#define penalty1_P 10 #define penalty1_N (penalty1_P + 1) static double penalty1_x0[penalty1_P] = { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0 }; static double penalty1_epsrel = 1.0e-12; static void penalty1_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { const double sumsq_exact = 7.08765146709037993e-05; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); (void)x; /* avoid unused parameter warning */ } static int penalty1_f (const gsl_vector * x, void *params, gsl_vector * f) { const double alpha = 1.0e-5; const double sqrt_alpha = sqrt(alpha); size_t i; double sum = 0.0; for (i = 0; i < penalty1_P; ++i) { double xi = gsl_vector_get(x, i); gsl_vector_set(f, i, sqrt_alpha*(xi - 1.0)); sum += xi * xi; } gsl_vector_set(f, penalty1_N - 1, sum - 0.25); (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int penalty1_df (const gsl_vector * x, void *params, gsl_matrix * J) { const double alpha = 1.0e-5; const double sqrt_alpha = sqrt(alpha); size_t i; gsl_matrix_view m = gsl_matrix_submatrix(J, 0, 0, penalty1_P, penalty1_P); gsl_vector_view diag = gsl_matrix_diagonal(&m.matrix); gsl_matrix_set_zero(&m.matrix); gsl_vector_set_all(&diag.vector, sqrt_alpha); for (i = 0; i < penalty1_P; ++i) { double xi = gsl_vector_get(x, i); gsl_matrix_set(J, penalty1_N - 1, i, 2.0 * xi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int penalty1_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { double u; gsl_vector_set_zero(fvv); gsl_blas_ddot(v, v, &u); gsl_vector_set(fvv, penalty1_N - 1, 2.0 * u); (void)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multifit_nlinear_fdf penalty1_func = { penalty1_f, penalty1_df, penalty1_fvv, penalty1_N, penalty1_P, NULL, 0, 0, 0 }; static test_fdf_problem penalty1_problem = { "penalty1", penalty1_x0, NULL, NULL, &penalty1_epsrel, &penalty1_checksol, &penalty1_func };