Blame multilarge_nlinear/test_biggs.c

Packit 67cb25
#define biggs_N         6  /* >= p */
Packit 67cb25
#define biggs_P         6
Packit 67cb25
Packit 67cb25
/* dogleg method has trouble converging from recommended starting point,
Packit 67cb25
 * so we use an x0 which is a little closer to the true solution */
Packit 67cb25
/*static double biggs_x0[biggs_P] = { 1.0, 2.0, 1.0, 1.0, 1.0, 1.0 };*/
Packit 67cb25
static double biggs_x0[biggs_P] = { 1.0, 8.0, 1.0, 2.0, 3.0, 2.0 };
Packit 67cb25
static double biggs_epsrel = 1.0e-9;
Packit 67cb25
Packit 67cb25
static double biggs_J[biggs_N * biggs_P];
Packit 67cb25
Packit 67cb25
static void
Packit 67cb25
biggs_checksol(const double x[], const double sumsq,
Packit 67cb25
               const double epsrel, const char *sname,
Packit 67cb25
               const char *pname)
Packit 67cb25
{
Packit 67cb25
#if 0
Packit 67cb25
  const double sumsq_exact = 0.0;
Packit 67cb25
#endif
Packit 67cb25
  const double biggs_x[biggs_P] = { 1.0, 10.0, 1.0, 5.0, 4.0, 3.0 };
Packit 67cb25
  const double norm_exact = 12.3288280059380;
Packit 67cb25
  gsl_vector_const_view v = gsl_vector_const_view_array(biggs_x, biggs_P);
Packit 67cb25
  double norm = gsl_blas_dnrm2(&v.vector);
Packit 67cb25
Packit 67cb25
#if 0
Packit 67cb25
  /* some solvers have difficulty reaching sumsq = 0 to sufficient
Packit 67cb25
   * decimal places */
Packit 67cb25
  gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
Packit 67cb25
               sname, pname);
Packit 67cb25
#endif
Packit 67cb25
Packit 67cb25
  /*
Packit 67cb25
   * the solution vector is not unique due to permutations, so test
Packit 67cb25
   * the norm instead of individual elements
Packit 67cb25
   */
Packit 67cb25
  gsl_test_rel(norm, norm_exact, epsrel, "%s/%s norm",
Packit 67cb25
               sname, pname);
Packit 67cb25
Packit 67cb25
  (void)x;     /* avoid unused parameter warning */
Packit 67cb25
  (void)sumsq; /* avoid unused parameter warning */
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static int
Packit 67cb25
biggs_f (const gsl_vector * x, void *params, gsl_vector * f)
Packit 67cb25
{
Packit 67cb25
  double x1 = gsl_vector_get(x, 0);
Packit 67cb25
  double x2 = gsl_vector_get(x, 1);
Packit 67cb25
  double x3 = gsl_vector_get(x, 2);
Packit 67cb25
  double x4 = gsl_vector_get(x, 3);
Packit 67cb25
  double x5 = gsl_vector_get(x, 4);
Packit 67cb25
  double x6 = gsl_vector_get(x, 5);
Packit 67cb25
  size_t i;
Packit 67cb25
Packit 67cb25
  for (i = 0; i < biggs_N; ++i)
Packit 67cb25
    {
Packit 67cb25
      double ti = 0.1 * (i + 1.0);
Packit 67cb25
      double yi = exp(-ti) - 5*exp(-10*ti) + 3*exp(-4*ti);
Packit 67cb25
      double fi = x3*exp(-ti*x1) - x4*exp(-ti*x2) + x6*exp(-ti*x5) - yi;
Packit 67cb25
Packit 67cb25
      gsl_vector_set(f, i, fi);
Packit 67cb25
    }
Packit 67cb25
Packit 67cb25
  (void)params; /* avoid unused parameter warning */
Packit 67cb25
Packit 67cb25
  return GSL_SUCCESS;
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static int
Packit 67cb25
biggs_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x,
Packit 67cb25
          const gsl_vector * u, void * params, gsl_vector * v,
Packit 67cb25
          gsl_matrix * JTJ)
Packit 67cb25
{
Packit 67cb25
  gsl_matrix_view J = gsl_matrix_view_array(biggs_J, biggs_N, biggs_P);
Packit 67cb25
  double x1 = gsl_vector_get(x, 0);
Packit 67cb25
  double x2 = gsl_vector_get(x, 1);
Packit 67cb25
  double x3 = gsl_vector_get(x, 2);
Packit 67cb25
  double x4 = gsl_vector_get(x, 3);
Packit 67cb25
  double x5 = gsl_vector_get(x, 4);
Packit 67cb25
  double x6 = gsl_vector_get(x, 5);
Packit 67cb25
  size_t i;
Packit 67cb25
Packit 67cb25
  for (i = 0; i < biggs_N; ++i)
Packit 67cb25
    {
Packit 67cb25
      double ti = 0.1 * (i + 1.0);
Packit 67cb25
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 0, -ti*x3*exp(-ti*x1));
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 1, ti*x4*exp(-ti*x2));
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 2, exp(-ti*x1));
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 3, -exp(-ti*x2));
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 4, -ti*x6*exp(-ti*x5));
Packit 67cb25
      gsl_matrix_set(&J.matrix, i, 5, exp(-ti*x5));
Packit 67cb25
    }
Packit 67cb25
Packit 67cb25
  if (v)
Packit 67cb25
    gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v);
Packit 67cb25
Packit 67cb25
  if (JTJ)
Packit 67cb25
    gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ);
Packit 67cb25
Packit 67cb25
  (void)params; /* avoid unused parameter warning */
Packit 67cb25
Packit 67cb25
  return GSL_SUCCESS;
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static int
Packit 67cb25
biggs_fvv (const gsl_vector * x, const gsl_vector * v,
Packit 67cb25
           void *params, gsl_vector * fvv)
Packit 67cb25
{
Packit 67cb25
  double x1 = gsl_vector_get(x, 0);
Packit 67cb25
  double x2 = gsl_vector_get(x, 1);
Packit 67cb25
  double x3 = gsl_vector_get(x, 2);
Packit 67cb25
  double x4 = gsl_vector_get(x, 3);
Packit 67cb25
  double x5 = gsl_vector_get(x, 4);
Packit 67cb25
  double x6 = gsl_vector_get(x, 5);
Packit 67cb25
  double v1 = gsl_vector_get(v, 0);
Packit 67cb25
  double v2 = gsl_vector_get(v, 1);
Packit 67cb25
  double v3 = gsl_vector_get(v, 2);
Packit 67cb25
  double v4 = gsl_vector_get(v, 3);
Packit 67cb25
  double v5 = gsl_vector_get(v, 4);
Packit 67cb25
  double v6 = gsl_vector_get(v, 5);
Packit 67cb25
  size_t i;
Packit 67cb25
Packit 67cb25
  for (i = 0; i < biggs_N; ++i)
Packit 67cb25
    {
Packit 67cb25
      double ti = 0.1 * (i + 1.0);
Packit 67cb25
      double term1 = exp(-ti * x1);
Packit 67cb25
      double term2 = exp(-ti * x2);
Packit 67cb25
      double term3 = exp(-ti * x5);
Packit 67cb25
Packit 67cb25
      gsl_vector_set(fvv, i, ti * term1 * term2 * term3 *
Packit 67cb25
                             (v1/(term2*term3)*(-2*v3 + ti*v1*x3) -
Packit 67cb25
                              v2/(term1*term3)*(-2*v4 + ti*v2*x4) +
Packit 67cb25
                              v5/(term1*term2)*(-2*v6 + ti*v5*x6)));
Packit 67cb25
    }
Packit 67cb25
Packit 67cb25
  (void)params; /* avoid unused parameter warning */
Packit 67cb25
Packit 67cb25
  return GSL_SUCCESS;
Packit 67cb25
}
Packit 67cb25
Packit 67cb25
static gsl_multilarge_nlinear_fdf biggs_func =
Packit 67cb25
{
Packit 67cb25
  biggs_f,
Packit 67cb25
  biggs_df,
Packit 67cb25
  biggs_fvv,
Packit 67cb25
  biggs_N,
Packit 67cb25
  biggs_P,
Packit 67cb25
  NULL,
Packit 67cb25
  0,
Packit 67cb25
  0,
Packit 67cb25
  0,
Packit 67cb25
  0
Packit 67cb25
};
Packit 67cb25
Packit 67cb25
static test_fdf_problem biggs_problem =
Packit 67cb25
{
Packit 67cb25
  "biggs",
Packit 67cb25
  biggs_x0,
Packit 67cb25
  NULL,
Packit 67cb25
  &biggs_epsrel,
Packit 67cb25
  &biggs_checksol,
Packit 67cb25
  &biggs_func
Packit 67cb25
};