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 +1,741 @@
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/*
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linalg_complex.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 <gsl/gsl_math.h>
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#include "rb_gsl_array.h"
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#include "rb_gsl_common.h"
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#include "rb_gsl_linalg.h"
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EXTERN VALUE mgsl_linalg;
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EXTERN VALUE cgsl_complex;
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static VALUE cgsl_matrix_complex_LU;
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#ifdef GSL_1_10_LATER
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static VALUE cgsl_matrix_complex_C;
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#endif
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VALUE rb_gsl_linalg_complex_LU_decomp(int argc, VALUE *argv, VALUE obj)
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{
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gsl_matrix_complex *m = NULL;
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gsl_permutation *p = NULL;
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int signum, itmp;
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size_t size;
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VALUE obj2;
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switch (TYPE(obj)) {
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case T_MODULE:
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case T_CLASS:
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case T_OBJECT:
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if (argc != 1) rb_raise(rb_eArgError, "wrong number of arguments (%d for 1)",
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argc);
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CHECK_MATRIX_COMPLEX(argv[0]);
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Data_Get_Struct(argv[0], gsl_matrix_complex, m);
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itmp = 1;
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break;
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default:
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CHECK_MATRIX_COMPLEX(obj);
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Data_Get_Struct(obj, gsl_matrix_complex, m);
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itmp = 0;
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}
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size = m->size1;
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switch (argc-itmp) {
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case 0:
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p = gsl_permutation_alloc(size);
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gsl_linalg_complex_LU_decomp(m, p, &signum);
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if (itmp == 1) RBASIC(argv[0])->klass = cgsl_matrix_complex_LU;
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else RBASIC(obj)->klass = cgsl_matrix_complex_LU;
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obj2 = Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p);
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return rb_ary_new3(2, obj2, INT2FIX(signum));
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break;
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case 1: /* when a permutation object is given */
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CHECK_PERMUTATION(argv[itmp]);
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Data_Get_Struct(argv[itmp], gsl_permutation, p);
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gsl_linalg_complex_LU_decomp(m, p, &signum);
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if (itmp == 1) RBASIC(argv[0])->klass = cgsl_matrix_complex_LU;
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else RBASIC(obj)->klass = cgsl_matrix_complex_LU;
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return INT2FIX(signum);
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break;
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default:
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rb_raise(rb_eArgError, "Usage: LU_decomp!() or LU_decomp!(permutation)");
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}
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}
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VALUE rb_gsl_linalg_complex_LU_decomp2(int argc, VALUE *argv, VALUE obj)
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{
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gsl_matrix_complex *m = NULL, *mnew = NULL;
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gsl_permutation *p = NULL;
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int signum, itmp;
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size_t size;
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VALUE objm, obj2;
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switch (TYPE(obj)) {
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case T_MODULE:
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case T_CLASS:
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case T_OBJECT:
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if (argc != 1) rb_raise(rb_eArgError, "wrong number of arguments (%d for 1)",
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argc);
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CHECK_MATRIX_COMPLEX(argv[0]);
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Data_Get_Struct(argv[0], gsl_matrix_complex, m);
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itmp = 1;
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break;
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default:
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CHECK_MATRIX_COMPLEX(obj);
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Data_Get_Struct(obj, gsl_matrix_complex, m);
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itmp = 0;
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}
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size = m->size1;
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mnew = gsl_matrix_complex_alloc(m->size1, m->size2);
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gsl_matrix_complex_memcpy(mnew, m);
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objm = Data_Wrap_Struct(cgsl_matrix_complex_LU, 0, gsl_matrix_complex_free, mnew);
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switch (argc-itmp) {
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case 0:
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p = gsl_permutation_alloc(size);
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gsl_linalg_complex_LU_decomp(mnew, p, &signum);
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obj2 = Data_Wrap_Struct(cgsl_permutation, 0, gsl_permutation_free, p);
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return rb_ary_new3(3, objm ,obj2, INT2FIX(signum));
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break;
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case 1: /* when a permutation object is given */
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CHECK_PERMUTATION(argv[itmp]);
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Data_Get_Struct(argv[itmp], gsl_permutation, p);
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gsl_linalg_complex_LU_decomp(m, p, &signum);
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return rb_ary_new3(3, objm , argv[itmp], INT2FIX(signum));
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break;
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default:
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rb_raise(rb_eArgError, "Usage: LU_decomp!() or LU_decomp!(permutation)");
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}
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}
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static VALUE rb_gsl_linalg_complex_LU_solve(int argc, VALUE *argv, VALUE obj)
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{
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gsl_matrix_complex *m = NULL, *mtmp = NULL;
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gsl_permutation *p = NULL;
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gsl_vector_complex *b = NULL, *x = NULL;
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int flagm = 0, flagx = 0, itmp, signum;
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switch (TYPE(obj)) {
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case T_MODULE:
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case T_CLASS:
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case T_OBJECT:
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if (argc < 2 || argc > 4)
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rb_raise(rb_eArgError, "Usage: solve(m, b), solve(m, b, x), solve(lu, p, b), solve(lu, p, b, x)");
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CHECK_MATRIX(argv[0]);
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Data_Get_Struct(argv[0], gsl_matrix_complex, m);
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if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
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flagm = 1;
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mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
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gsl_matrix_complex_memcpy(mtmp, m);
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} else {
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mtmp = m;
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}
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itmp = 1;
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break;
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default:
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if (argc < 1 || argc > 3)
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rb_raise(rb_eArgError, "Usage: LU_solve(b), LU_solve(p, b), LU_solve(b, x), solve(p, b, x)");
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Data_Get_Struct(obj, gsl_matrix_complex, m);
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if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
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flagm = 1;
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mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
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gsl_matrix_complex_memcpy(mtmp, m);
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} else {
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mtmp = m;
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}
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itmp = 0;
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}
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if (flagm == 1) {
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if (itmp != argc-1) rb_raise(rb_eArgError, "Usage: m.LU_solve(b)");
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Data_Get_Struct(argv[itmp], gsl_vector_complex, b);
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x = gsl_vector_complex_alloc(b->size);
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p = gsl_permutation_alloc(b->size);
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gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
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} else {
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Data_Get_Struct(argv[itmp], gsl_permutation, p);
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itmp++;
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Data_Get_Struct(argv[itmp], gsl_vector_complex, b);
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itmp++;
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if (itmp == argc-1) {
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Data_Get_Struct(argv[itmp], gsl_vector_complex, x);
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flagx = 1;
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} else {
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x = gsl_vector_complex_alloc(m->size1);
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}
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}
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gsl_linalg_complex_LU_solve(mtmp, p, b, x);
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if (flagm == 1) {
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gsl_matrix_complex_free(mtmp);
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gsl_permutation_free(p);
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}
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if (flagx == 0) return Data_Wrap_Struct(cgsl_vector_complex, 0, gsl_vector_complex_free, x);
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else return argv[argc-1];
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}
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static VALUE rb_gsl_linalg_complex_LU_svx(int argc, VALUE *argv, VALUE obj)
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{
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gsl_matrix_complex *m = NULL, *mtmp = NULL;
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gsl_permutation *p = NULL;
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gsl_vector_complex *x = NULL;
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int flagm = 0, itmp, signum;
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switch (TYPE(obj)) {
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case T_MODULE:
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case T_CLASS:
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case T_OBJECT:
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CHECK_MATRIX(argv[0]);
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Data_Get_Struct(argv[0], gsl_matrix_complex, m);
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if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
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flagm = 1;
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mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
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gsl_matrix_complex_memcpy(mtmp, m);
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} else {
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mtmp = m;
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}
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itmp = 1;
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break;
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default:
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Data_Get_Struct(obj, gsl_matrix_complex, m);
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if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
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flagm = 1;
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mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
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gsl_matrix_complex_memcpy(mtmp, m);
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} else {
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mtmp = m;
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}
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itmp = 0;
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}
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if (flagm == 1) {
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if (itmp != argc-1) rb_raise(rb_eArgError, "Usage: m.LU_solve(b)");
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Data_Get_Struct(argv[itmp], gsl_vector_complex, x);
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p = gsl_permutation_alloc(x->size);
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gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
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} else {
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Data_Get_Struct(argv[itmp], gsl_permutation, p);
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itmp++;
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Data_Get_Struct(argv[itmp], gsl_vector_complex, x);
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+
itmp++;
|
226
|
+
}
|
227
|
+
gsl_linalg_complex_LU_svx(mtmp, p, x);
|
228
|
+
if (flagm == 1) {
|
229
|
+
gsl_matrix_complex_free(mtmp);
|
230
|
+
gsl_permutation_free(p);
|
231
|
+
}
|
232
|
+
return argv[argc-1];
|
233
|
+
}
|
234
|
+
|
235
|
+
static VALUE rb_gsl_linalg_complex_LU_refine(VALUE obj, VALUE vm,
|
236
|
+
VALUE lu, VALUE pp, VALUE bb,
|
237
|
+
VALUE xx)
|
238
|
+
{
|
239
|
+
gsl_matrix_complex *m = NULL, *mlu = NULL;
|
240
|
+
gsl_permutation *p = NULL;
|
241
|
+
gsl_vector_complex *b = NULL, *x = NULL, *r = NULL;
|
242
|
+
int flagb = 0;
|
243
|
+
VALUE vr;
|
244
|
+
|
245
|
+
if (CLASS_OF(obj) != cgsl_matrix_complex_LU)
|
246
|
+
rb_raise(rb_eRuntimeError, "Decompose first!");
|
247
|
+
CHECK_MATRIX_COMPLEX(vm);
|
248
|
+
CHECK_MATRIX_COMPLEX(lu);
|
249
|
+
CHECK_PERMUTATION(pp);
|
250
|
+
CHECK_VECTOR_COMPLEX(xx);
|
251
|
+
Data_Get_Struct(vm, gsl_matrix_complex, m);
|
252
|
+
Data_Get_Struct(lu, gsl_matrix_complex, mlu);
|
253
|
+
Data_Get_Struct(pp, gsl_permutation, p);
|
254
|
+
CHECK_VECTOR_COMPLEX(bb);
|
255
|
+
Data_Get_Struct(bb, gsl_vector_complex, b);
|
256
|
+
Data_Get_Struct(xx, gsl_vector_complex, x);
|
257
|
+
r = gsl_vector_complex_alloc(m->size1);
|
258
|
+
gsl_linalg_complex_LU_refine(m, mlu, p, b, x, r);
|
259
|
+
vr = Data_Wrap_Struct(cgsl_vector_complex, 0, gsl_vector_complex_free, r);
|
260
|
+
if (flagb == 1) gsl_vector_complex_free(b);
|
261
|
+
return rb_ary_new3(2, xx, vr);
|
262
|
+
}
|
263
|
+
|
264
|
+
static VALUE rb_gsl_linalg_complex_LU_invert(int argc, VALUE *argv, VALUE obj)
|
265
|
+
{
|
266
|
+
gsl_matrix_complex *m = NULL, *mtmp = NULL, *inverse = NULL;
|
267
|
+
gsl_permutation *p = NULL;
|
268
|
+
int flagm = 0, signum, itmp;
|
269
|
+
switch (TYPE(obj)) {
|
270
|
+
case T_MODULE:
|
271
|
+
case T_CLASS:
|
272
|
+
case T_OBJECT:
|
273
|
+
CHECK_MATRIX_COMPLEX(argv[0]);
|
274
|
+
Data_Get_Struct(argv[0], gsl_matrix_complex, m);
|
275
|
+
if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
|
276
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
277
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
278
|
+
flagm = 1;
|
279
|
+
} else {
|
280
|
+
mtmp = m;
|
281
|
+
}
|
282
|
+
itmp = 1;
|
283
|
+
break;
|
284
|
+
default:
|
285
|
+
Data_Get_Struct(obj, gsl_matrix_complex, m);
|
286
|
+
if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
|
287
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
288
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
289
|
+
flagm = 1;
|
290
|
+
} else {
|
291
|
+
mtmp = m;
|
292
|
+
}
|
293
|
+
itmp = 0;
|
294
|
+
}
|
295
|
+
|
296
|
+
if (flagm == 1) {
|
297
|
+
p = gsl_permutation_alloc(m->size1);
|
298
|
+
gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
|
299
|
+
} else {
|
300
|
+
Data_Get_Struct(argv[itmp], gsl_permutation, p);
|
301
|
+
}
|
302
|
+
inverse = gsl_matrix_complex_alloc(m->size1, m->size2);
|
303
|
+
gsl_linalg_complex_LU_invert(mtmp, p, inverse);
|
304
|
+
if (flagm == 1) {
|
305
|
+
gsl_matrix_complex_free(mtmp);
|
306
|
+
gsl_permutation_free(p);
|
307
|
+
}
|
308
|
+
return Data_Wrap_Struct(cgsl_matrix_complex, 0, gsl_matrix_complex_free, inverse);
|
309
|
+
}
|
310
|
+
#ifdef GSL_1_1_1_LATER
|
311
|
+
static VALUE rb_gsl_linalg_complex_LU_det(int argc, VALUE *argv, VALUE obj)
|
312
|
+
{
|
313
|
+
gsl_matrix_complex *m = NULL, *mtmp = NULL;
|
314
|
+
gsl_permutation *p = NULL;
|
315
|
+
gsl_complex *z = NULL;
|
316
|
+
VALUE vz;
|
317
|
+
int flagm = 0, signum, itmp;
|
318
|
+
switch (TYPE(obj)) {
|
319
|
+
case T_MODULE:
|
320
|
+
case T_CLASS:
|
321
|
+
case T_OBJECT:
|
322
|
+
CHECK_MATRIX_COMPLEX(argv[0]);
|
323
|
+
Data_Get_Struct(argv[0], gsl_matrix_complex, m);
|
324
|
+
if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
|
325
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
326
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
327
|
+
flagm = 1;
|
328
|
+
} else {
|
329
|
+
mtmp = m;
|
330
|
+
}
|
331
|
+
itmp = 1;
|
332
|
+
break;
|
333
|
+
default:
|
334
|
+
Data_Get_Struct(obj, gsl_matrix_complex, m);
|
335
|
+
if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
|
336
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
337
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
338
|
+
flagm = 1;
|
339
|
+
} else {
|
340
|
+
mtmp = m;
|
341
|
+
}
|
342
|
+
itmp = 0;
|
343
|
+
}
|
344
|
+
if (flagm == 1) {
|
345
|
+
p = gsl_permutation_alloc(m->size1);
|
346
|
+
gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
|
347
|
+
} else {
|
348
|
+
if (itmp != argc-1) rb_raise(rb_eArgError, "signum not given");
|
349
|
+
signum = NUM2DBL(argv[itmp]);
|
350
|
+
}
|
351
|
+
vz = Data_Make_Struct(cgsl_complex, gsl_complex, 0, free, z);
|
352
|
+
*z = gsl_linalg_complex_LU_det(mtmp, signum);
|
353
|
+
if (flagm == 1) {
|
354
|
+
gsl_matrix_complex_free(mtmp);
|
355
|
+
gsl_permutation_free(p);
|
356
|
+
}
|
357
|
+
return vz;
|
358
|
+
}
|
359
|
+
|
360
|
+
static VALUE rb_gsl_linalg_complex_LU_lndet(int argc, VALUE *argv, VALUE obj)
|
361
|
+
{
|
362
|
+
gsl_matrix_complex *m = NULL, *mtmp = NULL;
|
363
|
+
gsl_permutation *p = NULL;
|
364
|
+
double lndet;
|
365
|
+
int flagm = 0, signum, itmp;
|
366
|
+
switch (TYPE(obj)) {
|
367
|
+
case T_MODULE:
|
368
|
+
case T_CLASS:
|
369
|
+
case T_OBJECT:
|
370
|
+
CHECK_MATRIX_COMPLEX(argv[0]);
|
371
|
+
Data_Get_Struct(argv[0], gsl_matrix_complex, m);
|
372
|
+
if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
|
373
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
374
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
375
|
+
flagm = 1;
|
376
|
+
} else {
|
377
|
+
mtmp = m;
|
378
|
+
}
|
379
|
+
itmp = 1;
|
380
|
+
break;
|
381
|
+
default:
|
382
|
+
Data_Get_Struct(obj, gsl_matrix_complex, m);
|
383
|
+
if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
|
384
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
385
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
386
|
+
flagm = 1;
|
387
|
+
} else {
|
388
|
+
mtmp = m;
|
389
|
+
}
|
390
|
+
itmp = 0;
|
391
|
+
}
|
392
|
+
if (flagm == 1) {
|
393
|
+
p = gsl_permutation_alloc(m->size1);
|
394
|
+
gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
|
395
|
+
}
|
396
|
+
lndet = gsl_linalg_complex_LU_lndet(mtmp);
|
397
|
+
if (flagm == 1) {
|
398
|
+
gsl_matrix_complex_free(mtmp);
|
399
|
+
gsl_permutation_free(p);
|
400
|
+
}
|
401
|
+
return rb_float_new(lndet);
|
402
|
+
}
|
403
|
+
|
404
|
+
static VALUE rb_gsl_linalg_complex_LU_sgndet(int argc, VALUE *argv, VALUE obj)
|
405
|
+
{
|
406
|
+
gsl_matrix_complex *m = NULL, *mtmp = NULL;
|
407
|
+
gsl_permutation *p = NULL;
|
408
|
+
gsl_complex *z = NULL;
|
409
|
+
VALUE vz;
|
410
|
+
int flagm = 0, signum, itmp;
|
411
|
+
switch (TYPE(obj)) {
|
412
|
+
case T_MODULE:
|
413
|
+
case T_CLASS:
|
414
|
+
case T_OBJECT:
|
415
|
+
CHECK_MATRIX_COMPLEX(argv[0]);
|
416
|
+
Data_Get_Struct(argv[0], gsl_matrix_complex, m);
|
417
|
+
if (CLASS_OF(argv[0]) != cgsl_matrix_complex_LU) {
|
418
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
419
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
420
|
+
flagm = 1;
|
421
|
+
} else {
|
422
|
+
mtmp = m;
|
423
|
+
}
|
424
|
+
itmp = 1;
|
425
|
+
break;
|
426
|
+
default:
|
427
|
+
Data_Get_Struct(obj, gsl_matrix_complex, m);
|
428
|
+
if (CLASS_OF(obj) != cgsl_matrix_complex_LU) {
|
429
|
+
mtmp = gsl_matrix_complex_alloc(m->size1, m->size2);
|
430
|
+
gsl_matrix_complex_memcpy(mtmp, m);
|
431
|
+
flagm = 1;
|
432
|
+
} else {
|
433
|
+
mtmp = m;
|
434
|
+
}
|
435
|
+
itmp = 0;
|
436
|
+
}
|
437
|
+
if (flagm == 1) {
|
438
|
+
p = gsl_permutation_alloc(m->size1);
|
439
|
+
gsl_linalg_complex_LU_decomp(mtmp, p, &signum);
|
440
|
+
} else {
|
441
|
+
if (itmp != argc-1) rb_raise(rb_eArgError, "signum not given");
|
442
|
+
signum = NUM2DBL(argv[itmp]);
|
443
|
+
}
|
444
|
+
vz = Data_Make_Struct(cgsl_complex, gsl_complex, 0, free, z);
|
445
|
+
*z = gsl_linalg_complex_LU_sgndet(mtmp, signum);
|
446
|
+
if (flagm == 1) {
|
447
|
+
gsl_matrix_complex_free(mtmp);
|
448
|
+
gsl_permutation_free(p);
|
449
|
+
}
|
450
|
+
return vz;
|
451
|
+
}
|
452
|
+
#endif
|
453
|
+
|
454
|
+
#ifdef GSL_1_10_LATER
|
455
|
+
|
456
|
+
static VALUE rb_gsl_linalg_cholesky_decomp(int argc, VALUE *argv, VALUE obj)
|
457
|
+
{
|
458
|
+
gsl_matrix_complex *A = NULL, *Atmp = NULL;
|
459
|
+
switch(TYPE(obj)) {
|
460
|
+
case T_MODULE: case T_CLASS: case T_OBJECT:
|
461
|
+
if (argc != 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
|
462
|
+
argc);
|
463
|
+
CHECK_MATRIX_COMPLEX(argv[0]);
|
464
|
+
Data_Get_Struct(argv[0], gsl_matrix_complex, Atmp);
|
465
|
+
break;
|
466
|
+
default:
|
467
|
+
CHECK_MATRIX_COMPLEX(obj);
|
468
|
+
Data_Get_Struct(obj, gsl_matrix_complex, Atmp);
|
469
|
+
break;
|
470
|
+
}
|
471
|
+
A = make_matrix_complex_clone(Atmp);
|
472
|
+
gsl_linalg_complex_cholesky_decomp(A);
|
473
|
+
return Data_Wrap_Struct(cgsl_matrix_complex_C, 0, gsl_matrix_complex_free, A);
|
474
|
+
}
|
475
|
+
|
476
|
+
static VALUE rb_gsl_linalg_cholesky_solve(int argc, VALUE *argv, VALUE obj)
|
477
|
+
{
|
478
|
+
gsl_matrix_complex *A = NULL, *Atmp = NULL;
|
479
|
+
gsl_vector_complex *b = NULL, *x = NULL;
|
480
|
+
int flagb = 0, flaga = 0;
|
481
|
+
VALUE vA, vb;
|
482
|
+
switch(TYPE(obj)) {
|
483
|
+
case T_MODULE: case T_CLASS: case T_OBJECT:
|
484
|
+
if (argc != 2) rb_raise(rb_eArgError, "wrong number of argument (%d for 2)",
|
485
|
+
argc);
|
486
|
+
vA = argv[0];
|
487
|
+
vb = argv[1];
|
488
|
+
break;
|
489
|
+
default:
|
490
|
+
if (argc != 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
|
491
|
+
argc);
|
492
|
+
vA = obj;
|
493
|
+
vb = argv[0];
|
494
|
+
break;
|
495
|
+
}
|
496
|
+
CHECK_MATRIX_COMPLEX(vA);
|
497
|
+
Data_Get_Struct(vA, gsl_matrix_complex, Atmp);
|
498
|
+
CHECK_VECTOR_COMPLEX(vb);
|
499
|
+
Data_Get_Struct(vb, gsl_vector_complex, b);
|
500
|
+
|
501
|
+
if (CLASS_OF(vA) == cgsl_matrix_complex_C) {
|
502
|
+
A = Atmp;
|
503
|
+
} else {
|
504
|
+
A = make_matrix_complex_clone(Atmp);
|
505
|
+
flaga = 1;
|
506
|
+
gsl_linalg_complex_cholesky_decomp(A);
|
507
|
+
}
|
508
|
+
x = gsl_vector_complex_alloc(b->size);
|
509
|
+
gsl_linalg_complex_cholesky_solve(A, b, x);
|
510
|
+
if (flaga == 1) gsl_matrix_complex_free(A);
|
511
|
+
if (flagb == 1) gsl_vector_complex_free(b);
|
512
|
+
return Data_Wrap_Struct(cgsl_vector_complex_col, 0, gsl_vector_complex_free, x);
|
513
|
+
}
|
514
|
+
|
515
|
+
|
516
|
+
static VALUE rb_gsl_linalg_cholesky_svx(int argc, VALUE *argv, VALUE obj)
|
517
|
+
{
|
518
|
+
gsl_matrix_complex *A = NULL, *Atmp = NULL;
|
519
|
+
gsl_vector_complex *b = NULL;
|
520
|
+
int flaga = 0;
|
521
|
+
VALUE vA, vb;
|
522
|
+
switch(TYPE(obj)) {
|
523
|
+
case T_MODULE: case T_CLASS: case T_OBJECT:
|
524
|
+
if (argc != 2) rb_raise(rb_eArgError, "wrong number of argument (%d for 2)",
|
525
|
+
argc);
|
526
|
+
vA = argv[0];
|
527
|
+
vb = argv[1];
|
528
|
+
break;
|
529
|
+
default:
|
530
|
+
if (argc != 1) rb_raise(rb_eArgError, "wrong number of argument (%d for 1)",
|
531
|
+
argc);
|
532
|
+
vA = obj;
|
533
|
+
vb = argv[0];
|
534
|
+
break;
|
535
|
+
}
|
536
|
+
CHECK_MATRIX_COMPLEX(vA);
|
537
|
+
Data_Get_Struct(vA, gsl_matrix_complex, Atmp);
|
538
|
+
CHECK_VECTOR_COMPLEX(vb);
|
539
|
+
Data_Get_Struct(vb, gsl_vector_complex, b);
|
540
|
+
if (CLASS_OF(vA) == cgsl_matrix_complex_C) {
|
541
|
+
A = Atmp;
|
542
|
+
} else {
|
543
|
+
A = make_matrix_complex_clone(Atmp);
|
544
|
+
flaga = 1;
|
545
|
+
gsl_linalg_complex_cholesky_decomp(A);
|
546
|
+
}
|
547
|
+
gsl_linalg_complex_cholesky_svx(A, b);
|
548
|
+
if (flaga == 1) gsl_matrix_complex_free(A);
|
549
|
+
return vb;
|
550
|
+
}
|
551
|
+
|
552
|
+
|
553
|
+
static VALUE rb_gsl_linalg_complex_householder_transform(int argc, VALUE *argv, VALUE obj)
|
554
|
+
{
|
555
|
+
gsl_vector_complex *v = NULL;
|
556
|
+
gsl_complex *z;
|
557
|
+
switch (TYPE(obj)) {
|
558
|
+
case T_MODULE: case T_CLASS: case T_OBJECT:
|
559
|
+
if (argc < 1) rb_raise(rb_eArgError, "too few arguments.");
|
560
|
+
CHECK_VECTOR_COMPLEX(argv[0]);
|
561
|
+
Data_Get_Struct(argv[0], gsl_vector_complex, v);
|
562
|
+
break;
|
563
|
+
default:
|
564
|
+
Data_Get_Struct(obj, gsl_vector_complex, v);
|
565
|
+
break;
|
566
|
+
}
|
567
|
+
z = (gsl_complex*) malloc(sizeof(gsl_complex));
|
568
|
+
*z = gsl_linalg_complex_householder_transform(v);
|
569
|
+
return Data_Wrap_Struct(cgsl_complex, 0, free, z);
|
570
|
+
}
|
571
|
+
|
572
|
+
/* singleton */
|
573
|
+
static VALUE rb_gsl_linalg_complex_householder_hm(VALUE obj, VALUE t, VALUE vv, VALUE aa)
|
574
|
+
{
|
575
|
+
gsl_vector_complex *v = NULL;
|
576
|
+
gsl_complex *tau;
|
577
|
+
gsl_matrix_complex *A = NULL;
|
578
|
+
CHECK_COMPLEX(t);
|
579
|
+
CHECK_VECTOR_COMPLEX(vv);
|
580
|
+
CHECK_MATRIX_COMPLEX(aa);
|
581
|
+
Data_Get_Struct(t, gsl_complex, tau);
|
582
|
+
Data_Get_Struct(vv, gsl_vector_complex, v);
|
583
|
+
Data_Get_Struct(aa, gsl_matrix_complex, A);
|
584
|
+
gsl_linalg_complex_householder_hm(*tau, v, A);
|
585
|
+
return aa;
|
586
|
+
}
|
587
|
+
|
588
|
+
static VALUE rb_gsl_linalg_complex_householder_mh(VALUE obj, VALUE t, VALUE vv, VALUE aa)
|
589
|
+
{
|
590
|
+
gsl_vector_complex *v = NULL;
|
591
|
+
gsl_complex *tau;
|
592
|
+
gsl_matrix_complex *A = NULL;
|
593
|
+
CHECK_COMPLEX(t);
|
594
|
+
CHECK_VECTOR_COMPLEX(vv);
|
595
|
+
CHECK_MATRIX_COMPLEX(aa);
|
596
|
+
Data_Get_Struct(t, gsl_complex, tau);
|
597
|
+
Data_Get_Struct(vv, gsl_vector_complex, v);
|
598
|
+
Data_Get_Struct(aa, gsl_matrix_complex, A);
|
599
|
+
gsl_linalg_complex_householder_hm(*tau, v, A);
|
600
|
+
return aa;
|
601
|
+
}
|
602
|
+
|
603
|
+
static VALUE rb_gsl_linalg_complex_householder_hv(VALUE obj, VALUE t, VALUE vv, VALUE ww)
|
604
|
+
{
|
605
|
+
gsl_vector_complex *v = NULL, *w = NULL;
|
606
|
+
gsl_complex *tau;
|
607
|
+
CHECK_COMPLEX(t);
|
608
|
+
CHECK_VECTOR_COMPLEX(vv);
|
609
|
+
CHECK_VECTOR_COMPLEX(ww);
|
610
|
+
Data_Get_Struct(t, gsl_complex, tau);
|
611
|
+
Data_Get_Struct(vv, gsl_vector_complex, v);
|
612
|
+
Data_Get_Struct(ww, gsl_vector_complex, w);
|
613
|
+
gsl_linalg_complex_householder_hv(*tau, v, w);
|
614
|
+
return ww;
|
615
|
+
}
|
616
|
+
#endif
|
617
|
+
|
618
|
+
void Init_gsl_linalg_complex(VALUE module)
|
619
|
+
{
|
620
|
+
VALUE mgsl_linalg_complex;
|
621
|
+
VALUE mgsl_linalg_complex_LU;
|
622
|
+
|
623
|
+
mgsl_linalg_complex = rb_define_module_under(module, "Complex");
|
624
|
+
mgsl_linalg_complex_LU = rb_define_module_under(mgsl_linalg_complex, "LU");
|
625
|
+
|
626
|
+
cgsl_matrix_complex_LU = rb_define_class_under(mgsl_linalg_complex_LU,
|
627
|
+
"LUMatrix", cgsl_matrix_complex);
|
628
|
+
|
629
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_decomp!",
|
630
|
+
rb_gsl_linalg_complex_LU_decomp, -1);
|
631
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "decomp!",
|
632
|
+
rb_gsl_linalg_complex_LU_decomp, -1);
|
633
|
+
rb_define_method(cgsl_matrix_complex, "LU_decomp!",
|
634
|
+
rb_gsl_linalg_complex_LU_decomp, -1);
|
635
|
+
rb_define_alias(cgsl_matrix_complex, "decomp!", "LU_decomp!");
|
636
|
+
|
637
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_decomp",
|
638
|
+
rb_gsl_linalg_complex_LU_decomp2, -1);
|
639
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "decomp",
|
640
|
+
rb_gsl_linalg_complex_LU_decomp2, -1);
|
641
|
+
rb_define_method(cgsl_matrix_complex, "LU_decomp",
|
642
|
+
rb_gsl_linalg_complex_LU_decomp2, -1);
|
643
|
+
rb_define_alias(cgsl_matrix_complex, "decomp", "LU_decomp");
|
644
|
+
|
645
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_solve",
|
646
|
+
rb_gsl_linalg_complex_LU_solve, -1);
|
647
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "solve",
|
648
|
+
rb_gsl_linalg_complex_LU_solve, -1);
|
649
|
+
rb_define_method(cgsl_matrix_complex, "LU_solve",
|
650
|
+
rb_gsl_linalg_complex_LU_solve, -1);
|
651
|
+
rb_define_method(cgsl_matrix_complex_LU, "solve",
|
652
|
+
rb_gsl_linalg_complex_LU_solve, -1);
|
653
|
+
|
654
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_svx",
|
655
|
+
rb_gsl_linalg_complex_LU_svx, -1);
|
656
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "svx",
|
657
|
+
rb_gsl_linalg_complex_LU_svx, -1);
|
658
|
+
rb_define_method(cgsl_matrix_complex, "LU_svx",
|
659
|
+
rb_gsl_linalg_complex_LU_svx, -1);
|
660
|
+
rb_define_method(cgsl_matrix_complex_LU, "svx",
|
661
|
+
rb_gsl_linalg_complex_LU_svx, -1);
|
662
|
+
|
663
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_refine",
|
664
|
+
rb_gsl_linalg_complex_LU_refine, 5);
|
665
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "refine",
|
666
|
+
rb_gsl_linalg_complex_LU_refine, 5);
|
667
|
+
|
668
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_invert",
|
669
|
+
rb_gsl_linalg_complex_LU_invert, -1);
|
670
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "invert",
|
671
|
+
rb_gsl_linalg_complex_LU_invert, -1);
|
672
|
+
rb_define_method(cgsl_matrix_complex, "LU_invert",
|
673
|
+
rb_gsl_linalg_complex_LU_invert, -1);
|
674
|
+
rb_define_alias(cgsl_matrix_complex, "invert", "LU_invert");
|
675
|
+
rb_define_alias(cgsl_matrix_complex, "inv", "LU_invert");
|
676
|
+
rb_define_method(cgsl_matrix_complex_LU, "invert",
|
677
|
+
rb_gsl_linalg_complex_LU_invert, -1);
|
678
|
+
|
679
|
+
#ifdef GSL_1_1_1_LATER
|
680
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_det",
|
681
|
+
rb_gsl_linalg_complex_LU_det, -1);
|
682
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "det",
|
683
|
+
rb_gsl_linalg_complex_LU_det, -1);
|
684
|
+
rb_define_method(cgsl_matrix_complex, "LU_det", rb_gsl_linalg_complex_LU_det, -1);
|
685
|
+
rb_define_alias(cgsl_matrix_complex, "det", "LU_det");
|
686
|
+
rb_define_method(cgsl_matrix_complex_LU, "det", rb_gsl_linalg_complex_LU_det, -1);
|
687
|
+
|
688
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_lndet",
|
689
|
+
rb_gsl_linalg_complex_LU_lndet, -1);
|
690
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "lndet",
|
691
|
+
rb_gsl_linalg_complex_LU_lndet, -1);
|
692
|
+
rb_define_method(cgsl_matrix_complex, "LU_lndet", rb_gsl_linalg_complex_LU_lndet, -1);
|
693
|
+
rb_define_alias(cgsl_matrix_complex, "lndet", "LU_lndet");
|
694
|
+
rb_define_method(cgsl_matrix_complex_LU, "LU_lndet", rb_gsl_linalg_complex_LU_lndet, -1);
|
695
|
+
|
696
|
+
rb_define_singleton_method(mgsl_linalg_complex, "LU_sgndet",
|
697
|
+
rb_gsl_linalg_complex_LU_sgndet, -1);
|
698
|
+
rb_define_singleton_method(mgsl_linalg_complex_LU, "sgndet",
|
699
|
+
rb_gsl_linalg_complex_LU_sgndet, -1);
|
700
|
+
rb_define_method(cgsl_matrix_complex, "LU_sgndet", rb_gsl_linalg_complex_LU_sgndet, -1);
|
701
|
+
rb_define_alias(cgsl_matrix_complex, "sgndet", "LU_sgndet");
|
702
|
+
rb_define_method(cgsl_matrix_complex_LU, "LU_sgndet", rb_gsl_linalg_complex_LU_sgndet, -1);
|
703
|
+
#endif
|
704
|
+
|
705
|
+
#ifdef GSL_1_10_LATER
|
706
|
+
VALUE mgsl_linalg_complex_chol;
|
707
|
+
mgsl_linalg_complex_chol = rb_define_module_under(mgsl_linalg_complex, "Cholesky");
|
708
|
+
cgsl_matrix_complex_C = rb_define_class_under(mgsl_linalg_complex_chol, "CholeskyMatrix", cgsl_matrix_complex);
|
709
|
+
rb_define_singleton_method(mgsl_linalg_complex_chol, "decomp", rb_gsl_linalg_cholesky_decomp, -1);
|
710
|
+
rb_define_method(cgsl_matrix_complex, "cholesky_decomp", rb_gsl_linalg_cholesky_decomp, -1);
|
711
|
+
rb_define_singleton_method(mgsl_linalg_complex_chol, "solve", rb_gsl_linalg_cholesky_solve, -1);
|
712
|
+
rb_define_method(cgsl_matrix_complex, "cholesky_solve", rb_gsl_linalg_cholesky_solve, -1);
|
713
|
+
rb_define_method(cgsl_matrix_complex_C, "solve", rb_gsl_linalg_cholesky_solve, -1);
|
714
|
+
rb_define_singleton_method(mgsl_linalg_complex_chol, "svx", rb_gsl_linalg_cholesky_svx, -1);
|
715
|
+
rb_define_method(cgsl_matrix_complex, "cholesky_svx", rb_gsl_linalg_cholesky_svx, -1);
|
716
|
+
rb_define_method(cgsl_matrix_complex_C, "svx", rb_gsl_linalg_cholesky_svx, -1);
|
717
|
+
|
718
|
+
VALUE mgsl_linalg_complex_Householder = rb_define_module_under(mgsl_linalg_complex, "Householder");
|
719
|
+
rb_define_singleton_method(mgsl_linalg_complex, "householder_transform",
|
720
|
+
rb_gsl_linalg_complex_householder_transform, -1);
|
721
|
+
rb_define_singleton_method(mgsl_linalg_complex_Householder, "transform",
|
722
|
+
rb_gsl_linalg_complex_householder_transform, -1);
|
723
|
+
rb_define_method(cgsl_vector_complex, "householder_transform",
|
724
|
+
rb_gsl_linalg_complex_householder_transform, -1);
|
725
|
+
|
726
|
+
rb_define_singleton_method(mgsl_linalg_complex, "householder_hm",
|
727
|
+
rb_gsl_linalg_complex_householder_hm, 3);
|
728
|
+
rb_define_singleton_method(mgsl_linalg_complex_Householder, "hm",
|
729
|
+
rb_gsl_linalg_complex_householder_hm, 3);
|
730
|
+
|
731
|
+
rb_define_singleton_method(mgsl_linalg_complex, "householder_mh",
|
732
|
+
rb_gsl_linalg_complex_householder_mh, 3);
|
733
|
+
rb_define_singleton_method(mgsl_linalg_complex_Householder, "mh",
|
734
|
+
rb_gsl_linalg_complex_householder_mh, 3);
|
735
|
+
|
736
|
+
rb_define_singleton_method(mgsl_linalg_complex, "householder_hv",
|
737
|
+
rb_gsl_linalg_complex_householder_hv, 3);
|
738
|
+
rb_define_singleton_method(mgsl_linalg_complex_Householder, "hv",
|
739
|
+
rb_gsl_linalg_complex_householder_hv, 3);
|
740
|
+
#endif
|
741
|
+
}
|