Blame multilarge_nlinear/test_lin2.c

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#define lin2_N         20  /* can be anything >= p */
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#define lin2_P         5
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static double lin2_x0[lin2_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 };
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static double lin2_epsrel = 1.0e-8;
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static double lin2_J[lin2_N * lin2_P];
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static void
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lin2_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) lin2_N;
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  const double sumsq_exact = 0.5 * (n*(n - 1.0)) / (2.0*n + 1.0);
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  const double sum_exact = 3.0 / (2.0*n + 1.0);
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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 = 0; i < lin2_P; ++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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lin2_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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  for (i = 0; i < lin2_N; ++i)
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    {
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      double fi = 0.0;
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      for (j = 0; j < lin2_P; ++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 + 1) * fi - 1.0;
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      gsl_vector_set(f, i, fi);
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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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lin2_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x,
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         const gsl_vector * u, void * params, gsl_vector * v,
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         gsl_matrix * JTJ)
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{
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  gsl_matrix_view J = gsl_matrix_view_array(lin2_J, lin2_N, lin2_P);
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  size_t i, j;
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  for (i = 0; i < lin2_N; ++i)
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    {
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      for (j = 0; j < lin2_P; ++j)
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        {
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          gsl_matrix_set(&J.matrix, i, j, (i + 1.0) * (j + 1.0));
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        }
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    }
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  if (v)
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    gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v);
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  if (JTJ)
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    gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ);
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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 int
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lin2_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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  (void)x; /* avoid unused parameter warnings */
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  (void)v;
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  (void)params;
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  gsl_vector_set_zero(fvv);
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  return GSL_SUCCESS;
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}
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static gsl_multilarge_nlinear_fdf lin2_func =
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{
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  lin2_f,
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  lin2_df,
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  lin2_fvv,
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  lin2_N,
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  lin2_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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  0
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};
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static test_fdf_problem lin2_problem =
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{
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  "linear_rank1",
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  lin2_x0,
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  NULL,
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  &lin2_epsrel,
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  &lin2_checksol,
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  &lin2_func
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};