#define brown1_N 20
#define brown1_P 4
#define brown1_NTRIES 3
static double brown1_x0[brown1_P] = { 25, 5, -5, -1 };
static double brown1_epsrel = 1.0e-6;
static void
brown1_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 8.582220162635628e+04;
const double brown1_x[brown1_P] = {
-1.159443990239263e+01, 1.320363005221244e+01,
-4.034395456782477e-01, 2.367789088597534e-01 };
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < brown1_P; ++i)
{
gsl_test_rel(x[i], brown1_x[i], epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
brown1_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
double x2 = gsl_vector_get (x, 2);
double x3 = gsl_vector_get (x, 3);
size_t i;
for (i = 0; i < brown1_N; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_vector_set (f, i, ui * ui + vi * vi);
}
return GSL_SUCCESS;
}
static int
brown1_df (const gsl_vector * x, void *params, gsl_matrix * df)
{
double x0 = gsl_vector_get (x, 0);
double x1 = gsl_vector_get (x, 1);
double x2 = gsl_vector_get (x, 2);
double x3 = gsl_vector_get (x, 3);
size_t i;
for (i = 0; i < brown1_N; i++)
{
double ti = 0.2 * (i + 1);
double ui = x0 + x1 * ti - exp (ti);
double vi = x2 + x3 * sin (ti) - cos (ti);
gsl_matrix_set (df, i, 0, 2 * ui);
gsl_matrix_set (df, i, 1, 2 * ui * ti);
gsl_matrix_set (df, i, 2, 2 * vi);
gsl_matrix_set (df, i, 3, 2 * vi * sin (ti));
}
return GSL_SUCCESS;
}
static gsl_multifit_function_fdf brown1_func =
{
&brown1_f,
&brown1_df,
NULL,
brown1_N,
brown1_P,
NULL,
0,
0
};
static test_fdf_problem brown1_problem =
{
"brown_dennis",
brown1_x0,
NULL,
&brown1_epsrel,
brown1_NTRIES,
&brown1_checksol,
&brown1_func
};