#define lin2_N 20 /* can be anything >= p */ #define lin2_P 5 static double lin2_x0[lin2_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 }; static double lin2_epsrel = 1.0e-8; static double lin2_J[lin2_N * lin2_P]; 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); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int lin2_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(lin2_J, lin2_N, lin2_P); size_t i, j; for (i = 0; i < lin2_N; ++i) { for (j = 0; j < lin2_P; ++j) { gsl_matrix_set(&J.matrix, i, j, (i + 1.0) * (j + 1.0)); } } 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)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int lin2_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { (void)x; /* avoid unused parameter warnings */ (void)v; (void)params; gsl_vector_set_zero(fvv); return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf lin2_func = { lin2_f, lin2_df, lin2_fvv, lin2_N, lin2_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem lin2_problem = { "linear_rank1", lin2_x0, NULL, &lin2_epsrel, &lin2_checksol, &lin2_func };