#define biggs_N 6 /* >= p */ #define biggs_P 6 /* dogleg method has trouble converging from recommended starting point, * so we use an x0 which is a little closer to the true solution */ /*static double biggs_x0[biggs_P] = { 1.0, 2.0, 1.0, 1.0, 1.0, 1.0 };*/ static double biggs_x0[biggs_P] = { 1.0, 8.0, 1.0, 2.0, 3.0, 2.0 }; static double biggs_epsrel = 1.0e-9; static double biggs_J[biggs_N * biggs_P]; static void biggs_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { #if 0 const double sumsq_exact = 0.0; #endif const double biggs_x[biggs_P] = { 1.0, 10.0, 1.0, 5.0, 4.0, 3.0 }; const double norm_exact = 12.3288280059380; gsl_vector_const_view v = gsl_vector_const_view_array(biggs_x, biggs_P); double norm = gsl_blas_dnrm2(&v.vector); #if 0 /* some solvers have difficulty reaching sumsq = 0 to sufficient * decimal places */ gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); #endif /* * the solution vector is not unique due to permutations, so test * the norm instead of individual elements */ gsl_test_rel(norm, norm_exact, epsrel, "%s/%s norm", sname, pname); (void)x; /* avoid unused parameter warning */ (void)sumsq; /* avoid unused parameter warning */ } static int biggs_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); double x5 = gsl_vector_get(x, 4); double x6 = gsl_vector_get(x, 5); size_t i; for (i = 0; i < biggs_N; ++i) { double ti = 0.1 * (i + 1.0); double yi = exp(-ti) - 5*exp(-10*ti) + 3*exp(-4*ti); double fi = x3*exp(-ti*x1) - x4*exp(-ti*x2) + x6*exp(-ti*x5) - yi; gsl_vector_set(f, i, fi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int biggs_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(biggs_J, biggs_N, biggs_P); 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); double x5 = gsl_vector_get(x, 4); double x6 = gsl_vector_get(x, 5); size_t i; for (i = 0; i < biggs_N; ++i) { double ti = 0.1 * (i + 1.0); gsl_matrix_set(&J.matrix, i, 0, -ti*x3*exp(-ti*x1)); gsl_matrix_set(&J.matrix, i, 1, ti*x4*exp(-ti*x2)); gsl_matrix_set(&J.matrix, i, 2, exp(-ti*x1)); gsl_matrix_set(&J.matrix, i, 3, -exp(-ti*x2)); gsl_matrix_set(&J.matrix, i, 4, -ti*x6*exp(-ti*x5)); gsl_matrix_set(&J.matrix, i, 5, exp(-ti*x5)); } 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 biggs_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 x3 = gsl_vector_get(x, 2); double x4 = gsl_vector_get(x, 3); double x5 = gsl_vector_get(x, 4); double x6 = gsl_vector_get(x, 5); double v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); double v3 = gsl_vector_get(v, 2); double v4 = gsl_vector_get(v, 3); double v5 = gsl_vector_get(v, 4); double v6 = gsl_vector_get(v, 5); size_t i; for (i = 0; i < biggs_N; ++i) { double ti = 0.1 * (i + 1.0); double term1 = exp(-ti * x1); double term2 = exp(-ti * x2); double term3 = exp(-ti * x5); gsl_vector_set(fvv, i, ti * term1 * term2 * term3 * (v1/(term2*term3)*(-2*v3 + ti*v1*x3) - v2/(term1*term3)*(-2*v4 + ti*v2*x4) + v5/(term1*term2)*(-2*v6 + ti*v5*x6))); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf biggs_func = { biggs_f, biggs_df, biggs_fvv, biggs_N, biggs_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem biggs_problem = { "biggs", biggs_x0, NULL, &biggs_epsrel, &biggs_checksol, &biggs_func };