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