gsl 1.12.109 → 1.14.5
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- data/AUTHORS +6 -0
- data/COPYING +339 -0
- data/ChangeLog +556 -0
- data/{README.rdoc → README} +3 -0
- data/Rakefile +54 -10
- data/THANKS +17 -0
- data/VERSION +1 -2
- data/examples/alf/alf.gp +15 -0
- data/examples/alf/alf.rb +32 -0
- data/examples/blas/blas.rb +13 -0
- data/examples/blas/dnrm2.rb +16 -0
- data/examples/blas/level1.rb +81 -0
- data/examples/blas/level2.rb +11 -0
- data/examples/blas/level3.rb +12 -0
- data/examples/bspline.rb +57 -0
- data/examples/cdf.rb +16 -0
- data/examples/cheb.rb +21 -0
- data/examples/combination.rb +23 -0
- data/examples/complex/RC-lpf.rb +47 -0
- data/examples/complex/add.rb +36 -0
- data/examples/complex/coerce.rb +14 -0
- data/examples/complex/complex.rb +25 -0
- data/examples/complex/fpmi.rb +70 -0
- data/examples/complex/functions.rb +77 -0
- data/examples/complex/michelson.rb +36 -0
- data/examples/complex/mul.rb +28 -0
- data/examples/complex/oscillator.rb +17 -0
- data/examples/complex/set.rb +37 -0
- data/examples/const/physconst.rb +151 -0
- data/examples/const/travel.rb +45 -0
- data/examples/deriv/demo.rb +13 -0
- data/examples/deriv/deriv.rb +36 -0
- data/examples/deriv/diff.rb +35 -0
- data/examples/dht.rb +42 -0
- data/examples/dirac.rb +56 -0
- data/examples/eigen/eigen.rb +34 -0
- data/examples/eigen/herm.rb +22 -0
- data/examples/eigen/narray.rb +9 -0
- data/examples/eigen/nonsymm.rb +37 -0
- data/examples/eigen/nonsymmv.rb +43 -0
- data/examples/eigen/qhoscillator.gp +35 -0
- data/examples/eigen/qhoscillator.rb +90 -0
- data/examples/eigen/vander.rb +41 -0
- data/examples/fft/fft.rb +17 -0
- data/examples/fft/fft2.rb +17 -0
- data/examples/fft/forward.rb +25 -0
- data/examples/fft/forward2.rb +26 -0
- data/examples/fft/radix2.rb +18 -0
- data/examples/fft/real-halfcomplex.rb +33 -0
- data/examples/fft/real-halfcomplex2.rb +30 -0
- data/examples/fft/realradix2.rb +19 -0
- data/examples/fft/sunspot.dat +256 -0
- data/examples/fft/sunspot.rb +16 -0
- data/examples/fit/expdata.dat +20 -0
- data/examples/fit/expfit.rb +31 -0
- data/examples/fit/gaussfit.rb +29 -0
- data/examples/fit/gaussian_2peaks.rb +34 -0
- data/examples/fit/hillfit.rb +40 -0
- data/examples/fit/lognormal.rb +26 -0
- data/examples/fit/lorentzfit.rb +22 -0
- data/examples/fit/multifit.rb +72 -0
- data/examples/fit/ndlinear.rb +133 -0
- data/examples/fit/nonlinearfit.rb +89 -0
- data/examples/fit/plot.gp +36 -0
- data/examples/fit/polyfit.rb +9 -0
- data/examples/fit/powerfit.rb +21 -0
- data/examples/fit/sigmoidfit.rb +40 -0
- data/examples/fit/sinfit.rb +22 -0
- data/examples/fit/wlinear.rb +46 -0
- data/examples/fresnel.rb +11 -0
- data/examples/function/function.rb +36 -0
- data/examples/function/log.rb +7 -0
- data/examples/function/min.rb +33 -0
- data/examples/function/sin.rb +10 -0
- data/examples/function/synchrotron.rb +18 -0
- data/examples/gallery/butterfly.rb +7 -0
- data/examples/gallery/cayley.rb +12 -0
- data/examples/gallery/cornu.rb +23 -0
- data/examples/gallery/eight.rb +11 -0
- data/examples/gallery/koch.rb +40 -0
- data/examples/gallery/lemniscate.rb +11 -0
- data/examples/gallery/polar.rb +11 -0
- data/examples/gallery/rgplot/cossin.rb +35 -0
- data/examples/gallery/rgplot/rgplot.replaced +0 -0
- data/examples/gallery/rgplot/roesller.rb +55 -0
- data/examples/gallery/roesller.rb +39 -0
- data/examples/gallery/scarabaeus.rb +14 -0
- data/examples/histogram/cauchy.rb +27 -0
- data/examples/histogram/cauchy.sh +2 -0
- data/examples/histogram/exponential.rb +19 -0
- data/examples/histogram/gauss.rb +16 -0
- data/examples/histogram/gsl-histogram.rb +40 -0
- data/examples/histogram/histo2d.rb +31 -0
- data/examples/histogram/histo3d.rb +34 -0
- data/examples/histogram/histogram-pdf.rb +27 -0
- data/examples/histogram/histogram.rb +26 -0
- data/examples/histogram/integral.rb +28 -0
- data/examples/histogram/poisson.rb +27 -0
- data/examples/histogram/power.rb +25 -0
- data/examples/histogram/rebin.rb +17 -0
- data/examples/histogram/smp.dat +5 -0
- data/examples/histogram/xexp.rb +21 -0
- data/examples/integration/ahmed.rb +21 -0
- data/examples/integration/cosmology.rb +75 -0
- data/examples/integration/friedmann.gp +16 -0
- data/examples/integration/friedmann.rb +35 -0
- data/examples/integration/gamma-zeta.rb +35 -0
- data/examples/integration/integration.rb +22 -0
- data/examples/integration/qag.rb +8 -0
- data/examples/integration/qag2.rb +14 -0
- data/examples/integration/qag3.rb +8 -0
- data/examples/integration/qagi.rb +28 -0
- data/examples/integration/qagi2.rb +49 -0
- data/examples/integration/qagiu.rb +29 -0
- data/examples/integration/qagp.rb +20 -0
- data/examples/integration/qags.rb +14 -0
- data/examples/integration/qawc.rb +18 -0
- data/examples/integration/qawf.rb +41 -0
- data/examples/integration/qawo.rb +29 -0
- data/examples/integration/qaws.rb +30 -0
- data/examples/integration/qng.rb +17 -0
- data/examples/interp/demo.gp +20 -0
- data/examples/interp/demo.rb +45 -0
- data/examples/interp/interp.rb +37 -0
- data/examples/interp/points +10 -0
- data/examples/interp/spline.rb +20 -0
- data/examples/jacobi/deriv.rb +40 -0
- data/examples/jacobi/integrate.rb +34 -0
- data/examples/jacobi/interp.rb +43 -0
- data/examples/jacobi/jacobi.rb +11 -0
- data/examples/linalg/HH.rb +15 -0
- data/examples/linalg/HH_narray.rb +13 -0
- data/examples/linalg/LQ_solve.rb +73 -0
- data/examples/linalg/LU.rb +84 -0
- data/examples/linalg/LU2.rb +31 -0
- data/examples/linalg/LU_narray.rb +24 -0
- data/examples/linalg/PTLQ.rb +47 -0
- data/examples/linalg/QR.rb +18 -0
- data/examples/linalg/QRPT.rb +47 -0
- data/examples/linalg/QR_solve.rb +78 -0
- data/examples/linalg/QR_solve_narray.rb +13 -0
- data/examples/linalg/SV.rb +16 -0
- data/examples/linalg/SV_narray.rb +12 -0
- data/examples/linalg/SV_solve.rb +49 -0
- data/examples/linalg/chol.rb +29 -0
- data/examples/linalg/chol_narray.rb +15 -0
- data/examples/linalg/complex.rb +57 -0
- data/examples/linalg/invert_narray.rb +10 -0
- data/examples/math/const.rb +67 -0
- data/examples/math/elementary.rb +35 -0
- data/examples/math/functions.rb +41 -0
- data/examples/math/inf_nan.rb +34 -0
- data/examples/math/minmax.rb +22 -0
- data/examples/math/power.rb +18 -0
- data/examples/math/test.rb +31 -0
- data/examples/matrix/a.dat +0 -0
- data/examples/matrix/add.rb +45 -0
- data/examples/matrix/b.dat +4 -0
- data/examples/matrix/cat.rb +31 -0
- data/examples/matrix/colvectors.rb +24 -0
- data/examples/matrix/complex.rb +41 -0
- data/examples/matrix/det.rb +29 -0
- data/examples/matrix/diagonal.rb +23 -0
- data/examples/matrix/get_all.rb +159 -0
- data/examples/matrix/hilbert.rb +31 -0
- data/examples/matrix/iterator.rb +19 -0
- data/examples/matrix/matrix.rb +57 -0
- data/examples/matrix/minmax.rb +53 -0
- data/examples/matrix/mul.rb +39 -0
- data/examples/matrix/rand.rb +20 -0
- data/examples/matrix/read.rb +29 -0
- data/examples/matrix/rowcol.rb +47 -0
- data/examples/matrix/set.rb +41 -0
- data/examples/matrix/set_all.rb +100 -0
- data/examples/matrix/view.rb +32 -0
- data/examples/matrix/view_all.rb +148 -0
- data/examples/matrix/write.rb +23 -0
- data/examples/min.rb +29 -0
- data/examples/monte/miser.rb +47 -0
- data/examples/monte/monte.rb +47 -0
- data/examples/monte/plain.rb +47 -0
- data/examples/monte/vegas.rb +46 -0
- data/examples/multimin/bundle.rb +66 -0
- data/examples/multimin/cqp.rb +109 -0
- data/examples/multimin/fdfminimizer.rb +40 -0
- data/examples/multimin/fminimizer.rb +41 -0
- data/examples/multiroot/demo.rb +36 -0
- data/examples/multiroot/fdfsolver.rb +50 -0
- data/examples/multiroot/fsolver.rb +33 -0
- data/examples/multiroot/fsolver2.rb +32 -0
- data/examples/multiroot/fsolver3.rb +26 -0
- data/examples/narray/histogram.rb +14 -0
- data/examples/narray/mandel.rb +27 -0
- data/examples/narray/narray.rb +28 -0
- data/examples/narray/narray2.rb +44 -0
- data/examples/narray/sf.rb +26 -0
- data/examples/ntuple/create.rb +17 -0
- data/examples/ntuple/project.rb +31 -0
- data/examples/odeiv/binarysystem.gp +23 -0
- data/examples/odeiv/binarysystem.rb +104 -0
- data/examples/odeiv/demo.gp +24 -0
- data/examples/odeiv/demo.rb +69 -0
- data/examples/odeiv/demo2.gp +26 -0
- data/examples/odeiv/duffing.rb +45 -0
- data/examples/odeiv/frei1.rb +109 -0
- data/examples/odeiv/frei2.rb +76 -0
- data/examples/odeiv/legendre.rb +52 -0
- data/examples/odeiv/odeiv.rb +32 -0
- data/examples/odeiv/odeiv2.rb +45 -0
- data/examples/odeiv/oscillator.rb +42 -0
- data/examples/odeiv/sedov.rb +97 -0
- data/examples/odeiv/whitedwarf.gp +40 -0
- data/examples/odeiv/whitedwarf.rb +158 -0
- data/examples/ool/conmin.rb +100 -0
- data/examples/ool/gencan.rb +99 -0
- data/examples/ool/pgrad.rb +100 -0
- data/examples/ool/spg.rb +100 -0
- data/examples/pdf/bernoulli.rb +5 -0
- data/examples/pdf/beta.rb +7 -0
- data/examples/pdf/binomiral.rb +10 -0
- data/examples/pdf/cauchy.rb +6 -0
- data/examples/pdf/chisq.rb +8 -0
- data/examples/pdf/exponential.rb +7 -0
- data/examples/pdf/exppow.rb +6 -0
- data/examples/pdf/fdist.rb +7 -0
- data/examples/pdf/flat.rb +7 -0
- data/examples/pdf/gamma.rb +8 -0
- data/examples/pdf/gauss-tail.rb +5 -0
- data/examples/pdf/gauss.rb +6 -0
- data/examples/pdf/geometric.rb +5 -0
- data/examples/pdf/gumbel.rb +6 -0
- data/examples/pdf/hypergeometric.rb +11 -0
- data/examples/pdf/landau.rb +5 -0
- data/examples/pdf/laplace.rb +7 -0
- data/examples/pdf/logarithmic.rb +5 -0
- data/examples/pdf/logistic.rb +6 -0
- data/examples/pdf/lognormal.rb +6 -0
- data/examples/pdf/neg-binomiral.rb +10 -0
- data/examples/pdf/pareto.rb +7 -0
- data/examples/pdf/pascal.rb +10 -0
- data/examples/pdf/poisson.rb +5 -0
- data/examples/pdf/rayleigh-tail.rb +6 -0
- data/examples/pdf/rayleigh.rb +6 -0
- data/examples/pdf/tdist.rb +6 -0
- data/examples/pdf/weibull.rb +8 -0
- data/examples/permutation/ex1.rb +22 -0
- data/examples/permutation/permutation.rb +16 -0
- data/examples/poly/bell.rb +6 -0
- data/examples/poly/bessel.rb +6 -0
- data/examples/poly/cheb.rb +6 -0
- data/examples/poly/cheb_II.rb +6 -0
- data/examples/poly/cubic.rb +9 -0
- data/examples/poly/demo.rb +20 -0
- data/examples/poly/eval.rb +28 -0
- data/examples/poly/eval_derivs.rb +14 -0
- data/examples/poly/fit.rb +21 -0
- data/examples/poly/hermite.rb +6 -0
- data/examples/poly/poly.rb +13 -0
- data/examples/poly/quadratic.rb +25 -0
- data/examples/random/diffusion.rb +34 -0
- data/examples/random/gaussian.rb +9 -0
- data/examples/random/generator.rb +27 -0
- data/examples/random/hdsobol.rb +21 -0
- data/examples/random/poisson.rb +9 -0
- data/examples/random/qrng.rb +19 -0
- data/examples/random/randomwalk.rb +37 -0
- data/examples/random/randomwalk2d.rb +19 -0
- data/examples/random/rayleigh.rb +36 -0
- data/examples/random/rng.rb +33 -0
- data/examples/random/rngextra.rb +14 -0
- data/examples/roots/bisection.rb +25 -0
- data/examples/roots/brent.rb +43 -0
- data/examples/roots/demo.rb +30 -0
- data/examples/roots/newton.rb +46 -0
- data/examples/roots/recombination.gp +12 -0
- data/examples/roots/recombination.rb +61 -0
- data/examples/roots/steffenson.rb +48 -0
- data/examples/sf/ShiChi.rb +6 -0
- data/examples/sf/SiCi.rb +6 -0
- data/examples/sf/airy_Ai.rb +8 -0
- data/examples/sf/airy_Bi.rb +8 -0
- data/examples/sf/bessel_IK.rb +12 -0
- data/examples/sf/bessel_JY.rb +13 -0
- data/examples/sf/beta_inc.rb +9 -0
- data/examples/sf/clausen.rb +6 -0
- data/examples/sf/dawson.rb +5 -0
- data/examples/sf/debye.rb +9 -0
- data/examples/sf/dilog.rb +6 -0
- data/examples/sf/ellint.rb +6 -0
- data/examples/sf/expint.rb +8 -0
- data/examples/sf/fermi.rb +10 -0
- data/examples/sf/gamma_inc_P.rb +9 -0
- data/examples/sf/gegenbauer.rb +8 -0
- data/examples/sf/hyperg.rb +7 -0
- data/examples/sf/laguerre.rb +19 -0
- data/examples/sf/lambertW.rb +5 -0
- data/examples/sf/legendre_P.rb +10 -0
- data/examples/sf/lngamma.rb +5 -0
- data/examples/sf/psi.rb +54 -0
- data/examples/sf/sphbessel.gp +27 -0
- data/examples/sf/sphbessel.rb +30 -0
- data/examples/sf/synchrotron.rb +5 -0
- data/examples/sf/transport.rb +10 -0
- data/examples/sf/zetam1.rb +5 -0
- data/examples/siman.rb +44 -0
- data/examples/sort/heapsort.rb +23 -0
- data/examples/sort/heapsort_vector_complex.rb +21 -0
- data/examples/sort/sort.rb +23 -0
- data/examples/sort/sort2.rb +16 -0
- data/examples/stats/mean.rb +17 -0
- data/examples/stats/statistics.rb +18 -0
- data/examples/stats/test.rb +9 -0
- data/examples/sum.rb +34 -0
- data/examples/tamu_anova.rb +18 -0
- data/examples/vector/a.dat +0 -0
- data/examples/vector/add.rb +56 -0
- data/examples/vector/b.dat +4 -0
- data/examples/vector/c.dat +3 -0
- data/examples/vector/collect.rb +26 -0
- data/examples/vector/compare.rb +28 -0
- data/examples/vector/complex.rb +51 -0
- data/examples/vector/complex_get_all.rb +85 -0
- data/examples/vector/complex_set_all.rb +131 -0
- data/examples/vector/complex_view_all.rb +77 -0
- data/examples/vector/connect.rb +22 -0
- data/examples/vector/decimate.rb +38 -0
- data/examples/vector/diff.rb +31 -0
- data/examples/vector/filescan.rb +17 -0
- data/examples/vector/floor.rb +23 -0
- data/examples/vector/get_all.rb +82 -0
- data/examples/vector/gnuplot.rb +38 -0
- data/examples/vector/graph.rb +28 -0
- data/examples/vector/histogram.rb +22 -0
- data/examples/vector/linspace.rb +24 -0
- data/examples/vector/log.rb +17 -0
- data/examples/vector/logic.rb +33 -0
- data/examples/vector/logspace.rb +25 -0
- data/examples/vector/minmax.rb +47 -0
- data/examples/vector/mul.rb +49 -0
- data/examples/vector/narray.rb +46 -0
- data/examples/vector/read.rb +29 -0
- data/examples/vector/set.rb +35 -0
- data/examples/vector/set_all.rb +121 -0
- data/examples/vector/smpv.dat +15 -0
- data/examples/vector/test.rb +43 -0
- data/examples/vector/test_gslblock.rb +58 -0
- data/examples/vector/vector.rb +110 -0
- data/examples/vector/view.rb +35 -0
- data/examples/vector/view_all.rb +73 -0
- data/examples/vector/where.rb +29 -0
- data/examples/vector/write.rb +24 -0
- data/examples/vector/zip.rb +34 -0
- data/examples/wavelet/ecg.dat +256 -0
- data/examples/wavelet/wavelet1.rb +50 -0
- data/ext/extconf.rb +9 -0
- data/ext/gsl.c +10 -1
- data/ext/histogram.c +6 -2
- data/ext/integration.c +39 -0
- data/ext/matrix_complex.c +1 -1
- data/ext/multiset.c +214 -0
- data/ext/nmf.c +4 -0
- data/ext/nmf_wrap.c +3 -0
- data/ext/vector_complex.c +1 -1
- data/ext/vector_double.c +3 -3
- data/ext/vector_source.c +6 -6
- data/include/rb_gsl.h +7 -0
- data/include/rb_gsl_common.h +6 -0
- data/rdoc/alf.rdoc +77 -0
- data/rdoc/blas.rdoc +269 -0
- data/rdoc/bspline.rdoc +42 -0
- data/rdoc/changes.rdoc +164 -0
- data/rdoc/cheb.rdoc +99 -0
- data/rdoc/cholesky_complex.rdoc +46 -0
- data/rdoc/combi.rdoc +125 -0
- data/rdoc/complex.rdoc +210 -0
- data/rdoc/const.rdoc +546 -0
- data/rdoc/dht.rdoc +122 -0
- data/rdoc/diff.rdoc +133 -0
- data/rdoc/ehandling.rdoc +50 -0
- data/rdoc/eigen.rdoc +401 -0
- data/rdoc/fft.rdoc +535 -0
- data/rdoc/fit.rdoc +284 -0
- data/rdoc/function.rdoc +94 -0
- data/rdoc/graph.rdoc +137 -0
- data/rdoc/hist.rdoc +409 -0
- data/rdoc/hist2d.rdoc +279 -0
- data/rdoc/hist3d.rdoc +112 -0
- data/rdoc/index.rdoc +62 -0
- data/rdoc/integration.rdoc +398 -0
- data/rdoc/interp.rdoc +231 -0
- data/rdoc/intro.rdoc +27 -0
- data/rdoc/linalg.rdoc +681 -0
- data/rdoc/linalg_complex.rdoc +88 -0
- data/rdoc/math.rdoc +276 -0
- data/rdoc/matrix.rdoc +1093 -0
- data/rdoc/min.rdoc +189 -0
- data/rdoc/monte.rdoc +234 -0
- data/rdoc/multimin.rdoc +312 -0
- data/rdoc/multiroot.rdoc +293 -0
- data/rdoc/narray.rdoc +173 -0
- data/rdoc/ndlinear.rdoc +247 -0
- data/rdoc/nonlinearfit.rdoc +348 -0
- data/rdoc/ntuple.rdoc +88 -0
- data/rdoc/odeiv.rdoc +378 -0
- data/rdoc/perm.rdoc +221 -0
- data/rdoc/poly.rdoc +335 -0
- data/rdoc/qrng.rdoc +90 -0
- data/rdoc/randist.rdoc +233 -0
- data/rdoc/ref.rdoc +93 -0
- data/rdoc/rng.rdoc +203 -0
- data/rdoc/rngextra.rdoc +11 -0
- data/rdoc/roots.rdoc +305 -0
- data/rdoc/screenshot.rdoc +40 -0
- data/rdoc/sf.rdoc +1622 -0
- data/rdoc/siman.rdoc +89 -0
- data/rdoc/sort.rdoc +94 -0
- data/rdoc/start.rdoc +16 -0
- data/rdoc/stats.rdoc +219 -0
- data/rdoc/sum.rdoc +65 -0
- data/rdoc/tensor.rdoc +251 -0
- data/rdoc/tut.rdoc +5 -0
- data/rdoc/use.rdoc +177 -0
- data/rdoc/vector.rdoc +1243 -0
- data/rdoc/vector_complex.rdoc +347 -0
- data/rdoc/wavelet.rdoc +218 -0
- data/setup.rb +1585 -0
- data/tests/blas/amax.rb +14 -0
- data/tests/blas/asum.rb +16 -0
- data/tests/blas/axpy.rb +25 -0
- data/tests/blas/copy.rb +23 -0
- data/tests/blas/dot.rb +23 -0
- data/tests/bspline.rb +53 -0
- data/tests/cdf.rb +1388 -0
- data/tests/cheb.rb +112 -0
- data/tests/combination.rb +123 -0
- data/tests/complex.rb +17 -0
- data/tests/const.rb +24 -0
- data/tests/deriv.rb +85 -0
- data/tests/dht/dht1.rb +17 -0
- data/tests/dht/dht2.rb +23 -0
- data/tests/dht/dht3.rb +23 -0
- data/tests/dht/dht4.rb +23 -0
- data/tests/diff.rb +78 -0
- data/tests/eigen/eigen.rb +220 -0
- data/tests/eigen/gen.rb +105 -0
- data/tests/eigen/genherm.rb +66 -0
- data/tests/eigen/gensymm.rb +68 -0
- data/tests/eigen/nonsymm.rb +53 -0
- data/tests/eigen/nonsymmv.rb +53 -0
- data/tests/eigen/symm-herm.rb +74 -0
- data/tests/err.rb +58 -0
- data/tests/fit.rb +124 -0
- data/tests/gsl_test.rb +118 -0
- data/tests/gsl_test2.rb +107 -0
- data/tests/histo.rb +12 -0
- data/tests/integration/integration1.rb +72 -0
- data/tests/integration/integration2.rb +71 -0
- data/tests/integration/integration3.rb +71 -0
- data/tests/integration/integration4.rb +71 -0
- data/tests/interp.rb +45 -0
- data/tests/linalg/HH.rb +64 -0
- data/tests/linalg/LU.rb +47 -0
- data/tests/linalg/QR.rb +77 -0
- data/tests/linalg/SV.rb +24 -0
- data/tests/linalg/TDN.rb +116 -0
- data/tests/linalg/TDS.rb +122 -0
- data/tests/linalg/bidiag.rb +73 -0
- data/tests/linalg/cholesky.rb +20 -0
- data/tests/linalg/linalg.rb +158 -0
- data/tests/matrix/matrix_nmf_test.rb +39 -0
- data/tests/matrix/matrix_test.rb +48 -0
- data/tests/min.rb +99 -0
- data/tests/monte/miser.rb +31 -0
- data/tests/monte/vegas.rb +45 -0
- data/tests/multifit/test_2dgauss.rb +112 -0
- data/tests/multifit/test_brown.rb +90 -0
- data/tests/multifit/test_enso.rb +246 -0
- data/tests/multifit/test_filip.rb +155 -0
- data/tests/multifit/test_gauss.rb +97 -0
- data/tests/multifit/test_longley.rb +110 -0
- data/tests/multifit/test_multifit.rb +52 -0
- data/tests/multimin.rb +139 -0
- data/tests/multiroot.rb +131 -0
- data/tests/multiset.rb +52 -0
- data/tests/odeiv.rb +353 -0
- data/tests/poly/poly.rb +242 -0
- data/tests/poly/special.rb +65 -0
- data/tests/qrng.rb +131 -0
- data/tests/quartic.rb +29 -0
- data/tests/randist.rb +134 -0
- data/tests/rng.rb +305 -0
- data/tests/roots.rb +76 -0
- data/tests/run-test.sh +17 -0
- data/tests/sf/gsl_test_sf.rb +249 -0
- data/tests/sf/test_airy.rb +83 -0
- data/tests/sf/test_bessel.rb +306 -0
- data/tests/sf/test_coulomb.rb +17 -0
- data/tests/sf/test_dilog.rb +25 -0
- data/tests/sf/test_gamma.rb +209 -0
- data/tests/sf/test_hyperg.rb +356 -0
- data/tests/sf/test_legendre.rb +227 -0
- data/tests/sf/test_mathieu.rb +59 -0
- data/tests/sf/test_sf.rb +839 -0
- data/tests/stats.rb +174 -0
- data/tests/sum.rb +98 -0
- data/tests/sys.rb +323 -0
- data/tests/tensor.rb +419 -0
- data/tests/vector/vector_complex_test.rb +101 -0
- data/tests/vector/vector_test.rb +141 -0
- data/tests/wavelet.rb +142 -0
- metadata +596 -15
data/rdoc/dht.rdoc
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#
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# = Discrete Hankel Transforms
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# This chapter describes functions for performing Discrete Hankel Transforms
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# (DHTs).
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#
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# 1. {Definitions}[link:files/rdoc/dht_rdoc.html#1]
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# 1. {Initialization}[link:files/rdoc/dht_rdoc.html#2]
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# 1. {Methods}[link:files/rdoc/dht_rdoc.html#3]
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#
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# == {}[link:index.html"name="1] Definitions
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# The discrete Hankel transform acts on a vector of sampled data, where the
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# samples are assumed to have been taken at points related to the zeroes of a
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# Bessel function of fixed order; compare this to the case of the discrete
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# Fourier transform, where samples are taken at points related to the zeroes
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# of the sine or cosine function.
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#
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# Specifically, let f(t) be a function on the unit interval. Then the finite
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# \nu-Hankel transform of f(t) is defined to be the set of numbers g_m given by,
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# so that, Suppose that f is band-limited in the sense that g_m=0 for m > M.
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# Then we have the following fundamental sampling theorem. It is this discrete
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# expression which defines the discrete Hankel transform. The kernel in the
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# summation above defines the matrix of the \nu-Hankel transform of size M-1.
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# The coefficients of this matrix, being dependent on \nu and M, must be
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# precomputed and stored; the <tt>GSL::Dht</tt> object encapsulates this data.
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# The constructor <tt>GSL::Dht.alloc</tt> returns a <tt>GSL::Dht</tt> object
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# which must be properly initialized with <tt>GSL::Dht#init</tt> before
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# it can be used to perform transforms on data sample vectors,
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# for fixed \nu and M, using the <tt>GSL::Dht#apply</tt> method.
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# The implementation allows a scaling of the fundamental
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# interval, for convenience, so that one can assume the function is defined on
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# the interval [0,X], rather than the unit interval.
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#
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# Notice that by assumption f(t) vanishes at the endpoints of the interval,
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# consistent with the inversion formula and the sampling formula given above.
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# Therefore, this transform corresponds to an orthogonal expansion in
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# eigenfunctions of the Dirichlet problem for the Bessel differential equation.
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#
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#
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# == {}[link:index.html"name="2] Initialization
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#
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# ---
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# * GSL::Dht.alloc(size)
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# * GSL::Dht.alloc(size, nu, xmax)
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#
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# These methods allocate a Discrete Hankel transform object <tt>GSL::Dht</tt>
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# of size <tt>size</tt>.
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# If three arguments are given, the object is initialized with the values of
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# <tt>nu, xmax</tt>.
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#
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# ---
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# * GSL::Dht#init(nu, xmax)
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#
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# This initializes the transform <tt>self</tt> for the given values of <tt>nu</tt> and <tt>xmax</tt>.
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#
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# == {}[link:index.html"name="3] Methods
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# ---
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# * GSL::Dht#apply(vin, vout)
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# * GSL::Dht#apply(vin)
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#
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# This applies the transform <tt>self</tt> to the vector <tt>vin</tt> whose size is
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# equal to the size of the transform.
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#
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# ---
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# * GSL::Dht#x_sample(n)
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#
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# This method returns the value of the n'th sample point in the unit interval,
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# (j_{nu,n+1}/j_{nu,M}) X. These are the points where the function f(t) is
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# assumed to be sampled.
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#
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# ---
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# * GSL::Dht#k_sample(n)
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#
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# This method returns the value of the n'th sample point in "k-space",
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# j_{nu,n+1}/X.
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#
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# ---
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# * GSL::Dht#size
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#
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# Returns the size of the sample arrays to be transformed
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# ---
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# * GSL::Dht#nu
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#
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# Returns the Bessel function order
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# ---
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# * GSL::Dht#xmax
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#
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# Returns the upper limit to the x-sampling domain
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# ---
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# * GSL::Dht#kmax
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#
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# Returns the upper limit to the k-sampling domain
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#
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# ---
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# * GSL::Dht#j
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#
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# Returns an array of computed J_nu zeros, j_{nu,s} = j[s]
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# as a <tt>GSL::Vector::View</tt>.
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#
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# ---
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# * GSL::Dht#Jjj
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#
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# Returns an array of transform numerator, J_nu(j_i j_m / j_N)
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# as a <tt>GSL::Vector::View</tt>.
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#
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# ---
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# * GSL::Dht#J2
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#
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# Returns an array of transform numerator, J_nu(j_i j_m / j_N).
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#
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# ---
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# * GSL::Dht#coef
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# * GSL::Dht#coef(n, m)
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#
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# Return the (n,m)-th transform coefficient.
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#
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# {prev}[link:files/rdoc/sum_rdoc.html]
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# {next}[link:files/rdoc/roots_rdoc.html]
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#
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# {Reference index}[link:files/rdoc/ref_rdoc.html]
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# {top}[link:files/rdoc/index_rdoc.html]
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#
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#
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data/rdoc/diff.rdoc
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#
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# = Numerical Differentiation
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# The functions described in this chapter compute numerical derivatives by
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# finite differencing. An adaptive algorithm is used to find the best choice
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# of finite difference and to estimate the error in the derivative.
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#
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# Contentes:
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# 1. {Deriv methods}[link:files/rdoc/diff_rdoc.html#1]
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# 1. {Diff methods}[link:files/rdoc/diff_rdoc.html#2]
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#
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# == {}[link:index.html"name="1] Deriv methods (for GSL 1.4.90 or later)
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# Numerical derivatives should now be calculated using the
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# <tt>GSL::Deriv.forward, GSL::Deriv.central</tt> and <tt>GSL::Deriv.backward</tt> methods,
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# which accept a step-size argument in addition to the position x. The
|
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# original <tt>GSL::Diff</tt> methods (without the step-size) are deprecated.
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#
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# ---
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# * GSL::Deriv.central(f, x, h = 1e-8)
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# * GSL::Function#deriv_central(x, h = 1e-8)
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#
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# These methods compute the numerical derivative of the function <tt>f</tt>
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# at the point <tt>x</tt> using an adaptive central difference algorithm with a
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# step-size of <tt>h</tt>. If a scalar <tt>x</tt> is given, the derivative and an
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# estimate of its absolute error are returned as an array, [<tt>result, abserr, status</tt>].
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# If a vector/matrix/array <tt>x</tt> is given, an array of two elements are returned,
|
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# [<tt>result, abserr</tt>], here each them is also a vector/matrix/array of the same
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# dimension of <tt>x</tt>.
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#
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# The initial value of <tt>h</tt> is used to estimate an optimal step-size,
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# based on the scaling of the truncation error and round-off error in the
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# derivative calculation. The derivative is computed using a 5-point rule for
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# equally spaced abscissae at x-h, x-h/2, x, x+h/2, x, with an error estimate
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# taken from the difference between the 5-point rule and the corresponding 3-point
|
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# rule x-h, x, x+h. Note that the value of the function at x does not contribute
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# to the derivative calculation, so only 4-points are actually used.
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#
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# ---
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# * GSL::Deriv.forward(f, x, h = 1e-8)
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# * GSL::Function#deriv_forward(x, h = 1e-8)
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#
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# These methods compute the numerical derivative of the function <tt>f</tt> at
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# the point <tt>x</tt> using an adaptive forward difference algorithm with a step-size
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# of <tt>h</tt>. The function is evaluated only at points greater than <tt>x</tt>,
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# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
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# are returned as an array, [<tt>result, abserr</tt>].
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# These methods should be used if f(x) has a
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# discontinuity at <tt>x</tt>, or is undefined for values less than <tt>x</tt>.
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#
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# The initial value of <tt>h</tt> is used to estimate an optimal step-size, based on the
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# scaling of the truncation error and round-off error in the derivative calculation.
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# The derivative at x is computed using an "open" 4-point rule for equally spaced
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# abscissae at x+h/4, x+h/2, x+3h/4, x+h, with an error estimate taken from the
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# difference between the 4-point rule and the corresponding 2-point rule x+h/2, x+h.
|
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#
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# ---
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# * GSL::Deriv.backward(f, x, h)
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# * GSL::Function#deriv_backward(x, h)
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#
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# These methods compute the numerical derivative of the function <tt>f</tt> at the
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# point <tt>x</tt> using an adaptive backward difference algorithm with a step-size
|
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# of <tt>h</tt>. The function is evaluated only at points less than <tt>x</tt>,
|
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# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
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# are returned as an array, [<tt>result, abserr</tt>].
|
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# This function should be used if f(x) has a discontinuity at <tt>x</tt>,
|
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# or is undefined for values greater than <tt>x</tt>.
|
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#
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# These methods are equivalent to calling the method <tt>forward</tt>
|
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# with a negative step-size.
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#
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# == {}[link:index.html"name="2] Diff Methods (obsolete)
|
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#
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# ---
|
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# * GSL::Diff.central(f, x)
|
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# * GSL::Function#diff_central(x)
|
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#
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# These compute the numerical derivative of the function <tt>f</tt> ( {GSL::Function}[link:files/rdoc/function_rdoc.html] object) at the point <tt>x</tt>
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# using an adaptive central difference algorithm. The result is returned as an array
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# which contains the derivative and an estimate of its absolute error.
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#
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# ---
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# * GSL::Diff.forward(f, x)
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# * GSL::Function#diff_forward(x)
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#
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# These compute the numerical derivative of the function at the point x using an adaptive forward difference algorithm.
|
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#
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# ---
|
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# * GSL::Diff.backward(f, x)
|
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# * GSL::Function#diff_backward(x)
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#
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# These compute the numerical derivative of the function at the point x using an adaptive backward difference algorithm.
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#
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# == {}[link:index.html"name="3] Example
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#
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# #!/usr/bin/env ruby
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# require "gsl"
|
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#
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# f = GSL::Function.alloc { |x|
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# pow(x, 1.5)
|
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# }
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#
|
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# printf ("f(x) = x^(3/2)\n");
|
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#
|
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# x = 2.0
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# h = 1e-8
|
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# result, abserr = f.deriv_central(x, h)
|
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# printf("x = 2.0\n");
|
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# printf("f'(x) = %.10f +/- %.10f\n", result, abserr);
|
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# printf("exact = %.10f\n\n", 1.5 * Math::sqrt(2.0));
|
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#
|
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# x = 0.0
|
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# result, abserr = Deriv.forward(f, x, h) # equivalent to f.deriv_forward(x, h)
|
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# printf("x = 0.0\n");
|
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# printf("f'(x) = %.10f +/- %.10f\n", result, abserr);
|
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# printf("exact = %.10f\n", 0.0);
|
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#
|
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# The results are
|
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#
|
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# f(x) = x^(3/2)
|
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# x = 2.0
|
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# f'(x) = 2.1213203120 +/- 0.0000004064
|
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# exact = 2.1213203436
|
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#
|
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# x = 0.0
|
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# f'(x) = 0.0000000160 +/- 0.0000000339
|
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# exact = 0.0000000000
|
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#
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# {prev}[link:files/rdoc/interp_rdoc.html]
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# {next}[link:files/rdoc/cheb_rdoc.html]
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#
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# {Reference index}[link:files/rdoc/ref_rdoc.html]
|
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# {top}[link:files/rdoc/index_rdoc.html]
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#
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#
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data/rdoc/ehandling.rdoc
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#
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# = Error Handling
|
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#
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# == {}[link:index.html"name="1] Error codes
|
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# The GSL routines report an error whenever they cannot perform the task
|
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# requested of them. For example, a root-finding function would return a
|
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# non-zero error code if could not converge to the requested accuracy,
|
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# or exceeded a limit on the number of iterations. Situations like this
|
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# are a normal occurrence when using any mathematical library and
|
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# you should check the return status of the functions that you call.
|
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#
|
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# Whenever a routine reports an error the return value specifies the type of error.
|
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# The return value is analogous to the value of the variable errno in the C library.
|
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# The caller can examine the return code and decide what action to take, including
|
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# ignoring the error if it is not considered serious.
|
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#
|
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# The error code numbers in GSL as <tt>GSL_EDOM</tt> are defined in Ruby/GSL
|
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# as Ruby constants under the <tt>GSL</tt> module. Here are some of them:
|
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# * <tt>GSL::EDOM</tt> - Domain error; used by mathematical functions when an
|
20
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# argument value does not fall into the domain over which the function is
|
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# defined (like <tt>EDOM</tt> in the C library)
|
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# * <tt>GSL::ERANGE</tt> - Range error; used by mathematical functions when the
|
23
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# result value is not representable because of overflow or underflow
|
24
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# (like <tt>ERANGE</tt> in the C library)
|
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# * <tt>GSL::ENOMEM</tt> - No memory available. The system cannot allocate more
|
26
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+
# virtual memory because its capacity is full (like <tt>ENOMEM</tt> in the
|
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+
# C library). This error is reported when a GSL routine encounters problems
|
28
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# when trying to allocate memory with malloc.
|
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+
# * <tt>GSL::EINVAL</tt> - Invalid argument. This is used to indicate various
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# kinds of problems with passing the wrong argument to a library function
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# (like <tt>EINVAL</tt> in the C library).
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#
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# == {}[link:index.html"name="2] Error handler
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# In Ruby/GSL, the default GSL error handler is replaced by an other one which calls
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# <tt>rb_raise()</tt>. Thus whenever a GSL routine reports a fatal error,
|
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# a Ruby Exception is generated.
|
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#
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# ---
|
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# * GSL::set_error_handler(proc)
|
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# * GSL::set_error_handler { |reason, file, line, errno| ... }
|
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#
|
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# This replaces the Ruby/GSL default error handler by a user-defined handler
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# given by a Proc object <tt>proc</tt> or a block.
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#
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# {prev}[link:files/rdoc/use_rdoc.html]
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# {next}[link:files/rdoc/math_rdoc.html]
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#
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# {Reference index}[link:files/rdoc/ref_rdoc.html]
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# {top}[link:files/rdoc/index_rdoc.html]
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#
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data/rdoc/eigen.rdoc
ADDED
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#
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# = Eigensystems
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# === {}[link:index.html"name="0.1] Contentes
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# 1. {Modules and classes}[link:files/rdoc/eigen_rdoc.html#1]
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# 1. {Real Symmetric Matrices}[link:files/rdoc/eigen_rdoc.html#2]
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# 1. {Complex Hermitian Matrices}[link:files/rdoc/eigen_rdoc.html#3]
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# 1. {Real Nonsymmetric Matrices}[link:files/rdoc/eigen_rdoc.html#4] (>= GSL-1.9)
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# 1. {Real Generalized Symmetric-Definite Eigensystems}[link:files/rdoc/eigen_rdoc.html#5] (>= GSL-1.10)
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# 1. {Complex Generalized Hermitian-Definite Eigensystems}[link:files/rdoc/eigen_rdoc.html#6] (>= GSL-1.10)
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# 1. {Real Generalized Nonsymmetric Eigensystems}[link:files/rdoc/eigen_rdoc.html#7] (>= GSL-1.10)
|
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# 1. {Sorting Eigenvalues and Eigenvectors }[link:files/rdoc/eigen_rdoc.html#8]
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#
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# == {}[link:index.html"name="1] Modules and classes
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#
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# * GSL
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# * Eigen
|
17
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# * EigenValues < Vector
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+
# * EigenVectors < Matrix
|
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# * Symm (Module)
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20
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# * Workspace (Class)
|
21
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+
# * Symmv (Module)
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# * Workspace (Class)
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# * Nonsymm (Module, >= GSL-1.9)
|
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# * Workspace (Class)
|
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# * Nonsymmv (Module, >= GSL-1.9)
|
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# * Workspace (Class)
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# * Gensymm (Module, >= GSL-1.10)
|
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# * Workspace (Class)
|
29
|
+
# * Gensymmv (Module, >= GSL-1.10)
|
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# * Workspace (Class)
|
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# * Herm (Module)
|
32
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# * Workspace (Class)
|
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# * Hermv (Module)
|
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# * Workspace (Class)
|
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+
# * Vectors < Matrix::Complex
|
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+
# * Genherm (Module, >= GSL-1.10)
|
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# * Workspace (Class)
|
38
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+
# * Genhermv (Module, >= GSL-1.10)
|
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# * Workspace (Class)
|
40
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# * Gen (Module, >= GSL-1.10)
|
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+
# * Workspace (Class)
|
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|
+
# * Genv (Module, >= GSL-1.10)
|
43
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# * Workspace (Class)
|
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|
+
#
|
45
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# == {}[link:index.html"name="2] Real Symmetric Matrices, GSL::Eigen::Symm module
|
46
|
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# === {}[link:index.html"name="2.1] Workspace classes
|
47
|
+
# ---
|
48
|
+
# * GSL::Eigen::Symm::Workspace.alloc(n)
|
49
|
+
# * GSL::Eigen::Symmv::Workspace.alloc(n)
|
50
|
+
# * GSL::Eigen::Herm::Workspace.alloc(n)
|
51
|
+
# * GSL::Eigen::Hermv::Workspace.alloc(n)
|
52
|
+
#
|
53
|
+
#
|
54
|
+
# === {}[link:index.html"name="2.2] Methods to solve eigensystems
|
55
|
+
# ---
|
56
|
+
# * GSL::Eigen::symm(A)
|
57
|
+
# * GSL::Eigen::symm(A, workspace)
|
58
|
+
# * GSL::Matrix#eigen_symm
|
59
|
+
# * GSL::Matrix#eigen_symm(workspace)
|
60
|
+
#
|
61
|
+
# These methods compute the eigenvalues of the real symmetric matrix.
|
62
|
+
# The workspace object <tt>workspace</tt> can be omitted.
|
63
|
+
#
|
64
|
+
# ---
|
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+
# * GSL::Eigen::symmv(A)
|
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|
+
# * GSL::Matrix#eigen_symmv
|
67
|
+
#
|
68
|
+
# These methods compute the eigenvalues and eigenvectors of the real symmetric
|
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|
+
# matrix, and return an array of two elements:
|
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+
# The first is a <tt>GSL::Vector</tt> object which stores all the eigenvalues.
|
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|
+
# The second is a <tt>GSL::Matrix object</tt>, whose columns contain
|
72
|
+
# eigenvectors.
|
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|
+
#
|
74
|
+
# 1. Singleton method of the <tt>GSL::Eigen</tt> module, <tt>GSL::Eigen::symm</tt>
|
75
|
+
#
|
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|
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# m = GSL::Matrix.alloc([1.0, 1/2.0, 1/3.0, 1/4.0], [1/2.0, 1/3.0, 1/4.0, 1/5.0],
|
77
|
+
# [1/3.0, 1/4.0, 1/5.0, 1/6.0], [1/4.0, 1/5.0, 1/6.0, 1/7.0])
|
78
|
+
# eigval, eigvec = Eigen::symmv(m)
|
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+
#
|
80
|
+
# 1. Instance method of <tt>GSL::Matrix</tt> class
|
81
|
+
#
|
82
|
+
# eigval, eigvec = m.eigen_symmv
|
83
|
+
#
|
84
|
+
# == {}[link:index.html"name="3] Complex Hermitian Matrices
|
85
|
+
# ---
|
86
|
+
# * GSL::Eigen::herm(A)
|
87
|
+
# * GSL::Eigen::herm(A, workspace)
|
88
|
+
# * GSL::Matrix::Complex#eigen_herm
|
89
|
+
# * GSL::Matrix::Complex#eigen_herm(workspace)
|
90
|
+
#
|
91
|
+
# These methods compute the eigenvalues of the complex hermitian matrix.
|
92
|
+
#
|
93
|
+
# ---
|
94
|
+
# * GSL::Eigen::hermv(A)
|
95
|
+
# * GSL::Eigen::hermv(A, workspace)
|
96
|
+
# * GSL::Matrix::Complex#eigen_hermv
|
97
|
+
# * GSL::Matrix::Complex#eigen_hermv(workspace
|
98
|
+
#
|
99
|
+
#
|
100
|
+
# == {}[link:index.html"name="4] Real Nonsymmetric Matrices (>= GSL-1.9)
|
101
|
+
#
|
102
|
+
# ---
|
103
|
+
# * GSL::Eigen::Nonsymm.alloc(n)
|
104
|
+
#
|
105
|
+
# This allocates a workspace for computing eigenvalues of n-by-n real
|
106
|
+
# nonsymmetric matrices. The size of the workspace is O(2n).
|
107
|
+
#
|
108
|
+
# ---
|
109
|
+
# * GSL::Eigen::Nonsymm::params(compute_t, balance, wspace)
|
110
|
+
# * GSL::Eigen::Nonsymm::Workspace#params(compute_t, balance)
|
111
|
+
#
|
112
|
+
# This method sets some parameters which determine how the eigenvalue
|
113
|
+
# problem is solved in subsequent calls to <tt>GSL::Eigen::nonsymm</tt>.
|
114
|
+
# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will be
|
115
|
+
# computed by gsl_eigen_nonsymm. If it is set to 0, <tt>T</tt> will not be
|
116
|
+
# computed (this is the default setting).
|
117
|
+
# Computing the full Schur form <tt>T</tt> requires approximately 1.5-2 times
|
118
|
+
# the number of flops.
|
119
|
+
#
|
120
|
+
# If <tt>balance</tt> is set to 1, a balancing transformation is applied to
|
121
|
+
# the matrix prior to computing eigenvalues. This transformation is designed
|
122
|
+
# to make the rows and columns of the matrix have comparable norms, and can
|
123
|
+
# result in more accurate eigenvalues for matrices whose entries vary widely
|
124
|
+
# in magnitude. See section Balancing for more information. Note that the
|
125
|
+
# balancing transformation does not preserve the orthogonality of the Schur
|
126
|
+
# vectors, so if you wish to compute the Schur vectors with
|
127
|
+
# <tt>GSL::Eigen::nonsymm_Z</tt> you will obtain the Schur vectors of the
|
128
|
+
# balanced matrix instead of the original matrix. The relationship will be
|
129
|
+
# where Q is the matrix of Schur vectors for the balanced matrix, and <tt>D</tt>
|
130
|
+
# is the balancing transformation. Then <tt>GSL::Eigen::nonsymm_Z</tt> will
|
131
|
+
# compute a matrix <tt>Z</tt> which satisfies with <tt>Z = D Q</tt>.
|
132
|
+
# Note that <tt>Z</tt> will not be orthogonal. For this reason, balancing is
|
133
|
+
# not performed by default.
|
134
|
+
#
|
135
|
+
# ---
|
136
|
+
# * GSL::Eigen::nonsymm(m, eval, wspace)
|
137
|
+
# * GSL::Eigen::nonsymm(m)
|
138
|
+
# * GSL::Matrix#eigen_nonsymm()
|
139
|
+
# * GSL::Matrix#eigen_nonsymm(wspace)
|
140
|
+
# * GSL::Matrix#eigen_nonsymm(eval, wspace)
|
141
|
+
#
|
142
|
+
# These methods compute the eigenvalues of the real nonsymmetric matrix <tt>m</tt>
|
143
|
+
# and return them, or store in the vector <tt>eval</tt> if it given.
|
144
|
+
# If <tt>T</tt> is desired, it is stored in <tt>m</tt> on output, however the lower
|
145
|
+
# triangular portion will not be zeroed out. Otherwise, on output, the diagonal
|
146
|
+
# of <tt>m</tt> will contain the 1-by-1 real eigenvalues and 2-by-2 complex
|
147
|
+
# conjugate eigenvalue systems, and the rest of <tt>m</tt> is destroyed.
|
148
|
+
#
|
149
|
+
# ---
|
150
|
+
# * GSL::Eigen::nonsymm_Z(m, eval, Z, wspace)
|
151
|
+
# * GSL::Eigen::nonsymm_Z(m)
|
152
|
+
# * GSL::Matrix#eigen_nonsymm_Z()
|
153
|
+
# * GSL::Matrix#eigen_nonsymm(eval, Z, wspace)
|
154
|
+
#
|
155
|
+
# These methods are identical to <tt>GSL::Eigen::nonsymm</tt> except they also
|
156
|
+
# compute the Schur vectors and return them (or store into <tt>Z</tt>).
|
157
|
+
#
|
158
|
+
# ---
|
159
|
+
# * GSL::Eigen::Nonsymmv.alloc(n)
|
160
|
+
#
|
161
|
+
# Allocates a workspace for computing eigenvalues and eigenvectors
|
162
|
+
# of n-by-n real nonsymmetric matrices. The size of the workspace is O(5n).
|
163
|
+
# ---
|
164
|
+
# * GSL::Eigen::nonsymm(m)
|
165
|
+
# * GSL::Eigen::nonsymm(m, wspace)
|
166
|
+
# * GSL::Eigen::nonsymm(m, eval, evec)
|
167
|
+
# * GSL::Eigen::nonsymm(m, eval, evec, wspace)
|
168
|
+
# * GSL::Matrix#eigen_nonsymmv()
|
169
|
+
# * GSL::Matrix#eigen_nonsymmv(wspace)
|
170
|
+
# * GSL::Matrix#eigen_nonsymmv(eval, evec)
|
171
|
+
# * GSL::Matrix#eigen_nonsymmv(eval, evec, wspace)
|
172
|
+
#
|
173
|
+
# Compute eigenvalues and right eigenvectors of the n-by-n real nonsymmetric
|
174
|
+
# matrix. The computed eigenvectors are normalized to have Euclidean norm 1.
|
175
|
+
# On output, the upper portion of <tt>m</tt> contains the Schur form <tt>T</tt>.
|
176
|
+
#
|
177
|
+
# == {}[link:index.html"name="5] Real Generalized Symmetric-Definite Eigensystems (GSL-1.10)
|
178
|
+
# The real generalized symmetric-definite eigenvalue problem is to
|
179
|
+
# find eigenvalues <tt>lambda</tt> and eigenvectors <tt>x</tt> such that
|
180
|
+
# where <tt>A</tt> and <tt>B</tt> are symmetric matrices, and <tt>B</tt>
|
181
|
+
# is positive-definite. This problem reduces to the standard symmetric eigenvalue
|
182
|
+
# problem by applying the Cholesky decomposition to <tt>B</tt>:
|
183
|
+
# Therefore, the problem becomes <tt>C y = lambda y</tt>
|
184
|
+
# where <tt>C = L^{-1} A L^{-t}</tt> is symmetric, and <tt>y = L^t x</tt>.
|
185
|
+
# The standard symmetric eigensolver can be applied to the matrix <tt>C</tt>.
|
186
|
+
# The resulting eigenvectors are backtransformed to find the vectors of the
|
187
|
+
# original problem. The eigenvalues and eigenvectors of the generalized
|
188
|
+
# symmetric-definite eigenproblem are always real.
|
189
|
+
#
|
190
|
+
# ---
|
191
|
+
# * GSL::Eigen::Gensymm.alloc(n)
|
192
|
+
# * GSL::Eigen::Gensymm::Workspace.alloc(n)
|
193
|
+
#
|
194
|
+
# Allocates a workspace for computing eigenvalues of n-by-n real
|
195
|
+
# generalized symmetric-definite eigensystems.
|
196
|
+
# The size of the workspace is O(2n).
|
197
|
+
# ---
|
198
|
+
# * GSL::Eigen::gensymm(A, B, w)
|
199
|
+
#
|
200
|
+
# Computes the eigenvalues of the real generalized symmetric-definite matrix
|
201
|
+
# pair <tt>A, B</tt>, and returns them as a <tt>GSL::Vector</tt>,
|
202
|
+
# using the method outlined above. On output, B contains its Cholesky
|
203
|
+
# decomposition.
|
204
|
+
# ---
|
205
|
+
# * GSL::Eigen::gensymmv(A, B, w)
|
206
|
+
#
|
207
|
+
# Computes the eigenvalues and eigenvectors of the real generalized
|
208
|
+
# symmetric-definite matrix pair <tt>A, B</tt>, and returns
|
209
|
+
# them as a <tt>GSL::Vector</tt> and a <tt>GSL::Matrix</tt>.
|
210
|
+
# The computed eigenvectors are normalized to have unit magnitude.
|
211
|
+
# On output, <tt>B</tt> contains its Cholesky decomposition.
|
212
|
+
#
|
213
|
+
# == {}[link:index.html"name="6] Complex Generalized Hermitian-Definite Eigensystems (>= GSL-1.10)
|
214
|
+
# The complex generalized hermitian-definite eigenvalue problem is to
|
215
|
+
# find eigenvalues <tt>lambda</tt> and eigenvectors <tt>x</tt> such that
|
216
|
+
# where <tt>A</tt> and <tt>B</tt> are hermitian matrices, and <tt>B</tt>
|
217
|
+
# is positive-definite. Similarly to the real case, this can be reduced to
|
218
|
+
# <tt>C y = lambda y</tt> where <tt>C = L^{-1} A L^{-H}</tt> is hermitian,
|
219
|
+
# and <tt>y = L^H x</tt>. The standard hermitian eigensolver can be applied to
|
220
|
+
# the matrix <tt>C</tt>. The resulting eigenvectors are backtransformed
|
221
|
+
# to find the vectors of the original problem.
|
222
|
+
# The eigenvalues of the generalized hermitian-definite eigenproblem are always
|
223
|
+
# real.
|
224
|
+
#
|
225
|
+
# ---
|
226
|
+
# * GSL::Eigen::Genherm.alloc(n)
|
227
|
+
#
|
228
|
+
# Allocates a workspace for computing eigenvalues of n-by-n complex
|
229
|
+
# generalized hermitian-definite eigensystems.
|
230
|
+
# The size of the workspace is O(3n).
|
231
|
+
# ---
|
232
|
+
# * GSL::Eigen::genherm(A, B, w)
|
233
|
+
#
|
234
|
+
# Computes the eigenvalues of the complex generalized hermitian-definite
|
235
|
+
# matrix pair <tt>A, B</tt>, and returns them as a <tt>GSL::Vector</tt>,
|
236
|
+
# using the method outlined above.
|
237
|
+
# On output, <tt>B</tt> contains its Cholesky decomposition.
|
238
|
+
# ---
|
239
|
+
# * GSL::Eigen::genherm(A, B, w)
|
240
|
+
#
|
241
|
+
# Computes the eigenvalues and eigenvectors of the complex generalized
|
242
|
+
# hermitian-definite matrix pair <tt>A, B</tt>,
|
243
|
+
# and returns them as a <tt>GSL::Vector</tt> and a <tt>GSL::Matrix::Complex</tt>.
|
244
|
+
# The computed eigenvectors are normalized to have unit magnitude.
|
245
|
+
# On output, <tt>B</tt> contains its Cholesky decomposition.
|
246
|
+
#
|
247
|
+
# == {}[link:index.html"name="7] Real Generalized Nonsymmetric Eigensystems (>= GSL-1.10)
|
248
|
+
#
|
249
|
+
# ---
|
250
|
+
# * GSL::Eigen::Gen.alloc(n)
|
251
|
+
# * GSL::Eigen::Gen::Workspace.alloc(n)
|
252
|
+
#
|
253
|
+
# Allocates a workspace for computing eigenvalues of n-by-n real generalized
|
254
|
+
# nonsymmetric eigensystems. The size of the workspace is O(n).
|
255
|
+
#
|
256
|
+
# ---
|
257
|
+
# * GSL::Eigen::Gen::params(compute_s, compute_t, balance, w)
|
258
|
+
# * GSL::Eigen::gen_params(compute_s, compute_t, balance, w)
|
259
|
+
#
|
260
|
+
# Set some parameters which determine how the eigenvalue problem is solved
|
261
|
+
# in subsequent calls to <tt>GSL::Eigen::gen</tt>.
|
262
|
+
#
|
263
|
+
# If <tt>compute_s</tt> is set to 1, the full Schur form <tt>S</tt> will be
|
264
|
+
# computed by <tt>GSL::Eigen::gen</tt>. If it is set to 0, <tt>S</tt> will
|
265
|
+
# not be computed (this is the default setting). <tt>S</tt> is a quasi upper
|
266
|
+
# triangular matrix with 1-by-1 and 2-by-2 blocks on its diagonal.
|
267
|
+
# 1-by-1 blocks correspond to real eigenvalues, and 2-by-2 blocks
|
268
|
+
# correspond to complex eigenvalues.
|
269
|
+
#
|
270
|
+
# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will
|
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|
+
# be computed by <tt>GSL::Eigen::gen</tt>. If it is set to 0, <tt>T</tt>
|
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|
+
# will not be computed (this is the default setting). <tt>T</tt>
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# is an upper triangular matrix with non-negative elements on its diagonal.
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# Any 2-by-2 blocks in <tt>S</tt> will correspond to a 2-by-2 diagonal block
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# in <tt>T</tt>.
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#
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# The <tt>balance</tt> parameter is currently ignored, since generalized
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# balancing is not yet implemented.
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#
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# ---
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# * GSL::Eigen::gen(A, B, w)
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#
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# Computes the eigenvalues of the real generalized nonsymmetric matrix pair
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# <tt>A, B</tt>, and returns them as pairs in (alpha, beta),
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# where alpha is <tt>GSL::Vector::Complex</tt> and beta is <tt>GSL::Vector</tt>.
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# If beta_i is non-zero, then lambda = alpha_i / beta_i is an eigenvalue.
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# Likewise, if alpha_i is non-zero, then mu = beta_i / alpha_i is an
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# eigenvalue of the alternate problem mu A y = B y.
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# The elements of <tt>beta</tt> are normalized to be non-negative.
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#
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# If <tt>S</tt> is desired, it is stored in <tt>A</tt> on output.
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# If <tt>T</tt> is desired, it is stored in <tt>B</tt> on output.
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# The ordering of eigenvalues in <tt>alpha, beta</tt>
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# follows the ordering of the diagonal blocks in the Schur forms <tt>S</tt>
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# and <tt>T</tt>.
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#
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# ---
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# * GSL::Eigen::gen_QZ(A, B, w)
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#
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# This method is identical to <tt>GSL::Eigen::gen</tt> except it also computes
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# the left and right Schur vectors and returns them.
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#
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# ---
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# * GSL::Eigen::Genv.alloc(n)
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# * GSL::Eigen::Genv::Workspace.alloc(n)
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#
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# Allocatesa workspace for computing eigenvalues and eigenvectors of
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# n-by-n real generalized nonsymmetric eigensystems.
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# The size of the workspace is O(7n).
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#
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# ---
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# * GSL::Eigen::genv(A, B, w)
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#
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# Computes eigenvalues and right eigenvectors of the n-by-n real generalized
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# nonsymmetric matrix pair <tt>A, B</tt>. The eigenvalues and eigenvectors
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# are returned in <tt>alpha, beta, evec</tt>.
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# On output, <tt>A, B</tt> contains the generalized Schur form <tt>S, T</tt>.
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#
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# ---
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# * GSL::Eigen::genv_QZ(A, B, w)
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#
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# This method is identical to <tt>GSL::Eigen::genv</tt> except it also computes
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# the left and right Schur vectors and returns them.
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#
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# == {}[link:index.html"name="8] Sorting Eigenvalues and Eigenvectors
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# ---
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# * GSL::Eigen::symmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
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# * GSL::Eigen::Symmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
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#
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# These methods simultaneously sort the eigenvalues stored in the vector
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# <tt>eval</tt> and the corresponding real eigenvectors stored in the
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# columns of the matrix <tt>evec</tt> into ascending or descending order
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+
# according to the value of the parameter <tt>type</tt>,
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#
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# * <tt>GSL::Eigen::SORT_VAL_ASC</tt>
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# ascending order in numerical value
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# * <tt>GSL::Eigen::SORT_VAL_DESC</tt>
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# escending order in numerical value
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# * <tt>GSL::Eigen::SORT_ABS_ASC</tt>
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# scending order in magnitude
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# * <tt>GSL::Eigen::SORT_ABS_DESC</tt>
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# descending order in magnitude
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#
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# The sorting is carried out in-place!
|
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|
+
#
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+
# ---
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|
+
# * GSL::Eigen::hermv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
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|
+
# * GSL::Eigen::Hermv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
349
|
+
#
|
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|
+
# These methods simultaneously sort the eigenvalues stored in the vector
|
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|
+
# <tt>eval</tt> and the corresponding complex eigenvectors stored in the columns
|
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|
+
# of the matrix <tt>evec</tt> into ascending or descending order according
|
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+
# to the value of the parameter <tt>type</tt> as shown above.
|
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|
+
#
|
355
|
+
# ---
|
356
|
+
# * GSL::Eigen::nonsymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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|
+
# * GSL::Eigen::Nonsymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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|
+
#
|
359
|
+
# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the corresponding
|
360
|
+
# complex eigenvectors stored in the columns of the matrix <tt>evec</tt>
|
361
|
+
# into ascending or descending order according to the value of the
|
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|
+
# parameter <tt>type</tt> as shown above.
|
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|
+
# Only <tt>GSL::EIGEN_SORT_ABS_ASC</tt> and <tt>GSL::EIGEN_SORT_ABS_DESC</tt>
|
364
|
+
# are supported due to the eigenvalues being complex.
|
365
|
+
#
|
366
|
+
# ---
|
367
|
+
# * GSL::Eigen::gensymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
368
|
+
# * GSL::Eigen::Gensymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
369
|
+
#
|
370
|
+
# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
|
371
|
+
# corresponding real eigenvectors stored in the columns of the matrix
|
372
|
+
# <tt>evec</tt> into ascending or descending order according to the value of
|
373
|
+
# the parameter <tt>type</tt> as shown above.
|
374
|
+
#
|
375
|
+
# ---
|
376
|
+
# * GSL::Eigen::gensymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
377
|
+
# * GSL::Eigen::Gensymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
378
|
+
#
|
379
|
+
# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
|
380
|
+
# corresponding complex eigenvectors stored in the columns of the matrix
|
381
|
+
# <tt>evec</tt> into ascending or descending order according to the value of
|
382
|
+
# the parameter <tt>type</tt> as shown above.
|
383
|
+
#
|
384
|
+
# ---
|
385
|
+
# * GSL::Eigen::genv_sort(alpha, beta, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
386
|
+
# * GSL::Eigen::Genv::sort(alpha, beta, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
387
|
+
#
|
388
|
+
# Sorts the eigenvalues stored in the vectors <tt>alpha, beta</tt> and the
|
389
|
+
# corresponding complex eigenvectors stored in the columns of the matrix
|
390
|
+
# <tt>evec</tt> into ascending or descending order according to the value of
|
391
|
+
# the parameter <tt>type</tt> as shown above. Only <tt>GSL::EIGEN_SORT_ABS_ASC</tt>
|
392
|
+
# and <tt>GSL::EIGEN_SORT_ABS_DESC</tt> are supported due to the eigenvalues
|
393
|
+
# being complex.
|
394
|
+
#
|
395
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+
# {prev}[link:files/rdoc/linalg_rdoc.html]
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+
# {next}[link:files/rdoc/fft_rdoc.html]
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#
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# {Reference index}[link:files/rdoc/ref_rdoc.html]
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399
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+
# {top}[link:files/rdoc/index_rdoc.html]
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#
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#
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