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#define vardim_N 7 /* p + 2 */
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#define vardim_P 5
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static double vardim_x0[vardim_P] = { 0.8, 0.6, 0.4, 0.2, 0.0 };
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static double vardim_epsrel = 1.0e-12;
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static double vardim_J[vardim_N * vardim_P];
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static void
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vardim_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 < vardim_P; ++i)
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{
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gsl_test_rel(x[i], 1.0, 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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vardim_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 = 0.0;
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for (i = 0; i < vardim_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, xi - 1.0);
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sum += (i + 1.0) * (xi - 1.0);
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}
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gsl_vector_set(f, vardim_P, sum);
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gsl_vector_set(f, vardim_P + 1, sum*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 int
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vardim_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(vardim_J, vardim_N, vardim_P);
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size_t i;
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double sum = 0.0;
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gsl_matrix_view m = gsl_matrix_submatrix(&J.matrix, 0, 0, vardim_P, vardim_P);
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gsl_matrix_set_identity(&m.matrix);
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for (i = 0; i < vardim_P; ++i)
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{
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double xi = gsl_vector_get(x, i);
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sum += (i + 1.0) * (xi - 1.0);
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}
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for (i = 0; i < vardim_P; ++i)
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{
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gsl_matrix_set(&J.matrix, vardim_P, i, i + 1.0);
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gsl_matrix_set(&J.matrix, vardim_P + 1, i, 2*(i + 1.0)*sum);
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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)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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vardim_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;
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double sum = 0.0;
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gsl_vector_set_zero(fvv);
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for (i = 0; i < vardim_P; ++i)
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{
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double vi = gsl_vector_get(v, i);
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sum += (i + 1.0) * vi;
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}
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gsl_vector_set(fvv, vardim_N - 1, 2.0 * sum * sum);
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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_multilarge_nlinear_fdf vardim_func =
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{
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vardim_f,
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vardim_df,
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vardim_fvv,
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vardim_N,
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vardim_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 vardim_problem =
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{
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"vardim",
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vardim_x0,
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NULL,
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&vardim_epsrel,
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&vardim_checksol,
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&vardim_func
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67cb25 |
};
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