));
data(T2,'fxy') = centropy.hess (1:2:data(T2,'x'), data(T2,'y'));
data(T2,'fyx') = centropy.hess (2:1:data(T2,'x'), data(T2,'y'));
data(T2,'fyy') = centropy.hess (2:2:data(T2,'x'), data(T2,'y'));
data(T2, 'rc') = mathlastrc;
data(T2, 'ec') = mathlastec;
};
abort$(execerror lt 10)
'Should get execution errors getting func/grad/hess of centropy(x,y,d)';
execerror = 0;
$include fntest_xy.inc