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const size_t brown_N = 20;
const size_t brown_P = 4;
double brown_X[20][4] = {
{24.3485677, 4.71448798, -2.19486633, 2.69405755},
{22.4116222, 3.93075538, -1.42344852, 2.5233557},
{17.88886, 2.9290853, .125174936, -3.96823353},
{17.3237176, 2.99606803, 2.03285653, 2.28992327},
{17.0906508, 3.02485425, .296995153, .0876226126},
{16.578006, 3.1036312, -.18617941, .103262914},
{15.692993, 3.33088442, .0706406887, 1.05923955},
{14.3232177, 3.85604218, -2.3762839, -3.09486813},
{14.1279266, 3.97896121, .446109351, 1.40023753},
{13.6081961, 4.16435075, -1.51250057, -1.52510626},
{13.4295245, 4.22697223, -.196985195, .532009293},
{13.0176117, 4.3579261, -.353131208, .301377627},
{12.2713535, 4.62398535, -.00183585584, .894170703},
{11.0316144, 5.13967727, -2.38978772, -2.89510064},
{10.8807981, 5.24558004, .230495952, 1.27315117},
{10.4029264, 5.41141257, -1.5116632, -1.47615921},
{10.2574435, 5.46211045, -.299855732, .451893162},
{9.87863876, 5.57914292, -.368885288, .358086545},
{9.1894983, 5.82082741, -.230157969, .621476534},
{8.00589008, 6.27788753, -1.46022815, -1.33468082}
};
double brown_F[20] = {
2474.05541,
1924.69004,
1280.63194,
1244.81867,
1190.53739,
1159.34935,
1108.44426,
1090.11073,
1015.92942,
1002.43533,
971.221084,
949.589435,
911.359899,
906.522994,
840.525729,
833.950164,
807.557511,
791.00924,
761.09598,
726.787783,
};
double brown_cov[4][4] = {
{ 1.8893186910e-01, -4.7099989571e-02, 5.2154168404e-01, 1.6608168209e-02},
{-4.7099989571e-02, 1.1761534388e-02, -1.2987843074e-01, -4.1615942391e-03},
{ 5.2154168404e-01, -1.2987843074e-01, 1.4653936514e+00, 1.5738321686e-02},
{ 1.6608168209e-02, -4.1615942391e-03, 1.5738321686e-02, 4.2348042340e-02},
};
double brown_x0[4] = { 25, 5, -5, -1 };
int
brown_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);
size_t i;
for (i = 0; i < 20; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_vector_set (f, i, ui * ui + vi * vi);
}
return GSL_SUCCESS;
}
int
brown_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);
size_t i;
for (i = 0; i < 20; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_matrix_set (df, i, 0, 2 * ui);
gsl_matrix_set (df, i, 1, 2 * ui * ti);
gsl_matrix_set (df, i, 2, 2 * vi);
gsl_matrix_set (df, i, 3, 2 * vi * sin (ti));
}
return GSL_SUCCESS;
}
int
brown_fdf (const gsl_vector * x, void *params,
gsl_vector * f, gsl_matrix * df)
{
brown_f (x, params, f);
brown_df (x, params, df);
return GSL_SUCCESS;
}
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