1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
|
#define lin1_N 11 /* can be anything >= p */
#define lin1_P 5
#define lin1_NTRIES 3
static double lin1_x0[lin1_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 };
static double lin1_epsrel = 1.0e-10;
static void
lin1_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = (double) (lin1_N - lin1_P);
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < lin1_P; ++i)
{
gsl_test_rel(x[i], -1.0, epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
lin1_f (const gsl_vector * x, void *params, gsl_vector * f)
{
size_t i, j;
for (i = 0; i < lin1_N; ++i)
{
double fi = 0.0;
for (j = 0; j < lin1_P; ++j)
{
double xj = gsl_vector_get(x, j);
double Aij = (i == j) ? 1.0 : 0.0;
Aij -= 2.0 / lin1_N;
fi += Aij * xj;
}
fi -= 1.0;
gsl_vector_set(f, i, fi);
}
return GSL_SUCCESS;
}
static int
lin1_df (const gsl_vector * x, void *params, gsl_matrix * J)
{
size_t i, j;
for (i = 0; i < lin1_N; ++i)
{
for (j = 0; j < lin1_P; ++j)
{
double Jij = (i == j) ? 1.0 : 0.0;
Jij -= 2.0 / lin1_N;
gsl_matrix_set(J, i, j, Jij);
}
}
return GSL_SUCCESS;
}
static gsl_multifit_function_fdf lin1_func =
{
&lin1_f,
&lin1_df,
NULL,
lin1_N,
lin1_P,
NULL,
0,
0
};
static test_fdf_problem lin1_problem =
{
"linear_full",
lin1_x0,
NULL,
&lin1_epsrel,
lin1_NTRIES,
&lin1_checksol,
&lin1_func
};
|
