gsl 1.12.109 → 1.14.5

Sign up to get free protection for your applications and to get access to all the features.
Files changed (511) hide show
  1. data/AUTHORS +6 -0
  2. data/COPYING +339 -0
  3. data/ChangeLog +556 -0
  4. data/{README.rdoc → README} +3 -0
  5. data/Rakefile +54 -10
  6. data/THANKS +17 -0
  7. data/VERSION +1 -2
  8. data/examples/alf/alf.gp +15 -0
  9. data/examples/alf/alf.rb +32 -0
  10. data/examples/blas/blas.rb +13 -0
  11. data/examples/blas/dnrm2.rb +16 -0
  12. data/examples/blas/level1.rb +81 -0
  13. data/examples/blas/level2.rb +11 -0
  14. data/examples/blas/level3.rb +12 -0
  15. data/examples/bspline.rb +57 -0
  16. data/examples/cdf.rb +16 -0
  17. data/examples/cheb.rb +21 -0
  18. data/examples/combination.rb +23 -0
  19. data/examples/complex/RC-lpf.rb +47 -0
  20. data/examples/complex/add.rb +36 -0
  21. data/examples/complex/coerce.rb +14 -0
  22. data/examples/complex/complex.rb +25 -0
  23. data/examples/complex/fpmi.rb +70 -0
  24. data/examples/complex/functions.rb +77 -0
  25. data/examples/complex/michelson.rb +36 -0
  26. data/examples/complex/mul.rb +28 -0
  27. data/examples/complex/oscillator.rb +17 -0
  28. data/examples/complex/set.rb +37 -0
  29. data/examples/const/physconst.rb +151 -0
  30. data/examples/const/travel.rb +45 -0
  31. data/examples/deriv/demo.rb +13 -0
  32. data/examples/deriv/deriv.rb +36 -0
  33. data/examples/deriv/diff.rb +35 -0
  34. data/examples/dht.rb +42 -0
  35. data/examples/dirac.rb +56 -0
  36. data/examples/eigen/eigen.rb +34 -0
  37. data/examples/eigen/herm.rb +22 -0
  38. data/examples/eigen/narray.rb +9 -0
  39. data/examples/eigen/nonsymm.rb +37 -0
  40. data/examples/eigen/nonsymmv.rb +43 -0
  41. data/examples/eigen/qhoscillator.gp +35 -0
  42. data/examples/eigen/qhoscillator.rb +90 -0
  43. data/examples/eigen/vander.rb +41 -0
  44. data/examples/fft/fft.rb +17 -0
  45. data/examples/fft/fft2.rb +17 -0
  46. data/examples/fft/forward.rb +25 -0
  47. data/examples/fft/forward2.rb +26 -0
  48. data/examples/fft/radix2.rb +18 -0
  49. data/examples/fft/real-halfcomplex.rb +33 -0
  50. data/examples/fft/real-halfcomplex2.rb +30 -0
  51. data/examples/fft/realradix2.rb +19 -0
  52. data/examples/fft/sunspot.dat +256 -0
  53. data/examples/fft/sunspot.rb +16 -0
  54. data/examples/fit/expdata.dat +20 -0
  55. data/examples/fit/expfit.rb +31 -0
  56. data/examples/fit/gaussfit.rb +29 -0
  57. data/examples/fit/gaussian_2peaks.rb +34 -0
  58. data/examples/fit/hillfit.rb +40 -0
  59. data/examples/fit/lognormal.rb +26 -0
  60. data/examples/fit/lorentzfit.rb +22 -0
  61. data/examples/fit/multifit.rb +72 -0
  62. data/examples/fit/ndlinear.rb +133 -0
  63. data/examples/fit/nonlinearfit.rb +89 -0
  64. data/examples/fit/plot.gp +36 -0
  65. data/examples/fit/polyfit.rb +9 -0
  66. data/examples/fit/powerfit.rb +21 -0
  67. data/examples/fit/sigmoidfit.rb +40 -0
  68. data/examples/fit/sinfit.rb +22 -0
  69. data/examples/fit/wlinear.rb +46 -0
  70. data/examples/fresnel.rb +11 -0
  71. data/examples/function/function.rb +36 -0
  72. data/examples/function/log.rb +7 -0
  73. data/examples/function/min.rb +33 -0
  74. data/examples/function/sin.rb +10 -0
  75. data/examples/function/synchrotron.rb +18 -0
  76. data/examples/gallery/butterfly.rb +7 -0
  77. data/examples/gallery/cayley.rb +12 -0
  78. data/examples/gallery/cornu.rb +23 -0
  79. data/examples/gallery/eight.rb +11 -0
  80. data/examples/gallery/koch.rb +40 -0
  81. data/examples/gallery/lemniscate.rb +11 -0
  82. data/examples/gallery/polar.rb +11 -0
  83. data/examples/gallery/rgplot/cossin.rb +35 -0
  84. data/examples/gallery/rgplot/rgplot.replaced +0 -0
  85. data/examples/gallery/rgplot/roesller.rb +55 -0
  86. data/examples/gallery/roesller.rb +39 -0
  87. data/examples/gallery/scarabaeus.rb +14 -0
  88. data/examples/histogram/cauchy.rb +27 -0
  89. data/examples/histogram/cauchy.sh +2 -0
  90. data/examples/histogram/exponential.rb +19 -0
  91. data/examples/histogram/gauss.rb +16 -0
  92. data/examples/histogram/gsl-histogram.rb +40 -0
  93. data/examples/histogram/histo2d.rb +31 -0
  94. data/examples/histogram/histo3d.rb +34 -0
  95. data/examples/histogram/histogram-pdf.rb +27 -0
  96. data/examples/histogram/histogram.rb +26 -0
  97. data/examples/histogram/integral.rb +28 -0
  98. data/examples/histogram/poisson.rb +27 -0
  99. data/examples/histogram/power.rb +25 -0
  100. data/examples/histogram/rebin.rb +17 -0
  101. data/examples/histogram/smp.dat +5 -0
  102. data/examples/histogram/xexp.rb +21 -0
  103. data/examples/integration/ahmed.rb +21 -0
  104. data/examples/integration/cosmology.rb +75 -0
  105. data/examples/integration/friedmann.gp +16 -0
  106. data/examples/integration/friedmann.rb +35 -0
  107. data/examples/integration/gamma-zeta.rb +35 -0
  108. data/examples/integration/integration.rb +22 -0
  109. data/examples/integration/qag.rb +8 -0
  110. data/examples/integration/qag2.rb +14 -0
  111. data/examples/integration/qag3.rb +8 -0
  112. data/examples/integration/qagi.rb +28 -0
  113. data/examples/integration/qagi2.rb +49 -0
  114. data/examples/integration/qagiu.rb +29 -0
  115. data/examples/integration/qagp.rb +20 -0
  116. data/examples/integration/qags.rb +14 -0
  117. data/examples/integration/qawc.rb +18 -0
  118. data/examples/integration/qawf.rb +41 -0
  119. data/examples/integration/qawo.rb +29 -0
  120. data/examples/integration/qaws.rb +30 -0
  121. data/examples/integration/qng.rb +17 -0
  122. data/examples/interp/demo.gp +20 -0
  123. data/examples/interp/demo.rb +45 -0
  124. data/examples/interp/interp.rb +37 -0
  125. data/examples/interp/points +10 -0
  126. data/examples/interp/spline.rb +20 -0
  127. data/examples/jacobi/deriv.rb +40 -0
  128. data/examples/jacobi/integrate.rb +34 -0
  129. data/examples/jacobi/interp.rb +43 -0
  130. data/examples/jacobi/jacobi.rb +11 -0
  131. data/examples/linalg/HH.rb +15 -0
  132. data/examples/linalg/HH_narray.rb +13 -0
  133. data/examples/linalg/LQ_solve.rb +73 -0
  134. data/examples/linalg/LU.rb +84 -0
  135. data/examples/linalg/LU2.rb +31 -0
  136. data/examples/linalg/LU_narray.rb +24 -0
  137. data/examples/linalg/PTLQ.rb +47 -0
  138. data/examples/linalg/QR.rb +18 -0
  139. data/examples/linalg/QRPT.rb +47 -0
  140. data/examples/linalg/QR_solve.rb +78 -0
  141. data/examples/linalg/QR_solve_narray.rb +13 -0
  142. data/examples/linalg/SV.rb +16 -0
  143. data/examples/linalg/SV_narray.rb +12 -0
  144. data/examples/linalg/SV_solve.rb +49 -0
  145. data/examples/linalg/chol.rb +29 -0
  146. data/examples/linalg/chol_narray.rb +15 -0
  147. data/examples/linalg/complex.rb +57 -0
  148. data/examples/linalg/invert_narray.rb +10 -0
  149. data/examples/math/const.rb +67 -0
  150. data/examples/math/elementary.rb +35 -0
  151. data/examples/math/functions.rb +41 -0
  152. data/examples/math/inf_nan.rb +34 -0
  153. data/examples/math/minmax.rb +22 -0
  154. data/examples/math/power.rb +18 -0
  155. data/examples/math/test.rb +31 -0
  156. data/examples/matrix/a.dat +0 -0
  157. data/examples/matrix/add.rb +45 -0
  158. data/examples/matrix/b.dat +4 -0
  159. data/examples/matrix/cat.rb +31 -0
  160. data/examples/matrix/colvectors.rb +24 -0
  161. data/examples/matrix/complex.rb +41 -0
  162. data/examples/matrix/det.rb +29 -0
  163. data/examples/matrix/diagonal.rb +23 -0
  164. data/examples/matrix/get_all.rb +159 -0
  165. data/examples/matrix/hilbert.rb +31 -0
  166. data/examples/matrix/iterator.rb +19 -0
  167. data/examples/matrix/matrix.rb +57 -0
  168. data/examples/matrix/minmax.rb +53 -0
  169. data/examples/matrix/mul.rb +39 -0
  170. data/examples/matrix/rand.rb +20 -0
  171. data/examples/matrix/read.rb +29 -0
  172. data/examples/matrix/rowcol.rb +47 -0
  173. data/examples/matrix/set.rb +41 -0
  174. data/examples/matrix/set_all.rb +100 -0
  175. data/examples/matrix/view.rb +32 -0
  176. data/examples/matrix/view_all.rb +148 -0
  177. data/examples/matrix/write.rb +23 -0
  178. data/examples/min.rb +29 -0
  179. data/examples/monte/miser.rb +47 -0
  180. data/examples/monte/monte.rb +47 -0
  181. data/examples/monte/plain.rb +47 -0
  182. data/examples/monte/vegas.rb +46 -0
  183. data/examples/multimin/bundle.rb +66 -0
  184. data/examples/multimin/cqp.rb +109 -0
  185. data/examples/multimin/fdfminimizer.rb +40 -0
  186. data/examples/multimin/fminimizer.rb +41 -0
  187. data/examples/multiroot/demo.rb +36 -0
  188. data/examples/multiroot/fdfsolver.rb +50 -0
  189. data/examples/multiroot/fsolver.rb +33 -0
  190. data/examples/multiroot/fsolver2.rb +32 -0
  191. data/examples/multiroot/fsolver3.rb +26 -0
  192. data/examples/narray/histogram.rb +14 -0
  193. data/examples/narray/mandel.rb +27 -0
  194. data/examples/narray/narray.rb +28 -0
  195. data/examples/narray/narray2.rb +44 -0
  196. data/examples/narray/sf.rb +26 -0
  197. data/examples/ntuple/create.rb +17 -0
  198. data/examples/ntuple/project.rb +31 -0
  199. data/examples/odeiv/binarysystem.gp +23 -0
  200. data/examples/odeiv/binarysystem.rb +104 -0
  201. data/examples/odeiv/demo.gp +24 -0
  202. data/examples/odeiv/demo.rb +69 -0
  203. data/examples/odeiv/demo2.gp +26 -0
  204. data/examples/odeiv/duffing.rb +45 -0
  205. data/examples/odeiv/frei1.rb +109 -0
  206. data/examples/odeiv/frei2.rb +76 -0
  207. data/examples/odeiv/legendre.rb +52 -0
  208. data/examples/odeiv/odeiv.rb +32 -0
  209. data/examples/odeiv/odeiv2.rb +45 -0
  210. data/examples/odeiv/oscillator.rb +42 -0
  211. data/examples/odeiv/sedov.rb +97 -0
  212. data/examples/odeiv/whitedwarf.gp +40 -0
  213. data/examples/odeiv/whitedwarf.rb +158 -0
  214. data/examples/ool/conmin.rb +100 -0
  215. data/examples/ool/gencan.rb +99 -0
  216. data/examples/ool/pgrad.rb +100 -0
  217. data/examples/ool/spg.rb +100 -0
  218. data/examples/pdf/bernoulli.rb +5 -0
  219. data/examples/pdf/beta.rb +7 -0
  220. data/examples/pdf/binomiral.rb +10 -0
  221. data/examples/pdf/cauchy.rb +6 -0
  222. data/examples/pdf/chisq.rb +8 -0
  223. data/examples/pdf/exponential.rb +7 -0
  224. data/examples/pdf/exppow.rb +6 -0
  225. data/examples/pdf/fdist.rb +7 -0
  226. data/examples/pdf/flat.rb +7 -0
  227. data/examples/pdf/gamma.rb +8 -0
  228. data/examples/pdf/gauss-tail.rb +5 -0
  229. data/examples/pdf/gauss.rb +6 -0
  230. data/examples/pdf/geometric.rb +5 -0
  231. data/examples/pdf/gumbel.rb +6 -0
  232. data/examples/pdf/hypergeometric.rb +11 -0
  233. data/examples/pdf/landau.rb +5 -0
  234. data/examples/pdf/laplace.rb +7 -0
  235. data/examples/pdf/logarithmic.rb +5 -0
  236. data/examples/pdf/logistic.rb +6 -0
  237. data/examples/pdf/lognormal.rb +6 -0
  238. data/examples/pdf/neg-binomiral.rb +10 -0
  239. data/examples/pdf/pareto.rb +7 -0
  240. data/examples/pdf/pascal.rb +10 -0
  241. data/examples/pdf/poisson.rb +5 -0
  242. data/examples/pdf/rayleigh-tail.rb +6 -0
  243. data/examples/pdf/rayleigh.rb +6 -0
  244. data/examples/pdf/tdist.rb +6 -0
  245. data/examples/pdf/weibull.rb +8 -0
  246. data/examples/permutation/ex1.rb +22 -0
  247. data/examples/permutation/permutation.rb +16 -0
  248. data/examples/poly/bell.rb +6 -0
  249. data/examples/poly/bessel.rb +6 -0
  250. data/examples/poly/cheb.rb +6 -0
  251. data/examples/poly/cheb_II.rb +6 -0
  252. data/examples/poly/cubic.rb +9 -0
  253. data/examples/poly/demo.rb +20 -0
  254. data/examples/poly/eval.rb +28 -0
  255. data/examples/poly/eval_derivs.rb +14 -0
  256. data/examples/poly/fit.rb +21 -0
  257. data/examples/poly/hermite.rb +6 -0
  258. data/examples/poly/poly.rb +13 -0
  259. data/examples/poly/quadratic.rb +25 -0
  260. data/examples/random/diffusion.rb +34 -0
  261. data/examples/random/gaussian.rb +9 -0
  262. data/examples/random/generator.rb +27 -0
  263. data/examples/random/hdsobol.rb +21 -0
  264. data/examples/random/poisson.rb +9 -0
  265. data/examples/random/qrng.rb +19 -0
  266. data/examples/random/randomwalk.rb +37 -0
  267. data/examples/random/randomwalk2d.rb +19 -0
  268. data/examples/random/rayleigh.rb +36 -0
  269. data/examples/random/rng.rb +33 -0
  270. data/examples/random/rngextra.rb +14 -0
  271. data/examples/roots/bisection.rb +25 -0
  272. data/examples/roots/brent.rb +43 -0
  273. data/examples/roots/demo.rb +30 -0
  274. data/examples/roots/newton.rb +46 -0
  275. data/examples/roots/recombination.gp +12 -0
  276. data/examples/roots/recombination.rb +61 -0
  277. data/examples/roots/steffenson.rb +48 -0
  278. data/examples/sf/ShiChi.rb +6 -0
  279. data/examples/sf/SiCi.rb +6 -0
  280. data/examples/sf/airy_Ai.rb +8 -0
  281. data/examples/sf/airy_Bi.rb +8 -0
  282. data/examples/sf/bessel_IK.rb +12 -0
  283. data/examples/sf/bessel_JY.rb +13 -0
  284. data/examples/sf/beta_inc.rb +9 -0
  285. data/examples/sf/clausen.rb +6 -0
  286. data/examples/sf/dawson.rb +5 -0
  287. data/examples/sf/debye.rb +9 -0
  288. data/examples/sf/dilog.rb +6 -0
  289. data/examples/sf/ellint.rb +6 -0
  290. data/examples/sf/expint.rb +8 -0
  291. data/examples/sf/fermi.rb +10 -0
  292. data/examples/sf/gamma_inc_P.rb +9 -0
  293. data/examples/sf/gegenbauer.rb +8 -0
  294. data/examples/sf/hyperg.rb +7 -0
  295. data/examples/sf/laguerre.rb +19 -0
  296. data/examples/sf/lambertW.rb +5 -0
  297. data/examples/sf/legendre_P.rb +10 -0
  298. data/examples/sf/lngamma.rb +5 -0
  299. data/examples/sf/psi.rb +54 -0
  300. data/examples/sf/sphbessel.gp +27 -0
  301. data/examples/sf/sphbessel.rb +30 -0
  302. data/examples/sf/synchrotron.rb +5 -0
  303. data/examples/sf/transport.rb +10 -0
  304. data/examples/sf/zetam1.rb +5 -0
  305. data/examples/siman.rb +44 -0
  306. data/examples/sort/heapsort.rb +23 -0
  307. data/examples/sort/heapsort_vector_complex.rb +21 -0
  308. data/examples/sort/sort.rb +23 -0
  309. data/examples/sort/sort2.rb +16 -0
  310. data/examples/stats/mean.rb +17 -0
  311. data/examples/stats/statistics.rb +18 -0
  312. data/examples/stats/test.rb +9 -0
  313. data/examples/sum.rb +34 -0
  314. data/examples/tamu_anova.rb +18 -0
  315. data/examples/vector/a.dat +0 -0
  316. data/examples/vector/add.rb +56 -0
  317. data/examples/vector/b.dat +4 -0
  318. data/examples/vector/c.dat +3 -0
  319. data/examples/vector/collect.rb +26 -0
  320. data/examples/vector/compare.rb +28 -0
  321. data/examples/vector/complex.rb +51 -0
  322. data/examples/vector/complex_get_all.rb +85 -0
  323. data/examples/vector/complex_set_all.rb +131 -0
  324. data/examples/vector/complex_view_all.rb +77 -0
  325. data/examples/vector/connect.rb +22 -0
  326. data/examples/vector/decimate.rb +38 -0
  327. data/examples/vector/diff.rb +31 -0
  328. data/examples/vector/filescan.rb +17 -0
  329. data/examples/vector/floor.rb +23 -0
  330. data/examples/vector/get_all.rb +82 -0
  331. data/examples/vector/gnuplot.rb +38 -0
  332. data/examples/vector/graph.rb +28 -0
  333. data/examples/vector/histogram.rb +22 -0
  334. data/examples/vector/linspace.rb +24 -0
  335. data/examples/vector/log.rb +17 -0
  336. data/examples/vector/logic.rb +33 -0
  337. data/examples/vector/logspace.rb +25 -0
  338. data/examples/vector/minmax.rb +47 -0
  339. data/examples/vector/mul.rb +49 -0
  340. data/examples/vector/narray.rb +46 -0
  341. data/examples/vector/read.rb +29 -0
  342. data/examples/vector/set.rb +35 -0
  343. data/examples/vector/set_all.rb +121 -0
  344. data/examples/vector/smpv.dat +15 -0
  345. data/examples/vector/test.rb +43 -0
  346. data/examples/vector/test_gslblock.rb +58 -0
  347. data/examples/vector/vector.rb +110 -0
  348. data/examples/vector/view.rb +35 -0
  349. data/examples/vector/view_all.rb +73 -0
  350. data/examples/vector/where.rb +29 -0
  351. data/examples/vector/write.rb +24 -0
  352. data/examples/vector/zip.rb +34 -0
  353. data/examples/wavelet/ecg.dat +256 -0
  354. data/examples/wavelet/wavelet1.rb +50 -0
  355. data/ext/extconf.rb +9 -0
  356. data/ext/gsl.c +10 -1
  357. data/ext/histogram.c +6 -2
  358. data/ext/integration.c +39 -0
  359. data/ext/matrix_complex.c +1 -1
  360. data/ext/multiset.c +214 -0
  361. data/ext/nmf.c +4 -0
  362. data/ext/nmf_wrap.c +3 -0
  363. data/ext/vector_complex.c +1 -1
  364. data/ext/vector_double.c +3 -3
  365. data/ext/vector_source.c +6 -6
  366. data/include/rb_gsl.h +7 -0
  367. data/include/rb_gsl_common.h +6 -0
  368. data/rdoc/alf.rdoc +77 -0
  369. data/rdoc/blas.rdoc +269 -0
  370. data/rdoc/bspline.rdoc +42 -0
  371. data/rdoc/changes.rdoc +164 -0
  372. data/rdoc/cheb.rdoc +99 -0
  373. data/rdoc/cholesky_complex.rdoc +46 -0
  374. data/rdoc/combi.rdoc +125 -0
  375. data/rdoc/complex.rdoc +210 -0
  376. data/rdoc/const.rdoc +546 -0
  377. data/rdoc/dht.rdoc +122 -0
  378. data/rdoc/diff.rdoc +133 -0
  379. data/rdoc/ehandling.rdoc +50 -0
  380. data/rdoc/eigen.rdoc +401 -0
  381. data/rdoc/fft.rdoc +535 -0
  382. data/rdoc/fit.rdoc +284 -0
  383. data/rdoc/function.rdoc +94 -0
  384. data/rdoc/graph.rdoc +137 -0
  385. data/rdoc/hist.rdoc +409 -0
  386. data/rdoc/hist2d.rdoc +279 -0
  387. data/rdoc/hist3d.rdoc +112 -0
  388. data/rdoc/index.rdoc +62 -0
  389. data/rdoc/integration.rdoc +398 -0
  390. data/rdoc/interp.rdoc +231 -0
  391. data/rdoc/intro.rdoc +27 -0
  392. data/rdoc/linalg.rdoc +681 -0
  393. data/rdoc/linalg_complex.rdoc +88 -0
  394. data/rdoc/math.rdoc +276 -0
  395. data/rdoc/matrix.rdoc +1093 -0
  396. data/rdoc/min.rdoc +189 -0
  397. data/rdoc/monte.rdoc +234 -0
  398. data/rdoc/multimin.rdoc +312 -0
  399. data/rdoc/multiroot.rdoc +293 -0
  400. data/rdoc/narray.rdoc +173 -0
  401. data/rdoc/ndlinear.rdoc +247 -0
  402. data/rdoc/nonlinearfit.rdoc +348 -0
  403. data/rdoc/ntuple.rdoc +88 -0
  404. data/rdoc/odeiv.rdoc +378 -0
  405. data/rdoc/perm.rdoc +221 -0
  406. data/rdoc/poly.rdoc +335 -0
  407. data/rdoc/qrng.rdoc +90 -0
  408. data/rdoc/randist.rdoc +233 -0
  409. data/rdoc/ref.rdoc +93 -0
  410. data/rdoc/rng.rdoc +203 -0
  411. data/rdoc/rngextra.rdoc +11 -0
  412. data/rdoc/roots.rdoc +305 -0
  413. data/rdoc/screenshot.rdoc +40 -0
  414. data/rdoc/sf.rdoc +1622 -0
  415. data/rdoc/siman.rdoc +89 -0
  416. data/rdoc/sort.rdoc +94 -0
  417. data/rdoc/start.rdoc +16 -0
  418. data/rdoc/stats.rdoc +219 -0
  419. data/rdoc/sum.rdoc +65 -0
  420. data/rdoc/tensor.rdoc +251 -0
  421. data/rdoc/tut.rdoc +5 -0
  422. data/rdoc/use.rdoc +177 -0
  423. data/rdoc/vector.rdoc +1243 -0
  424. data/rdoc/vector_complex.rdoc +347 -0
  425. data/rdoc/wavelet.rdoc +218 -0
  426. data/setup.rb +1585 -0
  427. data/tests/blas/amax.rb +14 -0
  428. data/tests/blas/asum.rb +16 -0
  429. data/tests/blas/axpy.rb +25 -0
  430. data/tests/blas/copy.rb +23 -0
  431. data/tests/blas/dot.rb +23 -0
  432. data/tests/bspline.rb +53 -0
  433. data/tests/cdf.rb +1388 -0
  434. data/tests/cheb.rb +112 -0
  435. data/tests/combination.rb +123 -0
  436. data/tests/complex.rb +17 -0
  437. data/tests/const.rb +24 -0
  438. data/tests/deriv.rb +85 -0
  439. data/tests/dht/dht1.rb +17 -0
  440. data/tests/dht/dht2.rb +23 -0
  441. data/tests/dht/dht3.rb +23 -0
  442. data/tests/dht/dht4.rb +23 -0
  443. data/tests/diff.rb +78 -0
  444. data/tests/eigen/eigen.rb +220 -0
  445. data/tests/eigen/gen.rb +105 -0
  446. data/tests/eigen/genherm.rb +66 -0
  447. data/tests/eigen/gensymm.rb +68 -0
  448. data/tests/eigen/nonsymm.rb +53 -0
  449. data/tests/eigen/nonsymmv.rb +53 -0
  450. data/tests/eigen/symm-herm.rb +74 -0
  451. data/tests/err.rb +58 -0
  452. data/tests/fit.rb +124 -0
  453. data/tests/gsl_test.rb +118 -0
  454. data/tests/gsl_test2.rb +107 -0
  455. data/tests/histo.rb +12 -0
  456. data/tests/integration/integration1.rb +72 -0
  457. data/tests/integration/integration2.rb +71 -0
  458. data/tests/integration/integration3.rb +71 -0
  459. data/tests/integration/integration4.rb +71 -0
  460. data/tests/interp.rb +45 -0
  461. data/tests/linalg/HH.rb +64 -0
  462. data/tests/linalg/LU.rb +47 -0
  463. data/tests/linalg/QR.rb +77 -0
  464. data/tests/linalg/SV.rb +24 -0
  465. data/tests/linalg/TDN.rb +116 -0
  466. data/tests/linalg/TDS.rb +122 -0
  467. data/tests/linalg/bidiag.rb +73 -0
  468. data/tests/linalg/cholesky.rb +20 -0
  469. data/tests/linalg/linalg.rb +158 -0
  470. data/tests/matrix/matrix_nmf_test.rb +39 -0
  471. data/tests/matrix/matrix_test.rb +48 -0
  472. data/tests/min.rb +99 -0
  473. data/tests/monte/miser.rb +31 -0
  474. data/tests/monte/vegas.rb +45 -0
  475. data/tests/multifit/test_2dgauss.rb +112 -0
  476. data/tests/multifit/test_brown.rb +90 -0
  477. data/tests/multifit/test_enso.rb +246 -0
  478. data/tests/multifit/test_filip.rb +155 -0
  479. data/tests/multifit/test_gauss.rb +97 -0
  480. data/tests/multifit/test_longley.rb +110 -0
  481. data/tests/multifit/test_multifit.rb +52 -0
  482. data/tests/multimin.rb +139 -0
  483. data/tests/multiroot.rb +131 -0
  484. data/tests/multiset.rb +52 -0
  485. data/tests/odeiv.rb +353 -0
  486. data/tests/poly/poly.rb +242 -0
  487. data/tests/poly/special.rb +65 -0
  488. data/tests/qrng.rb +131 -0
  489. data/tests/quartic.rb +29 -0
  490. data/tests/randist.rb +134 -0
  491. data/tests/rng.rb +305 -0
  492. data/tests/roots.rb +76 -0
  493. data/tests/run-test.sh +17 -0
  494. data/tests/sf/gsl_test_sf.rb +249 -0
  495. data/tests/sf/test_airy.rb +83 -0
  496. data/tests/sf/test_bessel.rb +306 -0
  497. data/tests/sf/test_coulomb.rb +17 -0
  498. data/tests/sf/test_dilog.rb +25 -0
  499. data/tests/sf/test_gamma.rb +209 -0
  500. data/tests/sf/test_hyperg.rb +356 -0
  501. data/tests/sf/test_legendre.rb +227 -0
  502. data/tests/sf/test_mathieu.rb +59 -0
  503. data/tests/sf/test_sf.rb +839 -0
  504. data/tests/stats.rb +174 -0
  505. data/tests/sum.rb +98 -0
  506. data/tests/sys.rb +323 -0
  507. data/tests/tensor.rb +419 -0
  508. data/tests/vector/vector_complex_test.rb +101 -0
  509. data/tests/vector/vector_test.rb +141 -0
  510. data/tests/wavelet.rb +142 -0
  511. metadata +596 -15
@@ -0,0 +1,90 @@
1
+ #
2
+ # = Quasi-Random Sequences
3
+ #
4
+ # This chapter describes the quasi-random sequence generator <tt>GSL::QRng</tt>
5
+ # of arbitrary dimensions. A quasi-random sequence progressively covers
6
+ # a d-dimensional space with a set of points that are uniformly distributed.
7
+ # Quasi-random sequences are also known as low-discrepancy sequences.
8
+ # The quasi-random sequence generators use an interface that is similar
9
+ # to the interface for random number generators.
10
+ #
11
+ # Contents:
12
+ # 1. {Quasi-random number generator initialization}[link:files/rdoc/qrng_rdoc.html#1]
13
+ # 1. {Sampling from a quasi-random number generator}[link:files/rdoc/qrng_rdoc.html#2]
14
+ # 1. {Auxiliary quasi-random number generator functions}[link:files/rdoc/qrng_rdoc.html#3]
15
+ # 1. {Saving and resorting quasi-random number generator state}[link:files/rdoc/qrng_rdoc.html#4]
16
+ # 1. {Quasi-random number generator algorithms}[link:files/rdoc/qrng_rdoc.html#5]
17
+ #
18
+ # == {}[link:index.html"name="1] Quasi-random number generator initialization
19
+ #
20
+ # ---
21
+ # * GSL::QRng.alloc(T, d)
22
+ #
23
+ # This returns a GSL::QRng object, a quasi-random sequence generator of type <tt>T</tt> and dimension <tt>d</tt>.
24
+ #
25
+ # ---
26
+ # * GSL::QRng::init
27
+ #
28
+ # This reinitializes the generator to its starting point.
29
+ #
30
+ # == {}[link:index.html"name="2] Sampling from a quasi-random number generator
31
+ #
32
+ # ---
33
+ # * GSL::QRng::get(x)
34
+ #
35
+ # 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.
36
+ #
37
+ # This is used as
38
+ # q = QRng.alloc(QRng::SOBOL, dim)
39
+ # v = Vector.alloc(dim)
40
+ # for i in 0..1024 do
41
+ # q.get(v)
42
+ # printf("%.5f %.5f\n", v[0], v[1])
43
+ # end
44
+ #
45
+ # == {}[link:index.html"name="3] Auxiliary quasi-random number generator functions
46
+ #
47
+ # ---
48
+ # * GSL::QRng::name
49
+ #
50
+ # Returns the name of the generator <tt>self</tt>.
51
+ #
52
+ # ---
53
+ # * GSL::QRng::size
54
+ #
55
+ #
56
+ # == {}[link:index.html"name="4] Saving and resorting quasi-random number generator state
57
+ # ---
58
+ # * GSL::QRng::clone
59
+ # * GSL::QRng::duplicate
60
+ #
61
+ # Return a newly created generator which is an exact copy of the generator <tt>self</tt>.
62
+ # == {}[link:index.html"name="5] Quasi-random number generator algorithms
63
+ # In creating a generator by the method <tt>GSL::QRng.alloc(T, d)</tt>,
64
+ # the algorithm type <tt>T</tt> is given by a String or a Fixnum constant.
65
+ # The following quasi-random sequence algorithms are available,
66
+ #
67
+ # * "<tt>niederreiter_2</tt>" (String)
68
+ # * <tt>GSL::QRng::NIEDERREITER_2</tt> (Fixnum)
69
+ #
70
+ # 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.
71
+ #
72
+ # * "<tt>sobol</tt>" (String)
73
+ # * <tt>GSL::QRng::SOBOL</tt> (Fixnum)
74
+ #
75
+ # 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.
76
+ #
77
+ # * "<tt>halton</tt>" (String)
78
+ # * <tt>GSL::QRng::HALTON</tt> (Fixnum)
79
+ # * "<tt>reversehalton</tt>" (String)
80
+ # * <tt>GSL::QRng::REVERSEHALTON</tt> (Fixnum)
81
+ #
82
+ # (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.
83
+ #
84
+ # {prev}[link:files/rdoc/rng_rdoc.html]
85
+ # {next}[link:files/rdoc/randist_rdoc.html]
86
+ #
87
+ # {Reference index}[link:files/rdoc/ref_rdoc.html]
88
+ # {top}[link:files/rdoc/index_rdoc.html]
89
+ #
90
+ #
@@ -0,0 +1,233 @@
1
+ #
2
+ # = Random Number Distributions
3
+ # This chapter describes functions for generating random variates and computing
4
+ # their probability distributions. Samples from the distributions described
5
+ # in this chapter can be obtained using any of the random number generators
6
+ # in the library as an underlying source of randomness.
7
+ #
8
+ # In the simplest cases a non-uniform distribution can be obtained analytically
9
+ # from the uniform distribution of a random number generator by applying an
10
+ # appropriate transformation. This method uses one call to the random number
11
+ # generator. More complicated distributions are created by the
12
+ # acceptance-rejection method, which compares the desired distribution against
13
+ # a distribution which is similar and known analytically. This usually requires
14
+ # several samples from the generator.
15
+ #
16
+ # The library also provides cumulative distribution functions and inverse
17
+ # cumulative distribution functions, sometimes referred to as quantile
18
+ # functions. The cumulative distribution functions and their inverses are
19
+ # computed separately for the upper and lower tails of the distribution,
20
+ # allowing full accuracy to be retained for small results.
21
+ #
22
+ # Contents:
23
+ # 1. {Introduction}[link:files/rdoc/randist_rdoc.html#1]
24
+ # 1. {The Gaussian Distribution}[link:files/rdoc/randist_rdoc.html#2]
25
+ # 1. {The Gaussian Tail Distribution}[link:files/rdoc/randist_rdoc.html#3]
26
+ # ...
27
+ # and more, see {the GSL reference}[http://www.gnu.org/software/gsl/manual/"target="_top]
28
+ # 1. {Shuffling and Sampling}[link:files/rdoc/randist_rdoc.html#7]
29
+ #
30
+ # == {}[link:index.html"name="1] Introduction
31
+ # Continuous random number distributions are defined by a probability density
32
+ # function, p(x), such that the probability of x occurring in the
33
+ # infinitesimal range x to x+dx is p dx.
34
+ #
35
+ # The cumulative distribution function for the lower tail P(x) is defined by the
36
+ # integral, and gives the probability of a variate taking a value less than x.
37
+ #
38
+ # The cumulative distribution function for the upper tail Q(x) is defined by the
39
+ # integral, and gives the probability of a variate taking a value greater than
40
+ # x.
41
+ #
42
+ # The upper and lower cumulative distribution functions are related
43
+ # by P(x) + Q(x) = 1 and satisfy 0 <= P(x) <= 1, 0 <= Q(x) <= 1.
44
+ #
45
+ # The inverse cumulative distributions, x=P^{-1}(P) and x=Q^{-1}(Q) give the
46
+ # values of x which correspond to a specific value of P or Q. They can be used
47
+ # to find confidence limits from probability values.
48
+ #
49
+ # For discrete distributions the probability of sampling the integer value k is
50
+ # given by p(k), where \sum_k p(k) = 1. The cumulative distribution for the
51
+ # lower tail P(k) of a discrete distribution is defined as, where the sum is
52
+ # over the allowed range of the distribution less than or equal to k.
53
+ #
54
+ # The cumulative distribution for the upper tail of a discrete distribution Q(k)
55
+ # is defined as giving the sum of probabilities for all values greater than k.
56
+ # These two definitions satisfy the identity P(k)+Q(k)=1.
57
+ #
58
+ # If the range of the distribution is 1 to n inclusive then P(n)=1, Q(n)=0
59
+ # while P(1) = p(1), Q(1)=1-p(1).
60
+ #
61
+ #
62
+ #
63
+ # == {}[link:index.html"name="2] The Gaussian Distribution
64
+ # ---
65
+ # * GSL::Rng#gaussian(sigma = 1)
66
+ # * GSL::Ran::gaussian(rng, sigma = 1)
67
+ # * GSL::Rng#ugaussian
68
+ # * GSL::Ran::ugaussian
69
+ #
70
+ # These return a Gaussian random variate, with mean zero and standard
71
+ # deviation <tt>sigma</tt>.
72
+ #
73
+ # ---
74
+ # * GSL::Ran::gaussian_pdf(x, sigma = 1)
75
+ #
76
+ # Computes the probability density p(x) at <tt>x</tt> for a Gaussian distribution
77
+ # with standard deviation <tt>sigma</tt>.
78
+ #
79
+ # ---
80
+ # * GSL::Rng#gaussian_ratio_method(sigma = 1)
81
+ # * GSL::Ran::gaussian_ratio_method(rng, sigma = 1)
82
+ #
83
+ # Use Kinderman-Monahan ratio method.
84
+ #
85
+ # ---
86
+ # * GSL::Cdf::gaussian_P(x, sigma = 1)
87
+ # * GSL::Cdf::gaussian_Q(x, sigma = 1)
88
+ # * GSL::Cdf::gaussian_Pinv(P, sigma = 1)
89
+ # * GSL::Cdf::gaussian_Qinv(Q, sigma = 1)
90
+ # * GSL::Cdf::ugaussian_P(x)
91
+ # * GSL::Cdf::ugaussian_Q(x)
92
+ # * GSL::Cdf::ugaussian_Pinv(P)
93
+ # * GSL::Cdf::ugaussian_Qinv(Q)
94
+ #
95
+ # These methods compute the cumulative distribution functions P(x), Q(x)
96
+ # and their inverses for the Gaussian distribution with standard
97
+ # deviation <tt>sigma</tt>.
98
+ #
99
+ # == {}[link:index.html"name="3] The Gaussian Tail Distribution
100
+ # ---
101
+ # * GSL::Rng#gaussian_tail(a, sigma = 1)
102
+ # * GSL::Ran#gaussian_tail(rng, a, sigma = 1)
103
+ # * GSL::Rng#ugaussian_tail(a)
104
+ # * GSL::Ran#ugaussian_tail(rng)
105
+ #
106
+ # These methods provide random variates from the upper tail of a Gaussian
107
+ # distribution with standard deviation <tt>sigma</tt>.
108
+ # The values returned are larger than the lower limit <tt>a</tt>, which must be positive.
109
+ #
110
+ # ---
111
+ # * GSL::Ran::gaussian_tail_pdf(x, a, sigma = 1)
112
+ # * GSL::Ran::ugaussian_tail_pdf(x, a)
113
+ #
114
+ # These methods compute the probability density p(x) at <tt>x</tt> for a Gaussian
115
+ # tail distribution with standard deviation <tt>sigma</tt>
116
+ # and lower limit <tt>a</tt>.
117
+ #
118
+ # == {}[link:index.html"name="4] The Bivariate Gaussian Distribution
119
+ # ---
120
+ # * GSL::Rng#bivariate_gaussian(sigma_x, sigma_y, rho)
121
+ # * GSL::Ran::bivariate_gaussian(rng, sigma_x, sigma_y, rho)
122
+ #
123
+ # These methods generate a pair of correlated gaussian variates,
124
+ # with mean zero, correlation coefficient <tt>rho</tt> and standard deviations
125
+ # <tt>sigma_x</tt> and <tt>sigma_y</tt> in the x and y directions.
126
+ #
127
+ # ---
128
+ # * GSL::Ran::bivariate_gaussian_pdf(x, y, sigma_x, sigma_y, rho)
129
+ #
130
+ # This method computes the probability density p(x,y) at <tt>(x,y)</tt>
131
+ # for a bivariate gaussian distribution with standard deviations
132
+ # <tt>sigma_x, sigma_y</tt> and correlation coefficient <tt>rho</tt>.
133
+ #
134
+ # == {}[link:index.html"name="5] The Exponential Distribution
135
+ # ---
136
+ # * GSL::Rng#exponential(mu)
137
+ # * GSL::Ran::exponential(rng, mu)
138
+ #
139
+ # These methods return a random variate from the exponential
140
+ # distribution with mean <tt>mu</tt>.
141
+ #
142
+ # ---
143
+ # * GSL::Ran::exponential_pdf(x, mu)
144
+ #
145
+ # This method computes the probability density p(x) at <tt>x</tt>
146
+ # 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
+ # and their inverses for the exponential distribution with mean <tt>mu</tt>.
156
+ #
157
+ # == {}[link:index.html"name="6] The Laplace Distribution
158
+ # ---
159
+ # * 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
+ # * GSL::Cdf::laplace_P(x, a)
173
+ # * GSL::Cdf::laplace_Q(x, a)
174
+ # * GSL::Cdf::laplace_Pinv(P, a)
175
+ # * GSL::Cdf::laplace_Qinv(Q, a)
176
+ #
177
+ # 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
+ #
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
+ # * GSL::Rng#fdist(nu1, nu2)
193
+ # * GSL::Rng#tdist(nu)
194
+ # * GSL::Rng#beta(a, b)
195
+ # * GSL::Rng#logistic(a)
196
+ # * GSL::Rng#pareto(a, b)
197
+ #
198
+ #
199
+ # ...
200
+ #
201
+ # and more, see {the GSL reference}[http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC286"target="_top].
202
+ #
203
+ # == {}[link:index.html"name="7] Shuffling and Sampling
204
+ # ---
205
+ # * GSL::Rng#shuffle(v, n)
206
+ #
207
+ # This randomly shuffles the order of <tt>n</tt> objects,
208
+ # stored in the {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object <tt>v</tt>.
209
+ # ---
210
+ # * GSL::Rng#choose(v, k)
211
+ #
212
+ # This returns a {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object with <tt>k</tt> objects
213
+ # taken randomly from the {GSL::Vector}[link:files/rdoc/vector_rdoc.html] object <tt>v</tt>.
214
+ #
215
+ # The objects are sampled without replacement, thus each object can only
216
+ # appear once in the returned vector. It is required that <tt>k</tt> be less
217
+ # than or equal to the length of the vector <tt>v</tt>.
218
+ #
219
+ # ---
220
+ # * GSL::Rng#sample(v, k)
221
+ #
222
+ # This method is like the method <tt>choose</tt> but samples <tt>k</tt> items
223
+ # from the original vector <tt>v</tt> with replacement, so the same object
224
+ # can appear more than once in the output sequence. There is no requirement
225
+ # that <tt>k</tt> be less than the length of <tt>v</tt>.
226
+ #
227
+ # {prev}[link:files/rdoc/qrng_rdoc.html]
228
+ # {next}[link:files/rdoc/stats_rdoc.html]
229
+ #
230
+ # {Reference index}[link:files/rdoc/ref_rdoc.html]
231
+ # {top}[link:files/rdoc/index_rdoc.html]
232
+ #
233
+ #
@@ -0,0 +1,93 @@
1
+ #
2
+ # = {Ruby/GSL Reference}[link:files/rdoc/ref_rdoc.html"target="_parent]
3
+ # (See also {Gnu Scientific Library -- Reference Manual}[http://www.gnu.org/software/gsl/manual/html_node/"target="_top])
4
+ #
5
+ # == {}[link:index.html"name="1] Front Matter
6
+ # This document describes the modules, classes and the methods of Ruby/GSL. This
7
+ # includes cut-and-paste from the
8
+ # {GNU Scientific Library -- Reference Manual}[http://www.gnu.org/software/gsl/manual/html_node/"target="_top],
9
+ # and documents of the extention libraries.
10
+ #
11
+ # === {}[link:index.html"name="1.1] Copyright of the GSL Reference
12
+ #
13
+ # Copyright 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006,
14
+ # 2007, 2008 The GSL Team.
15
+ #
16
+ # Permission is granted to copy, distribute and/or modify this document under the
17
+ # terms of the GNU Free Documentation License, Version 1.3 or any later version
18
+ # published by the Free Software Foundation; with the Invariant Sections being
19
+ # "GNU General Public License" and "Free Software Needs Free Documentation", the
20
+ # Front-Cover text being "A GNU Manual", and with the Back-Cover Text being (a)
21
+ # (see below). A copy of the license is included in the section entitled "GNU
22
+ # Free Documentation License". (a) The Back-Cover Text is: "You have the freedom
23
+ # to copy and modify this GNU Manual."
24
+ #
25
+ # === {}[link:index.html"name="1.2] Copyright of this reference
26
+ #
27
+ # 2009,2010 Yoshiki Tsunesada, David MacMahon
28
+ #
29
+ # Permission is granted to copy, distribute and/or modify this document under
30
+ # the terms of the GNU Free Documentation License.
31
+ #
32
+ # == {}[link:index.html"name="2] Ruby/GSL Reference
33
+ #
34
+ # 1. {Introduction}[link:files/rdoc/intro_rdoc.html]
35
+ # 1. {Using Ruby/GSL}[link:files/rdoc/use_rdoc.html]
36
+ # 1. {Error Handling}[link:files/rdoc/ehandling_rdoc.html]
37
+ # 1. {Mathematical Functions}[link:files/rdoc/math_rdoc.html]
38
+ # 1. {Complex Numbers}[link:files/rdoc/complex_rdoc.html]
39
+ # 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)
46
+ ++
47
+ # 1. {Sorting}[link:files/rdoc/sort_rdoc.html]
48
+ # 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]
57
+ # 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]
58
+ # 1. {N-tuples}[link:files/rdoc/ntuple_rdoc.html]
59
+ # 1. {Monte-Carlo Integration}[link:files/rdoc/monte_rdoc.html]
60
+ # 1. {Simulated Annealing}[link:files/rdoc/siman_rdoc.html]
61
+ # 1. {Ordinary Differential Equations}[link:files/rdoc/odeiv_rdoc.html]
62
+ # 1. {Interpolation}[link:files/rdoc/interp_rdoc.html]
63
+ # 1. {Numerical Differentiation}[link:files/rdoc/diff_rdoc.html]
64
+ # 1. {Chebyshev Approximations}[link:files/rdoc/cheb_rdoc.html]
65
+ # 1. {Series Acceleration}[link:files/rdoc/sum_rdoc.html]
66
+ # 1. {Wavelet Transforms}[link:files/rdoc/wavelet_rdoc.html] (GSL-1.6 feature)
67
+ # 1. {Discrete Hankel Transforms}[link:files/rdoc/dht_rdoc.html]
68
+ # 1. {One dimensional Root-Finding}[link:files/rdoc/roots_rdoc.html]
69
+ # 1. {One dimensional Minimization}[link:files/rdoc/min_rdoc.html]
70
+ # 1. {Multidimensional Root-Finding}[link:files/rdoc/multiroot_rdoc.html]
71
+ # 1. {Multidimensional Minimization}[link:files/rdoc/multimin_rdoc.html]
72
+ # 1. {Least-Squares Fitting}[link:files/rdoc/fit_rdoc.html]
73
+ # 1. {Nonlinear Least-Squares Fitting}[link:files/rdoc/nonlinearfit_rdoc.html]
74
+ # 1. {Basis Splines}[link:files/rdoc/bspline_rdoc.html]
75
+ # 1. {Physical Constants}[link:files/rdoc/const_rdoc.html]
76
+ # 1. {Graphics}[link:files/rdoc/graph_rdoc.html]
77
+ # 1. Supported GSL add-on packages
78
+ # 1. {rngextra}[link:files/rdoc/rngextra_rdoc.html]
79
+ # 1. {Tensor manipulations}[link:files/rdoc/tensor_rdoc.html]
80
+ # 1. OOL: Open Optimization library (see examples/ool/*.rb)
81
+ # 1. CQP and Bundle (see examples/multimin/cqp.rb, bundle.rb)
82
+ # 1. quartic
83
+ # 1. jacobi (see examples/jacobi/*.rb)
84
+ # 1. {NDLINEAR: multi-linear, multi-parameter least squares fitting}[link:files/rdoc/ndlinear_rdoc.html]
85
+ # 1. {ALF: associated Legendre polynomials}[link:files/rdoc/alf_rdoc.html]
86
+ # 1. {NArray compatibilities}[link:files/rdoc/narray_rdoc.html]
87
+ # 1. {Changes since Ruby/GSL 1.10.3}[link:files/rdoc/changes_rdoc.html]
88
+ # 1. {GNU Free Documentation Licence}[http://www.gnu.org/software/gsl/manual/html_node/GNU-Free-Documentation-License.html"target="_top]
89
+ #
90
+ # {next}[link:files/rdoc/intro_rdoc.html]
91
+ #
92
+ # {top}[link:files/rdoc/index_rdoc.html]
93
+ #
@@ -0,0 +1,203 @@
1
+ #
2
+ # = 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
6
+ # switch between generators without needing to recompile your program.
7
+ # Each instance of a generator keeps track of its own state, allowing the
8
+ # generators to be used in multi-threaded programs. Additional functions are
9
+ # available for transforming uniform random numbers into samples from
10
+ # continuous or discrete probability distributions such as the Gaussian,
11
+ # log-normal or Poisson distributions.
12
+ #
13
+ #
14
+ #
15
+ # Contents:
16
+ # 1. {General comments on random numbers}[link:files/rdoc/rng_rdoc.html#1]
17
+ # 1. {The Random Number Generator Interface: GSL::Rng class}[link:files/rdoc/rng_rdoc.html#2]
18
+ # 1. {Random number generator initialization}[link:files/rdoc/rng_rdoc.html#3]
19
+ # 1. {Sampling from a random number generator}[link:files/rdoc/rng_rdoc.html#4]
20
+ # 1. {Auxiliary random number generator functions}[link:files/rdoc/rng_rdoc.html#5]
21
+ # 1. {Random number environment variables}[link:files/rdoc/rng_rdoc.html#6]
22
+ #
23
+ # == {}[link:index.html"name="1] General comments on random numbers
24
+ # In 1988, Park and Miller wrote a paper entitled "Random number generators:
25
+ # good ones are hard to find." [Commun. ACM, 31, 1192-1201]. Fortunately, some
26
+ # excellent random number generators are available, though poor ones are still
27
+ # in common use. You may be happy with the system-supplied random number
28
+ # generator on your computer, but you should be aware that as computers get
29
+ # faster, requirements on random number generators increase. Nowadays, a
30
+ # simulation that calls a random number generator millions of times can often
31
+ # finish before you can make it down the hall to the coffee machine and back.
32
+ #
33
+ # A very nice review of random number generators was written by Pierre L'Ecuyer,
34
+ # 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
36
+ # 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,
39
+ # a classic. If you don't own it, you should stop reading right now, run to the
40
+ # 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,
45
+ # low serial correlation, and a tendency not to "fall mainly on the planes."
46
+ # 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
49
+ # answer provides a measure of "randomness".
50
+ #
51
+ # == {}[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
59
+ # whole array of numbers, possibly with some indices thrown in. To use the
60
+ # random number generators, you do not need to know the details of what
61
+ # comprises the state, and besides that varies from algorithm to algorithm.
62
+ #
63
+ # The random number generator library uses <tt>GSL::Rng</tt> class for the interface.
64
+ # == {}[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
138
+ #
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
148
+ # distributed in the range [0,1).
149
+ #
150
+ # ---
151
+ # * GSL::Rng#uniform_pos
152
+ #
153
+ # This returns a positive double precision floating point number uniformly
154
+ # distributed in the range (0,1), excluding both 0.0 and 1.0.
155
+ #
156
+ # ---
157
+ # * GSL::Rng#uniform_int(n)
158
+ #
159
+ # This method returns a random integer from 0 to n-1 inclusive.
160
+ #
161
+ # == {}[link:index.html"name="5] Auxiliary random number generator functions
162
+ #
163
+ # ---
164
+ # * GSL::Rng#name
165
+ #
166
+ # This method returns a Sting object of the name of the generator.
167
+ #
168
+ # ---
169
+ # * GSL::Rng#max
170
+ # * GSL::Rng#min
171
+ #
172
+ # These method return the largest/smallest value that the method
173
+ # <tt>get</tt> can return.
174
+ #
175
+ # ---
176
+ # * GSL::Rng#clone
177
+ # * GSL::Rng#duplicate
178
+ #
179
+ # Return a newly created generator which is an exact copy of the generator <tt>self</tt>.
180
+ #
181
+ # == {}[link:index.html"name="6] Random number environment variables
182
+ # The library allows you to choose a default generator and seed from the
183
+ # environment variables <tt>GSL_RNG_TYPE</tt> and <tt>GSL_RNG_SEED</tt>
184
+ # and the method <tt>GSL::Rng::env_setup</tt>.
185
+ #
186
+ # ---
187
+ # * GSL::Rng.env_setup()
188
+ #
189
+ # Reads the environment variables <tt>GSL_RNG_TYPE</tt> and
190
+ # <tt>GSL_RNG_SEED</tt> and uses their values to set the corresponding
191
+ # library variables.
192
+ #
193
+ # If you don't specify a generator for <tt>GSL_RNG_TYPE</tt>
194
+ # then "mt19937" is used as the default.
195
+ # The initial value of the default seed is zero.
196
+ #
197
+ #
198
+ # {prev}[link:files/rdoc/integration_rdoc.html]
199
+ # {next}[link:files/rdoc/qrng_rdoc.html]
200
+ #
201
+ # {Reference index}[link:files/rdoc/ref_rdoc.html]
202
+ # {top}[link:files/rdoc/index_rdoc.html]
203
+ #