#define brown3_N 3 #define brown3_P 2 static double brown3_x0[brown3_P] = { 1.0, 1.0 }; static double brown3_epsrel = 1.0e-12; static double brown3_J[brown3_N * brown3_P]; static void brown3_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; const double brown3_x[brown3_P] = { 1.0e6, 2.0e-6 }; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < brown3_P; ++i) { gsl_test_rel(x[i], brown3_x[i], epsrel, "%s/%s i=%zu", sname, pname, i); } } static int brown3_f (const gsl_vector * x, void *params, gsl_vector * f) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); gsl_vector_set(f, 0, x1 - 1.0e6); gsl_vector_set(f, 1, x2 - 2.0e-6); gsl_vector_set(f, 2, x1*x2 - 2.0); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int brown3_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x, const gsl_vector * u, void * params, gsl_vector * v, gsl_matrix * JTJ) { gsl_matrix_view J = gsl_matrix_view_array(brown3_J, brown3_N, brown3_P); double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); gsl_matrix_set_zero(&J.matrix); gsl_matrix_set(&J.matrix, 0, 0, 1.0); gsl_matrix_set(&J.matrix, 1, 1, 1.0); gsl_matrix_set(&J.matrix, 2, 0, x2); gsl_matrix_set(&J.matrix, 2, 1, x1); if (v) gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v); if (JTJ) gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int brown3_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); gsl_vector_set(fvv, 0, 0.0); gsl_vector_set(fvv, 1, 0.0); gsl_vector_set(fvv, 2, 2.0 * v1 * v2); (void)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf brown3_func = { brown3_f, brown3_df, brown3_fvv, brown3_N, brown3_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem brown3_problem = { "brown_badly_scaled", brown3_x0, NULL, &brown3_epsrel, &brown3_checksol, &brown3_func };