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/qrng.rdoc
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#
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# = Quasi-Random Sequences
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#
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# This chapter describes the quasi-random sequence generator <tt>GSL::QRng</tt>
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# of arbitrary dimensions. A quasi-random sequence progressively covers
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# a d-dimensional space with a set of points that are uniformly distributed.
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# Quasi-random sequences are also known as low-discrepancy sequences.
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# The quasi-random sequence generators use an interface that is similar
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# to the interface for random number generators.
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#
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# Contents:
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# 1. {Quasi-random number generator initialization}[link:files/rdoc/qrng_rdoc.html#1]
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# 1. {Sampling from a quasi-random number generator}[link:files/rdoc/qrng_rdoc.html#2]
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# 1. {Auxiliary quasi-random number generator functions}[link:files/rdoc/qrng_rdoc.html#3]
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# 1. {Saving and resorting quasi-random number generator state}[link:files/rdoc/qrng_rdoc.html#4]
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# 1. {Quasi-random number generator algorithms}[link:files/rdoc/qrng_rdoc.html#5]
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#
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# == {}[link:index.html"name="1] Quasi-random number generator initialization
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#
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# ---
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# * GSL::QRng.alloc(T, d)
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#
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# This returns a GSL::QRng object, a quasi-random sequence generator of type <tt>T</tt> and dimension <tt>d</tt>.
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#
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# ---
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# * GSL::QRng::init
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#
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# This reinitializes the generator to its starting point.
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#
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# == {}[link:index.html"name="2] Sampling from a quasi-random number generator
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#
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# ---
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# * GSL::QRng::get(x)
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#
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# This calculate the next point <tt>x</tt> from the sequence generator. Here <tt>x</tt> is an instance of the {GSL::Vector}[link:files/rdoc/vector_rdoc.html] class. The space available for <tt>x</tt> must match the dimension of the generator. The point <tt>x</tt> will lie in the range 0 < x_i < 1 for each x_i.
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#
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# This is used as
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# q = QRng.alloc(QRng::SOBOL, dim)
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# v = Vector.alloc(dim)
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# for i in 0..1024 do
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# q.get(v)
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# printf("%.5f %.5f\n", v[0], v[1])
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# end
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#
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# == {}[link:index.html"name="3] Auxiliary quasi-random number generator functions
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#
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# ---
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# * GSL::QRng::name
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#
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# Returns the name of the generator <tt>self</tt>.
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#
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# ---
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# * GSL::QRng::size
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#
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#
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# == {}[link:index.html"name="4] Saving and resorting quasi-random number generator state
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# ---
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# * GSL::QRng::clone
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# * GSL::QRng::duplicate
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#
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# Return a newly created generator which is an exact copy of the generator <tt>self</tt>.
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# == {}[link:index.html"name="5] Quasi-random number generator algorithms
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# In creating a generator by the method <tt>GSL::QRng.alloc(T, d)</tt>,
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# the algorithm type <tt>T</tt> is given by a String or a Fixnum constant.
|
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# The following quasi-random sequence algorithms are available,
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#
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# * "<tt>niederreiter_2</tt>" (String)
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# * <tt>GSL::QRng::NIEDERREITER_2</tt> (Fixnum)
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#
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# The generator of this type uses the algorithm described in Bratley, Fox, Niederreiter, ACM Trans. Model. Comp. Sim. 2, 195 (1992). It is valid up to 12 dimensions.
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#
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# * "<tt>sobol</tt>" (String)
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# * <tt>GSL::QRng::SOBOL</tt> (Fixnum)
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#
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# This generator uses the Sobol sequence described in Antonov, Saleev, USSR Comput. Maths. Math. Phys. 19, 252 (1980). It is valid up to 40 dimensions.
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#
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# * "<tt>halton</tt>" (String)
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# * <tt>GSL::QRng::HALTON</tt> (Fixnum)
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# * "<tt>reversehalton</tt>" (String)
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# * <tt>GSL::QRng::REVERSEHALTON</tt> (Fixnum)
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#
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# (GSL-1.11 or later) These generators use the Halton and reverse Halton sequences described in J.H. Halton, Numerische Mathematik 2, 84-90 (1960) and B. Vandewoestyne and R. Cools Computational and Applied Mathematics 189, 1&2, 341-361 (2006). They are valid up to 1229 dimensions.
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#
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# {prev}[link:files/rdoc/rng_rdoc.html]
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# {next}[link:files/rdoc/randist_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/randist.rdoc
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#
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# = Random Number Distributions
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# This chapter describes functions for generating random variates and computing
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# their probability distributions. Samples from the distributions described
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# in this chapter can be obtained using any of the random number generators
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# in the library as an underlying source of randomness.
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#
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# In the simplest cases a non-uniform distribution can be obtained analytically
|
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# from the uniform distribution of a random number generator by applying an
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# appropriate transformation. This method uses one call to the random number
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# generator. More complicated distributions are created by the
|
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# acceptance-rejection method, which compares the desired distribution against
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# a distribution which is similar and known analytically. This usually requires
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# several samples from the generator.
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#
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# The library also provides cumulative distribution functions and inverse
|
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# cumulative distribution functions, sometimes referred to as quantile
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# functions. The cumulative distribution functions and their inverses are
|
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# computed separately for the upper and lower tails of the distribution,
|
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# allowing full accuracy to be retained for small results.
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#
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# Contents:
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# 1. {Introduction}[link:files/rdoc/randist_rdoc.html#1]
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# 1. {The Gaussian Distribution}[link:files/rdoc/randist_rdoc.html#2]
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# 1. {The Gaussian Tail Distribution}[link:files/rdoc/randist_rdoc.html#3]
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# ...
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# and more, see {the GSL reference}[http://www.gnu.org/software/gsl/manual/"target="_top]
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# 1. {Shuffling and Sampling}[link:files/rdoc/randist_rdoc.html#7]
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#
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# == {}[link:index.html"name="1] Introduction
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# Continuous random number distributions are defined by a probability density
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# function, p(x), such that the probability of x occurring in the
|
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# infinitesimal range x to x+dx is p dx.
|
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#
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# The cumulative distribution function for the lower tail P(x) is defined by the
|
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# integral, and gives the probability of a variate taking a value less than x.
|
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#
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# The cumulative distribution function for the upper tail Q(x) is defined by the
|
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# integral, and gives the probability of a variate taking a value greater than
|
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# x.
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#
|
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# The upper and lower cumulative distribution functions are related
|
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# by P(x) + Q(x) = 1 and satisfy 0 <= P(x) <= 1, 0 <= Q(x) <= 1.
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#
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# The inverse cumulative distributions, x=P^{-1}(P) and x=Q^{-1}(Q) give the
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# values of x which correspond to a specific value of P or Q. They can be used
|
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# to find confidence limits from probability values.
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#
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# For discrete distributions the probability of sampling the integer value k is
|
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# given by p(k), where \sum_k p(k) = 1. The cumulative distribution for the
|
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# lower tail P(k) of a discrete distribution is defined as, where the sum is
|
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# over the allowed range of the distribution less than or equal to k.
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#
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# The cumulative distribution for the upper tail of a discrete distribution Q(k)
|
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# is defined as giving the sum of probabilities for all values greater than k.
|
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# These two definitions satisfy the identity P(k)+Q(k)=1.
|
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#
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# If the range of the distribution is 1 to n inclusive then P(n)=1, Q(n)=0
|
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# while P(1) = p(1), Q(1)=1-p(1).
|
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#
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#
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#
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# == {}[link:index.html"name="2] The Gaussian Distribution
|
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# ---
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# * GSL::Rng#gaussian(sigma = 1)
|
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# * GSL::Ran::gaussian(rng, sigma = 1)
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# * GSL::Rng#ugaussian
|
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# * GSL::Ran::ugaussian
|
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#
|
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# These return a Gaussian random variate, with mean zero and standard
|
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# deviation <tt>sigma</tt>.
|
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#
|
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# ---
|
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# * GSL::Ran::gaussian_pdf(x, sigma = 1)
|
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#
|
76
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# Computes the probability density p(x) at <tt>x</tt> for a Gaussian distribution
|
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# with standard deviation <tt>sigma</tt>.
|
78
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#
|
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# ---
|
80
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# * GSL::Rng#gaussian_ratio_method(sigma = 1)
|
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# * GSL::Ran::gaussian_ratio_method(rng, sigma = 1)
|
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+
#
|
83
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# Use Kinderman-Monahan ratio method.
|
84
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#
|
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+
# ---
|
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# * GSL::Cdf::gaussian_P(x, sigma = 1)
|
87
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# * GSL::Cdf::gaussian_Q(x, sigma = 1)
|
88
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# * GSL::Cdf::gaussian_Pinv(P, sigma = 1)
|
89
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+
# * GSL::Cdf::gaussian_Qinv(Q, sigma = 1)
|
90
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+
# * GSL::Cdf::ugaussian_P(x)
|
91
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+
# * GSL::Cdf::ugaussian_Q(x)
|
92
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+
# * GSL::Cdf::ugaussian_Pinv(P)
|
93
|
+
# * GSL::Cdf::ugaussian_Qinv(Q)
|
94
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+
#
|
95
|
+
# These methods compute the cumulative distribution functions P(x), Q(x)
|
96
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+
# and their inverses for the Gaussian distribution with standard
|
97
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# deviation <tt>sigma</tt>.
|
98
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+
#
|
99
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# == {}[link:index.html"name="3] The Gaussian Tail Distribution
|
100
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+
# ---
|
101
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# * GSL::Rng#gaussian_tail(a, sigma = 1)
|
102
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+
# * GSL::Ran#gaussian_tail(rng, a, sigma = 1)
|
103
|
+
# * GSL::Rng#ugaussian_tail(a)
|
104
|
+
# * GSL::Ran#ugaussian_tail(rng)
|
105
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+
#
|
106
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+
# These methods provide random variates from the upper tail of a Gaussian
|
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# distribution with standard deviation <tt>sigma</tt>.
|
108
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+
# The values returned are larger than the lower limit <tt>a</tt>, which must be positive.
|
109
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#
|
110
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+
# ---
|
111
|
+
# * GSL::Ran::gaussian_tail_pdf(x, a, sigma = 1)
|
112
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+
# * GSL::Ran::ugaussian_tail_pdf(x, a)
|
113
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+
#
|
114
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+
# These methods compute the probability density p(x) at <tt>x</tt> for a Gaussian
|
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# tail distribution with standard deviation <tt>sigma</tt>
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# and lower limit <tt>a</tt>.
|
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#
|
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# == {}[link:index.html"name="4] The Bivariate Gaussian Distribution
|
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# ---
|
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# * GSL::Rng#bivariate_gaussian(sigma_x, sigma_y, rho)
|
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# * GSL::Ran::bivariate_gaussian(rng, sigma_x, sigma_y, rho)
|
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+
#
|
123
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# These methods generate a pair of correlated gaussian variates,
|
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# with mean zero, correlation coefficient <tt>rho</tt> and standard deviations
|
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# <tt>sigma_x</tt> and <tt>sigma_y</tt> in the x and y directions.
|
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#
|
127
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# ---
|
128
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# * GSL::Ran::bivariate_gaussian_pdf(x, y, sigma_x, sigma_y, rho)
|
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+
#
|
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+
# This method computes the probability density p(x,y) at <tt>(x,y)</tt>
|
131
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# for a bivariate gaussian distribution with standard deviations
|
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# <tt>sigma_x, sigma_y</tt> and correlation coefficient <tt>rho</tt>.
|
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#
|
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# == {}[link:index.html"name="5] The Exponential Distribution
|
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# ---
|
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# * GSL::Rng#exponential(mu)
|
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+
# * GSL::Ran::exponential(rng, mu)
|
138
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+
#
|
139
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+
# These methods return a random variate from the exponential
|
140
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+
# distribution with mean <tt>mu</tt>.
|
141
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+
#
|
142
|
+
# ---
|
143
|
+
# * GSL::Ran::exponential_pdf(x, mu)
|
144
|
+
#
|
145
|
+
# This method computes the probability density p(x) at <tt>x</tt>
|
146
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+
# for an exponential distribution with mean <tt>mu</tt>.
|
147
|
+
#
|
148
|
+
# ---
|
149
|
+
# * GSL::Cdf::exponential_P(x, mu)
|
150
|
+
# * GSL::Cdf::exponential_Q(x, mu)
|
151
|
+
# * GSL::Cdf::exponential_Pinv(P, mu)
|
152
|
+
# * GSL::Cdf::exponential_Qinv(Q, mu)
|
153
|
+
#
|
154
|
+
# These methods compute the cumulative distribution functions P(x), Q(x)
|
155
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# and their inverses for the exponential distribution with mean <tt>mu</tt>.
|
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#
|
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# == {}[link:index.html"name="6] The Laplace Distribution
|
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+
# ---
|
159
|
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# * GSL::Rng#laplace(a)
|
160
|
+
# * GSL::Ran::laplace(rng, a)
|
161
|
+
#
|
162
|
+
# These methods return a random variate from the Laplace distribution
|
163
|
+
# with width <tt>a</tt>.
|
164
|
+
#
|
165
|
+
# ---
|
166
|
+
# * GSL::Ran::laplace_pdf(x, a)
|
167
|
+
#
|
168
|
+
# This method computes the probability density p(x) at <tt>x</tt>
|
169
|
+
# for a Laplace distribution with width <tt>a</tt>.
|
170
|
+
#
|
171
|
+
# ---
|
172
|
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# * GSL::Cdf::laplace_P(x, a)
|
173
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# * GSL::Cdf::laplace_Q(x, a)
|
174
|
+
# * GSL::Cdf::laplace_Pinv(P, a)
|
175
|
+
# * GSL::Cdf::laplace_Qinv(Q, a)
|
176
|
+
#
|
177
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+
# These methods compute the cumulative distribution functions P(x), Q(x)
|
178
|
+
# and their inverses for the Laplace distribution with width <tt>a</tt>.
|
179
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+
#
|
180
|
+
# ---
|
181
|
+
# * GSL::Rng#exppow(a, b)
|
182
|
+
# * GSL::Rng#cauchy(a)
|
183
|
+
# * GSL::Rng#rayleigh(sigma)
|
184
|
+
# * GSL::Rng#rayleigh_tail(a, sigma)
|
185
|
+
# * GSL::Rng#landau()
|
186
|
+
# * GSL::Rng#levy(c, alpha)
|
187
|
+
# * GSL::Rng#levy_skew(c, alpha, beta)
|
188
|
+
# * GSL::Rng#gamma(a, b)
|
189
|
+
# * GSL::Rng#flat(a, b)
|
190
|
+
# * GSL::Rng#lognormal(zeta, sigma)
|
191
|
+
# * GSL::Rng#chisq(nu)
|
192
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# * GSL::Rng#fdist(nu1, nu2)
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# * GSL::Rng#tdist(nu)
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# * GSL::Rng#beta(a, b)
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# * GSL::Rng#logistic(a)
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# * GSL::Rng#pareto(a, b)
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#
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# ...
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#
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# and more, see {the GSL reference}[http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC286"target="_top].
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#
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# == {}[link:index.html"name="7] Shuffling and Sampling
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# ---
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# * GSL::Rng#shuffle(v, n)
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#
|
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# This randomly shuffles the order of <tt>n</tt> objects,
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# stored in the {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object <tt>v</tt>.
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# ---
|
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# * GSL::Rng#choose(v, k)
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#
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# This returns a {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object with <tt>k</tt> objects
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# taken randomly from the {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object <tt>v</tt>.
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#
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# The objects are sampled without replacement, thus each object can only
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# appear once in the returned vector. It is required that <tt>k</tt> be less
|
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# than or equal to the length of the vector <tt>v</tt>.
|
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#
|
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# ---
|
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# * GSL::Rng#sample(v, k)
|
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#
|
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# This method is like the method <tt>choose</tt> but samples <tt>k</tt> items
|
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# from the original vector <tt>v</tt> with replacement, so the same object
|
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# can appear more than once in the output sequence. There is no requirement
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# that <tt>k</tt> be less than the length of <tt>v</tt>.
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#
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# {prev}[link:files/rdoc/qrng_rdoc.html]
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# {next}[link:files/rdoc/stats_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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ADDED
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#
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# = {Ruby/GSL Reference}[link:files/rdoc/ref_rdoc.html"target="_parent]
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# (See also {Gnu Scientific Library -- Reference Manual}[http://www.gnu.org/software/gsl/manual/html_node/"target="_top])
|
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#
|
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# == {}[link:index.html"name="1] Front Matter
|
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# This document describes the modules, classes and the methods of Ruby/GSL. This
|
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# includes cut-and-paste from the
|
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# {GNU Scientific Library -- Reference Manual}[http://www.gnu.org/software/gsl/manual/html_node/"target="_top],
|
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# and documents of the extention libraries.
|
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#
|
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# === {}[link:index.html"name="1.1] Copyright of the GSL Reference
|
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#
|
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# Copyright 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006,
|
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# 2007, 2008 The GSL Team.
|
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#
|
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# Permission is granted to copy, distribute and/or modify this document under the
|
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|
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# terms of the GNU Free Documentation License, Version 1.3 or any later version
|
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# published by the Free Software Foundation; with the Invariant Sections being
|
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# "GNU General Public License" and "Free Software Needs Free Documentation", the
|
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# Front-Cover text being "A GNU Manual", and with the Back-Cover Text being (a)
|
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# (see below). A copy of the license is included in the section entitled "GNU
|
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|
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# Free Documentation License". (a) The Back-Cover Text is: "You have the freedom
|
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|
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# to copy and modify this GNU Manual."
|
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#
|
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# === {}[link:index.html"name="1.2] Copyright of this reference
|
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#
|
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# 2009,2010 Yoshiki Tsunesada, David MacMahon
|
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#
|
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# Permission is granted to copy, distribute and/or modify this document under
|
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|
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# the terms of the GNU Free Documentation License.
|
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#
|
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# == {}[link:index.html"name="2] Ruby/GSL Reference
|
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#
|
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|
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# 1. {Introduction}[link:files/rdoc/intro_rdoc.html]
|
35
|
+
# 1. {Using Ruby/GSL}[link:files/rdoc/use_rdoc.html]
|
36
|
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# 1. {Error Handling}[link:files/rdoc/ehandling_rdoc.html]
|
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|
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# 1. {Mathematical Functions}[link:files/rdoc/math_rdoc.html]
|
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|
+
# 1. {Complex Numbers}[link:files/rdoc/complex_rdoc.html]
|
39
|
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# 1. {Polynomials}[link:files/rdoc/poly_rdoc.html]
|
40
|
+
# 1. {Special Functions}[link:files/rdoc/sf_rdoc.html]
|
41
|
+
# 1. {Vectors}[link:files/rdoc/vector_rdoc.html] and {Matrices}[link:files/rdoc/matrix_rdoc.html]
|
42
|
+
# 1. {Permutations}[link:files/rdoc/perm_rdoc.html]
|
43
|
+
# 1. {Combinations}[link:files/rdoc/combi_rdoc.html]
|
44
|
+
--
|
45
|
+
# 1. {Multiset}[link:files/rdoc/sort_rdoc.html] (GSL-1.14)
|
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|
+
++
|
47
|
+
# 1. {Sorting}[link:files/rdoc/sort_rdoc.html]
|
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|
+
# 1. {BLAS Support}[link:files/rdoc/blas_rdoc.html]
|
49
|
+
# 1. {Linear Algebra}[link:files/rdoc/linalg_rdoc.html]
|
50
|
+
# 1. {Eigen Systems}[link:files/rdoc/eigen_rdoc.html]
|
51
|
+
# 1. {Fast Fourier Transform}[link:files/rdoc/fft_rdoc.html]
|
52
|
+
# 1. {Numerical Integration}[link:files/rdoc/integration_rdoc.html]
|
53
|
+
# 1. {Random Number Generation}[link:files/rdoc/rng_rdoc.html]
|
54
|
+
# 1. {Quasi-Random Sequences}[link:files/rdoc/qrng_rdoc.html]
|
55
|
+
# 1. {Random Number Distributions}[link:files/rdoc/randist_rdoc.html]
|
56
|
+
# 1. {Statistics}[link:files/rdoc/stats_rdoc.html]
|
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|
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# 1. {1d-Histograms}[link:files/rdoc/hist_rdoc.html], {2d-Histograms}[link:files/rdoc/hist2d_rdoc.html] and {3d-Histograms}[link:files/rdoc/hist3d_rdoc.html]
|
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|
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# 1. {N-tuples}[link:files/rdoc/ntuple_rdoc.html]
|
59
|
+
# 1. {Monte-Carlo Integration}[link:files/rdoc/monte_rdoc.html]
|
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|
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# 1. {Simulated Annealing}[link:files/rdoc/siman_rdoc.html]
|
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|
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# 1. {Ordinary Differential Equations}[link:files/rdoc/odeiv_rdoc.html]
|
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|
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# 1. {Interpolation}[link:files/rdoc/interp_rdoc.html]
|
63
|
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# 1. {Numerical Differentiation}[link:files/rdoc/diff_rdoc.html]
|
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|
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# 1. {Chebyshev Approximations}[link:files/rdoc/cheb_rdoc.html]
|
65
|
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# 1. {Series Acceleration}[link:files/rdoc/sum_rdoc.html]
|
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|
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# 1. {Wavelet Transforms}[link:files/rdoc/wavelet_rdoc.html] (GSL-1.6 feature)
|
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|
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# 1. {Discrete Hankel Transforms}[link:files/rdoc/dht_rdoc.html]
|
68
|
+
# 1. {One dimensional Root-Finding}[link:files/rdoc/roots_rdoc.html]
|
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|
+
# 1. {One dimensional Minimization}[link:files/rdoc/min_rdoc.html]
|
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|
+
# 1. {Multidimensional Root-Finding}[link:files/rdoc/multiroot_rdoc.html]
|
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|
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# 1. {Multidimensional Minimization}[link:files/rdoc/multimin_rdoc.html]
|
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# 1. {Least-Squares Fitting}[link:files/rdoc/fit_rdoc.html]
|
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# 1. {Nonlinear Least-Squares Fitting}[link:files/rdoc/nonlinearfit_rdoc.html]
|
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|
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# 1. {Basis Splines}[link:files/rdoc/bspline_rdoc.html]
|
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|
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# 1. {Physical Constants}[link:files/rdoc/const_rdoc.html]
|
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# 1. {Graphics}[link:files/rdoc/graph_rdoc.html]
|
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|
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# 1. Supported GSL add-on packages
|
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|
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# 1. {rngextra}[link:files/rdoc/rngextra_rdoc.html]
|
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|
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# 1. {Tensor manipulations}[link:files/rdoc/tensor_rdoc.html]
|
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|
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# 1. OOL: Open Optimization library (see examples/ool/*.rb)
|
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|
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# 1. CQP and Bundle (see examples/multimin/cqp.rb, bundle.rb)
|
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|
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# 1. quartic
|
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|
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# 1. jacobi (see examples/jacobi/*.rb)
|
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|
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# 1. {NDLINEAR: multi-linear, multi-parameter least squares fitting}[link:files/rdoc/ndlinear_rdoc.html]
|
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|
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# 1. {ALF: associated Legendre polynomials}[link:files/rdoc/alf_rdoc.html]
|
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|
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# 1. {NArray compatibilities}[link:files/rdoc/narray_rdoc.html]
|
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|
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# 1. {Changes since Ruby/GSL 1.10.3}[link:files/rdoc/changes_rdoc.html]
|
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|
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# 1. {GNU Free Documentation Licence}[http://www.gnu.org/software/gsl/manual/html_node/GNU-Free-Documentation-License.html"target="_top]
|
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|
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#
|
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|
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# {next}[link:files/rdoc/intro_rdoc.html]
|
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#
|
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# {top}[link:files/rdoc/index_rdoc.html]
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#
|
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ADDED
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|
|
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|
+
#
|
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|
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# = Random Number Generation
|
3
|
+
# The library provides a large collection of random number generators which
|
4
|
+
# can be accessed through a uniform interface. Environment variables allow you
|
5
|
+
# to select different generators and seeds at runtime, so that you can easily
|
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|
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# switch between generators without needing to recompile your program.
|
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|
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# Each instance of a generator keeps track of its own state, allowing the
|
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|
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# generators to be used in multi-threaded programs. Additional functions are
|
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|
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# available for transforming uniform random numbers into samples from
|
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|
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# continuous or discrete probability distributions such as the Gaussian,
|
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# log-normal or Poisson distributions.
|
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#
|
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|
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#
|
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#
|
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|
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# Contents:
|
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# 1. {General comments on random numbers}[link:files/rdoc/rng_rdoc.html#1]
|
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|
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# 1. {The Random Number Generator Interface: GSL::Rng class}[link:files/rdoc/rng_rdoc.html#2]
|
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|
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# 1. {Random number generator initialization}[link:files/rdoc/rng_rdoc.html#3]
|
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# 1. {Sampling from a random number generator}[link:files/rdoc/rng_rdoc.html#4]
|
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|
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# 1. {Auxiliary random number generator functions}[link:files/rdoc/rng_rdoc.html#5]
|
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# 1. {Random number environment variables}[link:files/rdoc/rng_rdoc.html#6]
|
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#
|
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# == {}[link:index.html"name="1] General comments on random numbers
|
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# In 1988, Park and Miller wrote a paper entitled "Random number generators:
|
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|
+
# good ones are hard to find." [Commun. ACM, 31, 1192-1201]. Fortunately, some
|
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|
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# excellent random number generators are available, though poor ones are still
|
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|
+
# in common use. You may be happy with the system-supplied random number
|
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|
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# generator on your computer, but you should be aware that as computers get
|
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|
+
# faster, requirements on random number generators increase. Nowadays, a
|
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|
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# simulation that calls a random number generator millions of times can often
|
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|
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# finish before you can make it down the hall to the coffee machine and back.
|
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|
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#
|
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|
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# A very nice review of random number generators was written by Pierre L'Ecuyer,
|
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|
+
# as Chapter 4 of the book: Handbook on Simulation, Jerry Banks, ed.
|
35
|
+
# (Wiley, 1997). The chapter is available in postscript from L'Ecuyer's
|
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|
+
# ftp site (see references). Knuth's volume on Seminumerical Algorithms
|
37
|
+
# (originally published in 1968) devotes 170 pages to random number generators,
|
38
|
+
# and has recently been updated in its 3rd edition (1997). It is brilliant,
|
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|
+
# a classic. If you don't own it, you should stop reading right now, run to the
|
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|
+
# nearest bookstore, and buy it.
|
41
|
+
#
|
42
|
+
# A good random number generator will satisfy both theoretical and statistical
|
43
|
+
# properties. Theoretical properties are often hard to obtain (they require real
|
44
|
+
# math!), but one prefers a random number generator with a long period,
|
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|
+
# low serial correlation, and a tendency not to "fall mainly on the planes."
|
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|
+
# Statistical tests are performed with numerical simulations. Generally,
|
47
|
+
# a random number generator is used to estimate some quantity for which the
|
48
|
+
# theory of probability provides an exact answer. Comparison to this exact
|
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|
+
# answer provides a measure of "randomness".
|
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|
+
#
|
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|
+
# == {}[link:index.html"name="2] The Random Number Generator Interface
|
52
|
+
# It is important to remember that a random number generator is not a "real"
|
53
|
+
# function like sine or cosine. Unlike real functions, successive calls to a
|
54
|
+
# random number generator yield different return values. Of course that is just
|
55
|
+
# what you want for a random number generator, but to achieve this effect,
|
56
|
+
# the generator must keep track of some kind of "state" variable. Sometimes this
|
57
|
+
# state is just an integer (sometimes just the value of the previously generated
|
58
|
+
# random number), but often it is more complicated than that and may involve a
|
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|
+
# whole array of numbers, possibly with some indices thrown in. To use the
|
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|
+
# random number generators, you do not need to know the details of what
|
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|
+
# comprises the state, and besides that varies from algorithm to algorithm.
|
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|
+
#
|
63
|
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# The random number generator library uses <tt>GSL::Rng</tt> class for the interface.
|
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|
+
# == {}[link:index.html"name="3] Random number generator initialization
|
65
|
+
#
|
66
|
+
# ---
|
67
|
+
# * GSL::Rng.alloc(rng_type[, seed])
|
68
|
+
#
|
69
|
+
# This method returns a GSL::Rng object of a random number generator of type
|
70
|
+
# <tt>rng_type</tt> with a seed <tt>seed</tt>. These two arguments can be omitted,
|
71
|
+
# and the generator 'gsl_rng_mt19937' and a seed 0 are used as defaults.
|
72
|
+
# The GSL library provides a number of random number generator types,
|
73
|
+
# and one can choose with a constant <tt>GSL::RNG_xxx</tt> or a String, as
|
74
|
+
#
|
75
|
+
# * <tt>GSL::Rng::MT19937</tt> or <tt>"gsl_rng_mt19937"</tt> or <tt>"mt19937"</tt>
|
76
|
+
# * <tt>GSL::Rng::RANLXS0</tt> or <tt>"gsl_rng_ranlsx0"</tt> or <tt>"ranlxs0"</tt>
|
77
|
+
# * <tt>GSL::Rng::ZUF</tt> or <tt>"gsl_rng_zuf"</tt> or <tt>"zuf"</tt>
|
78
|
+
# * ...
|
79
|
+
#
|
80
|
+
# See the {GSL reference manual}[http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html#Random-number-generator-algorithms"target="_top] for the complete list.
|
81
|
+
# The following demonstrates how to use this class,
|
82
|
+
#
|
83
|
+
# require 'gsl'
|
84
|
+
#
|
85
|
+
# r = Rng.alloc(Rng::TAUS, 1)
|
86
|
+
# r2 = Rng.alloc("ran0", 2)
|
87
|
+
# p r.name <- "taus"
|
88
|
+
# p r.get <- get an integer
|
89
|
+
# p r2.uniform <- get a float of [0, 1)
|
90
|
+
#
|
91
|
+
# A generator of the type <tt>gsl_rng_taus</tt> is created with seed 1,
|
92
|
+
# and <tt>gsl_rng_ran0</tt> with seed 2. The
|
93
|
+
# method <tt>get</tt> returns a random integer.
|
94
|
+
# The method <tt>uniform</tt> returns
|
95
|
+
# a floating number uniformly distributed in the range [0, 1).
|
96
|
+
#
|
97
|
+
# If the package {rngextra}[http://www.network-theory.co.uk/download/rngextra/"target="_top] is installed, additional
|
98
|
+
# two generators are available,
|
99
|
+
# * <tt>GSL::Rng::RNGEXTRA_RNG1</tt>, <tt>"rngextra_rng1"</tt>
|
100
|
+
# * <tt>GSL::Rng::RNGEXTRA_RNG2</tt>, <tt>"rngextra_rng2"</tt>
|
101
|
+
#
|
102
|
+
# They are created as
|
103
|
+
#
|
104
|
+
# r1 = Rng.alloc(Rng::RNGEXTRA_RNG1)
|
105
|
+
# p r1.name <- "rng1"
|
106
|
+
#
|
107
|
+
# r2 = Rng.alloc("rngextra_rng2")
|
108
|
+
# p r2.name <- "rng2"
|
109
|
+
#
|
110
|
+
# ---
|
111
|
+
# * GSL::Rng.default_seed
|
112
|
+
#
|
113
|
+
# Returns the default seed
|
114
|
+
# ---
|
115
|
+
# * GSL::Rng.set_default_seed(seed)
|
116
|
+
# * GSL::Rng.default_seed=(seed)
|
117
|
+
#
|
118
|
+
# Override the default seed by <tt>seed</tt>.
|
119
|
+
#
|
120
|
+
# ---
|
121
|
+
# * GSL::Rng.types_setup()
|
122
|
+
#
|
123
|
+
# Returns an array of all the available generators' names.
|
124
|
+
#
|
125
|
+
# ---
|
126
|
+
# * GSK::Rng.memcpy(dest, src)
|
127
|
+
#
|
128
|
+
# Copies the random number generator <tt>src</tt>) into the pre-existing generator
|
129
|
+
# <tt>dest</tt>, making dest into an exact copy of <tt>src</tt>.
|
130
|
+
# The two generators must be of the same type.
|
131
|
+
#
|
132
|
+
# ---
|
133
|
+
# * GSL::Rng#set(s)
|
134
|
+
#
|
135
|
+
# This method initializes the random number generator with a given seed <tt>s</tt>.
|
136
|
+
#
|
137
|
+
# == {}[link:index.html"name="4] Sampling from a random number generator
|
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|
+
#
|
139
|
+
# ---
|
140
|
+
# * GSL::Rng#get
|
141
|
+
#
|
142
|
+
# This returns a random integer from the reciever generator.
|
143
|
+
#
|
144
|
+
# ---
|
145
|
+
# * GSL::Rng#uniform
|
146
|
+
#
|
147
|
+
# This method returns a double precision floating point number uniformly
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# distributed in the range [0,1).
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#
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# ---
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151
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# * GSL::Rng#uniform_pos
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#
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# This returns a positive double precision floating point number uniformly
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# distributed in the range (0,1), excluding both 0.0 and 1.0.
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#
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# ---
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157
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# * GSL::Rng#uniform_int(n)
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#
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# This method returns a random integer from 0 to n-1 inclusive.
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#
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# == {}[link:index.html"name="5] Auxiliary random number generator functions
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+
#
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# ---
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164
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# * GSL::Rng#name
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+
#
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166
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+
# This method returns a Sting object of the name of the generator.
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+
#
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168
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+
# ---
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169
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+
# * GSL::Rng#max
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+
# * GSL::Rng#min
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+
#
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# These method return the largest/smallest value that the method
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# <tt>get</tt> can return.
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+
#
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175
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+
# ---
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176
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# * GSL::Rng#clone
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+
# * GSL::Rng#duplicate
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+
#
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# Return a newly created generator which is an exact copy of the generator <tt>self</tt>.
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+
#
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181
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+
# == {}[link:index.html"name="6] Random number environment variables
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# The library allows you to choose a default generator and seed from the
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# environment variables <tt>GSL_RNG_TYPE</tt> and <tt>GSL_RNG_SEED</tt>
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# and the method <tt>GSL::Rng::env_setup</tt>.
|
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+
#
|
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+
# ---
|
187
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+
# * GSL::Rng.env_setup()
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+
#
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+
# Reads the environment variables <tt>GSL_RNG_TYPE</tt> and
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+
# <tt>GSL_RNG_SEED</tt> and uses their values to set the corresponding
|
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+
# library variables.
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+
#
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+
# If you don't specify a generator for <tt>GSL_RNG_TYPE</tt>
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+
# then "mt19937" is used as the default.
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+
# The initial value of the default seed is zero.
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#
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#
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# {prev}[link:files/rdoc/integration_rdoc.html]
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# {next}[link:files/rdoc/qrng_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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