#define vardim_N 7 /* p + 2 */
#define vardim_P 5
#define vardim_NTRIES 4
static double vardim_x0[vardim_P] = { 0.8, 0.6, 0.4, 0.2, 0.0 };
static double vardim_epsrel = 1.0e-12;
static void
vardim_checksol(const double x[], const double sumsq,
const double epsrel, const char *sname,
const char *pname)
{
size_t i;
const double sumsq_exact = 0.0;
gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq",
sname, pname);
for (i = 0; i < vardim_P; ++i)
{
gsl_test_rel(x[i], 1.0, epsrel, "%s/%s i=%zu",
sname, pname, i);
}
}
static int
vardim_f (const gsl_vector * x, void *params, gsl_vector * f)
{
size_t i;
double sum = 0.0;
for (i = 0; i < vardim_P; ++i)
{
double xi = gsl_vector_get(x, i);
gsl_vector_set(f, i, xi - 1.0);
sum += (i + 1.0) * (xi - 1.0);
}
gsl_vector_set(f, vardim_P, sum);
gsl_vector_set(f, vardim_P + 1, sum*sum);
return GSL_SUCCESS;
}
static int
vardim_df (const gsl_vector * x, void *params, gsl_matrix * J)
{
size_t i;
double sum = 0.0;
gsl_matrix_view m = gsl_matrix_submatrix(J, 0, 0, vardim_P, vardim_P);
gsl_matrix_set_identity(&m.matrix);
for (i = 0; i < vardim_P; ++i)
{
double xi = gsl_vector_get(x, i);
sum += (i + 1.0) * (xi - 1.0);
}
for (i = 0; i < vardim_P; ++i)
{
gsl_matrix_set(J, vardim_P, i, i + 1.0);
gsl_matrix_set(J, vardim_P + 1, i, 2*(i + 1.0)*sum);
}
return GSL_SUCCESS;
}
static gsl_multifit_function_fdf vardim_func =
{
&vardim_f,
&vardim_df,
NULL,
vardim_N,
vardim_P,
NULL,
0,
0
};
static test_fdf_problem vardim_problem =
{
"vardim",
vardim_x0,
NULL,
&vardim_epsrel,
vardim_NTRIES,
&vardim_checksol,
&vardim_func
};