Description
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] Contributor: Steve Dirkse
Small Model of Type : GAMS
Category : GAMS Test library
Main file : fncentr5.gms includes : fnset_xy.inc [html] fntest_xy.inc [html]
$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]
Contributor: 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