#define lin1_N 11 /* can be anything >= p */ #define lin1_P 5 #define lin1_NTRIES 3 static double lin1_x0[lin1_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 }; static double lin1_epsrel = 1.0e-10; static void lin1_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double sumsq_exact = (double) (lin1_N - lin1_P); gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < lin1_P; ++i) { gsl_test_rel(x[i], -1.0, epsrel, "%s/%s i=%zu", sname, pname, i); } } static int lin1_f (const gsl_vector * x, void *params, gsl_vector * f) { size_t i, j; for (i = 0; i < lin1_N; ++i) { double fi = 0.0; for (j = 0; j < lin1_P; ++j) { double xj = gsl_vector_get(x, j); double Aij = (i == j) ? 1.0 : 0.0; Aij -= 2.0 / lin1_N; fi += Aij * xj; } fi -= 1.0; gsl_vector_set(f, i, fi); } return GSL_SUCCESS; } static int lin1_df (const gsl_vector * x, void *params, gsl_matrix * J) { size_t i, j; for (i = 0; i < lin1_N; ++i) { for (j = 0; j < lin1_P; ++j) { double Jij = (i == j) ? 1.0 : 0.0; Jij -= 2.0 / lin1_N; gsl_matrix_set(J, i, j, Jij); } } return GSL_SUCCESS; } static gsl_multifit_function_fdf lin1_func = { &lin1_f, &lin1_df, NULL, lin1_N, lin1_P, NULL, 0, 0 }; static test_fdf_problem lin1_problem = { "linear_full", lin1_x0, NULL, &lin1_epsrel, lin1_NTRIES, &lin1_checksol, &lin1_func };