alglib 0.1.1
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- data/History.txt +7 -0
- data/Manifest.txt +253 -0
- data/README.txt +33 -0
- data/Rakefile +27 -0
- data/ext/Rakefile +24 -0
- data/ext/alglib.i +24 -0
- data/ext/alglib/Makefile +157 -0
- data/ext/alglib/airyf.cpp +372 -0
- data/ext/alglib/airyf.h +81 -0
- data/ext/alglib/alglib.cpp +8558 -0
- data/ext/alglib/alglib_util.cpp +19 -0
- data/ext/alglib/alglib_util.h +14 -0
- data/ext/alglib/ap.cpp +877 -0
- data/ext/alglib/ap.english.html +364 -0
- data/ext/alglib/ap.h +666 -0
- data/ext/alglib/ap.russian.html +442 -0
- data/ext/alglib/apvt.h +754 -0
- data/ext/alglib/bdss.cpp +1500 -0
- data/ext/alglib/bdss.h +251 -0
- data/ext/alglib/bdsvd.cpp +1339 -0
- data/ext/alglib/bdsvd.h +164 -0
- data/ext/alglib/bessel.cpp +1226 -0
- data/ext/alglib/bessel.h +331 -0
- data/ext/alglib/betaf.cpp +105 -0
- data/ext/alglib/betaf.h +74 -0
- data/ext/alglib/bidiagonal.cpp +1328 -0
- data/ext/alglib/bidiagonal.h +350 -0
- data/ext/alglib/binomialdistr.cpp +247 -0
- data/ext/alglib/binomialdistr.h +153 -0
- data/ext/alglib/blas.cpp +576 -0
- data/ext/alglib/blas.h +132 -0
- data/ext/alglib/cblas.cpp +226 -0
- data/ext/alglib/cblas.h +57 -0
- data/ext/alglib/cdet.cpp +138 -0
- data/ext/alglib/cdet.h +92 -0
- data/ext/alglib/chebyshev.cpp +216 -0
- data/ext/alglib/chebyshev.h +76 -0
- data/ext/alglib/chisquaredistr.cpp +157 -0
- data/ext/alglib/chisquaredistr.h +144 -0
- data/ext/alglib/cholesky.cpp +285 -0
- data/ext/alglib/cholesky.h +86 -0
- data/ext/alglib/cinverse.cpp +298 -0
- data/ext/alglib/cinverse.h +111 -0
- data/ext/alglib/clu.cpp +337 -0
- data/ext/alglib/clu.h +120 -0
- data/ext/alglib/correlation.cpp +280 -0
- data/ext/alglib/correlation.h +77 -0
- data/ext/alglib/correlationtests.cpp +726 -0
- data/ext/alglib/correlationtests.h +134 -0
- data/ext/alglib/crcond.cpp +826 -0
- data/ext/alglib/crcond.h +148 -0
- data/ext/alglib/creflections.cpp +310 -0
- data/ext/alglib/creflections.h +165 -0
- data/ext/alglib/csolve.cpp +312 -0
- data/ext/alglib/csolve.h +99 -0
- data/ext/alglib/ctrinverse.cpp +387 -0
- data/ext/alglib/ctrinverse.h +98 -0
- data/ext/alglib/ctrlinsolve.cpp +297 -0
- data/ext/alglib/ctrlinsolve.h +81 -0
- data/ext/alglib/dawson.cpp +234 -0
- data/ext/alglib/dawson.h +74 -0
- data/ext/alglib/descriptivestatistics.cpp +436 -0
- data/ext/alglib/descriptivestatistics.h +112 -0
- data/ext/alglib/det.cpp +140 -0
- data/ext/alglib/det.h +94 -0
- data/ext/alglib/dforest.cpp +1819 -0
- data/ext/alglib/dforest.h +316 -0
- data/ext/alglib/elliptic.cpp +497 -0
- data/ext/alglib/elliptic.h +217 -0
- data/ext/alglib/estnorm.cpp +429 -0
- data/ext/alglib/estnorm.h +107 -0
- data/ext/alglib/expintegrals.cpp +422 -0
- data/ext/alglib/expintegrals.h +108 -0
- data/ext/alglib/faq.english.html +258 -0
- data/ext/alglib/faq.russian.html +272 -0
- data/ext/alglib/fdistr.cpp +202 -0
- data/ext/alglib/fdistr.h +163 -0
- data/ext/alglib/fresnel.cpp +211 -0
- data/ext/alglib/fresnel.h +91 -0
- data/ext/alglib/gammaf.cpp +338 -0
- data/ext/alglib/gammaf.h +104 -0
- data/ext/alglib/gqgengauss.cpp +235 -0
- data/ext/alglib/gqgengauss.h +92 -0
- data/ext/alglib/gqgenhermite.cpp +268 -0
- data/ext/alglib/gqgenhermite.h +63 -0
- data/ext/alglib/gqgenjacobi.cpp +297 -0
- data/ext/alglib/gqgenjacobi.h +72 -0
- data/ext/alglib/gqgenlaguerre.cpp +265 -0
- data/ext/alglib/gqgenlaguerre.h +69 -0
- data/ext/alglib/gqgenlegendre.cpp +300 -0
- data/ext/alglib/gqgenlegendre.h +62 -0
- data/ext/alglib/gqgenlobatto.cpp +305 -0
- data/ext/alglib/gqgenlobatto.h +97 -0
- data/ext/alglib/gqgenradau.cpp +232 -0
- data/ext/alglib/gqgenradau.h +95 -0
- data/ext/alglib/hbisinv.cpp +480 -0
- data/ext/alglib/hbisinv.h +183 -0
- data/ext/alglib/hblas.cpp +228 -0
- data/ext/alglib/hblas.h +64 -0
- data/ext/alglib/hcholesky.cpp +339 -0
- data/ext/alglib/hcholesky.h +91 -0
- data/ext/alglib/hermite.cpp +114 -0
- data/ext/alglib/hermite.h +49 -0
- data/ext/alglib/hessenberg.cpp +370 -0
- data/ext/alglib/hessenberg.h +152 -0
- data/ext/alglib/hevd.cpp +247 -0
- data/ext/alglib/hevd.h +107 -0
- data/ext/alglib/hsschur.cpp +1316 -0
- data/ext/alglib/hsschur.h +108 -0
- data/ext/alglib/htridiagonal.cpp +734 -0
- data/ext/alglib/htridiagonal.h +180 -0
- data/ext/alglib/ialglib.cpp +6 -0
- data/ext/alglib/ialglib.h +9 -0
- data/ext/alglib/ibetaf.cpp +960 -0
- data/ext/alglib/ibetaf.h +125 -0
- data/ext/alglib/igammaf.cpp +430 -0
- data/ext/alglib/igammaf.h +157 -0
- data/ext/alglib/inv.cpp +274 -0
- data/ext/alglib/inv.h +115 -0
- data/ext/alglib/inverseupdate.cpp +480 -0
- data/ext/alglib/inverseupdate.h +185 -0
- data/ext/alglib/jacobianelliptic.cpp +164 -0
- data/ext/alglib/jacobianelliptic.h +94 -0
- data/ext/alglib/jarquebera.cpp +2271 -0
- data/ext/alglib/jarquebera.h +80 -0
- data/ext/alglib/kmeans.cpp +356 -0
- data/ext/alglib/kmeans.h +76 -0
- data/ext/alglib/laguerre.cpp +94 -0
- data/ext/alglib/laguerre.h +48 -0
- data/ext/alglib/lbfgs.cpp +1167 -0
- data/ext/alglib/lbfgs.h +218 -0
- data/ext/alglib/lda.cpp +434 -0
- data/ext/alglib/lda.h +133 -0
- data/ext/alglib/ldlt.cpp +1130 -0
- data/ext/alglib/ldlt.h +124 -0
- data/ext/alglib/leastsquares.cpp +1252 -0
- data/ext/alglib/leastsquares.h +290 -0
- data/ext/alglib/legendre.cpp +107 -0
- data/ext/alglib/legendre.h +49 -0
- data/ext/alglib/linreg.cpp +1185 -0
- data/ext/alglib/linreg.h +380 -0
- data/ext/alglib/logit.cpp +1523 -0
- data/ext/alglib/logit.h +333 -0
- data/ext/alglib/lq.cpp +399 -0
- data/ext/alglib/lq.h +160 -0
- data/ext/alglib/lu.cpp +462 -0
- data/ext/alglib/lu.h +119 -0
- data/ext/alglib/mannwhitneyu.cpp +4490 -0
- data/ext/alglib/mannwhitneyu.h +115 -0
- data/ext/alglib/minlm.cpp +918 -0
- data/ext/alglib/minlm.h +312 -0
- data/ext/alglib/mlpbase.cpp +3375 -0
- data/ext/alglib/mlpbase.h +589 -0
- data/ext/alglib/mlpe.cpp +1369 -0
- data/ext/alglib/mlpe.h +552 -0
- data/ext/alglib/mlptrain.cpp +1056 -0
- data/ext/alglib/mlptrain.h +283 -0
- data/ext/alglib/nearunityunit.cpp +91 -0
- data/ext/alglib/nearunityunit.h +17 -0
- data/ext/alglib/normaldistr.cpp +377 -0
- data/ext/alglib/normaldistr.h +175 -0
- data/ext/alglib/nsevd.cpp +1869 -0
- data/ext/alglib/nsevd.h +140 -0
- data/ext/alglib/pca.cpp +168 -0
- data/ext/alglib/pca.h +87 -0
- data/ext/alglib/poissondistr.cpp +143 -0
- data/ext/alglib/poissondistr.h +130 -0
- data/ext/alglib/polinterpolation.cpp +685 -0
- data/ext/alglib/polinterpolation.h +206 -0
- data/ext/alglib/psif.cpp +173 -0
- data/ext/alglib/psif.h +88 -0
- data/ext/alglib/qr.cpp +414 -0
- data/ext/alglib/qr.h +168 -0
- data/ext/alglib/ratinterpolation.cpp +134 -0
- data/ext/alglib/ratinterpolation.h +72 -0
- data/ext/alglib/rcond.cpp +705 -0
- data/ext/alglib/rcond.h +140 -0
- data/ext/alglib/reflections.cpp +504 -0
- data/ext/alglib/reflections.h +165 -0
- data/ext/alglib/rotations.cpp +473 -0
- data/ext/alglib/rotations.h +128 -0
- data/ext/alglib/rsolve.cpp +221 -0
- data/ext/alglib/rsolve.h +99 -0
- data/ext/alglib/sbisinv.cpp +217 -0
- data/ext/alglib/sbisinv.h +171 -0
- data/ext/alglib/sblas.cpp +185 -0
- data/ext/alglib/sblas.h +64 -0
- data/ext/alglib/schur.cpp +156 -0
- data/ext/alglib/schur.h +102 -0
- data/ext/alglib/sdet.cpp +193 -0
- data/ext/alglib/sdet.h +101 -0
- data/ext/alglib/sevd.cpp +116 -0
- data/ext/alglib/sevd.h +99 -0
- data/ext/alglib/sinverse.cpp +672 -0
- data/ext/alglib/sinverse.h +138 -0
- data/ext/alglib/spddet.cpp +138 -0
- data/ext/alglib/spddet.h +96 -0
- data/ext/alglib/spdgevd.cpp +842 -0
- data/ext/alglib/spdgevd.h +200 -0
- data/ext/alglib/spdinverse.cpp +509 -0
- data/ext/alglib/spdinverse.h +122 -0
- data/ext/alglib/spdrcond.cpp +421 -0
- data/ext/alglib/spdrcond.h +118 -0
- data/ext/alglib/spdsolve.cpp +275 -0
- data/ext/alglib/spdsolve.h +105 -0
- data/ext/alglib/spline2d.cpp +1192 -0
- data/ext/alglib/spline2d.h +301 -0
- data/ext/alglib/spline3.cpp +1264 -0
- data/ext/alglib/spline3.h +290 -0
- data/ext/alglib/srcond.cpp +595 -0
- data/ext/alglib/srcond.h +127 -0
- data/ext/alglib/ssolve.cpp +895 -0
- data/ext/alglib/ssolve.h +139 -0
- data/ext/alglib/stdafx.h +0 -0
- data/ext/alglib/stest.cpp +131 -0
- data/ext/alglib/stest.h +94 -0
- data/ext/alglib/studenttdistr.cpp +222 -0
- data/ext/alglib/studenttdistr.h +115 -0
- data/ext/alglib/studentttests.cpp +377 -0
- data/ext/alglib/studentttests.h +178 -0
- data/ext/alglib/svd.cpp +620 -0
- data/ext/alglib/svd.h +126 -0
- data/ext/alglib/tdbisinv.cpp +2608 -0
- data/ext/alglib/tdbisinv.h +228 -0
- data/ext/alglib/tdevd.cpp +1229 -0
- data/ext/alglib/tdevd.h +115 -0
- data/ext/alglib/tridiagonal.cpp +594 -0
- data/ext/alglib/tridiagonal.h +171 -0
- data/ext/alglib/trigintegrals.cpp +490 -0
- data/ext/alglib/trigintegrals.h +131 -0
- data/ext/alglib/trinverse.cpp +345 -0
- data/ext/alglib/trinverse.h +98 -0
- data/ext/alglib/trlinsolve.cpp +926 -0
- data/ext/alglib/trlinsolve.h +73 -0
- data/ext/alglib/tsort.cpp +405 -0
- data/ext/alglib/tsort.h +54 -0
- data/ext/alglib/variancetests.cpp +245 -0
- data/ext/alglib/variancetests.h +134 -0
- data/ext/alglib/wsr.cpp +6285 -0
- data/ext/alglib/wsr.h +96 -0
- data/ext/ap.i +97 -0
- data/ext/correlation.i +24 -0
- data/ext/extconf.rb +6 -0
- data/ext/logit.i +89 -0
- data/lib/alglib.rb +71 -0
- data/lib/alglib/correlation.rb +26 -0
- data/lib/alglib/linearregression.rb +63 -0
- data/lib/alglib/logit.rb +42 -0
- data/test/test_alglib.rb +52 -0
- data/test/test_correlation.rb +44 -0
- data/test/test_correlationtest.rb +45 -0
- data/test/test_linreg.rb +35 -0
- data/test/test_logit.rb +43 -0
- data/test/test_pca.rb +27 -0
- metadata +326 -0
data/History.txt
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data/Manifest.txt
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ext/alglib/kmeans.cpp
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126
|
+
ext/alglib/kmeans.h
|
127
|
+
ext/alglib/laguerre.cpp
|
128
|
+
ext/alglib/laguerre.h
|
129
|
+
ext/alglib/lbfgs.cpp
|
130
|
+
ext/alglib/lbfgs.h
|
131
|
+
ext/alglib/lda.cpp
|
132
|
+
ext/alglib/lda.h
|
133
|
+
ext/alglib/ldlt.cpp
|
134
|
+
ext/alglib/ldlt.h
|
135
|
+
ext/alglib/leastsquares.cpp
|
136
|
+
ext/alglib/leastsquares.h
|
137
|
+
ext/alglib/legendre.cpp
|
138
|
+
ext/alglib/legendre.h
|
139
|
+
ext/alglib/linreg.cpp
|
140
|
+
ext/alglib/linreg.h
|
141
|
+
ext/alglib/logit.cpp
|
142
|
+
ext/alglib/logit.h
|
143
|
+
ext/alglib/lq.cpp
|
144
|
+
ext/alglib/lq.h
|
145
|
+
ext/alglib/lu.cpp
|
146
|
+
ext/alglib/lu.h
|
147
|
+
ext/alglib/Makefile
|
148
|
+
ext/alglib/mannwhitneyu.cpp
|
149
|
+
ext/alglib/mannwhitneyu.h
|
150
|
+
ext/alglib/minlm.cpp
|
151
|
+
ext/alglib/minlm.h
|
152
|
+
ext/alglib/mlpbase.cpp
|
153
|
+
ext/alglib/mlpbase.h
|
154
|
+
ext/alglib/mlpe.cpp
|
155
|
+
ext/alglib/mlpe.h
|
156
|
+
ext/alglib/mlptrain.cpp
|
157
|
+
ext/alglib/mlptrain.h
|
158
|
+
ext/alglib/nearunityunit.cpp
|
159
|
+
ext/alglib/nearunityunit.h
|
160
|
+
ext/alglib/normaldistr.cpp
|
161
|
+
ext/alglib/normaldistr.h
|
162
|
+
ext/alglib/nsevd.cpp
|
163
|
+
ext/alglib/nsevd.h
|
164
|
+
ext/alglib/pca.cpp
|
165
|
+
ext/alglib/pca.h
|
166
|
+
ext/alglib/poissondistr.cpp
|
167
|
+
ext/alglib/poissondistr.h
|
168
|
+
ext/alglib/polinterpolation.cpp
|
169
|
+
ext/alglib/polinterpolation.h
|
170
|
+
ext/alglib/psif.cpp
|
171
|
+
ext/alglib/psif.h
|
172
|
+
ext/alglib/qr.cpp
|
173
|
+
ext/alglib/qr.h
|
174
|
+
ext/alglib/ratinterpolation.cpp
|
175
|
+
ext/alglib/ratinterpolation.h
|
176
|
+
ext/alglib/rcond.cpp
|
177
|
+
ext/alglib/rcond.h
|
178
|
+
ext/alglib/reflections.cpp
|
179
|
+
ext/alglib/reflections.h
|
180
|
+
ext/alglib/rotations.cpp
|
181
|
+
ext/alglib/rotations.h
|
182
|
+
ext/alglib/rsolve.cpp
|
183
|
+
ext/alglib/rsolve.h
|
184
|
+
ext/alglib/sbisinv.cpp
|
185
|
+
ext/alglib/sbisinv.h
|
186
|
+
ext/alglib/sblas.cpp
|
187
|
+
ext/alglib/sblas.h
|
188
|
+
ext/alglib/schur.cpp
|
189
|
+
ext/alglib/schur.h
|
190
|
+
ext/alglib/sdet.cpp
|
191
|
+
ext/alglib/sdet.h
|
192
|
+
ext/alglib/sevd.cpp
|
193
|
+
ext/alglib/sevd.h
|
194
|
+
ext/alglib/sinverse.cpp
|
195
|
+
ext/alglib/sinverse.h
|
196
|
+
ext/alglib/spddet.cpp
|
197
|
+
ext/alglib/spddet.h
|
198
|
+
ext/alglib/spdgevd.cpp
|
199
|
+
ext/alglib/spdgevd.h
|
200
|
+
ext/alglib/spdinverse.cpp
|
201
|
+
ext/alglib/spdinverse.h
|
202
|
+
ext/alglib/spdrcond.cpp
|
203
|
+
ext/alglib/spdrcond.h
|
204
|
+
ext/alglib/spdsolve.cpp
|
205
|
+
ext/alglib/spdsolve.h
|
206
|
+
ext/alglib/spline2d.cpp
|
207
|
+
ext/alglib/spline2d.h
|
208
|
+
ext/alglib/spline3.cpp
|
209
|
+
ext/alglib/spline3.h
|
210
|
+
ext/alglib/srcond.cpp
|
211
|
+
ext/alglib/srcond.h
|
212
|
+
ext/alglib/ssolve.cpp
|
213
|
+
ext/alglib/ssolve.h
|
214
|
+
ext/alglib/stdafx.h
|
215
|
+
ext/alglib/stest.cpp
|
216
|
+
ext/alglib/stest.h
|
217
|
+
ext/alglib/studenttdistr.cpp
|
218
|
+
ext/alglib/studenttdistr.h
|
219
|
+
ext/alglib/studentttests.cpp
|
220
|
+
ext/alglib/studentttests.h
|
221
|
+
ext/alglib/svd.cpp
|
222
|
+
ext/alglib/svd.h
|
223
|
+
ext/alglib/tdbisinv.cpp
|
224
|
+
ext/alglib/tdbisinv.h
|
225
|
+
ext/alglib/tdevd.cpp
|
226
|
+
ext/alglib/tdevd.h
|
227
|
+
ext/alglib/tridiagonal.cpp
|
228
|
+
ext/alglib/tridiagonal.h
|
229
|
+
ext/alglib/trigintegrals.cpp
|
230
|
+
ext/alglib/trigintegrals.h
|
231
|
+
ext/alglib/trinverse.cpp
|
232
|
+
ext/alglib/trinverse.h
|
233
|
+
ext/alglib/trlinsolve.cpp
|
234
|
+
ext/alglib/trlinsolve.h
|
235
|
+
ext/alglib/tsort.cpp
|
236
|
+
ext/alglib/tsort.h
|
237
|
+
ext/alglib/variancetests.cpp
|
238
|
+
ext/alglib/variancetests.h
|
239
|
+
ext/alglib/wsr.cpp
|
240
|
+
ext/alglib/wsr.h
|
241
|
+
ext/ap.i
|
242
|
+
ext/correlation.i
|
243
|
+
ext/extconf.rb
|
244
|
+
ext/logit.i
|
245
|
+
lib/alglib.rb
|
246
|
+
lib/alglib/correlation.rb
|
247
|
+
lib/alglib/linearregression.rb
|
248
|
+
lib/alglib/logit.rb
|
249
|
+
test/test_alglib.rb
|
250
|
+
test/test_correlation.rb
|
251
|
+
test/test_correlationtest.rb
|
252
|
+
test/test_linreg.rb
|
253
|
+
test/test_logit.rb
|
data/README.txt
ADDED
@@ -0,0 +1,33 @@
|
|
1
|
+
= Alglib
|
2
|
+
|
3
|
+
Ruby wrapper for Alglib libraries (http://www.alglib.net/).
|
4
|
+
First layer based on swig and a second on Ruby, for comfortable use.
|
5
|
+
|
6
|
+
== DESCRIPTION:
|
7
|
+
|
8
|
+
ALGLIB - is a multilingual collection of algorithms designed to solve problems in the field of numeric analysis and data processing. ALGLIB is distributed under a 3-clause BSD license. This license is unrestrictive and allows using the package both in open and proprietary programs and even relicensing the code (if the new license doesn't conflict with the terms of the 3-clause BSD license).
|
9
|
+
|
10
|
+
== FEATURES/PROBLEMS:
|
11
|
+
|
12
|
+
* Only Multiple regression, Logit Regression and Correlation implemented
|
13
|
+
|
14
|
+
|
15
|
+
== SYNOPSIS:
|
16
|
+
require 'alglib'
|
17
|
+
matrix=Matrix[[2,3,4],[2,5,5],[1,5,3],[4,6,5]]
|
18
|
+
lr=Alglib::LinearRegression.build_from_matrix(matrix)
|
19
|
+
=> #<Alglib::LinearRegression:0x7ffaf6c05dc0 @model=#<Alglib_ext::LinearModel:0x7ffaf6c05e60>, @cases=4, @report=#<Alglib_ext::LrReport:0x7ffaf6c05e10>, @ivars=2>
|
20
|
+
lr.coeffs
|
21
|
+
=> [0.585714285714286, -0.0142857142857142]
|
22
|
+
|
23
|
+
== REQUIREMENTS:
|
24
|
+
|
25
|
+
* A good compiler
|
26
|
+
|
27
|
+
== INSTALL:
|
28
|
+
|
29
|
+
sudo gem install alglib
|
30
|
+
|
31
|
+
== LICENSE:
|
32
|
+
|
33
|
+
The Source Codes are distributed under some non-restrictive software license, mostly under BSD (see Source Codes for specific terms and conditions).
|
data/Rakefile
ADDED
@@ -0,0 +1,27 @@
|
|
1
|
+
#!/usr/bin/ruby
|
2
|
+
# -*- ruby -*-
|
3
|
+
|
4
|
+
require 'rubygems'
|
5
|
+
require 'hoe'
|
6
|
+
|
7
|
+
task :default => [:compile]
|
8
|
+
task :compile => ["ext/alglib_ext.so"]
|
9
|
+
|
10
|
+
file "ext/Makefile" => "ext/extconf.rb" do |t|
|
11
|
+
system %(cd ext && ruby extconf.rb)
|
12
|
+
end
|
13
|
+
|
14
|
+
file "ext/alglib_ext.so" => Dir.glob("ext/*.i")+["ext/Makefile", "ext/alglib/alglib_util.cpp", "ext/alglib/alglib_util.h"] do |t|
|
15
|
+
system %(cd ext && rake)
|
16
|
+
|
17
|
+
end
|
18
|
+
require File.dirname(__FILE__)+'/lib/alglib_version.rb'
|
19
|
+
Hoe.spec 'alglib' do
|
20
|
+
self.version=Alglib::VERSION
|
21
|
+
self.rubyforge_name = 'ruby-statsample' # if different than 'alglib'
|
22
|
+
self.developer('Claudio Bustos', 'clbustos@gmail.com')
|
23
|
+
self.spec_extras= {'extensions' => ['ext/extconf.rb']}
|
24
|
+
self.url = "http://rubyforge.org/projects/ruby-statsample/"
|
25
|
+
end
|
26
|
+
|
27
|
+
# vim: syntax=ruby
|
data/ext/Rakefile
ADDED
@@ -0,0 +1,24 @@
|
|
1
|
+
require 'rake/testtask'
|
2
|
+
require 'rake/rdoctask'
|
3
|
+
|
4
|
+
|
5
|
+
task :default => [:compile]
|
6
|
+
task :test => ["test.rb"] do |t|
|
7
|
+
system %(ruby test.rb)
|
8
|
+
end
|
9
|
+
task :compile => ["alglib.so"]
|
10
|
+
|
11
|
+
file "alglib/alglib.cpp"=>Dir.glob("*.i") do |t|
|
12
|
+
puts "Reconstruyendo swig"
|
13
|
+
system %(swig -fvirtual -Wall -c++ -o alglib/alglib.cpp -ruby alglib.i)
|
14
|
+
end
|
15
|
+
|
16
|
+
|
17
|
+
cpp=Dir.glob("alglib/*.cpp")+Dir.glob("alglib/*.h")
|
18
|
+
file "alglib.so"=>cpp + ["Makefile"] do |t|
|
19
|
+
system %(make)
|
20
|
+
end
|
21
|
+
|
22
|
+
file "Makefile" => ["extconf.rb"] do |t|
|
23
|
+
system %(ruby extconf.rb)
|
24
|
+
end
|
data/ext/alglib.i
ADDED
@@ -0,0 +1,24 @@
|
|
1
|
+
%module alglib_ext
|
2
|
+
%{
|
3
|
+
#include "ap.h"
|
4
|
+
#include "alglib_util.h"
|
5
|
+
#include "iostream"
|
6
|
+
|
7
|
+
%}
|
8
|
+
|
9
|
+
%include "typemaps.i"
|
10
|
+
%apply int *OUTPUT {int& info};
|
11
|
+
%apply int *INPUT {int& nvars};
|
12
|
+
%apply int *INPUT {int& nvars};
|
13
|
+
%apply int *INPUT {int& nclasses};
|
14
|
+
%apply double *INPUT {double &bothtails};
|
15
|
+
%apply double *INPUT {double &lefttail};
|
16
|
+
%apply double *INPUT {double &righttail};
|
17
|
+
|
18
|
+
|
19
|
+
%include "ap.i"
|
20
|
+
%include "correlation.i"
|
21
|
+
%include "correlationtests.i"
|
22
|
+
%include "linreg.i"
|
23
|
+
%include "logit.i"
|
24
|
+
%include "pca.i"
|
data/ext/alglib/Makefile
ADDED
@@ -0,0 +1,157 @@
|
|
1
|
+
|
2
|
+
SHELL = /bin/sh
|
3
|
+
|
4
|
+
#### Start of system configuration section. ####
|
5
|
+
|
6
|
+
srcdir = .
|
7
|
+
topdir = /usr/lib/ruby/1.8/x86_64-linux
|
8
|
+
hdrdir = $(topdir)
|
9
|
+
VPATH = $(srcdir):$(topdir):$(hdrdir)
|
10
|
+
exec_prefix = $(prefix)
|
11
|
+
prefix = $(DESTDIR)/usr
|
12
|
+
sharedstatedir = $(prefix)/com
|
13
|
+
mandir = $(prefix)/share/man
|
14
|
+
psdir = $(docdir)
|
15
|
+
oldincludedir = $(DESTDIR)/usr/include
|
16
|
+
localedir = $(datarootdir)/locale
|
17
|
+
bindir = $(exec_prefix)/bin
|
18
|
+
libexecdir = $(prefix)/lib/ruby1.8
|
19
|
+
sitedir = $(DESTDIR)/usr/local/lib/site_ruby
|
20
|
+
htmldir = $(docdir)
|
21
|
+
vendorarchdir = $(vendorlibdir)/$(sitearch)
|
22
|
+
includedir = $(prefix)/include
|
23
|
+
infodir = $(prefix)/share/info
|
24
|
+
vendorlibdir = $(vendordir)/$(ruby_version)
|
25
|
+
sysconfdir = $(DESTDIR)/etc
|
26
|
+
libdir = $(exec_prefix)/lib
|
27
|
+
sbindir = $(exec_prefix)/sbin
|
28
|
+
rubylibdir = $(libdir)/ruby/$(ruby_version)
|
29
|
+
docdir = $(datarootdir)/doc/$(PACKAGE)
|
30
|
+
dvidir = $(docdir)
|
31
|
+
vendordir = $(libdir)/ruby/vendor_ruby
|
32
|
+
datarootdir = $(prefix)/share
|
33
|
+
pdfdir = $(docdir)
|
34
|
+
archdir = $(rubylibdir)/$(arch)
|
35
|
+
sitearchdir = $(sitelibdir)/$(sitearch)
|
36
|
+
datadir = $(datarootdir)
|
37
|
+
localstatedir = $(DESTDIR)/var
|
38
|
+
sitelibdir = $(sitedir)/$(ruby_version)
|
39
|
+
|
40
|
+
CC = cc
|
41
|
+
LIBRUBY = $(LIBRUBY_SO)
|
42
|
+
LIBRUBY_A = lib$(RUBY_SO_NAME)-static.a
|
43
|
+
LIBRUBYARG_SHARED = -l$(RUBY_SO_NAME)
|
44
|
+
LIBRUBYARG_STATIC = -l$(RUBY_SO_NAME)-static
|
45
|
+
|
46
|
+
RUBY_EXTCONF_H =
|
47
|
+
CFLAGS = -fPIC -fno-strict-aliasing -g -g -O2 -fPIC $(cflags) -DEBUG
|
48
|
+
INCFLAGS = -I. -I$(topdir) -I$(hdrdir) -I$(srcdir)
|
49
|
+
DEFS =
|
50
|
+
CPPFLAGS = $(DEFS) $(cppflags)
|
51
|
+
CXXFLAGS = $(CFLAGS)
|
52
|
+
ldflags = -L. -Wl,-Bsymbolic-functions -rdynamic -Wl,-export-dynamic
|
53
|
+
dldflags =
|
54
|
+
archflag =
|
55
|
+
DLDFLAGS = $(ldflags) $(dldflags) $(archflag)
|
56
|
+
LDSHARED = $(CC) -shared
|
57
|
+
AR = ar
|
58
|
+
EXEEXT =
|
59
|
+
|
60
|
+
RUBY_INSTALL_NAME = ruby1.8
|
61
|
+
RUBY_SO_NAME = ruby1.8
|
62
|
+
arch = x86_64-linux
|
63
|
+
sitearch = x86_64-linux
|
64
|
+
ruby_version = 1.8
|
65
|
+
ruby = /usr/bin/ruby1.8
|
66
|
+
RUBY = $(ruby)
|
67
|
+
RM = rm -f
|
68
|
+
MAKEDIRS = mkdir -p
|
69
|
+
INSTALL = /usr/bin/install -c
|
70
|
+
INSTALL_PROG = $(INSTALL) -m 0755
|
71
|
+
INSTALL_DATA = $(INSTALL) -m 644
|
72
|
+
COPY = cp
|
73
|
+
|
74
|
+
#### End of system configuration section. ####
|
75
|
+
|
76
|
+
preload =
|
77
|
+
|
78
|
+
libpath = . $(libdir)
|
79
|
+
LIBPATH = -L. -L$(libdir)
|
80
|
+
DEFFILE =
|
81
|
+
|
82
|
+
CLEANFILES = mkmf.log
|
83
|
+
DISTCLEANFILES =
|
84
|
+
|
85
|
+
extout =
|
86
|
+
extout_prefix =
|
87
|
+
target_prefix =
|
88
|
+
LOCAL_LIBS =
|
89
|
+
LIBS = $(LIBRUBYARG_SHARED) -lstdc++ -lsupc++ -lpthread -ldl -lcrypt -lm -lc
|
90
|
+
SRCS = alglib.cxx clu.cpp wsr.cpp expintegrals.cpp gqgenlaguerre.cpp bdsvd.cpp crcond.cpp mlpe.cpp cholesky.cpp laguerre.cpp det.cpp spdrcond.cpp binomialdistr.cpp srcond.cpp ibetaf.cpp mannwhitneyu.cpp normaldistr.cpp hevd.cpp polinterpolation.cpp cblas.cpp gqgenlegendre.cpp mlpbase.cpp fresnel.cpp poissondistr.cpp legendre.cpp tridiagonal.cpp spdgevd.cpp spline2d.cpp dawson.cpp trigintegrals.cpp lda.cpp studenttdistr.cpp sbisinv.cpp hbisinv.cpp ldlt.cpp rsolve.cpp variancetests.cpp cinverse.cpp kmeans.cpp creflections.cpp descriptivestatistics.cpp blas.cpp sblas.cpp mlptrain.cpp tdevd.cpp hcholesky.cpp reflections.cpp ctrlinsolve.cpp airyf.cpp bdss.cpp logit.cpp stest.cpp igammaf.cpp spdinverse.cpp minlm.cpp gqgenradau.cpp bessel.cpp sdet.cpp csolve.cpp ap.cpp lbfgs.cpp chebyshev.cpp jarquebera.cpp gqgenlobatto.cpp svd.cpp spdsolve.cpp ssolve.cpp betaf.cpp estnorm.cpp ialglib.cpp sinverse.cpp elliptic.cpp trinverse.cpp nearunityunit.cpp hermite.cpp tdbisinv.cpp dforest.cpp lq.cpp schur.cpp lu.cpp hessenberg.cpp hsschur.cpp leastsquares.cpp ratinterpolation.cpp qr.cpp bidiagonal.cpp gqgenjacobi.cpp jacobianelliptic.cpp gqgenhermite.cpp correlation.cpp rotations.cpp chisquaredistr.cpp ctrinverse.cpp pca.cpp cdet.cpp gammaf.cpp sevd.cpp tsort.cpp gqgengauss.cpp alglib_util.cpp correlationtests.cpp spddet.cpp nsevd.cpp psif.cpp htridiagonal.cpp inv.cpp rcond.cpp inverseupdate.cpp spline3.cpp linreg.cpp hblas.cpp trlinsolve.cpp fdistr.cpp studentttests.cpp
|
91
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+
OBJS = alglib.o clu.o wsr.o expintegrals.o gqgenlaguerre.o bdsvd.o crcond.o mlpe.o cholesky.o laguerre.o det.o spdrcond.o binomialdistr.o srcond.o ibetaf.o mannwhitneyu.o normaldistr.o hevd.o polinterpolation.o cblas.o gqgenlegendre.o mlpbase.o fresnel.o poissondistr.o legendre.o tridiagonal.o spdgevd.o spline2d.o dawson.o trigintegrals.o lda.o studenttdistr.o sbisinv.o hbisinv.o ldlt.o rsolve.o variancetests.o cinverse.o kmeans.o creflections.o descriptivestatistics.o blas.o sblas.o mlptrain.o tdevd.o hcholesky.o reflections.o ctrlinsolve.o airyf.o bdss.o logit.o stest.o igammaf.o spdinverse.o minlm.o gqgenradau.o bessel.o sdet.o csolve.o ap.o lbfgs.o chebyshev.o jarquebera.o gqgenlobatto.o svd.o spdsolve.o ssolve.o betaf.o estnorm.o ialglib.o sinverse.o elliptic.o trinverse.o nearunityunit.o hermite.o tdbisinv.o dforest.o lq.o schur.o lu.o hessenberg.o hsschur.o leastsquares.o ratinterpolation.o qr.o bidiagonal.o gqgenjacobi.o jacobianelliptic.o gqgenhermite.o correlation.o rotations.o chisquaredistr.o ctrinverse.o pca.o cdet.o gammaf.o sevd.o tsort.o gqgengauss.o alglib_util.o correlationtests.o spddet.o nsevd.o psif.o htridiagonal.o inv.o rcond.o inverseupdate.o spline3.o linreg.o hblas.o trlinsolve.o fdistr.o studentttests.o
|
92
|
+
TARGET = alglib
|
93
|
+
DLLIB = $(TARGET).so
|
94
|
+
EXTSTATIC =
|
95
|
+
STATIC_LIB =
|
96
|
+
|
97
|
+
BINDIR = $(bindir)
|
98
|
+
RUBYCOMMONDIR = $(sitedir)$(target_prefix)
|
99
|
+
RUBYLIBDIR = $(sitelibdir)$(target_prefix)
|
100
|
+
RUBYARCHDIR = $(sitearchdir)$(target_prefix)
|
101
|
+
|
102
|
+
TARGET_SO = $(DLLIB)
|
103
|
+
CLEANLIBS = $(TARGET).so $(TARGET).il? $(TARGET).tds $(TARGET).map
|
104
|
+
CLEANOBJS = *.o *.a *.s[ol] *.pdb *.exp *.bak
|
105
|
+
|
106
|
+
all: $(DLLIB)
|
107
|
+
static: $(STATIC_LIB)
|
108
|
+
|
109
|
+
clean:
|
110
|
+
@-$(RM) $(CLEANLIBS) $(CLEANOBJS) $(CLEANFILES)
|
111
|
+
|
112
|
+
distclean: clean
|
113
|
+
@-$(RM) Makefile $(RUBY_EXTCONF_H) conftest.* mkmf.log
|
114
|
+
@-$(RM) core ruby$(EXEEXT) *~ $(DISTCLEANFILES)
|
115
|
+
|
116
|
+
realclean: distclean
|
117
|
+
install: install-so install-rb
|
118
|
+
|
119
|
+
install-so: $(RUBYARCHDIR)
|
120
|
+
install-so: $(RUBYARCHDIR)/$(DLLIB)
|
121
|
+
$(RUBYARCHDIR)/$(DLLIB): $(DLLIB)
|
122
|
+
$(INSTALL_PROG) $(DLLIB) $(RUBYARCHDIR)
|
123
|
+
install-rb: pre-install-rb install-rb-default
|
124
|
+
install-rb-default: pre-install-rb-default
|
125
|
+
pre-install-rb: Makefile
|
126
|
+
pre-install-rb-default: Makefile
|
127
|
+
$(RUBYARCHDIR):
|
128
|
+
$(MAKEDIRS) $@
|
129
|
+
|
130
|
+
site-install: site-install-so site-install-rb
|
131
|
+
site-install-so: install-so
|
132
|
+
site-install-rb: install-rb
|
133
|
+
|
134
|
+
.SUFFIXES: .c .m .cc .cxx .cpp .C .o
|
135
|
+
|
136
|
+
.cc.o:
|
137
|
+
$(CXX) $(INCFLAGS) $(CPPFLAGS) $(CXXFLAGS) -c $<
|
138
|
+
|
139
|
+
.cxx.o:
|
140
|
+
$(CXX) $(INCFLAGS) $(CPPFLAGS) $(CXXFLAGS) -c $<
|
141
|
+
|
142
|
+
.cpp.o:
|
143
|
+
$(CXX) $(INCFLAGS) $(CPPFLAGS) $(CXXFLAGS) -c $<
|
144
|
+
|
145
|
+
.C.o:
|
146
|
+
$(CXX) $(INCFLAGS) $(CPPFLAGS) $(CXXFLAGS) -c $<
|
147
|
+
|
148
|
+
.c.o:
|
149
|
+
$(CC) $(INCFLAGS) $(CPPFLAGS) $(CFLAGS) -c $<
|
150
|
+
|
151
|
+
$(DLLIB): $(OBJS)
|
152
|
+
@-$(RM) $@
|
153
|
+
$(LDSHARED) -o $@ $(OBJS) $(LIBPATH) $(DLDFLAGS) $(LOCAL_LIBS) $(LIBS)
|
154
|
+
|
155
|
+
|
156
|
+
|
157
|
+
$(OBJS): ruby.h defines.h
|