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