Example #1
0
void
callback(const size_t iter, void *params,
         const gsl_multifit_nlinear_workspace *w)
{
  gsl_vector *f = gsl_multifit_nlinear_residual(w);
  gsl_vector *x = gsl_multifit_nlinear_position(w);
  double rcond;

  /* compute reciprocal condition number of J(x) */
  gsl_multifit_nlinear_rcond(&rcond, w);

  fprintf(stderr, "iter %2zu: A = %.4f, lambda = %.4f, b = %.4f, cond(J) = %8.4f, |f(x)| = %.4f\n",
          iter,
          gsl_vector_get(x, 0),
          gsl_vector_get(x, 1),
          gsl_vector_get(x, 2),
          1.0 / rcond,
          gsl_blas_dnrm2(f));
}
Example #2
0
static void
test_fdf_checksol(const char *sname, const char *pname,
                  const double epsrel,
                  gsl_multifit_nlinear_workspace *w,
                  test_fdf_problem *problem)
{
  gsl_multifit_nlinear_fdf *fdf = problem->fdf;
  const double *sigma = problem->sigma;
  gsl_vector *f = gsl_multifit_nlinear_residual(w);
  gsl_vector *x = gsl_multifit_nlinear_position(w);
  double sumsq;

  /* check solution vector x and sumsq = ||f||^2 */
  gsl_blas_ddot(f, f, &sumsq);
  (problem->checksol)(x->data, sumsq, epsrel, sname, pname);

  /* check variances */
  if (sigma)
    {
      const size_t n = fdf->n;
      const size_t p = fdf->p;
      size_t i;
      gsl_matrix * covar = gsl_matrix_alloc (p, p);
      gsl_matrix *J = gsl_multifit_nlinear_jac (w);

      gsl_multifit_nlinear_covar (J, 0.0, covar);

      for (i = 0; i < p; i++) 
        {
          double ei = sqrt(sumsq/(n-p))*sqrt(gsl_matrix_get(covar,i,i));
          gsl_test_rel (ei, sigma[i], epsrel, 
                        "%s/%s, sigma(%d)", sname, pname, i) ;
        }

      gsl_matrix_free (covar);
    }
}