#define bard_N 15 #define bard_P 3 static double bard_x0[bard_P] = { 1.0, 1.0, 1.0 }; static double bard_epsrel = 1.0e-7; static double bard_J[bard_N * bard_P]; static double bard_Y[bard_N] = { 0.14, 0.18, 0.22, 0.25, 0.29, 0.32, 0.35, 0.39, 0.37, 0.58, 0.73, 0.96, 1.34, 2.10, 4.39 }; static void bard_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double sumsq_exact1 = 8.214877306578963e-03; const double bard_x1[bard_P] = { 8.241055975623580e-02, 1.133036092245175, 2.343695178435405 }; const double sumsq_exact2 = 17.42869333333333; double bard_x2[bard_P] = { 8.406666666666666e-01, 0.0, /* -inf */ 0.0 }; /* -inf */ const double *bard_x; double sumsq_exact; bard_x2[1] = GSL_NAN; bard_x2[2] = GSL_NAN; if (fabs(x[1]) < 10.0 && fabs(x[2]) < 10.0) { bard_x = bard_x1; sumsq_exact = sumsq_exact1; } else { bard_x = bard_x2; sumsq_exact = sumsq_exact2; } gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < bard_P; ++i) { if (!gsl_finite(bard_x[i])) continue; gsl_test_rel(x[i], bard_x[i], epsrel, "%s/%s i=%zu", sname, pname, i); } } static int bard_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); size_t i; for (i = 0; i < bard_N; ++i) { double ui = i + 1.0; double vi = 16.0 - i - 1.0; double wi = GSL_MIN(ui, vi); double yi = bard_Y[i]; double fi = yi - (x1 + (ui / (x2*vi + x3*wi))); gsl_vector_set(f, i, fi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int bard_df (CBLAS_TRANSPOSE_t TransJ, const gsl_vector * x, const gsl_vector * u, void * params, gsl_vector * v, gsl_matrix * JTJ) { gsl_matrix_view J = gsl_matrix_view_array(bard_J, bard_N, bard_P); double x2 = gsl_vector_get(x, 1); double x3 = gsl_vector_get(x, 2); size_t i; for (i = 0; i < bard_N; ++i) { double ui = i + 1.0; double vi = 16.0 - i - 1.0; double wi = GSL_MIN(ui, vi); double term = x2 * vi + x3 * wi; gsl_matrix_set(&J.matrix, i, 0, -1.0); gsl_matrix_set(&J.matrix, i, 1, ui * vi / (term * term)); gsl_matrix_set(&J.matrix, i, 2, ui * wi / (term * term)); } if (v) gsl_blas_dgemv(TransJ, 1.0, &J.matrix, u, 0.0, v); if (JTJ) gsl_blas_dsyrk(CblasLower, CblasTrans, 1.0, &J.matrix, 0.0, JTJ); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int bard_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double x2 = gsl_vector_get(x, 1); double x3 = gsl_vector_get(x, 2); double v2 = gsl_vector_get(v, 1); double v3 = gsl_vector_get(v, 2); size_t i; for (i = 0; i < bard_N; ++i) { double ui = i + 1.0; double vi = 16.0 - i - 1.0; double wi = GSL_MIN(ui, vi); double term1 = x2 * vi + x3 * wi; double term2 = v2 * vi + v3 * wi; double ratio = term2 / term1; gsl_vector_set(fvv, i, -2.0 * ui * ratio * ratio / term1); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf bard_func = { bard_f, bard_df, bard_fvv, bard_N, bard_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem bard_problem = { "bard", bard_x0, NULL, &bard_epsrel, &bard_checksol, &bard_func };