#define box_N 10 /* can be >= p */ #define box_P 3 /* dogleg method fails with recommended starting point, so use * a slightly easier x0 */ /*static double box_x0[box_P] = { 0.0, 10.0, 20.0 };*/ static double box_x0[box_P] = { 5.0, 10.0, 2.0 }; static double box_epsrel = 1.0e-12; static void box_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { const double sumsq_exact = 0.0; const double eps = 1.0e-6; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); /* there are 3 possible solution vectors */ if (fabs(x[2] - 1.0) < eps) { /* case 1: x* = [ 1; 10; 1 ] */ gsl_test_rel(x[0], 1.0, epsrel, "%s/%s i=0", sname, pname); gsl_test_rel(x[1], 10.0, epsrel, "%s/%s i=1", sname, pname); gsl_test_rel(x[2], 1.0, epsrel, "%s/%s i=2", sname, pname); } else if (fabs(x[2] + 1.0) < eps) { /* case 2: x* = [ 10; 1; -1 ] */ gsl_test_rel(x[0], 10.0, epsrel, "%s/%s i=0", sname, pname); gsl_test_rel(x[1], 1.0, epsrel, "%s/%s i=1", sname, pname); gsl_test_rel(x[2], -1.0, epsrel, "%s/%s i=2", sname, pname); } else { /* case 3: x* = [ a; a; 0 ] for any a */ gsl_test_rel(x[0], x[1], epsrel, "%s/%s i=0,1", sname, pname); gsl_test_rel(x[2], 0.0, epsrel, "%s/%s i=2", sname, pname); } } static int box_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 < box_N; ++i) { double ti = (i + 1.0) / 10.0; double fi = exp(-x1*ti) - exp(-x2*ti) - x3*(exp(-ti) - exp(-10.0*ti)); gsl_vector_set(f, i, fi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int box_df (const gsl_vector * x, void *params, gsl_matrix * J) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); size_t i; for (i = 0; i < box_N; ++i) { double ti = (i + 1.0) / 10.0; double term1 = exp(-x1*ti); double term2 = exp(-x2*ti); double term3 = exp(-10.0*ti) - exp(-ti); gsl_matrix_set(J, i, 0, -ti*term1); gsl_matrix_set(J, i, 1, ti*term2); gsl_matrix_set(J, i, 2, term3); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int box_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double x1 = gsl_vector_get(x, 0); double x2 = gsl_vector_get(x, 1); double v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); size_t i; for (i = 0; i < box_N; ++i) { double ti = (i + 1.0) / 10.0; double term1 = exp(-x1*ti); double term2 = exp(-x2*ti); gsl_vector_set(fvv, i, ti * ti * (v1*v1*term1 - v2*v2*term2)); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multifit_nlinear_fdf box_func = { box_f, box_df, box_fvv, box_N, box_P, NULL, 0, 0, 0 }; static test_fdf_problem box_problem = { "box3d", box_x0, NULL, NULL, &box_epsrel, &box_checksol, &box_func };