#define enso_N 168
#define enso_P 9
#define enso_NTRIES 1
static double enso_x0[enso_P] = { 10.0, 3.0, 0.5, 44.0, -1.5, 0.5, 26.0, 0.1, 1.5 };
static double enso_epsrel = 1.0e-3;
static double enso_sigma[enso_P] = {
1.7488832467E-01,
2.4310052139E-01,
2.4354686618E-01,
9.4408025976E-01,
2.8078369611E-01,
4.8073701119E-01,
4.1612939130E-01,
5.1460022911E-01,
2.5434468893E-01
};
static double enso_F[enso_N] = {
12.90000,
11.30000,
10.60000,
11.20000,
10.90000,
7.500000,
7.700000,
11.70000,
12.90000,
14.30000,
10.90000,
13.70000,
17.10000,
14.00000,
15.30000,
8.500000,
5.700000,
5.500000,
7.600000,
8.600000,
7.300000,
7.600000,
12.70000,
11.00000,
12.70000,
12.90000,
13.00000,
10.90000,
10.400000,
10.200000,
8.000000,
10.90000,
13.60000,
10.500000,
9.200000,
12.40000,
12.70000,
13.30000,
10.100000,
7.800000,
4.800000,
3.000000,
2.500000,
6.300000,
9.700000,
11.60000,
8.600000,
12.40000,
10.500000,
13.30000,
10.400000,
8.100000,
3.700000,
10.70000,
5.100000,
10.400000,
10.90000,
11.70000,
11.40000,
13.70000,
14.10000,
14.00000,
12.50000,
6.300000,
9.600000,
11.70000,
5.000000,
10.80000,
12.70000,
10.80000,
11.80000,
12.60000,
15.70000,
12.60000,
14.80000,
7.800000,
7.100000,
11.20000,
8.100000,
6.400000,
5.200000,
12.00000,
10.200000,
12.70000,
10.200000,
14.70000,
12.20000,
7.100000,
5.700000,
6.700000,
3.900000,
8.500000,
8.300000,
10.80000,
16.70000,
12.60000,
12.50000,
12.50000,
9.800000,
7.200000,
4.100000,
10.60000,
10.100000,
10.100000,
11.90000,
13.60000,
16.30000,
17.60000,
15.50000,
16.00000,
15.20000,
11.20000,
14.30000,
14.50000,
8.500000,
12.00000,
12.70000,
11.30000,
14.50000,
15.10000,
10.400000,
11.50000,
13.40000,
7.500000,
0.6000000,
0.3000000,
5.500000,
5.000000,
4.600000,
8.200000,
9.900000,
9.200000,
12.50000,
10.90000,
9.900000,
8.900000,
7.600000,
9.500000,
8.400000,
10.70000,
13.60000,
13.70000,
13.70000,
16.50000,
16.80000,
17.10000,
15.40000,
9.500000,
6.100000,
10.100000,
9.300000,
5.300000,
11.20000,
16.60000,
15.60000,
12.00000,
11.50000,
8.600000,
13.80000,
8.700000,
8.600000,
8.600000,
8.700000,
12.80000,
13.20000,
14.00000,
13.40000,
14.80000
};
static void
enso_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 7.8853978668E+02;
const double enso_x[enso_P] = {
1.0510749193E+01, 3.0762128085E+00, 5.3280138227E-01,
4.4311088700E+01, -1.6231428586E+00, 5.2554493756E-01,
2.6887614440E+01, 2.1232288488E-01, 1.4966870418E+00 };
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < enso_P; ++i)
{
gsl_test_rel(x[i], enso_x[i], epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
enso_f (const gsl_vector * x, void *params, gsl_vector * f)
{
double b[enso_P];
size_t i;
for (i = 0; i < enso_P; i++)
{
b[i] = gsl_vector_get(x, i);
}
for (i = 0; i < enso_N; i++)
{
double t = (i + 1.0);
double y;
y = b[0];
y += b[1] * cos(2*M_PI*t/12);
y += b[2] * sin(2*M_PI*t/12);
y += b[4] * cos(2*M_PI*t/b[3]);
y += b[5] * sin(2*M_PI*t/b[3]);
y += b[7] * cos(2*M_PI*t/b[6]);
y += b[8] * sin(2*M_PI*t/b[6]);
gsl_vector_set (f, i, enso_F[i] - y);
}
return GSL_SUCCESS;
}
static int
enso_df (const gsl_vector * x, void *params, gsl_matrix * df)
{
double b[enso_P];
size_t i;
for (i = 0; i < enso_P; i++)
{
b[i] = gsl_vector_get(x, i);
}
for (i = 0; i < enso_N; i++)
{
double t = (i + 1.0);
gsl_matrix_set (df, i, 0, -1.0);
gsl_matrix_set (df, i, 1, -cos(2*M_PI*t/12));
gsl_matrix_set (df, i, 2, -sin(2*M_PI*t/12));
gsl_matrix_set (df, i, 3,
-b[4]*(2*M_PI*t/(b[3]*b[3]))*sin(2*M_PI*t/b[3])
+b[5]*(2*M_PI*t/(b[3]*b[3]))*cos(2*M_PI*t/b[3]));
gsl_matrix_set (df, i, 4, -cos(2*M_PI*t/b[3]));
gsl_matrix_set (df, i, 5, -sin(2*M_PI*t/b[3]));
gsl_matrix_set (df, i, 6,
-b[7] * (2*M_PI*t/(b[6]*b[6])) * sin(2*M_PI*t/b[6])
+b[8] * (2*M_PI*t/(b[6]*b[6])) * cos(2*M_PI*t/b[6]));
gsl_matrix_set (df, i, 7, -cos(2*M_PI*t/b[6]));
gsl_matrix_set (df, i, 8, -sin(2*M_PI*t/b[6]));
}
return GSL_SUCCESS;
}
static gsl_multifit_function_fdf enso_func =
{
&enso_f,
&enso_df,
NULL,
enso_N,
enso_P,
NULL,
0,
0
};
static test_fdf_problem enso_problem =
{
"nist-ENSO",
enso_x0,
enso_sigma,
&enso_epsrel,
enso_NTRIES,
&enso_checksol,
&enso_func
};