optimization/test_functions/extended_powell_hessian1.m

   1 function H = extended_powell_hessian1(x)
   2   ##
   3   ## The Hessian of the extended Powell function. See
   4   ## extended_powell1.m for more information.
   5   ##
   6   ## Since the number of arguments is variable, we take a vector
   7   ## instead of its individual components.
   8   ##
   9   n = length(x);
  10
  11   if (odd(n))
  12     ## 'm' below must be an integer.
  13     H = NA;
  14     return;
  15   end
  16
  17   m = n / 4;
  18   H = zeros(n, n);
  19
  20   % The extended Powell is simply a sum of Powell
  21   % applications.
  22   for k = [ 1 : m ]
  23     y1 = x(4*k - 3);
  24     y2 = x(4*k - 2);
  25     y3 = x(4*k - 1);
  26     y4 = x(4*k);
  27
  28     H_k = powell_hessian(y1, y2, y3, y4);
  29
  30     for i = [ 1 : 4 ]
  31       for j = [ 1 : 4 ]
  32         H(4*(k-1) + i, 4*(k-1) + j) = ...
  33           H(4*(k-1) + i, 4*(k-1) + j) + H_k(i,j);
  34       end
  35     end
  36
  37   end
  38 end