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#define brown3_N 3
#define brown3_P 2
static double brown3_x0[brown3_P] = { 1.0, 1.0 };
static double brown3_epsrel = 1.0e-12;
static double brown3_J[brown3_N * brown3_P];
static void
brown3_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 0.0;
const double brown3_x[brown3_P] = { 1.0e6, 2.0e-6 };
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < brown3_P; ++i)
{
gsl_test_rel(x[i], brown3_x[i], epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
brown3_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double x1 = gsl_vector_get(x, 0);
double x2 = gsl_vector_get(x, 1);
gsl_vector_set(f, 0, x1 - 1.0e6);
gsl_vector_set(f, 1, x2 - 2.0e-6);
gsl_vector_set(f, 2, x1*x2 - 2.0);
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
brown3_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(brown3_J, brown3_N, brown3_P);
double x1 = gsl_vector_get(x, 0);
double x2 = gsl_vector_get(x, 1);
gsl_matrix_set_zero(&J.matrix);
gsl_matrix_set(&J.matrix, 0, 0, 1.0);
gsl_matrix_set(&J.matrix, 1, 1, 1.0);
gsl_matrix_set(&J.matrix, 2, 0, x2);
gsl_matrix_set(&J.matrix, 2, 1, x1);
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
brown3_fvv (const gsl_vector * x, const gsl_vector * v,
void *params, gsl_vector * fvv)
{
double v1 = gsl_vector_get(v, 0);
double v2 = gsl_vector_get(v, 1);
gsl_vector_set(fvv, 0, 0.0);
gsl_vector_set(fvv, 1, 0.0);
gsl_vector_set(fvv, 2, 2.0 * v1 * v2);
(void)x; /* avoid unused parameter warning */
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static gsl_multilarge_nlinear_fdf brown3_func =
{
brown3_f,
brown3_df,
brown3_fvv,
brown3_N,
brown3_P,
NULL,
0,
0,
0,
0
};
static test_fdf_problem brown3_problem =
{
"brown_badly_scaled",
brown3_x0,
NULL,
&brown3_epsrel,
&brown3_checksol,
&brown3_func
};
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