Blame multifit/test_lin2.c

Packit 67cb25
#define lin2_N         20  /* can be anything >= p */
Packit 67cb25
#define lin2_P         5
Packit 67cb25
Packit 67cb25
#define lin2_NTRIES    3
Packit 67cb25
Packit 67cb25
static double lin2_x0[lin2_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 };
Packit 67cb25
static double lin2_epsrel = 1.0e-11;
Packit 67cb25
Packit 67cb25
static void
Packit 67cb25
lin2_checksol(const double x[], const double sumsq,
Packit 67cb25
              const double epsrel, const char *sname,
Packit 67cb25
              const char *pname)
Packit 67cb25
{
Packit 67cb25
  size_t i;
Packit 67cb25
  const double n = (double) lin2_N;
Packit 67cb25
  const double sumsq_exact = 0.5 * (n*(n - 1.0)) / (2.0*n + 1.0);
Packit 67cb25
  const double sum_exact = 3.0 / (2.0*n + 1.0);
Packit 67cb25
  double sum = 0.0;
Packit 67cb25
Packit 67cb25
  gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
Packit 67cb25
               sname, pname);
Packit 67cb25
Packit 67cb25
  for (i = 0; i < lin2_P; ++i)
Packit 67cb25
    sum += (i + 1.0) * x[i];
Packit 67cb25
Packit 67cb25
  gsl_test_rel(sum, sum_exact, epsrel, "%s/%s coeff sum",
Packit 67cb25
               sname, pname);
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static int
Packit 67cb25
lin2_f (const gsl_vector * x, void *params, gsl_vector * f)
Packit 67cb25
{
Packit 67cb25
  size_t i, j;
Packit 67cb25
Packit 67cb25
  for (i = 0; i < lin2_N; ++i)
Packit 67cb25
    {
Packit 67cb25
      double fi = 0.0;
Packit 67cb25
Packit 67cb25
      for (j = 0; j < lin2_P; ++j)
Packit 67cb25
        {
Packit 67cb25
          double xj = gsl_vector_get(x, j);
Packit 67cb25
          fi += (j + 1) * xj;
Packit 67cb25
        }
Packit 67cb25
Packit 67cb25
      fi = (i + 1) * fi - 1.0;
Packit 67cb25
      gsl_vector_set(f, i, fi);
Packit 67cb25
    }
Packit 67cb25
Packit 67cb25
  return GSL_SUCCESS;
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static int
Packit 67cb25
lin2_df (const gsl_vector * x, void *params, gsl_matrix * J)
Packit 67cb25
{
Packit 67cb25
  size_t i, j;
Packit 67cb25
Packit 67cb25
  for (i = 0; i < lin2_N; ++i)
Packit 67cb25
    {
Packit 67cb25
      for (j = 0; j < lin2_P; ++j)
Packit 67cb25
        {
Packit 67cb25
          gsl_matrix_set(J, i, j, (i + 1.0) * (j + 1.0));
Packit 67cb25
        }
Packit 67cb25
    }
Packit 67cb25
Packit 67cb25
  return GSL_SUCCESS;
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static gsl_multifit_function_fdf lin2_func =
Packit 67cb25
{
Packit 67cb25
  &lin2_f,
Packit 67cb25
  &lin2_df,
Packit 67cb25
  NULL,
Packit 67cb25
  lin2_N,
Packit 67cb25
  lin2_P,
Packit 67cb25
  NULL,
Packit 67cb25
  0,
Packit 67cb25
  0
Packit 67cb25
};
Packit 67cb25
Packit 67cb25
static test_fdf_problem lin2_problem =
Packit 67cb25
{
Packit 67cb25
  "linear_rank1",
Packit 67cb25
  lin2_x0,
Packit 67cb25
  NULL,
Packit 67cb25
  &lin2_epsrel,
Packit 67cb25
  lin2_NTRIES,
Packit 67cb25
  &lin2_checksol,
Packit 67cb25
  &lin2_func
Packit 67cb25
};