#define vardim_N 7 /* p + 2 */ #define vardim_P 5 static double vardim_x0[vardim_P] = { 0.8, 0.6, 0.4, 0.2, 0.0 }; static double vardim_epsrel = 1.0e-12; static double vardim_J[vardim_N * vardim_P]; static void vardim_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double sumsq_exact = 0.0; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < vardim_P; ++i) { gsl_test_rel(x[i], 1.0, epsrel, "%s/%s i=%zu", sname, pname, i); } } static int vardim_f (const gsl_vector * x, void *params, gsl_vector * f) { size_t i; double sum = 0.0; for (i = 0; i < vardim_P; ++i) { double xi = gsl_vector_get(x, i); gsl_vector_set(f, i, xi - 1.0); sum += (i + 1.0) * (xi - 1.0); } gsl_vector_set(f, vardim_P, sum); gsl_vector_set(f, vardim_P + 1, sum*sum); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int vardim_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(vardim_J, vardim_N, vardim_P); size_t i; double sum = 0.0; gsl_matrix_view m = gsl_matrix_submatrix(&J.matrix, 0, 0, vardim_P, vardim_P); gsl_matrix_set_identity(&m.matrix); for (i = 0; i < vardim_P; ++i) { double xi = gsl_vector_get(x, i); sum += (i + 1.0) * (xi - 1.0); } for (i = 0; i < vardim_P; ++i) { gsl_matrix_set(&J.matrix, vardim_P, i, i + 1.0); gsl_matrix_set(&J.matrix, vardim_P + 1, i, 2*(i + 1.0)*sum); } 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 vardim_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { size_t i; double sum = 0.0; gsl_vector_set_zero(fvv); for (i = 0; i < vardim_P; ++i) { double vi = gsl_vector_get(v, i); sum += (i + 1.0) * vi; } gsl_vector_set(fvv, vardim_N - 1, 2.0 * sum * sum); (void)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf vardim_func = { vardim_f, vardim_df, vardim_fvv, vardim_N, vardim_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem vardim_problem = { "vardim", vardim_x0, NULL, &vardim_epsrel, &vardim_checksol, &vardim_func };