#define wood_N 6 #define wood_P 4 static double wood_x0[wood_P] = { -3.0, -1.0, -3.0, -1.0 }; static double wood_epsrel = 1.0e-12; static double wood_J[wood_N * wood_P]; static void wood_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; const double wood_x[wood_P] = { 1.0, 1.0, 1.0, 1.0 }; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < wood_P; ++i) { gsl_test_rel(x[i], wood_x[i], epsrel, "%s/%s i=%zu", sname, pname, i); } } static int wood_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); gsl_vector_set(f, 0, 10.0*(x2 - x1*x1)); gsl_vector_set(f, 1, 1.0 - x1); gsl_vector_set(f, 2, sqrt(90.0)*(x4 - x3*x3)); gsl_vector_set(f, 3, 1.0 - x3); gsl_vector_set(f, 4, sqrt(10.0)*(x2 + x4 - 2.0)); gsl_vector_set(f, 5, (x2 - x4) / sqrt(10.0)); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int wood_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(wood_J, wood_N, wood_P); double x1 = gsl_vector_get(x, 0); double x3 = gsl_vector_get(x, 2); double s90 = sqrt(90.0); double s10 = sqrt(10.0); gsl_matrix_set_zero(&J.matrix); gsl_matrix_set(&J.matrix, 0, 0, -20.0*x1); gsl_matrix_set(&J.matrix, 0, 1, 10.0); gsl_matrix_set(&J.matrix, 1, 0, -1.0); gsl_matrix_set(&J.matrix, 2, 2, -2.0*s90*x3); gsl_matrix_set(&J.matrix, 2, 3, s90); gsl_matrix_set(&J.matrix, 3, 2, -1.0); gsl_matrix_set(&J.matrix, 4, 1, s10); gsl_matrix_set(&J.matrix, 4, 3, s10); gsl_matrix_set(&J.matrix, 5, 1, 1.0/s10); gsl_matrix_set(&J.matrix, 5, 3, -1.0/s10); 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 wood_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { const double s10 = sqrt(10.0); double v1 = gsl_vector_get(v, 0); double v3 = gsl_vector_get(v, 2); gsl_vector_set(fvv, 0, -20.0 * v1 * v1); gsl_vector_set(fvv, 1, 0.0); gsl_vector_set(fvv, 2, -6.0 * s10 * v3 * v3); gsl_vector_set(fvv, 3, 0.0); gsl_vector_set(fvv, 4, 0.0); gsl_vector_set(fvv, 5, 0.0); (void)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf wood_func = { wood_f, wood_df, wood_fvv, wood_N, wood_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem wood_problem = { "wood", wood_x0, NULL, &wood_epsrel, &wood_checksol, &wood_func };