Blame multifit/test_powell1.c

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#define powell1_N        4
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#define powell1_P        4
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#define powell1_NTRIES   4
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static double powell1_x0[powell1_P] = { 3.0, -1.0, 0.0, 1.0 };
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static double powell1_epsrel = 2.0e-5;
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static void
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powell1_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 = 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 = 0; i < powell1_P; ++i)
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    {
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      gsl_test_rel(x[i], 0.0, 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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powell1_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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  double x3 = gsl_vector_get (x, 2);
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  double x4 = gsl_vector_get (x, 3);
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  gsl_vector_set(f, 0, x1 + 10.0*x2);
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  gsl_vector_set(f, 1, sqrt(5.0) * (x3 - x4));
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  gsl_vector_set(f, 2, pow(x2 - 2.0*x3, 2.0));
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  gsl_vector_set(f, 3, sqrt(10.0) * pow((x1 - x4), 2.0));
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  return GSL_SUCCESS;
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}
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static int
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powell1_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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  double x2 = gsl_vector_get (x, 1);
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  double x3 = gsl_vector_get (x, 2);
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  double x4 = gsl_vector_get (x, 3);
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  double term1 = x2 - 2.0*x3;
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  double term2 = x1 - x4;
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  gsl_matrix_set(J, 0, 0, 1.0);
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  gsl_matrix_set(J, 0, 1, 10.0);
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  gsl_matrix_set(J, 0, 2, 0.0);
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  gsl_matrix_set(J, 0, 3, 0.0);
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  gsl_matrix_set(J, 1, 0, 0.0);
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  gsl_matrix_set(J, 1, 1, 0.0);
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  gsl_matrix_set(J, 1, 2, sqrt(5.0));
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  gsl_matrix_set(J, 1, 3, -sqrt(5.0));
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  gsl_matrix_set(J, 2, 0, 0.0);
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  gsl_matrix_set(J, 2, 1, 2.0*term1);
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  gsl_matrix_set(J, 2, 2, -4.0*term1);
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  gsl_matrix_set(J, 2, 3, 0.0);
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  gsl_matrix_set(J, 3, 0, 2.0*sqrt(10.0)*term2);
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  gsl_matrix_set(J, 3, 1, 0.0);
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  gsl_matrix_set(J, 3, 2, 0.0);
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  gsl_matrix_set(J, 3, 3, -2.0*sqrt(10.0)*term2);
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  return GSL_SUCCESS;
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}
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static gsl_multifit_function_fdf powell1_func =
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{
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  &powell1_f,
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  &powell1_df,
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  NULL,
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  powell1_N,
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  powell1_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 powell1_problem =
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{
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  "powell_singular",
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  powell1_x0,
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  NULL,
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  &powell1_epsrel,
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  powell1_NTRIES,
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  &powell1_checksol,
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  &powell1_func
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};