int
main (void)
{
const gsl_multifit_nlinear_type *T = gsl_multifit_nlinear_trust;
gsl_multifit_nlinear_workspace *w;
gsl_multifit_nlinear_fdf fdf;
gsl_multifit_nlinear_parameters fdf_params =
gsl_multifit_nlinear_default_parameters();
const size_t n = N;
const size_t p = 3;
gsl_vector *f;
gsl_matrix *J;
gsl_matrix *covar = gsl_matrix_alloc (p, p);
double y[N], weights[N];
struct data d = { n, y };
double x_init[3] = { 1.0, 1.0, 0.0 }; /* starting values */
gsl_vector_view x = gsl_vector_view_array (x_init, p);
gsl_vector_view wts = gsl_vector_view_array(weights, n);
gsl_rng * r;
double chisq, chisq0;
int status, info;
size_t i;
const double xtol = 1e-8;
const double gtol = 1e-8;
const double ftol = 0.0;
gsl_rng_env_setup();
r = gsl_rng_alloc(gsl_rng_default);
/* define the function to be minimized */
fdf.f = expb_f;
fdf.df = expb_df; /* set to NULL for finite-difference Jacobian */
fdf.fvv = NULL; /* not using geodesic acceleration */
fdf.n = n;
fdf.p = p;
fdf.params = &d;
/* this is the data to be fitted */
for (i = 0; i < n; i++)
{
double t = i;
double yi = 1.0 + 5 * exp (-0.1 * t);
double si = 0.1 * yi;
double dy = gsl_ran_gaussian(r, si);
weights[i] = 1.0 / (si * si);
y[i] = yi + dy;
printf ("data: "F_ZU" %g %g\n", i, y[i], si);
};
/* allocate workspace with default parameters */
w = gsl_multifit_nlinear_alloc (T, &fdf_params, n, p);
/* initialize solver with starting point and weights */
gsl_multifit_nlinear_winit (&x.vector, &wts.vector, &fdf, w);
/* compute initial cost function */
f = gsl_multifit_nlinear_residual(w);
gsl_blas_ddot(f, f, &chisq0);
/* solve the system with a maximum of 20 iterations */
status = gsl_multifit_nlinear_driver(20, xtol, gtol, ftol,
callback, NULL, &info, w);
/* compute covariance of best fit parameters */
J = gsl_multifit_nlinear_jac(w);
gsl_multifit_nlinear_covar (J, 0.0, covar);
/* compute final cost */
gsl_blas_ddot(f, f, &chisq);
#define FIT(i) gsl_vector_get(w->x, i)
#define ERR(i) sqrt(gsl_matrix_get(covar,i,i))
fprintf(stderr, "summary from method '%s/%s'\n",
gsl_multifit_nlinear_name(w),
gsl_multifit_nlinear_trs_name(w));
fprintf(stderr, "number of iterations: "F_ZU"\n",
gsl_multifit_nlinear_niter(w));
fprintf(stderr, "function evaluations: "F_ZU"\n", fdf.nevalf);
fprintf(stderr, "Jacobian evaluations: "F_ZU"\n", fdf.nevaldf);
fprintf(stderr, "reason for stopping: %s\n",
(info == 1) ? "small step size" : "small gradient");
fprintf(stderr, "initial |f(x)| = %f\n", sqrt(chisq0));
fprintf(stderr, "final |f(x)| = %f\n", sqrt(chisq));
{
double dof = n - p;
double c = GSL_MAX_DBL(1, sqrt(chisq / dof));
fprintf(stderr, "chisq/dof = %g\n", chisq / dof);
fprintf (stderr, "A = %.5f +/- %.5f\n", FIT(0), c*ERR(0));
fprintf (stderr, "lambda = %.5f +/- %.5f\n", FIT(1), c*ERR(1));
fprintf (stderr, "b = %.5f +/- %.5f\n", FIT(2), c*ERR(2));
}
fprintf (stderr, "status = %s\n", gsl_strerror (status));
gsl_multifit_nlinear_free (w);
gsl_matrix_free (covar);
gsl_rng_free (r);
return 0;
}
static void
test_fdf(const gsl_multifit_nlinear_type * T,
const gsl_multifit_nlinear_parameters * params,
const double xtol, const double gtol, const double ftol,
const double epsrel,
test_fdf_problem *problem,
const double *wts)
{
gsl_multifit_nlinear_fdf *fdf = problem->fdf;
const size_t n = fdf->n;
const size_t p = fdf->p;
const size_t max_iter = 2500;
gsl_vector *x0 = gsl_vector_alloc(p);
gsl_vector_view x0v = gsl_vector_view_array(problem->x0, p);
gsl_multifit_nlinear_workspace *w =
gsl_multifit_nlinear_alloc (T, params, n, p);
const char *pname = problem->name;
char buf[2048];
char sname[2048];
int status, info;
sprintf(buf, "%s/%s/scale=%s/solver=%s",
gsl_multifit_nlinear_name(w),
params->trs->name,
params->scale->name,
params->solver->name);
if (problem->fdf->df == NULL)
{
if (params->fdtype == GSL_MULTIFIT_NLINEAR_FWDIFF)
strcat(buf, "/fdjac,forward");
else
strcat(buf, "/fdjac,center");
}
if (problem->fdf->fvv == NULL)
{
strcat(buf, "/fdfvv");
}
strcpy(sname, buf);
gsl_vector_memcpy(x0, &x0v.vector);
if (wts)
{
gsl_vector_const_view wv = gsl_vector_const_view_array(wts, n);
gsl_multifit_nlinear_winit(x0, &wv.vector, fdf, w);
}
else
gsl_multifit_nlinear_init(x0, fdf, w);
status = gsl_multifit_nlinear_driver(max_iter, xtol, gtol, ftol,
NULL, NULL, &info, w);
gsl_test(status, "%s/%s did not converge, status=%s",
sname, pname, gsl_strerror(status));
/* check solution */
test_fdf_checksol(sname, pname, epsrel, w, problem);
if (wts == NULL)
{
/* test again with weighting matrix W = I */
gsl_vector *wv = gsl_vector_alloc(n);
sprintf(sname, "%s/weighted", buf);
gsl_vector_memcpy(x0, &x0v.vector);
gsl_vector_set_all(wv, 1.0);
gsl_multifit_nlinear_winit(x0, wv, fdf, w);
status = gsl_multifit_nlinear_driver(max_iter, xtol, gtol, ftol,
NULL, NULL, &info, w);
gsl_test(status, "%s/%s did not converge, status=%s",
sname, pname, gsl_strerror(status));
test_fdf_checksol(sname, pname, epsrel, w, problem);
gsl_vector_free(wv);
}
gsl_multifit_nlinear_free(w);
gsl_vector_free(x0);
}
