rosen

The rosen test directory has examples of the Rosenbrock function which is \(f(x,y) = 100(y-x^2)^2 + (1-x)^2\)

Because the Rosenbrock function is a simple polynomial, the Smolyak method provides the best approach. However, Monte Carlo and Latin Hypecube examples are provided for comparison.

Different test programs which implement the Rosenbrock function are provided as examples of using Python, C, and Matlab code.

Contents

rosen.py

Example using Smolyak

rosen_c.py

Example using rosen_cprog with Smolyak

rosen_ml.py

Example using rosen.m with Smolyak

rosen_mc.py

Example using MonteCarlo

rosen_lhs.py

Example using LHS

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rosen_prog.py

Test program written in Python

rosen_cprog.c

Test program written in C.

rosen.m

Test program for Matlab or Octave.

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Makefile

Makefile for rosen_cprog