#define osborne_N 33 #define osborne_P 5 #define osborne_NTRIES 3 static double osborne_x0[osborne_P] = { 0.5, 1.5, -1.0, 0.01, 0.02 }; static double osborne_epsrel = 1.0e-8; static double osborne_Y[osborne_N] = { 0.844, 0.908, 0.932, 0.936, 0.925, 0.908, 0.881, 0.850, 0.818, 0.784, 0.751, 0.718, 0.685, 0.658, 0.628, 0.603, 0.580, 0.558, 0.538, 0.522, 0.506, 0.490, 0.478, 0.467, 0.457, 0.448, 0.438, 0.431, 0.424, 0.420, 0.414, 0.411, 0.406 }; static void osborne_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { const double sumsq_exact = 5.464894697482687e-05; const double osborne_x[osborne_P] = { 3.754100521058740e-01, -99999.0, -99999.0, -99999.0, -99999.0 }; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); /* only the first model parameter is uniquely constrained */ gsl_test_rel(x[0], osborne_x[0], epsrel, "%s/%s i=0", sname, pname); } static int osborne_f (const gsl_vector * x, void *params, gsl_vector * f) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); double x3 = gsl_vector_get(x, 2); double x4 = gsl_vector_get(x, 3); double x5 = gsl_vector_get(x, 4); size_t i; for (i = 0; i < osborne_N; ++i) { double ti = 10.0*i; double yi = osborne_Y[i]; double fi = yi - (x1 + x2*exp(-x4*ti) + x3*exp(-x5*ti)); gsl_vector_set(f, i, fi); } return GSL_SUCCESS; } static int osborne_df (const gsl_vector * x, void *params, gsl_matrix * J) { double x2 = gsl_vector_get(x, 1); double x3 = gsl_vector_get(x, 2); double x4 = gsl_vector_get(x, 3); double x5 = gsl_vector_get(x, 4); size_t i; for (i = 0; i < osborne_N; ++i) { double ti = 10.0*i; double term1 = exp(-x4*ti); double term2 = exp(-x5*ti); gsl_matrix_set(J, i, 0, -1.0); gsl_matrix_set(J, i, 1, -term1); gsl_matrix_set(J, i, 2, -term2); gsl_matrix_set(J, i, 3, ti*x2*term1); gsl_matrix_set(J, i, 4, ti*x3*term2); } return GSL_SUCCESS; } static gsl_multifit_function_fdf osborne_func = { &osborne_f, &osborne_df, NULL, osborne_N, osborne_P, NULL, 0, 0 }; static test_fdf_problem osborne_problem = { "osborne", osborne_x0, NULL, &osborne_epsrel, osborne_NTRIES, &osborne_checksol, &osborne_func };