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