size_t pontius_n = 40; size_t pontius_p = 3; double pontius_x[] = { 150000, 300000, 450000, 600000, 750000, 900000, 1050000, 1200000, 1350000, 1500000, 1650000, 1800000, 1950000, 2100000, 2250000, 2400000, 2550000, 2700000, 2850000, 3000000, 150000, 300000, 450000, 600000, 750000, 900000, 1050000, 1200000, 1350000, 1500000, 1650000, 1800000, 1950000, 2100000, 2250000, 2400000, 2550000, 2700000, 2850000, 3000000 }; double pontius_y[] = { .11019, .21956, .32949, .43899, .54803, .65694, .76562, .87487, .98292, 1.09146, 1.20001, 1.30822, 1.41599, 1.52399, 1.63194, 1.73947, 1.84646, 1.95392, 2.06128, 2.16844, .11052, .22018, .32939, .43886, .54798, .65739, .76596, .87474, .98300, 1.09150, 1.20004, 1.30818, 1.41613, 1.52408, 1.63159, 1.73965, 1.84696, 1.95445, 2.06177, 2.16829 }; static int test_pontius_results(const char *str, const gsl_vector *c, const gsl_vector *expected_c, const gsl_vector *cov_diag, const gsl_vector *expected_sd, const double chisq, const double chisq_res, const double expected_chisq) { size_t i; /* test coefficient vector */ for (i = 0; i < pontius_p; ++i) { gsl_test_rel (gsl_vector_get(c,i), gsl_vector_get(expected_c, i), 1.0e-10, "%s c[%zu]", str, i) ; if (cov_diag && expected_sd) { gsl_test_rel (sqrt(gsl_vector_get(cov_diag, i)), gsl_vector_get(expected_sd, i), 1e-10, "%s cov[%zu,%zu]", str, i, i); } } gsl_test_rel (chisq, expected_chisq, 1.0e-10, "%s chisq", str); gsl_test_rel (chisq_res, expected_chisq, 1.0e-10, "%s chisq residuals", str); return GSL_SUCCESS; } void test_pontius () { size_t i, j; gsl_multifit_linear_workspace * work = gsl_multifit_linear_alloc (pontius_n, pontius_p); gsl_multifit_robust_workspace * work_rob = gsl_multifit_robust_alloc (gsl_multifit_robust_ols, pontius_n, pontius_p); gsl_matrix * X = gsl_matrix_alloc (pontius_n, pontius_p); gsl_vector_view y = gsl_vector_view_array (pontius_y, pontius_n); gsl_vector * c = gsl_vector_alloc (pontius_p); gsl_vector * r = gsl_vector_alloc (pontius_n); gsl_matrix * cov = gsl_matrix_alloc (pontius_p, pontius_p); double chisq, chisq_res; double expected_c[3] = { 0.673565789473684E-03, 0.732059160401003E-06, -0.316081871345029E-14}; double expected_sd[3] = { 0.107938612033077E-03, 0.157817399981659E-09, 0.486652849992036E-16 }; double expected_chisq = 0.155761768796992E-05; gsl_vector_view diag = gsl_matrix_diagonal (cov); gsl_vector_view exp_c = gsl_vector_view_array(expected_c, pontius_p); gsl_vector_view exp_sd = gsl_vector_view_array(expected_sd, pontius_p); for (i = 0 ; i < pontius_n; i++) { for (j = 0; j < pontius_p; j++) { gsl_matrix_set(X, i, j, pow(pontius_x[i], j)); } } /* test unweighted least squares */ gsl_multifit_linear (X, &y.vector, c, cov, &chisq, work); gsl_multifit_linear_residuals(X, &y.vector, c, r); gsl_blas_ddot(r, r, &chisq_res); test_pontius_results("pontius gsl_multifit_linear", c, &exp_c.vector, &diag.vector, &exp_sd.vector, chisq, chisq_res, expected_chisq); /* test robust least squares */ gsl_multifit_robust (X, &y.vector, c, cov, work_rob); test_pontius_results("pontius gsl_multifit_robust", c, &exp_c.vector, &diag.vector, &exp_sd.vector, 1.0, 1.0, 1.0); /* test weighted least squares */ { gsl_vector * w = gsl_vector_alloc (pontius_n); double expected_cov[3][3] ={ {2.76754385964916e-01 , -3.59649122807024e-07, 9.74658869395731e-14}, {-3.59649122807024e-07, 5.91630591630603e-13, -1.77210703526497e-19}, {9.74658869395731e-14, -1.77210703526497e-19, 5.62573661988878e-26} }; gsl_vector_set_all (w, 1.0); gsl_multifit_wlinear (X, w, &y.vector, c, cov, &chisq, work); gsl_multifit_linear_residuals(X, &y.vector, c, r); gsl_blas_ddot(r, r, &chisq_res); test_pontius_results("pontius gsl_multifit_wlinear", c, &exp_c.vector, NULL, NULL, chisq, chisq_res, expected_chisq); for (i = 0; i < pontius_p; i++) { for (j = 0; j < pontius_p; j++) { gsl_test_rel (gsl_matrix_get(cov,i,j), expected_cov[i][j], 1e-10, "pontius gsl_multifit_wlinear cov(%d,%d)", i, j) ; } } gsl_vector_free(w); } gsl_vector_free(c); gsl_vector_free(r); gsl_matrix_free(cov); gsl_matrix_free(X); gsl_multifit_linear_free (work); gsl_multifit_robust_free (work_rob); }