1 const size_t brown_N = 20;
2 const size_t brown_P = 4;
4 double brown_X[20][4] = {
5 {24.3485677, 4.71448798, -2.19486633, 2.69405755},
6 {22.4116222, 3.93075538, -1.42344852, 2.5233557},
7 {17.88886, 2.9290853, .125174936, -3.96823353},
8 {17.3237176, 2.99606803, 2.03285653, 2.28992327},
9 {17.0906508, 3.02485425, .296995153, .0876226126},
10 {16.578006, 3.1036312, -.18617941, .103262914},
11 {15.692993, 3.33088442, .0706406887, 1.05923955},
12 {14.3232177, 3.85604218, -2.3762839, -3.09486813},
13 {14.1279266, 3.97896121, .446109351, 1.40023753},
14 {13.6081961, 4.16435075, -1.51250057, -1.52510626},
15 {13.4295245, 4.22697223, -.196985195, .532009293},
16 {13.0176117, 4.3579261, -.353131208, .301377627},
17 {12.2713535, 4.62398535, -.00183585584, .894170703},
18 {11.0316144, 5.13967727, -2.38978772, -2.89510064},
19 {10.8807981, 5.24558004, .230495952, 1.27315117},
20 {10.4029264, 5.41141257, -1.5116632, -1.47615921},
21 {10.2574435, 5.46211045, -.299855732, .451893162},
22 {9.87863876, 5.57914292, -.368885288, .358086545},
23 {9.1894983, 5.82082741, -.230157969, .621476534},
24 {8.00589008, 6.27788753, -1.46022815, -1.33468082}
27 double brown_F[20] = {
50 double brown_cov[4][4] = {
51 { 1.8893186910e-01, -4.7099989571e-02, 5.2154168404e-01, 1.6608168209e-02},
52 {-4.7099989571e-02, 1.1761534388e-02, -1.2987843074e-01, -4.1615942391e-03},
53 { 5.2154168404e-01, -1.2987843074e-01, 1.4653936514e+00, 1.5738321686e-02},
54 { 1.6608168209e-02, -4.1615942391e-03, 1.5738321686e-02, 4.2348042340e-02},
57 double brown_x0[4] = { 25, 5, -5, -1 };
60 brown_f (const gsl_vector * x, void *params, gsl_vector * f)
62 double x0 = gsl_vector_get (x, 0);
63 double x1 = gsl_vector_get (x, 1);
64 double x2 = gsl_vector_get (x, 2);
65 double x3 = gsl_vector_get (x, 3);
68 for (i = 0; i < 20; i++)
70 double ti = 0.2 * (i + 1);
71 double ui = x0 + x1 * ti - exp (ti);
72 double vi = x2 + x3 * sin (ti) - cos (ti);
74 gsl_vector_set (f, i, ui * ui + vi * vi);
81 brown_df (const gsl_vector * x, void *params, gsl_matrix * df)
83 double x0 = gsl_vector_get (x, 0);
84 double x1 = gsl_vector_get (x, 1);
85 double x2 = gsl_vector_get (x, 2);
86 double x3 = gsl_vector_get (x, 3);
89 for (i = 0; i < 20; i++)
91 double ti = 0.2 * (i + 1);
92 double ui = x0 + x1 * ti - exp (ti);
93 double vi = x2 + x3 * sin (ti) - cos (ti);
95 gsl_matrix_set (df, i, 0, 2 * ui);
96 gsl_matrix_set (df, i, 1, 2 * ui * ti);
97 gsl_matrix_set (df, i, 2, 2 * vi);
98 gsl_matrix_set (df, i, 3, 2 * vi * sin (ti));
105 brown_fdf (const gsl_vector * x, void *params,
106 gsl_vector * f, gsl_matrix * df)
108 brown_f (x, params, f);
109 brown_df (x, params, df);