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#define powell2_N 2
#define powell2_P 2
static double powell2_x0[powell2_P] = { 3.0, 1.0 };
static double powell2_epsrel = 1.0e-3;
static double powell2_J[powell2_N * powell2_P];
static void
powell2_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;
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < powell2_P; ++i)
{
gsl_test_rel(x[i], 0.0, epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
powell2_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
gsl_vector_set(f, 0, x0);
gsl_vector_set(f, 1, 10.0*x0/(x0 + 0.1) + 2.0*x1*x1);
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
powell2_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(powell2_J, powell2_N, powell2_P);
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
double term = x0 + 0.1;
gsl_matrix_set(&J.matrix, 0, 0, 1.0);
gsl_matrix_set(&J.matrix, 0, 1, 0.0);
gsl_matrix_set(&J.matrix, 1, 0, 1.0 / (term * term));
gsl_matrix_set(&J.matrix, 1, 1, 4.0 * 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
powell2_fvv (const gsl_vector * x, const gsl_vector * v,
void *params, gsl_vector * fvv)
{
double x0 = gsl_vector_get (x, 0);
double v0 = gsl_vector_get (v, 0);
double v1 = gsl_vector_get (v, 1);
double term = x0 + 0.1;
gsl_vector_set(fvv, 0, 0.0);
gsl_vector_set(fvv, 1, 4*v1*v1 - (2*v0*v0)/pow(term, 3.0));
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static gsl_multilarge_nlinear_fdf powell2_func =
{
powell2_f,
powell2_df,
powell2_fvv,
powell2_N,
powell2_P,
NULL,
0,
0,
0,
0
};
static test_fdf_problem powell2_problem =
{
"powell2",
powell2_x0,
NULL,
&powell2_epsrel,
&powell2_checksol,
&powell2_func
};
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