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#define rosenbrock_N 2
#define rosenbrock_P 2
#define rosenbrock_NTRIES 4
static double rosenbrock_x0[rosenbrock_P] = { -1.2, 1.0 };
static double rosenbrock_epsrel = 1.0e-12;
static void
rosenbrock_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 < rosenbrock_P; ++i)
{
gsl_test_rel(x[i], 1.0, epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
rosenbrock_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, 10.0 * (x2 - x1*x1));
gsl_vector_set(f, 1, 1.0 - x1);
return GSL_SUCCESS;
}
static int
rosenbrock_df (const gsl_vector * x, void *params, gsl_matrix * J)
{
double x1 = gsl_vector_get(x, 0);
gsl_matrix_set(J, 0, 0, -20.0*x1);
gsl_matrix_set(J, 0, 1, 10.0);
gsl_matrix_set(J, 1, 0, -1.0);
gsl_matrix_set(J, 1, 1, 0.0);
return GSL_SUCCESS;
}
static gsl_multifit_function_fdf rosenbrock_func =
{
&rosenbrock_f,
&rosenbrock_df,
NULL,
rosenbrock_N,
rosenbrock_P,
NULL,
0,
0
};
static test_fdf_problem rosenbrock_problem =
{
"rosenbrock",
rosenbrock_x0,
NULL,
&rosenbrock_epsrel,
rosenbrock_NTRIES,
&rosenbrock_checksol,
&rosenbrock_func
};
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