/* 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 2 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., 675 Mass Ave, Cambridge, MA 02139, USA. */#include <config.h>#include <gsl/gsl_multimin.h>#include "test_funcs.h"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);}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;  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;  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;  *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;  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);  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};voidwood_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;  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;  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);}