#define meyer_N 16 #define meyer_P 3 static double meyer_x0[meyer_P] = { 0.02, 4000.0, 250.0 }; static double meyer_epsrel = 1.0e-7; static double meyer_J[meyer_N * meyer_P]; static double meyer_Y[meyer_N] = { 34780., 28610., 23650., 19630., 16370., 13720., 11540., 9744., 8261., 7030., 6005., 5147., 4427., 3820., 3307., 2872. }; static void meyer_checksol(const double x[], const double sumsq, const double epsrel, const char *sname, const char *pname) { size_t i; const double sumsq_exact = 8.794585517053883e+01; const double meyer_x[meyer_P] = { 5.609636471049458e-03, 6.181346346283188e+03, 3.452236346240292e+02 }; gsl_test_rel(sumsq, sumsq_exact, epsrel, "%s/%s sumsq", sname, pname); for (i = 0; i < meyer_P; ++i) { gsl_test_rel(x[i], meyer_x[i], epsrel, "%s/%s i=%zu", sname, pname, i); } } static int meyer_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 < meyer_N; ++i) { double ti = 45.0 + 5.0*(i + 1.0); double yi = meyer_Y[i]; double fi = x1 * exp(x2 / (ti + x3)) - yi; gsl_vector_set(f, i, fi); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static int meyer_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(meyer_J, meyer_N, meyer_P); 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 < meyer_N; ++i) { double ti = 45.0 + 5.0*(i + 1.0); double term1 = ti + x3; double term2 = exp(x2 / term1); gsl_matrix_set(&J.matrix, i, 0, term2); gsl_matrix_set(&J.matrix, i, 1, x1*term2/term1); gsl_matrix_set(&J.matrix, i, 2, -x1*x2*term2/(term1*term1)); } 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 meyer_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 v1 = gsl_vector_get(v, 0); double v2 = gsl_vector_get(v, 1); double v3 = gsl_vector_get(v, 2); size_t i; for (i = 0; i < meyer_N; ++i) { double ti = 45.0 + 5.0*(i + 1.0); double term1 = ti + x3; double term2 = exp(x2 / term1); double term3 = v2*term1 - v3*x2; double term4 = 2*ti*ti*v1 - v3*x1*(x2 + 2*x3) + x3*(v2*x1 + 2*v1*x3) + ti*(v2*x1 - 2*v3*x1 + 4*v1*x3); gsl_vector_set(fvv, i, term2 * term3 * term4 / pow(term1, 4.0)); } (void)params; /* avoid unused parameter warning */ return GSL_SUCCESS; } static gsl_multilarge_nlinear_fdf meyer_func = { meyer_f, meyer_df, meyer_fvv, meyer_N, meyer_P, NULL, 0, 0, 0, 0 }; static test_fdf_problem meyer_problem = { "meyer", meyer_x0, NULL, &meyer_epsrel, &meyer_checksol, &meyer_func };