gsl 1.15.3 → 1.16.0.6
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- checksums.yaml +7 -0
- data/.gitignore +12 -0
- data/.travis.yml +24 -0
- data/AUTHORS +10 -2
- data/COPYING +341 -339
- data/ChangeLog +612 -554
- data/Gemfile +4 -0
- data/README.md +77 -0
- data/Rakefile +14 -93
- data/THANKS +1 -1
- data/examples/blas/blas.rb +1 -1
- data/examples/bspline.rb +3 -3
- data/examples/complex/functions.rb +4 -4
- data/examples/complex/mul.rb +1 -1
- data/examples/const/physconst.rb +4 -4
- data/examples/const/travel.rb +4 -4
- data/examples/eigen/nonsymmv.rb +1 -1
- data/examples/eigen/qhoscillator.rb +3 -3
- data/examples/fft/radix2.rb +1 -1
- data/examples/fft/real-halfcomplex.rb +3 -3
- data/examples/fft/real-halfcomplex2.rb +3 -3
- data/examples/fit/expfit.rb +1 -1
- data/examples/fit/multifit.rb +1 -1
- data/examples/fit/ndlinear.rb +44 -44
- data/examples/fit/nonlinearfit.rb +1 -1
- data/examples/fit/wlinear.rb +3 -3
- data/examples/function/function.rb +1 -1
- data/examples/function/min.rb +1 -1
- data/examples/function/synchrotron.rb +2 -2
- data/examples/gallery/koch.rb +1 -1
- data/examples/histogram/cauchy.rb +2 -2
- data/examples/histogram/exponential.rb +1 -1
- data/examples/histogram/histo3d.rb +1 -1
- data/examples/histogram/histogram-pdf.rb +2 -2
- data/examples/histogram/xexp.rb +1 -1
- data/examples/integration/ahmed.rb +2 -2
- data/examples/integration/cosmology.rb +7 -7
- data/examples/integration/friedmann.rb +4 -4
- data/examples/integration/qng.rb +1 -1
- data/examples/interp/demo.rb +2 -2
- data/examples/linalg/LQ_solve.rb +1 -1
- data/examples/linalg/LU.rb +1 -1
- data/examples/linalg/LU2.rb +1 -1
- data/examples/linalg/LU_narray.rb +1 -1
- data/examples/linalg/PTLQ.rb +1 -1
- data/examples/linalg/QRPT.rb +1 -1
- data/examples/linalg/chol.rb +1 -1
- data/examples/linalg/chol_narray.rb +1 -1
- data/examples/linalg/complex.rb +1 -1
- data/examples/math/elementary.rb +1 -1
- data/examples/math/functions.rb +1 -1
- data/examples/math/inf_nan.rb +1 -1
- data/examples/math/minmax.rb +1 -1
- data/examples/math/power.rb +1 -1
- data/examples/math/test.rb +1 -1
- data/examples/min.rb +1 -1
- data/examples/multimin/bundle.rb +1 -1
- data/examples/multimin/cqp.rb +17 -17
- data/examples/multiroot/fsolver3.rb +1 -1
- data/examples/odeiv/binarysystem.rb +12 -12
- data/examples/odeiv/demo.rb +3 -3
- data/examples/odeiv/frei1.rb +7 -7
- data/examples/odeiv/frei2.rb +4 -4
- data/examples/odeiv/oscillator.rb +1 -1
- data/examples/odeiv/sedov.rb +3 -3
- data/examples/odeiv/whitedwarf.rb +11 -11
- data/examples/permutation/ex1.rb +2 -2
- data/examples/permutation/permutation.rb +1 -1
- data/examples/poly/demo.rb +1 -1
- data/examples/random/diffusion.rb +1 -1
- data/examples/random/generator.rb +2 -2
- data/examples/random/randomwalk.rb +3 -3
- data/examples/random/rng.rb +1 -1
- data/examples/roots/bisection.rb +1 -1
- data/examples/roots/brent.rb +1 -1
- data/examples/roots/demo.rb +1 -1
- data/examples/roots/newton.rb +2 -2
- data/examples/roots/recombination.gp +0 -1
- data/examples/sf/hyperg.rb +1 -1
- data/examples/sf/sphbessel.rb +1 -1
- data/examples/sort/sort.rb +1 -1
- data/examples/tamu_anova.rb +4 -4
- data/examples/vector/add.rb +1 -1
- data/examples/vector/decimate.rb +1 -1
- data/examples/vector/gnuplot.rb +8 -8
- data/examples/vector/vector.rb +2 -2
- data/examples/wavelet/wavelet1.rb +1 -1
- data/ext/{alf.c → gsl_native/alf.c} +10 -10
- data/ext/{array.c → gsl_native/array.c} +70 -159
- data/ext/{array_complex.c → gsl_native/array_complex.c} +63 -66
- data/ext/{blas.c → gsl_native/blas.c} +2 -3
- data/ext/{blas1.c → gsl_native/blas1.c} +35 -36
- data/ext/{blas2.c → gsl_native/blas2.c} +57 -62
- data/ext/{blas3.c → gsl_native/blas3.c} +57 -58
- data/ext/{block.c → gsl_native/block.c} +14 -18
- data/ext/{block_source.c → gsl_native/block_source.h} +110 -112
- data/ext/gsl_native/bspline.c +122 -0
- data/ext/{bundle.c → gsl_native/bundle.c} +0 -0
- data/ext/{cdf.c → gsl_native/cdf.c} +79 -93
- data/ext/{cheb.c → gsl_native/cheb.c} +78 -89
- data/ext/{combination.c → gsl_native/combination.c} +11 -19
- data/ext/{common.c → gsl_native/common.c} +9 -41
- data/ext/{complex.c → gsl_native/complex.c} +116 -118
- data/ext/gsl_native/const.c +331 -0
- data/ext/{const_additional.c → gsl_native/const_additional.c} +13 -34
- data/ext/gsl_native/cqp.c +283 -0
- data/ext/{deriv.c → gsl_native/deriv.c} +25 -33
- data/ext/{dht.c → gsl_native/dht.c} +23 -31
- data/ext/{diff.c → gsl_native/diff.c} +26 -28
- data/ext/{dirac.c → gsl_native/dirac.c} +45 -46
- data/ext/{eigen.c → gsl_native/eigen.c} +1044 -1095
- data/ext/{error.c → gsl_native/error.c} +18 -18
- data/ext/gsl_native/extconf.rb +118 -0
- data/ext/{fft.c → gsl_native/fft.c} +197 -204
- data/ext/{fit.c → gsl_native/fit.c} +17 -18
- data/ext/gsl_native/fresnel.c +312 -0
- data/ext/{function.c → gsl_native/function.c} +37 -43
- data/ext/{geometry.c → gsl_native/geometry.c} +16 -16
- data/ext/{graph.c → gsl_native/graph.c} +39 -89
- data/ext/{gsl.c → gsl_native/gsl.c} +12 -33
- data/ext/{gsl_narray.c → gsl_native/gsl_narray.c} +20 -30
- data/ext/{histogram.c → gsl_native/histogram.c} +133 -160
- data/ext/{histogram2d.c → gsl_native/histogram2d.c} +78 -104
- data/ext/{histogram3d.c → gsl_native/histogram3d.c} +76 -76
- data/ext/{histogram3d_source.c → gsl_native/histogram3d_source.c} +196 -197
- data/ext/{histogram_find.c → gsl_native/histogram_find.c} +32 -34
- data/ext/{histogram_oper.c → gsl_native/histogram_oper.c} +43 -52
- data/ext/{ieee.c → gsl_native/ieee.c} +9 -21
- data/{include → ext/gsl_native/include}/rb_gsl.h +4 -26
- data/{include → ext/gsl_native/include}/rb_gsl_array.h +15 -39
- data/{include → ext/gsl_native/include}/rb_gsl_cheb.h +0 -2
- data/{include → ext/gsl_native/include}/rb_gsl_common.h +61 -61
- data/{include → ext/gsl_native/include}/rb_gsl_complex.h +1 -1
- data/{include → ext/gsl_native/include}/rb_gsl_const.h +0 -6
- data/ext/gsl_native/include/rb_gsl_dirac.h +6 -0
- data/{include → ext/gsl_native/include}/rb_gsl_eigen.h +1 -1
- data/{include → ext/gsl_native/include}/rb_gsl_fft.h +0 -13
- data/{include → ext/gsl_native/include}/rb_gsl_fit.h +0 -2
- data/{include → ext/gsl_native/include}/rb_gsl_function.h +0 -4
- data/{include → ext/gsl_native/include}/rb_gsl_graph.h +2 -4
- data/{include → ext/gsl_native/include}/rb_gsl_histogram.h +8 -8
- data/{include → ext/gsl_native/include}/rb_gsl_histogram3d.h +50 -50
- data/{include → ext/gsl_native/include}/rb_gsl_integration.h +1 -1
- data/{include → ext/gsl_native/include}/rb_gsl_interp.h +0 -5
- data/{include → ext/gsl_native/include}/rb_gsl_linalg.h +2 -6
- data/{include → ext/gsl_native/include}/rb_gsl_math.h +0 -6
- data/{include → ext/gsl_native/include}/rb_gsl_odeiv.h +0 -3
- data/{include → ext/gsl_native/include}/rb_gsl_poly.h +3 -7
- data/{include → ext/gsl_native/include}/rb_gsl_rational.h +1 -8
- data/{include → ext/gsl_native/include}/rb_gsl_rng.h +0 -1
- data/{include → ext/gsl_native/include}/rb_gsl_root.h +1 -1
- data/{include → ext/gsl_native/include}/rb_gsl_sf.h +39 -48
- data/{include → ext/gsl_native/include}/rb_gsl_statistics.h +1 -1
- data/{include → ext/gsl_native/include}/rb_gsl_tensor.h +0 -2
- data/{include → ext/gsl_native/include}/rb_gsl_with_narray.h +3 -1
- data/{include → ext/gsl_native/include}/templates_off.h +0 -0
- data/{include → ext/gsl_native/include}/templates_on.h +1 -1
- data/ext/{integration.c → gsl_native/integration.c} +164 -189
- data/ext/{interp.c → gsl_native/interp.c} +25 -38
- data/ext/gsl_native/jacobi.c +733 -0
- data/ext/{linalg.c → gsl_native/linalg.c} +462 -589
- data/ext/{linalg_complex.c → gsl_native/linalg_complex.c} +93 -106
- data/ext/{math.c → gsl_native/math.c} +48 -67
- data/ext/{matrix.c → gsl_native/matrix.c} +13 -16
- data/ext/{matrix_complex.c → gsl_native/matrix_complex.c} +119 -123
- data/ext/{matrix_double.c → gsl_native/matrix_double.c} +79 -82
- data/ext/{matrix_int.c → gsl_native/matrix_int.c} +53 -54
- data/ext/{matrix_source.c → gsl_native/matrix_source.h} +292 -318
- data/ext/{min.c → gsl_native/min.c} +45 -76
- data/ext/{monte.c → gsl_native/monte.c} +50 -64
- data/ext/{multifit.c → gsl_native/multifit.c} +142 -151
- data/ext/{multimin.c → gsl_native/multimin.c} +64 -92
- data/ext/{multimin_fsdf.c → gsl_native/multimin_fsdf.c} +16 -16
- data/ext/{multiroots.c → gsl_native/multiroots.c} +73 -76
- data/ext/{multiset.c → gsl_native/multiset.c} +4 -8
- data/ext/{ndlinear.c → gsl_native/ndlinear.c} +320 -321
- data/ext/{nmf.c → gsl_native/nmf.c} +11 -11
- data/ext/{nmf_wrap.c → gsl_native/nmf_wrap.c} +1 -1
- data/ext/{ntuple.c → gsl_native/ntuple.c} +23 -23
- data/ext/{odeiv.c → gsl_native/odeiv.c} +101 -116
- data/ext/gsl_native/ool.c +879 -0
- data/ext/{permutation.c → gsl_native/permutation.c} +39 -37
- data/ext/{poly.c → gsl_native/poly.c} +10 -13
- data/ext/{poly2.c → gsl_native/poly2.c} +16 -16
- data/ext/{poly_source.c → gsl_native/poly_source.h} +249 -293
- data/ext/{qrng.c → gsl_native/qrng.c} +9 -20
- data/ext/{randist.c → gsl_native/randist.c} +222 -247
- data/ext/{rational.c → gsl_native/rational.c} +12 -12
- data/ext/{rng.c → gsl_native/rng.c} +30 -47
- data/ext/{root.c → gsl_native/root.c} +47 -48
- data/ext/{sf.c → gsl_native/sf.c} +196 -244
- data/ext/{sf_airy.c → gsl_native/sf_airy.c} +2 -2
- data/ext/{sf_bessel.c → gsl_native/sf_bessel.c} +7 -7
- data/ext/{sf_clausen.c → gsl_native/sf_clausen.c} +1 -1
- data/ext/{sf_coulomb.c → gsl_native/sf_coulomb.c} +40 -40
- data/ext/{sf_coupling.c → gsl_native/sf_coupling.c} +30 -30
- data/ext/{sf_dawson.c → gsl_native/sf_dawson.c} +1 -1
- data/ext/{sf_debye.c → gsl_native/sf_debye.c} +1 -10
- data/ext/{sf_dilog.c → gsl_native/sf_dilog.c} +1 -1
- data/ext/{sf_elementary.c → gsl_native/sf_elementary.c} +3 -3
- data/ext/{sf_ellint.c → gsl_native/sf_ellint.c} +43 -43
- data/ext/{sf_elljac.c → gsl_native/sf_elljac.c} +3 -3
- data/ext/{sf_erfc.c → gsl_native/sf_erfc.c} +1 -5
- data/ext/{sf_exp.c → gsl_native/sf_exp.c} +3 -3
- data/ext/{sf_expint.c → gsl_native/sf_expint.c} +2 -12
- data/ext/{sf_fermi_dirac.c → gsl_native/sf_fermi_dirac.c} +1 -1
- data/ext/{sf_gamma.c → gsl_native/sf_gamma.c} +2 -6
- data/ext/{sf_gegenbauer.c → gsl_native/sf_gegenbauer.c} +1 -1
- data/ext/{sf_hyperg.c → gsl_native/sf_hyperg.c} +1 -1
- data/ext/{sf_laguerre.c → gsl_native/sf_laguerre.c} +4 -4
- data/ext/{sf_lambert.c → gsl_native/sf_lambert.c} +1 -1
- data/ext/{sf_legendre.c → gsl_native/sf_legendre.c} +1 -1
- data/ext/{sf_log.c → gsl_native/sf_log.c} +4 -4
- data/ext/gsl_native/sf_mathieu.c +235 -0
- data/ext/{sf_power.c → gsl_native/sf_power.c} +1 -1
- data/ext/{sf_psi.c → gsl_native/sf_psi.c} +3 -12
- data/ext/{sf_synchrotron.c → gsl_native/sf_synchrotron.c} +1 -1
- data/ext/{sf_transport.c → gsl_native/sf_transport.c} +1 -1
- data/ext/{sf_trigonometric.c → gsl_native/sf_trigonometric.c} +4 -4
- data/ext/{sf_zeta.c → gsl_native/sf_zeta.c} +1 -5
- data/ext/{signal.c → gsl_native/signal.c} +63 -68
- data/ext/{siman.c → gsl_native/siman.c} +45 -49
- data/ext/{sort.c → gsl_native/sort.c} +6 -7
- data/ext/{spline.c → gsl_native/spline.c} +28 -46
- data/ext/{stats.c → gsl_native/stats.c} +105 -118
- data/ext/{sum.c → gsl_native/sum.c} +34 -34
- data/ext/{tamu_anova.c → gsl_native/tamu_anova.c} +1 -1
- data/ext/{tensor.c → gsl_native/tensor.c} +8 -11
- data/ext/{tensor_source.c → gsl_native/tensor_source.h} +147 -148
- data/ext/{vector.c → gsl_native/vector.c} +11 -14
- data/ext/{vector_complex.c → gsl_native/vector_complex.c} +179 -184
- data/ext/{vector_double.c → gsl_native/vector_double.c} +178 -183
- data/ext/{vector_int.c → gsl_native/vector_int.c} +27 -29
- data/ext/{vector_source.c → gsl_native/vector_source.h} +428 -443
- data/ext/{wavelet.c → gsl_native/wavelet.c} +224 -246
- data/gsl.gemspec +29 -0
- data/lib/gsl.rb +8 -3
- data/lib/gsl/gnuplot.rb +3 -3
- data/lib/gsl/oper.rb +35 -60
- data/lib/gsl/version.rb +3 -0
- data/lib/rbgsl.rb +1 -3
- data/rdoc/alf.rdoc +5 -5
- data/rdoc/blas.rdoc +9 -9
- data/rdoc/bspline.rdoc +17 -17
- data/rdoc/changes.rdoc +4 -9
- data/rdoc/cheb.rdoc +25 -25
- data/rdoc/cholesky_complex.rdoc +21 -21
- data/rdoc/combi.rdoc +37 -37
- data/rdoc/complex.rdoc +22 -22
- data/rdoc/const.rdoc +47 -47
- data/rdoc/dht.rdoc +49 -49
- data/rdoc/diff.rdoc +42 -42
- data/rdoc/ehandling.rdoc +6 -6
- data/rdoc/eigen.rdoc +153 -153
- data/rdoc/fft.rdoc +146 -146
- data/rdoc/fit.rdoc +109 -109
- data/rdoc/function.rdoc +11 -11
- data/rdoc/graph.rdoc +17 -17
- data/rdoc/hist.rdoc +103 -103
- data/rdoc/hist2d.rdoc +42 -42
- data/rdoc/hist3d.rdoc +9 -9
- data/rdoc/integration.rdoc +110 -110
- data/rdoc/interp.rdoc +71 -71
- data/rdoc/intro.rdoc +8 -8
- data/rdoc/linalg.rdoc +188 -188
- data/rdoc/linalg_complex.rdoc +1 -1
- data/rdoc/math.rdoc +58 -58
- data/rdoc/matrix.rdoc +275 -275
- data/rdoc/min.rdoc +57 -57
- data/rdoc/monte.rdoc +22 -22
- data/rdoc/multimin.rdoc +95 -95
- data/rdoc/multiroot.rdoc +80 -80
- data/rdoc/narray.rdoc +32 -32
- data/rdoc/ndlinear.rdoc +54 -54
- data/rdoc/nonlinearfit.rdoc +100 -100
- data/rdoc/ntuple.rdoc +31 -31
- data/rdoc/odeiv.rdoc +88 -88
- data/rdoc/perm.rdoc +90 -90
- data/rdoc/poly.rdoc +66 -66
- data/rdoc/qrng.rdoc +21 -21
- data/rdoc/randist.rdoc +82 -82
- data/rdoc/ref.rdoc +57 -57
- data/rdoc/rng.rdoc +85 -85
- data/rdoc/roots.rdoc +57 -57
- data/rdoc/sf.rdoc +428 -428
- data/rdoc/siman.rdoc +19 -19
- data/rdoc/sort.rdoc +30 -30
- data/rdoc/start.rdoc +8 -8
- data/rdoc/stats.rdoc +52 -52
- data/rdoc/sum.rdoc +12 -12
- data/rdoc/tensor.rdoc +31 -31
- data/rdoc/tut.rdoc +1 -1
- data/rdoc/use.rdoc +39 -39
- data/rdoc/vector.rdoc +188 -188
- data/rdoc/vector_complex.rdoc +24 -24
- data/rdoc/wavelet.rdoc +46 -46
- data/test/gsl/blas_test.rb +79 -0
- data/test/gsl/bspline_test.rb +63 -0
- data/test/gsl/cdf_test.rb +1512 -0
- data/test/gsl/cheb_test.rb +80 -0
- data/test/gsl/combination_test.rb +100 -0
- data/test/gsl/complex_test.rb +20 -0
- data/test/gsl/const_test.rb +29 -0
- data/test/gsl/deriv_test.rb +62 -0
- data/test/gsl/dht_test.rb +79 -0
- data/test/gsl/diff_test.rb +53 -0
- data/test/gsl/eigen_test.rb +563 -0
- data/test/gsl/err_test.rb +23 -0
- data/test/gsl/fit_test.rb +101 -0
- data/test/gsl/histo_test.rb +14 -0
- data/test/gsl/index_test.rb +61 -0
- data/test/gsl/integration_test.rb +274 -0
- data/test/gsl/interp_test.rb +27 -0
- data/test/gsl/linalg_test.rb +463 -0
- data/test/gsl/matrix_nmf_test.rb +37 -0
- data/test/gsl/matrix_test.rb +98 -0
- data/test/gsl/min_test.rb +89 -0
- data/test/gsl/monte_test.rb +77 -0
- data/test/gsl/multifit_test.rb +753 -0
- data/test/gsl/multimin_test.rb +157 -0
- data/test/gsl/multiroot_test.rb +135 -0
- data/test/gsl/multiset_test.rb +52 -0
- data/test/gsl/odeiv_test.rb +275 -0
- data/test/gsl/oper_test.rb +98 -0
- data/test/gsl/poly_test.rb +338 -0
- data/test/gsl/qrng_test.rb +94 -0
- data/test/gsl/quartic_test.rb +28 -0
- data/test/gsl/randist_test.rb +122 -0
- data/test/gsl/rng_test.rb +303 -0
- data/test/gsl/roots_test.rb +78 -0
- data/test/gsl/sf_test.rb +2079 -0
- data/test/gsl/stats_test.rb +122 -0
- data/test/gsl/sum_test.rb +69 -0
- data/test/gsl/tensor_test.rb +396 -0
- data/test/gsl/vector_test.rb +223 -0
- data/test/gsl/wavelet_test.rb +130 -0
- data/test/gsl_test.rb +321 -0
- data/test/test_helper.rb +42 -0
- data/uncrustify.cfg +1693 -0
- metadata +337 -378
- data/README +0 -32
- data/VERSION +0 -1
- data/ext/bspline.c +0 -130
- data/ext/const.c +0 -673
- data/ext/cqp.c +0 -283
- data/ext/extconf.rb +0 -295
- data/ext/fcmp.c +0 -66
- data/ext/fresnel.c +0 -312
- data/ext/jacobi.c +0 -739
- data/ext/ool.c +0 -879
- data/ext/oper_complex_source.c +0 -253
- data/ext/sf_mathieu.c +0 -238
- data/include/rb_gsl_config.h +0 -62
- data/include/rb_gsl_dirac.h +0 -13
- data/rdoc/index.rdoc +0 -62
- data/rdoc/rngextra.rdoc +0 -11
- data/rdoc/screenshot.rdoc +0 -40
- data/setup.rb +0 -1585
- data/tests/blas/amax.rb +0 -14
- data/tests/blas/asum.rb +0 -16
- data/tests/blas/axpy.rb +0 -25
- data/tests/blas/copy.rb +0 -23
- data/tests/blas/dot.rb +0 -23
- data/tests/bspline.rb +0 -53
- data/tests/cdf.rb +0 -1388
- data/tests/cheb.rb +0 -112
- data/tests/combination.rb +0 -123
- data/tests/complex.rb +0 -17
- data/tests/const.rb +0 -24
- data/tests/deriv.rb +0 -85
- data/tests/dht/dht1.rb +0 -17
- data/tests/dht/dht2.rb +0 -23
- data/tests/dht/dht3.rb +0 -23
- data/tests/dht/dht4.rb +0 -23
- data/tests/diff.rb +0 -78
- data/tests/eigen/eigen.rb +0 -220
- data/tests/eigen/gen.rb +0 -105
- data/tests/eigen/genherm.rb +0 -66
- data/tests/eigen/gensymm.rb +0 -68
- data/tests/eigen/nonsymm.rb +0 -53
- data/tests/eigen/nonsymmv.rb +0 -53
- data/tests/eigen/symm-herm.rb +0 -74
- data/tests/err.rb +0 -58
- data/tests/fit.rb +0 -124
- data/tests/gsl_test.rb +0 -118
- data/tests/gsl_test2.rb +0 -110
- data/tests/histo.rb +0 -12
- data/tests/integration/integration1.rb +0 -72
- data/tests/integration/integration2.rb +0 -71
- data/tests/integration/integration3.rb +0 -71
- data/tests/integration/integration4.rb +0 -71
- data/tests/interp.rb +0 -45
- data/tests/linalg/HH.rb +0 -64
- data/tests/linalg/LU.rb +0 -47
- data/tests/linalg/QR.rb +0 -77
- data/tests/linalg/SV.rb +0 -24
- data/tests/linalg/TDN.rb +0 -116
- data/tests/linalg/TDS.rb +0 -122
- data/tests/linalg/bidiag.rb +0 -73
- data/tests/linalg/cholesky.rb +0 -20
- data/tests/linalg/linalg.rb +0 -158
- data/tests/matrix/matrix_complex_test.rb +0 -36
- data/tests/matrix/matrix_nmf_test.rb +0 -39
- data/tests/matrix/matrix_test.rb +0 -48
- data/tests/min.rb +0 -99
- data/tests/monte/miser.rb +0 -31
- data/tests/monte/vegas.rb +0 -45
- data/tests/multifit/test_2dgauss.rb +0 -112
- data/tests/multifit/test_brown.rb +0 -90
- data/tests/multifit/test_enso.rb +0 -246
- data/tests/multifit/test_filip.rb +0 -155
- data/tests/multifit/test_gauss.rb +0 -97
- data/tests/multifit/test_longley.rb +0 -110
- data/tests/multifit/test_multifit.rb +0 -52
- data/tests/multimin.rb +0 -139
- data/tests/multiroot.rb +0 -131
- data/tests/multiset.rb +0 -52
- data/tests/narray/blas_dnrm2.rb +0 -20
- data/tests/odeiv.rb +0 -353
- data/tests/poly/poly.rb +0 -290
- data/tests/poly/special.rb +0 -65
- data/tests/qrng.rb +0 -131
- data/tests/quartic.rb +0 -29
- data/tests/randist.rb +0 -134
- data/tests/rng.rb +0 -305
- data/tests/roots.rb +0 -76
- data/tests/run-test.sh +0 -17
- data/tests/sf/gsl_test_sf.rb +0 -249
- data/tests/sf/test_airy.rb +0 -83
- data/tests/sf/test_bessel.rb +0 -306
- data/tests/sf/test_coulomb.rb +0 -17
- data/tests/sf/test_dilog.rb +0 -25
- data/tests/sf/test_gamma.rb +0 -209
- data/tests/sf/test_hyperg.rb +0 -356
- data/tests/sf/test_legendre.rb +0 -227
- data/tests/sf/test_mathieu.rb +0 -59
- data/tests/sf/test_mode.rb +0 -19
- data/tests/sf/test_sf.rb +0 -839
- data/tests/stats.rb +0 -174
- data/tests/stats_mt.rb +0 -16
- data/tests/sum.rb +0 -98
- data/tests/sys.rb +0 -323
- data/tests/tensor.rb +0 -419
- data/tests/vector/vector_complex_test.rb +0 -101
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- data/tests/wavelet.rb +0 -142
data/rdoc/dht.rdoc
CHANGED
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#
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# = Discrete Hankel Transforms
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# This chapter describes functions for performing Discrete Hankel Transforms
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# (DHTs).
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#
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# 1. {Definitions}[link:
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# 1. {Initialization}[link:
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# 1. {Methods}[link:
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#
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# ==
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# The discrete Hankel transform acts on a vector of sampled data, where the
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# samples are assumed to have been taken at points related to the zeroes of a
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# Bessel function of fixed order; compare this to the case of the discrete
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# Fourier transform, where samples are taken at points related to the zeroes
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# of the sine or cosine function.
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#
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# Specifically, let f(t) be a function on the unit interval. Then the finite
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# \nu-Hankel transform of f(t) is defined to be the set of numbers g_m given by,
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# This chapter describes functions for performing Discrete Hankel Transforms
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# (DHTs).
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#
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# 1. {Definitions}[link:rdoc/dht_rdoc.html#label-Definitions]
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# 1. {Initialization}[link:rdoc/dht_rdoc.html#label-Initialization]
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# 1. {Methods}[link:rdoc/dht_rdoc.html#label-Methods]
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#
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# == Definitions
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# The discrete Hankel transform acts on a vector of sampled data, where the
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# samples are assumed to have been taken at points related to the zeroes of a
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# Bessel function of fixed order; compare this to the case of the discrete
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# Fourier transform, where samples are taken at points related to the zeroes
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# of the sine or cosine function.
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#
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# Specifically, let f(t) be a function on the unit interval. Then the finite
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# \nu-Hankel transform of f(t) is defined to be the set of numbers g_m given by,
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# so that, Suppose that f is band-limited in the sense that g_m=0 for m > M.
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# Then we have the following fundamental sampling theorem. It is this discrete
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# expression which defines the discrete Hankel transform. The kernel in the
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# summation above defines the matrix of the \nu-Hankel transform of size M-1.
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# The coefficients of this matrix, being dependent on \nu and M, must be
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# precomputed and stored; the <tt>GSL::Dht</tt> object encapsulates this data.
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# The constructor <tt>GSL::Dht.alloc</tt> returns a <tt>GSL::Dht</tt> object
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# which must be properly initialized with <tt>GSL::Dht#init</tt> before
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# it can be used to perform transforms on data sample vectors,
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# for fixed \nu and M, using the <tt>GSL::Dht#apply</tt> method.
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# The implementation allows a scaling of the fundamental
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# interval, for convenience, so that one can assume the function is defined on
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# the interval [0,X], rather than the unit interval.
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#
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# Notice that by assumption f(t) vanishes at the endpoints of the interval,
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# consistent with the inversion formula and the sampling formula given above.
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# Therefore, this transform corresponds to an orthogonal expansion in
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# eigenfunctions of the Dirichlet problem for the Bessel differential equation.
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#
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#
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# ==
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# Then we have the following fundamental sampling theorem. It is this discrete
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# expression which defines the discrete Hankel transform. The kernel in the
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# summation above defines the matrix of the \nu-Hankel transform of size M-1.
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# The coefficients of this matrix, being dependent on \nu and M, must be
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# precomputed and stored; the <tt>GSL::Dht</tt> object encapsulates this data.
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# The constructor <tt>GSL::Dht.alloc</tt> returns a <tt>GSL::Dht</tt> object
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# which must be properly initialized with <tt>GSL::Dht#init</tt> before
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# it can be used to perform transforms on data sample vectors,
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# for fixed \nu and M, using the <tt>GSL::Dht#apply</tt> method.
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# The implementation allows a scaling of the fundamental
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# interval, for convenience, so that one can assume the function is defined on
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# the interval [0,X], rather than the unit interval.
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#
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# Notice that by assumption f(t) vanishes at the endpoints of the interval,
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# consistent with the inversion formula and the sampling formula given above.
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# Therefore, this transform corresponds to an orthogonal expansion in
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# eigenfunctions of the Dirichlet problem for the Bessel differential equation.
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#
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#
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# == Initialization
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#
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# ---
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# * GSL::Dht.alloc(size)
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# * GSL::Dht.alloc(size, nu, xmax)
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#
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# These methods allocate a Discrete Hankel transform object <tt>GSL::Dht</tt>
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# These methods allocate a Discrete Hankel transform object <tt>GSL::Dht</tt>
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# of size <tt>size</tt>.
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# If three arguments are given, the object is initialized with the values of
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# <tt>nu, xmax</tt>.
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#
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# This initializes the transform <tt>self</tt> for the given values of <tt>nu</tt> and <tt>xmax</tt>.
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#
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# ==
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# == Methods
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# ---
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# * GSL::Dht#apply(vin, vout)
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# * GSL::Dht#apply(vin)
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#
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# This applies the transform <tt>self</tt> to the vector <tt>vin</tt> whose size is
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# This applies the transform <tt>self</tt> to the vector <tt>vin</tt> whose size is
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# equal to the size of the transform.
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#
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# ---
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# * GSL::Dht#x_sample(n)
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#
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# This method returns the value of the n'th sample point in the unit interval,
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# (j_{nu,n+1}/j_{nu,M}) X. These are the points where the function f(t) is
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# This method returns the value of the n'th sample point in the unit interval,
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# (j_{nu,n+1}/j_{nu,M}) X. These are the points where the function f(t) is
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# assumed to be sampled.
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#
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# ---
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# * GSL::Dht#k_sample(n)
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#
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# This method returns the value of the n'th sample point in "k-space",
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# This method returns the value of the n'th sample point in "k-space",
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# j_{nu,n+1}/X.
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#
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# ---
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# ---
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# * GSL::Dht#xmax
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#
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# Returns the upper limit to the x-sampling domain
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# Returns the upper limit to the x-sampling domain
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# ---
|
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# * GSL::Dht#kmax
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#
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# Returns the upper limit to the k-sampling domain
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# Returns the upper limit to the k-sampling domain
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#
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# ---
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# * GSL::Dht#j
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#
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# Returns an array of computed J_nu zeros, j_{nu,s} = j[s]
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# Returns an array of computed J_nu zeros, j_{nu,s} = \j[s]
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# as a <tt>GSL::Vector::View</tt>.
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#
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# ---
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#
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# Return the (n,m)-th transform coefficient.
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#
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# {prev}[link:
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# {next}[link:
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# {prev}[link:rdoc/sum_rdoc.html]
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# {next}[link:rdoc/roots_rdoc.html]
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#
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# {Reference index}[link:
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# {top}[link:
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# {Reference index}[link:rdoc/ref_rdoc.html]
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# {top}[link:index.html]
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#
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#
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data/rdoc/diff.rdoc
CHANGED
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#
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# = Numerical Differentiation
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# The functions described in this chapter compute numerical derivatives by
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# finite differencing. An adaptive algorithm is used to find the best choice
|
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# of finite difference and to estimate the error in the derivative.
|
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# The functions described in this chapter compute numerical derivatives by
|
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# finite differencing. An adaptive algorithm is used to find the best choice
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# of finite difference and to estimate the error in the derivative.
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#
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# Contentes:
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# 1. {Deriv methods}[link:
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# 1. {Diff methods}[link:
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# 1. {Deriv methods}[link:rdoc/diff_rdoc.html#label-Deriv+methods+%28for+GSL+1.4.90+or+later%29]
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# 1. {Diff methods}[link:rdoc/diff_rdoc.html#label-Diff+Methods+%28obsolete%29]
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#
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# ==
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# == Deriv methods (for GSL 1.4.90 or later)
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# Numerical derivatives should now be calculated using the
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# <tt>GSL::Deriv.forward, GSL::Deriv.central</tt> and <tt>GSL::Deriv.backward</tt> methods,
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# which accept a step-size argument in addition to the position x. The
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# * GSL::Deriv.central(f, x, h = 1e-8)
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# * GSL::Function#deriv_central(x, h = 1e-8)
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#
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# These methods compute the numerical derivative of the function <tt>f</tt>
|
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# at the point <tt>x</tt> using an adaptive central difference algorithm with a
|
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# step-size of <tt>h</tt>. If a scalar <tt>x</tt> is given, the derivative and an
|
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# These methods compute the numerical derivative of the function <tt>f</tt>
|
22
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+
# at the point <tt>x</tt> using an adaptive central difference algorithm with a
|
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# step-size of <tt>h</tt>. If a scalar <tt>x</tt> is given, the derivative and an
|
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# estimate of its absolute error are returned as an array, [<tt>result, abserr, status</tt>].
|
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# If a vector/matrix/array <tt>x</tt> is given, an array of two elements are returned,
|
26
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# [<tt>result, abserr</tt>], here each them is also a vector/matrix/array of the same
|
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# dimension of <tt>x</tt>.
|
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#
|
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# The initial value of <tt>h</tt> is used to estimate an optimal step-size,
|
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# based on the scaling of the truncation error and round-off error in the
|
31
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# derivative calculation. The derivative is computed using a 5-point rule for
|
32
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# equally spaced abscissae at x-h, x-h/2, x, x+h/2, x, with an error estimate
|
33
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# taken from the difference between the 5-point rule and the corresponding 3-point
|
34
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# rule x-h, x, x+h. Note that the value of the function at x does not contribute
|
29
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# The initial value of <tt>h</tt> is used to estimate an optimal step-size,
|
30
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+
# based on the scaling of the truncation error and round-off error in the
|
31
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+
# derivative calculation. The derivative is computed using a 5-point rule for
|
32
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# equally spaced abscissae at x-h, x-h/2, x, x+h/2, x, with an error estimate
|
33
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+
# taken from the difference between the 5-point rule and the corresponding 3-point
|
34
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+
# rule x-h, x, x+h. Note that the value of the function at x does not contribute
|
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35
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# to the derivative calculation, so only 4-points are actually used.
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#
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# ---
|
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# * GSL::Deriv.forward(f, x, h = 1e-8)
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# * GSL::Function#deriv_forward(x, h = 1e-8)
|
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#
|
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# These methods compute the numerical derivative of the function <tt>f</tt> at
|
42
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# the point <tt>x</tt> using an adaptive forward difference algorithm with a step-size
|
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# of <tt>h</tt>. The function is evaluated only at points greater than <tt>x</tt>,
|
44
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# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
45
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# are returned as an array, [<tt>result, abserr</tt>].
|
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# These methods should be used if f(x) has a
|
41
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+
# These methods compute the numerical derivative of the function <tt>f</tt> at
|
42
|
+
# the point <tt>x</tt> using an adaptive forward difference algorithm with a step-size
|
43
|
+
# of <tt>h</tt>. The function is evaluated only at points greater than <tt>x</tt>,
|
44
|
+
# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
45
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+
# are returned as an array, [<tt>result, abserr</tt>].
|
46
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+
# These methods should be used if f(x) has a
|
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47
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# discontinuity at <tt>x</tt>, or is undefined for values less than <tt>x</tt>.
|
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#
|
49
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# The initial value of <tt>h</tt> is used to estimate an optimal step-size, based on the
|
50
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# scaling of the truncation error and round-off error in the derivative calculation.
|
51
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# The derivative at x is computed using an "open" 4-point rule for equally spaced
|
52
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-
# abscissae at x+h/4, x+h/2, x+3h/4, x+h, with an error estimate taken from the
|
49
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+
# The initial value of <tt>h</tt> is used to estimate an optimal step-size, based on the
|
50
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+
# scaling of the truncation error and round-off error in the derivative calculation.
|
51
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+
# The derivative at x is computed using an "open" 4-point rule for equally spaced
|
52
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+
# abscissae at x+h/4, x+h/2, x+3h/4, x+h, with an error estimate taken from the
|
53
53
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# difference between the 4-point rule and the corresponding 2-point rule x+h/2, x+h.
|
54
54
|
#
|
55
55
|
# ---
|
56
56
|
# * GSL::Deriv.backward(f, x, h)
|
57
57
|
# * GSL::Function#deriv_backward(x, h)
|
58
58
|
#
|
59
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# These methods compute the numerical derivative of the function <tt>f</tt> at the
|
60
|
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# point <tt>x</tt> using an adaptive backward difference algorithm with a step-size
|
61
|
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# of <tt>h</tt>. The function is evaluated only at points less than <tt>x</tt>,
|
62
|
-
# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
63
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-
# are returned as an array, [<tt>result, abserr</tt>].
|
64
|
-
# This function should be used if f(x) has a discontinuity at <tt>x</tt>,
|
59
|
+
# These methods compute the numerical derivative of the function <tt>f</tt> at the
|
60
|
+
# point <tt>x</tt> using an adaptive backward difference algorithm with a step-size
|
61
|
+
# of <tt>h</tt>. The function is evaluated only at points less than <tt>x</tt>,
|
62
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+
# and never at <tt>x</tt> itself. The derivative and an estimate of its absolute error
|
63
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+
# are returned as an array, [<tt>result, abserr</tt>].
|
64
|
+
# This function should be used if f(x) has a discontinuity at <tt>x</tt>,
|
65
65
|
# or is undefined for values greater than <tt>x</tt>.
|
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#
|
67
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# These methods are equivalent to calling the method <tt>forward</tt>
|
67
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+
# These methods are equivalent to calling the method <tt>forward</tt>
|
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68
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# with a negative step-size.
|
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#
|
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|
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# ==
|
70
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+
# == Diff Methods (obsolete)
|
71
71
|
#
|
72
72
|
# ---
|
73
73
|
# * GSL::Diff.central(f, x)
|
74
74
|
# * GSL::Function#diff_central(x)
|
75
75
|
#
|
76
|
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# These compute the numerical derivative of the function <tt>f</tt> ( {GSL::Function}[link:
|
77
|
-
# using an adaptive central difference algorithm. The result is returned as an array
|
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|
+
# These compute the numerical derivative of the function <tt>f</tt> ( {GSL::Function}[link:rdoc/function_rdoc.html] object) at the point <tt>x</tt>
|
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+
# using an adaptive central difference algorithm. The result is returned as an array
|
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78
|
# which contains the derivative and an estimate of its absolute error.
|
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79
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#
|
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80
|
# ---
|
81
81
|
# * GSL::Diff.forward(f, x)
|
82
82
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# * GSL::Function#diff_forward(x)
|
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83
|
#
|
84
|
-
# These compute the numerical derivative of the function at the point x using an adaptive forward difference algorithm.
|
84
|
+
# These compute the numerical derivative of the function at the point x using an adaptive forward difference algorithm.
|
85
85
|
#
|
86
86
|
# ---
|
87
87
|
# * GSL::Diff.backward(f, x)
|
88
88
|
# * GSL::Function#diff_backward(x)
|
89
89
|
#
|
90
|
-
# These compute the numerical derivative of the function at the point x using an adaptive backward difference algorithm.
|
90
|
+
# These compute the numerical derivative of the function at the point x using an adaptive backward difference algorithm.
|
91
91
|
#
|
92
|
-
# ==
|
92
|
+
# == Example
|
93
93
|
#
|
94
94
|
# #!/usr/bin/env ruby
|
95
95
|
# require "gsl"
|
@@ -124,10 +124,10 @@
|
|
124
124
|
# f'(x) = 0.0000000160 +/- 0.0000000339
|
125
125
|
# exact = 0.0000000000
|
126
126
|
#
|
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|
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# {prev}[link:
|
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|
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# {next}[link:
|
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|
+
# {prev}[link:rdoc/interp_rdoc.html]
|
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|
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# {next}[link:rdoc/cheb_rdoc.html]
|
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129
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#
|
130
|
-
# {Reference index}[link:
|
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|
-
# {top}[link:
|
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|
+
# {Reference index}[link:rdoc/ref_rdoc.html]
|
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|
+
# {top}[link:index.html]
|
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132
|
#
|
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133
|
#
|
data/rdoc/ehandling.rdoc
CHANGED
@@ -1,7 +1,7 @@
|
|
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|
#
|
2
2
|
# = Error Handling
|
3
3
|
#
|
4
|
-
# ==
|
4
|
+
# == Error codes
|
5
5
|
# The GSL routines report an error whenever they cannot perform the task
|
6
6
|
# requested of them. For example, a root-finding function would return a
|
7
7
|
# non-zero error code if could not converge to the requested accuracy,
|
@@ -30,7 +30,7 @@
|
|
30
30
|
# kinds of problems with passing the wrong argument to a library function
|
31
31
|
# (like <tt>EINVAL</tt> in the C library).
|
32
32
|
#
|
33
|
-
# ==
|
33
|
+
# == Error handler
|
34
34
|
# In Ruby/GSL, the default GSL error handler is replaced by an other one which calls
|
35
35
|
# <tt>rb_raise()</tt>. Thus whenever a GSL routine reports a fatal error,
|
36
36
|
# a Ruby Exception is generated.
|
@@ -42,9 +42,9 @@
|
|
42
42
|
# This replaces the Ruby/GSL default error handler by a user-defined handler
|
43
43
|
# given by a Proc object <tt>proc</tt> or a block.
|
44
44
|
#
|
45
|
-
# {prev}[link:
|
46
|
-
# {next}[link:
|
45
|
+
# {prev}[link:rdoc/use_rdoc.html]
|
46
|
+
# {next}[link:rdoc/math_rdoc.html]
|
47
47
|
#
|
48
|
-
# {Reference index}[link:
|
49
|
-
# {top}[link:
|
48
|
+
# {Reference index}[link:rdoc/ref_rdoc.html]
|
49
|
+
# {top}[link:index.html]
|
50
50
|
#
|
data/rdoc/eigen.rdoc
CHANGED
@@ -1,16 +1,16 @@
|
|
1
1
|
#
|
2
2
|
# = Eigensystems
|
3
|
-
# ===
|
4
|
-
# 1. {Modules and classes}[link:
|
5
|
-
# 1. {Real Symmetric Matrices}[link:
|
6
|
-
# 1. {Complex Hermitian Matrices}[link:
|
7
|
-
# 1. {Real Nonsymmetric Matrices}[link:
|
8
|
-
# 1. {Real Generalized Symmetric-Definite Eigensystems}[link:
|
9
|
-
# 1. {Complex Generalized Hermitian-Definite Eigensystems}[link:
|
10
|
-
# 1. {Real Generalized Nonsymmetric Eigensystems}[link:
|
11
|
-
# 1. {Sorting Eigenvalues and Eigenvectors }[link:
|
12
|
-
#
|
13
|
-
# ==
|
3
|
+
# === Contentes
|
4
|
+
# 1. {Modules and classes}[link:rdoc/eigen_rdoc.html#label-Modules+and+classes]
|
5
|
+
# 1. {Real Symmetric Matrices}[link:rdoc/eigen_rdoc.html#label-Real+Symmetric+Matrices]
|
6
|
+
# 1. {Complex Hermitian Matrices}[link:rdoc/eigen_rdoc.html#label-Complex+Hermitian+Matrices]
|
7
|
+
# 1. {Real Nonsymmetric Matrices}[link:rdoc/eigen_rdoc.html#label-Real+Nonsymmetric+Matrices+%28%3E%3D+GSL-1.9%29] (>= GSL-1.9)
|
8
|
+
# 1. {Real Generalized Symmetric-Definite Eigensystems}[link:rdoc/eigen_rdoc.html#label-Real+Generalized+Symmetric-Definite+Eigensystems+%28GSL-1.10%29] (>= GSL-1.10)
|
9
|
+
# 1. {Complex Generalized Hermitian-Definite Eigensystems}[link:rdoc/eigen_rdoc.html#label-Complex+Generalized+Hermitian-Definite+Eigensystems+%28%3E%3D+GSL-1.10%29] (>= GSL-1.10)
|
10
|
+
# 1. {Real Generalized Nonsymmetric Eigensystems}[link:rdoc/eigen_rdoc.html#label-Real+Generalized+Nonsymmetric+Eigensystems+%28%3E%3D+GSL-1.10%29] (>= GSL-1.10)
|
11
|
+
# 1. {Sorting Eigenvalues and Eigenvectors }[link:rdoc/eigen_rdoc.html#label-Sorting+Eigenvalues+and+Eigenvectors]
|
12
|
+
#
|
13
|
+
# == Modules and classes
|
14
14
|
#
|
15
15
|
# * GSL
|
16
16
|
# * Eigen
|
@@ -42,8 +42,8 @@
|
|
42
42
|
# * Genv (Module, >= GSL-1.10)
|
43
43
|
# * Workspace (Class)
|
44
44
|
#
|
45
|
-
# ==
|
46
|
-
# ===
|
45
|
+
# == Real Symmetric Matrices
|
46
|
+
# === Workspace classes
|
47
47
|
# ---
|
48
48
|
# * GSL::Eigen::Symm::Workspace.alloc(n)
|
49
49
|
# * GSL::Eigen::Symmv::Workspace.alloc(n)
|
@@ -51,24 +51,24 @@
|
|
51
51
|
# * GSL::Eigen::Hermv::Workspace.alloc(n)
|
52
52
|
#
|
53
53
|
#
|
54
|
-
# ===
|
54
|
+
# === Methods to solve eigensystems
|
55
55
|
# ---
|
56
56
|
# * GSL::Eigen::symm(A)
|
57
57
|
# * GSL::Eigen::symm(A, workspace)
|
58
58
|
# * GSL::Matrix#eigen_symm
|
59
59
|
# * GSL::Matrix#eigen_symm(workspace)
|
60
60
|
#
|
61
|
-
# These methods compute the eigenvalues of the real symmetric matrix.
|
61
|
+
# These methods compute the eigenvalues of the real symmetric matrix.
|
62
62
|
# The workspace object <tt>workspace</tt> can be omitted.
|
63
63
|
#
|
64
64
|
# ---
|
65
65
|
# * GSL::Eigen::symmv(A)
|
66
66
|
# * GSL::Matrix#eigen_symmv
|
67
67
|
#
|
68
|
-
# These methods compute the eigenvalues and eigenvectors of the real symmetric
|
68
|
+
# These methods compute the eigenvalues and eigenvectors of the real symmetric
|
69
69
|
# matrix, and return an array of two elements:
|
70
|
-
# The first is a <tt>GSL::Vector</tt> object which stores all the eigenvalues.
|
71
|
-
# The second is a <tt>GSL::Matrix object</tt>, whose columns contain
|
70
|
+
# The first is a <tt>GSL::Vector</tt> object which stores all the eigenvalues.
|
71
|
+
# The second is a <tt>GSL::Matrix object</tt>, whose columns contain
|
72
72
|
# eigenvectors.
|
73
73
|
#
|
74
74
|
# 1. Singleton method of the <tt>GSL::Eigen</tt> module, <tt>GSL::Eigen::symm</tt>
|
@@ -81,14 +81,14 @@
|
|
81
81
|
#
|
82
82
|
# eigval, eigvec = m.eigen_symmv
|
83
83
|
#
|
84
|
-
# ==
|
84
|
+
# == Complex Hermitian Matrices
|
85
85
|
# ---
|
86
86
|
# * GSL::Eigen::herm(A)
|
87
87
|
# * GSL::Eigen::herm(A, workspace)
|
88
88
|
# * GSL::Matrix::Complex#eigen_herm
|
89
89
|
# * GSL::Matrix::Complex#eigen_herm(workspace)
|
90
90
|
#
|
91
|
-
# These methods compute the eigenvalues of the complex hermitian matrix.
|
91
|
+
# These methods compute the eigenvalues of the complex hermitian matrix.
|
92
92
|
#
|
93
93
|
# ---
|
94
94
|
# * GSL::Eigen::hermv(A)
|
@@ -97,38 +97,38 @@
|
|
97
97
|
# * GSL::Matrix::Complex#eigen_hermv(workspace
|
98
98
|
#
|
99
99
|
#
|
100
|
-
# ==
|
100
|
+
# == Real Nonsymmetric Matrices (>= GSL-1.9)
|
101
101
|
#
|
102
102
|
# ---
|
103
103
|
# * GSL::Eigen::Nonsymm.alloc(n)
|
104
104
|
#
|
105
|
-
# This allocates a workspace for computing eigenvalues of n-by-n real
|
105
|
+
# This allocates a workspace for computing eigenvalues of n-by-n real
|
106
106
|
# nonsymmetric matrices. The size of the workspace is O(2n).
|
107
107
|
#
|
108
108
|
# ---
|
109
109
|
# * GSL::Eigen::Nonsymm::params(compute_t, balance, wspace)
|
110
110
|
# * GSL::Eigen::Nonsymm::Workspace#params(compute_t, balance)
|
111
111
|
#
|
112
|
-
# This method sets some parameters which determine how the eigenvalue
|
112
|
+
# This method sets some parameters which determine how the eigenvalue
|
113
113
|
# problem is solved in subsequent calls to <tt>GSL::Eigen::nonsymm</tt>.
|
114
|
-
# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will be
|
115
|
-
# computed by gsl_eigen_nonsymm. If it is set to 0, <tt>T</tt> will not be
|
116
|
-
# computed (this is the default setting).
|
117
|
-
# Computing the full Schur form <tt>T</tt> requires approximately 1.5-2 times
|
114
|
+
# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will be
|
115
|
+
# computed by gsl_eigen_nonsymm. If it is set to 0, <tt>T</tt> will not be
|
116
|
+
# computed (this is the default setting).
|
117
|
+
# Computing the full Schur form <tt>T</tt> requires approximately 1.5-2 times
|
118
118
|
# the number of flops.
|
119
119
|
#
|
120
|
-
# If <tt>balance</tt> is set to 1, a balancing transformation is applied to
|
121
|
-
# the matrix prior to computing eigenvalues. This transformation is designed
|
122
|
-
# to make the rows and columns of the matrix have comparable norms, and can
|
123
|
-
# result in more accurate eigenvalues for matrices whose entries vary widely
|
120
|
+
# If <tt>balance</tt> is set to 1, a balancing transformation is applied to
|
121
|
+
# the matrix prior to computing eigenvalues. This transformation is designed
|
122
|
+
# to make the rows and columns of the matrix have comparable norms, and can
|
123
|
+
# result in more accurate eigenvalues for matrices whose entries vary widely
|
124
124
|
# in magnitude. See section Balancing for more information. Note that the
|
125
|
-
# balancing transformation does not preserve the orthogonality of the Schur
|
126
|
-
# vectors, so if you wish to compute the Schur vectors with
|
127
|
-
# <tt>GSL::Eigen::nonsymm_Z</tt> you will obtain the Schur vectors of the
|
128
|
-
# balanced matrix instead of the original matrix. The relationship will be
|
129
|
-
# where Q is the matrix of Schur vectors for the balanced matrix, and <tt>D</tt>
|
130
|
-
# is the balancing transformation. Then <tt>GSL::Eigen::nonsymm_Z</tt> will
|
131
|
-
# compute a matrix <tt>Z</tt> which satisfies with <tt>Z = D Q</tt>.
|
125
|
+
# balancing transformation does not preserve the orthogonality of the Schur
|
126
|
+
# vectors, so if you wish to compute the Schur vectors with
|
127
|
+
# <tt>GSL::Eigen::nonsymm_Z</tt> you will obtain the Schur vectors of the
|
128
|
+
# balanced matrix instead of the original matrix. The relationship will be
|
129
|
+
# where Q is the matrix of Schur vectors for the balanced matrix, and <tt>D</tt>
|
130
|
+
# is the balancing transformation. Then <tt>GSL::Eigen::nonsymm_Z</tt> will
|
131
|
+
# compute a matrix <tt>Z</tt> which satisfies with <tt>Z = D Q</tt>.
|
132
132
|
# Note that <tt>Z</tt> will not be orthogonal. For this reason, balancing is
|
133
133
|
# not performed by default.
|
134
134
|
#
|
@@ -139,12 +139,12 @@
|
|
139
139
|
# * GSL::Matrix#eigen_nonsymm(wspace)
|
140
140
|
# * GSL::Matrix#eigen_nonsymm(eval, wspace)
|
141
141
|
#
|
142
|
-
# These methods compute the eigenvalues of the real nonsymmetric matrix <tt>m</tt>
|
143
|
-
# and return them, or store in the vector <tt>eval</tt> if it given.
|
144
|
-
# If <tt>T</tt> is desired, it is stored in <tt>m</tt> on output, however the lower
|
145
|
-
# triangular portion will not be zeroed out. Otherwise, on output, the diagonal
|
146
|
-
# of <tt>m</tt> will contain the 1-by-1 real eigenvalues and 2-by-2 complex
|
147
|
-
# conjugate eigenvalue systems, and the rest of <tt>m</tt> is destroyed.
|
142
|
+
# These methods compute the eigenvalues of the real nonsymmetric matrix <tt>m</tt>
|
143
|
+
# and return them, or store in the vector <tt>eval</tt> if it given.
|
144
|
+
# If <tt>T</tt> is desired, it is stored in <tt>m</tt> on output, however the lower
|
145
|
+
# triangular portion will not be zeroed out. Otherwise, on output, the diagonal
|
146
|
+
# of <tt>m</tt> will contain the 1-by-1 real eigenvalues and 2-by-2 complex
|
147
|
+
# conjugate eigenvalue systems, and the rest of <tt>m</tt> is destroyed.
|
148
148
|
#
|
149
149
|
# ---
|
150
150
|
# * GSL::Eigen::nonsymm_Z(m, eval, Z, wspace)
|
@@ -152,13 +152,13 @@
|
|
152
152
|
# * GSL::Matrix#eigen_nonsymm_Z()
|
153
153
|
# * GSL::Matrix#eigen_nonsymm(eval, Z, wspace)
|
154
154
|
#
|
155
|
-
# These methods are identical to <tt>GSL::Eigen::nonsymm</tt> except they also
|
155
|
+
# These methods are identical to <tt>GSL::Eigen::nonsymm</tt> except they also
|
156
156
|
# compute the Schur vectors and return them (or store into <tt>Z</tt>).
|
157
157
|
#
|
158
158
|
# ---
|
159
159
|
# * GSL::Eigen::Nonsymmv.alloc(n)
|
160
160
|
#
|
161
|
-
# Allocates a workspace for computing eigenvalues and eigenvectors
|
161
|
+
# Allocates a workspace for computing eigenvalues and eigenvectors
|
162
162
|
# of n-by-n real nonsymmetric matrices. The size of the workspace is O(5n).
|
163
163
|
# ---
|
164
164
|
# * GSL::Eigen::nonsymm(m)
|
@@ -170,81 +170,81 @@
|
|
170
170
|
# * GSL::Matrix#eigen_nonsymmv(eval, evec)
|
171
171
|
# * GSL::Matrix#eigen_nonsymmv(eval, evec, wspace)
|
172
172
|
#
|
173
|
-
# Compute eigenvalues and right eigenvectors of the n-by-n real nonsymmetric
|
173
|
+
# Compute eigenvalues and right eigenvectors of the n-by-n real nonsymmetric
|
174
174
|
# matrix. The computed eigenvectors are normalized to have Euclidean norm 1.
|
175
|
-
# On output, the upper portion of <tt>m</tt> contains the Schur form <tt>T</tt>.
|
175
|
+
# On output, the upper portion of <tt>m</tt> contains the Schur form <tt>T</tt>.
|
176
176
|
#
|
177
|
-
# ==
|
178
|
-
# The real generalized symmetric-definite eigenvalue problem is to
|
179
|
-
# find eigenvalues <tt>lambda</tt> and eigenvectors <tt>x</tt> such that
|
180
|
-
# where <tt>A</tt> and <tt>B</tt> are symmetric matrices, and <tt>B</tt>
|
177
|
+
# == Real Generalized Symmetric-Definite Eigensystems (GSL-1.10)
|
178
|
+
# The real generalized symmetric-definite eigenvalue problem is to
|
179
|
+
# find eigenvalues <tt>lambda</tt> and eigenvectors <tt>x</tt> such that
|
180
|
+
# where <tt>A</tt> and <tt>B</tt> are symmetric matrices, and <tt>B</tt>
|
181
181
|
# is positive-definite. This problem reduces to the standard symmetric eigenvalue
|
182
|
-
# problem by applying the Cholesky decomposition to <tt>B</tt>:
|
183
|
-
# Therefore, the problem becomes <tt>C y = lambda y</tt>
|
184
|
-
# where <tt>C = L^{-1} A L^{-t}</tt> is symmetric, and <tt>y = L^t x</tt>.
|
185
|
-
# The standard symmetric eigensolver can be applied to the matrix <tt>C</tt>.
|
186
|
-
# The resulting eigenvectors are backtransformed to find the vectors of the
|
187
|
-
# original problem. The eigenvalues and eigenvectors of the generalized
|
188
|
-
# symmetric-definite eigenproblem are always real.
|
182
|
+
# problem by applying the Cholesky decomposition to <tt>B</tt>:
|
183
|
+
# Therefore, the problem becomes <tt>C y = lambda y</tt>
|
184
|
+
# where <tt>C = L^{-1} A L^{-t}</tt> is symmetric, and <tt>y = L^t x</tt>.
|
185
|
+
# The standard symmetric eigensolver can be applied to the matrix <tt>C</tt>.
|
186
|
+
# The resulting eigenvectors are backtransformed to find the vectors of the
|
187
|
+
# original problem. The eigenvalues and eigenvectors of the generalized
|
188
|
+
# symmetric-definite eigenproblem are always real.
|
189
189
|
#
|
190
190
|
# ---
|
191
191
|
# * GSL::Eigen::Gensymm.alloc(n)
|
192
192
|
# * GSL::Eigen::Gensymm::Workspace.alloc(n)
|
193
193
|
#
|
194
|
-
# Allocates a workspace for computing eigenvalues of n-by-n real
|
195
|
-
# generalized symmetric-definite eigensystems.
|
196
|
-
# The size of the workspace is O(2n).
|
194
|
+
# Allocates a workspace for computing eigenvalues of n-by-n real
|
195
|
+
# generalized symmetric-definite eigensystems.
|
196
|
+
# The size of the workspace is O(2n).
|
197
197
|
# ---
|
198
198
|
# * GSL::Eigen::gensymm(A, B, w)
|
199
199
|
#
|
200
|
-
# Computes the eigenvalues of the real generalized symmetric-definite matrix
|
201
|
-
# pair <tt>A, B</tt>, and returns them as a <tt>GSL::Vector</tt>,
|
200
|
+
# Computes the eigenvalues of the real generalized symmetric-definite matrix
|
201
|
+
# pair <tt>A, B</tt>, and returns them as a <tt>GSL::Vector</tt>,
|
202
202
|
# using the method outlined above. On output, B contains its Cholesky
|
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# The complex generalized hermitian-definite eigenvalue problem is to
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# and <tt>y = L^H x</tt>. The standard hermitian eigensolver can be applied to
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# the matrix <tt>C</tt>. The resulting eigenvectors are backtransformed
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# to find the vectors of the original problem.
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# real.
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# generalized hermitian-definite eigensystems.
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# The size of the workspace is O(3n).
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# Allocates a workspace for computing eigenvalues of n-by-n complex
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# generalized hermitian-definite eigensystems.
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# The size of the workspace is O(3n).
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#
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# using the method outlined above.
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# matrix pair <tt>A, B</tt>, and returns them as a <tt>GSL::Vector</tt>,
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# using the method outlined above.
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# and returns them as a <tt>GSL::Vector</tt> and a <tt>GSL::Matrix::Complex</tt>.
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# The computed eigenvectors are normalized to have unit magnitude.
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# Computes the eigenvalues and eigenvectors of the complex generalized
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# hermitian-definite matrix pair <tt>A, B</tt>,
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# and returns them as a <tt>GSL::Vector</tt> and a <tt>GSL::Matrix::Complex</tt>.
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# The computed eigenvectors are normalized to have unit magnitude.
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# On output, <tt>B</tt> contains its Cholesky decomposition.
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#
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# ==
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# == Real Generalized Nonsymmetric Eigensystems (>= GSL-1.10)
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#
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# Set some parameters which determine how the eigenvalue problem is solved
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# Set some parameters which determine how the eigenvalue problem is solved
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# If <tt>compute_s</tt> is set to 1, the full Schur form <tt>S</tt> will be
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# triangular matrix with 1-by-1 and 2-by-2 blocks on its diagonal.
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# correspond to complex eigenvalues.
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# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will
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# If <tt>compute_t</tt> is set to 1, the full Schur form <tt>T</tt> will
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# be computed by <tt>GSL::Eigen::gen</tt>. If it is set to 0, <tt>T</tt>
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# ---
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# * GSL::Eigen::gen(A, B, w)
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# Computes the eigenvalues of the real generalized nonsymmetric matrix pair
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# where alpha is <tt>GSL::Vector::Complex</tt> and beta is <tt>GSL::Vector</tt>.
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# where alpha is <tt>GSL::Vector::Complex</tt> and beta is <tt>GSL::Vector</tt>.
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# If beta_i is non-zero, then lambda = alpha_i / beta_i is an eigenvalue.
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# Likewise, if alpha_i is non-zero, then mu = beta_i / alpha_i is an
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# eigenvalue of the alternate problem mu A y = B y.
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# Likewise, if alpha_i is non-zero, then mu = beta_i / alpha_i is an
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# eigenvalue of the alternate problem mu A y = B y.
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# The elements of <tt>beta</tt> are normalized to be non-negative.
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# If <tt>S</tt> is desired, it is stored in <tt>A</tt> on output.
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# If <tt>T</tt> is desired, it is stored in <tt>B</tt> on output.
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# The ordering of eigenvalues in <tt>alpha, beta</tt>
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# If <tt>S</tt> is desired, it is stored in <tt>A</tt> on output.
|
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# If <tt>T</tt> is desired, it is stored in <tt>B</tt> on output.
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# The ordering of eigenvalues in <tt>alpha, beta</tt>
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# and <tt>T</tt>.
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# and <tt>T</tt>.
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#
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# * GSL::Eigen::gen_QZ(A, B, w)
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#
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# This method is identical to <tt>GSL::Eigen::gen</tt> except it also computes
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# This method is identical to <tt>GSL::Eigen::gen</tt> except it also computes
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# the left and right Schur vectors and returns them.
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#
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# ---
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# * GSL::Eigen::Genv.alloc(n)
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# * GSL::Eigen::Genv::Workspace.alloc(n)
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#
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# Allocatesa workspace for computing eigenvalues and eigenvectors of
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# n-by-n real generalized nonsymmetric eigensystems.
|
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# The size of the workspace is O(7n).
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# Allocatesa workspace for computing eigenvalues and eigenvectors of
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# n-by-n real generalized nonsymmetric eigensystems.
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# The size of the workspace is O(7n).
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#
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# ---
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# * GSL::Eigen::genv(A, B, w)
|
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#
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# Computes eigenvalues and right eigenvectors of the n-by-n real generalized
|
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# nonsymmetric matrix pair <tt>A, B</tt>. The eigenvalues and eigenvectors
|
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# are returned in <tt>alpha, beta, evec</tt>.
|
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|
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# On output, <tt>A, B</tt> contains the generalized Schur form <tt>S, T</tt>.
|
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+
# Computes eigenvalues and right eigenvectors of the n-by-n real generalized
|
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+
# nonsymmetric matrix pair <tt>A, B</tt>. The eigenvalues and eigenvectors
|
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+
# are returned in <tt>alpha, beta, evec</tt>.
|
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+
# On output, <tt>A, B</tt> contains the generalized Schur form <tt>S, T</tt>.
|
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#
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# ---
|
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# * GSL::Eigen::genv_QZ(A, B, w)
|
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#
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# This method is identical to <tt>GSL::Eigen::genv</tt> except it also computes
|
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# This method is identical to <tt>GSL::Eigen::genv</tt> except it also computes
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# the left and right Schur vectors and returns them.
|
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#
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|
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# ==
|
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|
+
# == Sorting Eigenvalues and Eigenvectors
|
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# ---
|
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# * GSL::Eigen::symmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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|
# * GSL::Eigen::Symmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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#
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|
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# These methods simultaneously sort the eigenvalues stored in the vector
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# <tt>eval</tt> and the corresponding real eigenvectors stored in the
|
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# columns of the matrix <tt>evec</tt> into ascending or descending order
|
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+
# These methods simultaneously sort the eigenvalues stored in the vector
|
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+
# <tt>eval</tt> and the corresponding real eigenvectors stored in the
|
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# columns of the matrix <tt>evec</tt> into ascending or descending order
|
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# according to the value of the parameter <tt>type</tt>,
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#
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# * <tt>GSL::Eigen::SORT_VAL_ASC</tt>
|
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# * GSL::Eigen::hermv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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# * GSL::Eigen::Hermv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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#
|
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# These methods simultaneously sort the eigenvalues stored in the vector
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# <tt>eval</tt> and the corresponding complex eigenvectors stored in the columns
|
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# of the matrix <tt>evec</tt> into ascending or descending order according
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# These methods simultaneously sort the eigenvalues stored in the vector
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# <tt>eval</tt> and the corresponding complex eigenvectors stored in the columns
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# of the matrix <tt>evec</tt> into ascending or descending order according
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# to the value of the parameter <tt>type</tt> as shown above.
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#
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# ---
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# * GSL::Eigen::nonsymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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# * GSL::Eigen::Nonsymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
358
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|
#
|
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# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the corresponding
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# complex eigenvectors stored in the columns of the matrix <tt>evec</tt>
|
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# into ascending or descending order according to the value of the
|
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# parameter <tt>type</tt> as shown above.
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# Only <tt>GSL::EIGEN_SORT_ABS_ASC</tt> and <tt>GSL::EIGEN_SORT_ABS_DESC</tt>
|
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# are supported due to the eigenvalues being complex.
|
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# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the corresponding
|
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+
# complex eigenvectors stored in the columns of the matrix <tt>evec</tt>
|
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|
+
# into ascending or descending order according to the value of the
|
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+
# parameter <tt>type</tt> as shown above.
|
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+
# Only <tt>GSL::EIGEN_SORT_ABS_ASC</tt> and <tt>GSL::EIGEN_SORT_ABS_DESC</tt>
|
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|
+
# are supported due to the eigenvalues being complex.
|
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|
#
|
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|
# ---
|
367
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# * GSL::Eigen::gensymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
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|
# * GSL::Eigen::Gensymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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#
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# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
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# corresponding real eigenvectors stored in the columns of the matrix
|
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# <tt>evec</tt> into ascending or descending order according to the value of
|
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# the parameter <tt>type</tt> as shown above.
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# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
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+
# corresponding real eigenvectors stored in the columns of the matrix
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# <tt>evec</tt> into ascending or descending order according to the value of
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# the parameter <tt>type</tt> as shown above.
|
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#
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# ---
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# * GSL::Eigen::gensymmv_sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
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# * GSL::Eigen::Gensymmv::sort(eval, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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#
|
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# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
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# corresponding complex eigenvectors stored in the columns of the matrix
|
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# <tt>evec</tt> into ascending or descending order according to the value of
|
382
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# the parameter <tt>type</tt> as shown above.
|
379
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+
# Sorts the eigenvalues stored in the vector <tt>eval</tt> and the
|
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+
# corresponding complex eigenvectors stored in the columns of the matrix
|
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+
# <tt>evec</tt> into ascending or descending order according to the value of
|
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# the parameter <tt>type</tt> as shown above.
|
383
383
|
#
|
384
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|
# ---
|
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|
# * GSL::Eigen::genv_sort(alpha, beta, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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386
|
# * GSL::Eigen::Genv::sort(alpha, beta, evec, type = GSL::Eigen::SORT_VAL_ASC)
|
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#
|
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|
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# Sorts the eigenvalues stored in the vectors <tt>alpha, beta</tt> and the
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# corresponding complex eigenvectors stored in the columns of the matrix
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# <tt>evec</tt> into ascending or descending order according to the value of
|
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+
# Sorts the eigenvalues stored in the vectors <tt>alpha, beta</tt> and the
|
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+
# corresponding complex eigenvectors stored in the columns of the matrix
|
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+
# <tt>evec</tt> into ascending or descending order according to the value of
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|
# the parameter <tt>type</tt> as shown above. Only <tt>GSL::EIGEN_SORT_ABS_ASC</tt>
|
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# and <tt>GSL::EIGEN_SORT_ABS_DESC</tt> are supported due to the eigenvalues
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# being complex.
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# and <tt>GSL::EIGEN_SORT_ABS_DESC</tt> are supported due to the eigenvalues
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# being complex.
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# {next}[link:rdoc/fft_rdoc.html]
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# {Reference index}[link:
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# {top}[link:
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# {Reference index}[link:rdoc/ref_rdoc.html]
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