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#define jennrich_N 10
#define jennrich_P 2
static double jennrich_x0[jennrich_P] = { 0.3, 0.4 };
static double jennrich_epsrel = 1.0e-7;
static double jennrich_J[jennrich_N * jennrich_P];
static void
jennrich_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 1.243621823556148e+02;
const double jennrich_x[jennrich_P] = { 2.578252139935855e-01,
2.578252133471426e-01 };
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < jennrich_P; ++i)
{
gsl_test_rel(x[i], jennrich_x[i], epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
jennrich_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double x1 = gsl_vector_get(x, 0);
double x2 = gsl_vector_get(x, 1);
size_t i;
for (i = 0; i < jennrich_N; ++i)
{
double ip1 = i + 1.0;
double fi = 2.0*(i + 2.0) - (exp(x1*ip1) + exp(x2*ip1));
gsl_vector_set(f, i, fi);
}
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
jennrich_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x,
const gsl_vector * u, void * params, gsl_vector * v,
gsl_matrix * JTJ)
{
gsl_matrix_view J = gsl_matrix_view_array(jennrich_J, jennrich_N, jennrich_P);
double x1 = gsl_vector_get(x, 0);
double x2 = gsl_vector_get(x, 1);
size_t i;
for (i = 0; i < jennrich_N; ++i)
{
double ip1 = i + 1.0;
gsl_matrix_set(&J.matrix, i, 0, -ip1*exp(ip1*x1));
gsl_matrix_set(&J.matrix, i, 1, -ip1*exp(ip1*x2));
}
if (v)
gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v);
if (JTJ)
gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ);
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static int
jennrich_fvv (const gsl_vector * x, const gsl_vector * v,
void *params, gsl_vector * fvv)
{
double x1 = gsl_vector_get(x, 0);
double x2 = gsl_vector_get(x, 1);
double v1 = gsl_vector_get(v, 0);
double v2 = gsl_vector_get(v, 1);
size_t i;
for (i = 0; i < jennrich_N; ++i)
{
double ip1 = i + 1.0;
double term1 = exp(ip1*x1);
double term2 = exp(ip1*x2);
gsl_vector_set(fvv, i, -ip1*ip1*(v1*v1*term1 + v2*v2*term2));
}
(void)params; /* avoid unused parameter warning */
return GSL_SUCCESS;
}
static gsl_multilarge_nlinear_fdf jennrich_func =
{
jennrich_f,
jennrich_df,
jennrich_fvv,
jennrich_N,
jennrich_P,
NULL,
0,
0,
0,
0
};
static test_fdf_problem jennrich_problem =
{
"jennrich",
jennrich_x0,
NULL,
&jennrich_epsrel,
&jennrich_checksol,
&jennrich_func
};
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