Description
Test the signed power function, comparing the true derivatives with those computed numerically. We don't push the range too much for this test - we just want to be sure we get all the signs right, etc. The important thing is to test with negative bases x so we know our implementation isn't making any gross errors. Contributor: Steve Dirkse
Small Model of Type : GAMS
Category : GAMS Test library
Main file : fnspown.gms includes : fnset_xy.inc [html] fntest_xy.inc [html]
$title 'Test correctness of signpower intrinsic' (FNSPOWN,SEQ=531)
$onText
Test the signed power function, comparing the true derivatives
with those computed numerically. We don't push the range too much
for this test - we just want to be sure we get all the signs right,
etc. The important thing is to test with negative bases x so we know
our implementation isn't making any gross errors.
Contributor: Steve Dirkse
$offText
$include fnset_xy.inc
option seed = 1776;
reps = 5e-5;
relToInput = 0;
sets
ex 'exponents' / e1 * e100 /
bs 'bases' / b1 * b100 /
T / t1 * t10000 /
* ex 'exponents' / e1 * e5 /
* bs 'bases' / b1 * b3 /
* T / t1 * t15 /
Tex(T,ex)
Tbs(T,bs)
;
scalars
n_ex / [card(ex)] /
n_bs / [card(bs)] /
;
parameters
c(ex)
x(bs)
;
c(ex) = uniform(1e-5, 2.8);
x(bs) = uniform(-0.5,15);
x(bs) = 10**x(bs);
Tex(T,ex) = [ord(ex) = (1 + floor((ord(T)-1)/n_bs))];
Tbs(T,bs) = [ord(bs) = 1 + (mod(ord(T)-1, n_bs))];
data(T,'x') = sum{Tbs(T,bs), x(bs)};
data(T,'y') = sum{Tex(T,ex), c(ex)};
* first test uses positive x values
data(T, 'f_' ) = signpower.value( data(T,'x'),data(T,'y'));
data(T, 'fx_' ) = signpower.grad(1: data(T,'x'),data(T,'y'));
data(T, 'fxx_') = signpower.hess(1:1:data(T,'x'),data(T,'y'));
loop {T,
data(T, 'f') = signpower.value( data(T,'x'),data(T,'y'));
data(T, 'fx') = signpower.gradn(1: data(T,'x'),data(T,'y'));
data(T,'fxx') = signpower.hessn(1:1:data(T,'x'),data(T,'y'));
data(T, 'rc') = mathlastrc;
data(T, 'ec') = mathlastec;
};
$include fntest_xy.inc
* now repeat the test, but with x negative
data(T,'x') = -data(T,'x');
data(T, 'f_' ) = signpower.value( data(T,'x'),data(T,'y'));
data(T, 'fx_' ) = signpower.grad(1: data(T,'x'),data(T,'y'));
data(T, 'fxx_') = signpower.hess(1:1:data(T,'x'),data(T,'y'));
loop {T,
data(T, 'f') = signpower.value( data(T,'x'),data(T,'y'));
data(T, 'fx') = signpower.gradn(1: data(T,'x'),data(T,'y'));
data(T,'fxx') = signpower.hessn(1:1:data(T,'x'),data(T,'y'));
data(T, 'rc') = mathlastrc;
data(T, 'ec') = mathlastec;
};
$include fntest_xy.inc