/*
 * Copyright (c) 2012-2013, Peter Abeles. All Rights Reserved.
 *
 * This file is part of DDogleg (http://ddogleg.org).
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.ddogleg.optimization.funcs;

import org.ddogleg.optimization.functions.FunctionNtoM;
import org.ddogleg.optimization.functions.FunctionNtoMxN;
import org.ejml.data.DenseMatrix64F;

/**
 *
 * 

* [1] J. More, B. Garbow, K. Hillstrom, "Testing Unconstrained Optimization Software" * 1981 ACM Transactions on Mathematical Software, Vol 7, No. 1, Match 1981, pages 17-41 *

* * @author Peter Abeles */ public class EvalFuncRosenbrock implements EvalFuncLeastSquares { @Override public FunctionNtoM getFunction() { return new Func(); } @Override public FunctionNtoMxN getJacobian() { return new Deriv(); } @Override public double[] getInitial() { return new double[]{-1.2,1}; } @Override public double[] getOptimal() { return new double[]{1,1}; } public static class Func implements FunctionNtoM { @Override public int getNumOfInputsN() { return 2; } @Override public int getNumOfOutputsM() { return 2; } @Override public void process(double[] input, double[] output) { double x1 = input[0]; double x2 = input[1]; output[0] = 10.0*(x2-x1*x1); output[1] = 1.0 - x1; } } public static class Deriv implements FunctionNtoMxN { @Override public int getNumOfInputsN() { return 2; } @Override public int getNumOfOutputsM() { return 2; } @Override public void process(double[] input, double[] output) { DenseMatrix64F J = DenseMatrix64F.wrap(2,2,output); double x1 = input[0]; J.set(0,0,-20*x1); J.set(0,1,10); J.set(1,0,-1); J.set(1,1,0); } } }

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