optimization/test_functions/extended_rosenbrock_hessian1.m

   1 function H = extended_rosenbrock_hessian1(x)
   2   ##
   3   ## The Hessian of the extended Rosenbrock function. See
   4   ## extended_rosenbrock1.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 / 2;
  18   H = zeros(n, n);
  19
  20   % The extended Rosenbrock is simply a sum of Rosenbrock
  21   % applications.
  22   for k = [ 1 : m ]
  23     y1 = x(2*k - 1);
  24     y2 = x(2*k);
  25
  26     H_k = rosenbrock_hessian(y1, y2);
  27
  28     H(2*k - 1, 2*k - 1) = H(2*k - 1, 2*k - 1) + H_k(1,1);
  29     H(2*k - 1, 2*k) = H(2*k - 1, 2*k) + H_k(1,2);
  30     H(2*k, 2*k - 1) = H(2*k, 2*k - 1) + H_k(2,1);
  31     H(2*k, 2*k) = H(2*k, 2*k) + H_k(2,2);
  32   end
  33 end