test_enso.c

开放gsl矩阵运算

const size_t enso_N = 168;
const size_t enso_P = 9;

double enso_x0[9] = { 10.0, 3.0, 0.5, 44.0, -1.5, 0.5, 26.0, 0.1, 1.5 };

double enso_x[9] = {
  1.0510749193E+01, 
  3.0762128085E+00,
  5.3280138227E-01,
  4.4311088700E+01,
 -1.6231428586E+00,
  5.2554493756E-01,
  2.6887614440E+01,
  2.1232288488E-01,
  1.4966870418E+00
};

double enso_sumsq = 7.8853978668E+02;

double enso_sigma[9] = {
 1.7488832467E-01,
 2.4310052139E-01,
 2.4354686618E-01,
 9.4408025976E-01,
 2.8078369611E-01,
 4.8073701119E-01,
 4.1612939130E-01,
 5.1460022911E-01,
 2.5434468893E-01
};

double enso_F[168] = {
    12.90000, 
    11.30000, 
    10.60000, 
    11.20000, 
    10.90000, 
    7.500000, 
    7.700000, 
    11.70000, 
    12.90000, 
    14.30000, 
    10.90000, 
    13.70000, 
    17.10000, 
    14.00000, 
    15.30000, 
    8.500000, 
    5.700000, 
    5.500000, 
    7.600000, 
    8.600000, 
    7.300000, 
    7.600000, 
    12.70000, 
    11.00000, 
    12.70000, 
    12.90000, 
    13.00000, 
    10.90000, 
   10.400000, 
   10.200000, 
    8.000000, 
    10.90000, 
    13.60000, 
   10.500000, 
    9.200000, 
    12.40000, 
    12.70000, 
    13.30000, 
   10.100000, 
    7.800000, 
    4.800000, 
    3.000000, 
    2.500000, 
    6.300000, 
    9.700000, 
    11.60000, 
    8.600000, 
    12.40000, 
   10.500000, 
    13.30000, 
   10.400000, 
    8.100000, 
    3.700000, 
    10.70000, 
    5.100000, 
   10.400000, 
    10.90000, 
    11.70000, 
    11.40000, 
    13.70000, 
    14.10000, 
    14.00000, 
    12.50000, 
    6.300000, 
    9.600000, 
    11.70000, 
    5.000000, 
    10.80000, 
    12.70000, 
    10.80000, 
    11.80000, 
    12.60000, 
    15.70000, 
    12.60000, 
    14.80000, 
    7.800000, 
    7.100000, 
    11.20000, 
    8.100000, 
    6.400000, 
    5.200000, 
    12.00000, 
   10.200000, 
    12.70000, 
   10.200000, 
    14.70000, 
    12.20000, 
    7.100000, 
    5.700000, 
    6.700000, 
    3.900000, 
    8.500000, 
    8.300000, 
    10.80000, 
    16.70000, 
    12.60000, 
    12.50000, 
    12.50000, 
    9.800000, 
    7.200000, 
    4.100000, 
    10.60000, 
   10.100000, 
   10.100000, 
    11.90000, 
    13.60000, 
    16.30000, 
    17.60000, 
    15.50000, 
    16.00000, 
    15.20000, 
    11.20000, 
    14.30000, 
    14.50000, 
    8.500000, 
    12.00000, 
    12.70000, 
    11.30000, 
    14.50000, 
    15.10000, 
   10.400000, 
    11.50000, 
    13.40000, 
    7.500000, 
   0.6000000, 
   0.3000000, 
    5.500000, 
    5.000000, 
    4.600000, 
    8.200000, 
    9.900000, 
    9.200000, 
    12.50000, 
    10.90000, 
    9.900000, 
    8.900000, 
    7.600000, 
    9.500000, 
    8.400000, 
    10.70000, 
    13.60000, 
    13.70000, 
    13.70000, 
    16.50000, 
    16.80000, 
    17.10000, 
    15.40000, 
    9.500000, 
    6.100000, 
   10.100000, 
    9.300000, 
    5.300000, 
    11.20000, 
    16.60000, 
    15.60000, 
    12.00000, 
    11.50000, 
    8.600000, 
    13.80000, 
    8.700000, 
    8.600000, 
    8.600000, 
    8.700000, 
    12.80000, 
    13.20000, 
    14.00000, 
    13.40000, 
    14.80000
};


int
enso_f (const gsl_vector * x, void *params, gsl_vector * f)
{
  double b[9];
  size_t i;

  for (i = 0; i < 9; i++)
    {
      b[i] = gsl_vector_get(x, i);
    }

  for (i = 0; i < 168; i++)
    {
      double t = (i + 1.0);
      double y;
      y = b[0];
      y += b[1] * cos(2*M_PI*t/12);
      y += b[2] * sin(2*M_PI*t/12);
      y += b[4] * cos(2*M_PI*t/b[3]);
      y += b[5] * sin(2*M_PI*t/b[3]);
      y += b[7] * cos(2*M_PI*t/b[6]);
      y += b[8] * sin(2*M_PI*t/b[6]);

      gsl_vector_set (f, i, enso_F[i] - y);
    }

  return GSL_SUCCESS;
}

int
enso_df (const gsl_vector * x, void *params, gsl_matrix * df)
{
  double b[9];
  size_t i;

  for (i = 0; i < 9; i++)
    {
      b[i] = gsl_vector_get(x, i);
    }

  for (i = 0; i < 168; i++)
    {
      double t = (i + 1.0);

      gsl_matrix_set (df, i, 0, -1.0);
      gsl_matrix_set (df, i, 1, -cos(2*M_PI*t/12));
      gsl_matrix_set (df, i, 2, -sin(2*M_PI*t/12));
      gsl_matrix_set (df, i, 3, 
                      -b[4]*(2*M_PI*t/(b[3]*b[3]))*sin(2*M_PI*t/b[3])
                      +b[5]*(2*M_PI*t/(b[3]*b[3]))*cos(2*M_PI*t/b[3]));
      gsl_matrix_set (df, i, 4, -cos(2*M_PI*t/b[3]));
      gsl_matrix_set (df, i, 5, -sin(2*M_PI*t/b[3]));
      gsl_matrix_set (df, i, 6, 
                     -b[7] * (2*M_PI*t/(b[6]*b[6])) * sin(2*M_PI*t/b[6])
                     +b[8] * (2*M_PI*t/(b[6]*b[6])) * cos(2*M_PI*t/b[6]));
      gsl_matrix_set (df, i, 7, -cos(2*M_PI*t/b[6]));
      gsl_matrix_set (df, i, 8, -sin(2*M_PI*t/b[6]));
    }

  return GSL_SUCCESS;
}

int
enso_fdf (const gsl_vector * x, void *params,
	   gsl_vector * f, gsl_matrix * df)
{
  enso_f (x, params, f);
  enso_df (x, params, df);

  return GSL_SUCCESS;
}