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/* These tests are based on the NIST Statistical Reference Datasets
See http://www.nist.gov/itl/div898/strd/index.html for more
information. */
#include <config.h>
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_multifit.h>
#include <gsl/gsl_multifit_nlin.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_ieee_utils.h>
#include "test_longley.c"
#include "test_filip.c"
#include "test_pontius.c"
#include "test_brown.c"
#include "test_enso.c"
#include "test_kirby2.c"
#include "test_hahn1.c"
#include "test_nelson.c"
#include "test_fn.c"
#include "test_estimator.c"
void
test_lmder (gsl_multifit_function_fdf * f, double x0[],
double * X, double F[], double * cov);
void
test_fdf (const char * name, gsl_multifit_function_fdf * f,
double x0[], double x[], double sumsq,
double sigma[]);
int
main (void)
{
gsl_ieee_env_setup();
test_longley();
test_filip();
test_pontius();
test_estimator();
{
gsl_multifit_function_fdf f = make_fdf (&brown_f, &brown_df, &brown_fdf,
brown_N, brown_P, 0);
test_lmder(&f, brown_x0, &brown_X[0][0], brown_F, &brown_cov[0][0]);
}
{
gsl_multifit_function_fdf f = make_fdf (&enso_f, &enso_df, &enso_fdf,
enso_N, enso_P, 0);
test_fdf("nist-ENSO", &f, enso_x0, enso_x, enso_sumsq, enso_sigma);
}
{
gsl_multifit_function_fdf f = make_fdf (&kirby2_f, &kirby2_df, &kirby2_fdf,
kirby2_N, kirby2_P, 0);
test_fdf("nist-kirby2", &f, kirby2_x0, kirby2_x, kirby2_sumsq, kirby2_sigma);
}
{
gsl_multifit_function_fdf f = make_fdf (&hahn1_f, &hahn1_df, &hahn1_fdf,
hahn1_N, hahn1_P, 0);
test_fdf("nist-hahn1", &f, hahn1_x0, hahn1_x, hahn1_sumsq, hahn1_sigma);
}
#ifdef JUNK
{
gsl_multifit_function_fdf f = make_fdf (&nelson_f, &nelson_df, &nelson_fdf,
nelson_N, nelson_P, 0);
test_fdf("nist-nelson", &f, nelson_x0, nelson_x, nelson_sumsq, nelson_sigma);
}
#endif
/* now summarize the results */
exit (gsl_test_summary ());
}
void
test_lmder (gsl_multifit_function_fdf * f, double x0[],
double * X, double F[], double * cov)
{
const gsl_multifit_fdfsolver_type *T;
gsl_multifit_fdfsolver *s;
const size_t n = f->n;
const size_t p = f->p;
int status;
size_t iter = 0, i;
gsl_vector_view x = gsl_vector_view_array (x0, p);
T = gsl_multifit_fdfsolver_lmsder;
s = gsl_multifit_fdfsolver_alloc (T, n, p);
gsl_multifit_fdfsolver_set (s, f, &x.vector);
do
{
status = gsl_multifit_fdfsolver_iterate (s);
for (i = 0 ; i < p; i++)
{
gsl_test_rel (gsl_vector_get (s->x, i), X[p*iter+i], 1e-5,
"lmsder, iter=%u, x%u", iter, i);
}
gsl_test_rel (gsl_blas_dnrm2 (s->f), F[iter], 1e-5,
"lmsder, iter=%u, f", iter);
iter++;
}
while (iter < 20);
{
size_t i, j;
gsl_matrix * covar = gsl_matrix_alloc (4, 4);
gsl_multifit_covar (s->J, 0.0, covar);
for (i = 0; i < 4; i++)
{
for (j = 0; j < 4; j++)
{
gsl_test_rel (gsl_matrix_get(covar,i,j), cov[i*p + j], 1e-7,
"gsl_multifit_covar cov(%d,%d)", i, j) ;
}
}
gsl_matrix_free (covar);
}
gsl_multifit_fdfsolver_free (s);
}
void
test_fdf (const char * name, gsl_multifit_function_fdf * f,
double x0[], double x_final[],
double f_sumsq, double sigma[])
{
const gsl_multifit_fdfsolver_type *T;
gsl_multifit_fdfsolver *s;
const size_t n = f->n;
const size_t p = f->p;
int status;
size_t iter = 0;
gsl_vector_view x = gsl_vector_view_array (x0, p);
T = gsl_multifit_fdfsolver_lmsder;
s = gsl_multifit_fdfsolver_alloc (T, n, p);
gsl_multifit_fdfsolver_set (s, f, &x.vector);
do
{
status = gsl_multifit_fdfsolver_iterate (s);
#ifdef DEBUG
printf("iter = %d status = %d |f| = %.18e x = \n",
iter, status, gsl_blas_dnrm2 (s->f));
gsl_vector_fprintf(stdout, s->x, "%.8e");
#endif
status = gsl_multifit_test_delta (s->dx, s->x, 0.0, 1e-7);
iter++;
}
while (status == GSL_CONTINUE && iter < 1000);
{
size_t i;
gsl_matrix * covar = gsl_matrix_alloc (p, p);
gsl_multifit_covar (s->J, 0.0, covar);
for (i = 0 ; i < p; i++)
{
gsl_test_rel (gsl_vector_get (s->x, i), x_final[i], 1e-5,
"%s, lmsder, x%u", name, i);
}
{
double s2 = pow(gsl_blas_dnrm2 (s->f), 2.0);
gsl_test_rel (s2, f_sumsq, 1e-5, "%s, lmsder, |f|^2", name);
for (i = 0; i < p; i++)
{
double ei = sqrt(s2/(n-p))*sqrt(gsl_matrix_get(covar,i,i));
gsl_test_rel (ei, sigma[i], 1e-4,
"%s, sigma(%d)", name, i) ;
}
}
gsl_matrix_free (covar);
}
gsl_multifit_fdfsolver_free (s);
}
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