1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
|
#define brown1_N 20
#define brown1_P 4
static double brown1_x0[brown1_P] = { 25, 5, -5, -1 };
static double brown1_epsrel = 1.0e-5;
static double brown1_J[brown1_N * brown1_P];
static void
brown1_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 8.582220162635628e+04;
const double brown1_x[brown1_P] = {
-1.159443990239263e+01, 1.320363005221244e+01,
-4.034395456782477e-01, 2.367789088597534e-01 };
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < brown1_P; ++i)
{
gsl_test_rel(x[i], brown1_x[i], epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
brown1_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
double x2 = gsl_vector_get (x, 2);
double x3 = gsl_vector_get (x, 3);
size_t i;
for (i = 0; i < brown1_N; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_vector_set (f, i, ui * ui + vi * vi);
}
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
brown1_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x,
const gsl_vector * u, void * params, gsl_vector * v,
gsl_matrix * JTJ)
{
gsl_matrix_view J = gsl_matrix_view_array(brown1_J, brown1_N, brown1_P);
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
double x2 = gsl_vector_get (x, 2);
double x3 = gsl_vector_get (x, 3);
size_t i;
for (i = 0; i < brown1_N; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_matrix_set (&J.matrix, i, 0, 2 * ui);
gsl_matrix_set (&J.matrix, i, 1, 2 * ui * ti);
gsl_matrix_set (&J.matrix, i, 2, 2 * vi);
gsl_matrix_set (&J.matrix, i, 3, 2 * vi * sin (ti));
}
if (v)
gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v);
if (JTJ)
gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ);
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
brown1_fvv (const gsl_vector * x, const gsl_vector * v,
void *params, gsl_vector * fvv)
{
double v0 = gsl_vector_get (v, 0);
double v1 = gsl_vector_get (v, 1);
double v2 = gsl_vector_get (v, 2);
double v3 = gsl_vector_get (v, 3);
size_t i;
for (i = 0; i < brown1_N; i++)
{
double ti = 0.2 * (i + 1);
double term1 = v0 + ti*v1;
double term2 = v3*sin(ti);
gsl_vector_set (fvv, i, 2.0 * (term1*term1 + v2*v2 +
term2 * (2*v2 + term2)));
}
(void)x; /* avoid unused parameter warning */
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static gsl_multilarge_nlinear_fdf brown1_func =
{
brown1_f,
brown1_df,
brown1_fvv,
brown1_N,
brown1_P,
NULL,
0,
0,
0,
0
};
static test_fdf_problem brown1_problem =
{
"brown_dennis",
brown1_x0,
NULL,
&brown1_epsrel,
&brown1_checksol,
&brown1_func
};
|
