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#define penalty1_P 10
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#define penalty1_N (penalty1_P + 1)
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static double penalty1_x0[penalty1_P] = { 1.0, 2.0, 3.0, 4.0, 5.0,
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6.0, 7.0, 8.0, 9.0, 10.0 };
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static double penalty1_epsrel = 1.0e-12;
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static void
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penalty1_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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const double sumsq_exact = 7.08765146709037993e-05;
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gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
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sname, pname);
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(void)x; /* avoid unused parameter warning */
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}
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static int
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penalty1_f (const gsl_vector * x, void *params, gsl_vector * f)
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{
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const double alpha = 1.0e-5;
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const double sqrt_alpha = sqrt(alpha);
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size_t i;
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double sum = 0.0;
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for (i = 0; i < penalty1_P; ++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, sqrt_alpha*(xi - 1.0));
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sum += xi * xi;
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}
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gsl_vector_set(f, penalty1_N - 1, sum - 0.25);
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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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penalty1_df (const gsl_vector * x, void *params, gsl_matrix * J)
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{
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const double alpha = 1.0e-5;
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const double sqrt_alpha = sqrt(alpha);
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size_t i;
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gsl_matrix_view m = gsl_matrix_submatrix(J, 0, 0, penalty1_P, penalty1_P);
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gsl_vector_view diag = gsl_matrix_diagonal(&m.matrix);
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gsl_matrix_set_zero(&m.matrix);
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gsl_vector_set_all(&diag.vector, sqrt_alpha);
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for (i = 0; i < penalty1_P; ++i)
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{
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double xi = gsl_vector_get(x, i);
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gsl_matrix_set(J, penalty1_N - 1, i, 2.0 * xi);
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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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penalty1_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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double u;
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gsl_vector_set_zero(fvv);
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gsl_blas_ddot(v, v, &u);
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gsl_vector_set(fvv, penalty1_N - 1, 2.0 * u);
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(void)x; /* avoid unused parameter warning */
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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 penalty1_func =
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{
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penalty1_f,
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penalty1_df,
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penalty1_fvv,
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penalty1_N,
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penalty1_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 penalty1_problem =
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{
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"penalty1",
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penalty1_x0,
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NULL,
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NULL,
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&penalty1_epsrel,
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&penalty1_checksol,
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&penalty1_func
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};
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