Function rosen_derivative

examples/optimization_ex.cpp:52–68

This is a helper function used while optimizing the rosen() function.

// This is a helper function used while optimizing the rosen() function.  
const column_vector rosen_derivative (const column_vector& m)
/*!
    ensures
        - returns the gradient vector for the rosen function
!*/
{
    const double x = m(0);
    const double y = m(1);

    // make us a column vector of length 2
    column_vector res(2);

    // now compute the gradient vector
    res(0) = -400*x*(y-x*x) - 2*(1-x); // derivative of rosen() with respect to x
    res(1) = 200*(y-x*x);              // derivative of rosen() with respect to y
    return res;
}

// This function computes the Hessian matrix for the rosen() function.  This is
// the matrix of second derivatives.