#define lin2_N 20 /* can be anything >= p */ #define lin2_P 5 #define lin2_NTRIES 3 static double lin2_x0[lin2_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 }; static double lin2_epsrel = 1.0e-11; static void lin2_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double n = (double) lin2_N; const double sumsq_exact = 0.5 * (n*(n - 1.0)) / (2.0*n + 1.0); const double sum_exact = 3.0 / (2.0*n + 1.0); double sum = 0.0; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < lin2_P; ++i) sum += (i + 1.0) * x[i]; gsl_test_rel(sum, sum_exact, epsrel, "%s/%s coeff sum", sname, pname); } static int lin2_f (const gsl_vector * x, void *params, gsl_vector * f) { size_t i, j; for (i = 0; i < lin2_N; ++i) { double fi = 0.0; for (j = 0; j < lin2_P; ++j) { double xj = gsl_vector_get(x, j); fi += (j + 1) * xj; } fi = (i + 1) * fi - 1.0; gsl_vector_set(f, i, fi); } return GSL_SUCCESS; } static int lin2_df (const gsl_vector * x, void *params, gsl_matrix * J) { size_t i, j; for (i = 0; i < lin2_N; ++i) { for (j = 0; j < lin2_P; ++j) { gsl_matrix_set(J, i, j, (i + 1.0) * (j + 1.0)); } } return GSL_SUCCESS; } static gsl_multifit_function_fdf lin2_func = { &lin2_f, &lin2_df, NULL, lin2_N, lin2_P, NULL, 0, 0 }; static test_fdf_problem lin2_problem = { "linear_rank1", lin2_x0, NULL, &lin2_epsrel, lin2_NTRIES, &lin2_checksol, &lin2_func };