#include <stdlib.h>
#include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_multifit_nlin.h>
#include "expfit.c"
#define N 40
void print_state (size_t iter, gsl_multifit_fdfsolver * s);
#pragma comment(lib, "libgsl_d.lib")
#pragma comment(lib, "libgslcblas_d.lib")
int
main (void)
{
const gsl_multifit_fdfsolver_type *T;
gsl_multifit_fdfsolver *s;
int status;
size_t i, iter = 0;
const size_t n = N;
const size_t p = 3;
gsl_matrix *covar = gsl_matrix_alloc (p, p);
double y[N], sigma[N];
struct data d = { n, y, sigma};
gsl_multifit_function_fdf f;
double x_init[3] = { 1.0, 0.0, 0.0 };
gsl_vector_view x = gsl_vector_view_array (x_init, p);
const gsl_rng_type * type;
gsl_rng * r;
gsl_rng_env_setup();
type = gsl_rng_default;
r = gsl_rng_alloc (type);
f.f = &expb_f;
f.df = &expb_df;
f.fdf = &expb_fdf;
f.n = n;
f.p = p;
f.params = &d;
/* This is the data to be fitted */
for (i = 0; i < n; i++)
{
double t = i;
y[i] = 1.0 + 5 * exp (-0.1 * t)
+ gsl_ran_gaussian (r, 0.1);
sigma[i] = 0.1;
printf ("data: %d %g %g\n", i, y[i], sigma[i]);
};
T = gsl_multifit_fdfsolver_lmsder;
s = gsl_multifit_fdfsolver_alloc (T, n, p);
gsl_multifit_fdfsolver_set (s, &f, &x.vector);
print_state (iter, s);
do
{
iter++;
status = gsl_multifit_fdfsolver_iterate (s);
printf ("status = %s\n", gsl_strerror (status));
print_state (iter, s);
if (status)
break;
status = gsl_multifit_test_delta (s->dx, s->x,
1e-4, 1e-4);
}
while (status == GSL_CONTINUE && iter < 500);
gsl_multifit_covar (s->J, 0.0, covar);
#define FIT(i) gsl_vector_get(s->x, i)
#define ERR(i) sqrt(gsl_matrix_get(covar,i,i))
{
double chi = gsl_blas_dnrm2(s->f);
double dof = n - p;
double c = GSL_MAX_DBL(1, chi / sqrt(dof));
printf("chisq/dof = %g\n", pow(chi, 2.0) / dof);
printf ("A = %.5f +/- %.5f\n", FIT(0), c*ERR(0));
printf ("lambda = %.5f +/- %.5f\n", FIT(1), c*ERR(1));
printf ("b = %.5f +/- %.5f\n", FIT(2), c*ERR(2));
}
printf ("status = %s\n", gsl_strerror (status));
gsl_multifit_fdfsolver_free (s);
return 0;
}
void
print_state (size_t iter, gsl_multifit_fdfsolver * s)
{
printf ("iter: %3u x = % 15.8f % 15.8f % 15.8f "
"|f(x)| = %g\n",
iter,
gsl_vector_get (s->x, 0),
gsl_vector_get (s->x, 1),
gsl_vector_get (s->x, 2),
gsl_blas_dnrm2 (s->f));
}
GSL中FDF求解器
最新推荐文章于 2023-07-30 08:35:58 发布