1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
|
size_t longley_n = 16;
size_t longley_p = 7;
double longley_x [] = {
1, 83.0, 234289, 2356, 1590, 107608, 1947,
1, 88.5, 259426, 2325, 1456, 108632, 1948,
1, 88.2, 258054, 3682, 1616, 109773, 1949,
1, 89.5, 284599, 3351, 1650, 110929, 1950,
1, 96.2, 328975, 2099, 3099, 112075, 1951,
1, 98.1, 346999, 1932, 3594, 113270, 1952,
1, 99.0, 365385, 1870, 3547, 115094, 1953,
1, 100.0, 363112, 3578, 3350, 116219, 1954,
1, 101.2, 397469, 2904, 3048, 117388, 1955,
1, 104.6, 419180, 2822, 2857, 118734, 1956,
1, 108.4, 442769, 2936, 2798, 120445, 1957,
1, 110.8, 444546, 4681, 2637, 121950, 1958,
1, 112.6, 482704, 3813, 2552, 123366, 1959,
1, 114.2, 502601, 3931, 2514, 125368, 1960,
1, 115.7, 518173, 4806, 2572, 127852, 1961,
1, 116.9, 554894, 4007, 2827, 130081, 1962 } ;
double longley_y[] = {60323, 61122, 60171, 61187, 63221, 63639, 64989, 63761,
66019, 67857, 68169, 66513, 68655, 69564, 69331, 70551};
void
test_longley ()
{
size_t i, j;
{
gsl_multifit_linear_workspace * work =
gsl_multifit_linear_alloc (longley_n, longley_p);
gsl_matrix_view X = gsl_matrix_view_array (longley_x, longley_n, longley_p);
gsl_vector_view y = gsl_vector_view_array (longley_y, longley_n);
gsl_vector * c = gsl_vector_alloc (longley_p);
gsl_matrix * cov = gsl_matrix_alloc (longley_p, longley_p);
gsl_vector_view diag;
double chisq;
double expected_c[7] = { -3482258.63459582,
15.0618722713733,
-0.358191792925910E-01,
-2.02022980381683,
-1.03322686717359,
-0.511041056535807E-01,
1829.15146461355 };
double expected_sd[7] = { 890420.383607373,
84.9149257747669,
0.334910077722432E-01,
0.488399681651699,
0.214274163161675,
0.226073200069370,
455.478499142212 } ;
double expected_chisq = 836424.055505915;
gsl_multifit_linear (&X.matrix, &y.vector, c, cov, &chisq, work);
gsl_test_rel (gsl_vector_get(c,0), expected_c[0], 1e-10, "longley gsl_fit_multilinear c0") ;
gsl_test_rel (gsl_vector_get(c,1), expected_c[1], 1e-10, "longley gsl_fit_multilinear c1") ;
gsl_test_rel (gsl_vector_get(c,2), expected_c[2], 1e-10, "longley gsl_fit_multilinear c2") ;
gsl_test_rel (gsl_vector_get(c,3), expected_c[3], 1e-10, "longley gsl_fit_multilinear c3") ;
gsl_test_rel (gsl_vector_get(c,4), expected_c[4], 1e-10, "longley gsl_fit_multilinear c4") ;
gsl_test_rel (gsl_vector_get(c,5), expected_c[5], 1e-10, "longley gsl_fit_multilinear c5") ;
gsl_test_rel (gsl_vector_get(c,6), expected_c[6], 1e-10, "longley gsl_fit_multilinear c6") ;
diag = gsl_matrix_diagonal (cov);
gsl_test_rel (gsl_vector_get(&diag.vector,0), pow(expected_sd[0],2.0), 1e-10, "longley gsl_fit_multilinear cov00") ;
gsl_test_rel (gsl_vector_get(&diag.vector,1), pow(expected_sd[1],2.0), 1e-10, "longley gsl_fit_multilinear cov11") ;
gsl_test_rel (gsl_vector_get(&diag.vector,2), pow(expected_sd[2],2.0), 1e-10, "longley gsl_fit_multilinear cov22") ;
gsl_test_rel (gsl_vector_get(&diag.vector,3), pow(expected_sd[3],2.0), 1e-10, "longley gsl_fit_multilinear cov33") ;
gsl_test_rel (gsl_vector_get(&diag.vector,4), pow(expected_sd[4],2.0), 1e-10, "longley gsl_fit_multilinear cov44") ;
gsl_test_rel (gsl_vector_get(&diag.vector,5), pow(expected_sd[5],2.0), 1e-10, "longley gsl_fit_multilinear cov55") ;
gsl_test_rel (gsl_vector_get(&diag.vector,6), pow(expected_sd[6],2.0), 1e-10, "longley gsl_fit_multilinear cov66") ;
gsl_test_rel (chisq, expected_chisq, 1e-10, "longley gsl_fit_multilinear chisq") ;
gsl_vector_free(c);
gsl_matrix_free(cov);
gsl_multifit_linear_free (work);
}
{
gsl_multifit_linear_workspace * work =
gsl_multifit_linear_alloc (longley_n, longley_p);
gsl_matrix_view X = gsl_matrix_view_array (longley_x, longley_n, longley_p);
gsl_vector_view y = gsl_vector_view_array (longley_y, longley_n);
gsl_vector * w = gsl_vector_alloc (longley_n);
gsl_vector * c = gsl_vector_alloc (longley_p);
gsl_matrix * cov = gsl_matrix_alloc (longley_p, longley_p);
double chisq;
double expected_c[7] = { -3482258.63459582,
15.0618722713733,
-0.358191792925910E-01,
-2.02022980381683,
-1.03322686717359,
-0.511041056535807E-01,
1829.15146461355 };
double expected_cov[7][7] = { { 8531122.56783558,
-166.727799925578, 0.261873708176346, 3.91188317230983,
1.1285582054705, -0.889550869422687, -4362.58709870581},
{-166.727799925578, 0.0775861253030891, -1.98725210399982e-05,
-0.000247667096727256, -6.82911920718824e-05, 0.000136160797527761,
0.0775255245956248},
{0.261873708176346, -1.98725210399982e-05, 1.20690316701888e-08,
1.66429546772984e-07, 3.61843600487847e-08, -6.78805814483582e-08,
-0.00013158719037715},
{3.91188317230983, -0.000247667096727256, 1.66429546772984e-07,
2.56665052544717e-06, 6.96541409215597e-07, -9.00858307771567e-07,
-0.00197260370663974},
{1.1285582054705, -6.82911920718824e-05, 3.61843600487847e-08,
6.96541409215597e-07, 4.94032602583969e-07, -9.8469143760973e-08,
-0.000576921112208274},
{-0.889550869422687, 0.000136160797527761, -6.78805814483582e-08,
-9.00858307771567e-07, -9.8469143760973e-08, 5.49938542664952e-07,
0.000430074434198215},
{-4362.58709870581, 0.0775255245956248, -0.00013158719037715,
-0.00197260370663974, -0.000576921112208274, 0.000430074434198215,
2.23229587481535 }} ;
double expected_chisq = 836424.055505915;
gsl_vector_set_all (w, 1.0);
gsl_multifit_wlinear (&X.matrix, w, &y.vector, c, cov, &chisq, work);
gsl_test_rel (gsl_vector_get(c,0), expected_c[0], 1e-10, "longley gsl_fit_wmultilinear c0") ;
gsl_test_rel (gsl_vector_get(c,1), expected_c[1], 1e-10, "longley gsl_fit_wmultilinear c1") ;
gsl_test_rel (gsl_vector_get(c,2), expected_c[2], 1e-10, "longley gsl_fit_wmultilinear c2") ;
gsl_test_rel (gsl_vector_get(c,3), expected_c[3], 1e-10, "longley gsl_fit_wmultilinear c3") ;
gsl_test_rel (gsl_vector_get(c,4), expected_c[4], 1e-10, "longley gsl_fit_wmultilinear c4") ;
gsl_test_rel (gsl_vector_get(c,5), expected_c[5], 1e-10, "longley gsl_fit_wmultilinear c5") ;
gsl_test_rel (gsl_vector_get(c,6), expected_c[6], 1e-10, "longley gsl_fit_wmultilinear c6") ;
for (i = 0; i < longley_p; i++)
{
for (j = 0; j < longley_p; j++)
{
gsl_test_rel (gsl_matrix_get(cov,i,j), expected_cov[i][j], 1e-7,
"longley gsl_fit_wmultilinear cov(%d,%d)", i, j) ;
}
}
gsl_test_rel (chisq, expected_chisq, 1e-10, "longley gsl_fit_wmultilinear chisq") ;
gsl_vector_free(w);
gsl_vector_free(c);
gsl_matrix_free(cov);
gsl_multifit_linear_free (work);
}
}
|
