#define powell3_N 2 #define powell3_P 2 static double powell3_x0[powell3_P] = { 0.0, 1.0 }; static double powell3_epsrel = 1.0e-6; static double powell3_J[powell3_N * powell3_P]; static void powell3_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 powell3_x[powell3_P] = { 1.09815932969975976e-05, 9.10614673986700218 }; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < powell3_P; ++i) { gsl_test_rel(x[i], powell3_x[i], epsrel, "%s/%s i=%zu", sname, pname, i); } } static int powell3_f (const gsl_vector * x, void *params, gsl_vector * f) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); gsl_vector_set(f, 0, 1.0e4*x1*x2 - 1.0); gsl_vector_set(f, 1, exp(-x1) + exp(-x2) - 1.0001); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int powell3_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x, const gsl_vector * u, void * params, gsl_vector * v, gsl_matrix * JTJ) { gsl_matrix_view J = gsl_matrix_view_array(powell3_J, powell3_N, powell3_P); double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); gsl_matrix_set(&J.matrix, 0, 0, 1.0e4*x2); gsl_matrix_set(&J.matrix, 0, 1, 1.0e4*x1); gsl_matrix_set(&J.matrix, 1, 0, -exp(-x1)); gsl_matrix_set(&J.matrix, 1, 1, -exp(-x2)); if (v) gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v); if (JTJ) gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int powell3_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); double v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); gsl_vector_set(fvv, 0, 2.0e4 * v1 * v2); gsl_vector_set(fvv, 1, v1*v1*exp(-x1) + v2*v2*exp(-x2)); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf powell3_func = { powell3_f, powell3_df, powell3_fvv, powell3_N, powell3_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem powell3_problem = { "powell_badly_scaled", powell3_x0, NULL, &powell3_epsrel, &powell3_checksol, &powell3_func };