gsl 1.12.108
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- data/README.rdoc +29 -0
- data/Rakefile +54 -0
- data/VERSION +2 -0
- data/ext/MANIFEST +119 -0
- data/ext/alf.c +206 -0
- data/ext/array.c +666 -0
- data/ext/array_complex.c +247 -0
- data/ext/blas.c +29 -0
- data/ext/blas1.c +731 -0
- data/ext/blas2.c +1093 -0
- data/ext/blas3.c +881 -0
- data/ext/block.c +44 -0
- data/ext/block_source.c +886 -0
- data/ext/bspline.c +130 -0
- data/ext/bundle.c +3 -0
- data/ext/cdf.c +754 -0
- data/ext/cheb.c +542 -0
- data/ext/combination.c +283 -0
- data/ext/common.c +325 -0
- data/ext/complex.c +1004 -0
- data/ext/const.c +673 -0
- data/ext/const_additional.c +120 -0
- data/ext/cqp.c +283 -0
- data/ext/deriv.c +195 -0
- data/ext/dht.c +361 -0
- data/ext/diff.c +166 -0
- data/ext/dirac.c +395 -0
- data/ext/eigen.c +2373 -0
- data/ext/error.c +194 -0
- data/ext/extconf.rb +281 -0
- data/ext/fcmp.c +66 -0
- data/ext/fft.c +1092 -0
- data/ext/fit.c +205 -0
- data/ext/fresnel.c +312 -0
- data/ext/function.c +524 -0
- data/ext/geometry.c +139 -0
- data/ext/graph.c +1638 -0
- data/ext/gsl.c +271 -0
- data/ext/gsl_narray.c +653 -0
- data/ext/histogram.c +1995 -0
- data/ext/histogram2d.c +1068 -0
- data/ext/histogram3d.c +884 -0
- data/ext/histogram3d_source.c +750 -0
- data/ext/histogram_find.c +101 -0
- data/ext/histogram_oper.c +159 -0
- data/ext/ieee.c +98 -0
- data/ext/integration.c +1138 -0
- data/ext/interp.c +512 -0
- data/ext/jacobi.c +739 -0
- data/ext/linalg.c +4047 -0
- data/ext/linalg_complex.c +741 -0
- data/ext/math.c +725 -0
- data/ext/matrix.c +39 -0
- data/ext/matrix_complex.c +1732 -0
- data/ext/matrix_double.c +560 -0
- data/ext/matrix_int.c +256 -0
- data/ext/matrix_source.c +2733 -0
- data/ext/min.c +250 -0
- data/ext/monte.c +992 -0
- data/ext/multifit.c +1879 -0
- data/ext/multimin.c +808 -0
- data/ext/multimin_fsdf.c +156 -0
- data/ext/multiroots.c +955 -0
- data/ext/ndlinear.c +321 -0
- data/ext/nmf.c +167 -0
- data/ext/nmf_wrap.c +72 -0
- data/ext/ntuple.c +469 -0
- data/ext/odeiv.c +959 -0
- data/ext/ool.c +879 -0
- data/ext/oper_complex_source.c +253 -0
- data/ext/permutation.c +596 -0
- data/ext/poly.c +42 -0
- data/ext/poly2.c +265 -0
- data/ext/poly_source.c +1885 -0
- data/ext/qrng.c +171 -0
- data/ext/randist.c +1873 -0
- data/ext/rational.c +480 -0
- data/ext/rng.c +612 -0
- data/ext/root.c +408 -0
- data/ext/sf.c +1494 -0
- data/ext/sf_airy.c +200 -0
- data/ext/sf_bessel.c +867 -0
- data/ext/sf_clausen.c +28 -0
- data/ext/sf_coulomb.c +206 -0
- data/ext/sf_coupling.c +118 -0
- data/ext/sf_dawson.c +29 -0
- data/ext/sf_debye.c +157 -0
- data/ext/sf_dilog.c +42 -0
- data/ext/sf_elementary.c +44 -0
- data/ext/sf_ellint.c +206 -0
- data/ext/sf_elljac.c +29 -0
- data/ext/sf_erfc.c +93 -0
- data/ext/sf_exp.c +164 -0
- data/ext/sf_expint.c +211 -0
- data/ext/sf_fermi_dirac.c +148 -0
- data/ext/sf_gamma.c +344 -0
- data/ext/sf_gegenbauer.c +96 -0
- data/ext/sf_hyperg.c +197 -0
- data/ext/sf_laguerre.c +112 -0
- data/ext/sf_lambert.c +47 -0
- data/ext/sf_legendre.c +367 -0
- data/ext/sf_log.c +104 -0
- data/ext/sf_mathieu.c +238 -0
- data/ext/sf_power.c +46 -0
- data/ext/sf_psi.c +98 -0
- data/ext/sf_synchrotron.c +48 -0
- data/ext/sf_transport.c +76 -0
- data/ext/sf_trigonometric.c +207 -0
- data/ext/sf_zeta.c +119 -0
- data/ext/signal.c +310 -0
- data/ext/siman.c +718 -0
- data/ext/sort.c +208 -0
- data/ext/spline.c +395 -0
- data/ext/stats.c +799 -0
- data/ext/sum.c +168 -0
- data/ext/tamu_anova.c +56 -0
- data/ext/tensor.c +38 -0
- data/ext/tensor_source.c +1123 -0
- data/ext/vector.c +38 -0
- data/ext/vector_complex.c +2236 -0
- data/ext/vector_double.c +1433 -0
- data/ext/vector_int.c +204 -0
- data/ext/vector_source.c +3329 -0
- data/ext/wavelet.c +937 -0
- data/include/rb_gsl.h +151 -0
- data/include/rb_gsl_array.h +238 -0
- data/include/rb_gsl_cheb.h +21 -0
- data/include/rb_gsl_common.h +343 -0
- data/include/rb_gsl_complex.h +25 -0
- data/include/rb_gsl_const.h +29 -0
- data/include/rb_gsl_dirac.h +13 -0
- data/include/rb_gsl_eigen.h +17 -0
- data/include/rb_gsl_fft.h +62 -0
- data/include/rb_gsl_fit.h +25 -0
- data/include/rb_gsl_function.h +27 -0
- data/include/rb_gsl_graph.h +70 -0
- data/include/rb_gsl_histogram.h +63 -0
- data/include/rb_gsl_histogram3d.h +97 -0
- data/include/rb_gsl_integration.h +17 -0
- data/include/rb_gsl_interp.h +46 -0
- data/include/rb_gsl_linalg.h +25 -0
- data/include/rb_gsl_math.h +26 -0
- data/include/rb_gsl_odeiv.h +21 -0
- data/include/rb_gsl_poly.h +71 -0
- data/include/rb_gsl_rational.h +37 -0
- data/include/rb_gsl_rng.h +21 -0
- data/include/rb_gsl_root.h +22 -0
- data/include/rb_gsl_sf.h +119 -0
- data/include/rb_gsl_statistics.h +17 -0
- data/include/rb_gsl_tensor.h +45 -0
- data/include/rb_gsl_with_narray.h +22 -0
- data/include/templates_off.h +87 -0
- data/include/templates_on.h +241 -0
- data/lib/gsl/gnuplot.rb +41 -0
- data/lib/gsl/oper.rb +68 -0
- data/lib/ool.rb +22 -0
- data/lib/ool/conmin.rb +30 -0
- metadata +224 -0
@@ -0,0 +1,120 @@
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/*
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const_additional.c
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Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
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(C) Copyright 2001-2006 by Yoshiki Tsunesada
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Ruby/GSL is free software: you can redistribute it and/or modify it
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under the terms of the GNU General Public License.
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This library is distributed in the hope that it will be useful, but
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WITHOUT ANY WARRANTY.
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*/
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#include "rb_gsl_config.h"
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#include "rb_gsl_const.h"
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#ifndef GSL_1_4_9_LATER
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#define MKS_STEFAN_BOLTZMANN_CONSTANT (5.6703993443638e-08)
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#define MKS_THOMSON_CROSS_SECTION (6.65245852869236e-29)
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#define CGS_STEFAN_BOLTZMANN_CONSTANT (5.6703993443638e-05)
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#define CGS_THOMSON_CROSS_SECTION (6.65245852869236e-25)
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#endif
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#define MKS_CLASSICAL_ELECTRON_RADIUS (2.81794028310825e-15)
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#define MKS_RADIATION_DENSITY_CONSTANT (7.56576650685962e-16)
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#define MKS_RADIATION_NUMBER_DENSITY_CONSTANT (20.2869161066108e-6)
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#define MKS_SOLAR_TIME (4.925490947e-6)
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#define MKS_SOLAR_GM (1.3271243999e20)
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#define MKS_PLANCK_MASS (2.17664610503472e-08)
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#define MKS_PLANCK_LENGTH (1.61609744261067e-35)
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#define MKS_PLANCK_TIME (5.39072081196475e-44)
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#define CGS_CLASSICAL_ELECTRON_RADIUS (2.81794028310825e-13)
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#define CGS_RADIATION_DENSITY_CONSTANT (7.56576650685962e-15)
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#define CGS_RADIATION_NUMBER_DENSITY_CONSTANT (20.2869161066108)
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#define CGS_SOLAR_TIME (4.925490947e-6)
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#define CGS_SOLAR_GM (1.3271243999e26)
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#define CGS_PLANCK_MASS (2.17664610503472e-05)
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#define CGS_PLANCK_LENGTH (1.61609744261067e-33)
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#define CGS_PLANCK_TIME (5.39072081196475e-44)
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static void rb_gsl_const_mks(VALUE module);
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static void rb_gsl_const_cgs(VALUE module);
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static void rb_gsl_const_num(VALUE module);
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static void rb_gsl_const_mks(VALUE module)
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{
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rb_define_const(module, "RADIATION_DENSITY_CONSTANT",
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rb_float_new(MKS_RADIATION_DENSITY_CONSTANT));
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rb_define_const(module, "RADIATION_NUMBER_DENSITY_CONSTANT",
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rb_float_new(MKS_RADIATION_NUMBER_DENSITY_CONSTANT));
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rb_define_const(module, "CLASSICAL_ELECTRON_RADIUS",
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rb_float_new(MKS_CLASSICAL_ELECTRON_RADIUS));
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rb_define_const(module, "SOLAR_TIME", rb_float_new(MKS_SOLAR_TIME));
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rb_define_const(module, "SOLAR_GM", rb_float_new(MKS_SOLAR_GM));
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rb_define_const(module, "PLANCK_MASS", rb_float_new(MKS_PLANCK_MASS));
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rb_define_const(module, "PLANCK_LENGTH", rb_float_new(MKS_PLANCK_LENGTH));
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rb_define_const(module, "PLANCK_TIME", rb_float_new(MKS_PLANCK_TIME));
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#ifndef GSL_1_4_9_LATER
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rb_define_const(module, "STEFAN_BOLTZMANN_CONSTANT",
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rb_float_new(MKS_STEFAN_BOLTZMANN_CONSTANT));
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rb_define_const(module, "THOMSON_CROSS_SECTION",
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rb_float_new(MKS_THOMSON_CROSS_SECTION));
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#endif
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}
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static void rb_gsl_const_cgs(VALUE module)
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{
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rb_define_const(module, "RADIATION_DENSITY_CONSTANT",
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rb_float_new(CGS_RADIATION_DENSITY_CONSTANT));
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rb_define_const(module, "RADIATION_NUMBER_DENSITY_CONSTANT",
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rb_float_new(CGS_RADIATION_NUMBER_DENSITY_CONSTANT));
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rb_define_const(module, "CLASSICAL_ELECTRON_RADIUS",
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rb_float_new(CGS_CLASSICAL_ELECTRON_RADIUS));
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rb_define_const(module, "SOLAR_TIME", rb_float_new(CGS_SOLAR_TIME));
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rb_define_const(module, "SOLAR_GM", rb_float_new(CGS_SOLAR_GM));
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rb_define_const(module, "PLANCK_MASS", rb_float_new(CGS_PLANCK_MASS));
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rb_define_const(module, "PLANCK_LENGTH", rb_float_new(CGS_PLANCK_LENGTH));
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rb_define_const(module, "PLANCK_TIME", rb_float_new(CGS_PLANCK_TIME));
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#ifndef GSL_1_4_9_LATER
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rb_define_const(module, "STEFAN_BOLTZMANN_CONSTANT",
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rb_float_new(CGS_STEFAN_BOLTZMANN_CONSTANT));
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rb_define_const(module, "THOMSON_CROSS_SECTION",
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rb_float_new(CGS_THOMSON_CROSS_SECTION));
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#endif
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}
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static void rb_gsl_const_num(VALUE module)
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{
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}
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void Init_gsl_const_additional(VALUE mmks, VALUE mcgs, VALUE mnum)
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{
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rb_gsl_const_mks(mmks);
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rb_gsl_const_cgs(mcgs);
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rb_gsl_const_num(mnum);
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}
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#undef MKS_CLASSICAL_ELECTRON_RADIUS
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#undef MKS_STEFAN_BOLTZMANN_CONSTANT
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#undef MKS_RADIATION_DENSITY_CONSTANT
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#undef MKS_RADIATION_NUMBER_DENSITY_CONSTANT
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#undef CGS_CLASSICAL_ELECTRON_RADIUS
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#undef CGS_STEFAN_BOLTZMANN_CONSTANT
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#undef CGS_RADIATION_DENSITY_CONSTANT
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#undef CGS_RADIATION_NUMBER_DENSITY_CONSTANT
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#undef CGS_THOMSON_CROSS_SECTION
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#undef MKS_THOMSON_CROSS_SECTION
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#undef MKS_SOLAR_TIME
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#undef CGS_SOLAR_TIME
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#undef MKS_SOLAR_GM
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#undef CGS_SOLAR_GM
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#undef MKS_PLANCK_MASS
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#undef MKS_PLANCK_LENGTH
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#undef MKS_PLANCK_TIME
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#undef CGS_PLANCK_MASS
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#undef CGS_PLANCK_LENGTH
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#undef CGS_PLANCK_TIME
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data/ext/cqp.c
ADDED
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#ifdef HAVE_GSL_GSL_CQP_H
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#include "rb_gsl.h"
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#include "gsl/gsl_cqp.h"
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static const gsl_cqpminimizer_type* type_by_string(VALUE t);
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static const gsl_cqpminimizer_type* get_type(VALUE t)
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{
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switch (TYPE(t)) {
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case T_STRING:
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return type_by_string(t);
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break;
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default:
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rb_raise(rb_eTypeError, "Wrong argument type %s.", rb_class2name(CLASS_OF(t)));
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}
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}
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static const gsl_cqpminimizer_type* type_by_string(VALUE t)
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{
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char *name;
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name = STR2CSTR(t);
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if (strcmp(name, "mg_pdip") == 0) {
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return gsl_cqpminimizer_mg_pdip;
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} else {
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rb_raise(rb_eRuntimeError, "Unknown minimizer type %s.", name);
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}
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return NULL; /* never reach here */
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}
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static VALUE rb_cqpminimizer_alloc(VALUE klass, VALUE t, VALUE n, VALUE me, VALUE mi)
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{
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gsl_cqpminimizer *m;
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m = gsl_cqpminimizer_alloc(get_type(t), (size_t) FIX2INT(n), (size_t) FIX2INT(me), (size_t) FIX2INT(mi));
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return Data_Wrap_Struct(klass, 0, gsl_cqpminimizer_free, m);
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}
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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;
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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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static VALUE rb_cqpminimizer_iterate(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 INT2FIX(gsl_cqpminimizer_iterate(m));
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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));
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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);
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return Data_Wrap_Struct(cgsl_vector_view, 0, NULL, gsl_cqpminimizer_lm_ineq(m));
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}
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static VALUE rb_cqpminimizer_f(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_f(m));
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}
|
87
|
+
static VALUE rb_cqpminimizer_gap(VALUE obj)
|
88
|
+
{
|
89
|
+
gsl_cqpminimizer *m;
|
90
|
+
Data_Get_Struct(obj, gsl_cqpminimizer, m);
|
91
|
+
return rb_float_new(gsl_cqpminimizer_gap(m));
|
92
|
+
}
|
93
|
+
static VALUE rb_cqpminimizer_residuals_norm(VALUE obj)
|
94
|
+
{
|
95
|
+
gsl_cqpminimizer *m;
|
96
|
+
Data_Get_Struct(obj, gsl_cqpminimizer, m);
|
97
|
+
return rb_float_new(gsl_cqpminimizer_residuals_norm(m));
|
98
|
+
}
|
99
|
+
/*
|
100
|
+
static VALUE rb_cqpminimizer_minimum(VALUE obj)
|
101
|
+
{
|
102
|
+
gsl_cqpminimizer *m;
|
103
|
+
Data_Get_Struct(obj, gsl_cqpminimizer, m);
|
104
|
+
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
|
+
|
data/ext/deriv.c
ADDED
@@ -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
|