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#define rosenbrocke_N 8 /* = p */
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#define rosenbrocke_P 8 /* must be even */
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static double rosenbrocke_x0[rosenbrocke_P] = { -1.2, 1.0, -1.2, 1.0,
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-1.2, 1.0, -1.2, 1.0 };
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static double rosenbrocke_epsrel = 1.0e-12;
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static void
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rosenbrocke_checksol(const double x[], const double sumsq,
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const double epsrel, const char *sname,
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const char *pname)
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{
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size_t i;
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const double sumsq_exact = 0.0;
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const double rosenbrocke_x[rosenbrocke_P] = { 1.0, 1.0, 1.0, 1.0,
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1.0, 1.0, 1.0, 1.0 };
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gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
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sname, pname);
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for (i = 0; i < rosenbrocke_P; ++i)
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{
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gsl_test_rel(x[i], rosenbrocke_x[i], epsrel, "%s/%s i=%zu",
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sname, pname, i);
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}
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}
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static int
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rosenbrocke_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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size_t i;
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for (i = 0; i < rosenbrocke_N / 2; ++i)
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{
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double x2i = gsl_vector_get(x, 2*i + 1);
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double x2im1 = gsl_vector_get(x, 2*i);
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gsl_vector_set(f, 2*i, 10.0 * (x2i - x2im1*x2im1));
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gsl_vector_set(f, 2*i + 1, 1.0 - x2im1);
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}
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(void)params; /* avoid unused parameter warning */
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return GSL_SUCCESS;
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}
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static int
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rosenbrocke_df (const gsl_vector * x, void *params, gsl_matrix * J)
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{
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size_t i;
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gsl_matrix_set_zero(J);
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for (i = 0; i < rosenbrocke_N / 2; ++i)
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{
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double x2im1 = gsl_vector_get(x, 2*i);
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gsl_matrix_set(J, 2*i, 2*i, -20.0*x2im1);
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gsl_matrix_set(J, 2*i, 2*i + 1, 10.0);
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gsl_matrix_set(J, 2*i + 1, 2*i, -1.0);
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}
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(void)params; /* avoid unused parameter warning */
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return GSL_SUCCESS;
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}
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static int
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rosenbrocke_fvv (const gsl_vector * x, const gsl_vector * v,
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void *params, gsl_vector * fvv)
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{
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size_t i;
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for (i = 0; i < rosenbrocke_N / 2; ++i)
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{
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double v2im1 = gsl_vector_get(v, 2*i);
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gsl_vector_set(fvv, 2*i, -20.0 * v2im1 * v2im1);
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gsl_vector_set(fvv, 2*i + 1, 0.0);
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}
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(void)x; /* avoid unused parameter warning */
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(void)params; /* avoid unused parameter warning */
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return GSL_SUCCESS;
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}
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static gsl_multifit_nlinear_fdf rosenbrocke_func =
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{
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rosenbrocke_f,
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rosenbrocke_df,
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rosenbrocke_fvv,
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rosenbrocke_N,
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rosenbrocke_P,
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NULL,
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0,
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0,
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0
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};
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static test_fdf_problem rosenbrocke_problem =
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{
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"rosenbrock_extended",
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rosenbrocke_x0,
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NULL,
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NULL,
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&rosenbrocke_epsrel,
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&rosenbrocke_checksol,
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&rosenbrocke_func
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};
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