Blame multifit/test_lin3.c

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#define lin3_N         50  /* can be anything >= p */
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#define lin3_P         10  /* >= 3 */
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#define lin3_NTRIES    3
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static double lin3_x0[lin3_P] = { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
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static double lin3_epsrel = 1.0e-10;
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static void
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lin3_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 n = (double) lin3_N;
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  const double sumsq_exact = 0.5 * (n*n + 3*n - 6.0) / (2*n - 3.0);
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  const double sum_exact = 3.0 / (2.0*n - 3.0);
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  double sum = 0.0;
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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 = 1; i < lin3_P - 1; ++i)
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    sum += (i + 1.0) * x[i];
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  gsl_test_rel(sum, sum_exact, epsrel, "%s/%s coeff sum",
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               sname, pname);
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}
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static int
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lin3_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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  gsl_vector_set(f, 0, -1.0);
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  gsl_vector_set(f, lin3_N - 1, -1.0);
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  for (i = 1; i < lin3_N - 1; ++i)
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    {
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      double fi = 0.0;
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      for (j = 1; j < lin3_P - 1; ++j)
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        {
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          double xj = gsl_vector_get(x, j);
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          fi += (j + 1) * xj;
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        }
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      fi = i * 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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lin3_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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  gsl_matrix_set_zero(J);
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  for (i = 1; i < lin3_N - 1; ++i)
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    {
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      for (j = 1; j < lin3_P - 1; ++j)
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        {
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          gsl_matrix_set(J, i, j, i * (j + 1.0));
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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 lin3_func =
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{
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  &lin3_f,
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  &lin3_df,
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  NULL,
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  lin3_N,
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  lin3_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 lin3_problem =
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{
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  "linear_rank1zeros",
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  lin3_x0,
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  NULL,
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  &lin3_epsrel,
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  lin3_NTRIES,
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  &lin3_checksol,
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  &lin3_func
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};