fnncpf3.gms : Test correctness of ncpf intrinsic


define some sets, etc.

Small Model of Type : GAMS

Category : GAMS Test library

Main file : fnncpf3.gms   includes :   fnset_xy.inc [htmlfntest_xy.inc [html]

$title 'Test correctness of ncpf intrinsic' (FNNCPF3,SEQ=816)

* define some sets, etc.
$include fnset_xy.inc

$gdxin fnncpf3
$load aeps reps relToInput T data

loop {T,
  data(T,'fyx_') = data(T,'fxy_');
  data(T,  'f')    = ncpf.value   (data(T,'x'),data(T,'y'));
  data(T, 'fx')    = ncpf.grad(1:  data(T,'x'),data(T,'y'));
  data(T, 'fy')    = ncpf.grad(2:  data(T,'x'),data(T,'y'));
  data(T,'fxx')    = ncpf.hess(1:1:data(T,'x'),data(T,'y'));
  data(T,'fxy')    = ncpf.hess(1:2:data(T,'x'),data(T,'y'));
  data(T,'fyx')    = ncpf.hess(2:1:data(T,'x'),data(T,'y'));
  data(T,'fyy')    = ncpf.hess(2:2:data(T,'x'),data(T,'y'));
  data(T, 'rc')    = mathlastrc;
  data(T, 'ec')    = mathlastec;

$include fntest_xy.inc