/*
* 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;
/**
* Frandsen et al 1999
*
* @author Peter Abeles
*/
public class EvalFuncRosenbrockMod implements EvalFuncLeastSquares {
double lambda;
public EvalFuncRosenbrockMod(double lambda) {
this.lambda = lambda;
}
@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 class Func implements FunctionNtoM
{
@Override
public int getNumOfInputsN() {
return 2;
}
@Override
public int getNumOfOutputsM() {
return 3;
}
@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;
output[2] = lambda;
}
}
public static class Deriv implements FunctionNtoMxN
{
@Override
public int getNumOfInputsN() {
return 2;
}
@Override
public int getNumOfOutputsM() {
return 3;
}
@Override
public void process(double[] input, double[] output) {
DenseMatrix64F J = DenseMatrix64F.wrap(3,2,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);
J.set(2,0,0);
J.set(2,1,0);
}
}
}
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