#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 };