alglib 0.1.1

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  1. data/History.txt +7 -0
  2. data/Manifest.txt +253 -0
  3. data/README.txt +33 -0
  4. data/Rakefile +27 -0
  5. data/ext/Rakefile +24 -0
  6. data/ext/alglib.i +24 -0
  7. data/ext/alglib/Makefile +157 -0
  8. data/ext/alglib/airyf.cpp +372 -0
  9. data/ext/alglib/airyf.h +81 -0
  10. data/ext/alglib/alglib.cpp +8558 -0
  11. data/ext/alglib/alglib_util.cpp +19 -0
  12. data/ext/alglib/alglib_util.h +14 -0
  13. data/ext/alglib/ap.cpp +877 -0
  14. data/ext/alglib/ap.english.html +364 -0
  15. data/ext/alglib/ap.h +666 -0
  16. data/ext/alglib/ap.russian.html +442 -0
  17. data/ext/alglib/apvt.h +754 -0
  18. data/ext/alglib/bdss.cpp +1500 -0
  19. data/ext/alglib/bdss.h +251 -0
  20. data/ext/alglib/bdsvd.cpp +1339 -0
  21. data/ext/alglib/bdsvd.h +164 -0
  22. data/ext/alglib/bessel.cpp +1226 -0
  23. data/ext/alglib/bessel.h +331 -0
  24. data/ext/alglib/betaf.cpp +105 -0
  25. data/ext/alglib/betaf.h +74 -0
  26. data/ext/alglib/bidiagonal.cpp +1328 -0
  27. data/ext/alglib/bidiagonal.h +350 -0
  28. data/ext/alglib/binomialdistr.cpp +247 -0
  29. data/ext/alglib/binomialdistr.h +153 -0
  30. data/ext/alglib/blas.cpp +576 -0
  31. data/ext/alglib/blas.h +132 -0
  32. data/ext/alglib/cblas.cpp +226 -0
  33. data/ext/alglib/cblas.h +57 -0
  34. data/ext/alglib/cdet.cpp +138 -0
  35. data/ext/alglib/cdet.h +92 -0
  36. data/ext/alglib/chebyshev.cpp +216 -0
  37. data/ext/alglib/chebyshev.h +76 -0
  38. data/ext/alglib/chisquaredistr.cpp +157 -0
  39. data/ext/alglib/chisquaredistr.h +144 -0
  40. data/ext/alglib/cholesky.cpp +285 -0
  41. data/ext/alglib/cholesky.h +86 -0
  42. data/ext/alglib/cinverse.cpp +298 -0
  43. data/ext/alglib/cinverse.h +111 -0
  44. data/ext/alglib/clu.cpp +337 -0
  45. data/ext/alglib/clu.h +120 -0
  46. data/ext/alglib/correlation.cpp +280 -0
  47. data/ext/alglib/correlation.h +77 -0
  48. data/ext/alglib/correlationtests.cpp +726 -0
  49. data/ext/alglib/correlationtests.h +134 -0
  50. data/ext/alglib/crcond.cpp +826 -0
  51. data/ext/alglib/crcond.h +148 -0
  52. data/ext/alglib/creflections.cpp +310 -0
  53. data/ext/alglib/creflections.h +165 -0
  54. data/ext/alglib/csolve.cpp +312 -0
  55. data/ext/alglib/csolve.h +99 -0
  56. data/ext/alglib/ctrinverse.cpp +387 -0
  57. data/ext/alglib/ctrinverse.h +98 -0
  58. data/ext/alglib/ctrlinsolve.cpp +297 -0
  59. data/ext/alglib/ctrlinsolve.h +81 -0
  60. data/ext/alglib/dawson.cpp +234 -0
  61. data/ext/alglib/dawson.h +74 -0
  62. data/ext/alglib/descriptivestatistics.cpp +436 -0
  63. data/ext/alglib/descriptivestatistics.h +112 -0
  64. data/ext/alglib/det.cpp +140 -0
  65. data/ext/alglib/det.h +94 -0
  66. data/ext/alglib/dforest.cpp +1819 -0
  67. data/ext/alglib/dforest.h +316 -0
  68. data/ext/alglib/elliptic.cpp +497 -0
  69. data/ext/alglib/elliptic.h +217 -0
  70. data/ext/alglib/estnorm.cpp +429 -0
  71. data/ext/alglib/estnorm.h +107 -0
  72. data/ext/alglib/expintegrals.cpp +422 -0
  73. data/ext/alglib/expintegrals.h +108 -0
  74. data/ext/alglib/faq.english.html +258 -0
  75. data/ext/alglib/faq.russian.html +272 -0
  76. data/ext/alglib/fdistr.cpp +202 -0
  77. data/ext/alglib/fdistr.h +163 -0
  78. data/ext/alglib/fresnel.cpp +211 -0
  79. data/ext/alglib/fresnel.h +91 -0
  80. data/ext/alglib/gammaf.cpp +338 -0
  81. data/ext/alglib/gammaf.h +104 -0
  82. data/ext/alglib/gqgengauss.cpp +235 -0
  83. data/ext/alglib/gqgengauss.h +92 -0
  84. data/ext/alglib/gqgenhermite.cpp +268 -0
  85. data/ext/alglib/gqgenhermite.h +63 -0
  86. data/ext/alglib/gqgenjacobi.cpp +297 -0
  87. data/ext/alglib/gqgenjacobi.h +72 -0
  88. data/ext/alglib/gqgenlaguerre.cpp +265 -0
  89. data/ext/alglib/gqgenlaguerre.h +69 -0
  90. data/ext/alglib/gqgenlegendre.cpp +300 -0
  91. data/ext/alglib/gqgenlegendre.h +62 -0
  92. data/ext/alglib/gqgenlobatto.cpp +305 -0
  93. data/ext/alglib/gqgenlobatto.h +97 -0
  94. data/ext/alglib/gqgenradau.cpp +232 -0
  95. data/ext/alglib/gqgenradau.h +95 -0
  96. data/ext/alglib/hbisinv.cpp +480 -0
  97. data/ext/alglib/hbisinv.h +183 -0
  98. data/ext/alglib/hblas.cpp +228 -0
  99. data/ext/alglib/hblas.h +64 -0
  100. data/ext/alglib/hcholesky.cpp +339 -0
  101. data/ext/alglib/hcholesky.h +91 -0
  102. data/ext/alglib/hermite.cpp +114 -0
  103. data/ext/alglib/hermite.h +49 -0
  104. data/ext/alglib/hessenberg.cpp +370 -0
  105. data/ext/alglib/hessenberg.h +152 -0
  106. data/ext/alglib/hevd.cpp +247 -0
  107. data/ext/alglib/hevd.h +107 -0
  108. data/ext/alglib/hsschur.cpp +1316 -0
  109. data/ext/alglib/hsschur.h +108 -0
  110. data/ext/alglib/htridiagonal.cpp +734 -0
  111. data/ext/alglib/htridiagonal.h +180 -0
  112. data/ext/alglib/ialglib.cpp +6 -0
  113. data/ext/alglib/ialglib.h +9 -0
  114. data/ext/alglib/ibetaf.cpp +960 -0
  115. data/ext/alglib/ibetaf.h +125 -0
  116. data/ext/alglib/igammaf.cpp +430 -0
  117. data/ext/alglib/igammaf.h +157 -0
  118. data/ext/alglib/inv.cpp +274 -0
  119. data/ext/alglib/inv.h +115 -0
  120. data/ext/alglib/inverseupdate.cpp +480 -0
  121. data/ext/alglib/inverseupdate.h +185 -0
  122. data/ext/alglib/jacobianelliptic.cpp +164 -0
  123. data/ext/alglib/jacobianelliptic.h +94 -0
  124. data/ext/alglib/jarquebera.cpp +2271 -0
  125. data/ext/alglib/jarquebera.h +80 -0
  126. data/ext/alglib/kmeans.cpp +356 -0
  127. data/ext/alglib/kmeans.h +76 -0
  128. data/ext/alglib/laguerre.cpp +94 -0
  129. data/ext/alglib/laguerre.h +48 -0
  130. data/ext/alglib/lbfgs.cpp +1167 -0
  131. data/ext/alglib/lbfgs.h +218 -0
  132. data/ext/alglib/lda.cpp +434 -0
  133. data/ext/alglib/lda.h +133 -0
  134. data/ext/alglib/ldlt.cpp +1130 -0
  135. data/ext/alglib/ldlt.h +124 -0
  136. data/ext/alglib/leastsquares.cpp +1252 -0
  137. data/ext/alglib/leastsquares.h +290 -0
  138. data/ext/alglib/legendre.cpp +107 -0
  139. data/ext/alglib/legendre.h +49 -0
  140. data/ext/alglib/linreg.cpp +1185 -0
  141. data/ext/alglib/linreg.h +380 -0
  142. data/ext/alglib/logit.cpp +1523 -0
  143. data/ext/alglib/logit.h +333 -0
  144. data/ext/alglib/lq.cpp +399 -0
  145. data/ext/alglib/lq.h +160 -0
  146. data/ext/alglib/lu.cpp +462 -0
  147. data/ext/alglib/lu.h +119 -0
  148. data/ext/alglib/mannwhitneyu.cpp +4490 -0
  149. data/ext/alglib/mannwhitneyu.h +115 -0
  150. data/ext/alglib/minlm.cpp +918 -0
  151. data/ext/alglib/minlm.h +312 -0
  152. data/ext/alglib/mlpbase.cpp +3375 -0
  153. data/ext/alglib/mlpbase.h +589 -0
  154. data/ext/alglib/mlpe.cpp +1369 -0
  155. data/ext/alglib/mlpe.h +552 -0
  156. data/ext/alglib/mlptrain.cpp +1056 -0
  157. data/ext/alglib/mlptrain.h +283 -0
  158. data/ext/alglib/nearunityunit.cpp +91 -0
  159. data/ext/alglib/nearunityunit.h +17 -0
  160. data/ext/alglib/normaldistr.cpp +377 -0
  161. data/ext/alglib/normaldistr.h +175 -0
  162. data/ext/alglib/nsevd.cpp +1869 -0
  163. data/ext/alglib/nsevd.h +140 -0
  164. data/ext/alglib/pca.cpp +168 -0
  165. data/ext/alglib/pca.h +87 -0
  166. data/ext/alglib/poissondistr.cpp +143 -0
  167. data/ext/alglib/poissondistr.h +130 -0
  168. data/ext/alglib/polinterpolation.cpp +685 -0
  169. data/ext/alglib/polinterpolation.h +206 -0
  170. data/ext/alglib/psif.cpp +173 -0
  171. data/ext/alglib/psif.h +88 -0
  172. data/ext/alglib/qr.cpp +414 -0
  173. data/ext/alglib/qr.h +168 -0
  174. data/ext/alglib/ratinterpolation.cpp +134 -0
  175. data/ext/alglib/ratinterpolation.h +72 -0
  176. data/ext/alglib/rcond.cpp +705 -0
  177. data/ext/alglib/rcond.h +140 -0
  178. data/ext/alglib/reflections.cpp +504 -0
  179. data/ext/alglib/reflections.h +165 -0
  180. data/ext/alglib/rotations.cpp +473 -0
  181. data/ext/alglib/rotations.h +128 -0
  182. data/ext/alglib/rsolve.cpp +221 -0
  183. data/ext/alglib/rsolve.h +99 -0
  184. data/ext/alglib/sbisinv.cpp +217 -0
  185. data/ext/alglib/sbisinv.h +171 -0
  186. data/ext/alglib/sblas.cpp +185 -0
  187. data/ext/alglib/sblas.h +64 -0
  188. data/ext/alglib/schur.cpp +156 -0
  189. data/ext/alglib/schur.h +102 -0
  190. data/ext/alglib/sdet.cpp +193 -0
  191. data/ext/alglib/sdet.h +101 -0
  192. data/ext/alglib/sevd.cpp +116 -0
  193. data/ext/alglib/sevd.h +99 -0
  194. data/ext/alglib/sinverse.cpp +672 -0
  195. data/ext/alglib/sinverse.h +138 -0
  196. data/ext/alglib/spddet.cpp +138 -0
  197. data/ext/alglib/spddet.h +96 -0
  198. data/ext/alglib/spdgevd.cpp +842 -0
  199. data/ext/alglib/spdgevd.h +200 -0
  200. data/ext/alglib/spdinverse.cpp +509 -0
  201. data/ext/alglib/spdinverse.h +122 -0
  202. data/ext/alglib/spdrcond.cpp +421 -0
  203. data/ext/alglib/spdrcond.h +118 -0
  204. data/ext/alglib/spdsolve.cpp +275 -0
  205. data/ext/alglib/spdsolve.h +105 -0
  206. data/ext/alglib/spline2d.cpp +1192 -0
  207. data/ext/alglib/spline2d.h +301 -0
  208. data/ext/alglib/spline3.cpp +1264 -0
  209. data/ext/alglib/spline3.h +290 -0
  210. data/ext/alglib/srcond.cpp +595 -0
  211. data/ext/alglib/srcond.h +127 -0
  212. data/ext/alglib/ssolve.cpp +895 -0
  213. data/ext/alglib/ssolve.h +139 -0
  214. data/ext/alglib/stdafx.h +0 -0
  215. data/ext/alglib/stest.cpp +131 -0
  216. data/ext/alglib/stest.h +94 -0
  217. data/ext/alglib/studenttdistr.cpp +222 -0
  218. data/ext/alglib/studenttdistr.h +115 -0
  219. data/ext/alglib/studentttests.cpp +377 -0
  220. data/ext/alglib/studentttests.h +178 -0
  221. data/ext/alglib/svd.cpp +620 -0
  222. data/ext/alglib/svd.h +126 -0
  223. data/ext/alglib/tdbisinv.cpp +2608 -0
  224. data/ext/alglib/tdbisinv.h +228 -0
  225. data/ext/alglib/tdevd.cpp +1229 -0
  226. data/ext/alglib/tdevd.h +115 -0
  227. data/ext/alglib/tridiagonal.cpp +594 -0
  228. data/ext/alglib/tridiagonal.h +171 -0
  229. data/ext/alglib/trigintegrals.cpp +490 -0
  230. data/ext/alglib/trigintegrals.h +131 -0
  231. data/ext/alglib/trinverse.cpp +345 -0
  232. data/ext/alglib/trinverse.h +98 -0
  233. data/ext/alglib/trlinsolve.cpp +926 -0
  234. data/ext/alglib/trlinsolve.h +73 -0
  235. data/ext/alglib/tsort.cpp +405 -0
  236. data/ext/alglib/tsort.h +54 -0
  237. data/ext/alglib/variancetests.cpp +245 -0
  238. data/ext/alglib/variancetests.h +134 -0
  239. data/ext/alglib/wsr.cpp +6285 -0
  240. data/ext/alglib/wsr.h +96 -0
  241. data/ext/ap.i +97 -0
  242. data/ext/correlation.i +24 -0
  243. data/ext/extconf.rb +6 -0
  244. data/ext/logit.i +89 -0
  245. data/lib/alglib.rb +71 -0
  246. data/lib/alglib/correlation.rb +26 -0
  247. data/lib/alglib/linearregression.rb +63 -0
  248. data/lib/alglib/logit.rb +42 -0
  249. data/test/test_alglib.rb +52 -0
  250. data/test/test_correlation.rb +44 -0
  251. data/test/test_correlationtest.rb +45 -0
  252. data/test/test_linreg.rb +35 -0
  253. data/test/test_logit.rb +43 -0
  254. data/test/test_pca.rb +27 -0
  255. metadata +326 -0
@@ -0,0 +1,316 @@
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+ /*************************************************************************
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+ Copyright (c) 2009, Sergey Bochkanov (ALGLIB project).
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+
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+ Redistribution and use in source and binary forms, with or without
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+ modification, are permitted provided that the following conditions are
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+ met:
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+
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+ - Redistributions of source code must retain the above copyright
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+ notice, this list of conditions and the following disclaimer.
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+
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+ - Redistributions in binary form must reproduce the above copyright
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+ notice, this list of conditions and the following disclaimer listed
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+ in this license in the documentation and/or other materials
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+ provided with the distribution.
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+
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+ - Neither the name of the copyright holders nor the names of its
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+ contributors may be used to endorse or promote products derived from
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+ this software without specific prior written permission.
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+
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+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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+ *************************************************************************/
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+
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+ #ifndef _dforest_h
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+ #define _dforest_h
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+
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+ #include "ap.h"
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+ #include "ialglib.h"
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+
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+ #include "tsort.h"
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+ #include "descriptivestatistics.h"
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+ #include "bdss.h"
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+
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+
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+ struct decisionforest
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+ {
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+ int nvars;
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+ int nclasses;
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+ int ntrees;
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+ int bufsize;
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+ ap::real_1d_array trees;
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+ };
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+ struct dfreport
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+ {
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+ double relclserror;
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+ double avgce;
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+ double rmserror;
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+ double avgerror;
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+ double avgrelerror;
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+ double oobrelclserror;
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+ double oobavgce;
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+ double oobrmserror;
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+ double oobavgerror;
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+ double oobavgrelerror;
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+ };
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+ struct dfinternalbuffers
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+ {
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+ ap::real_1d_array treebuf;
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+ ap::integer_1d_array idxbuf;
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+ ap::real_1d_array tmpbufr;
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+ ap::real_1d_array tmpbufr2;
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+ ap::integer_1d_array tmpbufi;
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+ ap::integer_1d_array classibuf;
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+ ap::integer_1d_array varpool;
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+ ap::boolean_1d_array evsbin;
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+ ap::real_1d_array evssplits;
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+ };
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+
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+
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+ /*************************************************************************
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+ This subroutine builds random decision forest.
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+
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+ INPUT PARAMETERS:
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+ XY - training set
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+ NPoints - training set size, NPoints>=1
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+ NVars - number of independent variables, NVars>=1
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+ NClasses - task type:
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+ * NClasses=1 - regression task with one
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+ dependent variable
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+ * NClasses>1 - classification task with
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+ NClasses classes.
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+ NTrees - number of trees in a forest, NTrees>=1.
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+ recommended values: 50-100.
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+ R - percent of a training set used to build
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+ individual trees. 0<R<=1.
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+ recommended values: 0.1 <= R <= 0.66.
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+
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+ OUTPUT PARAMETERS:
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+ Info - return code:
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+ * -2, if there is a point with class number
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+ outside of [0..NClasses-1].
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+ * -1, if incorrect parameters was passed
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+ (NPoints<1, NVars<1, NClasses<1, NTrees<1, R<=0
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+ or R>1).
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+ * 1, if task has been solved
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+ DF - model built
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+ Rep - training report, contains error on a training set
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+ and out-of-bag estimates of generalization error.
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+
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+ -- ALGLIB --
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+ Copyright 19.02.2009 by Bochkanov Sergey
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+ *************************************************************************/
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+ void dfbuildrandomdecisionforest(const ap::real_2d_array& xy,
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+ int npoints,
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+ int nvars,
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+ int nclasses,
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+ int ntrees,
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+ double r,
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+ int& info,
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+ decisionforest& df,
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+ dfreport& rep);
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+
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+
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+ /*************************************************************************
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+ Internal decision forest building subroutine,
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+ should not be called by user.
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+
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+ -- ALGLIB --
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+ Copyright 19.02.2009 by Bochkanov Sergey
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+ *************************************************************************/
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+ void dfbuildinternal(const ap::real_2d_array& xy,
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+ int npoints,
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+ int nvars,
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+ int nclasses,
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+ int ntrees,
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+ int samplesize,
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+ int nfeatures,
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+ int flags,
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+ int& info,
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+ decisionforest& df,
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+ dfreport& rep);
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+
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+
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+ /*************************************************************************
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+ Procesing
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+
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+ INPUT PARAMETERS:
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+ DF - decision forest model
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+ X - input vector, array[0..NVars-1].
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+
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+ OUTPUT PARAMETERS:
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+ Y - result. Regression estimate when solving regression task,
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+ vector of posterior probabilities for classification task.
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+ Subroutine does not allocate memory for this vector, it is
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+ responsibility of a caller to allocate it. Array must be
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+ at least [0..NClasses-1].
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+
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+ -- ALGLIB --
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+ Copyright 16.02.2009 by Bochkanov Sergey
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+ *************************************************************************/
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+ void dfprocess(const decisionforest& df,
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+ const ap::real_1d_array& x,
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+ ap::real_1d_array& y);
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+
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+
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+ /*************************************************************************
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+ Relative classification error on the test set
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+
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+ INPUT PARAMETERS:
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+ DF - decision forest model
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+ XY - test set
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+ NPoints - test set size
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+
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+ RESULT:
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+ percent of incorrectly classified cases.
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+ Zero if model solves regression task.
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+
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+ -- ALGLIB --
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+ Copyright 16.02.2009 by Bochkanov Sergey
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+ *************************************************************************/
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+ double dfrelclserror(const decisionforest& df,
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+ const ap::real_2d_array& xy,
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+ int npoints);
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+
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+
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+ /*************************************************************************
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+ Average cross-entropy (in bits per element) on the test set
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+
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+ INPUT PARAMETERS:
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+ DF - decision forest model
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+ XY - test set
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+ NPoints - test set size
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+
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+ RESULT:
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+ CrossEntropy/(NPoints*LN(2)).
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+ Zero if model solves regression task.
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+
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+ -- ALGLIB --
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+ Copyright 16.02.2009 by Bochkanov Sergey
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+ *************************************************************************/
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+ double dfavgce(const decisionforest& df,
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+ const ap::real_2d_array& xy,
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+ int npoints);
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+
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+
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+ /*************************************************************************
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+ RMS error on the test set
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+
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+ INPUT PARAMETERS:
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+ DF - decision forest model
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+ XY - test set
211
+ NPoints - test set size
212
+
213
+ RESULT:
214
+ root mean square error.
215
+ Its meaning for regression task is obvious. As for
216
+ classification task, RMS error means error when estimating posterior
217
+ probabilities.
218
+
219
+ -- ALGLIB --
220
+ Copyright 16.02.2009 by Bochkanov Sergey
221
+ *************************************************************************/
222
+ double dfrmserror(const decisionforest& df,
223
+ const ap::real_2d_array& xy,
224
+ int npoints);
225
+
226
+
227
+ /*************************************************************************
228
+ Average error on the test set
229
+
230
+ INPUT PARAMETERS:
231
+ DF - decision forest model
232
+ XY - test set
233
+ NPoints - test set size
234
+
235
+ RESULT:
236
+ Its meaning for regression task is obvious. As for
237
+ classification task, it means average error when estimating posterior
238
+ probabilities.
239
+
240
+ -- ALGLIB --
241
+ Copyright 16.02.2009 by Bochkanov Sergey
242
+ *************************************************************************/
243
+ double dfavgerror(const decisionforest& df,
244
+ const ap::real_2d_array& xy,
245
+ int npoints);
246
+
247
+
248
+ /*************************************************************************
249
+ Average relative error on the test set
250
+
251
+ INPUT PARAMETERS:
252
+ DF - decision forest model
253
+ XY - test set
254
+ NPoints - test set size
255
+
256
+ RESULT:
257
+ Its meaning for regression task is obvious. As for
258
+ classification task, it means average relative error when estimating
259
+ posterior probability of belonging to the correct class.
260
+
261
+ -- ALGLIB --
262
+ Copyright 16.02.2009 by Bochkanov Sergey
263
+ *************************************************************************/
264
+ double dfavgrelerror(const decisionforest& df,
265
+ const ap::real_2d_array& xy,
266
+ int npoints);
267
+
268
+
269
+ /*************************************************************************
270
+ Copying of DecisionForest strucure
271
+
272
+ INPUT PARAMETERS:
273
+ DF1 - original
274
+
275
+ OUTPUT PARAMETERS:
276
+ DF2 - copy
277
+
278
+ -- ALGLIB --
279
+ Copyright 13.02.2009 by Bochkanov Sergey
280
+ *************************************************************************/
281
+ void dfcopy(const decisionforest& df1, decisionforest& df2);
282
+
283
+
284
+ /*************************************************************************
285
+ Serialization of DecisionForest strucure
286
+
287
+ INPUT PARAMETERS:
288
+ DF - original
289
+
290
+ OUTPUT PARAMETERS:
291
+ RA - array of real numbers which stores decision forest,
292
+ array[0..RLen-1]
293
+ RLen - RA lenght
294
+
295
+ -- ALGLIB --
296
+ Copyright 13.02.2009 by Bochkanov Sergey
297
+ *************************************************************************/
298
+ void dfserialize(const decisionforest& df, ap::real_1d_array& ra, int& rlen);
299
+
300
+
301
+ /*************************************************************************
302
+ Unserialization of DecisionForest strucure
303
+
304
+ INPUT PARAMETERS:
305
+ RA - real array which stores decision forest
306
+
307
+ OUTPUT PARAMETERS:
308
+ DF - restored structure
309
+
310
+ -- ALGLIB --
311
+ Copyright 13.02.2009 by Bochkanov Sergey
312
+ *************************************************************************/
313
+ void dfunserialize(const ap::real_1d_array& ra, decisionforest& df);
314
+
315
+
316
+ #endif
@@ -0,0 +1,497 @@
1
+ /*************************************************************************
2
+ Cephes Math Library Release 2.8: June, 2000
3
+ Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
4
+
5
+ Contributors:
6
+ * Sergey Bochkanov (ALGLIB project). Translation from C to
7
+ pseudocode.
8
+
9
+ See subroutines comments for additional copyrights.
10
+
11
+ Redistribution and use in source and binary forms, with or without
12
+ modification, are permitted provided that the following conditions are
13
+ met:
14
+
15
+ - Redistributions of source code must retain the above copyright
16
+ notice, this list of conditions and the following disclaimer.
17
+
18
+ - Redistributions in binary form must reproduce the above copyright
19
+ notice, this list of conditions and the following disclaimer listed
20
+ in this license in the documentation and/or other materials
21
+ provided with the distribution.
22
+
23
+ - Neither the name of the copyright holders nor the names of its
24
+ contributors may be used to endorse or promote products derived from
25
+ this software without specific prior written permission.
26
+
27
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
28
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
29
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
30
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
31
+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
32
+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
33
+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
34
+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
35
+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
36
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
37
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
38
+ *************************************************************************/
39
+
40
+ #include <stdafx.h>
41
+ #include "elliptic.h"
42
+
43
+ /*************************************************************************
44
+ Complete elliptic integral of the first kind
45
+
46
+ Approximates the integral
47
+
48
+
49
+
50
+ pi/2
51
+ -
52
+ | |
53
+ | dt
54
+ K(m) = | ------------------
55
+ | 2
56
+ | | sqrt( 1 - m sin t )
57
+ -
58
+ 0
59
+
60
+ using the approximation
61
+
62
+ P(x) - log x Q(x).
63
+
64
+ ACCURACY:
65
+
66
+ Relative error:
67
+ arithmetic domain # trials peak rms
68
+ IEEE 0,1 30000 2.5e-16 6.8e-17
69
+
70
+ Cephes Math Library, Release 2.8: June, 2000
71
+ Copyright 1984, 1987, 2000 by Stephen L. Moshier
72
+ *************************************************************************/
73
+ double ellipticintegralk(double m)
74
+ {
75
+ double result;
76
+
77
+ result = ellipticintegralkhighprecision(1.0-m);
78
+ return result;
79
+ }
80
+
81
+
82
+ /*************************************************************************
83
+ Complete elliptic integral of the first kind
84
+
85
+ Approximates the integral
86
+
87
+
88
+
89
+ pi/2
90
+ -
91
+ | |
92
+ | dt
93
+ K(m) = | ------------------
94
+ | 2
95
+ | | sqrt( 1 - m sin t )
96
+ -
97
+ 0
98
+
99
+ where m = 1 - m1, using the approximation
100
+
101
+ P(x) - log x Q(x).
102
+
103
+ The argument m1 is used rather than m so that the logarithmic
104
+ singularity at m = 1 will be shifted to the origin; this
105
+ preserves maximum accuracy.
106
+
107
+ K(0) = pi/2.
108
+
109
+ ACCURACY:
110
+
111
+ Relative error:
112
+ arithmetic domain # trials peak rms
113
+ IEEE 0,1 30000 2.5e-16 6.8e-17
114
+
115
+ �������� ���� �� ���������� Cephes
116
+ *************************************************************************/
117
+ double ellipticintegralkhighprecision(double m1)
118
+ {
119
+ double result;
120
+ double p;
121
+ double q;
122
+
123
+ if( m1<=ap::machineepsilon )
124
+ {
125
+ result = 1.3862943611198906188E0-0.5*log(m1);
126
+ }
127
+ else
128
+ {
129
+ p = 1.37982864606273237150E-4;
130
+ p = p*m1+2.28025724005875567385E-3;
131
+ p = p*m1+7.97404013220415179367E-3;
132
+ p = p*m1+9.85821379021226008714E-3;
133
+ p = p*m1+6.87489687449949877925E-3;
134
+ p = p*m1+6.18901033637687613229E-3;
135
+ p = p*m1+8.79078273952743772254E-3;
136
+ p = p*m1+1.49380448916805252718E-2;
137
+ p = p*m1+3.08851465246711995998E-2;
138
+ p = p*m1+9.65735902811690126535E-2;
139
+ p = p*m1+1.38629436111989062502E0;
140
+ q = 2.94078955048598507511E-5;
141
+ q = q*m1+9.14184723865917226571E-4;
142
+ q = q*m1+5.94058303753167793257E-3;
143
+ q = q*m1+1.54850516649762399335E-2;
144
+ q = q*m1+2.39089602715924892727E-2;
145
+ q = q*m1+3.01204715227604046988E-2;
146
+ q = q*m1+3.73774314173823228969E-2;
147
+ q = q*m1+4.88280347570998239232E-2;
148
+ q = q*m1+7.03124996963957469739E-2;
149
+ q = q*m1+1.24999999999870820058E-1;
150
+ q = q*m1+4.99999999999999999821E-1;
151
+ result = p-q*log(m1);
152
+ }
153
+ return result;
154
+ }
155
+
156
+
157
+ /*************************************************************************
158
+ Incomplete elliptic integral of the first kind F(phi|m)
159
+
160
+ Approximates the integral
161
+
162
+
163
+
164
+ phi
165
+ -
166
+ | |
167
+ | dt
168
+ F(phi_\m) = | ------------------
169
+ | 2
170
+ | | sqrt( 1 - m sin t )
171
+ -
172
+ 0
173
+
174
+ of amplitude phi and modulus m, using the arithmetic -
175
+ geometric mean algorithm.
176
+
177
+
178
+
179
+
180
+ ACCURACY:
181
+
182
+ Tested at random points with m in [0, 1] and phi as indicated.
183
+
184
+ Relative error:
185
+ arithmetic domain # trials peak rms
186
+ IEEE -10,10 200000 7.4e-16 1.0e-16
187
+
188
+ Cephes Math Library Release 2.8: June, 2000
189
+ Copyright 1984, 1987, 2000 by Stephen L. Moshier
190
+ *************************************************************************/
191
+ double incompleteellipticintegralk(double phi, double m)
192
+ {
193
+ double result;
194
+ double a;
195
+ double b;
196
+ double c;
197
+ double e;
198
+ double temp;
199
+ double pio2;
200
+ double t;
201
+ double k;
202
+ int d;
203
+ int md;
204
+ int s;
205
+ int npio2;
206
+
207
+ pio2 = 1.57079632679489661923;
208
+ if( m==0 )
209
+ {
210
+ result = phi;
211
+ return result;
212
+ }
213
+ a = 1-m;
214
+ if( a==0 )
215
+ {
216
+ result = log(tan(0.5*(pio2+phi)));
217
+ return result;
218
+ }
219
+ npio2 = ap::ifloor(phi/pio2);
220
+ if( npio2%2!=0 )
221
+ {
222
+ npio2 = npio2+1;
223
+ }
224
+ if( npio2!=0 )
225
+ {
226
+ k = ellipticintegralk(1-a);
227
+ phi = phi-npio2*pio2;
228
+ }
229
+ else
230
+ {
231
+ k = 0;
232
+ }
233
+ if( phi<0 )
234
+ {
235
+ phi = -phi;
236
+ s = -1;
237
+ }
238
+ else
239
+ {
240
+ s = 0;
241
+ }
242
+ b = sqrt(a);
243
+ t = tan(phi);
244
+ if( fabs(t)>10 )
245
+ {
246
+ e = 1.0/(b*t);
247
+ if( fabs(e)<10 )
248
+ {
249
+ e = atan(e);
250
+ if( npio2==0 )
251
+ {
252
+ k = ellipticintegralk(1-a);
253
+ }
254
+ temp = k-incompleteellipticintegralk(e, m);
255
+ if( s<0 )
256
+ {
257
+ temp = -temp;
258
+ }
259
+ result = temp+npio2*k;
260
+ return result;
261
+ }
262
+ }
263
+ a = 1.0;
264
+ c = sqrt(m);
265
+ d = 1;
266
+ md = 0;
267
+ while(fabs(c/a)>ap::machineepsilon)
268
+ {
269
+ temp = b/a;
270
+ phi = phi+atan(t*temp)+md*ap::pi();
271
+ md = ap::trunc((phi+pio2)/ap::pi());
272
+ t = t*(1.0+temp)/(1.0-temp*t*t);
273
+ c = 0.5*(a-b);
274
+ temp = sqrt(a*b);
275
+ a = 0.5*(a+b);
276
+ b = temp;
277
+ d = d+d;
278
+ }
279
+ temp = (atan(t)+md*ap::pi())/(d*a);
280
+ if( s<0 )
281
+ {
282
+ temp = -temp;
283
+ }
284
+ result = temp+npio2*k;
285
+ return result;
286
+ }
287
+
288
+
289
+ /*************************************************************************
290
+ Complete elliptic integral of the second kind
291
+
292
+ Approximates the integral
293
+
294
+
295
+ pi/2
296
+ -
297
+ | | 2
298
+ E(m) = | sqrt( 1 - m sin t ) dt
299
+ | |
300
+ -
301
+ 0
302
+
303
+ using the approximation
304
+
305
+ P(x) - x log x Q(x).
306
+
307
+ ACCURACY:
308
+
309
+ Relative error:
310
+ arithmetic domain # trials peak rms
311
+ IEEE 0, 1 10000 2.1e-16 7.3e-17
312
+
313
+ Cephes Math Library, Release 2.8: June, 2000
314
+ Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
315
+ *************************************************************************/
316
+ double ellipticintegrale(double m)
317
+ {
318
+ double result;
319
+ double p;
320
+ double q;
321
+
322
+ ap::ap_error::make_assertion(m>=0&&m<=1, "Domain error in EllipticIntegralE: m<0 or m>1");
323
+ m = 1-m;
324
+ if( m==0 )
325
+ {
326
+ result = 1;
327
+ return result;
328
+ }
329
+ p = 1.53552577301013293365E-4;
330
+ p = p*m+2.50888492163602060990E-3;
331
+ p = p*m+8.68786816565889628429E-3;
332
+ p = p*m+1.07350949056076193403E-2;
333
+ p = p*m+7.77395492516787092951E-3;
334
+ p = p*m+7.58395289413514708519E-3;
335
+ p = p*m+1.15688436810574127319E-2;
336
+ p = p*m+2.18317996015557253103E-2;
337
+ p = p*m+5.68051945617860553470E-2;
338
+ p = p*m+4.43147180560990850618E-1;
339
+ p = p*m+1.00000000000000000299E0;
340
+ q = 3.27954898576485872656E-5;
341
+ q = q*m+1.00962792679356715133E-3;
342
+ q = q*m+6.50609489976927491433E-3;
343
+ q = q*m+1.68862163993311317300E-2;
344
+ q = q*m+2.61769742454493659583E-2;
345
+ q = q*m+3.34833904888224918614E-2;
346
+ q = q*m+4.27180926518931511717E-2;
347
+ q = q*m+5.85936634471101055642E-2;
348
+ q = q*m+9.37499997197644278445E-2;
349
+ q = q*m+2.49999999999888314361E-1;
350
+ result = p-q*m*log(m);
351
+ return result;
352
+ }
353
+
354
+
355
+ /*************************************************************************
356
+ Incomplete elliptic integral of the second kind
357
+
358
+ Approximates the integral
359
+
360
+
361
+ phi
362
+ -
363
+ | |
364
+ | 2
365
+ E(phi_\m) = | sqrt( 1 - m sin t ) dt
366
+ |
367
+ | |
368
+ -
369
+ 0
370
+
371
+ of amplitude phi and modulus m, using the arithmetic -
372
+ geometric mean algorithm.
373
+
374
+ ACCURACY:
375
+
376
+ Tested at random arguments with phi in [-10, 10] and m in
377
+ [0, 1].
378
+ Relative error:
379
+ arithmetic domain # trials peak rms
380
+ IEEE -10,10 150000 3.3e-15 1.4e-16
381
+
382
+ Cephes Math Library Release 2.8: June, 2000
383
+ Copyright 1984, 1987, 1993, 2000 by Stephen L. Moshier
384
+ *************************************************************************/
385
+ double incompleteellipticintegrale(double phi, double m)
386
+ {
387
+ double result;
388
+ double pio2;
389
+ double a;
390
+ double b;
391
+ double c;
392
+ double e;
393
+ double temp;
394
+ double lphi;
395
+ double t;
396
+ double ebig;
397
+ int d;
398
+ int md;
399
+ int npio2;
400
+ int s;
401
+
402
+ pio2 = 1.57079632679489661923;
403
+ if( m==0 )
404
+ {
405
+ result = phi;
406
+ return result;
407
+ }
408
+ lphi = phi;
409
+ npio2 = ap::ifloor(lphi/pio2);
410
+ if( npio2%2!=0 )
411
+ {
412
+ npio2 = npio2+1;
413
+ }
414
+ lphi = lphi-npio2*pio2;
415
+ if( lphi<0 )
416
+ {
417
+ lphi = -lphi;
418
+ s = -1;
419
+ }
420
+ else
421
+ {
422
+ s = 1;
423
+ }
424
+ a = 1.0-m;
425
+ ebig = ellipticintegrale(m);
426
+ if( a==0 )
427
+ {
428
+ temp = sin(lphi);
429
+ if( s<0 )
430
+ {
431
+ temp = -temp;
432
+ }
433
+ result = temp+npio2*ebig;
434
+ return result;
435
+ }
436
+ t = tan(lphi);
437
+ b = sqrt(a);
438
+
439
+ //
440
+ // Thanks to Brian Fitzgerald <fitzgb@mml0.meche.rpi.edu>
441
+ // for pointing out an instability near odd multiples of pi/2
442
+ //
443
+ if( fabs(t)>10 )
444
+ {
445
+
446
+ //
447
+ // Transform the amplitude
448
+ //
449
+ e = 1.0/(b*t);
450
+
451
+ //
452
+ // ... but avoid multiple recursions.
453
+ //
454
+ if( fabs(e)<10 )
455
+ {
456
+ e = atan(e);
457
+ temp = ebig+m*sin(lphi)*sin(e)-incompleteellipticintegrale(e, m);
458
+ if( s<0 )
459
+ {
460
+ temp = -temp;
461
+ }
462
+ result = temp+npio2*ebig;
463
+ return result;
464
+ }
465
+ }
466
+ c = sqrt(m);
467
+ a = 1.0;
468
+ d = 1;
469
+ e = 0.0;
470
+ md = 0;
471
+ while(fabs(c/a)>ap::machineepsilon)
472
+ {
473
+ temp = b/a;
474
+ lphi = lphi+atan(t*temp)+md*ap::pi();
475
+ md = ap::trunc((lphi+pio2)/ap::pi());
476
+ t = t*(1.0+temp)/(1.0-temp*t*t);
477
+ c = 0.5*(a-b);
478
+ temp = sqrt(a*b);
479
+ a = 0.5*(a+b);
480
+ b = temp;
481
+ d = d+d;
482
+ e = e+c*sin(lphi);
483
+ }
484
+ temp = ebig/ellipticintegralk(m);
485
+ temp = temp*((atan(t)+md*ap::pi())/(d*a));
486
+ temp = temp+e;
487
+ if( s<0 )
488
+ {
489
+ temp = -temp;
490
+ }
491
+ result = temp+npio2*ebig;
492
+ return result;
493
+ return result;
494
+ }
495
+
496
+
497
+