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#include "wnlib.h"
#include "wnmem.h"
#include "wnabs.h"
#include "wnrndd.h"
#include "wnvect.h"
#include "wnmat.h"
#include "wnconj.h"
#define SIZE 50000
local int total_count,count;
local double *p;
local double function(double v[])
{
double ret,fnminus1;
int i;
for(i=0;i<SIZE-1;++i)
{
if(v[i] <= 0.0)
{
return(WN_FHUGE);
}
}
fnminus1 = 1.0;
for(i=0;i<SIZE-1;++i)
{
fnminus1 -= v[i];
}
if(fnminus1 <= 0.0)
{
return(WN_FHUGE);
}
ret = p[SIZE-1]/fnminus1;
for(i=0;i<SIZE-1;++i)
{
ret += p[i]/v[i];
}
/*
wn_print_vect(v,SIZE-1);
printf("ob = %lf\n",ret);
*/
return(ret);
}
local void gradient(double grad[],double v[])
{
double termnminus1,fnminus1;
int i;
/*
printf("gradient, total_count=%d,count=%d.\n",total_count,count);
*/
++count;
++total_count;
fnminus1 = 1.0;
for(i=0;i<SIZE-1;++i)
{
fnminus1 -= v[i];
}
termnminus1 = p[SIZE-1]/(fnminus1*fnminus1);
for(i=0;i<SIZE-1;++i)
{
grad[i] = -p[i]/(v[i]*v[i]) + termnminus1;
}
}
void main(void)
{
int code,i;
double val_min,val;
double *vect;
wn_gpmake("no_free");
wn_make_vect(&p,SIZE);
wn_make_vect(&vect,SIZE);
for(i=0;i<SIZE;++i)
{
val = wn_normal_distribution();
p[i] = wn_abs(val);
/*
p[i] = 1.0;
*/
}
for(i=0;i<SIZE-1;++i)
{
vect[i] = 1.0/SIZE*(1.0+0.01*wn_normal_distribution());
/*
vect[i] = 1.0/SIZE;
*/
}
wn_conj_gradient_method(&code,&val_min,
vect,SIZE-1,(function),(gradient),
WN_IHUGE);
/*
wn_conj_direction_method(&code,&val_min,
vect,SIZE-1,(function),
WN_IHUGE);
*/
printf("final result: code = %d ",code);
printf(" ob = %lf\n",val_min);
printf("total_count=%d,count=%d.\n",total_count,count);
/*
wn_print_vect(p,SIZE);
{
int i;
double val;
val = 1.0;
for(i=0;i<SIZE-1;++i)
{
val -= vect[i];
}
vect[SIZE-1] = val;
}
wn_print_vect(vect,SIZE);
{
int i;
for(i=0;i<SIZE-1;++i)
{
printf("%lf ",p[i]/(vect[i]*vect[i]));
}
}
*/
wn_gpfree();
}
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