Description

Test the arctan2 function, comparing the true derivatives
with those computed numerically.  This test is just for rough
correctness (to be sure we haven't gotten any signs wrong, etc.) so
keep the inputs in the easy range [1,5].

Small Model of Type : GAMS

Category : GAMS Test library

Main file : fnatan2n.gms   includes :   fnset_xy.inc [html]  fntest_xy.inc [html]

$title 'Test correctness of arctan2 intrinsic' (FNATAN2N,SEQ=275)

$onText

Test the arctan2 function, comparing the true derivatives
with those computed numerically.  This test is just for rough
correctness (to be sure we haven't gotten any signs wrong, etc.) so
keep the inputs in the easy range [1,5].

$offText

$include fnset_xy.inc

set T / 1 * 4000 /;
set TT(T) / 1 * 1000 /;
scalar n;
n = card(tt);
abort$(n*4 <> card(t)) 'mismatch in T & P';

parameter pdata(T,V);
option seed = 1001;
pdata(TT,'x') = uniform(1,5);
pdata(TT,'y') = uniform(1,5);
data(T      , V)  =  pdata(T, V);
data(T+n    ,'x') =  pdata(T,'x');
data(T+n    ,'y') = -pdata(T,'y');
data(T+(2*n),'x') = -pdata(T,'x');
data(T+(2*n),'y') =  pdata(T,'y');
data(T+(3*n), V)  = -pdata(T, V);

* display data;

aeps = 1e-7;
reps = 1e-6;
relToInput = 0;

* compute the derivative values using finite differences
* FYI: CMEX uses centered differences for gradn and hessn where possible:
* grad(x) = (f(x+h) - f(x-h)) / 2h
* hess(x) = grad(x+h) - grad(x-h) / 2h
* setting FDDelta decreases h from the default of 1e-5
option FDDelta = 5e-5;

loop {T,
  data(T,  'f_')  = arctan2.value(    data(T,'y'),data(T,'x'));
  data(T, 'fy_')  = arctan2.gradn(1:  data(T,'y'),data(T,'x'));
  data(T, 'fx_')  = arctan2.gradn(2:  data(T,'y'),data(T,'x'));
  data(T,'fyy_')  = arctan2.hessn(1:1:data(T,'y'),data(T,'x'));
  data(T,'fyx_')  = arctan2.hessn(1:2:data(T,'y'),data(T,'x'));
  data(T,'fxy_')  = arctan2.hessn(2:1:data(T,'y'),data(T,'x'));
  data(T,'fxx_')  = arctan2.hessn(2:2:data(T,'y'),data(T,'x'));
  data(T, 'rc')   = 0;
  data(T, 'ec')   = 0;
};

loop {T,
  data(T,  'f')  = arctan2.value(   data(T,'y'),data(T,'x'));
  data(T, 'fy')  = arctan2.grad(1:  data(T,'y'),data(T,'x'));
  data(T, 'fx')  = arctan2.grad(2:  data(T,'y'),data(T,'x'));
  data(T,'fyy')  = arctan2.hess(1:1:data(T,'y'),data(T,'x'));
  data(T,'fyx')  = arctan2.hess(1:2:data(T,'y'),data(T,'x'));
  data(T,'fxy')  = arctan2.hess(2:1:data(T,'y'),data(T,'x'));
  data(T,'fxx')  = arctan2.hess(2:2:data(T,'y'),data(T,'x'));
  data(T, 'rc')  = mathlastrc;
  data(T, 'ec')  = mathlastec;
};

display relToInput;
$include fntest_xy.inc