gsl 1.15.3 → 1.16.0.6

data/test/gsl/matrix_nmf_test.rb

@@ -0,0 +1,37 @@
+require 'test_helper'
+
+class MatrixNmfTest < GSL::TestCase
+
+  def setup
+    @m1 = GSL::Matrix.alloc([6, 7, 8], [2, 3, 4], [3, 4, 5])
+    @m2 = GSL::Matrix.alloc([6, 7, 8], [2, 3, 4], [3, 4, 7])
+  end
+
+  def test_difcost
+    assert_equal 0, GSL::Matrix::NMF.difcost(@m1, @m1)
+    assert_equal 4, GSL::Matrix::NMF.difcost(@m1, @m2)
+  end
+
+  def test_nmf
+    [2, 3, 4, 5].each { |cols|
+      res = GSL::Matrix::NMF.nmf(@m1, cols)
+      assert_equal [3, cols], res[0].size
+      assert_equal [cols, 3], res[1].size
+
+      cost = GSL::Matrix::NMF.difcost(@m1, res[0] * res[1])
+      assert cost <= 0.0001, "Cols: #{cols}, Delta: #{cost}"
+    }
+  end
+
+  def test_matrix_nmf
+    [2, 3, 4, 5].each { |cols|
+      res = @m1.nmf(cols)
+      assert_equal [3, cols], res[0].size
+      assert_equal [cols, 3], res[1].size
+
+      cost = GSL::Matrix::NMF.difcost(@m1, res[0] * res[1])
+      assert cost <= 0.0001, "Cols: #{cols}, Delta: #{cost}"
+    }
+  end
+
+end

data/test/gsl/matrix_test.rb

@@ -0,0 +1,98 @@
+require 'test_helper'
+
+class MatrixTest < GSL::TestCase
+
+  def test_ispos_neg
+    m = GSL::Matrix::Int.alloc([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3, 3)
+    assert_equal 0,     m.ispos
+    assert_equal false, m.ispos?
+    assert_equal 0,     m.isneg
+    assert_equal false, m.isneg?
+
+    m += 1
+    assert_equal 1,     m.ispos
+    assert_equal true,  m.ispos?
+    assert_equal 0,     m.isneg
+    assert_equal false, m.isneg?
+
+    m -= 100
+    assert_equal 0,     m.ispos
+    assert_equal false, m.ispos?
+    assert_equal 1,     m.isneg
+    assert_equal true,  m.isneg?
+  end
+
+  def test_isnonneg
+    m = GSL::Matrix::Int.alloc([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3, 3)
+    assert_equal 1,     m.isnonneg
+    assert_equal true,  m.isnonneg?
+    assert_equal 0,     m.isneg
+    assert_equal false, m.isneg?
+
+    m -= 100
+    assert_equal 0,     m.isnonneg
+    assert_equal false, m.isnonneg?
+    assert_equal 1,     m.isneg
+    assert_equal true,  m.isneg?
+
+    m += 200
+    assert_equal 1,     m.isnonneg
+    assert_equal true,  m.isnonneg?
+    assert_equal 1,     m.ispos
+    assert_equal true,  m.ispos?
+  end
+
+  def test_eye
+    z = GSL::Complex[1, 0]
+    m = GSL::Matrix::Complex.eye(2, z)
+
+    assert_equal z, m[0, 0]
+    assert_equal GSL::Complex[0, 0], m[0, 1]
+    assert_equal GSL::Complex[0, 0], m[1, 0]
+    assert_equal z, m[1, 1]
+  end
+
+  def test_set_row
+    z0 = GSL::Complex[1, 0]
+    z1 = GSL::Complex[2, 0]
+
+    m = GSL::Matrix::Complex[2, 2]
+    m.set_row(0, z0, z1)
+
+    assert_equal z0, m[0, 0]
+    assert_equal z1, m[0, 1]
+  end
+
+  def test_set_col
+    z0 = GSL::Complex[1, 0]
+    z1 = GSL::Complex[2, 0]
+
+    m = GSL::Matrix::Complex[2, 2]
+    m.set_col(0, z0, z1)
+
+    assert_equal z0, m[0, 0]
+    assert_equal z1, m[1, 0]
+  end
+
+  def test_coerce
+    { 1 => m0 = GSL::Matrix.ones(1), 2 => GSL::Matrix[[2]] }.each { |a, b|
+      [a, a.to_f].each { |c| assert_equal([b, m0], m0.coerce(c)) } }
+
+    m1 = GSL::Matrix::Int.ones(1); [1, 2].each { |a|
+      [a, a.to_f].each { |c| assert_equal([c, m0], m1.coerce(c)) } }
+  end
+
+  def test_mul
+    { 1 => m0 = GSL::Matrix.ones(1), 2 => GSL::Matrix[[2]] }.each { |a, b|
+      [a, a.to_f].each { |c| assert_equal(b, m0 * c); assert_equal(b, c * m0) } }
+
+    { 1 => m1 = GSL::Matrix::Int.ones(1), 2 => GSL::Matrix::Int[[2]] }.each { |a, b|
+      assert_equal(b, m1 * a); [a, a.to_f].each { |c| assert_equal(b, c * m1) } }
+
+    assert_equal GSL::Matrix[[0.2]], m0 * 0.2
+    assert_equal GSL::Matrix[[0.2]], 0.2 * m0
+
+    assert_equal GSL::Matrix::Int[[0]], 0.2 * m1
+  end
+
+end

data/test/gsl/min_test.rb

@@ -0,0 +1,89 @@
+require 'test_helper'
+
+class MinTest < GSL::TestCase
+
+  EPSABS = 0.001
+  EPSREL = 0.001
+
+  MAX_ITERATIONS = 100
+
+  def _test_f(type, desc, f, x_lower, mid, x_upper, min)
+    s = GSL::Min::FMinimizer.alloc(type)
+    s.set(@f[f], mid, x_lower, x_upper)
+
+    status = iterations = 0
+
+    begin
+      iterations += 1
+      status = s.iterate
+
+      m = s.x_minimum
+      a = s.x_lower
+      b = s.x_upper
+
+      refute a > b, 'interval is invalid (%g,%g)' % [a, b]
+      refute m < a || m > b, 'm lies outside interval %g (%g,%g)' % [m, a, b]
+
+      break if status == 1
+
+      status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
+    end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
+
+    assert status.zero?, '%s, %s (%g obs vs %g expected)' % [s.name, desc, s.x_minimum, min]
+
+    assert_tol m, min, 'incorrect precision (%g obs vs %g expected)' % [m, min]
+  end
+
+  def _test_f_e(type, desc, f, x_lower, mid, x_upper, min)
+    s = GSL::Min::FMinimizer.alloc(type)
+
+    assert_raises(GSL::ERROR::EINVAL, '%s, %s' % [s.name, desc]) {
+      s.set(@f[f], mid, x_lower, x_upper)
+    }
+
+    status = iterations = 0
+
+    begin
+      iterations += 1
+      s.iterate
+
+      _ = s.x_minimum
+      a = s.x_lower
+      b = s.x_upper
+
+      status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
+    rescue
+    end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
+
+    assert status.zero?, '%s, %s' % [s.name, desc]
+  end
+
+  def setup
+    @f = [GSL::Function.alloc { |x| Math.cos(x) }]
+    @f << GSL::Function.alloc { |x| GSL.pow(x, 4.0) - 1 }
+    @f << GSL::Function.alloc { |x| Math.sqrt(x.abs) }
+    @f << GSL::Function.alloc { |x| x < 1.0 ? 1 : -Math.exp(-x) }
+    @f << GSL::Function.alloc { |x| x - 30.0 / (1.0 + 1e5 * GSL.pow(x - 0.8, 2.0)) }
+  end
+
+  %w[goldensection brent quad_golden].each { |type|
+    {
+      'cos(x) [0 (3) 6]'        => [0,  0.0,  3.0,   6.0, GSL::M_PI],
+      'x^4 - 1 [-3 (-1) 17]'    => [1, -3.0, -1.0,  17.0, 0.0],
+      'sqrt(|x|) [-2 (-1) 1.5]' => [2, -2.0, -1.0,   1.5, 0.0],
+      'func3(x) [-2 (3) 4]'     => [3, -2.0,  3.0,   4.0, 1.0],
+      'func4(x) [0 (0.782) 1]'  => [4,  0,    0.782, 1.0, 0.8]
+    }.each_with_index { |(desc, args), i|
+      define_method("test_f_#{type}_#{i}") { _test_f(type, desc, *args) }
+    }
+
+    {
+      'invalid range check [4, 0]'  => [0,  4.0, 3.0, 0.0, GSL::M_PI],
+      'invalid range check [1, 1]'  => [0,  1.0, 1.0, 1.0, GSL::M_PI],
+      'invalid range check [-1, 1]' => [0, -1.0, 0.0, 1.0, GSL::M_PI]
+    }.each_with_index { |(desc, args), i|
+      define_method("test_f_e_#{type}_#{i}") { _test_f_e(type, desc, *args) }
+    }
+  }
+
+end

data/test/gsl/monte_test.rb

@@ -0,0 +1,77 @@
+require 'test_helper'
+
+class MonteTest < GSL::TestCase
+
+  DIM = 1
+
+  def test_miser
+    return unless GSL::Monte::Miser.method_defined?(:params_get)
+
+    miser = GSL::Monte::Miser.alloc(DIM)
+    params = miser.params_get
+
+    params.estimate_frac = 99
+    miser.params_set(params)
+    assert_abs miser.estimate_frac, 99, 1e-5, 'miser_estimate_frac'
+
+    params.min_calls = 9
+    miser.params_set(params)
+    assert_int miser.min_calls, 9, 'miser_min_calls'
+
+    params.min_calls_per_bisection = 7
+    miser.params_set(params)
+    assert_int miser.min_calls_per_bisection, 7, 'miser_min_calls_per_bisection'
+
+    params.alpha = 3
+    miser.params_set(params)
+    assert_abs miser.alpha, 3, 1e-5, 'miser_alpha'
+
+    params.dither = 4
+    miser.params_set(params)
+    assert_abs miser.dither, 4, 1e-5, 'miser_dither'
+  end
+
+  def test_vegas
+    return unless GSL::Monte::Vegas.method_defined?(:params_get)
+
+    vegas = GSL::Monte::Vegas.alloc(DIM)
+    params = vegas.params_get
+
+    params.alpha = 1
+    vegas.params_set(params)
+    assert_abs vegas.alpha, 1, 1e-5, 'vegas_alpha'
+
+    params.iterations = 4
+    vegas.params_set(params)
+    assert_int vegas.iterations, 4, 'vegas_iterations'
+
+    params.stage = 3
+    vegas.params_set(params)
+    assert_int vegas.stage, 3, 'vegas_stage'
+
+    params.mode = GSL::Monte::Vegas::MODE_IMPORTANCE
+    vegas.params_set(params)
+    assert_int vegas.mode, GSL::Monte::Vegas::MODE_IMPORTANCE, 'vegas_mode MODE_IMPORTANCE'
+
+    params.mode = GSL::Monte::Vegas::MODE_IMPORTANCE_ONLY
+    vegas.params_set(params)
+    assert_int vegas.mode, GSL::Monte::Vegas::MODE_IMPORTANCE_ONLY, 'vegas_mode MODE_IMPORTANCE_ONLY'
+
+    params.mode = GSL::Monte::Vegas::MODE_STRATIFIED
+    vegas.params_set(params)
+    assert_int vegas.mode, GSL::Monte::Vegas::MODE_STRATIFIED, 'vegas_mode MODE_STRATIFIED'
+
+    params.verbose = 0
+    vegas.params_set(params)
+    assert_int vegas.verbose, 0, 'vegas_verbose 0'
+
+    params.verbose = 1
+    vegas.params_set(params)
+    assert_int vegas.verbose, 1, 'vegas_verbose 1'
+
+    params.verbose = -1
+    vegas.params_set(params)
+    assert_int vegas.verbose, -1, 'vegas_verbose -1'
+  end
+
+end

data/test/gsl/multifit_test.rb

@@ -0,0 +1,753 @@
+require 'test_helper'
+
+class MultifitTest < GSL::TestCase
+
+  def _test_lmder(fdf, x, xx, f, cov)
+    s = GSL::MultiFit::FdfSolver.alloc('lmsder', fdf.n, fdf.p)
+    s.set(fdf, x)
+
+    20.times { |i|
+      s.iterate
+
+      fdf.p.times { |j|
+        assert_rel s.x[j], xx[fdf.p * i + j], 1e-5, "lmsder,  iter=#{i}, x#{j}"
+      }
+
+      assert_rel GSL::Blas.dnrm2(s.f), f[i], 1e-5, "lmsder, iter=#{i}, f"
+    }
+
+    covar = s.covar(0.0)
+
+    fdf.p.times { |i|
+      fdf.p.times { |j|
+        assert_rel covar[i, j], cov[i * fdf.p + j], 1e-7, "gsl_multifit_covar cov(#{i},#{j})"
+      }
+    }
+  end
+
+  def _test_fdf(name, fdf, x, x_final, f_sumsq, sigma)
+    s = GSL::MultiFit::FdfSolver.alloc('lmsder', fdf.n, fdf.p)
+    s.set(fdf, x)
+
+    1000.times {
+      s.iterate
+
+      status = s.test_delta(0.0, 1e-7)
+      break if status != GSL::CONTINUE
+    }
+
+    covar = s.covar(0.0)
+
+    fdf.p.times { |i|
+      assert_rel s.x[i], x_final[i], 1e-5, "#{name}, lmsder, x#{i}"
+    }
+
+    s2 = GSL.pow(GSL::Blas.dnrm2(s.f), 2.0)
+    assert_rel s2, f_sumsq, 1e-5, "#{name}, lmsder, |f|^2"
+
+    fdf.p.times { |i|
+      ei = Math.sqrt(s2 / (fdf.n - fdf.p)) * Math.sqrt(covar[i, i])
+      assert_rel ei, sigma[i], 1e-4, "#{name}, sigma(#{i})"
+    }
+  end
+
+  def test_2dgauss
+    maxiter = 10
+    n = 33
+
+    point = Struct.new(:x, :y)
+
+    # model: a * exp(-((x - x0) ** 2 + (y - y0) ** 2) / 2 / sigma ** 2)
+    gauss_f = lambda { |x, t, y, s, f|
+      # x: parameters as a Vecor
+      # t: observed points as an Array
+      # y: observed data as a GSL::Vector
+      # s: errorbar
+      # f: result
+      a = x[0]
+      x0 = x[1]
+      y0 = x[2]
+      sigma2 = x[3] ** 2
+
+      y.size.times { |i|
+        f.set(i, (a * Math.exp(-((t[i].x - x0) ** 2 + (t[i].y - y0) ** 2) / 2 / sigma2) - y[i]) / s[i])
+      }
+
+      GSL::SUCCESS
+    }
+
+    gauss_df = lambda { |x, t, y, s, df|
+      a = x[0]
+      x0 = x[1]
+      y0 = x[2]
+      sigma = x[3]
+      sigma2 = sigma ** 2
+
+      y.size.times { |i|
+        dx = t[i].x - x0; dx2 = dx ** 2
+        dy = t[i].y - y0; dy2 = dy ** 2
+
+        f = a * Math.exp(-(dx2 + dy2) / 2 / sigma2)
+
+        df.set(i, 0, f / a / s[i])
+        df.set(i, 1, f * dx / sigma2 / s[i])
+        df.set(i, 2, f * dy / sigma2 / s[i])
+        df.set(i, 3, f * (dx2 + dy2) / sigma2 / sigma / s[i])
+      }
+
+      GSL::SUCCESS
+    }
+
+    # goal
+    xgoal = GSL::Vector.alloc([1, 0, 0, 1])
+    parname = %w[a x0 y0 si]
+
+    # data
+    t = []
+    tmin = -10.0
+    tmax =  10.0
+
+    n.times { |j|
+      n.times { |i|
+        t << point.new(tmin + (tmax - tmin) * i / (n - 1), tmin + (tmax - tmin) * j / (n - 1))
+      }
+    }
+
+    stdev = xgoal[0] * 0.1
+
+    s = GSL::Vector.alloc(Array.new(t.size, stdev))  # error bar of each datum
+    r = GSL::Rng.alloc
+    e = GSL::Vector.alloc(t.size)
+
+    t.size.times { |i|
+      e[i] = -r.gaussian(stdev)  # perturbation to data
+    }
+
+    y = GSL::Vector.alloc(t.size)
+    n = GSL::Vector.alloc(Array.new(t.size, 1.0))
+    gauss_f.call(xgoal, t, e, n, y)  # data: y = model - e
+
+    # fitting
+    x = GSL::Vector.alloc([0.5, 0.1, -0.1, 2.0])  # initial guess
+    fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, x.size)
+    fdf.set_data(t, y, s)
+
+    solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, x.size)
+    solver.set(fdf, x)
+
+    #solver.print_state(0)
+
+    maxiter.times { |i|
+      solver.iterate
+
+      status = solver.test_delta(1e-6, 1e-6)
+      #solver.print_state(i + 1)
+
+      break if status != GSL::CONTINUE
+    }
+
+    # results
+    covar = solver.covar(0.0)
+    xresult = solver.position
+    dof = t.size - xresult.size
+    chi2 = GSL.pow_2(solver.f.dnrm2)
+    xsigma = GSL::Vector.alloc(xresult.size)
+
+    xresult.size.times { |i|
+      xsigma[i] = Math.sqrt(chi2 / dof * covar[i, i]) * 2.0
+      # allow resulting parameters to differ two times than standard error
+    }
+
+    desc = "a*exp(-((x-x0)**2+(y-y0)**2)/2/si**2), chi2/N:%.3g" % (chi2 / t.size)
+
+    xresult.size.times { |i|
+      assert_rel xresult[i], xgoal[i], xsigma[i], '%s: %-2.2s' % [desc, parname[i]]
+
+      refute((xresult[i] - xgoal[i]).abs > xsigma[i],
+        '%s: %-2.2s is %s +- %s' % [desc, parname[i], xresult[i], xsigma[i]])
+    }
+  end
+
+  def test_brown
+    brown_N = 20
+    brown_P = 4
+
+    brown_X = GSL::Matrix.alloc(
+      [24.3485677, 4.71448798, -2.19486633, 2.69405755],
+      [22.4116222, 3.93075538, -1.42344852, 2.5233557],
+      [17.88886, 2.9290853, 0.125174936, -3.96823353],
+      [17.3237176, 2.99606803, 2.03285653, 2.28992327],
+      [17.0906508, 3.02485425, 0.296995153, 0.0876226126],
+      [16.578006, 3.1036312, -0.18617941, 0.103262914],
+      [15.692993, 3.33088442, 0.0706406887, 1.05923955],
+      [14.3232177, 3.85604218, -2.3762839, -3.09486813],
+      [14.1279266, 3.97896121, 0.446109351, 1.40023753],
+      [13.6081961, 4.16435075, -1.51250057, -1.52510626],
+      [13.4295245, 4.22697223, -0.196985195, 0.532009293],
+      [13.0176117, 4.3579261, -0.353131208, 0.301377627],
+      [12.2713535, 4.62398535, -0.00183585584, 0.894170703],
+      [11.0316144, 5.13967727, -2.38978772, -2.89510064],
+      [10.8807981, 5.24558004, 0.230495952, 1.27315117],
+      [10.4029264, 5.41141257, -1.5116632, -1.47615921],
+      [10.2574435, 5.46211045, -0.299855732, 0.451893162],
+      [9.87863876, 5.57914292, -0.368885288, 0.358086545],
+      [9.1894983, 5.82082741, -0.230157969, 0.621476534],
+      [8.00589008, 6.27788753, -1.46022815, -1.33468082]
+    )
+
+    brown_F = GSL::Vector.alloc(
+      2474.05541, 1924.69004, 1280.63194, 1244.81867,
+      1190.53739, 1159.34935, 1108.44426, 1090.11073,
+      1015.92942, 1002.43533, 971.221084, 949.589435,
+      911.359899, 906.522994, 840.525729, 833.950164,
+      807.557511, 791.00924, 761.09598, 726.787783
+    )
+
+    brown_cov = GSL::Matrix.alloc(
+      [ 1.8893186910e-01, -4.7099989571e-02,  5.2154168404e-01,  1.6608168209e-02],
+      [-4.7099989571e-02,  1.1761534388e-02, -1.2987843074e-01, -4.1615942391e-03],
+      [ 5.2154168404e-01, -1.2987843074e-01,  1.4653936514e+00,  1.5738321686e-02],
+      [ 1.6608168209e-02, -4.1615942391e-03,  1.5738321686e-02,  4.2348042340e-02]
+    )
+
+    brown_x0 = GSL::Vector.alloc(25, 5, -5, -1)
+
+    brown_f = lambda { |x, t, y, f|
+      brown_N.times { |i|
+        ti = 0.2 * (i + 1)
+        ui = x[0] + x[1] * ti - Math.exp(ti)
+        vi = x[2] + x[3] * Math.sin(ti) - Math.cos(ti)
+        f[i] = ui * ui + vi * vi
+      }
+
+      GSL::SUCCESS
+    }
+
+    brown_df = lambda { |x, t, y, df|
+      brown_N.times { |i|
+        ti = 0.2 * (i + 1)
+        ui = x[0] + x[1] * ti - Math.exp(ti)
+        vi = x[2] + x[3] * Math.sin(ti) - Math.cos(ti)
+
+        df.set(i, 0, 2.0 * ui)
+        df.set(i, 1, 2.0 * ui * ti)
+        df.set(i, 2, 2.0 * vi)
+        df.set(i, 3, 2.0 * vi * Math.sin(ti))
+      }
+
+      GSL::SUCCESS
+    }
+
+    fdf = GSL::MultiFit::Function_fdf.alloc(brown_f, brown_df, brown_P)
+    fdf.set_data(GSL::Vector.alloc(brown_N), GSL::Vector.alloc(brown_N))
+
+    _test_lmder(fdf, brown_x0, brown_X.vector_view, brown_F, brown_cov.vector_view)
+  end
+
+  def test_enso
+    enso_N = 168
+    enso_P = 9
+
+    enso_x0 = GSL::Vector.alloc(10.0, 3.0, 0.5, 44.0, -1.5, 0.5, 26.0, 0.1, 1.5)
+
+    enso_x = GSL::Vector.alloc(
+      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
+    )
+
+    enso_sumsq = 7.8853978668E+02
+
+    enso_sigma = GSL::Vector.alloc(
+      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
+    )
+
+    enso_F = GSL::Vector.alloc(
+      12.90000, 11.30000, 10.60000, 11.20000, 10.90000,  7.50000,  7.70000,
+      11.70000, 12.90000, 14.30000, 10.90000, 13.70000, 17.10000, 14.00000,
+      15.30000,  8.50000,  5.70000,  5.50000,  7.60000,  8.60000,  7.30000,
+       7.60000, 12.70000, 11.00000, 12.70000, 12.90000, 13.00000, 10.90000,
+      10.40000, 10.20000,  8.00000, 10.90000, 13.60000, 10.50000,  9.20000,
+      12.40000, 12.70000, 13.30000, 10.10000,  7.80000,  4.80000,  3.00000,
+       2.50000,  6.30000,  9.70000, 11.60000,  8.60000, 12.40000, 10.50000,
+      13.30000, 10.40000,  8.10000,  3.70000, 10.70000,  5.10000, 10.40000,
+      10.90000, 11.70000, 11.40000, 13.70000, 14.10000, 14.00000, 12.50000,
+       6.30000,  9.60000, 11.70000,  5.00000, 10.80000, 12.70000, 10.80000,
+      11.80000, 12.60000, 15.70000, 12.60000, 14.80000,  7.80000,  7.10000,
+      11.20000,  8.10000,  6.40000,  5.20000, 12.00000, 10.20000, 12.70000,
+      10.20000, 14.70000, 12.20000,  7.10000,  5.70000,  6.70000,  3.90000,
+       8.50000,  8.30000, 10.80000, 16.70000, 12.60000, 12.50000, 12.50000,
+       9.80000,  7.20000,  4.10000, 10.60000, 10.10000, 10.10000, 11.90000,
+      13.60000, 16.30000, 17.60000, 15.50000, 16.00000, 15.20000, 11.20000,
+      14.30000, 14.50000,  8.50000, 12.00000, 12.70000, 11.30000, 14.50000,
+      15.10000, 10.40000, 11.50000, 13.40000,  7.50000,  0.60000,  0.30000,
+       5.50000,  5.00000,  4.60000,  8.20000,  9.90000,  9.20000, 12.50000,
+      10.90000,  9.90000,  8.90000,  7.60000,  9.50000,  8.40000, 10.70000,
+      13.60000, 13.70000, 13.70000, 16.50000, 16.80000, 17.10000, 15.40000,
+       9.50000,  6.10000, 10.10000,  9.30000,  5.30000, 11.20000, 16.60000,
+      15.60000, 12.00000, 11.50000,  8.60000, 13.80000,  8.70000,  8.60000,
+       8.60000,  8.70000, 12.80000, 13.20000, 14.00000, 13.40000, 14.80000
+    )
+
+    enso_f = lambda { |x, t, y, f|
+      b = x
+
+      enso_N.times { |i|
+        ti, pi = t[i], GSL::M_PI
+
+        yy  = b[0]
+        yy += b[1] * Math.cos(2.0 * pi * ti / 12)
+        yy += b[2] * Math.sin(2.0 * pi * ti / 12)
+        yy += b[4] * Math.cos(2.0 * pi * ti / b[3])
+        yy += b[5] * Math.sin(2.0 * pi * ti / b[3])
+        yy += b[7] * Math.cos(2.0 * pi * ti / b[6])
+        yy += b[8] * Math.sin(2.0 * pi * ti / b[6])
+
+        f[i] = y[i] - yy
+      }
+
+      GSL::SUCCESS
+    }
+
+    enso_df = lambda { |x, t, y, df|
+      b = x
+
+      enso_N.times { |i|
+        ti, pi = t[i], GSL::M_PI
+
+        df.set(i, 0, -1.0)
+        df.set(i, 1, -Math.cos(2.0 * pi * ti / 12))
+        df.set(i, 2, -Math.sin(2.0 * pi * ti / 12))
+        df.set(i, 3, -b[4] * (2.0 * pi * ti / (b[3] * b[3])) * Math.sin(2 * pi * ti / b[3]) + b[5] * (2 * pi * ti / (b[3] * b[3])) * Math.cos(2 * pi * ti / b[3]))
+        df.set(i, 4, -Math.cos(2 * pi * ti / b[3]))
+        df.set(i, 5, -Math.sin(2 * pi * ti / b[3]))
+        df.set(i, 6, -b[7] * (2 * pi * ti / (b[6] * b[6])) * Math.sin(2 * pi * ti / b[6]) + b[8] * (2 * pi * ti / (b[6] * b[6])) * Math.cos(2 * pi * ti / b[6]))
+        df.set(i, 7, -Math.cos(2 * pi * ti / b[6]))
+        df.set(i, 8, -Math.sin(2 * pi * ti / b[6]))
+      }
+
+      GSL::SUCCESS
+    }
+
+    fdf = GSL::MultiFit::Function_fdf.alloc(enso_f, enso_df, enso_P)
+
+    #fdf.set_data(GSL::Vector.alloc(1..168), enso_F)
+    fdf.set_data(GSL::Vector.indgen(168, 1), enso_F)
+
+    _test_fdf('nist-ENSO', fdf, enso_x0, enso_x, enso_sumsq, enso_sigma)
+  end
+
+  def test_filip
+    filip_n = 82
+    filip_p = 11
+
+    filip_x = GSL::Vector.alloc(
+      -6.860120914, -4.324130045, -4.358625055, -4.358426747, -6.955852379,
+      -6.661145254, -6.355462942, -6.118102026, -7.115148017, -6.815308569,
+      -6.519993057, -6.204119983, -5.853871964, -6.109523091, -5.79832982,
+      -5.482672118, -5.171791386, -4.851705903, -4.517126416, -4.143573228,
+      -3.709075441, -3.499489089, -6.300769497, -5.953504836, -5.642065153,
+      -5.031376979, -4.680685696, -4.329846955, -3.928486195, -8.56735134,
+      -8.363211311, -8.107682739, -7.823908741, -7.522878745, -7.218819279,
+      -6.920818754, -6.628932138, -6.323946875, -5.991399828, -8.781464495,
+      -8.663140179, -8.473531488, -8.247337057, -7.971428747, -7.676129393,
+      -7.352812702, -7.072065318, -6.774174009, -6.478861916, -6.159517513,
+      -6.835647144, -6.53165267,  -6.224098421, -5.910094889, -5.598599459,
+      -5.290645224, -4.974284616, -4.64454848,  -4.290560426, -3.885055584,
+      -3.408378962, -3.13200249,  -8.726767166, -8.66695597,  -8.511026475,
+      -8.165388579, -7.886056648, -7.588043762, -7.283412422, -6.995678626,
+      -6.691862621, -6.392544977, -6.067374056, -6.684029655, -6.378719832,
+      -6.065855188, -5.752272167, -5.132414673, -4.811352704, -4.098269308,
+      -3.66174277,  -3.2644011
+    )
+
+    filip_y = GSL::Vector.alloc(
+      0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377, 0.8667, 0.8809, 0.7975,
+      0.8162, 0.8515, 0.8766, 0.8885, 0.8859, 0.8959, 0.8913, 0.8959, 0.8971,
+      0.9021, 0.909,  0.9139, 0.9199, 0.8692, 0.8872, 0.89,   0.891,  0.8977,
+      0.9035, 0.9078, 0.7675, 0.7705, 0.7713, 0.7736, 0.7775, 0.7841, 0.7971,
+      0.8329, 0.8641, 0.8804, 0.7668, 0.7633, 0.7678, 0.7697, 0.77,   0.7749,
+      0.7796, 0.7897, 0.8131, 0.8498, 0.8741, 0.8061, 0.846,  0.8751, 0.8856,
+      0.8919, 0.8934, 0.894,  0.8957, 0.9047, 0.9129, 0.9209, 0.9219, 0.7739,
+      0.7681, 0.7665, 0.7703, 0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602,
+      0.8809, 0.8301, 0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119,
+      0.9228
+    )
+
+    work = GSL::MultiFit::Workspace.alloc(filip_n, filip_p)
+
+    expected_c = GSL::Vector.alloc(
+      -1467.48961422980,      -2772.17959193342, -2316.37108160893,
+      -1127.97394098372,       -354.478233703349,  -75.1242017393757,
+        -10.8753180355343,       -1.06221498588947, -0.670191154593408e-01,
+         -0.246781078275479e-02, -0.402962525080404e-04
+    )
+
+    expected_sd = GSL::Vector.alloc(
+      298.084530995537,      559.779865474950,  466.477572127796,
+      227.204274477751,       71.6478660875927,  15.2897178747400,
+        2.23691159816033,      0.221624321934227, 0.142363763154724e-01,
+        0.535617408889821e-03, 0.896632837373868e-05
+    )
+
+    expected_chisq = 0.795851382172941e-03
+
+    xx = GSL::Matrix.alloc(filip_n, filip_p)
+
+    filip_n.times { |i|
+      filip_p.times { |j|
+        xx.set(i, j, GSL.pow(filip_x[i], j))
+      }
+    }
+
+    c, cov, chisq, _ = GSL::MultiFit.linear(xx, filip_y, work)
+
+    assert_rel c[0],  expected_c[0],  1e-7, 'filip gsl_fit_multilinear c0'
+    assert_rel c[1],  expected_c[1],  1e-7, 'filip gsl_fit_multilinear c1'
+    assert_rel c[2],  expected_c[2],  1e-7, 'filip gsl_fit_multilinear c2'
+    assert_rel c[3],  expected_c[3],  1e-7, 'filip gsl_fit_multilinear c3'
+    assert_rel c[4],  expected_c[4],  1e-7, 'filip gsl_fit_multilinear c4'
+    assert_rel c[5],  expected_c[5],  1e-7, 'filip gsl_fit_multilinear c5'
+    assert_rel c[6],  expected_c[6],  1e-7, 'filip gsl_fit_multilinear c6'
+    assert_rel c[7],  expected_c[7],  1e-7, 'filip gsl_fit_multilinear c7'
+    assert_rel c[8],  expected_c[8],  1e-7, 'filip gsl_fit_multilinear c8'
+    assert_rel c[9],  expected_c[9],  1e-7, 'filip gsl_fit_multilinear c9'
+    assert_rel c[10], expected_c[10], 1e-7, 'filip gsl_fit_multilinear c10'
+
+    diag = cov.diagonal
+
+    assert_rel diag[0],  GSL.pow(expected_sd[0],2.0),  1e-6, 'filip gsl_fit_multilinear cov00'
+    assert_rel diag[1],  GSL.pow(expected_sd[1],2.0),  1e-6, 'filip gsl_fit_multilinear cov11'
+    assert_rel diag[2],  GSL.pow(expected_sd[2],2.0),  1e-6, 'filip gsl_fit_multilinear cov22'
+    assert_rel diag[3],  GSL.pow(expected_sd[3],2.0),  1e-6, 'filip gsl_fit_multilinear cov33'
+    assert_rel diag[4],  GSL.pow(expected_sd[4],2.0),  1e-6, 'filip gsl_fit_multilinear cov44'
+    assert_rel diag[5],  GSL.pow(expected_sd[5],2.0),  1e-6, 'filip gsl_fit_multilinear cov55'
+    assert_rel diag[6],  GSL.pow(expected_sd[6],2.0),  1e-6, 'filip gsl_fit_multilinear cov66'
+    assert_rel diag[7],  GSL.pow(expected_sd[7],2.0),  1e-6, 'filip gsl_fit_multilinear cov77'
+    assert_rel diag[8],  GSL.pow(expected_sd[8],2.0),  1e-6, 'filip gsl_fit_multilinear cov88'
+    assert_rel diag[9],  GSL.pow(expected_sd[9],2.0),  1e-6, 'filip gsl_fit_multilinear cov99'
+    assert_rel diag[10], GSL.pow(expected_sd[10],2.0), 1e-6, 'filip gsl_fit_multilinear cov1010'
+
+    assert_rel chisq, expected_chisq, 1e-7, 'filip gsl_fit_multilinear chisq'
+
+    expected_c = GSL::Vector.alloc(
+      -1467.48961422980,      -2772.17959193342,      -2316.37108160893, -1127.97394098372,
+       -354.478233703349,       -75.1242017393757,      -10.8753180355343,  -1.06221498588947,
+         -0.670191154593408e-01, -0.246781078275479e-02, -0.402962525080404e-04
+    )
+
+    expected_cov = GSL::Matrix.alloc(
+      [ 7.9269341767252183262588583867942e9,  1.4880416622254098343441063389706e10,
+        1.2385811858111487905481427591107e10, 6.0210784406215266653697715794241e9,
+        1.8936652526181982747116667336389e9,  4.0274900618493109653998118587093e8,
+        5.8685468011819735806180092394606e7,  5.7873451475721689084330083708901e6,
+        3.6982719848703747920663262917032e5,  1.3834818802741350637527054170891e4,
+        2.301758578713219280719633494302e2 ],
+      [ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10,
+        2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10,
+        3.5657281653312473123348357644683e9,  7.5893300392314445528176646366087e8,
+        1.1066654886143524811964131660002e8,  1.0921285448484575110763947787775e7,
+        6.9838139975394769253353547606971e5,  2.6143091775349597218939272614126e4,
+        4.3523386330348588614289505633539e2 ],
+      [ 1.2385811858111487890788272968677e10, 2.3286604504243362677757802422747e10,
+        1.9412787917766676553608636489674e10, 9.4516246492862131849077729250098e9,
+        2.9771226694709917550143152097252e9,  6.3413035086730038062129508949859e8,
+        9.2536164488309401636559552742339e7,  9.1386304643423333815338760248027e6,
+        5.8479478338916429826337004060941e5,  2.1905933113294737443808429764554e4,
+        3.6493161325305557266196635180155e2 ],
+      [ 6.0210784406215266545770691532365e9,  1.1328950067962729823273441573365e10,
+        9.4516246492862131792040001429636e9,  4.6053152992000107509329772255094e9,
+        1.4517147860312147098138030287038e9,  3.0944988323328589376402579060072e8,
+        4.5190223822292688669369522708712e7,  4.4660958693678497534529855690752e6,
+        2.8599340736122198213681258676423e5,  1.0720394998549386596165641244705e4,
+        1.7870937745661967319298031044424e2 ],
+      [ 1.8936652526181982701620450132636e9,  3.5657281653312473058825073094524e9,
+        2.9771226694709917514149924058297e9,  1.451714786031214708936087401632e9,
+        4.5796563896564815123074920050827e8,  9.7693972414561515534525103622773e7,
+        1.427717861635658545863942948444e7,   1.4120161287735817621354292900338e6,
+        9.0484361228623960006818614875557e4,  3.394106783764852373199087455398e3,
+        5.6617406468519495376287407526295e1 ],
+      [ 4.0274900618493109532650887473599e8,  7.589330039231444534478894935778e8,
+        6.3413035086730037947153564986653e8,  3.09449883233285893390542947998e8,
+        9.7693972414561515475770399055121e7,  2.0855726248311948992114244257719e7,
+        3.0501263034740400533872858749566e6,  3.0187475839310308153394428784224e5,
+        1.9358204633534233524477930175632e4,  7.2662989867560017077361942813911e2,
+        1.2129002231061036467607394277965e1 ],
+      [ 5.868546801181973559370854830868e7,   1.1066654886143524778548044386795e8,
+        9.2536164488309401413296494869777e7,  4.5190223822292688587853853162072e7,
+        1.4277178616356585441556046753562e7,  3.050126303474040051574715592746e6,
+        4.4639982579046340884744460329946e5,  4.4212093985989836047285007760238e4,
+        2.8371395028774486687625333589972e3,  1.0656694507620102300567296504381e2,
+        1.7799982046359973175080475654123e0 ],
+      [ 5.7873451475721688839974153925406e6,  1.0921285448484575071271480643397e7,
+        9.1386304643423333540728480344578e6,  4.4660958693678497427674903565664e6,
+        1.4120161287735817596182229182587e6,  3.0187475839310308117812257613082e5,
+        4.4212093985989836021482392757677e4,  4.3818874017028389517560906916315e3,
+        2.813828775753142855163154605027e2,   1.0576188138416671883232607188969e1,
+        1.7676976288918295012452853715408e-1 ],
+      [ 3.6982719848703747742568351456818e5,  6.9838139975394768959780068745979e5,
+        5.8479478338916429616547638954781e5,  2.8599340736122198128717796825489e5,
+        9.0484361228623959793493985226792e4,  1.9358204633534233490579641064343e4,
+        2.8371395028774486654873647731797e3,  2.8138287757531428535592907878017e2,
+        1.8081118503579798222896804627964e1,  6.8005074291434681866415478598732e-1,
+        1.1373581557749643543869665860719e-2 ],
+      [ 1.3834818802741350562839757244708e4,  2.614309177534959709397445440919e4,
+        2.1905933113294737352721470167247e4,  1.0720394998549386558251721913182e4,
+        3.3941067837648523632905604575131e3,  7.2662989867560016909534954790835e2,
+        1.0656694507620102282337905013451e2,  1.0576188138416671871337685672492e1,
+        6.8005074291434681828743281967838e-1, 2.5593857187900736057022477529078e-2,
+        4.2831487599116264442963102045936e-4 ],
+      [ 2.3017585787132192669801658674163e2,  4.3523386330348588381716460685124e2,
+        3.6493161325305557094116270974735e2,  1.7870937745661967246233792737255e2,
+        5.6617406468519495180024059284629e1,  1.2129002231061036433003571679329e1,
+        1.7799982046359973135014027410646e0,  1.7676976288918294983059118597214e-1,
+        1.137358155774964353146460100337e-2,  4.283148759911626442000316269063e-4,
+        7.172253875245080423800933453952e-6 ]
+    )
+
+    expected_chisq = 0.795851382172941E-03
+
+    filip_n.times { |i|
+      filip_p.times { |j|
+        xx.set(i, j, GSL.pow(filip_x[i], j))
+      }
+    }
+
+    w = GSL::Vector.alloc(filip_n)
+    w.set_all(1.0)
+
+    c, cov, _, _ = GSL::MultiFit.wlinear(xx, w, filip_y, work)
+
+    filip_p.times { |i|
+      assert_rel c[i], expected_c[i], 1e-7, "filip gsl_fit_multilinear c#{i}"
+    }
+
+    filip_p.times { |i|
+      filip_p.times { |j|
+        assert_rel cov[i, j], expected_cov[i, j], 1e-6, "filip gsl_fit_wmultilinear cov(#{i},#{j})"
+      }
+    }
+  end
+
+  def test_gauss
+    maxiter = 10
+    n = 1000
+
+    # model: a * exp(-(x - x0) ** 2 / 2 / sigma ** 2)
+    gauss_p = 3
+    gauss_f = lambda { |x, t, y, s, f|
+      # x: parameters as a Vecor
+      # t: observed points as a GSL::Vector
+      # y: observed data as a GSL::Vector
+      # s: errorbar
+      # f: result
+      a = x[0]
+      x0 = x[1]
+      sigma2 = x[2] ** 2
+
+      y.size.times { |i|
+        f.set(i, (a * Math.exp(-(t[i] - x0) ** 2 / 2 / sigma2) - y[i]) / s[i])
+      }
+
+      GSL::SUCCESS
+    }
+
+    gauss_df = lambda { |x, t, y, s, df|
+      a = x[0]
+      x0 = x[1]
+      sigma = x[2]
+      sigma2 = sigma ** 2
+
+      y.size.times { |i|
+        dx = t[i] - x0
+        dx2 = dx ** 2
+        f = a * Math.exp(-dx2 / 2 / sigma2)
+
+        df.set(i, 0, f / a / s[i])
+        df.set(i, 1, f * dx / sigma2 / s[i])
+        df.set(i, 2, f * dx2 / sigma2 / sigma / s[i])
+      }
+
+      GSL::SUCCESS
+    }
+
+    # goal
+    xgoal = GSL::Vector.alloc([1, 0, 1])
+    parname = %w[a x0 si]
+
+    # data
+    t = GSL::Vector.alloc(n)  # positions of data
+    tmin = -10.0
+    tmax =  10.0
+
+    t.size.times { |i|
+      t[i] = tmin + (tmax - tmin) * i / (n - 1)
+    }
+
+    stdev = xgoal[0] * 0.1
+
+    s = GSL::Vector.alloc(Array.new(t.size, stdev))  # error bar of each datum
+    r = GSL::Rng.alloc
+    e = GSL::Vector.alloc(t.size)
+
+    t.size.times { |i|
+      e[i] = -r.gaussian(stdev)  # perturbation to data
+    }
+
+    y = GSL::Vector.alloc(t.size)
+    n = GSL::Vector.alloc(Array.new(t.size, 1.0))
+    gauss_f.call(xgoal, t, e, n, y)  # data: y = model - e
+
+    # fitting
+    x = GSL::Vector.alloc([0.5, 0.1, 2])  # initial guess
+
+    fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, gauss_p)
+    fdf.set_data(t, y, s)
+
+    solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, gauss_p)
+    solver.set(fdf, x)
+
+    #solver.print_state(0)
+
+    maxiter.times { |i|
+      solver.iterate
+
+      status = solver.test_delta(1e-6, 1e-6)
+      #solver.print_state(i + 1)
+
+      break if status != GSL::CONTINUE
+    }
+
+    # results
+    covar = solver.covar(0.0)
+    xresult = solver.position
+    dof = t.size - gauss_p
+    chi2 = GSL.pow_2(solver.f.dnrm2)
+    xsigma = GSL::Vector.alloc(xresult.size)
+
+    xresult.size.times { |i|
+      xsigma[i] = Math.sqrt(chi2 / dof * covar[i, i]) * 2.0
+      # resulting parameters to differ two times than standard error
+    }
+
+    desc = 'a*exp(-(x-x0)**2/2/si**2), chi2/N:%.3g' % (chi2 / t.size)
+
+    xresult.size.times { |i|
+      assert_rel xresult[i], xgoal[i], xsigma[i], '%s: %-2.2s' % [desc, parname[i]]
+      refute((xresult[i] - xgoal[i]).abs > xsigma[i], desc)
+    }
+  end
+
+  def test_longley
+    longley_n = 16
+    longley_p = 7
+
+    longley_x = GSL::Vector.alloc(
+      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
+    )
+
+    longley_y = GSL::Vector.alloc(
+      60323, 61122, 60171, 61187, 63221, 63639, 64989, 63761,
+      66019, 67857, 68169, 66513, 68655, 69564, 69331, 70551
+    )
+
+    work = GSL::MultiFit::Workspace.alloc(longley_n, longley_p)
+
+    x = GSL::Matrix.alloc(longley_x, longley_n, longley_p).view
+    y = longley_y.view
+
+    expected_c = GSL::Vector.alloc(
+      -3482258.63459582,
+            15.0618722713733,
+            -0.358191792925910e-01,
+            -2.02022980381683,
+            -1.03322686717359,
+            -0.511041056535807e-01,
+          1829.15146461355
+    )
+
+    expected_sd = GSL::Vector.alloc(
+      890420.383607373,
+          84.9149257747669,
+           0.334910077722432e-01,
+           0.488399681651699,
+           0.214274163161675,
+           0.226073200069370,
+         455.478499142212
+    )
+
+    expected_chisq = 836424.055505915
+
+    c, cov, chisq, _ = GSL::MultiFit.linear(x, y, work)
+
+    7.times { |i|
+      assert_rel c[i], expected_c[i], 1e-10, "longley gsl_fit_multilinear c#{i}"
+    }
+
+    diag = cov.diagonal
+
+    assert_rel diag[0], GSL.pow(expected_sd[0],2.0), 1e-10, 'longley gsl_fit_multilinear cov00'
+    assert_rel diag[1], GSL.pow(expected_sd[1],2.0), 1e-10, 'longley gsl_fit_multilinear cov11'
+    assert_rel diag[2], GSL.pow(expected_sd[2],2.0), 1e-10, 'longley gsl_fit_multilinear cov22'
+    assert_rel diag[3], GSL.pow(expected_sd[3],2.0), 1e-10, 'longley gsl_fit_multilinear cov33'
+    assert_rel diag[4], GSL.pow(expected_sd[4],2.0), 1e-10, 'longley gsl_fit_multilinear cov44'
+    assert_rel diag[5], GSL.pow(expected_sd[5],2.0), 1e-10, 'longley gsl_fit_multilinear cov55'
+    assert_rel diag[6], GSL.pow(expected_sd[6],2.0), 1e-10, 'longley gsl_fit_multilinear cov66'
+
+    assert_rel chisq, expected_chisq, 1e-10, 'longley gsl_fit_multilinear chisq'
+
+    expected_cov = GSL::Matrix.alloc(
+      [ 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 ]
+    )
+
+    expected_chisq = 836424.055505915
+
+    w = GSL::Vector.alloc(longley_n)
+    w.set_all(1.0)
+
+    c, cov, chisq, _ = GSL::MultiFit.wlinear(x, w, y, work)
+
+    7.times { |i|
+      assert_rel c[i], expected_c[i], 1e-10, "longley gsl_fit_wmultilinear c#{i}"
+    }
+
+    longley_p.times { |i|
+      longley_p.times { |j|
+        assert_rel cov[i, j], expected_cov[i, j], 1e-7, "longley gsl_fit_wmultilinear cov(#{i},#{j})"
+      }
+    }
+
+    assert_rel chisq, expected_chisq, 1e-10, 'longley gsl_fit_wmultilinear chisq'
+  end
+
+end