Blame multifit/test_lin1.c

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#define lin1_N         11  /* can be anything >= p */
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#define lin1_P         5
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#define lin1_NTRIES    3
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static double lin1_x0[lin1_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 };
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static double lin1_epsrel = 1.0e-10;
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static void
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lin1_checksol(const double x[], const double sumsq,
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              const double epsrel, const char *sname,
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              const char *pname)
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{
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  size_t i;
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  const double sumsq_exact = (double) (lin1_N - lin1_P);
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  gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
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               sname, pname);
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  for (i = 0; i < lin1_P; ++i)
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    {
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      gsl_test_rel(x[i], -1.0, epsrel, "%s/%s i=%zu",
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                   sname, pname, i);
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    }
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}
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static int
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lin1_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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  size_t i, j;
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  for (i = 0; i < lin1_N; ++i)
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    {
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      double fi = 0.0;
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      for (j = 0; j < lin1_P; ++j)
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        {
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          double xj = gsl_vector_get(x, j);
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          double Aij = (i == j) ? 1.0 : 0.0;
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          Aij -= 2.0 / lin1_N;
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          fi += Aij * xj;
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        }
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      fi -= 1.0;
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      gsl_vector_set(f, i, fi);
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    }
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  return GSL_SUCCESS;
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}
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static int
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lin1_df (const gsl_vector * x, void *params, gsl_matrix * J)
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{
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  size_t i, j;
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  for (i = 0; i < lin1_N; ++i)
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    {
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      for (j = 0; j < lin1_P; ++j)
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        {
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          double Jij = (i == j) ? 1.0 : 0.0;
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          Jij -= 2.0 / lin1_N;
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          gsl_matrix_set(J, i, j, Jij);
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        }
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    }
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  return GSL_SUCCESS;
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}
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static gsl_multifit_function_fdf lin1_func =
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{
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  &lin1_f,
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  &lin1_df,
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  NULL,
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  lin1_N,
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  lin1_P,
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  NULL,
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  0,
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  0
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};
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static test_fdf_problem lin1_problem =
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{
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  "linear_full",
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  lin1_x0,
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  NULL,
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  &lin1_epsrel,
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  lin1_NTRIES,
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  &lin1_checksol,
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  &lin1_func
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};