gsl 1.12.108

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Files changed (158) hide show
  1. data/README.rdoc +29 -0
  2. data/Rakefile +54 -0
  3. data/VERSION +2 -0
  4. data/ext/MANIFEST +119 -0
  5. data/ext/alf.c +206 -0
  6. data/ext/array.c +666 -0
  7. data/ext/array_complex.c +247 -0
  8. data/ext/blas.c +29 -0
  9. data/ext/blas1.c +731 -0
  10. data/ext/blas2.c +1093 -0
  11. data/ext/blas3.c +881 -0
  12. data/ext/block.c +44 -0
  13. data/ext/block_source.c +886 -0
  14. data/ext/bspline.c +130 -0
  15. data/ext/bundle.c +3 -0
  16. data/ext/cdf.c +754 -0
  17. data/ext/cheb.c +542 -0
  18. data/ext/combination.c +283 -0
  19. data/ext/common.c +325 -0
  20. data/ext/complex.c +1004 -0
  21. data/ext/const.c +673 -0
  22. data/ext/const_additional.c +120 -0
  23. data/ext/cqp.c +283 -0
  24. data/ext/deriv.c +195 -0
  25. data/ext/dht.c +361 -0
  26. data/ext/diff.c +166 -0
  27. data/ext/dirac.c +395 -0
  28. data/ext/eigen.c +2373 -0
  29. data/ext/error.c +194 -0
  30. data/ext/extconf.rb +281 -0
  31. data/ext/fcmp.c +66 -0
  32. data/ext/fft.c +1092 -0
  33. data/ext/fit.c +205 -0
  34. data/ext/fresnel.c +312 -0
  35. data/ext/function.c +524 -0
  36. data/ext/geometry.c +139 -0
  37. data/ext/graph.c +1638 -0
  38. data/ext/gsl.c +271 -0
  39. data/ext/gsl_narray.c +653 -0
  40. data/ext/histogram.c +1995 -0
  41. data/ext/histogram2d.c +1068 -0
  42. data/ext/histogram3d.c +884 -0
  43. data/ext/histogram3d_source.c +750 -0
  44. data/ext/histogram_find.c +101 -0
  45. data/ext/histogram_oper.c +159 -0
  46. data/ext/ieee.c +98 -0
  47. data/ext/integration.c +1138 -0
  48. data/ext/interp.c +512 -0
  49. data/ext/jacobi.c +739 -0
  50. data/ext/linalg.c +4047 -0
  51. data/ext/linalg_complex.c +741 -0
  52. data/ext/math.c +725 -0
  53. data/ext/matrix.c +39 -0
  54. data/ext/matrix_complex.c +1732 -0
  55. data/ext/matrix_double.c +560 -0
  56. data/ext/matrix_int.c +256 -0
  57. data/ext/matrix_source.c +2733 -0
  58. data/ext/min.c +250 -0
  59. data/ext/monte.c +992 -0
  60. data/ext/multifit.c +1879 -0
  61. data/ext/multimin.c +808 -0
  62. data/ext/multimin_fsdf.c +156 -0
  63. data/ext/multiroots.c +955 -0
  64. data/ext/ndlinear.c +321 -0
  65. data/ext/nmf.c +167 -0
  66. data/ext/nmf_wrap.c +72 -0
  67. data/ext/ntuple.c +469 -0
  68. data/ext/odeiv.c +959 -0
  69. data/ext/ool.c +879 -0
  70. data/ext/oper_complex_source.c +253 -0
  71. data/ext/permutation.c +596 -0
  72. data/ext/poly.c +42 -0
  73. data/ext/poly2.c +265 -0
  74. data/ext/poly_source.c +1885 -0
  75. data/ext/qrng.c +171 -0
  76. data/ext/randist.c +1873 -0
  77. data/ext/rational.c +480 -0
  78. data/ext/rng.c +612 -0
  79. data/ext/root.c +408 -0
  80. data/ext/sf.c +1494 -0
  81. data/ext/sf_airy.c +200 -0
  82. data/ext/sf_bessel.c +867 -0
  83. data/ext/sf_clausen.c +28 -0
  84. data/ext/sf_coulomb.c +206 -0
  85. data/ext/sf_coupling.c +118 -0
  86. data/ext/sf_dawson.c +29 -0
  87. data/ext/sf_debye.c +157 -0
  88. data/ext/sf_dilog.c +42 -0
  89. data/ext/sf_elementary.c +44 -0
  90. data/ext/sf_ellint.c +206 -0
  91. data/ext/sf_elljac.c +29 -0
  92. data/ext/sf_erfc.c +93 -0
  93. data/ext/sf_exp.c +164 -0
  94. data/ext/sf_expint.c +211 -0
  95. data/ext/sf_fermi_dirac.c +148 -0
  96. data/ext/sf_gamma.c +344 -0
  97. data/ext/sf_gegenbauer.c +96 -0
  98. data/ext/sf_hyperg.c +197 -0
  99. data/ext/sf_laguerre.c +112 -0
  100. data/ext/sf_lambert.c +47 -0
  101. data/ext/sf_legendre.c +367 -0
  102. data/ext/sf_log.c +104 -0
  103. data/ext/sf_mathieu.c +238 -0
  104. data/ext/sf_power.c +46 -0
  105. data/ext/sf_psi.c +98 -0
  106. data/ext/sf_synchrotron.c +48 -0
  107. data/ext/sf_transport.c +76 -0
  108. data/ext/sf_trigonometric.c +207 -0
  109. data/ext/sf_zeta.c +119 -0
  110. data/ext/signal.c +310 -0
  111. data/ext/siman.c +718 -0
  112. data/ext/sort.c +208 -0
  113. data/ext/spline.c +395 -0
  114. data/ext/stats.c +799 -0
  115. data/ext/sum.c +168 -0
  116. data/ext/tamu_anova.c +56 -0
  117. data/ext/tensor.c +38 -0
  118. data/ext/tensor_source.c +1123 -0
  119. data/ext/vector.c +38 -0
  120. data/ext/vector_complex.c +2236 -0
  121. data/ext/vector_double.c +1433 -0
  122. data/ext/vector_int.c +204 -0
  123. data/ext/vector_source.c +3329 -0
  124. data/ext/wavelet.c +937 -0
  125. data/include/rb_gsl.h +151 -0
  126. data/include/rb_gsl_array.h +238 -0
  127. data/include/rb_gsl_cheb.h +21 -0
  128. data/include/rb_gsl_common.h +343 -0
  129. data/include/rb_gsl_complex.h +25 -0
  130. data/include/rb_gsl_const.h +29 -0
  131. data/include/rb_gsl_dirac.h +13 -0
  132. data/include/rb_gsl_eigen.h +17 -0
  133. data/include/rb_gsl_fft.h +62 -0
  134. data/include/rb_gsl_fit.h +25 -0
  135. data/include/rb_gsl_function.h +27 -0
  136. data/include/rb_gsl_graph.h +70 -0
  137. data/include/rb_gsl_histogram.h +63 -0
  138. data/include/rb_gsl_histogram3d.h +97 -0
  139. data/include/rb_gsl_integration.h +17 -0
  140. data/include/rb_gsl_interp.h +46 -0
  141. data/include/rb_gsl_linalg.h +25 -0
  142. data/include/rb_gsl_math.h +26 -0
  143. data/include/rb_gsl_odeiv.h +21 -0
  144. data/include/rb_gsl_poly.h +71 -0
  145. data/include/rb_gsl_rational.h +37 -0
  146. data/include/rb_gsl_rng.h +21 -0
  147. data/include/rb_gsl_root.h +22 -0
  148. data/include/rb_gsl_sf.h +119 -0
  149. data/include/rb_gsl_statistics.h +17 -0
  150. data/include/rb_gsl_tensor.h +45 -0
  151. data/include/rb_gsl_with_narray.h +22 -0
  152. data/include/templates_off.h +87 -0
  153. data/include/templates_on.h +241 -0
  154. data/lib/gsl/gnuplot.rb +41 -0
  155. data/lib/gsl/oper.rb +68 -0
  156. data/lib/ool.rb +22 -0
  157. data/lib/ool/conmin.rb +30 -0
  158. metadata +224 -0
@@ -0,0 +1,120 @@
1
+ /*
2
+ const_additional.c
3
+ Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
4
+ (C) Copyright 2001-2006 by Yoshiki Tsunesada
5
+
6
+ Ruby/GSL is free software: you can redistribute it and/or modify it
7
+ under the terms of the GNU General Public License.
8
+ This library is distributed in the hope that it will be useful, but
9
+ WITHOUT ANY WARRANTY.
10
+ */
11
+ #include "rb_gsl_config.h"
12
+ #include "rb_gsl_const.h"
13
+
14
+ #ifndef GSL_1_4_9_LATER
15
+ #define MKS_STEFAN_BOLTZMANN_CONSTANT (5.6703993443638e-08)
16
+ #define MKS_THOMSON_CROSS_SECTION (6.65245852869236e-29)
17
+ #define CGS_STEFAN_BOLTZMANN_CONSTANT (5.6703993443638e-05)
18
+ #define CGS_THOMSON_CROSS_SECTION (6.65245852869236e-25)
19
+ #endif
20
+
21
+ #define MKS_CLASSICAL_ELECTRON_RADIUS (2.81794028310825e-15)
22
+ #define MKS_RADIATION_DENSITY_CONSTANT (7.56576650685962e-16)
23
+ #define MKS_RADIATION_NUMBER_DENSITY_CONSTANT (20.2869161066108e-6)
24
+ #define MKS_SOLAR_TIME (4.925490947e-6)
25
+ #define MKS_SOLAR_GM (1.3271243999e20)
26
+ #define MKS_PLANCK_MASS (2.17664610503472e-08)
27
+ #define MKS_PLANCK_LENGTH (1.61609744261067e-35)
28
+ #define MKS_PLANCK_TIME (5.39072081196475e-44)
29
+
30
+ #define CGS_CLASSICAL_ELECTRON_RADIUS (2.81794028310825e-13)
31
+ #define CGS_RADIATION_DENSITY_CONSTANT (7.56576650685962e-15)
32
+ #define CGS_RADIATION_NUMBER_DENSITY_CONSTANT (20.2869161066108)
33
+ #define CGS_SOLAR_TIME (4.925490947e-6)
34
+ #define CGS_SOLAR_GM (1.3271243999e26)
35
+ #define CGS_PLANCK_MASS (2.17664610503472e-05)
36
+ #define CGS_PLANCK_LENGTH (1.61609744261067e-33)
37
+ #define CGS_PLANCK_TIME (5.39072081196475e-44)
38
+
39
+ static void rb_gsl_const_mks(VALUE module);
40
+ static void rb_gsl_const_cgs(VALUE module);
41
+ static void rb_gsl_const_num(VALUE module);
42
+
43
+ static void rb_gsl_const_mks(VALUE module)
44
+ {
45
+ rb_define_const(module, "RADIATION_DENSITY_CONSTANT",
46
+ rb_float_new(MKS_RADIATION_DENSITY_CONSTANT));
47
+ rb_define_const(module, "RADIATION_NUMBER_DENSITY_CONSTANT",
48
+ rb_float_new(MKS_RADIATION_NUMBER_DENSITY_CONSTANT));
49
+ rb_define_const(module, "CLASSICAL_ELECTRON_RADIUS",
50
+ rb_float_new(MKS_CLASSICAL_ELECTRON_RADIUS));
51
+ rb_define_const(module, "SOLAR_TIME", rb_float_new(MKS_SOLAR_TIME));
52
+ rb_define_const(module, "SOLAR_GM", rb_float_new(MKS_SOLAR_GM));
53
+
54
+ rb_define_const(module, "PLANCK_MASS", rb_float_new(MKS_PLANCK_MASS));
55
+ rb_define_const(module, "PLANCK_LENGTH", rb_float_new(MKS_PLANCK_LENGTH));
56
+ rb_define_const(module, "PLANCK_TIME", rb_float_new(MKS_PLANCK_TIME));
57
+
58
+ #ifndef GSL_1_4_9_LATER
59
+ rb_define_const(module, "STEFAN_BOLTZMANN_CONSTANT",
60
+ rb_float_new(MKS_STEFAN_BOLTZMANN_CONSTANT));
61
+ rb_define_const(module, "THOMSON_CROSS_SECTION",
62
+ rb_float_new(MKS_THOMSON_CROSS_SECTION));
63
+ #endif
64
+ }
65
+
66
+ static void rb_gsl_const_cgs(VALUE module)
67
+ {
68
+ rb_define_const(module, "RADIATION_DENSITY_CONSTANT",
69
+ rb_float_new(CGS_RADIATION_DENSITY_CONSTANT));
70
+ rb_define_const(module, "RADIATION_NUMBER_DENSITY_CONSTANT",
71
+ rb_float_new(CGS_RADIATION_NUMBER_DENSITY_CONSTANT));
72
+ rb_define_const(module, "CLASSICAL_ELECTRON_RADIUS",
73
+ rb_float_new(CGS_CLASSICAL_ELECTRON_RADIUS));
74
+ rb_define_const(module, "SOLAR_TIME", rb_float_new(CGS_SOLAR_TIME));
75
+ rb_define_const(module, "SOLAR_GM", rb_float_new(CGS_SOLAR_GM));
76
+
77
+ rb_define_const(module, "PLANCK_MASS", rb_float_new(CGS_PLANCK_MASS));
78
+ rb_define_const(module, "PLANCK_LENGTH", rb_float_new(CGS_PLANCK_LENGTH));
79
+ rb_define_const(module, "PLANCK_TIME", rb_float_new(CGS_PLANCK_TIME));
80
+
81
+ #ifndef GSL_1_4_9_LATER
82
+ rb_define_const(module, "STEFAN_BOLTZMANN_CONSTANT",
83
+ rb_float_new(CGS_STEFAN_BOLTZMANN_CONSTANT));
84
+ rb_define_const(module, "THOMSON_CROSS_SECTION",
85
+ rb_float_new(CGS_THOMSON_CROSS_SECTION));
86
+ #endif
87
+ }
88
+
89
+ static void rb_gsl_const_num(VALUE module)
90
+ {
91
+
92
+ }
93
+
94
+ void Init_gsl_const_additional(VALUE mmks, VALUE mcgs, VALUE mnum)
95
+ {
96
+ rb_gsl_const_mks(mmks);
97
+ rb_gsl_const_cgs(mcgs);
98
+ rb_gsl_const_num(mnum);
99
+ }
100
+
101
+ #undef MKS_CLASSICAL_ELECTRON_RADIUS
102
+ #undef MKS_STEFAN_BOLTZMANN_CONSTANT
103
+ #undef MKS_RADIATION_DENSITY_CONSTANT
104
+ #undef MKS_RADIATION_NUMBER_DENSITY_CONSTANT
105
+ #undef CGS_CLASSICAL_ELECTRON_RADIUS
106
+ #undef CGS_STEFAN_BOLTZMANN_CONSTANT
107
+ #undef CGS_RADIATION_DENSITY_CONSTANT
108
+ #undef CGS_RADIATION_NUMBER_DENSITY_CONSTANT
109
+ #undef CGS_THOMSON_CROSS_SECTION
110
+ #undef MKS_THOMSON_CROSS_SECTION
111
+ #undef MKS_SOLAR_TIME
112
+ #undef CGS_SOLAR_TIME
113
+ #undef MKS_SOLAR_GM
114
+ #undef CGS_SOLAR_GM
115
+ #undef MKS_PLANCK_MASS
116
+ #undef MKS_PLANCK_LENGTH
117
+ #undef MKS_PLANCK_TIME
118
+ #undef CGS_PLANCK_MASS
119
+ #undef CGS_PLANCK_LENGTH
120
+ #undef CGS_PLANCK_TIME
@@ -0,0 +1,283 @@
1
+ #ifdef HAVE_GSL_GSL_CQP_H
2
+
3
+ #include "rb_gsl.h"
4
+ #include "gsl/gsl_cqp.h"
5
+
6
+ static const gsl_cqpminimizer_type* type_by_string(VALUE t);
7
+ static const gsl_cqpminimizer_type* get_type(VALUE t)
8
+ {
9
+
10
+ switch (TYPE(t)) {
11
+ case T_STRING:
12
+ return type_by_string(t);
13
+ break;
14
+ default:
15
+ rb_raise(rb_eTypeError, "Wrong argument type %s.", rb_class2name(CLASS_OF(t)));
16
+ }
17
+ }
18
+
19
+ static const gsl_cqpminimizer_type* type_by_string(VALUE t)
20
+ {
21
+ char *name;
22
+ name = STR2CSTR(t);
23
+ if (strcmp(name, "mg_pdip") == 0) {
24
+ return gsl_cqpminimizer_mg_pdip;
25
+ } else {
26
+ rb_raise(rb_eRuntimeError, "Unknown minimizer type %s.", name);
27
+ }
28
+ return NULL; /* never reach here */
29
+ }
30
+
31
+ static VALUE rb_cqpminimizer_alloc(VALUE klass, VALUE t, VALUE n, VALUE me, VALUE mi)
32
+ {
33
+ gsl_cqpminimizer *m;
34
+ m = gsl_cqpminimizer_alloc(get_type(t), (size_t) FIX2INT(n), (size_t) FIX2INT(me), (size_t) FIX2INT(mi));
35
+ return Data_Wrap_Struct(klass, 0, gsl_cqpminimizer_free, m);
36
+ }
37
+
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+ static VALUE rb_cqpminimizer_set(VALUE obj, VALUE data)
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+ {
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+ gsl_cqpminimizer *m;
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+ gsl_cqp_data *d;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ Data_Get_Struct(data, gsl_cqp_data, d);
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+ gsl_cqpminimizer_set(m, d);
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+ return Qtrue;
46
+ }
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+
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+ static VALUE rb_cqpminimizer_name(VALUE obj)
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+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return rb_str_new2(gsl_cqpminimizer_name(m));
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+ }
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+
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+ static VALUE rb_cqpminimizer_iterate(VALUE obj)
56
+ {
57
+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return INT2FIX(gsl_cqpminimizer_iterate(m));
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+ }
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+
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+ static VALUE rb_cqpminimizer_x(VALUE obj)
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+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, gsl_cqpminimizer_x(m));
67
+ }
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+
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+ static VALUE rb_cqpminimizer_lm_eq(VALUE obj)
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+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, gsl_cqpminimizer_lm_eq(m));
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+ }
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+ static VALUE rb_cqpminimizer_lm_ineq(VALUE obj)
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+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
79
+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, gsl_cqpminimizer_lm_ineq(m));
80
+ }
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+ static VALUE rb_cqpminimizer_f(VALUE obj)
82
+ {
83
+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return rb_float_new(gsl_cqpminimizer_f(m));
86
+ }
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+ static VALUE rb_cqpminimizer_gap(VALUE obj)
88
+ {
89
+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return rb_float_new(gsl_cqpminimizer_gap(m));
92
+ }
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+ static VALUE rb_cqpminimizer_residuals_norm(VALUE obj)
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+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return rb_float_new(gsl_cqpminimizer_residuals_norm(m));
98
+ }
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+ /*
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+ static VALUE rb_cqpminimizer_minimum(VALUE obj)
101
+ {
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+ gsl_cqpminimizer *m;
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+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
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+ return rb_float_new(gsl_cqpminimizer_minimum(m));
105
+ }
106
+ */
107
+ static VALUE rb_cqpminimizer_test_convergence(VALUE obj, VALUE g, VALUE r)
108
+ {
109
+ gsl_cqpminimizer *m;
110
+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
111
+ return INT2FIX(gsl_cqpminimizer_test_convergence(m, NUM2DBL(g), NUM2DBL(r)));
112
+ }
113
+ static VALUE rb_cqpminimizer_test_infeasibility(VALUE obj, VALUE e)
114
+ {
115
+ gsl_cqpminimizer *m;
116
+ Data_Get_Struct(obj, gsl_cqpminimizer, m);
117
+ return INT2FIX(gsl_cqp_minimizer_test_infeasibility(m, NUM2DBL(e)));
118
+ }
119
+
120
+ static VALUE rb_cqp_data_alloc(VALUE klass)
121
+ {
122
+ gsl_cqp_data *d;
123
+ d = (gsl_cqp_data*) malloc(sizeof(gsl_cqp_data));
124
+ return Data_Wrap_Struct(klass, 0, free, d);
125
+ }
126
+
127
+ static VALUE rb_cqp_data_Q(VALUE obj)
128
+ {
129
+ gsl_cqp_data *d;
130
+ Data_Get_Struct(obj, gsl_cqp_data, d);
131
+ return Data_Wrap_Struct(cgsl_matrix_view, 0, NULL, d->Q);
132
+ }
133
+
134
+ static VALUE rb_cqp_data_q(VALUE obj)
135
+ {
136
+ gsl_cqp_data *d;
137
+ Data_Get_Struct(obj, gsl_cqp_data, d);
138
+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, d->q);
139
+ }
140
+
141
+ static VALUE rb_cqp_data_A(VALUE obj)
142
+ {
143
+ gsl_cqp_data *d;
144
+ Data_Get_Struct(obj, gsl_cqp_data, d);
145
+ return Data_Wrap_Struct(cgsl_matrix_view, 0, NULL, d->A);
146
+ }
147
+
148
+ static VALUE rb_cqp_data_b(VALUE obj)
149
+ {
150
+ gsl_cqp_data *d;
151
+ Data_Get_Struct(obj, gsl_cqp_data, d);
152
+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, d->b);
153
+ }
154
+
155
+ static VALUE rb_cqp_data_C(VALUE obj)
156
+ {
157
+ gsl_cqp_data *d;
158
+ Data_Get_Struct(obj, gsl_cqp_data, d);
159
+ return Data_Wrap_Struct(cgsl_matrix_view, 0, NULL, d->C);
160
+ }
161
+
162
+ static VALUE rb_cqp_data_d(VALUE obj)
163
+ {
164
+ gsl_cqp_data *d;
165
+ Data_Get_Struct(obj, gsl_cqp_data, d);
166
+ return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, d->d);
167
+ }
168
+
169
+ static VALUE rb_cqp_data_set_Q(VALUE obj, VALUE mm)
170
+ {
171
+ gsl_cqp_data *d;
172
+ gsl_matrix *m;
173
+ Data_Get_Struct(obj, gsl_cqp_data, d);
174
+ CHECK_MATRIX(mm);
175
+ Data_Get_Struct(mm, gsl_matrix, m);
176
+ d->Q = m;
177
+ return Qtrue;
178
+ }
179
+
180
+ static VALUE rb_cqp_data_set_q(VALUE obj, VALUE vv)
181
+ {
182
+ gsl_cqp_data *d;
183
+ gsl_vector *v;
184
+ Data_Get_Struct(obj, gsl_cqp_data, d);
185
+ CHECK_VECTOR(vv);
186
+ Data_Get_Struct(vv, gsl_vector, v);
187
+ d->q = v;
188
+ return Qtrue;
189
+ }
190
+
191
+ static VALUE rb_cqp_data_set_A(VALUE obj, VALUE mm)
192
+ {
193
+ gsl_cqp_data *d;
194
+ gsl_matrix *m;
195
+ Data_Get_Struct(obj, gsl_cqp_data, d);
196
+ CHECK_MATRIX(mm);
197
+ Data_Get_Struct(mm, gsl_matrix, m);
198
+ d->A = m;
199
+ return Qtrue;
200
+ }
201
+
202
+ static VALUE rb_cqp_data_set_b(VALUE obj, VALUE vv)
203
+ {
204
+ gsl_cqp_data *d;
205
+ gsl_vector *v;
206
+ Data_Get_Struct(obj, gsl_cqp_data, d);
207
+ CHECK_VECTOR(vv);
208
+ Data_Get_Struct(vv, gsl_vector, v);
209
+ d->b = v;
210
+ return Qtrue;
211
+ }
212
+
213
+ static VALUE rb_cqp_data_set_C(VALUE obj, VALUE mm)
214
+ {
215
+ gsl_cqp_data *d;
216
+ gsl_matrix *m;
217
+ Data_Get_Struct(obj, gsl_cqp_data, d);
218
+ CHECK_MATRIX(mm);
219
+ Data_Get_Struct(mm, gsl_matrix, m);
220
+ d->C = m;
221
+ return Qtrue;
222
+ }
223
+
224
+ static VALUE rb_cqp_data_set_d(VALUE obj, VALUE vv)
225
+ {
226
+ gsl_cqp_data *d;
227
+ gsl_vector *v;
228
+ Data_Get_Struct(obj, gsl_cqp_data, d);
229
+ CHECK_VECTOR(vv);
230
+ Data_Get_Struct(vv, gsl_vector, v);
231
+ d->d = v;
232
+ return Qtrue;
233
+ }
234
+
235
+ void Init_cqp(VALUE module)
236
+ {
237
+ VALUE mCQP, cMinimizer, cData;
238
+
239
+ mCQP = rb_define_module_under(module, "CQP");
240
+ cMinimizer = rb_define_class_under(mCQP, "Minimizer", cGSL_Object);
241
+ cData = rb_define_class_under(mCQP, "Data", cGSL_Object);
242
+
243
+ rb_define_singleton_method(cMinimizer, "alloc", rb_cqpminimizer_alloc, 4);
244
+
245
+ rb_define_method(cMinimizer, "set", rb_cqpminimizer_set, 1);
246
+ rb_define_method(cMinimizer, "name", rb_cqpminimizer_name, 0);
247
+ rb_define_method(cMinimizer, "iterate", rb_cqpminimizer_iterate, 0);
248
+ rb_define_method(cMinimizer, "x", rb_cqpminimizer_x, 0);
249
+ rb_define_method(cMinimizer, "lm_eq", rb_cqpminimizer_lm_eq, 0);
250
+ rb_define_method(cMinimizer, "lm_ineq", rb_cqpminimizer_lm_ineq, 0);
251
+ rb_define_method(cMinimizer, "f", rb_cqpminimizer_f, 0);
252
+ rb_define_method(cMinimizer, "gap", rb_cqpminimizer_gap, 0);
253
+ rb_define_method(cMinimizer, "residuals_norm", rb_cqpminimizer_residuals_norm, 0);
254
+ /* rb_define_method(cMinimizer, "minimum", rb_cqpminimizer_minimum, 0); */
255
+ rb_define_method(cMinimizer, "test_convergence", rb_cqpminimizer_test_convergence, 2);
256
+ rb_define_method(cMinimizer, "test_infeasibility", rb_cqpminimizer_test_infeasibility, 1);
257
+
258
+ /*****/
259
+ rb_define_singleton_method(cData, "alloc", rb_cqp_data_alloc, 0);
260
+
261
+ rb_define_method(cData, "Q", rb_cqp_data_Q, 0);
262
+ rb_define_method(cData, "q", rb_cqp_data_q, 0);
263
+ rb_define_method(cData, "A", rb_cqp_data_A, 0);
264
+ rb_define_method(cData, "b", rb_cqp_data_b, 0);
265
+ rb_define_method(cData, "C", rb_cqp_data_C, 0);
266
+ rb_define_method(cData, "d", rb_cqp_data_d, 0);
267
+
268
+ rb_define_method(cData, "set_Q", rb_cqp_data_set_Q, 1);
269
+ rb_define_method(cData, "set_q", rb_cqp_data_set_q, 1);
270
+ rb_define_method(cData, "set_A", rb_cqp_data_set_A, 1);
271
+ rb_define_method(cData, "set_b", rb_cqp_data_set_b, 1);
272
+ rb_define_method(cData, "set_C", rb_cqp_data_set_C, 1);
273
+ rb_define_method(cData, "set_d", rb_cqp_data_set_d, 1);
274
+ rb_define_alias(cData, "Q=", "set_Q");
275
+ rb_define_alias(cData, "q=", "set_q");
276
+ rb_define_alias(cData, "A=", "set_A");
277
+ rb_define_alias(cData, "b=", "set_b");
278
+ rb_define_alias(cData, "C=", "set_C");
279
+ rb_define_alias(cData, "d=", "set_d");
280
+ }
281
+
282
+ #endif
283
+
@@ -0,0 +1,195 @@
1
+ /*
2
+ deriv.c
3
+ Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
4
+ (C) Copyright 2001-2006 by Yoshiki Tsunesada
5
+
6
+ Ruby/GSL is free software: you can redistribute it and/or modify it
7
+ under the terms of the GNU General Public License.
8
+ This library is distributed in the hope that it will be useful, but
9
+ WITHOUT ANY WARRANTY.
10
+ */
11
+ #include "rb_gsl_config.h"
12
+ #ifdef GSL_1_4_9_LATER
13
+ #include "rb_gsl_common.h"
14
+ #include "rb_gsl_function.h"
15
+ #include <gsl/gsl_math.h>
16
+ #include <gsl/gsl_deriv.h>
17
+ #define RB_GSL_DERIV_H_DEFAULT (1e-8)
18
+ #ifdef HAVE_NARRAY_H
19
+ #include "narray.h"
20
+ #endif
21
+
22
+ static int get_func2(int argc, VALUE *argv, VALUE obj, VALUE *ff, VALUE *xx, VALUE *hh)
23
+ {
24
+ switch (TYPE(obj)) {
25
+ case T_MODULE:
26
+ case T_CLASS:
27
+ case T_OBJECT:
28
+ if (argc == 3) {
29
+ CHECK_FUNCTION(argv[0]);
30
+ Need_Float(argv[2]);
31
+ *ff = argv[0];
32
+ *xx = argv[1];
33
+ *hh = argv[2];
34
+ } else if (argc == 2) {
35
+ CHECK_FUNCTION(argv[0]);
36
+ *ff = argv[0];
37
+ *xx = argv[1];
38
+ *hh = rb_float_new(RB_GSL_DERIV_H_DEFAULT);
39
+ } else {
40
+ rb_raise(rb_eArgError, "wrong number of arguments (%d for 2 or 3)", argc);
41
+ }
42
+ break;
43
+ default:
44
+ if (argc == 2) {
45
+ Need_Float(argv[1]);
46
+ *ff = obj;
47
+ *xx = argv[0];
48
+ *hh = argv[1];
49
+ } else if (argc == 1) {
50
+ *ff = obj;
51
+ *xx = argv[0];
52
+ *hh = rb_float_new(RB_GSL_DERIV_H_DEFAULT);
53
+ } else {
54
+ rb_raise(rb_eArgError, "wrong number of arguments (%d for 1 or 2)", argc);
55
+ }
56
+ break;
57
+ }
58
+ return 0;
59
+ }
60
+
61
+ #ifdef RB_GSL_DERIV_H_DEFAULT
62
+ #undef RB_GSL_DERIV_H_DEFAULT
63
+ #endif
64
+
65
+ static VALUE rb_gsl_deriv_eval(VALUE obj, VALUE xx, VALUE hh,
66
+ int (*deriv)(const gsl_function *,
67
+ double, double,
68
+ double *, double *))
69
+ {
70
+ gsl_function *f = NULL;
71
+ double result, abserr, h;
72
+ VALUE x, ary, aerr;
73
+ gsl_vector *v = NULL, *vnew = NULL, *verr = NULL;
74
+ gsl_matrix *m = NULL, *mnew = NULL, *merr = NULL;
75
+ size_t n, i, j;
76
+ int status;
77
+ #ifdef HAVE_NARRAY_H
78
+ struct NARRAY *na;
79
+ double *ptr1, *ptr2, *ptr3;
80
+ VALUE ary2, ary3;
81
+ #endif
82
+ Need_Float(hh);
83
+ Data_Get_Struct(obj, gsl_function, f);
84
+ h = NUM2DBL(hh);
85
+ if (CLASS_OF(xx) == rb_cRange) xx = rb_gsl_range2ary(xx);
86
+ switch (TYPE(xx)) {
87
+ case T_FIXNUM:
88
+ case T_BIGNUM:
89
+ case T_FLOAT:
90
+ status = (*deriv)(f, NUM2DBL(xx), h, &result, &abserr);
91
+ return rb_ary_new3(3, rb_float_new(result), rb_float_new(abserr), INT2FIX(status));
92
+ break;
93
+ case T_ARRAY:
94
+ // n = RARRAY(xx)->len;
95
+ n = RARRAY_LEN(xx);
96
+ ary = rb_ary_new2(n);
97
+ aerr = rb_ary_new2(n);
98
+ for (i = 0; i < n; i++) {
99
+ x = rb_ary_entry(xx, i);
100
+ Need_Float(x);
101
+ (*deriv)(f, NUM2DBL(x), h, &result, &abserr);
102
+ rb_ary_store(ary, i, rb_float_new(result));
103
+ rb_ary_store(aerr, i, rb_float_new(abserr));
104
+ }
105
+ return rb_ary_new3(2, ary, aerr);
106
+ break;
107
+ default:
108
+ #ifdef HAVE_NARRAY_H
109
+ if (NA_IsNArray(xx)) {
110
+ GetNArray(xx, na);
111
+ n = na->total;
112
+ ptr1 = (double*) na->ptr;
113
+ ary2 = na_make_object(NA_DFLOAT, na->rank, na->shape, CLASS_OF(xx));
114
+ ary3 = na_make_object(NA_DFLOAT, na->rank, na->shape, CLASS_OF(xx));
115
+ ptr2 = NA_PTR_TYPE(ary2, double*);
116
+ ptr3 = NA_PTR_TYPE(ary3, double*);
117
+ for (i = 0; i < n; i++) {
118
+ (*deriv)(f, ptr1[i], h, &result, &abserr);
119
+ ptr2[i] = result;
120
+ ptr3[i] = abserr;
121
+ }
122
+ return rb_ary_new3(2, ary2, ary3);
123
+ }
124
+ #endif
125
+ if (VECTOR_P(xx)) {
126
+ Data_Get_Struct(xx, gsl_vector, v);
127
+ vnew = gsl_vector_alloc(v->size);
128
+ verr = gsl_vector_alloc(v->size);
129
+ for (i = 0; i < v->size; i++) {
130
+ (*deriv)(f, gsl_vector_get(v, i), h, &result, &abserr);
131
+ gsl_vector_set(vnew, i, result);
132
+ gsl_vector_set(verr, i, abserr);
133
+ }
134
+ return rb_ary_new3(2,
135
+ Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, vnew),
136
+ Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, verr));
137
+ } else if (MATRIX_P(xx)) {
138
+ Data_Get_Struct(xx, gsl_matrix, m);
139
+ mnew = gsl_matrix_alloc(m->size1, m->size2);
140
+ merr = gsl_matrix_alloc(m->size1, m->size2);
141
+ for (i = 0; i < m->size1; i++) {
142
+ for (j = 0; j < m->size2; j++) {
143
+ (*deriv)(f, gsl_matrix_get(m, i, j), h, &result, &abserr);
144
+ gsl_matrix_set(mnew, i, j, result);
145
+ gsl_matrix_set(merr, i, j, abserr);
146
+ }
147
+ }
148
+ return rb_ary_new3(2,
149
+ Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, mnew),
150
+ Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, merr));
151
+ } else {
152
+ rb_raise(rb_eTypeError, "wrong argument type");
153
+ }
154
+ break;
155
+ }
156
+ return Qnil; /* never reach here */
157
+ }
158
+
159
+ static VALUE rb_gsl_deriv_central(int argc, VALUE *argv, VALUE obj)
160
+ {
161
+ VALUE ff, xx, hh;
162
+ get_func2(argc, argv, obj, &ff, &xx, &hh);
163
+ return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_central);
164
+ }
165
+
166
+ static VALUE rb_gsl_deriv_forward(int argc, VALUE *argv, VALUE obj)
167
+ {
168
+ VALUE ff, xx, hh;
169
+ get_func2(argc, argv, obj, &ff, &xx, &hh);
170
+ return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_forward);
171
+ }
172
+
173
+ static VALUE rb_gsl_deriv_backward(int argc, VALUE *argv, VALUE obj)
174
+ {
175
+ VALUE ff, xx, hh;
176
+ get_func2(argc, argv, obj, &ff, &xx, &hh);
177
+ return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_backward);
178
+ }
179
+
180
+ void Init_gsl_deriv(VALUE module)
181
+ {
182
+ VALUE mgsl_deriv;
183
+
184
+ mgsl_deriv = rb_define_module_under(module, "Deriv");
185
+
186
+ rb_define_method(cgsl_function, "deriv_central", rb_gsl_deriv_central, -1);
187
+ rb_define_method(cgsl_function, "deriv_forward", rb_gsl_deriv_forward, -1);
188
+ rb_define_method(cgsl_function, "deriv_backward", rb_gsl_deriv_backward, -1);
189
+
190
+ rb_define_singleton_method(mgsl_deriv, "central", rb_gsl_deriv_central, -1);
191
+ rb_define_singleton_method(mgsl_deriv, "forward", rb_gsl_deriv_forward, -1);
192
+ rb_define_singleton_method(mgsl_deriv, "backward", rb_gsl_deriv_backward, -1);
193
+ }
194
+
195
+ #endif