fnrpow3.gms : Test correctness of rpower intrinsic

Description

test x**y
Test the exception cases - we assume other tests have been made
for the usual case of nice input and no exceptions


Small Model of Type : GAMS


Category : GAMS Test library


Main file : fnrpow3.gms   includes :   fnset_xy.inc [htmlfntest_xy.inc [html]

$title 'Test correctness of rpower intrinsic' (FNRPOW3,SEQ=196)

* test x**y
* Test the exception cases - we assume other tests have been made
* for the usual case of nice input and no exceptions

$include fnset_xy.inc

reps = 2e-13;
relToInput = 0;
set T / t1 * t27 /;

* ecDOMAIN=1
* ecSINGULAR=2
* ecOVERFLOW=3

$set EPP   1e-40
$set DF    1e10
$set OFLO  1.e299

* eps implies we compute the right value in the model
table data(T,V)
        x       y       f_      fx_     fy_     fxx_    fxy_    fyy_    rc_     ec_
t1      -1      0                                                       1       1
t2      0       -1                                                      1       1
t3      0       0       1                                               2       1
t4      0       0.5     0       %DF%    0                               2       1
t5      0       1       0       1       0                               3       2
t6      0       1.5     0       0       0       %OFLO%                  3       2
t7      0       2       0       0       0       2                       3       2
t8      0       2.5     0       0       0       0       0       0
t9      %EPP%   0       1                                               2       1
t10     %EPP%   0.5     0       %DF%    0                               2       1
t11     %EPP%   1       0       1       0                               3       2
t12     %EPP%   1.5     0       0       0       %OFLO%                  3       2
t13     %EPP%   2       0       0       0       2                       3       2
t14     %EPP%   2.5     0       0       0       0       0       0
t15     0.5     0.5     EPS     EPS     EPS     EPS     EPS     EPS
t16     0.5     1.5     EPS     EPS     EPS     EPS     EPS     EPS
t17     1.5     0.5     EPS     EPS     EPS     EPS     EPS     EPS
t18     1.5     1.5     EPS     EPS     EPS     EPS     EPS     EPS

* test cases where x > 1 and we have some exceptions
t19     1e10    31      %OFLO%  %OFLO%  %OFLO%  %OFLO%  %OFLO%  %OFLO%  1       3
t20     1e149   2       EPS     EPS     %OFLO%  EPS     %OFLO%  %OFLO%  2       3
t21     10      298     EPS     %OFLO%  EPS     %OFLO%  %OFLO%  EPS     2       3
t22     1e147   2       EPS     EPS     EPS     EPS     EPS     %OFLO%  0       0
t23     10      297     EPS     EPS     EPS     %OFLO%  EPS     EPS     0       0

* test cases where x < 1 and we have some exceptions
t24     1e-10   -31     %OFLO%  -%OFLO% -%OFLO% %OFLO%  %OFLO%  %OFLO%  1       3
t25     1e-1    -298.9  EPS     -%OFLO% -%OFLO% %OFLO%  %OFLO%  %OFLO%  2       3
t26     1e-24   -12     EPS     -%OFLO% EPS     %OFLO%  %OFLO%  EPS     2       3
t27     1e-24   -11     EPS     EPS     EPS     %OFLO%  EPS     EPS     0       0

;

set TT(T);

TT(T) = data(T,'f_') and eps = data(t,'f_');
data(TT,'f_'  ) = exp(data(TT,'y')*log(data(TT,'x')));

TT(T) = data(T,'fx_') and eps = data(t,'fx_');
data(TT,'fx_' ) = data(TT,'f_')*(data(TT,'y')/data(TT,'x'));

TT(T) = data(T,'fy_') and eps = data(t,'fy_');
data(TT,'fy_' ) = data(TT,'f_')*log(data(TT,'x'));

TT(T) = data(T,'fxx_') and eps = data(t,'fxx_');
data(TT,'fxx_') = data(TT,'fx_')*(data(TT,'y')-1)/data(TT,'x');

TT(T) = data(T,'fxy_') and eps = data(t,'fxy_');
data(TT,'fxy_') = (data(TT,'fy_')*data(TT,'y')+data(TT,'f_'))/data(TT,'x');

TT(T) = data(T,'fyy_') and eps = data(t,'fyy_');
data(TT,'fyy_') = data(TT,'fy_')*log(data(TT,'x'));

data(T,'fyx_') = data(T,'fxy_');

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

abort$(execerror lt 10)
 'Should get execution errors getting func/grad/hess of x**y';
execerror = 0;

$include fntest_xy.inc