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
- data/tests/vector/vector_test.rb +0 -141
- data/tests/wavelet.rb +0 -142
@@ -0,0 +1,80 @@
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require 'test_helper'
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class ChebTest < GSL::TestCase
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5
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def test_cheb
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6
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tol, pi, order = 100.0 * GSL::DBL_EPSILON, GSL::M_PI, 40
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7
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8
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cs = GSL::Cheb.alloc(order)
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9
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10
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cs.init(GSL::Function.alloc { |x| 1.0 }, -1.0, 1.0)
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order.times { |i|
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assert_abs cs.c[i], i == 0 ? 2.0 : 0.0, tol, 'c[%d] for T_0(x)' % i
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}
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cs.init(GSL::Function.alloc { |x| x }, -1.0, 1.0)
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order.times { |i|
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assert_abs cs.c[i], i == 1 ? 1.0 : 0.0, tol, 'c[%d] for T_1(x)' % i
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}
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20
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cs.init(GSL::Function.alloc { |x| 2.0 * x * x - 1.0 }, -1.0, 1.0)
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order.times { |i|
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22
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assert_abs cs.c[i], i == 2 ? 1.0 : 0.0, tol, 'c[%d] for T_2(x)' % i
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}
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24
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25
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cs.init(GSL::Function.alloc { |x| Math.sin(x) }, -pi, pi)
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26
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assert_abs cs.c[0], 0.0, tol, 'c[0] for F_sin(x)'
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27
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assert_abs cs.c[1], 5.69230686359506e-01, tol, 'c[1] for F_sin(x)'
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28
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assert_abs cs.c[2], 0.0, tol, 'c[2] for F_sin(x)'
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29
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assert_abs cs.c[3], -6.66916672405979e-01, tol, 'c[3] for F_sin(x)'
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30
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assert_abs cs.c[4], 0.0, tol, 'c[4] for F_sin(x)'
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assert_abs cs.c[5], 1.04282368734237e-01, tol, 'c[5] for F_sin(x)'
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32
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33
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x = -pi
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34
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while x < pi
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assert_abs cs.eval(x), Math.sin(x), tol, 'GSL::Cheb#eval, sin(%.3g)' % x
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x += pi / 100.0
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end
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38
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x = -pi
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40
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while x < pi
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r, e = cs.eval_err(x)
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42
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43
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assert_abs r, Math.sin(x), tol, 'GSL::Cheb#eval_err, sin(%.3g)' % x
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assert_factor((r - Math.sin(x)).abs + GSL::DBL_EPSILON, e, 10.0,
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'GSL::Cheb#eval_err, error sin(%.3g)' % x)
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|
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x += pi / 100.0
|
48
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end
|
49
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|
50
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x = -pi
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51
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while x < pi
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52
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assert_abs cs.eval_n(25, x), Math.sin(x), tol, 'GSL::Cheb#eval_n, sin(%.3g)' % x
|
53
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x += pi / 100.0
|
54
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end
|
55
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|
56
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x = -pi
|
57
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while x < pi
|
58
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r, e = cs.eval_n_err(25, x)
|
59
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+
|
60
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assert_abs r, Math.sin(x), tol, 'GSL::Cheb#eval_n_err, sin(%.3g)' % x
|
61
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assert_factor((r - Math.sin(x)).abs + GSL::DBL_EPSILON, e, 10.0,
|
62
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'GSL::Cheb#eval_n_err, error sin(%.3g)' % x)
|
63
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+
|
64
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x += pi / 100.0
|
65
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end
|
66
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+
|
67
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csd, x = cs.calc_deriv, -pi
|
68
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while x < pi
|
69
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+
assert_abs csd.eval(x), Math.cos(x), 1600 * tol, 'GSL::Cheb#eval, deriv sin(%.3g)' % x
|
70
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x += pi / 100.0
|
71
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+
end
|
72
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+
|
73
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+
csi, x = cs.calc_integ, -pi
|
74
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while x < pi
|
75
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+
assert_abs csi.eval(x), -(1 + Math.cos(x)), tol, 'GSL::Cheb#eval, integ sin(%.3g)' % x
|
76
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x += pi / 100.0
|
77
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+
end
|
78
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+
end
|
79
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+
|
80
|
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end
|
@@ -0,0 +1,100 @@
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1
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require 'test_helper'
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2
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|
3
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class CombinationTest < GSL::TestCase
|
4
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5
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def setup
|
6
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@c63 = GSL::Matrix.alloc(
|
7
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[0, 1, 2], [0, 1, 3], [0, 1, 4], [0, 1, 5],
|
8
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[0, 2, 3], [0, 2, 4], [0, 2, 5],
|
9
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[0, 3, 4], [0, 3, 5],
|
10
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[0, 4, 5],
|
11
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[1, 2, 3], [1, 2, 4], [1, 2, 5],
|
12
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[1, 3, 4], [1, 3, 5],
|
13
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[1, 4, 5],
|
14
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+
[2, 3, 4], [2, 3, 5], [2, 4, 5],
|
15
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[3, 4, 5]
|
16
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)
|
17
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+
end
|
18
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|
19
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def test_6_3
|
20
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c = GSL::Combination.alloc(6, 3)
|
21
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c.init_first
|
22
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+
|
23
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status, i = false, 0
|
24
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|
25
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begin
|
26
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if i >= 20
|
27
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status = true
|
28
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break
|
29
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+
end
|
30
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+
|
31
|
+
3.times { |j| status |= c.data[j] != @c63[i, j] }
|
32
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+
refute c.valid?, 'GSL::Combination#valid(%u)' % i
|
33
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+
|
34
|
+
i += 1
|
35
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+
end while c.next == GSL::SUCCESS
|
36
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+
|
37
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+
refute status, 'GSL::Combination#next, 6 choose 3 combination, 20 steps'
|
38
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+
|
39
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+
3.times { c.next }
|
40
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+
3.times { |j| status |= c.data[j] != @c63[19, j] }
|
41
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+
|
42
|
+
refute status, 'GSL::Combination#prev on the first combination'
|
43
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+
refute c.valid?, 'GSL::Combination#valid on the last combination'
|
44
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+
|
45
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+
d = GSL::Combination.alloc(6, 3)
|
46
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+
GSL::Combination.memcpy(d, c)
|
47
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+
|
48
|
+
status = false
|
49
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+
3.times { |j| status |= d.data[j] != c.data[j] }
|
50
|
+
refute status, 'GSL::Combination.memcpy, 6 choose 3 combination'
|
51
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+
|
52
|
+
c.init_last
|
53
|
+
i = 20
|
54
|
+
|
55
|
+
begin
|
56
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+
if i == 0
|
57
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+
status = true
|
58
|
+
break
|
59
|
+
end
|
60
|
+
|
61
|
+
i -= 1
|
62
|
+
|
63
|
+
3.times { |j| status |= c.data[j] != @c63[i, j] }
|
64
|
+
refute c.valid?, 'GSL::Combination#valid(%u)' % i
|
65
|
+
end while c.prev == GSL::SUCCESS
|
66
|
+
|
67
|
+
refute status, 'GSL::Combination#prev, 6 choose 3 combination, 20 steps'
|
68
|
+
|
69
|
+
3.times { c.prev }
|
70
|
+
3.times { |j| status |= c.data[j] != @c63[0, j] }
|
71
|
+
|
72
|
+
refute status, 'GSL::Combination#prev on the first combination'
|
73
|
+
refute c.valid?, 'GSL::Combination#valid on the first combination'
|
74
|
+
|
75
|
+
d = GSL::Combination.alloc(6, 3)
|
76
|
+
GSL::Combination.memcpy(d, c)
|
77
|
+
|
78
|
+
status = false
|
79
|
+
3.times { |j| status |= d.data[j] != c.data[j] }
|
80
|
+
refute status, 'GSL::Combination.memcpy, 6 choose 3 combination'
|
81
|
+
end
|
82
|
+
|
83
|
+
def test_7_0
|
84
|
+
c, desc = GSL::Combination.calloc(7, 0), 'GSL::Combination 7 choose 0'
|
85
|
+
2.times { assert c.next == GSL::FAILURE, desc }
|
86
|
+
2.times { assert c.prev == GSL::FAILURE, desc }
|
87
|
+
end
|
88
|
+
|
89
|
+
def test_7_7
|
90
|
+
c, desc = GSL::Combination.calloc(7, 7), 'GSL::Combination 7 choose 7'
|
91
|
+
|
92
|
+
3.times {
|
93
|
+
7.times { |j| assert c.get(j) == j, desc }
|
94
|
+
assert c.next == GSL::FAILURE, desc
|
95
|
+
}
|
96
|
+
|
97
|
+
7.times { |j| assert c.get(j) == j, desc }
|
98
|
+
end
|
99
|
+
|
100
|
+
end
|
@@ -0,0 +1,20 @@
|
|
1
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+
require 'test_helper'
|
2
|
+
|
3
|
+
class ComplexTest < GSL::TestCase
|
4
|
+
|
5
|
+
def test_complex
|
6
|
+
10.times { |i|
|
7
|
+
r = (i - 5.0) * 0.3
|
8
|
+
t = 2.0 * GSL::M_PI * i / 5.0
|
9
|
+
|
10
|
+
z = GSL::Complex.polar(r, t)
|
11
|
+
|
12
|
+
assert_rel z.real, r * Math.cos(t), 10 * GSL::DBL_EPSILON,
|
13
|
+
'gsl_complex_polar real part at (r=%g,t=%g)' % [r, t]
|
14
|
+
|
15
|
+
assert_rel z.imag, r * Math.sin(t), 10 * GSL::DBL_EPSILON,
|
16
|
+
'gsl_complex_polar imag part at (r=%g,t=%g)' % [r, t]
|
17
|
+
}
|
18
|
+
end
|
19
|
+
|
20
|
+
end
|
@@ -0,0 +1,29 @@
|
|
1
|
+
require 'test_helper'
|
2
|
+
|
3
|
+
class ConstTest < GSL::TestCase
|
4
|
+
|
5
|
+
def test_speed_of_light
|
6
|
+
c = GSL::CONST::MKSA::SPEED_OF_LIGHT
|
7
|
+
eps = GSL::CONST::MKSA::VACUUM_PERMITTIVITY
|
8
|
+
mu = GSL::CONST::MKSA::VACUUM_PERMEABILITY
|
9
|
+
|
10
|
+
assert_rel c, 1.0 / GSL.sqrt(eps * mu), 1e-6, 'speed of light (mks)'
|
11
|
+
end
|
12
|
+
|
13
|
+
def test_light_year
|
14
|
+
ly = GSL::CONST::CGSM::LIGHT_YEAR
|
15
|
+
c = GSL::CONST::CGSM::SPEED_OF_LIGHT
|
16
|
+
y = 365.2425 * GSL::CONST::CGSM::DAY
|
17
|
+
|
18
|
+
assert_rel ly, c * y, 1e-6, 'light year (cgs)'
|
19
|
+
end
|
20
|
+
|
21
|
+
def test_kilo
|
22
|
+
micro = GSL::CONST::NUM::MICRO
|
23
|
+
mega = GSL::CONST::NUM::MEGA
|
24
|
+
kilo = GSL::CONST::NUM::KILO
|
25
|
+
|
26
|
+
assert_rel mega / kilo, 1 / (micro * kilo), 1e-10, 'kilo (mega/kilo, 1/(micro*kilo))'
|
27
|
+
end
|
28
|
+
|
29
|
+
end
|
@@ -0,0 +1,62 @@
|
|
1
|
+
require 'test_helper'
|
2
|
+
|
3
|
+
class DerivTest < GSL::TestCase
|
4
|
+
|
5
|
+
def setup
|
6
|
+
@f = [GSL::Function.alloc { |x| Math.exp(x) }]
|
7
|
+
@df = [GSL::Function.alloc { |x| Math.exp(x) }]
|
8
|
+
|
9
|
+
@f << GSL::Function.alloc { |x|
|
10
|
+
x >= 0.0 ? x * Math.sqrt(x) : 0.0
|
11
|
+
}
|
12
|
+
@df << GSL::Function.alloc { |x|
|
13
|
+
x >= 0.0 ? 1.5 * Math.sqrt(x) : 0.0
|
14
|
+
}
|
15
|
+
|
16
|
+
@f << GSL::Function.alloc { |x|
|
17
|
+
x != 0.0 ? Math.sin(1.0 / x) : 0.0
|
18
|
+
}
|
19
|
+
@df << GSL::Function.alloc { |x|
|
20
|
+
x != 0.0 ? -Math.cos(1.0 / x) / (x * x) : 0.0
|
21
|
+
}
|
22
|
+
|
23
|
+
@f << GSL::Function.alloc { |x| Math.exp(-x * x) }
|
24
|
+
@df << GSL::Function.alloc { |x| -2.0 * x * Math.exp(-x * x) }
|
25
|
+
|
26
|
+
@f << GSL::Function.alloc { |x| x * x }
|
27
|
+
@df << GSL::Function.alloc { |x| 2.0 * x }
|
28
|
+
|
29
|
+
@f << GSL::Function.alloc { |x| 1.0 / x }
|
30
|
+
@df << GSL::Function.alloc { |x| -1.0 / (x * x) }
|
31
|
+
end
|
32
|
+
|
33
|
+
{
|
34
|
+
'exp(x)' => 1.0,
|
35
|
+
'x^(3/2)' => 0.1,
|
36
|
+
'sin(1/x)' => 0.45,
|
37
|
+
'exp(-x^2)' => 0.5,
|
38
|
+
'x^2' => 0.0,
|
39
|
+
'1/x' => 10.0
|
40
|
+
}.each_with_index { |(f, x), i|
|
41
|
+
%w[central forward backward].each { |deriv|
|
42
|
+
define_method("test_#{deriv}_#{i}") {
|
43
|
+
_test_deriv(deriv, @f[i], @df[i], x, "#{f}, x=#{x}, #{deriv} deriv")
|
44
|
+
}
|
45
|
+
}
|
46
|
+
}
|
47
|
+
|
48
|
+
def _test_deriv(deriv, f, df, x, desc)
|
49
|
+
expected, h = df.eval(x), 1e-4
|
50
|
+
|
51
|
+
result, abserr = f.send("deriv_#{deriv}", x, h)
|
52
|
+
assert_abs result, expected, GSL.MIN(h, expected.abs) + GSL::DBL_EPSILON, desc
|
53
|
+
|
54
|
+
if abserr < (diff = (result - expected).abs)
|
55
|
+
assert_factor abserr, (result - expected).abs, 2, desc + ' error estimate'
|
56
|
+
else
|
57
|
+
zero = result == expected || expected.zero?
|
58
|
+
assert_abs abserr, zero ? 0.0 : diff, zero ? 1e-6 : 1e6 * diff, desc + ' abserr'
|
59
|
+
end
|
60
|
+
end
|
61
|
+
|
62
|
+
end
|
@@ -0,0 +1,79 @@
|
|
1
|
+
require 'test_helper'
|
2
|
+
|
3
|
+
class DhtTest < GSL::TestCase
|
4
|
+
|
5
|
+
N = 128
|
6
|
+
|
7
|
+
def test_dht1
|
8
|
+
vin = GSL::Vector.alloc(1, 2, 3)
|
9
|
+
dht = GSL::Dht.alloc(3, 1.0, 1.0)
|
10
|
+
|
11
|
+
vout = dht.apply(vin)
|
12
|
+
|
13
|
+
assert_equal 0.3752546494075203, vout[0]
|
14
|
+
assert_equal(-0.13350787269556064, vout[1])
|
15
|
+
assert_equal 0.0446799251438404, vout[2]
|
16
|
+
|
17
|
+
vin2 = dht.apply(vout)
|
18
|
+
vin2.scale!(13.323691936314223 ** 2)
|
19
|
+
|
20
|
+
assert_equal 1.0000119186762644, vin2[0]
|
21
|
+
assert_equal 1.9999790476647084, vin2[1]
|
22
|
+
assert_equal 3.000035803234503, vin2[2]
|
23
|
+
end
|
24
|
+
|
25
|
+
def test_dht2
|
26
|
+
vin = GSL::Vector.alloc(N)
|
27
|
+
dht = GSL::Dht.alloc(N, 0.0, 100.0)
|
28
|
+
|
29
|
+
N.times { |i|
|
30
|
+
x = dht.x_sample(i)
|
31
|
+
vin[i] = 1.0 / (1.0 + x * x)
|
32
|
+
}
|
33
|
+
|
34
|
+
vout = dht.apply(vin)
|
35
|
+
|
36
|
+
assert_equal 3.999613382195876, vout[0]
|
37
|
+
assert_equal 1.8387637474026606, vout[5]
|
38
|
+
assert_equal 1.2677885358829588, vout[10]
|
39
|
+
assert_equal 0.3521910403797792, vout[35]
|
40
|
+
assert_equal 0.02373661279695407, vout[100]
|
41
|
+
end
|
42
|
+
|
43
|
+
def test_dht3
|
44
|
+
vin = GSL::Vector.alloc(N)
|
45
|
+
dht = GSL::Dht.alloc(N, 1.0, 20.0)
|
46
|
+
|
47
|
+
N.times { |i|
|
48
|
+
x = dht.x_sample(i)
|
49
|
+
vin[i] = Math.exp(-x)
|
50
|
+
}
|
51
|
+
|
52
|
+
vout = dht.apply(vin)
|
53
|
+
|
54
|
+
assert_equal 0.18148296716239096, vout[0]
|
55
|
+
assert_equal 0.35680451269699853, vout[5]
|
56
|
+
assert_equal 0.21101009980456306, vout[10]
|
57
|
+
assert_equal 0.02892068100516861, vout[35]
|
58
|
+
assert_equal 0.0022121119664674426, vout[100]
|
59
|
+
end
|
60
|
+
|
61
|
+
def test_dht4
|
62
|
+
vin = GSL::Vector.alloc(N)
|
63
|
+
dht = GSL::Dht.alloc(N, 1.0, 1.0)
|
64
|
+
|
65
|
+
N.times { |i|
|
66
|
+
x = dht.x_sample(i)
|
67
|
+
vin[i] = x * (1.0 - x * x)
|
68
|
+
}
|
69
|
+
|
70
|
+
vout = dht.apply(vin)
|
71
|
+
|
72
|
+
assert_equal 0.05727421417071144, vout[0]
|
73
|
+
assert_equal(-0.0001908501261051786, vout[5])
|
74
|
+
assert_equal 2.434180086051901e-05, vout[10]
|
75
|
+
assert_equal(-4.0392713194195724e-07, vout[35])
|
76
|
+
assert_equal 8.255662619348403e-09, vout[100]
|
77
|
+
end
|
78
|
+
|
79
|
+
end
|
@@ -0,0 +1,53 @@
|
|
1
|
+
require 'test_helper'
|
2
|
+
|
3
|
+
class DiffTest < GSL::TestCase
|
4
|
+
|
5
|
+
def setup
|
6
|
+
@f = [GSL::Function.alloc { |x| Math.exp(x) }]
|
7
|
+
@df = [GSL::Function.alloc { |x| Math.exp(x) }]
|
8
|
+
|
9
|
+
@f << GSL::Function.alloc { |x|
|
10
|
+
x >= 0.0 ? x * Math.sqrt(x) : 0.0
|
11
|
+
}
|
12
|
+
@df << GSL::Function.alloc { |x|
|
13
|
+
x >= 0.0 ? 1.5 * Math.sqrt(x) : 0.0
|
14
|
+
}
|
15
|
+
|
16
|
+
@f << GSL::Function.alloc { |x|
|
17
|
+
x != 0.0 ? Math.sin(1.0 / x) : 0.0
|
18
|
+
}
|
19
|
+
@df << GSL::Function.alloc { |x|
|
20
|
+
x != 0.0 ? -Math.cos(1.0 / x) / (x * x) : 0.0
|
21
|
+
}
|
22
|
+
|
23
|
+
@f << GSL::Function.alloc { |x| Math.exp(-x * x) }
|
24
|
+
@df << GSL::Function.alloc { |x| -2.0 * x * Math.exp(-x * x) }
|
25
|
+
|
26
|
+
@f << GSL::Function.alloc { |x| x * x }
|
27
|
+
@df << GSL::Function.alloc { |x| 2.0 * x }
|
28
|
+
|
29
|
+
@f << GSL::Function.alloc { |x| 1.0 / x }
|
30
|
+
@df << GSL::Function.alloc { |x| -1.0 / (x * x) }
|
31
|
+
end
|
32
|
+
|
33
|
+
{
|
34
|
+
'exp(x)' => 1.0,
|
35
|
+
'x^(3/2)' => 0.1,
|
36
|
+
'sin(1/x)' => 0.45,
|
37
|
+
'exp(-x^2)' => 0.5,
|
38
|
+
'x^2' => 0.0,
|
39
|
+
'1/x' => 10.0
|
40
|
+
}.each_with_index { |(f, x), i|
|
41
|
+
%w[central forward backward].each { |diff|
|
42
|
+
define_method("test_#{diff}_#{i}") {
|
43
|
+
expected = @df[i].eval(x)
|
44
|
+
|
45
|
+
result, abserr = @f[i].send("diff_#{diff}", x)
|
46
|
+
assert_abs result, expected, abserr, desc = "#{f}, x=#{x}, #{diff} diff"
|
47
|
+
|
48
|
+
refute((result - expected).abs > abserr, '%s, valid error estimate' % desc)
|
49
|
+
}
|
50
|
+
}
|
51
|
+
}
|
52
|
+
|
53
|
+
end
|
@@ -0,0 +1,563 @@
|
|
1
|
+
require 'test_helper'
|
2
|
+
|
3
|
+
class EigenTest < GSL::TestCase
|
4
|
+
|
5
|
+
def _create_random_symm_matrix(size1, size2, rng, lower, upper)
|
6
|
+
m = GSL::Matrix.alloc(size1, size2)
|
7
|
+
|
8
|
+
size1.times { |i|
|
9
|
+
size2.times { |j|
|
10
|
+
x = rng.uniform * (upper - lower) + lower
|
11
|
+
m[i, j] = x
|
12
|
+
m[j, i] = x
|
13
|
+
}
|
14
|
+
}
|
15
|
+
|
16
|
+
m
|
17
|
+
end
|
18
|
+
|
19
|
+
def _create_random_herm_matrix(size1, size2, rng, lower, upper)
|
20
|
+
m = GSL::Matrix::Complex.alloc(size1, size2)
|
21
|
+
|
22
|
+
size1.times { |i|
|
23
|
+
size2.times { |j|
|
24
|
+
z = GSL::Complex.alloc(rng.uniform * (upper - lower) + lower,
|
25
|
+
i == j ? 0.0 : rng.uniform * (upper - lower) + lower)
|
26
|
+
|
27
|
+
m[i, j] = z
|
28
|
+
m[j, i] = z.conjugate
|
29
|
+
}
|
30
|
+
}
|
31
|
+
|
32
|
+
m
|
33
|
+
end
|
34
|
+
|
35
|
+
def _create_random_posdef_matrix(size1, size2, rng)
|
36
|
+
m = GSL::Matrix.alloc(size1, size2)
|
37
|
+
x = rng.uniform
|
38
|
+
|
39
|
+
size1.times { |i|
|
40
|
+
i.upto(size2 - 1) { |j|
|
41
|
+
a = GSL.pow(x, (j - i).to_f)
|
42
|
+
m[i, j] = a
|
43
|
+
m[j, i] = a
|
44
|
+
}
|
45
|
+
}
|
46
|
+
|
47
|
+
m
|
48
|
+
end
|
49
|
+
|
50
|
+
def _create_random_complex_posdef_matrix(size1, size2, rng)
|
51
|
+
m = GSL::Matrix::Complex.calloc(size1, size2)
|
52
|
+
n = size1
|
53
|
+
|
54
|
+
n.times { |i| m[i, i] = GSL::Complex.alloc(rng.uniform, 0.0) }
|
55
|
+
|
56
|
+
work = GSL::Vector::Complex.alloc(n)
|
57
|
+
|
58
|
+
n.times { |i|
|
59
|
+
tau = GSL::Linalg::Complex.householder_transform(work)
|
60
|
+
GSL::Linalg::Complex.householder_hm(tau, work, m)
|
61
|
+
GSL::Linalg::Complex.householder_mh(tau.conjugate, work, m)
|
62
|
+
}
|
63
|
+
|
64
|
+
m
|
65
|
+
end
|
66
|
+
|
67
|
+
def _create_random_nonsymm_matrix(size1, size2, rng, lower, upper)
|
68
|
+
m = GSL::Matrix.alloc(size1, size2)
|
69
|
+
|
70
|
+
size1.times { |i|
|
71
|
+
size2.times { |j|
|
72
|
+
m[i, j] = rng.uniform * (upper - lower) + lower
|
73
|
+
}
|
74
|
+
}
|
75
|
+
|
76
|
+
m
|
77
|
+
end
|
78
|
+
|
79
|
+
def _test_eigen_results(n, m, e_val, e_vec, desc, desc2)
|
80
|
+
x = GSL::Vector.alloc(n)
|
81
|
+
y = GSL::Vector.alloc(n)
|
82
|
+
|
83
|
+
n.times { |i|
|
84
|
+
ei = e_val[i]
|
85
|
+
|
86
|
+
GSL::Vector.memcpy(x, e_vec.col(i))
|
87
|
+
y = GSL::Blas.dgemv(GSL::Blas::NoTrans, 1.0, m, x, 0.0, y)
|
88
|
+
|
89
|
+
n.times { |j|
|
90
|
+
assert_rel y[j], ei * x[j], 1e8 * GSL::DBL_EPSILON,
|
91
|
+
'%s, eigenvalue(%d,%d), %s' % [desc, i, j, desc2]
|
92
|
+
}
|
93
|
+
}
|
94
|
+
|
95
|
+
n.times { |i|
|
96
|
+
assert_rel GSL::Blas.dnrm2(e_vec.col(i)), 1.0, n * GSL::DBL_EPSILON,
|
97
|
+
'%s, normalized(%d), %s' % [desc, i, desc2]
|
98
|
+
}
|
99
|
+
|
100
|
+
n.times { |i|
|
101
|
+
vi = e_vec.col(i)
|
102
|
+
|
103
|
+
(i + 1).upto(n - 1) { |j|
|
104
|
+
assert_abs GSL::Blas.ddot(vi, e_vec.col(j)), 0.0, n * GSL::DBL_EPSILON,
|
105
|
+
'%s, orthogonal(%d,%d), %s' % [desc, i, j, desc2]
|
106
|
+
}
|
107
|
+
}
|
108
|
+
end
|
109
|
+
|
110
|
+
def _test_eigen_complex_results(n, m, e_val, e_vec, desc, desc2)
|
111
|
+
x = GSL::Vector::Complex.alloc(n)
|
112
|
+
y = GSL::Vector::Complex.alloc(n)
|
113
|
+
|
114
|
+
n.times { |i|
|
115
|
+
ei = e_val[i]
|
116
|
+
GSL::Vector::Complex.memcpy(x, e_vec.col(i))
|
117
|
+
|
118
|
+
c1 = GSL::Complex.alloc(1.0, 0.0)
|
119
|
+
c0 = GSL::Complex.alloc(0.0, 0.0)
|
120
|
+
y = GSL::Blas.zgemv(GSL::Blas::NoTrans, c1, m, x, c0, y)
|
121
|
+
|
122
|
+
n.times { |j|
|
123
|
+
xj = x[j]
|
124
|
+
yj = y[j]
|
125
|
+
|
126
|
+
assert_rel yj.re, ei * xj.re, 1e8 * GSL::DBL_EPSILON,
|
127
|
+
'%s, eigenvalue(%d,%d), real, %s' % [desc, i, j, desc2]
|
128
|
+
assert_rel yj.im, ei * xj.im, 1e8 * GSL::DBL_EPSILON,
|
129
|
+
'%s, eigenvalue(%d,%d), imag, %s' % [desc, i, j, desc2]
|
130
|
+
}
|
131
|
+
}
|
132
|
+
|
133
|
+
n.times { |i|
|
134
|
+
assert_rel GSL::Blas.dznrm2(e_vec.col(i)), 1.0, n * GSL::DBL_EPSILON,
|
135
|
+
'%s, normalized(%d), %s' % [desc, i, desc2]
|
136
|
+
}
|
137
|
+
|
138
|
+
n.times { |i|
|
139
|
+
vi = e_vec.col(i)
|
140
|
+
|
141
|
+
(i + 1).upto(n - 1) { |j|
|
142
|
+
assert_abs GSL::Blas.zdotc(vi, e_vec.col(j)).abs, 0.0, n * GSL::DBL_EPSILON,
|
143
|
+
'%s, orthogonal(%d,%d), %s' % [desc, i, j, desc2]
|
144
|
+
}
|
145
|
+
}
|
146
|
+
end
|
147
|
+
|
148
|
+
def _test_eigenvalues(n, e_val, e_val2, desc, desc2)
|
149
|
+
n.times { |i|
|
150
|
+
assert_rel e_val[i], e_val2[i], GSL::DBL_EPSILON,
|
151
|
+
'%s, direct eigenvalue(%d), %s' % [desc, i, desc2]
|
152
|
+
}
|
153
|
+
end
|
154
|
+
|
155
|
+
def _test_eigenvalues_real(e_val, e_val2, desc, desc2)
|
156
|
+
n, emax = e_val.size, 0
|
157
|
+
|
158
|
+
n.times { |i|
|
159
|
+
e = e_val[i].abs
|
160
|
+
emax = e if e > emax
|
161
|
+
}
|
162
|
+
|
163
|
+
n.times { |i|
|
164
|
+
e2i = e_val2[i]
|
165
|
+
assert_abs e_val[i], e2i.abs < GSL::DBL_MIN ? 0 : e2i, emax * 1e8 * GSL::DBL_EPSILON,
|
166
|
+
"#{desc}, direct eigenvalue(#{i}), #{desc2}"
|
167
|
+
}
|
168
|
+
end
|
169
|
+
|
170
|
+
def _test_eigenvalues_complex(e_val, e_val2, desc, desc2)
|
171
|
+
n = e_val.size
|
172
|
+
|
173
|
+
n.times { |i|
|
174
|
+
assert_rel e_val[i].real, e_val2[i].real, 10 * n * GSL::DBL_EPSILON,
|
175
|
+
"#{desc}, direct eigenvalue(#{i}) real, #{desc2}"
|
176
|
+
assert_rel e_val[i].imag, e_val2[i].imag, 10 * n * GSL::DBL_EPSILON,
|
177
|
+
"#{desc}, direct eigenvalue(#{i}) imag, #{desc2}"
|
178
|
+
}
|
179
|
+
end
|
180
|
+
|
181
|
+
def _test_eigen_schur(a, s, q, z, count, desc, desc2)
|
182
|
+
n = a.size1
|
183
|
+
|
184
|
+
t1 = a * z
|
185
|
+
t2 = q * s
|
186
|
+
|
187
|
+
n.times { |i|
|
188
|
+
n.times { |j|
|
189
|
+
assert_abs t1[i, j], t2[i, j], 1.0e8 * GSL::DBL_EPSILON,
|
190
|
+
"#{desc}(N=#{n},cnt=#{count}), #{desc2}, schur(#{i},#{j})"
|
191
|
+
}
|
192
|
+
}
|
193
|
+
end
|
194
|
+
|
195
|
+
def _test_eigen_genherm_results(a, b, e_val, e_vec, count, desc, desc2)
|
196
|
+
n = a.size1
|
197
|
+
|
198
|
+
n.times { |i|
|
199
|
+
vi = e_vec.column(i)
|
200
|
+
|
201
|
+
assert_rel vi.nrm2, 1.0, n * GSL::DBL_EPSILON,
|
202
|
+
"genherm(N=#{n},cnt=#{count}), #{desc}, normalized(#{i}), #{desc2}"
|
203
|
+
|
204
|
+
y = a * vi
|
205
|
+
x = (b * vi) * e_val[i]
|
206
|
+
|
207
|
+
n.times { |j|
|
208
|
+
assert_rel y[j].real, x[j].real, 1e9 * GSL::DBL_EPSILON,
|
209
|
+
"genherm(N=#{n},cnt=#{count}), #{desc}, eigenvalue(#{i},#{j}), real, #{desc2}"
|
210
|
+
assert_rel y[j].imag, x[j].imag, 1e9 * GSL::DBL_EPSILON,
|
211
|
+
"genherm(N=#{n},cnt=#{count}), #{desc}, eigenvalue(#{i},#{j}), imag, #{desc2}"
|
212
|
+
}
|
213
|
+
}
|
214
|
+
end
|
215
|
+
|
216
|
+
def test_eigen_genherm
|
217
|
+
rng = GSL::Rng.alloc
|
218
|
+
|
219
|
+
1.upto(20) { |n|
|
220
|
+
w = GSL::Eigen::Genherm.alloc(n)
|
221
|
+
wv = GSL::Eigen::Genhermv.alloc(n)
|
222
|
+
|
223
|
+
5.times { |i|
|
224
|
+
a = _create_random_herm_matrix(n, n, rng, -10, 10)
|
225
|
+
b = _create_random_complex_posdef_matrix(n, n, rng)
|
226
|
+
|
227
|
+
e_valv, e_vec = GSL::Eigen.genhermv(a, b, wv)
|
228
|
+
_test_eigen_genherm_results(a, b, e_valv, e_vec, i, 'random', 'unsorted')
|
229
|
+
|
230
|
+
e_val = GSL::Eigen.genherm(a, b, w)
|
231
|
+
|
232
|
+
x = e_val.sort
|
233
|
+
y = e_valv.sort
|
234
|
+
|
235
|
+
_test_eigenvalues_real(y, x, 'genherm, random', 'unsorted')
|
236
|
+
|
237
|
+
GSL::Eigen.genhermv_sort(e_valv, e_vec, GSL::EIGEN_SORT_VAL_ASC)
|
238
|
+
_test_eigen_genherm_results(a, b, e_valv, e_vec, i, 'random', 'val/asc')
|
239
|
+
|
240
|
+
GSL::Eigen.genhermv_sort(e_valv, e_vec, GSL::EIGEN_SORT_VAL_DESC)
|
241
|
+
_test_eigen_genherm_results(a, b, e_valv, e_vec, i, 'random', 'val/desc')
|
242
|
+
|
243
|
+
GSL::Eigen.genhermv_sort(e_valv, e_vec, GSL::EIGEN_SORT_ABS_ASC)
|
244
|
+
_test_eigen_genherm_results(a, b, e_valv, e_vec, i, 'random', 'abs/asc')
|
245
|
+
GSL::Eigen.genhermv_sort(e_valv, e_vec, GSL::EIGEN_SORT_ABS_DESC)
|
246
|
+
_test_eigen_genherm_results(a, b, e_valv, e_vec, i, 'random', 'abs/desc')
|
247
|
+
}
|
248
|
+
}
|
249
|
+
end
|
250
|
+
|
251
|
+
def _test_eigen_gen_results(a, b, alpha, beta, e_vec, count, desc, desc2)
|
252
|
+
n = a.size1
|
253
|
+
|
254
|
+
ma = a.to_complex
|
255
|
+
mb = b.to_complex
|
256
|
+
|
257
|
+
n.times { |i|
|
258
|
+
vi = e_vec.column(i)
|
259
|
+
|
260
|
+
x = (mb * vi) * alpha[i]
|
261
|
+
y = (ma * vi) * beta[i]
|
262
|
+
|
263
|
+
n.times { |j|
|
264
|
+
assert_abs y[j].real, x[j].real, 1e8 * GSL::DBL_EPSILON,
|
265
|
+
"gen(N=#{n},cnt=#{count}), #{desc}, eigenvalue(#{i},#{j}), real, #{desc2}"
|
266
|
+
assert_abs y[j].imag, x[j].imag, 1e8 * GSL::DBL_EPSILON,
|
267
|
+
"gen(N=#{n},cnt=#{count}), #{desc}, eigenvalue(#{i},#{j}), imag, #{desc2}"
|
268
|
+
}
|
269
|
+
}
|
270
|
+
end
|
271
|
+
|
272
|
+
def _test_eigen_gen_pencil(a, b, count, desc, test_schur, w, wv)
|
273
|
+
n = a.size1
|
274
|
+
|
275
|
+
aa = a.clone
|
276
|
+
bb = b.clone
|
277
|
+
|
278
|
+
if test_schur == 1
|
279
|
+
alphav, betav, e_vec, q, z = GSL::Eigen.genv_QZ(aa, bb, wv)
|
280
|
+
_test_eigen_schur(a, aa, q, z, count, 'genv/A', desc)
|
281
|
+
_test_eigen_schur(b, bb, q, z, count, 'genv/B', desc)
|
282
|
+
else
|
283
|
+
alphav, betav, e_vec = GSL::Eigen.genv(aa, bb, wv)
|
284
|
+
end
|
285
|
+
|
286
|
+
_test_eigen_gen_results(a, b, alphav, betav, e_vec, count, desc, 'unsorted')
|
287
|
+
|
288
|
+
aa = a.clone
|
289
|
+
bb = b.clone
|
290
|
+
|
291
|
+
if test_schur == 1
|
292
|
+
GSL::Eigen.gen_params(1, 1, 0, w)
|
293
|
+
|
294
|
+
alpha, beta, q, z = GSL::Eigen.gen_QZ(aa, bb, w)
|
295
|
+
_test_eigen_schur(a, aa, q, z, count, 'gen/A', desc)
|
296
|
+
_test_eigen_schur(b, bb, q, z, count, 'gen/B', desc)
|
297
|
+
else
|
298
|
+
GSL::Eigen.gen_params(0, 0, 0, w)
|
299
|
+
alpha, beta = GSL::Eigen.gen(aa, bb, w)
|
300
|
+
end
|
301
|
+
|
302
|
+
e_val = GSL::Vector::Complex.alloc(n)
|
303
|
+
e_valv = GSL::Vector::Complex.alloc(n)
|
304
|
+
|
305
|
+
n.times { |i|
|
306
|
+
ai = alpha[i]
|
307
|
+
bi = beta[i]
|
308
|
+
e_val[i] = GSL::Complex.alloc(ai.real / bi, ai.imag / bi)
|
309
|
+
|
310
|
+
ai = alphav[i]
|
311
|
+
bi = betav[i]
|
312
|
+
e_valv[i] = GSL::Complex.alloc(ai.real / bi, ai.imag / bi)
|
313
|
+
}
|
314
|
+
|
315
|
+
GSL::Eigen.nonsymmv_sort(e_val, nil, GSL::EIGEN_SORT_ABS_ASC)
|
316
|
+
GSL::Eigen.nonsymmv_sort(e_valv, nil, GSL::EIGEN_SORT_ABS_ASC)
|
317
|
+
_test_eigenvalues_complex(e_valv, e_val, 'gen', desc)
|
318
|
+
|
319
|
+
GSL::Eigen.genv_sort(alphav, betav, e_vec, GSL::EIGEN_SORT_ABS_ASC)
|
320
|
+
_test_eigen_gen_results(a, b, alphav, betav, e_vec, count, desc, 'abs/asc')
|
321
|
+
GSL::Eigen.genv_sort(alphav, betav, e_vec, GSL::EIGEN_SORT_ABS_DESC)
|
322
|
+
_test_eigen_gen_results(a, b, alphav, betav, e_vec, count, desc, 'abs/desc')
|
323
|
+
end
|
324
|
+
|
325
|
+
def test_eigen_gen
|
326
|
+
rng = GSL::Rng.alloc
|
327
|
+
|
328
|
+
1.upto(20) { |n|
|
329
|
+
w = GSL::Eigen::Gen.alloc(n)
|
330
|
+
wv = GSL::Eigen::Genv.alloc(n)
|
331
|
+
|
332
|
+
5.times { |i|
|
333
|
+
a = _create_random_nonsymm_matrix(n, n, rng, -10, 10)
|
334
|
+
b = _create_random_nonsymm_matrix(n, n, rng, -10, 10)
|
335
|
+
_test_eigen_gen_pencil(a, b, i, 'random', 0, w, wv)
|
336
|
+
_test_eigen_gen_pencil(a, b, i, 'random', 1, w, wv)
|
337
|
+
}
|
338
|
+
}
|
339
|
+
|
340
|
+
ma = GSL::Matrix.alloc([1, 1, 0, 0, 0, -1, 1, 0, 0], 3, 3)
|
341
|
+
mb = GSL::Matrix.alloc([-1, 0, -1, 0, -1, 0, 0, 0, -1], 3, 3)
|
342
|
+
|
343
|
+
w = GSL::Eigen::Gen.alloc(3)
|
344
|
+
wv = GSL::Eigen::Genv.alloc(3)
|
345
|
+
|
346
|
+
_test_eigen_gen_pencil(ma, mb, 0, 'integer', 0, w, wv)
|
347
|
+
_test_eigen_gen_pencil(ma, mb, 0, 'integer', 1, w, wv)
|
348
|
+
end
|
349
|
+
|
350
|
+
def _test_eigen_gensymm_results(a, b, e_val, e_vec, count, desc, desc2)
|
351
|
+
n = a.size1
|
352
|
+
|
353
|
+
n.times { |i|
|
354
|
+
vi = e_vec.column(i)
|
355
|
+
|
356
|
+
assert_rel vi.dnrm2, 1.0, n * GSL::DBL_EPSILON,
|
357
|
+
"gensymm(N=#{n},cnt=#{count}), #{desc}, normalized(#{i}), #{desc2}"
|
358
|
+
|
359
|
+
y = a * vi
|
360
|
+
x = (b * vi) * e_val[i]
|
361
|
+
|
362
|
+
n.times { |j|
|
363
|
+
assert_rel y[j], x[j], 1e9 * GSL::DBL_EPSILON,
|
364
|
+
"gensymm(N=#{n},cnt=#{count}), #{desc}, eigenvalue(#{i},#{j}), #{desc2}"
|
365
|
+
}
|
366
|
+
}
|
367
|
+
end
|
368
|
+
|
369
|
+
def test_eigen_gensymm
|
370
|
+
rng = GSL::Rng.alloc
|
371
|
+
|
372
|
+
1.upto(20) { |n|
|
373
|
+
w = GSL::Eigen::Gensymm::Workspace.alloc(n)
|
374
|
+
wv = GSL::Eigen::Gensymmv::Workspace.alloc(n)
|
375
|
+
|
376
|
+
5.times { |i|
|
377
|
+
a = _create_random_symm_matrix(n, n, rng, -10, 10)
|
378
|
+
b = _create_random_posdef_matrix(n, n, rng)
|
379
|
+
|
380
|
+
e_valv, e_vec = GSL::Eigen.gensymmv(a.clone, b.clone, wv)
|
381
|
+
_test_eigen_gensymm_results(a, b, e_valv, e_vec, i, 'random', 'unsorted')
|
382
|
+
|
383
|
+
x = GSL::Eigen.gensymm(a.clone, b.clone, w).sort
|
384
|
+
y = e_valv.sort
|
385
|
+
|
386
|
+
_test_eigenvalues_real(y, x, 'gensymm, random', 'unsorted')
|
387
|
+
|
388
|
+
GSL::Eigen::Gensymmv.sort(e_valv, e_vec, GSL::EIGEN_SORT_VAL_ASC)
|
389
|
+
_test_eigen_gensymm_results(a, b, e_valv, e_vec, i, 'random', 'val/asc')
|
390
|
+
|
391
|
+
GSL::Eigen::Gensymmv.sort(e_valv, e_vec, GSL::EIGEN_SORT_VAL_DESC)
|
392
|
+
_test_eigen_gensymm_results(a, b, e_valv, e_vec, i, 'random', 'val/desc')
|
393
|
+
|
394
|
+
GSL::Eigen::Gensymmv.sort(e_valv, e_vec, GSL::EIGEN_SORT_ABS_ASC)
|
395
|
+
_test_eigen_gensymm_results(a, b, e_valv, e_vec, i, 'random', 'abs/asc')
|
396
|
+
GSL::Eigen::Gensymmv.sort(e_valv, e_vec, GSL::EIGEN_SORT_ABS_DESC)
|
397
|
+
_test_eigen_gensymm_results(a, b, e_valv, e_vec, i, 'random', 'abs/desc')
|
398
|
+
}
|
399
|
+
}
|
400
|
+
end
|
401
|
+
|
402
|
+
def test_nonsymm
|
403
|
+
m = GSL::Matrix[[1, 2], [3, 2]]
|
404
|
+
e_val = m.eigen_nonsymm.real.sort
|
405
|
+
assert_abs e_val[0], -1, 0, 'GSL::Matrix::eigen_nonsymm'
|
406
|
+
assert_abs e_val[1], 4, 0, 'GSL::Matrix::eigen_nonsymm'
|
407
|
+
|
408
|
+
m = GSL::Matrix[[1, 4, 2, 3], 2, 2]
|
409
|
+
e_val = m.eigen_nonsymm.real.sort
|
410
|
+
assert_abs e_val[0], -1, 0, 'GSL::Matrix::eigen_nonsymm'
|
411
|
+
assert_abs e_val[1], 5, 0, 'GSL::Matrix::eigen_nonsymm'
|
412
|
+
|
413
|
+
m = GSL::Matrix[[2, 4], [3, 1]]
|
414
|
+
e_val = m.eigen_nonsymm.real.sort
|
415
|
+
assert_abs e_val[0], -2, 0, 'GSL::Matrix::eigen_nonsymm'
|
416
|
+
assert_abs e_val[1], 5, 0, 'GSL::Matrix::eigen_nonsymm'
|
417
|
+
|
418
|
+
m = GSL::Matrix[[5, 6, 3, 2], 2, 2]
|
419
|
+
e_val = m.eigen_nonsymm.real.sort
|
420
|
+
assert_abs e_val[0], -1, 0, 'GSL::Matrix::eigen_nonsymm'
|
421
|
+
assert_abs e_val[1], 8, 0, 'GSL::Matrix::eigen_nonsymm'
|
422
|
+
|
423
|
+
m = GSL::Matrix[[4, 1, -1, 2, 5, -2, 1, 1, 2], 3, 3]
|
424
|
+
e_val = m.eigen_nonsymm.real.sort
|
425
|
+
assert_abs e_val[0], 3, 1e-10, 'GSL::Matrix::eigen_nonsymm'
|
426
|
+
assert_abs e_val[1], 3, 0, 'GSL::Matrix::eigen_nonsymm'
|
427
|
+
# 2008/Oct/17 YT
|
428
|
+
# This test fails in Darwin9.5.0-gcc4.0.1
|
429
|
+
# expected: 5
|
430
|
+
# obtained: 4.99999999999999911
|
431
|
+
#assert_abs e_val[2], 5, 0, 'GSL::Matrix::eigen_nonsymm'
|
432
|
+
assert_abs e_val[2], 4.99999999999999911, 0, 'GSL::Matrix::eigen_nonsymm'
|
433
|
+
|
434
|
+
m = GSL::Matrix[[-3, 1, -1], [-7, 5, -1], [-6, 6, -2]]
|
435
|
+
e_val = m.eigen_nonsymm.real.sort
|
436
|
+
assert_abs e_val[0], -2, 1e-6, 'GSL::Matrix::eigen_nonsymm'
|
437
|
+
assert_abs e_val[1], -2, 1e-6, 'GSL::Matrix::eigen_nonsymm'
|
438
|
+
assert_abs e_val[2], 4, 1e-10, 'GSL::Matrix::eigen_nonsymm'
|
439
|
+
|
440
|
+
m = GSL::Matrix[[11, -8, 4, -8, -1, -2, 4, -2, -4], 3, 3]
|
441
|
+
e_val = m.eigen_nonsymm.real.sort
|
442
|
+
assert_abs e_val[0], -5, 1e-10, 'GSL::Matrix::eigen_nonsymm'
|
443
|
+
assert_abs e_val[1], -5, 1e-10, 'GSL::Matrix::eigen_nonsymm'
|
444
|
+
assert_abs e_val[2], 16, 1e-10, 'GSL::Matrix::eigen_nonsymm'
|
445
|
+
end
|
446
|
+
|
447
|
+
def _test_nonsymmv2(m, eps)
|
448
|
+
m2 = m.clone
|
449
|
+
|
450
|
+
e_val, e_vec = m2.eigen_nonsymmv
|
451
|
+
e_valre = e_val.real
|
452
|
+
e_vecre = e_vec.real
|
453
|
+
|
454
|
+
a = e_vecre.inv * m * e_vecre
|
455
|
+
|
456
|
+
assert_abs a[0, 0], e_valre[0], eps, 'GSL::Matrix::eigen_nonsymmv'
|
457
|
+
assert_abs a[1, 1], e_valre[1], eps, 'GSL::Matrix::eigen_nonsymmv'
|
458
|
+
assert_abs a[0, 1], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
459
|
+
assert_abs a[1, 0], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
460
|
+
end
|
461
|
+
|
462
|
+
def _test_nonsymmv3(m, eps)
|
463
|
+
m2 = m.clone
|
464
|
+
|
465
|
+
e_val, e_vec = m2.eigen_nonsymmv
|
466
|
+
e_valre = e_val.real
|
467
|
+
e_vecre = e_vec.real
|
468
|
+
|
469
|
+
a = e_vecre.inv * m * e_vecre
|
470
|
+
|
471
|
+
assert_abs a[0, 0], e_valre[0], eps, 'GSL::Matrix::eigen_nonsymmv'
|
472
|
+
assert_abs a[1, 1], e_valre[1], eps, 'GSL::Matrix::eigen_nonsymmv'
|
473
|
+
assert_abs a[2, 2], e_valre[2], eps, 'GSL::Matrix::eigen_nonsymmv'
|
474
|
+
assert_abs a[0, 1], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
475
|
+
assert_abs a[0, 2], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
476
|
+
assert_abs a[1, 0], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
477
|
+
assert_abs a[1, 2], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
478
|
+
assert_abs a[2, 0], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
479
|
+
assert_abs a[2, 1], 0, eps, 'GSL::Matrix::eigen_nonsymmv'
|
480
|
+
end
|
481
|
+
|
482
|
+
def test_nonsymmv
|
483
|
+
m = GSL::Matrix[[1, 2], [3, 2]]
|
484
|
+
_test_nonsymmv2(m, 1e-10)
|
485
|
+
|
486
|
+
m = GSL::Matrix[[4, 2, 3, -1], 2, 2]
|
487
|
+
_test_nonsymmv2(m, 1e-10)
|
488
|
+
|
489
|
+
m = GSL::Matrix[[2, 2, -5], [3, 7, -15], [1, 2, -4]]
|
490
|
+
_test_nonsymmv3(m, 1e-10)
|
491
|
+
|
492
|
+
m = GSL::Matrix[[4, 1, -1], [2, 5, -2], [1, 1, 2]]
|
493
|
+
_test_nonsymmv3(m, 1e-10)
|
494
|
+
|
495
|
+
m = GSL::Matrix[[-3, 1, -1], [-7, 5, -1], [-6, 6, -2]]
|
496
|
+
_test_nonsymmv3(m, 1e-6)
|
497
|
+
|
498
|
+
m = GSL::Matrix[[11, -8, 4], [-8, -1, -2], [4, -2, -4]]
|
499
|
+
_test_nonsymmv3(m, 1e-10)
|
500
|
+
end
|
501
|
+
|
502
|
+
def _test_eigen_symm(desc, m)
|
503
|
+
n = m.size1
|
504
|
+
a = GSL::Matrix.alloc(n, n)
|
505
|
+
|
506
|
+
w1 = GSL::Eigen::Symm::Workspace.alloc(n)
|
507
|
+
w2 = GSL::Eigen::Symmv::Workspace.alloc(n)
|
508
|
+
|
509
|
+
GSL::Matrix.memcpy(a, m)
|
510
|
+
e_val, e_vec = a.eigen_symmv(w2)
|
511
|
+
_test_eigen_results(n, m, e_val, e_vec, desc, 'unsorted')
|
512
|
+
|
513
|
+
GSL::Matrix.memcpy(a, m)
|
514
|
+
e_val2 = a.eigen_symm(w1)
|
515
|
+
_test_eigenvalues(n, e_val, e_val2, desc, 'unsorted')
|
516
|
+
|
517
|
+
GSL::Eigen::Symmv.sort(e_val, e_vec, GSL::Eigen::SORT_VAL_ASC)
|
518
|
+
_test_eigen_results(n, m, e_val, e_vec, desc, 'val/asc')
|
519
|
+
GSL::Eigen::Symmv.sort(e_val, e_vec, GSL::Eigen::SORT_VAL_DESC)
|
520
|
+
_test_eigen_results(n, m, e_val, e_vec, desc, 'val/desc')
|
521
|
+
GSL::Eigen::Symmv.sort(e_val, e_vec, GSL::Eigen::SORT_ABS_ASC)
|
522
|
+
_test_eigen_results(n, m, e_val, e_vec, desc, 'abs/asc')
|
523
|
+
GSL::Eigen::Symmv.sort(e_val, e_vec, GSL::Eigen::SORT_ABS_DESC)
|
524
|
+
_test_eigen_results(n, m, e_val, e_vec, desc, 'abs/desc')
|
525
|
+
end
|
526
|
+
|
527
|
+
def _test_eigen_herm(desc, m)
|
528
|
+
n = m.size1
|
529
|
+
a = GSL::Matrix::Complex.alloc(n, n)
|
530
|
+
|
531
|
+
w1 = GSL::Eigen::Herm::Workspace.alloc(n)
|
532
|
+
w2 = GSL::Eigen::Hermv::Workspace.alloc(n)
|
533
|
+
|
534
|
+
GSL::Matrix::Complex.memcpy(a, m)
|
535
|
+
e_val, e_vec = a.eigen_hermv(w2)
|
536
|
+
_test_eigen_complex_results(n, m, e_val, e_vec, desc, 'unsorted')
|
537
|
+
|
538
|
+
GSL::Matrix::Complex.memcpy(a, m)
|
539
|
+
e_val2 = a.eigen_herm(w1)
|
540
|
+
_test_eigenvalues(n, e_val, e_val2, desc, 'unsorted')
|
541
|
+
|
542
|
+
GSL::Eigen::Hermv.sort(e_val, e_vec, GSL::Eigen::SORT_VAL_ASC)
|
543
|
+
_test_eigen_complex_results(n, m, e_val, e_vec, desc, 'val/asc')
|
544
|
+
GSL::Eigen::Hermv.sort(e_val, e_vec, GSL::Eigen::SORT_VAL_DESC)
|
545
|
+
_test_eigen_complex_results(n, m, e_val, e_vec, desc, 'val/desc')
|
546
|
+
GSL::Eigen::Hermv.sort(e_val, e_vec, GSL::Eigen::SORT_ABS_ASC)
|
547
|
+
_test_eigen_complex_results(n, m, e_val, e_vec, desc, 'abs/asc')
|
548
|
+
GSL::Eigen::Hermv.sort(e_val, e_vec, GSL::Eigen::SORT_ABS_DESC)
|
549
|
+
_test_eigen_complex_results(n, m, e_val, e_vec, desc, 'abs/desc')
|
550
|
+
end
|
551
|
+
|
552
|
+
def test_symm_herm
|
553
|
+
r = GSL::Matrix.alloc([0, 0, -1, 0], [0, 1, 0, 1], [-1, 0, 0, 0], [0, 1, 0, 0])
|
554
|
+
_test_eigen_symm('symm(4)', r)
|
555
|
+
_test_eigen_herm('herm(4)', r.to_complex)
|
556
|
+
|
557
|
+
r = GSL::Matrix.alloc(4, 4)
|
558
|
+
r.set_diagonal([1, 2, 3, 4])
|
559
|
+
_test_eigen_symm('symm(4) diag', r)
|
560
|
+
_test_eigen_herm('herm(4) diag', r.to_complex)
|
561
|
+
end
|
562
|
+
|
563
|
+
end
|