Blame multifit_nlinear/test_brown2.c

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#define brown2_N        5
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#define brown2_P        5
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static double brown2_x0[brown2_P] = { 0.5, 0.5, 0.5, 0.5, 0.5 };
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static double brown2_epsrel = 1.0e-12;
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static void
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brown2_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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  double sumsq_exact;
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  double alpha;
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  const double p = (double) brown2_P;
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  double alpha1mp, lhs, lastel;
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  if (sumsq < 0.5)
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    {
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      /* sumsq = 0 case */
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      sumsq_exact = 0.0;
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      alpha = x[0];
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      alpha1mp = pow(alpha, 1.0 - p);
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      lhs = p*pow(alpha, p) - (p + 1)/alpha1mp;
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      lastel = alpha1mp;
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      gsl_test_rel(lhs, -1.0, epsrel, "%s/%s alpha lhs",
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                   sname, pname);
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    }
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  else
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    {
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      /* sumsq = 1 case */
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      sumsq_exact = 1.0;
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      alpha = 0.0;
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      lastel = p + 1.0;
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    }
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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 < brown2_P - 1; ++i)
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    {
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      gsl_test_rel(x[i], alpha, epsrel, "%s/%s i=%zu",
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                   sname, pname, i);
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    }
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  gsl_test_rel(x[brown2_P - 1], lastel, epsrel, "%s/%s last element",
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               sname, pname);
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}
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static int
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brown2_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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  size_t i;
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  double sum = -(brown2_N + 1.0);
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  double prod = 1.0;
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  for (i = 0; i < brown2_N; ++i)
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    {
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      double xi = gsl_vector_get(x, i);
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      sum += xi;
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      prod *= xi;
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    }
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  for (i = 0; i < brown2_N - 1; ++i)
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    {
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      double xi = gsl_vector_get(x, i);
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      gsl_vector_set(f, i, xi + sum);
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    }
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  gsl_vector_set(f, brown2_N - 1, prod - 1.0);
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  (void)params; /* avoid unused parameter warning */
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  return GSL_SUCCESS;
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}
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static int
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brown2_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 (j = 0; j < brown2_P; ++j)
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    {
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      double prod = 1.0;
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      for (i = 0; i < brown2_N - 1; i++)
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        {
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          double Jij = (i == j) ? 2.0 : 1.0;
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          gsl_matrix_set(J, i, j, Jij);
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        }
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      for (i = 0; i < brown2_N; i++)
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        {
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          if (i != j)
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            prod *= gsl_vector_get(x, i);
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        }
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      gsl_matrix_set(J, brown2_N - 1, j, prod);
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    }
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  (void)params; /* avoid unused parameter warning */
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  return GSL_SUCCESS;
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}
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static int
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brown2_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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  size_t i, j, k;
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  double sum = 0.0;
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  gsl_vector_set_zero(fvv);
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  for (k = 0; k < brown2_P; ++k)
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    {
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      double vk = gsl_vector_get(v, k);
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      for (i = 0; i < brown2_P; ++i)
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        {
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          double vi = gsl_vector_get(v, i);
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          double delta = (i == k) ? 1.0 : 0.0;
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          double prod = 1.0;
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          for (j = 0; j < brown2_N; ++j)
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            {
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              if (j != i && j != k)
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                {
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                  double xj = gsl_vector_get(x, j);
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                  prod *= xj;
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                }
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            }
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          sum += vk * vi * (1.0 - delta) * prod;
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        }
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    }
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  gsl_vector_set(fvv, brown2_N - 1, sum);
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  (void)params; /* avoid unused parameter warning */
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  return GSL_SUCCESS;
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}
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static gsl_multifit_nlinear_fdf brown2_func =
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{
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  brown2_f,
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  brown2_df,
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  brown2_fvv,
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  brown2_N,
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  brown2_P,
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  NULL,
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  0,
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  0,
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  0
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};
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static test_fdf_problem brown2_problem =
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{
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  "brown_almost_linear",
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  brown2_x0,
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  NULL,
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  NULL,
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  &brown2_epsrel,
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  &brown2_checksol,
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  &brown2_func
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};