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#include <stdlib.h>
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#include <stdio.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_matrix.h>
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#include <gsl/gsl_blas.h>
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#include <gsl/gsl_multifit_nlinear.h>
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int
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func_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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double x1 = gsl_vector_get(x, 0);
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double x2 = gsl_vector_get(x, 1);
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gsl_vector_set(f, 0, 100.0 * (x2 - x1*x1));
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gsl_vector_set(f, 1, 1.0 - x1);
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return GSL_SUCCESS;
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}
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int
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func_df (const gsl_vector * x, void *params, gsl_matrix * J)
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{
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double x1 = gsl_vector_get(x, 0);
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gsl_matrix_set(J, 0, 0, -200.0*x1);
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gsl_matrix_set(J, 0, 1, 100.0);
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gsl_matrix_set(J, 1, 0, -1.0);
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gsl_matrix_set(J, 1, 1, 0.0);
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return GSL_SUCCESS;
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}
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int
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func_fvv (const gsl_vector * x, const gsl_vector * v,
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void *params, gsl_vector * fvv)
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{
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double v1 = gsl_vector_get(v, 0);
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gsl_vector_set(fvv, 0, -200.0 * v1 * v1);
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gsl_vector_set(fvv, 1, 0.0);
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return GSL_SUCCESS;
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}
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void
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callback(const size_t iter, void *params,
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const gsl_multifit_nlinear_workspace *w)
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{
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gsl_vector * x = gsl_multifit_nlinear_position(w);
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/* print out current location */
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printf("%f %f\n",
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gsl_vector_get(x, 0),
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gsl_vector_get(x, 1));
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}
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void
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solve_system(gsl_vector *x0, gsl_multifit_nlinear_fdf *fdf,
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gsl_multifit_nlinear_parameters *params)
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{
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const gsl_multifit_nlinear_type *T = gsl_multifit_nlinear_trust;
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const size_t max_iter = 200;
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const double xtol = 1.0e-8;
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const double gtol = 1.0e-8;
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const double ftol = 1.0e-8;
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const size_t n = fdf->n;
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const size_t p = fdf->p;
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gsl_multifit_nlinear_workspace *work =
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gsl_multifit_nlinear_alloc(T, params, n, p);
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gsl_vector * f = gsl_multifit_nlinear_residual(work);
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gsl_vector * x = gsl_multifit_nlinear_position(work);
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int info;
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double chisq0, chisq, rcond;
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/* initialize solver */
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gsl_multifit_nlinear_init(x0, fdf, work);
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/* store initial cost */
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gsl_blas_ddot(f, f, &chisq0);
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/* iterate until convergence */
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gsl_multifit_nlinear_driver(max_iter, xtol, gtol, ftol,
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callback, NULL, &info, work);
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/* store final cost */
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gsl_blas_ddot(f, f, &chisq);
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/* store cond(J(x)) */
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gsl_multifit_nlinear_rcond(&rcond, work);
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/* print summary */
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fprintf(stderr, "NITER = %zu\n", gsl_multifit_nlinear_niter(work));
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fprintf(stderr, "NFEV = %zu\n", fdf->nevalf);
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fprintf(stderr, "NJEV = %zu\n", fdf->nevaldf);
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fprintf(stderr, "NAEV = %zu\n", fdf->nevalfvv);
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fprintf(stderr, "initial cost = %.12e\n", chisq0);
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fprintf(stderr, "final cost = %.12e\n", chisq);
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fprintf(stderr, "final x = (%.12e, %.12e)\n",
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gsl_vector_get(x, 0), gsl_vector_get(x, 1));
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fprintf(stderr, "final cond(J) = %.12e\n", 1.0 / rcond);
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printf("\n\n");
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gsl_multifit_nlinear_free(work);
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}
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int
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main (void)
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{
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const size_t n = 2;
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const size_t p = 2;
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gsl_vector *f = gsl_vector_alloc(n);
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gsl_vector *x = gsl_vector_alloc(p);
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gsl_multifit_nlinear_fdf fdf;
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gsl_multifit_nlinear_parameters fdf_params =
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gsl_multifit_nlinear_default_parameters();
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/* print map of Phi(x1, x2) */
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{
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double x1, x2, chisq;
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double *f1 = gsl_vector_ptr(f, 0);
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double *f2 = gsl_vector_ptr(f, 1);
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for (x1 = -1.2; x1 < 1.3; x1 += 0.1)
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{
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for (x2 = -0.5; x2 < 2.1; x2 += 0.1)
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{
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gsl_vector_set(x, 0, x1);
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gsl_vector_set(x, 1, x2);
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func_f(x, NULL, f);
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chisq = (*f1) * (*f1) + (*f2) * (*f2);
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printf("%f %f %f\n", x1, x2, chisq);
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}
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printf("\n");
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}
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printf("\n\n");
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}
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/* define function to be minimized */
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fdf.f = func_f;
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fdf.df = func_df;
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fdf.fvv = func_fvv;
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fdf.n = n;
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fdf.p = p;
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fdf.params = NULL;
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/* starting point */
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gsl_vector_set(x, 0, -0.5);
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gsl_vector_set(x, 1, 1.75);
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fprintf(stderr, "=== Solving system without acceleration ===\n");
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fdf_params.trs = gsl_multifit_nlinear_trs_lm;
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solve_system(x, &fdf, &fdf_params);
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fprintf(stderr, "=== Solving system with acceleration ===\n");
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fdf_params.trs = gsl_multifit_nlinear_trs_lmaccel;
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solve_system(x, &fdf, &fdf_params);
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gsl_vector_free(f);
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gsl_vector_free(x);
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return 0;
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}
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