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
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  432. data/tests/bspline.rb +53 -0
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  434. data/tests/cheb.rb +112 -0
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  441. data/tests/dht/dht3.rb +23 -0
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  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
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  453. data/tests/gsl_test.rb +118 -0
  454. data/tests/gsl_test2.rb +107 -0
  455. data/tests/histo.rb +12 -0
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  458. data/tests/integration/integration3.rb +71 -0
  459. data/tests/integration/integration4.rb +71 -0
  460. data/tests/interp.rb +45 -0
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  462. data/tests/linalg/LU.rb +47 -0
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  509. data/tests/vector/vector_test.rb +141 -0
  510. data/tests/wavelet.rb +142 -0
  511. metadata +596 -15
@@ -0,0 +1,247 @@
1
+ #
2
+ # = NDLINAR: multi-linear, multi-parameter least squares fitting
3
+ #
4
+ # The multi-dimension fitting library NDLINEAR is not included in GSL,
5
+ # but is provided as an extension library. This is available at the
6
+ # {Patric Alken's page}[http://ucsu.colorado.edu/~alken/gsl/"target="_top].
7
+ #
8
+ # Contents:
9
+ # 1. {Introduction}[link:files/rdoc/ndlinear_rdoc.html#1]
10
+ # 1. {Class and methods}[link:files/rdoc/ndlinear_rdoc.html#2]
11
+ # 1. {Examples}[link:files/rdoc/ndlinear_rdoc.html#3]
12
+ #
13
+ # == {}[link:index.html"name="1] Introduction
14
+ # The NDLINEAR extension provides support for general linear least squares
15
+ # fitting to data which is a function of more than one variable (multi-linear or
16
+ # multi-dimensional least squares fitting). This model has the form where
17
+ # <tt>x</tt> is a vector of independent variables, a_i are the fit coefficients,
18
+ # and F_i are the basis functions of the fit. This GSL extension computes the
19
+ # design matrix X_{ij = F_j(x_i) in the special case that the basis functions
20
+ # separate: Here the superscript value j indicates the basis function
21
+ # corresponding to the independent variable x_j. The subscripts (i_1, i_2, i_3,
22
+ # �c) refer to which basis function to use from the complete set. These
23
+ # subscripts are related to the index i in a complex way, which is the main
24
+ # problem this extension addresses. The model then becomes where n is the
25
+ # dimension of the fit and N_i is the number of basis functions for the variable
26
+ # x_i. Computationally, it is easier to supply the individual basis functions
27
+ # u^{(j) than the total basis functions F_i(x). However the design matrix X is
28
+ # easiest to construct given F_i(x). Therefore the routines below allow the user
29
+ # to specify the individual basis functions u^{(j) and then automatically
30
+ # construct the design matrix X.
31
+ #
32
+ #
33
+ # == {}[link:index.html"name="2] Class and Methods
34
+ # ---
35
+ # * GSL::MultiFit::Ndlinear.alloc(n_dim, N, u, params)
36
+ # * GSL::MultiFit::Ndlinear::Workspace.alloc(n_dim, N, u, params)
37
+ #
38
+ # Creates a workspace for solving multi-parameter, multi-dimensional linear
39
+ # least squares problems. <tt>n_dim</tt> specifies the dimension of the fit
40
+ # (the number of independent variables in the model). The array <tt>N</tt> of
41
+ # length <tt>n_dim</tt> specifies the number of terms in each sum, so that
42
+ # <tt>N[i]</tt>
43
+ # specifies the number of terms in the sum of the i-th independent variable.
44
+ # The array of <tt>Proc</tt> objects <tt>u</tt> of length <tt>n_dim</tt> specifies
45
+ # the basis functions for each independent fit variable, so that <tt>u[i]</tt>
46
+ # is a procedure to calculate the basis function for the i-th
47
+ # independent variable.
48
+ # Each of the procedures <tt>u</tt> takes three block parameters: a point
49
+ # <tt>x</tt> at which to evaluate the basis function, an array y of length
50
+ # <tt>N[i]</tt> which is filled on output with the basis function values at
51
+ # <tt>x</tt> for all i, and a params argument which contains parameters needed
52
+ # by the basis function. These parameters are supplied in the <tt>params</tt>
53
+ # argument to this method.
54
+ #
55
+ # Ex)
56
+ #
57
+ # N_DIM = 3
58
+ # N_SUM_R = 10
59
+ # N_SUM_THETA = 11
60
+ # N_SUM_PHI = 9
61
+ #
62
+ # basis_r = Proc.new { |r, y, params|
63
+ # params.eval(r, y)
64
+ # }
65
+ #
66
+ # basis_theta = Proc.new { |theta, y, params|
67
+ # for i in 0...N_SUM_THETA do
68
+ # y[i] = GSL::Sf::legendre_Pl(i, Math::cos(theta));
69
+ # end
70
+ # }
71
+ #
72
+ # basis_phi = Proc.new { |phi, y, params|
73
+ # for i in 0...N_SUM_PHI do
74
+ # if i%2 == 0
75
+ # y[i] = Math::cos(i*0.5*phi)
76
+ # else
77
+ # y[i] = Math::sin((i+1.0)*0.5*phi)
78
+ # end
79
+ # end
80
+ # }
81
+ #
82
+ # N = [N_SUM_R, N_SUM_THETA, N_SUM_PHI]
83
+ # u = [basis_r, basis_theta, basis_phi]
84
+ #
85
+ # bspline = GSL::BSpline.alloc(4, N_SUM_R - 2)
86
+ #
87
+ # ndlinear = GSL::MultiFit::Ndlinear.alloc(N_DIM, N, u, bspline)
88
+ #
89
+ # ---
90
+ # * GSL::MultiFit::Ndlinear.design(vars, X, w)
91
+ # * GSL::MultiFit::Ndlinear.design(vars, w)
92
+ # * GSL::MultiFit::Ndlinear::Workspace#design(vars, X)
93
+ # * GSL::MultiFit::Ndlinear::Workspace#design(vars)
94
+ #
95
+ # Construct the least squares design matrix <tt>X</tt> from the input <tt>vars</tt>
96
+ # and the previously specified basis functions. vars is a ndata-by-n_dim
97
+ # matrix where the ith row specifies the n_dim independent variables for the
98
+ # ith observation.
99
+ #
100
+ # ---
101
+ # * GSL::MultiFit::Ndlinear.est(x, c, cov, w)
102
+ # * GSL::MultiFit::Ndlinear::Workspace#est(x, c, cov)
103
+ #
104
+ # After the least squares problem is solved via <tt>GSL::MultiFit::linear</tt>,
105
+ # this method can be used to evaluate the model at the data point <tt>x</tt>.
106
+ # The coefficient vector <tt>c</tt> and covariance matrix <tt>cov</tt> are
107
+ # outputs from <tt>GSL::MultiFit::linear</tt>. The model output value and
108
+ # its error [<tt>y, yerr</tt>] are returned as an array.
109
+ #
110
+ # ---
111
+ # * GSL::MultiFit::Ndlinear.calc(x, c, w)
112
+ # * GSL::MultiFit::Ndlinear::Workspace#calc(x, c)
113
+ #
114
+ # This method is similar to <tt>GSL::MultiFit::Ndlinear.est</tt>, but does not compute the model error. It computes the model value at the data point <tt>x</tt> using the coefficient vector <tt>c</tt> and returns the model value.
115
+ #
116
+ # == {}[link:index.html"name="3] Examples
117
+ # This example program generates data from the 3D isotropic harmonic oscillator
118
+ # wavefunction (real part) and then fits a model to the data using B-splines in
119
+ # the r coordinate, Legendre polynomials in theta, and sines/cosines in phi.
120
+ # The exact form of the solution is (neglecting the normalization constant for
121
+ # simplicity) The example program models psi by default.
122
+ #
123
+ # #!/usr/bin/env ruby
124
+ # require("gsl")
125
+ #
126
+ # N_DIM = 3
127
+ # N_SUM_R = 10
128
+ # N_SUM_THETA = 10
129
+ # N_SUM_PHI = 9
130
+ # R_MAX = 3.0
131
+ #
132
+ # def psi_real_exact(k, l, m, r, theta, phi)
133
+ # rr = GSL::pow(r, l)*Math::exp(-r*r)*GSL::Sf::laguerre_n(k, l + 0.5, 2 * r * r)
134
+ # tt = GSL::Sf::legendre_sphPlm(l, m, Math::cos(theta))
135
+ # pp = Math::cos(m*phi)
136
+ # rr*tt*pp
137
+ # end
138
+ #
139
+ # basis_r = Proc.new { |r, y, params|
140
+ # params.eval(r, y)
141
+ # }
142
+ #
143
+ # basis_theta = Proc.new { |theta, y, params|
144
+ # for i in 0...N_SUM_THETA do
145
+ # y[i] = GSL::Sf::legendre_Pl(i, Math::cos(theta));
146
+ # end
147
+ # }
148
+ #
149
+ # basis_phi = Proc.new { |phi, y, params|
150
+ # for i in 0...N_SUM_PHI do
151
+ # if i%2 == 0
152
+ # y[i] = Math::cos(i*0.5*phi)
153
+ # else
154
+ # y[i] = Math::sin((i+1.0)*0.5*phi)
155
+ # end
156
+ # end
157
+ # }
158
+ #
159
+ #
160
+ # GSL::Rng::env_setup()
161
+ #
162
+ # k = 5
163
+ # l = 4
164
+ # m = 2
165
+ #
166
+ # NDATA = 3000
167
+ #
168
+ # N = [N_SUM_R, N_SUM_THETA, N_SUM_PHI]
169
+ # u = [basis_r, basis_theta, basis_phi]
170
+ #
171
+ # rng = GSL::Rng.alloc()
172
+ #
173
+ # bspline = GSL::BSpline.alloc(4, N_SUM_R - 2)
174
+ # bspline.knots_uniform(0.0, R_MAX)
175
+ #
176
+ # ndlinear = GSL::MultiFit::Ndlinear.alloc(N_DIM, N, u, bspline)
177
+ # multifit = GSL::MultiFit.alloc(NDATA, ndlinear.n_coeffs)
178
+ # vars = GSL::Matrix.alloc(NDATA, N_DIM)
179
+ # data = GSL::Vector.alloc(NDATA)
180
+ #
181
+ #
182
+ # for i in 0...NDATA do
183
+ # r = rng.uniform()*R_MAX
184
+ # theta = rng.uniform()*Math::PI
185
+ # phi = rng.uniform()*2*Math::PI
186
+ # psi = psi_real_exact(k, l, m, r, theta, phi)
187
+ # dpsi = rng.gaussian(0.05*psi)
188
+ #
189
+ # vars[i][0] = r
190
+ # vars[i][1] = theta
191
+ # vars[i][2] = phi
192
+ #
193
+ # data[i] = psi + dpsi
194
+ # end
195
+ #
196
+ # X = GSL::MultiFit::Ndlinear::design(vars, ndlinear)
197
+ #
198
+ # coeffs, cov, chisq, = GSL::MultiFit::linear(X, data, multifit)
199
+ #
200
+ # rsq = 1.0 - chisq/data.tss
201
+ # STDERR.printf("chisq = %e, Rsq = %f\n", chisq, rsq)
202
+ #
203
+ # eps_rms = 0.0
204
+ # volume = 0.0
205
+ # dr = 0.05;
206
+ # dtheta = 5.0 * Math::PI / 180.0
207
+ # dphi = 5.0 * Math::PI / 180.0
208
+ # x = GSL::Vector.alloc(N_DIM)
209
+ #
210
+ # r = 0.01
211
+ # while r < R_MAX do
212
+ # theta = 0.0
213
+ # while theta < Math::PI do
214
+ # phi = 0.0
215
+ # while phi < 2*Math::PI do
216
+ # dV = r*r*Math::sin(theta)*r*dtheta*dphi
217
+ # x[0] = r
218
+ # x[1] = theta
219
+ # x[2] = phi
220
+ #
221
+ # psi_model, err = GSL::MultiFit::Ndlinear.calc(x, coeffs, ndlinear)
222
+ # psi = psi_real_exact(k, l, m, r, theta, phi)
223
+ # err = psi_model - psi
224
+ # eps_rms += err * err * dV;
225
+ # volume += dV;
226
+ #
227
+ # if phi == 0.0
228
+ # printf("%e %e %e %e\n", r, theta, psi, psi_model)
229
+ # end
230
+ #
231
+ # phi += dphi
232
+ # end
233
+ # theta += dtheta
234
+ # end
235
+ # printf("\n");
236
+ # r += dr
237
+ # end
238
+ #
239
+ # eps_rms /= volume
240
+ # eps_rms = Math::sqrt(eps_rms)
241
+ # STDERR.printf("rms error over all parameter space = %e\n", eps_rms)
242
+ #
243
+ #
244
+ # {Reference index}[link:files/rdoc/ref_rdoc.html]
245
+ # {top}[link:files/rdoc/index_rdoc.html]
246
+ #
247
+ #
@@ -0,0 +1,348 @@
1
+ #
2
+ # = Nonlinear Least-Squares Fitting
3
+ # This chapter describes functions for multidimensional nonlinear least-squares
4
+ # fitting. The library provides low level components for a variety of iterative
5
+ # solvers and convergence tests. These can be combined by the user to achieve
6
+ # the desired solution, with full access to the intermediate steps of the
7
+ # iteration. Each class of methods uses the same framework, so that you can
8
+ # switch between solvers at runtime without needing to recompile your program.
9
+ # Each instance of a solver keeps track of its own state, allowing the solvers
10
+ # to be used in multi-threaded programs.
11
+ #
12
+ # Contents:
13
+ # 1. {Overview}[link:files/rdoc/nonlinearfit_rdoc.html#1]
14
+ # 1. {Initializing the Solver}[link:files/rdoc/nonlinearfit_rdoc.html#2]
15
+ # 1. {GSL::MultiFit::FdfSolver class}[link:files/rdoc/nonlinearfit_rdoc.html#2.1]
16
+ # 1. {Providing the function to be minimized}[link:files/rdoc/nonlinearfit_rdoc.html#3]
17
+ # 1. {GSL::MultiFit::Function_fdf class}[link:files/rdoc/nonlinearfit_rdoc.html#3.1]
18
+ # 1. {Iteration}[link:files/rdoc/nonlinearfit_rdoc.html#4]
19
+ # 1. {Search Stopping Parameters}[link:files/rdoc/nonlinearfit_rdoc.html#5]
20
+ # 1. {Computing the covariance matrix of best fit parameters}[link:files/rdoc/nonlinearfit_rdoc.html#6]
21
+ # 1. {Higher level interfaces}[link:files/rdoc/nonlinearfit_rdoc.html#7]
22
+ # 1. {Examples}[link:files/rdoc/nonlinearfit_rdoc.html#8]
23
+ # 1. {Fitting to user-defined functions}[link:files/rdoc/nonlinearfit_rdoc.html#8.1]
24
+ # 1. {Fitting to built-in functions}[link:files/rdoc/nonlinearfit_rdoc.html#8.2]
25
+ #
26
+ # == {}[link:index.html"name="1] Overview
27
+ # The problem of multidimensional nonlinear least-squares fitting requires the
28
+ # minimization of the squared residuals of n functions, f_i, in p parameters,
29
+ # x_i, All algorithms proceed from an initial guess using the linearization,
30
+ # where x is the initial point, p is the proposed step and J is the Jacobian
31
+ # matrix J_{ij} = d f_i / d x_j. Additional strategies are used to enlarge the
32
+ # region of convergence. These include requiring a decrease in the norm ||F||
33
+ # on each step or using a trust region to avoid steps which fall outside the
34
+ # linear regime.
35
+ #
36
+ # To perform a weighted least-squares fit of a nonlinear model Y(x,t) to data
37
+ # (t_i, y_i) with independent gaussian errors \sigma_i, use function components
38
+ # of the following form, Note that the model parameters are denoted by x in this
39
+ # chapter since the non-linear least-squares algorithms are described
40
+ # geometrically (i.e. finding the minimum of a surface). The independent
41
+ # variable of any data to be fitted is denoted by t.
42
+ #
43
+ # With the definition above the Jacobian is
44
+ # J_{ij} =(1 / \sigma_i) d Y_i / d x_j, where Y_i = Y(x,t_i).
45
+ #
46
+ # == {}[link:index.html"name="2] Initializing the Solver
47
+ #
48
+ # === {}[link:index.html"name="2.1] GSL::MultiFit::FdfSolver class
49
+ # ---
50
+ # * GSL::MultiFit::FdfSolver.alloc(T, n, p)
51
+ #
52
+ # This creates an instance of the <tt>GSL::MultiFit::FdfSolver</tt> class of
53
+ # type <tt>T</tt> for <tt>n</tt> observations and <tt>p</tt> parameters. The type <tt>T</tt>
54
+ # is given by a <tt>Fixnum</tt> constant or a <tt>String</tt>,
55
+ # * <tt>GSL::MultiFit::LMSDER</tt> or <tt>"lmsder"</tt>
56
+ # * <tt>GSL::MultiFit::LMDER</tt> or <tt>"lmder"</tt>
57
+ # For example, the following code creates an instance of a Levenberg-Marquardt
58
+ # solver for 100 data points and 3 parameters,
59
+ #
60
+ # solver = MultiFit::FdfSolver.alloc(MultiFit::LMDER, 100, 3)
61
+ #
62
+ # ---
63
+ # * GSL::MultiFit::FdfSolver#set(f, x)
64
+ #
65
+ # This method initializes, or reinitializes, an existing solver <tt>self</tt>
66
+ # to use the function <tt>f</tt> and the initial guess <tt>x</tt>. The function <tt>f</tt>
67
+ # is an instance of the <tt>GSL::MultiFit::Function_fdf</tt> class (see below). The
68
+ # initial guess of the parameters <tt>x</tt> is given by a {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object.
69
+ #
70
+ # ---
71
+ # * GSL::MultiFit::FdfSolver#name
72
+ #
73
+ # This returns the name of the solver <tt>self</tt> as a String.
74
+ #
75
+ #
76
+ # ---
77
+ # * GSL::MultiFit::FdfSolver#x
78
+ # * GSL::MultiFit::FdfSolver#dx
79
+ # * GSL::MultiFit::FdfSolver#f
80
+ # * GSL::MultiFit::FdfSolver#J
81
+ # * GSL::MultiFit::FdfSolver#jacobian
82
+ # * GSL::MultiFit::FdfSolver#jac
83
+ #
84
+ # Access to the members (see <tt>gsl_multifit_nlin.h</tt>)
85
+ #
86
+ # == {}[link:index.html"name="3] Providing the function to be minimized
87
+ # === {}[link:index.html"name="3.1] GSL::MultiFit::Function_fdf class
88
+ # ---
89
+ # * GSL::MultiFit::Function_fdf.alloc()
90
+ # * GSL::MultiFit::Function_fdf.alloc(f, df, p)
91
+ # * GSL::MultiFit::Function_fdf.alloc(f, df, fdf, p)
92
+ #
93
+ # Constructor for the <tt>Function_fdf</tt> class, to a
94
+ # function with <tt>p</tt> parameters, The first two or three arguments are Ruby Proc objects
95
+ # to evaluate the function to minimize and its derivative (Jacobian).
96
+ #
97
+ # ---
98
+ # * GSL::MultiFit::Function_fdf#set_procs(f, df, p)
99
+ # * GSL::MultiFit::Function_fdf#set_procs(f, df, fdf, p)
100
+ #
101
+ # This initialize of reinitialize the function <tt>self</tt> with <tt>p</tt> parameters
102
+ # by two or three Proc objects <tt>f, df</tt> and <tt>fdf</tt>.
103
+ #
104
+ # ---
105
+ # * GSL::MultiFit::Function_fdf#set_data(t, y)
106
+ # * GSL::MultiFit::Function_fdf#set_data(t, y, sigma)
107
+ #
108
+ # This sets the data <tt>t, y, sigma</tt> of length <tt>n</tt>, to the function <tt>self</tt>.
109
+ #
110
+ # == {}[link:index.html"name="4] Iteration
111
+ # ---
112
+ # * GSL::MultiFit::FdfSolver#iterate
113
+ #
114
+ # THis performs a single iteration of the solver <tt>self</tt>. If the iteration
115
+ # encounters an unexpected problem then an error code will be returned.
116
+ # The solver maintains a current estimate of the best-fit parameters at all
117
+ # times. This information can be accessed with the method <tt>position</tt>.
118
+ #
119
+ # ---
120
+ # * GSL::MultiFit::FdfSolver#position
121
+ #
122
+ # This returns the current position (i.e. best-fit parameters) of the solver
123
+ # <tt>self</tt>, as a <tt>GSL::Vector</tt> object.
124
+ #
125
+ #
126
+ # == {}[link:index.html"name="5] Search Stopping Parameters
127
+ # A minimization procedure should stop when one of the following conditions is true:
128
+ # * A minimum has been found to within the user-specified precision.
129
+ # * A user-specified maximum number of iterations has been reached.
130
+ # * An error has occurred.
131
+ # The handling of these conditions is under user control. The method below allows
132
+ # the user to test the current estimate of the best-fit parameters.
133
+ #
134
+ # ---
135
+ # * GSL::MultiFit::FdfSolver#test_delta(epsabs, epsrel)
136
+ #
137
+ # This method tests for the convergence of the sequence by comparing the last
138
+ # step with the absolute error <tt>epsabs</tt> and relative error (<tt>epsrel</tt>
139
+ # to the current position. The test returns <tt>GSL::SUCCESS</tt> if the following
140
+ # condition is achieved,
141
+ # |dx_i| < epsabs + epsrel |x_i|
142
+ # for each component of <tt>x</tt> and returns <tt>GSL::CONTINUE</tt> otherwise.
143
+ #
144
+ # ---
145
+ # * GSL::MultiFit::FdfSolver#test_gradient(g, epsabs)
146
+ # * GSL::MultiFit::FdfSolver#test_gradient(epsabs)
147
+ #
148
+ # This function tests the residual gradient <tt>g</tt> against the absolute error
149
+ # bound <tt>epsabs</tt>. If <tt>g</tt> is not given, it is calculated internally.
150
+ # Mathematically, the gradient should be exactly zero at the minimum.
151
+ # The test returns <tt>GSL::SUCCESS</tt> if the following condition is achieved,
152
+ # \sum_i |g_i| < epsabs
153
+ # and returns <tt>GSL::CONTINUE</tt> otherwise. This criterion is suitable for
154
+ # situations where the precise location of the minimum, x, is unimportant provided
155
+ # a value can be found where the gradient is small enough.
156
+ #
157
+ # ---
158
+ # * GSL::MultiFit::FdfSolver#gradient
159
+ #
160
+ # This method returns the gradient g of \Phi(x) = (1/2) ||F(x)||^2 from the
161
+ # Jacobian matrix and the function values, using the formula g = J^T f.
162
+ #
163
+ # ---
164
+ # * GSL::MultiFit.test_delta(dx, x, epsabs, epsrel)
165
+ # * GSL::MultiFit.test_gradient(g, epsabs)
166
+ # * GSL::MultiFit.gradient(jac, f, g)
167
+ # * GSL::MultiFit.covar(jac, epsrel)
168
+ # * GSL::MultiFit.covar(jac, epsrel, covar)
169
+ #
170
+ # Singleton methods of the <tt>GSL::MultiFit</tt> module.
171
+ #
172
+ #
173
+ # == {}[link:index.html"name="6] Computing the covariance matrix of best fit parameters
174
+ # ---
175
+ # * GSL::MultiFit.covar(J, epsrel)
176
+ # * GSL::MultiFit.covar(J, epsrel, covar)
177
+ #
178
+ # This method uses the Jacobian matrix <tt>J</tt> to compute the covariance
179
+ # matrix of the best-fit parameters. If an existing matrix <tt>covar</tt> is given,
180
+ # it is overwritten, and if not, this method returns a new matrix.
181
+ # The parameter <tt>epsrel</tt> is used to remove linear-dependent columns when
182
+ # <tt>J</tt> is rank deficient.
183
+ #
184
+ # The covariance matrix is given by,
185
+ # covar = (J^T J)^{-1}
186
+ # and is computed by QR decomposition of <tt>J</tt> with column-pivoting.
187
+ # Any columns of R which satisfy
188
+ # |R_{kk}| <= epsrel |R_{11}|
189
+ # are considered linearly-dependent and are excluded from the covariance matrix
190
+ # (the corresponding rows and columns of the covariance matrix are set to zero).
191
+ #
192
+ # == {}[link:index.html"name="7] Higher level interfaces
193
+ # ---
194
+ # * GSL::MultiFit::FdfSolver.fit(x, y, type[, guess])
195
+ # * GSL::MultiFit::FdfSolver.fit(x, w, y, type[, guess])
196
+ #
197
+ # This method uses <tt>FdfSolver</tt> with the LMSDER algorithm to fit the data
198
+ # <tt>[x, y]</tt> to a function of type <tt>type</tt>. The returned value is
199
+ # an array of 4 elements, <tt>[coef, err, chisq, dof]</tt>,
200
+ # where <tt>coef</tt> is an array of the fitting coefficients, <tt>err</tt> contains
201
+ # errors in estimating <tt>coef</tt>, <tt>chisq</tt> is the
202
+ # chi-squared, and <tt>dof</tt> is the degree-of-freedom in the fitting
203
+ # which equals to (data length - number of fitting coefficients). The optional
204
+ # argument <tt>guess</tt> is an array of initial guess of the coefficients.
205
+ # The fitting type <tt>type</tt> is given by a <tt>String</tt> as follows.
206
+ # * <tt>"gaussian"</tt>: Gaussian fit,
207
+ # <tt>y = y0 + A exp(-(x-x0)^2/2/var)</tt>, <tt>coef = [y0, A, x0, var]</tt>
208
+ # * <tt>"gaussian_2peaks"</tt>: 2-peak Gaussian fit,
209
+ # <tt>y = y0 + A1 exp(-(x-x1)^2/2/var1) + A2 exp(-(x-x2)^2/2/var2)</tt>, <tt>coef = [y0, A1, x1, var1, A2, x2, var2]</tt>
210
+ # * <tt>"exp"</tt>: Exponential fit,
211
+ # <tt>y = y0 + A exp(-b x)</tt>, <tt>coef = [y0, A, b]</tt>
212
+ # * <tt>"dblexp"</tt>: Double exponential fit,
213
+ # <tt>y = y0 + A1 exp(-b1 x) + A2 exp(-b2 x)</tt>, <tt>coef = [y0, A1, b1, A2, b2]</tt>
214
+ # * <tt>"sin"</tt>: Sinusoidal fit,
215
+ # <tt>y = y0 + A sin(f x + phi)</tt>, <tt>coef = [y0, A, f, phi]</tt>
216
+ # * <tt>"lor"</tt>: Lorentzian peak fit,
217
+ # <tt>y = y0 + A/((x-x0)^2 + B)</tt>, <tt>coef = [y0, A, x0, B]</tt>
218
+ # * <tt>"hill"</tt>: Hill's equation fit,
219
+ # <tt>y = y0 + (m - y0)/(1 + (xhalf/x)^r)</tt>, <tt>coef = [y0, n, xhalf, r]</tt>
220
+ # * <tt>"sigmoid"</tt>: Sigmoid (Fermi-Dirac) function fit,
221
+ # <tt>y = y0 + m/(1 + exp((x0-x)/r))</tt>, <tt>coef = [y0, m, x0, r]</tt>
222
+ # * <tt>"power"</tt>: Power-law fit,
223
+ # <tt>y = y0 + A x^r</tt>, <tt>coef = [y0, A, r]</tt>
224
+ # * <tt>"lognormal"</tt>: Lognormal peak fit,
225
+ # <tt>y = y0 + A exp[ -(log(x/x0)/width)^2 ]</tt>, <tt>coef = [y0, A, x0, width]</tt>
226
+ #
227
+ # See {Linear fitting}[link:files/rdoc/fit_rdoc.html#2.3] for linear and polynomical fittings.
228
+ #
229
+ # == {}[link:index.html"name="8] Examples
230
+ # === {}[link:index.html"name="8.1] Fitting to user-defined functions
231
+ #
232
+ # The following example program fits a weighted exponential model with background
233
+ # to experimental data, Y = A exp(-lambda t) + b. The first part of the program sets
234
+ # up the functions <tt>procf</tt> and <tt>procdf</tt> to calculate the model and its Jacobian.
235
+ # The appropriate fitting function is given by,
236
+ # f_i = ((A exp(-lambda t_i) + b) - y_i)/sigma_i
237
+ # where we have chosen t_i = i. The Jacobian matrix <tt>jac</tt> is the derivative of
238
+ # these functions with respect to the three parameters (A, lambda, b). It is given by,
239
+ # J_{ij} = d f_i / d x_j
240
+ # where x_0 = A, x_1 = lambda and x_2 = b.
241
+ #
242
+ #
243
+ # require("gsl")
244
+ # include GSL::MultiFit
245
+ #
246
+ # # x: Vector, list of the parameters to determine
247
+ # # t, y, sigma: Vectors, observational data
248
+ # # f: Vector, function to minimize
249
+ # procf = Proc.new { |x, t, y, sigma, f|
250
+ # a = x[0]
251
+ # lambda = x[1]
252
+ # b = x[2]
253
+ # n = t.size
254
+ # for i in 0...n do
255
+ # yi = a*Math::exp(-lambda*t[i]) + b
256
+ # f[i] = (yi - y[i])/sigma[i]
257
+ # end
258
+ # }
259
+ #
260
+ # # jac: Matrix, Jacobian
261
+ # procdf = Proc.new { |x, t, y, sigma, jac|
262
+ # a = x[0]
263
+ # lambda = x[1]
264
+ # n = t.size
265
+ # for i in 0...n do
266
+ # ti = t[i]
267
+ # si = sigma[i]
268
+ # ei = Math::exp(-lambda*ti)
269
+ # jac.set(i, 0, ei/si)
270
+ # jac.set(i, 1, -ti*a*ei/si)
271
+ # jac.set(i, 2, 1.0/si)
272
+ # end
273
+ # }
274
+ #
275
+ # f = GSL::MultiFit::Function_fdf.alloc(procf, procdf, 2)
276
+ #
277
+ # # Create data
278
+ # r = GSL::Rng.alloc()
279
+ # t = GSL::Vector.alloc(n)
280
+ # y = GSL::Vector.alloc(n)
281
+ # sigma = Vector.alloc(n)
282
+ # for i in 0...n do
283
+ # t[i] = i
284
+ # y[i] = 1.0 + 5*Math::exp(-0.1*t[i]) + r.gaussian(0.1)
285
+ # sigma[i] = 0.1
286
+ # end
287
+ #
288
+ # f.set_data(t, y, sigma)
289
+ # x = GSL::Vector.alloc(1.0, 0.0, 0.0) # initial guess
290
+ #
291
+ # solver = GSL::FdfSolver.alloc(FdfSolver::LMSDER, n, np)
292
+ #
293
+ # solver.set(f, x)
294
+ #
295
+ # iter = 0
296
+ # solver.print_state(iter)
297
+ # begin
298
+ # iter += 1
299
+ # status = solver.iterate
300
+ # solver.print_state(iter)
301
+ # status = solver.test_delta(1e-4, 1e-4)
302
+ # end while status == GSL::CONTINUE and iter < 500
303
+ #
304
+ # covar = solver.covar(0.0)
305
+ # position = solver.position
306
+ # chi2 = pow_2(solver.f.dnrm2)
307
+ # dof = n - np
308
+ # printf("A = %.5f +/- %.5f\n", position[0], Math::sqrt(chi2/dof*covar[0][0]))
309
+ # printf("lambda = %.5f +/- %.5f\n", position[1], Math::sqrt(chi2/dof*covar[1][1]))
310
+ # printf("b = %.5f +/- %.5f\n", position[2], Math::sqrt(chi2/dof*covar[2][2]))
311
+ #
312
+ #
313
+ # === {}[link:index.html"name="8.2] Fitting to built-in functions
314
+ # #!/usr/bin/env ruby
315
+ # require("gsl")
316
+ # include MultiFit
317
+ #
318
+ # N = 100
319
+ #
320
+ # y0 = 1.0
321
+ # A = 2.0
322
+ # x0 = 3.0
323
+ # w = 0.5
324
+ #
325
+ # r = Rng.alloc
326
+ # x = Vector.linspace(0.01, 10, N)
327
+ # sig = 1
328
+ # # Lognormal function with noise
329
+ # y = y0 + A*Sf::exp(-pow_2(Sf::log(x/x0)/w)) + 0.1*Ran::gaussian(r, sig, N)
330
+ #
331
+ # guess = [0, 3, 2, 1]
332
+ # coef, err, chi2, dof = MultiFit::FdfSolver.fit(x, y, "lognormal", guess)
333
+ # y0 = coef[0]
334
+ # amp = coef[1]
335
+ # x0 = coef[2]
336
+ # w = coef[3]
337
+ #
338
+ # graph(x, y, y0+amp*Sf::exp(-pow_2(Sf::log(x/x0)/w)))
339
+ #
340
+ #
341
+ # {prev}[link:files/rdoc/fit_rdoc.html]
342
+ # {next}[link:files/rdoc/bspline_rdoc.html]
343
+ #
344
+ # {Reference index}[link:files/rdoc/ref_rdoc.html]
345
+ # {top}[link:files/rdoc/index_rdoc.html]
346
+ #
347
+ #
348
+ #