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#define powell2_N 2
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#define powell2_P 2
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static double powell2_x0[powell2_P] = { 3.0, 1.0 };
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static double powell2_epsrel = 1.0e-3;
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static double powell2_J[powell2_N * powell2_P];
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static void
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powell2_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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gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
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sname, pname);
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for (i = 0; i < powell2_P; ++i)
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{
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gsl_test_rel(x[i], 0.0, 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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powell2_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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double x0 = gsl_vector_get (x, 0);
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double x1 = gsl_vector_get (x, 1);
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gsl_vector_set(f, 0, x0);
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gsl_vector_set(f, 1, 10.0*x0/(x0 + 0.1) + 2.0*x1*x1);
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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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powell2_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x,
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const gsl_vector * u, void * params, gsl_vector * v,
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gsl_matrix * JTJ)
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{
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gsl_matrix_view J = gsl_matrix_view_array(powell2_J, powell2_N, powell2_P);
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double x0 = gsl_vector_get (x, 0);
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double x1 = gsl_vector_get (x, 1);
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double term = x0 + 0.1;
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gsl_matrix_set(&J.matrix, 0, 0, 1.0);
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gsl_matrix_set(&J.matrix, 0, 1, 0.0);
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gsl_matrix_set(&J.matrix, 1, 0, 1.0 / (term * term));
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gsl_matrix_set(&J.matrix, 1, 1, 4.0 * x1);
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if (v)
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gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v);
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if (JTJ)
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gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ);
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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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powell2_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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double x0 = gsl_vector_get (x, 0);
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double v0 = gsl_vector_get (v, 0);
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double v1 = gsl_vector_get (v, 1);
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double term = x0 + 0.1;
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gsl_vector_set(fvv, 0, 0.0);
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gsl_vector_set(fvv, 1, 4*v1*v1 - (2*v0*v0)/pow(term, 3.0));
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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_multilarge_nlinear_fdf powell2_func =
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{
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powell2_f,
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powell2_df,
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powell2_fvv,
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powell2_N,
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powell2_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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0
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};
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static test_fdf_problem powell2_problem =
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{
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"powell2",
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powell2_x0,
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NULL,
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&powell2_epsrel,
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&powell2_checksol,
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&powell2_func
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};
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