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- /* multiroots/test_funcs.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
- *
- * 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 <math.h>
- #include <gsl/gsl_vector.h>
- #include <gsl/gsl_matrix.h>
- #include <gsl/gsl_multiroots.h>
-
- #include "test_funcs.h"
-
- /* For information on testing see the following paper,
-
- J.J More, B.S. Garbow, K.E. Hillstrom, "Testing Unconstrained
- Optimization Software", ACM Transactions on Mathematical Software,
- Vol 7, No 1, (1981) p 17-41
-
- */
-
- /* Rosenbrock Function */
-
- gsl_multiroot_function_fdf rosenbrock =
- {&rosenbrock_f,
- &rosenbrock_df,
- &rosenbrock_fdf,
- 2, 0};
-
- void
- rosenbrock_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, -1.2);
- gsl_vector_set (x, 1, 1.0);
- }
-
- int
- rosenbrock_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double y0 = 1 - x0;
- double y1 = 10 * (x1 - x0 * x0);
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- rosenbrock_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
-
- double df00 = -1;
- double df01 = 0;
- double df10 = -20 * x0;
- double df11 = 10;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- rosenbrock_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- rosenbrock_f (x, params, f);
- rosenbrock_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Freudenstein and Roth function */
-
- gsl_multiroot_function_fdf roth =
- {&roth_f,
- &roth_df,
- &roth_fdf,
- 2, 0};
-
- void
- roth_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, 4.5); /* changed from the value in the paper */
- gsl_vector_set (x, 1, 3.5); /* otherwise the problem is too hard */
- }
-
- int
- roth_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double y0 = -13.0 + x0 + ((5.0 - x1)*x1 - 2.0)*x1;
- double y1 = -29.0 + x0 + ((x1 + 1.0)*x1 - 14.0)*x1;
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- roth_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x1 = gsl_vector_get (x, 1);
-
- double df00 = 1;
- double df01 = -3 * x1 * x1 + 10 * x1 - 2;
- double df10 = 1;
- double df11 = 3 * x1 * x1 + 2 * x1 - 14;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- roth_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- roth_f (x, params, f);
- roth_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
-
- /* Powell badly scaled function */
-
- gsl_multiroot_function_fdf powellscal =
- {&powellscal_f,
- &powellscal_df,
- &powellscal_fdf,
- 2, 0};
-
- void
- powellscal_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, 0.0);
- gsl_vector_set (x, 1, 1.0);
- }
-
- int
- powellscal_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double y0 = 10000.0 * x0 * x1 - 1.0;
- double y1 = exp (-x0) + exp (-x1) - 1.0001;
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- powellscal_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double df00 = 10000.0 * x1, df01 = 10000.0 * x0;
- double df10 = -exp (-x0), df11 = -exp (-x1);
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- powellscal_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- powellscal_f (x, params, f);
- powellscal_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Brown badly scaled function */
-
- gsl_multiroot_function_fdf brownscal =
- {&brownscal_f,
- &brownscal_df,
- &brownscal_fdf,
- 2, 0};
-
- void
- brownscal_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, 1.0);
- gsl_vector_set (x, 1, 1.0);
- }
-
- int
- brownscal_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double y0 = x0 - 1e6;
- double y1 = x0 * x1 - 2;
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- brownscal_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double df00 = 1.0, df01 = 0.0;
- double df10 = x1, df11 = x0;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- brownscal_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- brownscal_f (x, params, f);
- brownscal_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Powell Singular Function */
-
- gsl_multiroot_function_fdf powellsing =
- {&powellsing_f,
- &powellsing_df,
- &powellsing_fdf,
- 4, 0};
-
- void
- powellsing_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, 3.0);
- gsl_vector_set (x, 1, -1.0);
- gsl_vector_set (x, 2, 0.0);
- gsl_vector_set (x, 3, 1.0);
- }
-
- int
- powellsing_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
- double x2 = gsl_vector_get (x, 2);
- double x3 = gsl_vector_get (x, 3);
-
- double y0 = x0 + 10 * x1;
- double y1 = sqrt (5.0) * (x2 - x3);
- double y2 = pow (x1 - 2 * x2, 2.0);
- double y3 = sqrt (10.0) * pow (x0 - x3, 2.0);
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
- gsl_vector_set (f, 2, y2);
- gsl_vector_set (f, 3, y3);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- powellsing_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
- double x2 = gsl_vector_get (x, 2);
- double x3 = gsl_vector_get (x, 3);
-
- double df00 = 1, df01 = 10, df02 = 0, df03 = 0;
- double df10 = 0, df11 = 0, df12 = sqrt (5.0), df13 = -df12;
- double df20 = 0, df21 = 2 * (x1 - 2 * x2), df22 = -2 * df21, df23 = 0;
- double df30 = 2 * sqrt (10.0) * (x0 - x3), df31 = 0, df32 = 0, df33 = -df30;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 0, 2, df02);
- gsl_matrix_set (df, 0, 3, df03);
-
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
- gsl_matrix_set (df, 1, 2, df12);
- gsl_matrix_set (df, 1, 3, df13);
-
- gsl_matrix_set (df, 2, 0, df20);
- gsl_matrix_set (df, 2, 1, df21);
- gsl_matrix_set (df, 2, 2, df22);
- gsl_matrix_set (df, 2, 3, df23);
-
- gsl_matrix_set (df, 3, 0, df30);
- gsl_matrix_set (df, 3, 1, df31);
- gsl_matrix_set (df, 3, 2, df32);
- gsl_matrix_set (df, 3, 3, df33);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- powellsing_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- powellsing_f (x, params, f);
- powellsing_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Wood function */
-
- gsl_multiroot_function_fdf wood =
- {&wood_f,
- &wood_df,
- &wood_fdf,
- 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);
- }
-
- int
- wood_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
- double x2 = gsl_vector_get (x, 2);
- double x3 = gsl_vector_get (x, 3);
-
- double t1 = x1 - x0 * x0;
- double t2 = x3 - x2 * x2;
-
- double y0 = -200.0 * x0 * t1 - (1 - x0);
- double y1 = 200.0 * t1 + 20.2 * (x1 - 1) + 19.8 * (x3 - 1);
- double y2 = -180.0 * x2 * t2 - (1 - x2);
- double y3 = 180.0 * t2 + 20.2 * (x3 - 1) + 19.8 * (x1 - 1);
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
- gsl_vector_set (f, 2, y2);
- gsl_vector_set (f, 3, y3);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- wood_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
- double x2 = gsl_vector_get (x, 2);
- double x3 = gsl_vector_get (x, 3);
-
- double t1 = x1 - 3 * x0 * x0;
- double t2 = x3 - 3 * x2 * x2;
-
- double df00 = -200.0 * t1 + 1, df01 = -200.0 * x0, df02 = 0, df03 = 0;
- double df10 = -400.0*x0, df11 = 200.0 + 20.2, df12 = 0, df13 = 19.8;
- double df20 = 0, df21 = 0, df22 = -180.0 * t2 + 1, df23 = -180.0 * x2;
- double df30 = 0, df31 = 19.8, df32 = -2 * 180 * x2, df33 = 180.0 + 20.2;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 0, 2, df02);
- gsl_matrix_set (df, 0, 3, df03);
-
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
- gsl_matrix_set (df, 1, 2, df12);
- gsl_matrix_set (df, 1, 3, df13);
-
- gsl_matrix_set (df, 2, 0, df20);
- gsl_matrix_set (df, 2, 1, df21);
- gsl_matrix_set (df, 2, 2, df22);
- gsl_matrix_set (df, 2, 3, df23);
-
- gsl_matrix_set (df, 3, 0, df30);
- gsl_matrix_set (df, 3, 1, df31);
- gsl_matrix_set (df, 3, 2, df32);
- gsl_matrix_set (df, 3, 3, df33);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- wood_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- wood_f (x, params, f);
- wood_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Helical Valley Function */
-
- gsl_multiroot_function_fdf helical =
- {&helical_f,
- &helical_df,
- &helical_fdf,
- 3, 0};
-
- void
- helical_initpt (gsl_vector * x)
- {
- gsl_vector_set (x, 0, -1.0);
- gsl_vector_set (x, 1, 0.0);
- gsl_vector_set (x, 2, 0.0);
- }
-
- int
- helical_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
- double x2 = gsl_vector_get (x, 2);
-
- double t1, t2;
- double y0, y1, y2;
-
- if (x0 > 0)
- {
- t1 = atan(x1/x0) / (2.0 * M_PI);
- }
- else if (x0 < 0)
- {
- t1 = 0.5 + atan(x1/x0) / (2.0 * M_PI);
- }
- else
- {
- t1 = 0.25 * (x1 > 0 ? +1 : -1);
- }
-
- t2 = sqrt(x0*x0 + x1*x1) ;
-
- y0 = 10 * (x2 - 10 * t1);
- y1 = 10 * (t2 - 1);
- y2 = x2 ;
-
- gsl_vector_set (f, 0, y0);
- gsl_vector_set (f, 1, y1);
- gsl_vector_set (f, 2, y2);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- helical_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- double x0 = gsl_vector_get (x, 0);
- double x1 = gsl_vector_get (x, 1);
-
- double t = x0 * x0 + x1 * x1 ;
- double t1 = 2 * M_PI * t ;
- double t2 = sqrt(t) ;
-
- double df00 = 100*x1/t1, df01 = -100.0 * x0/t1, df02 = 10.0;
- double df10 = 10*x0/t2, df11 = 10*x1/t2, df12 = 0;
- double df20 = 0, df21 = 0, df22 = 1.0;
-
- gsl_matrix_set (df, 0, 0, df00);
- gsl_matrix_set (df, 0, 1, df01);
- gsl_matrix_set (df, 0, 2, df02);
-
- gsl_matrix_set (df, 1, 0, df10);
- gsl_matrix_set (df, 1, 1, df11);
- gsl_matrix_set (df, 1, 2, df12);
-
- gsl_matrix_set (df, 2, 0, df20);
- gsl_matrix_set (df, 2, 1, df21);
- gsl_matrix_set (df, 2, 2, df22);
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- helical_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- helical_f (x, params, f);
- helical_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
-
- /* Discrete Boundary Value Function */
-
- #define N 10
-
- gsl_multiroot_function_fdf dbv =
- {&dbv_f,
- &dbv_df,
- &dbv_fdf,
- N, 0};
-
- void
- dbv_initpt (gsl_vector * x)
- {
- size_t i;
- double h = 1.0 / (N + 1.0);
-
- for (i = 0; i < N; i++)
- {
- double t = (i + 1) * h;
- double z = t * (t - 1);
- gsl_vector_set (x, i, z);
- }
- }
-
- int
- dbv_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- size_t i;
-
- double h = 1.0 / (N + 1.0);
-
- for (i = 0; i < N; i++)
- {
- double z, ti = (i + 1) * h;
- double xi = 0, xim1 = 0, xip1 = 0;
-
- xi = gsl_vector_get (x, i);
-
- if (i > 0)
- xim1 = gsl_vector_get (x, i - 1);
-
- if (i < N - 1)
- xip1 = gsl_vector_get (x, i + 1);
-
- z = 2 * xi - xim1 - xip1 + h * h * pow(xi + ti + 1, 3.0) / 2.0;
-
- gsl_vector_set (f, i, z);
-
- }
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- dbv_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- size_t i, j;
-
- double h = 1.0 / (N + 1.0);
-
- for (i = 0; i < N; i++)
- for (j = 0; j < N; j++)
- gsl_matrix_set (df, i, j, 0.0);
-
- for (i = 0; i < N; i++)
- {
- double dz_dxi, ti = (i + 1) * h;
-
- double xi = gsl_vector_get (x, i);
-
- dz_dxi = 2.0 + (3.0 / 2.0) * h * h * pow(xi + ti + 1, 2.0) ;
-
- gsl_matrix_set (df, i, i, dz_dxi);
-
- if (i > 0)
- gsl_matrix_set (df, i, i-1, -1.0);
-
- if (i < N - 1)
- gsl_matrix_set (df, i, i+1, -1.0);
-
- }
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- dbv_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- dbv_f (x, params, f);
- dbv_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-
- /* Trigonometric Function */
-
- gsl_multiroot_function_fdf trig =
- {&trig_f,
- &trig_df,
- &trig_fdf,
- N, 0};
-
- void
- trig_initpt (gsl_vector * x)
- {
- size_t i;
-
- for (i = 0; i < N; i++) /* choose an initial point which converges */
- {
- gsl_vector_set (x, i, 0.05);
- }
- }
-
- int
- trig_f (const gsl_vector * x, void *params, gsl_vector * f)
- {
- size_t i;
- double sum = 0;
-
- for (i = 0; i < N; i++)
- {
- sum += cos(gsl_vector_get(x,i));
- }
-
- for (i = 0; i < N; i++)
- {
- double xi = gsl_vector_get (x,i);
- double z = N - sum + (i + 1) * (1 - cos(xi)) - sin(xi);
-
- gsl_vector_set (f, i, z);
- }
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- trig_df (const gsl_vector * x, void *params, gsl_matrix * df)
- {
- size_t i, j;
-
- for (i = 0; i < N; i++)
- {
- for (j = 0; j < N; j++)
- {
- double dz;
- double xi = gsl_vector_get(x, i);
- double xj = gsl_vector_get(x, j);
-
- if (j == i)
- dz = sin(xi) + (i + 1) * sin(xi) - cos(xi);
- else
- dz = sin(xj);
-
- gsl_matrix_set(df, i, j, dz);
- }
- }
-
- params = 0; /* avoid warning about unused parameters */
-
- return GSL_SUCCESS;
- }
-
- int
- trig_fdf (const gsl_vector * x, void *params,
- gsl_vector * f, gsl_matrix * df)
- {
- trig_f (x, params, f);
- trig_df (x, params, df);
-
- return GSL_SUCCESS;
- }
-