Description

centropy(p,q,delta) = p * log((p+delta)/(q+delta))

ENUM            VAL
----            ---
rcOK            0
rcFUNC          1
rcGRAD          2
rcHESS          3
rcSYSTEM        4

ecOK            0
ecDOMAIN        1
ecSINGULAR      2
ecOVERFLOW      3

Small Model of Type : GAMS

Category : GAMS Test library

Main file : fncentrx.gms

$title 'Test correctness of centropy intrinsic eXceptions' (FNCENTRX,SEQ=320)

$onText

centropy(p,q,delta) = p * log((p+delta)/(q+delta))

ENUM            VAL
----            ---
rcOK            0
rcFUNC          1
rcGRAD          2
rcHESS          3
rcSYSTEM        4

ecOK            0
ecDOMAIN        1
ecSINGULAR      2
ecOVERFLOW      3

$offText

$include fnset_x.inc

reps = 2e-13;
relToInput = 0;
set
   T      / t1 * t5, t102*t105 /,
   T1(T)  / t1 * t5            /,
   T2(T)  /          t102*t105 /;

$set OFLO  1.e299
scalar d / 1e-20 /;

table data(T,V)
        x       c       d       f_              fx_     fxx_    rc_     ec_
t1      1       1      -1                                        1       1
t2      1       0       1                                        1       1
t3     -1       1       1                                        1       1
t4      0       1       0       0             -%OFLO%  %OFLO%    2       2
t5    1e298     1       0     %OFLO%           123456  1e-198    1       3

t102    1       0                                                1       1
t103   -1       1                                                1       1
t104    0       1                              123456  123456
t105  1e298     1             %OFLO%           123456  1e-198    1       3
;

data(T,'fx_' )$[sameas('t5',T) or sameas('t105',T)] = log(1e298) + 1;
data(T,'fxx_')$[sameas('t5',T) or sameas('t105',T)] = data(T,'fxx_') * 1e-100;
data('t104','fx_' ) = log(d);
data('t104','fxx_') = 2 / d;

loop {T1,
  data(T1,  'f') = centropy.value (data(T1,'x'), data(T1,'c'), data(T1,'d'));
  data(T1, 'fx') = centropy.grad  (data(T1,'x'), data(T1,'c'), data(T1,'d'));
  data(T1,'fxx') = centropy.hess  (data(T1,'x'), data(T1,'c'), data(T1,'d'));
  data(T1, 'rc') = mathlastrc;
  data(T1, 'ec') = mathlastec;
};

* if the third arg is not passed, it defaults to 1e-20
loop {T2,
  data(T2,  'f') = centropy.value (data(T2,'x'), data(T2,'c'));
  data(T2, 'fx') = centropy.grad  (data(T2,'x'), data(T2,'c'));
  data(T2,'fxx') = centropy.hess  (data(T2,'x'), data(T2,'c'));
  data(T2, 'rc') = mathlastrc;
  data(T2, 'ec') = mathlastec;
};

abort$(execerror lt 10)
 'Should get execution errors getting func/grad/hess of centropy(x,c,d)';
execerror = 0;

$include fntest_x.inc