gsl 1.12.109 → 1.14.5

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Files changed (511) hide show
  1. data/AUTHORS +6 -0
  2. data/COPYING +339 -0
  3. data/ChangeLog +556 -0
  4. data/{README.rdoc → README} +3 -0
  5. data/Rakefile +54 -10
  6. data/THANKS +17 -0
  7. data/VERSION +1 -2
  8. data/examples/alf/alf.gp +15 -0
  9. data/examples/alf/alf.rb +32 -0
  10. data/examples/blas/blas.rb +13 -0
  11. data/examples/blas/dnrm2.rb +16 -0
  12. data/examples/blas/level1.rb +81 -0
  13. data/examples/blas/level2.rb +11 -0
  14. data/examples/blas/level3.rb +12 -0
  15. data/examples/bspline.rb +57 -0
  16. data/examples/cdf.rb +16 -0
  17. data/examples/cheb.rb +21 -0
  18. data/examples/combination.rb +23 -0
  19. data/examples/complex/RC-lpf.rb +47 -0
  20. data/examples/complex/add.rb +36 -0
  21. data/examples/complex/coerce.rb +14 -0
  22. data/examples/complex/complex.rb +25 -0
  23. data/examples/complex/fpmi.rb +70 -0
  24. data/examples/complex/functions.rb +77 -0
  25. data/examples/complex/michelson.rb +36 -0
  26. data/examples/complex/mul.rb +28 -0
  27. data/examples/complex/oscillator.rb +17 -0
  28. data/examples/complex/set.rb +37 -0
  29. data/examples/const/physconst.rb +151 -0
  30. data/examples/const/travel.rb +45 -0
  31. data/examples/deriv/demo.rb +13 -0
  32. data/examples/deriv/deriv.rb +36 -0
  33. data/examples/deriv/diff.rb +35 -0
  34. data/examples/dht.rb +42 -0
  35. data/examples/dirac.rb +56 -0
  36. data/examples/eigen/eigen.rb +34 -0
  37. data/examples/eigen/herm.rb +22 -0
  38. data/examples/eigen/narray.rb +9 -0
  39. data/examples/eigen/nonsymm.rb +37 -0
  40. data/examples/eigen/nonsymmv.rb +43 -0
  41. data/examples/eigen/qhoscillator.gp +35 -0
  42. data/examples/eigen/qhoscillator.rb +90 -0
  43. data/examples/eigen/vander.rb +41 -0
  44. data/examples/fft/fft.rb +17 -0
  45. data/examples/fft/fft2.rb +17 -0
  46. data/examples/fft/forward.rb +25 -0
  47. data/examples/fft/forward2.rb +26 -0
  48. data/examples/fft/radix2.rb +18 -0
  49. data/examples/fft/real-halfcomplex.rb +33 -0
  50. data/examples/fft/real-halfcomplex2.rb +30 -0
  51. data/examples/fft/realradix2.rb +19 -0
  52. data/examples/fft/sunspot.dat +256 -0
  53. data/examples/fft/sunspot.rb +16 -0
  54. data/examples/fit/expdata.dat +20 -0
  55. data/examples/fit/expfit.rb +31 -0
  56. data/examples/fit/gaussfit.rb +29 -0
  57. data/examples/fit/gaussian_2peaks.rb +34 -0
  58. data/examples/fit/hillfit.rb +40 -0
  59. data/examples/fit/lognormal.rb +26 -0
  60. data/examples/fit/lorentzfit.rb +22 -0
  61. data/examples/fit/multifit.rb +72 -0
  62. data/examples/fit/ndlinear.rb +133 -0
  63. data/examples/fit/nonlinearfit.rb +89 -0
  64. data/examples/fit/plot.gp +36 -0
  65. data/examples/fit/polyfit.rb +9 -0
  66. data/examples/fit/powerfit.rb +21 -0
  67. data/examples/fit/sigmoidfit.rb +40 -0
  68. data/examples/fit/sinfit.rb +22 -0
  69. data/examples/fit/wlinear.rb +46 -0
  70. data/examples/fresnel.rb +11 -0
  71. data/examples/function/function.rb +36 -0
  72. data/examples/function/log.rb +7 -0
  73. data/examples/function/min.rb +33 -0
  74. data/examples/function/sin.rb +10 -0
  75. data/examples/function/synchrotron.rb +18 -0
  76. data/examples/gallery/butterfly.rb +7 -0
  77. data/examples/gallery/cayley.rb +12 -0
  78. data/examples/gallery/cornu.rb +23 -0
  79. data/examples/gallery/eight.rb +11 -0
  80. data/examples/gallery/koch.rb +40 -0
  81. data/examples/gallery/lemniscate.rb +11 -0
  82. data/examples/gallery/polar.rb +11 -0
  83. data/examples/gallery/rgplot/cossin.rb +35 -0
  84. data/examples/gallery/rgplot/rgplot.replaced +0 -0
  85. data/examples/gallery/rgplot/roesller.rb +55 -0
  86. data/examples/gallery/roesller.rb +39 -0
  87. data/examples/gallery/scarabaeus.rb +14 -0
  88. data/examples/histogram/cauchy.rb +27 -0
  89. data/examples/histogram/cauchy.sh +2 -0
  90. data/examples/histogram/exponential.rb +19 -0
  91. data/examples/histogram/gauss.rb +16 -0
  92. data/examples/histogram/gsl-histogram.rb +40 -0
  93. data/examples/histogram/histo2d.rb +31 -0
  94. data/examples/histogram/histo3d.rb +34 -0
  95. data/examples/histogram/histogram-pdf.rb +27 -0
  96. data/examples/histogram/histogram.rb +26 -0
  97. data/examples/histogram/integral.rb +28 -0
  98. data/examples/histogram/poisson.rb +27 -0
  99. data/examples/histogram/power.rb +25 -0
  100. data/examples/histogram/rebin.rb +17 -0
  101. data/examples/histogram/smp.dat +5 -0
  102. data/examples/histogram/xexp.rb +21 -0
  103. data/examples/integration/ahmed.rb +21 -0
  104. data/examples/integration/cosmology.rb +75 -0
  105. data/examples/integration/friedmann.gp +16 -0
  106. data/examples/integration/friedmann.rb +35 -0
  107. data/examples/integration/gamma-zeta.rb +35 -0
  108. data/examples/integration/integration.rb +22 -0
  109. data/examples/integration/qag.rb +8 -0
  110. data/examples/integration/qag2.rb +14 -0
  111. data/examples/integration/qag3.rb +8 -0
  112. data/examples/integration/qagi.rb +28 -0
  113. data/examples/integration/qagi2.rb +49 -0
  114. data/examples/integration/qagiu.rb +29 -0
  115. data/examples/integration/qagp.rb +20 -0
  116. data/examples/integration/qags.rb +14 -0
  117. data/examples/integration/qawc.rb +18 -0
  118. data/examples/integration/qawf.rb +41 -0
  119. data/examples/integration/qawo.rb +29 -0
  120. data/examples/integration/qaws.rb +30 -0
  121. data/examples/integration/qng.rb +17 -0
  122. data/examples/interp/demo.gp +20 -0
  123. data/examples/interp/demo.rb +45 -0
  124. data/examples/interp/interp.rb +37 -0
  125. data/examples/interp/points +10 -0
  126. data/examples/interp/spline.rb +20 -0
  127. data/examples/jacobi/deriv.rb +40 -0
  128. data/examples/jacobi/integrate.rb +34 -0
  129. data/examples/jacobi/interp.rb +43 -0
  130. data/examples/jacobi/jacobi.rb +11 -0
  131. data/examples/linalg/HH.rb +15 -0
  132. data/examples/linalg/HH_narray.rb +13 -0
  133. data/examples/linalg/LQ_solve.rb +73 -0
  134. data/examples/linalg/LU.rb +84 -0
  135. data/examples/linalg/LU2.rb +31 -0
  136. data/examples/linalg/LU_narray.rb +24 -0
  137. data/examples/linalg/PTLQ.rb +47 -0
  138. data/examples/linalg/QR.rb +18 -0
  139. data/examples/linalg/QRPT.rb +47 -0
  140. data/examples/linalg/QR_solve.rb +78 -0
  141. data/examples/linalg/QR_solve_narray.rb +13 -0
  142. data/examples/linalg/SV.rb +16 -0
  143. data/examples/linalg/SV_narray.rb +12 -0
  144. data/examples/linalg/SV_solve.rb +49 -0
  145. data/examples/linalg/chol.rb +29 -0
  146. data/examples/linalg/chol_narray.rb +15 -0
  147. data/examples/linalg/complex.rb +57 -0
  148. data/examples/linalg/invert_narray.rb +10 -0
  149. data/examples/math/const.rb +67 -0
  150. data/examples/math/elementary.rb +35 -0
  151. data/examples/math/functions.rb +41 -0
  152. data/examples/math/inf_nan.rb +34 -0
  153. data/examples/math/minmax.rb +22 -0
  154. data/examples/math/power.rb +18 -0
  155. data/examples/math/test.rb +31 -0
  156. data/examples/matrix/a.dat +0 -0
  157. data/examples/matrix/add.rb +45 -0
  158. data/examples/matrix/b.dat +4 -0
  159. data/examples/matrix/cat.rb +31 -0
  160. data/examples/matrix/colvectors.rb +24 -0
  161. data/examples/matrix/complex.rb +41 -0
  162. data/examples/matrix/det.rb +29 -0
  163. data/examples/matrix/diagonal.rb +23 -0
  164. data/examples/matrix/get_all.rb +159 -0
  165. data/examples/matrix/hilbert.rb +31 -0
  166. data/examples/matrix/iterator.rb +19 -0
  167. data/examples/matrix/matrix.rb +57 -0
  168. data/examples/matrix/minmax.rb +53 -0
  169. data/examples/matrix/mul.rb +39 -0
  170. data/examples/matrix/rand.rb +20 -0
  171. data/examples/matrix/read.rb +29 -0
  172. data/examples/matrix/rowcol.rb +47 -0
  173. data/examples/matrix/set.rb +41 -0
  174. data/examples/matrix/set_all.rb +100 -0
  175. data/examples/matrix/view.rb +32 -0
  176. data/examples/matrix/view_all.rb +148 -0
  177. data/examples/matrix/write.rb +23 -0
  178. data/examples/min.rb +29 -0
  179. data/examples/monte/miser.rb +47 -0
  180. data/examples/monte/monte.rb +47 -0
  181. data/examples/monte/plain.rb +47 -0
  182. data/examples/monte/vegas.rb +46 -0
  183. data/examples/multimin/bundle.rb +66 -0
  184. data/examples/multimin/cqp.rb +109 -0
  185. data/examples/multimin/fdfminimizer.rb +40 -0
  186. data/examples/multimin/fminimizer.rb +41 -0
  187. data/examples/multiroot/demo.rb +36 -0
  188. data/examples/multiroot/fdfsolver.rb +50 -0
  189. data/examples/multiroot/fsolver.rb +33 -0
  190. data/examples/multiroot/fsolver2.rb +32 -0
  191. data/examples/multiroot/fsolver3.rb +26 -0
  192. data/examples/narray/histogram.rb +14 -0
  193. data/examples/narray/mandel.rb +27 -0
  194. data/examples/narray/narray.rb +28 -0
  195. data/examples/narray/narray2.rb +44 -0
  196. data/examples/narray/sf.rb +26 -0
  197. data/examples/ntuple/create.rb +17 -0
  198. data/examples/ntuple/project.rb +31 -0
  199. data/examples/odeiv/binarysystem.gp +23 -0
  200. data/examples/odeiv/binarysystem.rb +104 -0
  201. data/examples/odeiv/demo.gp +24 -0
  202. data/examples/odeiv/demo.rb +69 -0
  203. data/examples/odeiv/demo2.gp +26 -0
  204. data/examples/odeiv/duffing.rb +45 -0
  205. data/examples/odeiv/frei1.rb +109 -0
  206. data/examples/odeiv/frei2.rb +76 -0
  207. data/examples/odeiv/legendre.rb +52 -0
  208. data/examples/odeiv/odeiv.rb +32 -0
  209. data/examples/odeiv/odeiv2.rb +45 -0
  210. data/examples/odeiv/oscillator.rb +42 -0
  211. data/examples/odeiv/sedov.rb +97 -0
  212. data/examples/odeiv/whitedwarf.gp +40 -0
  213. data/examples/odeiv/whitedwarf.rb +158 -0
  214. data/examples/ool/conmin.rb +100 -0
  215. data/examples/ool/gencan.rb +99 -0
  216. data/examples/ool/pgrad.rb +100 -0
  217. data/examples/ool/spg.rb +100 -0
  218. data/examples/pdf/bernoulli.rb +5 -0
  219. data/examples/pdf/beta.rb +7 -0
  220. data/examples/pdf/binomiral.rb +10 -0
  221. data/examples/pdf/cauchy.rb +6 -0
  222. data/examples/pdf/chisq.rb +8 -0
  223. data/examples/pdf/exponential.rb +7 -0
  224. data/examples/pdf/exppow.rb +6 -0
  225. data/examples/pdf/fdist.rb +7 -0
  226. data/examples/pdf/flat.rb +7 -0
  227. data/examples/pdf/gamma.rb +8 -0
  228. data/examples/pdf/gauss-tail.rb +5 -0
  229. data/examples/pdf/gauss.rb +6 -0
  230. data/examples/pdf/geometric.rb +5 -0
  231. data/examples/pdf/gumbel.rb +6 -0
  232. data/examples/pdf/hypergeometric.rb +11 -0
  233. data/examples/pdf/landau.rb +5 -0
  234. data/examples/pdf/laplace.rb +7 -0
  235. data/examples/pdf/logarithmic.rb +5 -0
  236. data/examples/pdf/logistic.rb +6 -0
  237. data/examples/pdf/lognormal.rb +6 -0
  238. data/examples/pdf/neg-binomiral.rb +10 -0
  239. data/examples/pdf/pareto.rb +7 -0
  240. data/examples/pdf/pascal.rb +10 -0
  241. data/examples/pdf/poisson.rb +5 -0
  242. data/examples/pdf/rayleigh-tail.rb +6 -0
  243. data/examples/pdf/rayleigh.rb +6 -0
  244. data/examples/pdf/tdist.rb +6 -0
  245. data/examples/pdf/weibull.rb +8 -0
  246. data/examples/permutation/ex1.rb +22 -0
  247. data/examples/permutation/permutation.rb +16 -0
  248. data/examples/poly/bell.rb +6 -0
  249. data/examples/poly/bessel.rb +6 -0
  250. data/examples/poly/cheb.rb +6 -0
  251. data/examples/poly/cheb_II.rb +6 -0
  252. data/examples/poly/cubic.rb +9 -0
  253. data/examples/poly/demo.rb +20 -0
  254. data/examples/poly/eval.rb +28 -0
  255. data/examples/poly/eval_derivs.rb +14 -0
  256. data/examples/poly/fit.rb +21 -0
  257. data/examples/poly/hermite.rb +6 -0
  258. data/examples/poly/poly.rb +13 -0
  259. data/examples/poly/quadratic.rb +25 -0
  260. data/examples/random/diffusion.rb +34 -0
  261. data/examples/random/gaussian.rb +9 -0
  262. data/examples/random/generator.rb +27 -0
  263. data/examples/random/hdsobol.rb +21 -0
  264. data/examples/random/poisson.rb +9 -0
  265. data/examples/random/qrng.rb +19 -0
  266. data/examples/random/randomwalk.rb +37 -0
  267. data/examples/random/randomwalk2d.rb +19 -0
  268. data/examples/random/rayleigh.rb +36 -0
  269. data/examples/random/rng.rb +33 -0
  270. data/examples/random/rngextra.rb +14 -0
  271. data/examples/roots/bisection.rb +25 -0
  272. data/examples/roots/brent.rb +43 -0
  273. data/examples/roots/demo.rb +30 -0
  274. data/examples/roots/newton.rb +46 -0
  275. data/examples/roots/recombination.gp +12 -0
  276. data/examples/roots/recombination.rb +61 -0
  277. data/examples/roots/steffenson.rb +48 -0
  278. data/examples/sf/ShiChi.rb +6 -0
  279. data/examples/sf/SiCi.rb +6 -0
  280. data/examples/sf/airy_Ai.rb +8 -0
  281. data/examples/sf/airy_Bi.rb +8 -0
  282. data/examples/sf/bessel_IK.rb +12 -0
  283. data/examples/sf/bessel_JY.rb +13 -0
  284. data/examples/sf/beta_inc.rb +9 -0
  285. data/examples/sf/clausen.rb +6 -0
  286. data/examples/sf/dawson.rb +5 -0
  287. data/examples/sf/debye.rb +9 -0
  288. data/examples/sf/dilog.rb +6 -0
  289. data/examples/sf/ellint.rb +6 -0
  290. data/examples/sf/expint.rb +8 -0
  291. data/examples/sf/fermi.rb +10 -0
  292. data/examples/sf/gamma_inc_P.rb +9 -0
  293. data/examples/sf/gegenbauer.rb +8 -0
  294. data/examples/sf/hyperg.rb +7 -0
  295. data/examples/sf/laguerre.rb +19 -0
  296. data/examples/sf/lambertW.rb +5 -0
  297. data/examples/sf/legendre_P.rb +10 -0
  298. data/examples/sf/lngamma.rb +5 -0
  299. data/examples/sf/psi.rb +54 -0
  300. data/examples/sf/sphbessel.gp +27 -0
  301. data/examples/sf/sphbessel.rb +30 -0
  302. data/examples/sf/synchrotron.rb +5 -0
  303. data/examples/sf/transport.rb +10 -0
  304. data/examples/sf/zetam1.rb +5 -0
  305. data/examples/siman.rb +44 -0
  306. data/examples/sort/heapsort.rb +23 -0
  307. data/examples/sort/heapsort_vector_complex.rb +21 -0
  308. data/examples/sort/sort.rb +23 -0
  309. data/examples/sort/sort2.rb +16 -0
  310. data/examples/stats/mean.rb +17 -0
  311. data/examples/stats/statistics.rb +18 -0
  312. data/examples/stats/test.rb +9 -0
  313. data/examples/sum.rb +34 -0
  314. data/examples/tamu_anova.rb +18 -0
  315. data/examples/vector/a.dat +0 -0
  316. data/examples/vector/add.rb +56 -0
  317. data/examples/vector/b.dat +4 -0
  318. data/examples/vector/c.dat +3 -0
  319. data/examples/vector/collect.rb +26 -0
  320. data/examples/vector/compare.rb +28 -0
  321. data/examples/vector/complex.rb +51 -0
  322. data/examples/vector/complex_get_all.rb +85 -0
  323. data/examples/vector/complex_set_all.rb +131 -0
  324. data/examples/vector/complex_view_all.rb +77 -0
  325. data/examples/vector/connect.rb +22 -0
  326. data/examples/vector/decimate.rb +38 -0
  327. data/examples/vector/diff.rb +31 -0
  328. data/examples/vector/filescan.rb +17 -0
  329. data/examples/vector/floor.rb +23 -0
  330. data/examples/vector/get_all.rb +82 -0
  331. data/examples/vector/gnuplot.rb +38 -0
  332. data/examples/vector/graph.rb +28 -0
  333. data/examples/vector/histogram.rb +22 -0
  334. data/examples/vector/linspace.rb +24 -0
  335. data/examples/vector/log.rb +17 -0
  336. data/examples/vector/logic.rb +33 -0
  337. data/examples/vector/logspace.rb +25 -0
  338. data/examples/vector/minmax.rb +47 -0
  339. data/examples/vector/mul.rb +49 -0
  340. data/examples/vector/narray.rb +46 -0
  341. data/examples/vector/read.rb +29 -0
  342. data/examples/vector/set.rb +35 -0
  343. data/examples/vector/set_all.rb +121 -0
  344. data/examples/vector/smpv.dat +15 -0
  345. data/examples/vector/test.rb +43 -0
  346. data/examples/vector/test_gslblock.rb +58 -0
  347. data/examples/vector/vector.rb +110 -0
  348. data/examples/vector/view.rb +35 -0
  349. data/examples/vector/view_all.rb +73 -0
  350. data/examples/vector/where.rb +29 -0
  351. data/examples/vector/write.rb +24 -0
  352. data/examples/vector/zip.rb +34 -0
  353. data/examples/wavelet/ecg.dat +256 -0
  354. data/examples/wavelet/wavelet1.rb +50 -0
  355. data/ext/extconf.rb +9 -0
  356. data/ext/gsl.c +10 -1
  357. data/ext/histogram.c +6 -2
  358. data/ext/integration.c +39 -0
  359. data/ext/matrix_complex.c +1 -1
  360. data/ext/multiset.c +214 -0
  361. data/ext/nmf.c +4 -0
  362. data/ext/nmf_wrap.c +3 -0
  363. data/ext/vector_complex.c +1 -1
  364. data/ext/vector_double.c +3 -3
  365. data/ext/vector_source.c +6 -6
  366. data/include/rb_gsl.h +7 -0
  367. data/include/rb_gsl_common.h +6 -0
  368. data/rdoc/alf.rdoc +77 -0
  369. data/rdoc/blas.rdoc +269 -0
  370. data/rdoc/bspline.rdoc +42 -0
  371. data/rdoc/changes.rdoc +164 -0
  372. data/rdoc/cheb.rdoc +99 -0
  373. data/rdoc/cholesky_complex.rdoc +46 -0
  374. data/rdoc/combi.rdoc +125 -0
  375. data/rdoc/complex.rdoc +210 -0
  376. data/rdoc/const.rdoc +546 -0
  377. data/rdoc/dht.rdoc +122 -0
  378. data/rdoc/diff.rdoc +133 -0
  379. data/rdoc/ehandling.rdoc +50 -0
  380. data/rdoc/eigen.rdoc +401 -0
  381. data/rdoc/fft.rdoc +535 -0
  382. data/rdoc/fit.rdoc +284 -0
  383. data/rdoc/function.rdoc +94 -0
  384. data/rdoc/graph.rdoc +137 -0
  385. data/rdoc/hist.rdoc +409 -0
  386. data/rdoc/hist2d.rdoc +279 -0
  387. data/rdoc/hist3d.rdoc +112 -0
  388. data/rdoc/index.rdoc +62 -0
  389. data/rdoc/integration.rdoc +398 -0
  390. data/rdoc/interp.rdoc +231 -0
  391. data/rdoc/intro.rdoc +27 -0
  392. data/rdoc/linalg.rdoc +681 -0
  393. data/rdoc/linalg_complex.rdoc +88 -0
  394. data/rdoc/math.rdoc +276 -0
  395. data/rdoc/matrix.rdoc +1093 -0
  396. data/rdoc/min.rdoc +189 -0
  397. data/rdoc/monte.rdoc +234 -0
  398. data/rdoc/multimin.rdoc +312 -0
  399. data/rdoc/multiroot.rdoc +293 -0
  400. data/rdoc/narray.rdoc +173 -0
  401. data/rdoc/ndlinear.rdoc +247 -0
  402. data/rdoc/nonlinearfit.rdoc +348 -0
  403. data/rdoc/ntuple.rdoc +88 -0
  404. data/rdoc/odeiv.rdoc +378 -0
  405. data/rdoc/perm.rdoc +221 -0
  406. data/rdoc/poly.rdoc +335 -0
  407. data/rdoc/qrng.rdoc +90 -0
  408. data/rdoc/randist.rdoc +233 -0
  409. data/rdoc/ref.rdoc +93 -0
  410. data/rdoc/rng.rdoc +203 -0
  411. data/rdoc/rngextra.rdoc +11 -0
  412. data/rdoc/roots.rdoc +305 -0
  413. data/rdoc/screenshot.rdoc +40 -0
  414. data/rdoc/sf.rdoc +1622 -0
  415. data/rdoc/siman.rdoc +89 -0
  416. data/rdoc/sort.rdoc +94 -0
  417. data/rdoc/start.rdoc +16 -0
  418. data/rdoc/stats.rdoc +219 -0
  419. data/rdoc/sum.rdoc +65 -0
  420. data/rdoc/tensor.rdoc +251 -0
  421. data/rdoc/tut.rdoc +5 -0
  422. data/rdoc/use.rdoc +177 -0
  423. data/rdoc/vector.rdoc +1243 -0
  424. data/rdoc/vector_complex.rdoc +347 -0
  425. data/rdoc/wavelet.rdoc +218 -0
  426. data/setup.rb +1585 -0
  427. data/tests/blas/amax.rb +14 -0
  428. data/tests/blas/asum.rb +16 -0
  429. data/tests/blas/axpy.rb +25 -0
  430. data/tests/blas/copy.rb +23 -0
  431. data/tests/blas/dot.rb +23 -0
  432. data/tests/bspline.rb +53 -0
  433. data/tests/cdf.rb +1388 -0
  434. data/tests/cheb.rb +112 -0
  435. data/tests/combination.rb +123 -0
  436. data/tests/complex.rb +17 -0
  437. data/tests/const.rb +24 -0
  438. data/tests/deriv.rb +85 -0
  439. data/tests/dht/dht1.rb +17 -0
  440. data/tests/dht/dht2.rb +23 -0
  441. data/tests/dht/dht3.rb +23 -0
  442. data/tests/dht/dht4.rb +23 -0
  443. data/tests/diff.rb +78 -0
  444. data/tests/eigen/eigen.rb +220 -0
  445. data/tests/eigen/gen.rb +105 -0
  446. data/tests/eigen/genherm.rb +66 -0
  447. data/tests/eigen/gensymm.rb +68 -0
  448. data/tests/eigen/nonsymm.rb +53 -0
  449. data/tests/eigen/nonsymmv.rb +53 -0
  450. data/tests/eigen/symm-herm.rb +74 -0
  451. data/tests/err.rb +58 -0
  452. data/tests/fit.rb +124 -0
  453. data/tests/gsl_test.rb +118 -0
  454. data/tests/gsl_test2.rb +107 -0
  455. data/tests/histo.rb +12 -0
  456. data/tests/integration/integration1.rb +72 -0
  457. data/tests/integration/integration2.rb +71 -0
  458. data/tests/integration/integration3.rb +71 -0
  459. data/tests/integration/integration4.rb +71 -0
  460. data/tests/interp.rb +45 -0
  461. data/tests/linalg/HH.rb +64 -0
  462. data/tests/linalg/LU.rb +47 -0
  463. data/tests/linalg/QR.rb +77 -0
  464. data/tests/linalg/SV.rb +24 -0
  465. data/tests/linalg/TDN.rb +116 -0
  466. data/tests/linalg/TDS.rb +122 -0
  467. data/tests/linalg/bidiag.rb +73 -0
  468. data/tests/linalg/cholesky.rb +20 -0
  469. data/tests/linalg/linalg.rb +158 -0
  470. data/tests/matrix/matrix_nmf_test.rb +39 -0
  471. data/tests/matrix/matrix_test.rb +48 -0
  472. data/tests/min.rb +99 -0
  473. data/tests/monte/miser.rb +31 -0
  474. data/tests/monte/vegas.rb +45 -0
  475. data/tests/multifit/test_2dgauss.rb +112 -0
  476. data/tests/multifit/test_brown.rb +90 -0
  477. data/tests/multifit/test_enso.rb +246 -0
  478. data/tests/multifit/test_filip.rb +155 -0
  479. data/tests/multifit/test_gauss.rb +97 -0
  480. data/tests/multifit/test_longley.rb +110 -0
  481. data/tests/multifit/test_multifit.rb +52 -0
  482. data/tests/multimin.rb +139 -0
  483. data/tests/multiroot.rb +131 -0
  484. data/tests/multiset.rb +52 -0
  485. data/tests/odeiv.rb +353 -0
  486. data/tests/poly/poly.rb +242 -0
  487. data/tests/poly/special.rb +65 -0
  488. data/tests/qrng.rb +131 -0
  489. data/tests/quartic.rb +29 -0
  490. data/tests/randist.rb +134 -0
  491. data/tests/rng.rb +305 -0
  492. data/tests/roots.rb +76 -0
  493. data/tests/run-test.sh +17 -0
  494. data/tests/sf/gsl_test_sf.rb +249 -0
  495. data/tests/sf/test_airy.rb +83 -0
  496. data/tests/sf/test_bessel.rb +306 -0
  497. data/tests/sf/test_coulomb.rb +17 -0
  498. data/tests/sf/test_dilog.rb +25 -0
  499. data/tests/sf/test_gamma.rb +209 -0
  500. data/tests/sf/test_hyperg.rb +356 -0
  501. data/tests/sf/test_legendre.rb +227 -0
  502. data/tests/sf/test_mathieu.rb +59 -0
  503. data/tests/sf/test_sf.rb +839 -0
  504. data/tests/stats.rb +174 -0
  505. data/tests/sum.rb +98 -0
  506. data/tests/sys.rb +323 -0
  507. data/tests/tensor.rb +419 -0
  508. data/tests/vector/vector_complex_test.rb +101 -0
  509. data/tests/vector/vector_test.rb +141 -0
  510. data/tests/wavelet.rb +142 -0
  511. metadata +596 -15
@@ -0,0 +1,29 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ fn1 = GSL::Function.alloc { |x| Math::cos(x) + 1.0 }
4
+ iter = 0; max_iter = 500
5
+ m = 2.0 # initial guess
6
+ m_expected = Math::PI
7
+ a = 0.0; b = 6.0
8
+ gmf = GSL::Min::FMinimizer.alloc(GSL::Min::FMinimizer::BRENT)
9
+ gmf.set(fn1, m, a, b)
10
+ printf("Using %s method\n", gmf.name)
11
+ printf("%5s [%9s, %9s] %9s %10s %9s\n", "iter", "lower", "upper", "min",
12
+ "err", "err(est)")
13
+ printf("%5d [%.7f, %.7f] %.7f %+.7f %.7f\n",
14
+ iter, a, b, m, m - m_expected, b - a)
15
+ begin
16
+ iter += 1
17
+ status = gmf.iterate
18
+ status = gmf.test_interval(0.001, 0.0)
19
+ puts("Converged:") if status == GSL::SUCCESS
20
+ a = gmf.x_lower; b = gmf.x_upper
21
+ m = gmf.x_minimum
22
+ printf("%5d [%.7f, %.7f] %.7f %+.7f %.7f\n",
23
+ iter, a, b, m, m - m_expected, b - a);
24
+ end while status == GSL::CONTINUE and iter < max_iter
25
+
26
+ x = GSL::Vector.linspace(0, 6, 50)
27
+ mx = gmf.x_minimum
28
+ min = fn1.eval(mx)
29
+ GSL::graph([x, fn1.eval(x)], [GSL::Vector[mx], GSL::Vector[min]], "-C -g 3 -S 4 -m -1")
@@ -0,0 +1,47 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL
4
+ include Monte
5
+ include Math
6
+
7
+ proc_f = Proc.new { |k, dim, params|
8
+ pi = Math::PI
9
+ a = 1.0/(pi*pi*pi)
10
+ a/(1.0 - cos(k[0])*cos(k[1])*cos(k[2]))
11
+ }
12
+
13
+ def display_results(title, result, error)
14
+ exact = 1.3932039296856768591842462603255
15
+
16
+ diff = result - exact
17
+ printf("%s ==================\n", title);
18
+ printf("result = % .6f\n", result);
19
+ printf("sigma = % .6f\n", error);
20
+ printf("exact = % .6f\n", exact);
21
+ printf("error = % .6f = %.1g sigma\n", diff, diff.abs/error)
22
+ end
23
+
24
+ dim = 3
25
+ xl = Vector.alloc([0, 0, 0])
26
+ xu = Vector.alloc([PI, PI, PI])
27
+ G = Monte::Function.alloc(proc_f, dim)
28
+ calls = 10000
29
+ r = GSL::Rng.alloc(Rng::DEFAULT)
30
+
31
+ miser = Monte::Miser.alloc(dim)
32
+
33
+ result, error = Monte::Miser::integrate(G, xl, xu, dim, calls, r, miser)
34
+ #result, error = Monte::Miser::integrate(G, xl, xu, calls, r, miser)
35
+ #result, error = Monte::Miser::integrate(G, xl, xu, calls, miser)
36
+ #result, error = Monte::Miser::integrate(G, xl, xu, dim, calls, r, "miser")
37
+
38
+ #result, error = G.integrate(xl, xu, dim, calls, r, miser)
39
+ #result, error = G.integrate(xl, xu, calls, r, miser)
40
+ #result, error = G.integrate(xl, xu, calls, miser)
41
+
42
+ #result, error = miser.integrate(G, xl, xu, dim, calls, r)
43
+ #result, error = miser.integrate(G, xl, xu, calls, r)
44
+ #result, error = miser.integrate(G, xl, xu, dim, calls)
45
+ #result, error = miser.integrate(G, xl, xu, calls)
46
+
47
+ display_results("miser", result, error)
@@ -0,0 +1,47 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL
4
+ include Monte
5
+ include Math
6
+
7
+ proc_f = Proc.new { |k, dim, params|
8
+ pi = Math::PI
9
+ a = 1.0/(pi*pi*pi)
10
+ a/(1.0 - cos(k[0])*cos(k[1])*cos(k[2]))
11
+ }
12
+
13
+ def display_results(title, result, error)
14
+ exact = 1.3932039296856768591842462603255
15
+
16
+ diff = result - exact
17
+ printf("%s ==================\n", title);
18
+ printf("result = % .6f\n", result);
19
+ printf("sigma = % .6f\n", error);
20
+ printf("exact = % .6f\n", exact);
21
+ printf("error = % .6f = %.1g sigma\n", diff, diff.abs/error)
22
+ end
23
+
24
+ dim = 3
25
+ xl = Vector.alloc([0, 0, 0])
26
+ xu = Vector.alloc([PI, PI, PI])
27
+ G = Monte::Function.alloc(proc_f, dim)
28
+ calls = 500000
29
+ r = GSL::Rng.alloc(Rng::DEFAULT)
30
+
31
+ plain = Monte::Plain.alloc(dim)
32
+ result, error = G.integrate(xl, xu, dim, calls, r, plain)
33
+ display_results("plain", result, error)
34
+
35
+ miser = Monte::Miser.alloc(dim)
36
+ result, error = G.integrate(xl, xu, dim, calls, r, miser)
37
+ display_results("miser", result, error)
38
+
39
+ vegas = Monte::Vegas.alloc(dim)
40
+ result, error = G.integrate(xl, xu, dim, 10000, r, vegas)
41
+ display_results("vegas warm-up", result, error)
42
+ puts("converging...");
43
+ begin
44
+ result, error = G.integrate(xl, xu, dim, calls/5, r, vegas)
45
+ printf("result = % .6f sigma = % .6f chisq/dof = %.1f\n", result, error, vegas.chisq)
46
+ end while (vegas.chisq-1.0).abs > 0.5
47
+ display_results("vegas final", result, error)
@@ -0,0 +1,47 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL
4
+ include Monte
5
+ include Math
6
+
7
+ proc_f = Proc.new { |k, dim, params|
8
+ pi = Math::PI
9
+ a = 1.0/(pi*pi*pi)
10
+ a/(1.0 - cos(k[0])*cos(k[1])*cos(k[2]))
11
+ }
12
+
13
+ def display_results(title, result, error)
14
+ exact = 1.3932039296856768591842462603255
15
+
16
+ diff = result - exact
17
+ printf("%s ==================\n", title);
18
+ printf("result = % .6f\n", result);
19
+ printf("sigma = % .6f\n", error);
20
+ printf("exact = % .6f\n", exact);
21
+ printf("error = % .6f = %.1g sigma\n", diff, diff.abs/error)
22
+ end
23
+
24
+ dim = 3
25
+ xl = Vector.alloc([0, 0, 0])
26
+ xu = Vector.alloc([PI, PI, PI])
27
+ G = Monte::Function.alloc(proc_f, dim)
28
+ calls = 10000
29
+ r = GSL::Rng.alloc(Rng::DEFAULT)
30
+
31
+ plain = Monte::Plain.alloc(dim)
32
+
33
+ result, error = Monte::Plain::integrate(G, xl, xu, dim, calls, r, plain)
34
+ #result, error = Monte::Plain::integrate(G, xl, xu, calls, r, plain)
35
+ #result, error = Monte::Plain::integrate(G, xl, xu, calls, plain)
36
+ #result, error = Monte::Plain::integrate(G, xl, xu, dim, calls, r, "plain")
37
+
38
+ #result, error = G.integrate(xl, xu, dim, calls, r, plain)
39
+ #result, error = G.integrate(xl, xu, calls, r, plain)
40
+ #result, error = G.integrate(xl, xu, calls, plain)
41
+
42
+ #result, error = plain.integrate(G, xl, xu, dim, calls, r)
43
+ #result, error = plain.integrate(G, xl, xu, calls, r)
44
+ #result, error = plain.integrate(G, xl, xu, dim, calls)
45
+ #result, error = plain.integrate(G, xl, xu, calls)
46
+
47
+ display_results("plain", result, error)
@@ -0,0 +1,46 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL
4
+ include Monte
5
+ include Math
6
+
7
+ proc_f = Proc.new { |k, dim, params|
8
+ pi = Math::PI
9
+ a = 1.0/(pi*pi*pi)
10
+ a/(1.0 - cos(k[0])*cos(k[1])*cos(k[2]))
11
+ }
12
+
13
+ def display_results(title, result, error)
14
+ exact = 1.3932039296856768591842462603255
15
+
16
+ diff = result - exact
17
+ printf("%s ==================\n", title);
18
+ printf("result = % .6f\n", result);
19
+ printf("sigma = % .6f\n", error);
20
+ printf("exact = % .6f\n", exact);
21
+ printf("error = % .6f = %.1g sigma\n", diff, diff.abs/error)
22
+ end
23
+
24
+ dim = 3
25
+ xl = Vector.alloc([0, 0, 0])
26
+ xu = Vector.alloc([PI, PI, PI])
27
+ G = Monte::Function.alloc(proc_f, dim)
28
+ calls = 10000
29
+ r = GSL::Rng.alloc(Rng::DEFAULT)
30
+
31
+ vegas = Monte::Vegas.alloc(dim)
32
+ result, error = Monte::Vegas::integrate(G, xl, xu, dim, calls, r, vegas)
33
+ #result, error = Monte::Vegas::integrate(G, xl, xu, calls, r, vegas)
34
+ #result, error = Monte::Vegas::integrate(G, xl, xu, calls, vegas)
35
+ #result, error = Monte::Vegas::integrate(G, xl, xu, dim, calls, r, "vegas")
36
+
37
+ #result, error = G.integrate(xl, xu, dim, calls, r, vegas)
38
+ #result, error = G.integrate(xl, xu, calls, r, vegas)
39
+ #result, error = G.integrate(xl, xu, calls, vegas)
40
+
41
+ #result, error = vegas.integrate(G, xl, xu, dim, calls, r)
42
+ #result, error = vegas.integrate(G, xl, xu, calls, r)
43
+ #result, error = vegas.integrate(G, xl, xu, dim, calls)
44
+ #result, error = vegas.integrate(G, xl, xu, calls)
45
+
46
+ display_results("vegas", result, error)
@@ -0,0 +1,66 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+
4
+ demyanov_f = Proc.new { |x, params|
5
+ GSL::MAX_DBL(5.0*x[0]+x[1], GSL::MAX_DBL(x[0]*x[0]+x[1]*x[1]+4.0*x[1], -5.0*x[0] + x[1]))
6
+ }
7
+
8
+ demyanov_sdf = Proc.new { |x, sdf|
9
+ f = 5.0*x[0] + x[1]
10
+ ff = x[0]*x[0] + x[1]*x[1] + 4.0*x[1]
11
+ i_max = 1
12
+ if f < ff
13
+ f = ff
14
+ i_max = 2
15
+ end
16
+ if f < -5.0*x[0] + x[1]
17
+ i_max = 3
18
+ end
19
+ case i_max
20
+ when 1
21
+ sdf[0] = 5.0
22
+ sdf[1] = 1.0
23
+ when 2
24
+ sdf[0] = 2.0*x[0]
25
+ sdf[1] = 2.0*x[1] + 4.0
26
+ when 3
27
+ sdf[0] = -5.0
28
+ sdf[1] = 1.0
29
+ end
30
+ }
31
+
32
+ max_iter = 1000
33
+ n = 2
34
+ function = GSL::MultiMin::Function_fsdf.alloc(demyanov_f, demyanov_sdf, n)
35
+
36
+ start_point = GSL::Vector.alloc(n)
37
+ start_point.set_all(1.0)
38
+ bundle_size_max = n + 3
39
+
40
+ s = GSL::MultiMin::FsdfMinimizer.alloc("bundle_method", n)
41
+ s.set(function, start_point, bundle_size_max)
42
+
43
+ printf("******************** %s ********************\n\n","Demyanov function")
44
+
45
+ printf("== k ===== f(x) ===== ||sgr_f(x)|| ======= eps ====== \n");
46
+
47
+ subgradient = s.subgradient
48
+
49
+ iter = 0;
50
+ printf("%4d %14.7f %13.8e %13.8e\n", iter, s.f, subgradient.dnrm2, s.eps)
51
+
52
+ begin
53
+ iter += 1
54
+ status = s.iterate
55
+ status = s.test_convergence(1e-5)
56
+ printf("%4d %14.7f %13.8e %13.8e\n", iter, s.f, subgradient.dnrm2, s.eps)
57
+ if status == GSL::SUCCESS
58
+ printf("\nMinimum is found at\n")
59
+ x = s.x
60
+ for j in 0...x.size do
61
+ printf("%9.6f ", x[j])
62
+ end
63
+ printf("\n\n")
64
+ end
65
+ end while status == GSL::CONTINUE and iter <= max_iter
66
+
@@ -0,0 +1,109 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+
4
+ module GSL::CQP
5
+ class Test_Problem
6
+ def Test_Problem.gould()
7
+ cqp_data = GSL::CQP::Data.alloc()
8
+ cqp_data.Q = GSL::Matrix.eye(2, 2)
9
+ cqp_data.q = GSL::Vector[-2.0, -1.0]
10
+ cqp_data.A = GSL::Matrix[[3, 1], 1, 2]
11
+ cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = 1.5
12
+ cqp_data.C = GSL::Matrix[[1, 0, 0, 1], 2, 2]
13
+ cqp_data.d = GSL::Vector.calloc(2)
14
+
15
+ Test_Problem.new("Goulds's problem", 2, 1, 2, cqp_data, 0.0)
16
+ end
17
+ def Test_Problem.betts()
18
+ cqp_data = GSL::CQP::Data.alloc()
19
+ cqp_data.Q = GSL::Matrix[[0.02, 0, 0, 2], 2, 2]
20
+ cqp_data.q = GSL::Vector.calloc(2)
21
+ cqp_data.A = GSL::Matrix[[10, -1.0], 1, 2]
22
+ cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = 20
23
+ cqp_data.C = GSL::Matrix.calloc(4, 2)
24
+ cqp_data.C[0,0] = 1.0; cqp_data.C[1,1] = 1.0
25
+ cqp_data.C[2,0] = -1.0; cqp_data.C[3,1] = -11.0
26
+ cqp_data.d = GSL::Vector[2.0, -50, -50, -50]
27
+
28
+
29
+ Test_Problem.new("Betts's problem", 2, 1, 4, cqp_data, 0.04)
30
+ end
31
+ def Test_Problem.beale()
32
+ cqp_data = GSL::CQP::Data.alloc()
33
+ cqp_data.Q = GSL::Matrix[[4, 2, 2, 2, 4, 0, 2, 0, 2], 3, 3]
34
+ cqp_data.q = GSL::Vector[-8, -6, -4]
35
+ cqp_data.A = GSL::Matrix[[-1, -1, -2], 1, 3]
36
+ cqp_data.b = GSL::Vector.alloc(1); cqp_data.b[0] = -3.0
37
+ cqp_data.C = GSL::Matrix.eye(3, 3)
38
+ cqp_data.d = GSL::Vector.calloc(3)
39
+
40
+ cqp_data.Q[0,0] = 4.0; cqp_data.Q[0,1] = 2.0
41
+ cqp_data.Q[1,0] = 2.0; cqp_data.Q[1,1] = 4.0
42
+ cqp_data.Q[2,0] = 2.0; cqp_data.Q[2,2] = 2.0
43
+ Test_Problem.new("Beale's problem", 3, 1, 3, cqp_data, 9.0+1.0/9.0)
44
+ end
45
+
46
+ def initialize(name, n, me, mi, cqp, opt_value)
47
+ @name = name
48
+ @n = n
49
+ @me = me
50
+ @mi = mi
51
+ @cqp = cqp
52
+ @opt_value = opt_value
53
+ end
54
+
55
+ def solve()
56
+ max_iter = 1000
57
+ iter = 1
58
+ status = GSL::CONTINUE
59
+ s = GSL::CQP::Minimizer.alloc("mg_pdip", @n, @me, @mi)
60
+ s.set(@cqp)
61
+ printf("******************** %s ********************\n\n", @name)
62
+
63
+ printf("== Itn ======= f ======== ||gap|| ==== ||residual||\n\n")
64
+
65
+ begin
66
+ status = s.iterate
67
+ status = s.test_convergence(1e-10, 1e-10)
68
+ printf("%4d %14.8f %13.6e %13.6e\n", iter, s.f, s.gap, s.residuals_norm)
69
+ if status == GSL::SUCCESS
70
+ printf("\nMinimum is found at\n");
71
+ x = s.x
72
+ lm_eq = s.lm_eq
73
+ lm_ineq = s.lm_ineq
74
+ for j in 0...x.size do
75
+ printf("%9.6f ", x[j])
76
+ end
77
+ printf("\n\n")
78
+ printf("\nLagrange-multipliers for Ax=b\n")
79
+ for j in 0...lm_eq.size do
80
+ printf("%9.6f ", lm_eq[j])
81
+ end
82
+ printf("\n\n")
83
+ printf("\nLagrange-multipliers for Cx>=d\n");
84
+ for j in 0...lm_ineq.size do
85
+ printf("%9.6f ", lm_ineq[j])
86
+ end
87
+ printf("\n\n")
88
+ else
89
+ iter += 1
90
+ end
91
+ end while status == GSL::CONTINUE and iter <= max_iter
92
+ GSL::SUCCESS
93
+ end
94
+
95
+ attr_accessor :name, :n, :me, :mi
96
+ attr_accessor :cqp, :opt_value
97
+ end
98
+
99
+ end
100
+
101
+ tp = Array.new(3)
102
+ tp[0] = GSL::CQP::Test_Problem.gould()
103
+ tp[1] = GSL::CQP::Test_Problem.betts()
104
+ tp[2] = GSL::CQP::Test_Problem.beale()
105
+
106
+ tp.each do |t|
107
+ t.solve()
108
+ end
109
+
@@ -0,0 +1,40 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL::MultiMin
4
+
5
+ my_f = Proc.new { |v, params|
6
+ x = v[0]; y = v[1]
7
+ p0 = params[0]; p1 = params[1]
8
+ 10.0*(x - p0)*(x - p0) + 20.0*(y - p1)*(y - p1) + 30.0
9
+ }
10
+
11
+ my_df = Proc.new { |v, params, df|
12
+ x = v[0]; y = v[1]
13
+ p0 = params[0]; p1 = params[1]
14
+ df[0] = 20.0*(x-p0)
15
+ df[1] = 40.0*(y-p1)
16
+ }
17
+
18
+ my_func = GSL::MultiMin::Function_fdf.alloc(my_f, my_df, 2)
19
+ my_func.set_params([1.0, 2.0]) # parameters
20
+
21
+ x = GSL::Vector.alloc([5.0, 7.0]) # starting point
22
+
23
+ #minimizer = GSL::MultiMin::FdfMinimizer.alloc("conjugate_fr", 2)
24
+ minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS, 2)
25
+ #minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS2, 2)
26
+ minimizer.set(my_func, x, 0.01, 1e-4)
27
+
28
+ iter = 0
29
+ begin
30
+ iter += 1
31
+ status = minimizer.iterate()
32
+ status = minimizer.test_gradient(1e-3)
33
+ if status == GSL::SUCCESS
34
+ puts("Minimum found at")
35
+ end
36
+ x = minimizer.x
37
+ f = minimizer.f
38
+ printf("%5d %.5f %.5f %10.5f\n", iter, x[0], x[1], f)
39
+
40
+ end while status == GSL::CONTINUE and iter < 100
@@ -0,0 +1,41 @@
1
+ #!/usr/bin/env ruby
2
+ require("gsl")
3
+ include GSL
4
+ include GSL::MultiMin
5
+
6
+ np = 2
7
+
8
+ my_f = Proc.new { |v, params|
9
+ x = v[0]; y = v[1]
10
+ p0 = params[0]; p1 = params[1]
11
+ 10.0*(x - p0)*(x - p0) + 20.0*(y - p1)*(y - p1) + 30.0
12
+ }
13
+
14
+ my_func = MultiMin::Function.alloc(my_f, np)
15
+ my_func.set_params([1.0, 2.0]) # parameters
16
+
17
+ x = Vector.alloc([5, 7])
18
+ ss = Vector.alloc(np)
19
+ ss.set_all(1.0)
20
+
21
+ #minimizer = FMinimizer.alloc("nmsimplex", np)
22
+ minimizer = FMinimizer.alloc(MultiMin::FMinimizer::NMSIMPLEX, np)
23
+
24
+ minimizer.set(my_func, x, ss)
25
+
26
+ iter = 0
27
+ begin
28
+ iter += 1
29
+ status = minimizer.iterate()
30
+ status = minimizer.test_size(1e-2)
31
+ if status == GSL::SUCCESS
32
+ puts("converged to minimum at")
33
+ end
34
+ x = minimizer.x
35
+ printf("%5d ", iter);
36
+ for i in 0...np do
37
+ printf("%10.3e ", x[i])
38
+ end
39
+ printf("f() = %7.3f size = %.3f\n", minimizer.fval, minimizer.size);
40
+ end while status == GSL::CONTINUE and iter < 100
41
+