#define powell1_N 4 #define powell1_P 4 static double powell1_x0[powell1_P] = { 3.0, -1.0, 0.0, 1.0 }; static double powell1_epsrel = 1.0e-4; static double powell1_J[powell1_N * powell1_P]; static void powell1_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; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < powell1_P; ++i) { gsl_test_rel(x[i], 0.0, epsrel, "%s/%s i=%zu", sname, pname, i); } } static int powell1_f (const gsl_vector * x, void *params, gsl_vector * f) { double x1 = gsl_vector_get (x, 0); double x2 = gsl_vector_get (x, 1); double x3 = gsl_vector_get (x, 2); double x4 = gsl_vector_get (x, 3); gsl_vector_set(f, 0, x1 + 10.0*x2); gsl_vector_set(f, 1, sqrt(5.0) * (x3 - x4)); gsl_vector_set(f, 2, pow(x2 - 2.0*x3, 2.0)); gsl_vector_set(f, 3, sqrt(10.0) * pow((x1 - x4), 2.0)); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int powell1_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(powell1_J, powell1_N, powell1_P); double x1 = gsl_vector_get (x, 0); double x2 = gsl_vector_get (x, 1); double x3 = gsl_vector_get (x, 2); double x4 = gsl_vector_get (x, 3); double term1 = x2 - 2.0*x3; double term2 = x1 - x4; gsl_matrix_set(&J.matrix, 0, 0, 1.0); gsl_matrix_set(&J.matrix, 0, 1, 10.0); gsl_matrix_set(&J.matrix, 0, 2, 0.0); gsl_matrix_set(&J.matrix, 0, 3, 0.0); gsl_matrix_set(&J.matrix, 1, 0, 0.0); gsl_matrix_set(&J.matrix, 1, 1, 0.0); gsl_matrix_set(&J.matrix, 1, 2, sqrt(5.0)); gsl_matrix_set(&J.matrix, 1, 3, -sqrt(5.0)); gsl_matrix_set(&J.matrix, 2, 0, 0.0); gsl_matrix_set(&J.matrix, 2, 1, 2.0*term1); gsl_matrix_set(&J.matrix, 2, 2, -4.0*term1); gsl_matrix_set(&J.matrix, 2, 3, 0.0); gsl_matrix_set(&J.matrix, 3, 0, 2.0*sqrt(10.0)*term2); gsl_matrix_set(&J.matrix, 3, 1, 0.0); gsl_matrix_set(&J.matrix, 3, 2, 0.0); gsl_matrix_set(&J.matrix, 3, 3, -2.0*sqrt(10.0)*term2); 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 powell1_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); double v3 = gsl_vector_get(v, 2); double v4 = gsl_vector_get(v, 3); gsl_vector_set(fvv, 0, 0.0); gsl_vector_set(fvv, 1, 0.0); gsl_vector_set(fvv, 2, 2.0 * pow(v2 - 2.0*v3, 2.0)); gsl_vector_set(fvv, 3, 2.0 * sqrt(10.0) * pow(v1 - v4, 2.0)); (void)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf powell1_func = { powell1_f, powell1_df, powell1_fvv, powell1_N, powell1_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem powell1_problem = { "powell_singular", powell1_x0, NULL, &powell1_epsrel, &powell1_checksol, &powell1_func };