fncentr5.gms : Test centropy intrinsic on nice inputs
Test the function values and derivatives of
centropy(x,y,delta) = x * log((x+delta)/(y+delta))
on nice inputs:
x,y in [1e-6,1e6]
d in [0,1e-8]
Author: Steve Dirkse
Small Model of Type: GAMS Includes: fnset_xy.inc fntest_xy.inc
<![CDATA[
$TITLE 'Test centropy intrinsic on nice inputs' (FNCENTR5,SEQ=361)
$ontext
Test the function values and derivatives of
centropy(x,y,delta) = x * log((x+delta)/(y+delta))
on nice inputs:
x,y in [1e-6,1e6]
d in [0,1e-8]
Author: Steve Dirkse
$offtext
$include fnset_xy.inc
$gdxin fncentr5
$load aeps reps T data
$gdxin
relToInput = 0;
reps = 4e-13;
loop {T,
data(T, 'f') = centropy.value( data(T,'x'),data(T,'y'),data(T,'d'));
data(T, 'fx') = centropy.grad(1: data(T,'x'),data(T,'y'),data(T,'d'));
data(T, 'fy') = centropy.grad(2: data(T,'x'),data(T,'y'),data(T,'d'));
data(T,'fxx') = centropy.hess(1:1:data(T,'x'),data(T,'y'),data(T,'d'));
data(T,'fxy') = centropy.hess(1:2:data(T,'x'),data(T,'y'),data(T,'d'));
data(T,'fyx') = centropy.hess(2:1:data(T,'x'),data(T,'y'),data(T,'d'));
data(T,'fyy') = centropy.hess(2:2:data(T,'x'),data(T,'y'),data(T,'d'));
data(T, 'rc') = mathlastrc;
data(T, 'ec') = mathlastec;
};
display relToInput;
$include fntest_xy.inc
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