#define lin1_N 11 /* can be anything >= p */ #define lin1_P 5 static double lin1_x0[lin1_P] = { 1.0, 1.0, 1.0, 1.0, 1.0 }; static double lin1_epsrel = 1.0e-10; static double lin1_J[lin1_N * lin1_P]; static void lin1_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double sumsq_exact = (double) (lin1_N - lin1_P); gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < lin1_P; ++i) { gsl_test_rel(x[i], -1.0, epsrel, "%s/%s i=%zu", sname, pname, i); } } static int lin1_f (const gsl_vector * x, void *params, gsl_vector * f) { size_t i, j; for (i = 0; i < lin1_N; ++i) { double fi = 0.0; for (j = 0; j < lin1_P; ++j) { double xj = gsl_vector_get(x, j); double Aij = (i == j) ? 1.0 : 0.0; Aij -= 2.0 / lin1_N; fi += Aij * xj; } fi -= 1.0; gsl_vector_set(f, i, fi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int lin1_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(lin1_J, lin1_N, lin1_P); size_t i, j; for (i = 0; i < lin1_N; ++i) { for (j = 0; j < lin1_P; ++j) { double Jij = (i == j) ? 1.0 : 0.0; Jij -= 2.0 / lin1_N; gsl_matrix_set(&J.matrix, i, j, Jij); } } 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)x; /* avoid unused parameter warning */ (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int lin1_fvv (const gsl_vector * x, const gsl_vector * v, void *params, gsl_vector * fvv) { (void)x; /* avoid unused parameter warnings */ (void)v; (void)params; gsl_vector_set_zero(fvv); return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf lin1_func = { lin1_f, lin1_df, lin1_fvv, lin1_N, lin1_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem lin1_problem = { "linear_full", lin1_x0, NULL, &lin1_epsrel, &lin1_checksol, &lin1_func };