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/* multimin/test_funcs.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <math.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_multimin.h>
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#include "test_funcs.h"
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gsl_multimin_function_fdf simpleabs =
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{&simpleabs_f,
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&simpleabs_df,
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&simpleabs_fdf,
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2, 0};
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gsl_multimin_function simpleabs_fmin =
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{&simpleabs_f,
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2, 0};
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void simpleabs_initpt (gsl_vector * x)
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{
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gsl_vector_set (x, 0, 1.0);
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gsl_vector_set (x, 1, 2.0);
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}
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void simpleabs_initpt1 (gsl_vector * x)
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{
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gsl_vector_set (x, 0, 1.0);
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gsl_vector_set (x, 1, 1.0);
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}
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double simpleabs_f (const gsl_vector * x, void *params)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = u - 1;
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double b = v - 2;
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fcount++;
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return fabs(a) + fabs(b);
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}
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void simpleabs_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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gcount++;
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gsl_vector_set(df,0, GSL_SIGN(u-1));
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gsl_vector_set(df,1, GSL_SIGN(v-2));
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}
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void simpleabs_fdf (const gsl_vector * x, void *params, double * f,
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gsl_vector * df)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = u - 1;
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double b = v - 2;
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gcount++;
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*f = fabs(a) + fabs(b);
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gsl_vector_set(df,0, GSL_SIGN(u-1));
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gsl_vector_set(df,1, GSL_SIGN(v-2));
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}
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gsl_multimin_function_fdf rosenbrock =
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{&rosenbrock_f,
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&rosenbrock_df,
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&rosenbrock_fdf,
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2, 0};
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gsl_multimin_function rosenbrock_fmin =
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{&rosenbrock_f,
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2, 0};
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void rosenbrock_initpt (gsl_vector * x)
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{
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gsl_vector_set (x, 0, -1.2);
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gsl_vector_set (x, 1, 1.0);
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}
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void rosenbrock_initpt1 (gsl_vector * x)
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{
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gsl_vector_set (x, 0, 1.0);
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gsl_vector_set (x, 1, 1.0);
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}
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double rosenbrock_f (const gsl_vector * x, void *params)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = u - 1;
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double b = u * u - v;
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fcount++;
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return a * a + 10 * b * b;
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}
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void rosenbrock_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double b = u * u - v;
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gcount++;
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gsl_vector_set(df,0,2 * (u - 1) + 40 * u * b);
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gsl_vector_set(df,1,-20 * b);
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}
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void rosenbrock_fdf (const gsl_vector * x, void *params, double * f,
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gsl_vector * df)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = u - 1;
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double b = u * u - v;
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gcount++;
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*f = a * a + 10 * b * b;
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gsl_vector_set(df,0,2 * (u - 1) + 40 * u * b);
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gsl_vector_set(df,1,-20 * b);
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}
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gsl_multimin_function_fdf roth =
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{&roth_f,
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&roth_df,
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&roth_fdf,
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2, 0};
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gsl_multimin_function roth_fmin =
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{&roth_f,
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2, 0};
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void roth_initpt (gsl_vector * x)
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{
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gsl_vector_set (x, 0, 4.5);
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gsl_vector_set (x, 1, 3.5);
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}
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double roth_f (const gsl_vector * x, void *params)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
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double b = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
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fcount++;
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return a * a + b * b;
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}
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void roth_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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double u = gsl_vector_get(x,0);
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double v = gsl_vector_get(x,1);
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double a = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
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double b = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
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double c = -2 + v * (10 - 3 * v);
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double d = -14 + v * (2 + 3 * v);
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gcount++;
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gsl_vector_set(df,0,2 * a + 2 * b);
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gsl_vector_set(df,1,2 * a * c + 2 * b * d);
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}
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void roth_fdf (const gsl_vector * x, void *params, double * f,
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gsl_vector * df)
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{
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*f = roth_f (x,params);
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roth_df(x,params,df);
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}
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gsl_multimin_function_fdf wood =
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{&wood_f,
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&wood_df,
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&wood_fdf,
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4, 0};
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gsl_multimin_function wood_fmin =
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{&wood_f,
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4, 0};
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void
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wood_initpt (gsl_vector * x)
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{
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gsl_vector_set (x, 0, -3.0);
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gsl_vector_set (x, 1, -1.0);
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gsl_vector_set (x, 2, -3.0);
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gsl_vector_set (x, 3, -1.0);
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}
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double wood_f (const gsl_vector * x, void *params)
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{
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double u1 = gsl_vector_get(x,0);
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double u2 = gsl_vector_get(x,1);
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double u3 = gsl_vector_get(x,2);
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double u4 = gsl_vector_get(x,3);
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double t1 = u1 * u1 - u2;
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double t2 = u3 * u3 - u4;
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fcount++;
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return 100 * t1 * t1 + (1 - u1) * (1 - u1)
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+ 90 * t2 * t2 + (1 - u3) * (1 - u3)
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+ 10.1 * ( (1 - u2) * (1 - u2) + (1 - u4) * (1 - u4) )
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+ 19.8 * (1 - u2) * (1 - u4);
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}
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void wood_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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double u1 = gsl_vector_get(x,0);
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double u2 = gsl_vector_get(x,1);
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double u3 = gsl_vector_get(x,2);
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double u4 = gsl_vector_get(x,3);
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double t1 = u1 * u1 - u2;
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double t2 = u3 * u3 - u4;
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gcount++;
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gsl_vector_set(df,0, 400 * u1 * t1 - 2 * (1 - u1) );
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gsl_vector_set(df,1, -200 * t1 - 20.2 * (1 - u2) - 19.8 * (1 - u4) );
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gsl_vector_set(df,2, 360 * u3 * t2 - 2 * (1 - u3) );
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gsl_vector_set(df,3, -180 * t2 - 20.2 * (1 - u4) - 19.8 * (1 - u2) );
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}
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void wood_fdf (const gsl_vector * x, void *params, double * f, gsl_vector * df)
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{
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wood_df(x,params,df);
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*f=wood_f(x,params);
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}
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gsl_multimin_function_fdf Nrosenbrock =
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{&rosenbrock_f,
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&Nrosenbrock_df,
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&Nrosenbrock_fdf,
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2, 0};
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void Nrosenbrock_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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gsl_multimin_function F ;
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F.f = rosenbrock_f;
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F.params = params;
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F.n = x->size;
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gsl_multimin_diff (&F, x, df);
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}
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void Nrosenbrock_fdf (const gsl_vector * x, void *params, double * f,
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gsl_vector * df)
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{
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*f = rosenbrock_f (x, params);
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Nrosenbrock_df (x, params, df);
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}
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gsl_multimin_function_fdf Nroth =
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{&roth_f,
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&Nroth_df,
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&Nroth_fdf,
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2, 0};
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void Nroth_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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gsl_multimin_function F ;
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F.f = roth_f;
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F.params = params;
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F.n = x->size;
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gsl_multimin_diff (&F, x, df);
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}
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void Nroth_fdf (const gsl_vector * x, void *params, double * f,
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gsl_vector * df)
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{
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*f = roth_f (x, params);
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Nroth_df (x, params, df);
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}
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gsl_multimin_function_fdf Nwood =
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{&wood_f,
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&Nwood_df,
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&Nwood_fdf,
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4, 0};
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void Nwood_df (const gsl_vector * x, void *params, gsl_vector * df)
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{
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Packit |
67cb25 |
gsl_multimin_function F ;
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Packit |
67cb25 |
F.f = wood_f;
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Packit |
67cb25 |
F.params = params;
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Packit |
67cb25 |
F.n = x->size;
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Packit |
67cb25 |
gsl_multimin_diff (&F, x, df);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
void Nwood_fdf (const gsl_vector * x, void *params, double * f,
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Packit |
67cb25 |
gsl_vector * df)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
*f = wood_f (x, params);
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Packit |
67cb25 |
Nwood_df (x, params, df);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
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Packit |
67cb25 |
gsl_multimin_function spring_fmin = { &spring_f,
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|
Packit |
67cb25 |
3, 0
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Packit |
67cb25 |
};
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Packit |
67cb25 |
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Packit |
67cb25 |
void
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Packit |
67cb25 |
spring_initpt (gsl_vector * x)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
gsl_vector_set (x, 0, 1.0);
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Packit |
67cb25 |
gsl_vector_set (x, 1, 0.0);
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Packit |
67cb25 |
gsl_vector_set (x, 2, 7.0 * M_PI);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
|
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Packit |
67cb25 |
double
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Packit |
67cb25 |
spring_f (const gsl_vector * x, void *params)
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|
Packit |
67cb25 |
{
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|
Packit |
67cb25 |
double x0 = gsl_vector_get (x, 0);
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Packit |
67cb25 |
double x1 = gsl_vector_get (x, 1);
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|
Packit |
67cb25 |
double x2 = gsl_vector_get (x, 2);
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|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double theta = atan2 (x1, x0);
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|
Packit |
67cb25 |
double r = sqrt (x0 * x0 + x1 * x1);
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|
Packit |
67cb25 |
double z = x2;
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|
Packit |
67cb25 |
while (z > M_PI)
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|
Packit |
67cb25 |
z -= 2.0 * M_PI;
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|
Packit |
67cb25 |
while (z < -M_PI)
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|
Packit |
67cb25 |
z += 2.0 * M_PI;
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double tmz = theta - z;
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|
Packit |
67cb25 |
double rm1 = r - 1.0;
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|
Packit |
67cb25 |
double ret = 0.1 * (expm1 (tmz * tmz + rm1 * rm1) + fabs (x2 / 10.0));
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|
Packit |
67cb25 |
return ret;
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|
Packit |
67cb25 |
}
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|
Packit |
67cb25 |
}
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|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
|