numo-gsl 0.1.0

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Files changed (266) hide show
  1. checksums.yaml +7 -0
  2. data/Gemfile +4 -0
  3. data/README.md +84 -0
  4. data/Rakefile +16 -0
  5. data/ext/numo/gsl/cdf/depend +17 -0
  6. data/ext/numo/gsl/cdf/erbpp_cdf.rb +44 -0
  7. data/ext/numo/gsl/cdf/extconf.rb +9 -0
  8. data/ext/numo/gsl/cdf/func_def.rb +610 -0
  9. data/ext/numo/gsl/const/const_def.rb +419 -0
  10. data/ext/numo/gsl/const/depend +17 -0
  11. data/ext/numo/gsl/const/erbpp_const.rb +30 -0
  12. data/ext/numo/gsl/const/extconf.rb +9 -0
  13. data/ext/numo/gsl/err/depend +1 -0
  14. data/ext/numo/gsl/err/err.c +22 -0
  15. data/ext/numo/gsl/err/extconf.rb +9 -0
  16. data/ext/numo/gsl/extconf_gsl.rb +44 -0
  17. data/ext/numo/gsl/fit/depend +17 -0
  18. data/ext/numo/gsl/fit/erbpp_fit.rb +74 -0
  19. data/ext/numo/gsl/fit/extconf.rb +9 -0
  20. data/ext/numo/gsl/fit/func_def.rb +129 -0
  21. data/ext/numo/gsl/fit/tmpl/check_1d.c +9 -0
  22. data/ext/numo/gsl/fit/tmpl/fit_linear.c +53 -0
  23. data/ext/numo/gsl/fit/tmpl/fit_linear_est.c +56 -0
  24. data/ext/numo/gsl/fit/tmpl/fit_mul.c +50 -0
  25. data/ext/numo/gsl/fit/tmpl/fit_mul_est.c +47 -0
  26. data/ext/numo/gsl/fit/tmpl/fit_wlinear.c +59 -0
  27. data/ext/numo/gsl/fit/tmpl/fit_wmul.c +56 -0
  28. data/ext/numo/gsl/gen/erbpp2.rb +306 -0
  29. data/ext/numo/gsl/gen/erbpp_gsl.rb +166 -0
  30. data/ext/numo/gsl/gen/func_parser.rb +520 -0
  31. data/ext/numo/gsl/gen/tmpl/c_DFloat_f_DFloat.c +40 -0
  32. data/ext/numo/gsl/gen/tmpl/c_DFloat_f_SZ.c +41 -0
  33. data/ext/numo/gsl/gen/tmpl/c_DFloat_f_SZ_x2.c +44 -0
  34. data/ext/numo/gsl/gen/tmpl/c_DFloat_x2_f_DFloat_x2.c +45 -0
  35. data/ext/numo/gsl/gen/tmpl/c_double_f_double.c +16 -0
  36. data/ext/numo/gsl/gen/tmpl/c_double_f_sizet.c +16 -0
  37. data/ext/numo/gsl/gen/tmpl/c_double_f_sizet_x2.c +17 -0
  38. data/ext/numo/gsl/gen/tmpl/c_double_f_void.c +15 -0
  39. data/ext/numo/gsl/gen/tmpl/c_double_x2_f_void.c +17 -0
  40. data/ext/numo/gsl/gen/tmpl/c_new_DFloat.c +29 -0
  41. data/ext/numo/gsl/gen/tmpl/c_new_double.c +22 -0
  42. data/ext/numo/gsl/gen/tmpl/c_new_f_other.c +25 -0
  43. data/ext/numo/gsl/gen/tmpl/c_new_sizet.c +22 -0
  44. data/ext/numo/gsl/gen/tmpl/c_new_sizet_double.c +23 -0
  45. data/ext/numo/gsl/gen/tmpl/c_new_sizet_x2.c +23 -0
  46. data/ext/numo/gsl/gen/tmpl/c_new_void.c +21 -0
  47. data/ext/numo/gsl/gen/tmpl/c_other_f_void.c +19 -0
  48. data/ext/numo/gsl/gen/tmpl/c_self_f_DFloat.c +46 -0
  49. data/ext/numo/gsl/gen/tmpl/c_self_f_DFloat_x2.c +41 -0
  50. data/ext/numo/gsl/gen/tmpl/c_self_f_DFloat_x3.c +44 -0
  51. data/ext/numo/gsl/gen/tmpl/c_self_f_DFloat_x4.c +47 -0
  52. data/ext/numo/gsl/gen/tmpl/c_self_f_SZ_x2_DFloat.c +45 -0
  53. data/ext/numo/gsl/gen/tmpl/c_self_f_double.c +17 -0
  54. data/ext/numo/gsl/gen/tmpl/c_self_f_other.c +17 -0
  55. data/ext/numo/gsl/gen/tmpl/c_self_f_sizet.c +21 -0
  56. data/ext/numo/gsl/gen/tmpl/c_self_f_void.c +14 -0
  57. data/ext/numo/gsl/gen/tmpl/c_sizet_f_void.c +15 -0
  58. data/ext/numo/gsl/gen/tmpl/c_sizet_x2_f_void.c +17 -0
  59. data/ext/numo/gsl/gen/tmpl/c_str_f_void.c +15 -0
  60. data/ext/numo/gsl/gen/tmpl/c_super_new_void.c +18 -0
  61. data/ext/numo/gsl/gen/tmpl/c_uint_f_void.c +15 -0
  62. data/ext/numo/gsl/gen/tmpl/c_ulong_f_void.c +15 -0
  63. data/ext/numo/gsl/gen/tmpl/c_void_f_double.c +17 -0
  64. data/ext/numo/gsl/gen/tmpl/c_void_f_double_x2.c +18 -0
  65. data/ext/numo/gsl/gen/tmpl/c_void_f_double_x4.c +20 -0
  66. data/ext/numo/gsl/gen/tmpl/c_void_f_ulong.c +17 -0
  67. data/ext/numo/gsl/gen/tmpl/c_void_f_void.c +14 -0
  68. data/ext/numo/gsl/gen/tmpl/cast_1d_contiguous.c +15 -0
  69. data/ext/numo/gsl/gen/tmpl/cast_2d_contiguous.c +15 -0
  70. data/ext/numo/gsl/gen/tmpl/class.c +26 -0
  71. data/ext/numo/gsl/gen/tmpl/create_new_narray.c +26 -0
  72. data/ext/numo/gsl/gen/tmpl/init_class.c +10 -0
  73. data/ext/numo/gsl/gen/tmpl/init_module.c +12 -0
  74. data/ext/numo/gsl/gen/tmpl/lib.c +41 -0
  75. data/ext/numo/gsl/gen/tmpl/m_DFloat_Int_f_DFloat.c +38 -0
  76. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat.c +35 -0
  77. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_Int.c +39 -0
  78. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_UInt.c +39 -0
  79. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_double.c +42 -0
  80. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_double_x2.c +47 -0
  81. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_int.c +42 -0
  82. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_x2.c +38 -0
  83. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_DFloat_x3.c +41 -0
  84. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_Int.c +36 -0
  85. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt.c +36 -0
  86. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt32.c +36 -0
  87. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt32_double.c +43 -0
  88. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt32_double_uint.c +49 -0
  89. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt32_double_x2.c +48 -0
  90. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt32_uint_x3.c +51 -0
  91. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt_double.c +43 -0
  92. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt_double_uint.c +50 -0
  93. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt_double_x2.c +48 -0
  94. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_UInt_uint_x3.c +51 -0
  95. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_int_DFloat.c +41 -0
  96. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_int_DFloat_x2.c +44 -0
  97. data/ext/numo/gsl/gen/tmpl/m_DFloat_f_int_x2_DFloat_x2.c +46 -0
  98. data/ext/numo/gsl/gen/tmpl/m_Int_f_DFloat.c +36 -0
  99. data/ext/numo/gsl/gen/tmpl/m_Int_f_DFloat_x3.c +42 -0
  100. data/ext/numo/gsl/gen/tmpl/m_Int_f_int_DFloat.c +42 -0
  101. data/ext/numo/gsl/gen/tmpl/m_Int_f_int_DFloat_x2.c +45 -0
  102. data/ext/numo/gsl/gen/tmpl/mod_func_noloop.c +54 -0
  103. data/ext/numo/gsl/gen/tmpl/mod_func_scalar.c +27 -0
  104. data/ext/numo/gsl/gen/tmpl/module.c +9 -0
  105. data/ext/numo/gsl/histogram/depend +17 -0
  106. data/ext/numo/gsl/histogram/erbpp_histogram.rb +109 -0
  107. data/ext/numo/gsl/histogram/extconf.rb +9 -0
  108. data/ext/numo/gsl/histogram/func_def.rb +763 -0
  109. data/ext/numo/gsl/histogram/tmpl/c_DFloat_f_2d_get.c +54 -0
  110. data/ext/numo/gsl/histogram/tmpl/c_DFloat_f_field.c +35 -0
  111. data/ext/numo/gsl/histogram/tmpl/c_DFloat_f_get.c +47 -0
  112. data/ext/numo/gsl/histogram/tmpl/c_DFloat_x2_f_get_range.c +56 -0
  113. data/ext/numo/gsl/histogram/tmpl/c_bool_f_other.c +19 -0
  114. data/ext/numo/gsl/histogram/tmpl/c_bool_f_pdf_init.c +24 -0
  115. data/ext/numo/gsl/histogram/tmpl/c_self_f_2d_set_ranges.c +26 -0
  116. data/ext/numo/gsl/histogram/tmpl/c_self_f_set_ranges.c +21 -0
  117. data/ext/numo/gsl/histogram/tmpl/c_sizet_f_field.c +15 -0
  118. data/ext/numo/gsl/interp/depend +17 -0
  119. data/ext/numo/gsl/interp/erbpp_interp.rb +59 -0
  120. data/ext/numo/gsl/interp/extconf.rb +9 -0
  121. data/ext/numo/gsl/interp/func_def.rb +816 -0
  122. data/ext/numo/gsl/interp/parse_interp.rb +67 -0
  123. data/ext/numo/gsl/interp/tmpl/interp2d_new.c +36 -0
  124. data/ext/numo/gsl/interp/tmpl/interp2d_type_new.c +17 -0
  125. data/ext/numo/gsl/interp/tmpl/interp_bsearch.c +57 -0
  126. data/ext/numo/gsl/interp/tmpl/interp_new.c +29 -0
  127. data/ext/numo/gsl/interp/tmpl/interp_type_new.c +16 -0
  128. data/ext/numo/gsl/interp/tmpl/spline2d_eval.c +61 -0
  129. data/ext/numo/gsl/interp/tmpl/spline_eval.c +55 -0
  130. data/ext/numo/gsl/interp/tmpl/spline_integ.c +56 -0
  131. data/ext/numo/gsl/interp/type_def.rb +9 -0
  132. data/ext/numo/gsl/multifit/depend +17 -0
  133. data/ext/numo/gsl/multifit/erbpp_multifit.rb +99 -0
  134. data/ext/numo/gsl/multifit/extconf.rb +9 -0
  135. data/ext/numo/gsl/multifit/func_2.1.rb +1035 -0
  136. data/ext/numo/gsl/multifit/func_2.2.1.rb +736 -0
  137. data/ext/numo/gsl/multifit/func_2.2.rb +736 -0
  138. data/ext/numo/gsl/multifit/func_2.3.rb +872 -0
  139. data/ext/numo/gsl/multifit/func_def.rb +1012 -0
  140. data/ext/numo/gsl/multifit/tmpl/multifit_linear.c +66 -0
  141. data/ext/numo/gsl/multifit/tmpl/multifit_linear_est.c +48 -0
  142. data/ext/numo/gsl/multifit/tmpl/multifit_linear_residuals.c +47 -0
  143. data/ext/numo/gsl/multifit/tmpl/multifit_wlinear.c +70 -0
  144. data/ext/numo/gsl/multifit/type_def.rb +1 -0
  145. data/ext/numo/gsl/numo_gsl.h +117 -0
  146. data/ext/numo/gsl/pdf/depend +17 -0
  147. data/ext/numo/gsl/pdf/erbpp_pdf.rb +26 -0
  148. data/ext/numo/gsl/pdf/extconf.rb +9 -0
  149. data/ext/numo/gsl/pdf/func_2.2.1.rb +306 -0
  150. data/ext/numo/gsl/pdf/func_2.2.rb +306 -0
  151. data/ext/numo/gsl/pdf/func_2.3.rb +306 -0
  152. data/ext/numo/gsl/pdf/func_def.rb +282 -0
  153. data/ext/numo/gsl/pdf/parse_pdf.rb +42 -0
  154. data/ext/numo/gsl/pdf/tmpl/dirichlet.c +39 -0
  155. data/ext/numo/gsl/pdf/tmpl/multinomial.c +39 -0
  156. data/ext/numo/gsl/poly/depend +17 -0
  157. data/ext/numo/gsl/poly/erbpp_poly.rb +70 -0
  158. data/ext/numo/gsl/poly/extconf.rb +9 -0
  159. data/ext/numo/gsl/poly/func_def.rb +234 -0
  160. data/ext/numo/gsl/poly/tmpl/poly_complex_solve.c +59 -0
  161. data/ext/numo/gsl/poly/tmpl/poly_eval.c +70 -0
  162. data/ext/numo/gsl/poly/tmpl/poly_eval_derivs.c +40 -0
  163. data/ext/numo/gsl/ran/depend +17 -0
  164. data/ext/numo/gsl/ran/erbpp_ran.rb +42 -0
  165. data/ext/numo/gsl/ran/extconf.rb +9 -0
  166. data/ext/numo/gsl/ran/func_2.2.1.rb +1658 -0
  167. data/ext/numo/gsl/ran/func_2.2.rb +1658 -0
  168. data/ext/numo/gsl/ran/func_2.3.rb +1658 -0
  169. data/ext/numo/gsl/ran/func_def.rb +1594 -0
  170. data/ext/numo/gsl/ran/parse_ran.rb +10 -0
  171. data/ext/numo/gsl/rng/depend +17 -0
  172. data/ext/numo/gsl/rng/erbpp_rng.rb +58 -0
  173. data/ext/numo/gsl/rng/extconf.rb +9 -0
  174. data/ext/numo/gsl/rng/func_def.rb +230 -0
  175. data/ext/numo/gsl/rng/parse_rng.rb +125 -0
  176. data/ext/numo/gsl/rng/tmpl/ran.c +40 -0
  177. data/ext/numo/gsl/rng/tmpl/ran_DFloat_f_DFloat.c +28 -0
  178. data/ext/numo/gsl/rng/tmpl/ran_DFloat_x2.c +45 -0
  179. data/ext/numo/gsl/rng/tmpl/ran_DFloat_x3.c +51 -0
  180. data/ext/numo/gsl/rng/tmpl/ran_multinomial.c +32 -0
  181. data/ext/numo/gsl/rng/tmpl/rng_DFloat.c +29 -0
  182. data/ext/numo/gsl/rng/tmpl/rng_UInt.c +44 -0
  183. data/ext/numo/gsl/rng/tmpl/rng_alloc.c +24 -0
  184. data/ext/numo/gsl/rng/tmpl/rng_type_new.c +14 -0
  185. data/ext/numo/gsl/rng/type_def.rb +63 -0
  186. data/ext/numo/gsl/rstat/depend +17 -0
  187. data/ext/numo/gsl/rstat/erbpp_rstat.rb +64 -0
  188. data/ext/numo/gsl/rstat/extconf.rb +9 -0
  189. data/ext/numo/gsl/rstat/func_2.2.1.rb +116 -0
  190. data/ext/numo/gsl/rstat/func_2.2.rb +116 -0
  191. data/ext/numo/gsl/rstat/func_2.3.rb +123 -0
  192. data/ext/numo/gsl/rstat/func_def.rb +102 -0
  193. data/ext/numo/gsl/sf/depend +17 -0
  194. data/ext/numo/gsl/sf/erbpp_sf.rb +51 -0
  195. data/ext/numo/gsl/sf/extconf.rb +9 -0
  196. data/ext/numo/gsl/sf/func_def.rb +4703 -0
  197. data/ext/numo/gsl/sf/parse_sf.rb +277 -0
  198. data/ext/numo/gsl/sf/tmpl/c_DFloat_f_int_x2_DFloat.c +50 -0
  199. data/ext/numo/gsl/sf/tmpl/c_DFloat_f_int_x2_DFloat_x2.c +52 -0
  200. data/ext/numo/gsl/sf/tmpl/c_DFloat_f_int_x3_DFloat_x2.c +55 -0
  201. data/ext/numo/gsl/sf/tmpl/m_DFloat_f_DFloat_mode.c +47 -0
  202. data/ext/numo/gsl/sf/tmpl/m_DFloat_f_lmax_array.c +41 -0
  203. data/ext/numo/gsl/sf/tmpl/m_DFloat_f_nmin_nmax_array.c +49 -0
  204. data/ext/numo/gsl/spmatrix/const_2.2.1.rb +3 -0
  205. data/ext/numo/gsl/spmatrix/const_2.2.rb +3 -0
  206. data/ext/numo/gsl/spmatrix/const_2.3.rb +3 -0
  207. data/ext/numo/gsl/spmatrix/const_def.rb +2 -0
  208. data/ext/numo/gsl/spmatrix/depend +17 -0
  209. data/ext/numo/gsl/spmatrix/erbpp_spmatrix.rb +100 -0
  210. data/ext/numo/gsl/spmatrix/extconf.rb +9 -0
  211. data/ext/numo/gsl/spmatrix/func_2.2.1.rb +297 -0
  212. data/ext/numo/gsl/spmatrix/func_2.2.rb +297 -0
  213. data/ext/numo/gsl/spmatrix/func_2.3.rb +297 -0
  214. data/ext/numo/gsl/spmatrix/func_def.rb +218 -0
  215. data/ext/numo/gsl/spmatrix/parse_spmatrix.rb +70 -0
  216. data/ext/numo/gsl/spmatrix/tmpl/itersolve_iterate.c +47 -0
  217. data/ext/numo/gsl/spmatrix/tmpl/itersolve_new.c +22 -0
  218. data/ext/numo/gsl/spmatrix/tmpl/itersolve_type_new.c +16 -0
  219. data/ext/numo/gsl/spmatrix/tmpl/spblas_dgemm.c +35 -0
  220. data/ext/numo/gsl/spmatrix/tmpl/spblas_dgemv.c +43 -0
  221. data/ext/numo/gsl/spmatrix/tmpl/spmatrix_add.c +22 -0
  222. data/ext/numo/gsl/spmatrix/tmpl/spmatrix_d2sp.c +28 -0
  223. data/ext/numo/gsl/spmatrix/tmpl/spmatrix_new.c +40 -0
  224. data/ext/numo/gsl/spmatrix/tmpl/spmatrix_sp2d.c +25 -0
  225. data/ext/numo/gsl/spmatrix/type_def.rb +1 -0
  226. data/ext/numo/gsl/stats/depend +17 -0
  227. data/ext/numo/gsl/stats/erbpp_stats.rb +29 -0
  228. data/ext/numo/gsl/stats/extconf.rb +9 -0
  229. data/ext/numo/gsl/stats/func_2.2.1.rb +608 -0
  230. data/ext/numo/gsl/stats/func_2.2.rb +608 -0
  231. data/ext/numo/gsl/stats/func_2.3.rb +608 -0
  232. data/ext/numo/gsl/stats/func_def.rb +608 -0
  233. data/ext/numo/gsl/stats/parse_stats.rb +63 -0
  234. data/ext/numo/gsl/stats/tmpl/stats_1a0p.c +37 -0
  235. data/ext/numo/gsl/stats/tmpl/stats_1a0p_index.c +60 -0
  236. data/ext/numo/gsl/stats/tmpl/stats_1a1p.c +41 -0
  237. data/ext/numo/gsl/stats/tmpl/stats_1a2p.c +42 -0
  238. data/ext/numo/gsl/stats/tmpl/stats_2a0p.c +39 -0
  239. data/ext/numo/gsl/stats/tmpl/stats_2a1p.c +43 -0
  240. data/ext/numo/gsl/stats/tmpl/stats_2a2p.c +44 -0
  241. data/ext/numo/gsl/stats/tmpl/stats_minmax.c +37 -0
  242. data/ext/numo/gsl/stats/tmpl/stats_minmax_index.c +67 -0
  243. data/ext/numo/gsl/stats/tmpl/stats_spearman.c +46 -0
  244. data/ext/numo/gsl/sys/const_def.rb +21 -0
  245. data/ext/numo/gsl/sys/depend +17 -0
  246. data/ext/numo/gsl/sys/enum_def.rb +75 -0
  247. data/ext/numo/gsl/sys/erbpp_sys.rb +60 -0
  248. data/ext/numo/gsl/sys/extconf.rb +9 -0
  249. data/ext/numo/gsl/sys/func_def.rb +249 -0
  250. data/ext/numo/gsl/version.h +1 -0
  251. data/ext/numo/gsl/wavelet/depend +17 -0
  252. data/ext/numo/gsl/wavelet/erbpp_wavelet.rb +48 -0
  253. data/ext/numo/gsl/wavelet/extconf.rb +9 -0
  254. data/ext/numo/gsl/wavelet/func_def.rb +337 -0
  255. data/ext/numo/gsl/wavelet/parse_wavelet.rb +47 -0
  256. data/ext/numo/gsl/wavelet/tmpl/wavelet2d_transform.c +56 -0
  257. data/ext/numo/gsl/wavelet/tmpl/wavelet_array_check.c +56 -0
  258. data/ext/numo/gsl/wavelet/tmpl/wavelet_macro.c +1 -0
  259. data/ext/numo/gsl/wavelet/tmpl/wavelet_new.c +20 -0
  260. data/ext/numo/gsl/wavelet/tmpl/wavelet_transform.c +55 -0
  261. data/ext/numo/gsl/wavelet/tmpl/wavelet_transform2.c +22 -0
  262. data/ext/numo/gsl/wavelet/tmpl/wavelet_type_new.c +15 -0
  263. data/ext/numo/gsl/wavelet/type_def.rb +6 -0
  264. data/lib/numo/gsl.rb +17 -0
  265. data/numo-gsl.gemspec +33 -0
  266. metadata +367 -0
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+ [{:func_name=>"gsl_multifit_linear_alloc",
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+ :func_type=>"gsl_multifit_linear_workspace *",
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+ :args=>[["const size_t", "n"], ["const size_t", "p"]],
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+ :desc=>
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+ "This function allocates a workspace for fitting a model to a maximum of n\n" +
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+ "observations using a maximum of p parameters. The user may later supply\n" +
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+ "a smaller least squares system if desired. The size of the workspace is\n" +
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+ "O(np + p^2)."},
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+ {:func_name=>"gsl_multifit_linear_free",
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+ :func_type=>"void",
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+ :args=>[["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>"This function frees the memory associated with the workspace w."},
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+ {:func_name=>"gsl_multifit_linear_svd",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"], ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function performs a singular value decomposition of the\n" +
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+ "matrix X and stores the SVD factors internally in work."},
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+ {:func_name=>"gsl_multifit_linear_bsvd",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"], ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function performs a singular value decomposition of the\n" +
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+ "matrix X and stores the SVD factors internally in work.\n" +
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+ "The matrix X is first balanced by applying column scaling\n" +
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+ "factors to improve the accuracy of the singular values."},
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+ {:func_name=>"gsl_multifit_linear",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_vector *", "c"],
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+ ["gsl_matrix *", "cov"],
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+ ["double *", "chisq"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function computes the best-fit parameters c of the model\n" +
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+ "y = X c for the observations y and the matrix of\n" +
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+ "predictor variables X, using the preallocated workspace provided\n" +
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+ "in work. The p-by-p variance-covariance matrix of the model parameters\n" +
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+ "cov is set to \\sigma^2 (X^T X)^{-1}, where \\sigma is\n" +
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+ "the standard deviation of the fit residuals.\n" +
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+ "The sum of squares of the residuals from the best-fit,\n" +
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+ "\\chi^2, is returned in chisq. If the coefficient of\n" +
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+ "determination is desired, it can be computed from the expression\n" +
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+ "R^2 = 1 - \\chi^2 / TSS, where the total sum of squares (TSS) of\n" +
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+ "the observations y may be computed from gsl_stats_tss.\n" +
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+ "\n" +
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+ "The best-fit is found by singular value decomposition of the matrix\n" +
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+ "X using the modified Golub-Reinsch SVD algorithm, with column\n" +
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+ "scaling to improve the accuracy of the singular values. Any components\n" +
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+ "which have zero singular value (to machine precision) are discarded\n" +
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+ "from the fit."},
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+ {:func_name=>"gsl_multifit_wlinear",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "w"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_vector *", "c"],
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+ ["gsl_matrix *", "cov"],
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+ ["double *", "chisq"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function computes the best-fit parameters c of the weighted\n" +
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+ "model y = X c for the observations y with weights w\n" +
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+ "and the matrix of predictor variables X, using the preallocated\n" +
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+ "workspace provided in work. The p-by-p covariance matrix of the model\n" +
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+ "parameters cov is computed as (X^T W X)^{-1}. The weighted\n" +
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+ "sum of squares of the residuals from the best-fit, \\chi^2, is\n" +
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+ "returned in chisq. If the coefficient of determination is\n" +
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+ "desired, it can be computed from the expression R^2 = 1 - \\chi^2\n" +
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+ "/ WTSS, where the weighted total sum of squares (WTSS) of the\n" +
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+ "observations y may be computed from gsl_stats_wtss."},
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+ {:func_name=>"gsl_multifit_linear_est",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "x"],
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+ ["const gsl_vector *", "c"],
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+ ["const gsl_matrix *", "cov"],
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+ ["double *", "y"],
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+ ["double *", "y_err"]],
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+ :desc=>
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+ "This function uses the best-fit multilinear regression coefficients\n" +
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+ "c and their covariance matrix\n" +
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+ "cov to compute the fitted function value\n" +
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+ "y and its standard deviation y_err for the model y = x.c \n" +
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+ "at the point x."},
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+ {:func_name=>"gsl_multifit_linear_residuals",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "y"],
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+ ["const gsl_vector *", "c"],
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+ ["gsl_vector *", "r"]],
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+ :desc=>
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+ "This function computes the vector of residuals r = y - X c for\n" +
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+ "the observations y, coefficients c and matrix of predictor\n" +
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+ "variables X."},
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+ {:func_name=>"gsl_multifit_linear_stdform1",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_matrix *", "Xs"],
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+ ["gsl_vector *", "ys"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "These functions define a regularization matrix\n" +
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+ "L = diag(l_0,l_1,...,l_{p-1}).\n" +
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+ "The diagonal matrix element l_i is provided by the\n" +
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+ "ith element of the input vector L.\n" +
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+ "The n-by-p least squares matrix X and\n" +
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+ "vector y of length n are then\n" +
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+ "converted to standard form as described above and the parameters\n" +
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+ "(\\tilde{X},\\tilde{y}) are stored in Xs and ys\n" +
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+ "on output. Xs and ys have the same dimensions as\n" +
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+ "X and y. Optional data weights may be supplied in the\n" +
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+ "vector w of length n. In order to apply this transformation,\n" +
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+ "L^{-1} must exist and so none of the l_i\n" +
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+ "may be zero. After the standard form system has been solved,\n" +
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+ "use gsl_multifit_linear_genform1 to recover the original solution vector.\n" +
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+ "It is allowed to have X = Xs and y = ys for an in-place transform.\n" +
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+ "In order to perform a weighted regularized fit with L = I, the user may\n" +
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+ "call gsl_multifit_linear_applyW to convert to standard form."},
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+ {:func_name=>"gsl_multifit_linear_wstdform1",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "w"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_matrix *", "Xs"],
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+ ["gsl_vector *", "ys"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "These functions define a regularization matrix\n" +
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+ "L = diag(l_0,l_1,...,l_{p-1}).\n" +
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+ "The diagonal matrix element l_i is provided by the\n" +
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+ "ith element of the input vector L.\n" +
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+ "The n-by-p least squares matrix X and\n" +
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+ "vector y of length n are then\n" +
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+ "converted to standard form as described above and the parameters\n" +
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+ "(\\tilde{X},\\tilde{y}) are stored in Xs and ys\n" +
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+ "on output. Xs and ys have the same dimensions as\n" +
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+ "X and y. Optional data weights may be supplied in the\n" +
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+ "vector w of length n. In order to apply this transformation,\n" +
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+ "L^{-1} must exist and so none of the l_i\n" +
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+ "may be zero. After the standard form system has been solved,\n" +
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+ "use gsl_multifit_linear_genform1 to recover the original solution vector.\n" +
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+ "It is allowed to have X = Xs and y = ys for an in-place transform.\n" +
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+ "In order to perform a weighted regularized fit with L = I, the user may\n" +
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+ "call gsl_multifit_linear_applyW to convert to standard form."},
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+ {:func_name=>"gsl_multifit_linear_stdform2",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_matrix *", "Xs"],
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+ ["gsl_vector *", "ys"],
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+ ["gsl_matrix *", "M"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "These functions convert the least squares system (X,y,W,L) to standard\n" +
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+ "form (\\tilde{X},\\tilde{y}) which are stored in Xs and ys\n" +
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+ "respectively. The regularization matrix L is a full rank\n" +
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+ "m-by-p matrix with no restrictions on m. However,\n" +
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+ "the dimensions of the standard form parameters (\\tilde{X},\\tilde{y})\n" +
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+ "depend on whether m is larger or less than p. For m \\ge p,\n" +
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+ "Xs is n-by-p, ys is n-by-1, and M is\n" +
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+ "additional m-by-p workspace. For m < p, Xs is (n - p + m)-by-m,\n" +
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+ "ys is (n - p + m)-by-1, and M is additional n-by-p workspace.\n" +
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+ "In both cases, M is required to recover the original solution vector after the system has been\n" +
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+ "solved (see gsl_multifit_linear_genform2). Optional data weights may be supplied in the\n" +
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+ "vector w of length n, where W = diag(w)."},
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+ {:func_name=>"gsl_multifit_linear_wstdform2",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "w"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_matrix *", "Xs"],
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+ ["gsl_vector *", "ys"],
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+ ["gsl_matrix *", "M"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "These functions convert the least squares system (X,y,W,L) to standard\n" +
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+ "form (\\tilde{X},\\tilde{y}) which are stored in Xs and ys\n" +
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+ "respectively. The regularization matrix L is a full rank\n" +
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+ "m-by-p matrix with no restrictions on m. However,\n" +
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+ "the dimensions of the standard form parameters (\\tilde{X},\\tilde{y})\n" +
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+ "depend on whether m is larger or less than p. For m \\ge p,\n" +
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+ "Xs is n-by-p, ys is n-by-1, and M is\n" +
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+ "additional m-by-p workspace. For m < p, Xs is (n - p + m)-by-m,\n" +
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+ "ys is (n - p + m)-by-1, and M is additional n-by-p workspace.\n" +
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+ "In both cases, M is required to recover the original solution vector after the system has been\n" +
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+ "solved (see gsl_multifit_linear_genform2). Optional data weights may be supplied in the\n" +
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+ "vector w of length n, where W = diag(w)."},
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+ {:func_name=>"gsl_multifit_linear_solve",
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+ :func_type=>"int",
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+ :args=>
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+ [["const double", "lambda"],
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+ ["const gsl_matrix *", "Xs"],
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+ ["const gsl_vector *", "ys"],
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+ ["gsl_vector *", "cs"],
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+ ["double *", "rnorm"],
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+ ["double *", "snorm"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function computes the regularized best-fit parameters \\tilde{c}\n" +
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+ "which minimize the cost function\n" +
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+ "\\chi^2 = || \\tilde{y} - \\tilde{X} \\tilde{c} ||^2 + \\lambda^2 || \\tilde{c} ||^2 which is\n" +
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+ "in standard form. The least squares system must therefore be converted\n" +
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+ "to standard form prior to calling this function.\n" +
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+ "The observation vector \\tilde{y} is provided in ys and the matrix of\n" +
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+ "predictor variables \\tilde{X} in Xs. The solution vector \\tilde{c} is\n" +
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+ "returned in cs, which has length min(m,p). The SVD of Xs must be computed prior\n" +
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+ "to calling this function, using gsl_multifit_linear_svd.\n" +
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+ "The regularization parameter \\lambda is provided in lambda.\n" +
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+ "The residual norm || \\tilde{y} - \\tilde{X} \\tilde{c} || = ||y - X c||_W is returned in rnorm.\n" +
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+ "The solution norm || \\tilde{c} || = ||L c|| is returned in\n" +
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+ "snorm."},
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+ {:func_name=>"gsl_multifit_linear_genform1",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "L"],
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+ ["const gsl_vector *", "cs"],
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+ ["gsl_vector *", "c"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "After a regularized system has been solved with\n" +
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+ "L = diag(\\l_0,\\l_1,...,\\l_{p-1}),\n" +
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+ "this function backtransforms the standard form solution vector cs\n" +
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+ "to recover the solution vector of the original problem c. The\n" +
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+ "diagonal matrix elements l_i are provided in\n" +
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+ "the vector L. It is allowed to have c = cs for an\n" +
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+ "in-place transform."},
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+ {:func_name=>"gsl_multifit_linear_genform2",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "y"],
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+ ["const gsl_vector *", "cs"],
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+ ["const gsl_matrix *", "M"],
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+ ["gsl_vector *", "c"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "After a regularized system has been solved with a general rectangular matrix L,\n" +
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+ "this function backtransforms the standard form solution cs\n" +
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+ "to recover the solution vector of the original problem, which is stored in c,\n" +
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+ "of length p. The original least squares matrix and observation vector are provided in\n" +
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+ "X and y respectively. M is the matrix computed by\n" +
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+ "gsl_multifit_linear_stdform2. For weighted fits, the weight vector\n" +
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+ "w must also be supplied."},
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+ {:func_name=>"gsl_multifit_linear_wgenform2",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "L"],
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+ ["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "w"],
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+ ["const gsl_vector *", "y"],
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+ ["const gsl_vector *", "cs"],
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+ ["const gsl_matrix *", "M"],
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+ ["gsl_vector *", "c"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "After a regularized system has been solved with a general rectangular matrix L,\n" +
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+ "this function backtransforms the standard form solution cs\n" +
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+ "to recover the solution vector of the original problem, which is stored in c,\n" +
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+ "of length p. The original least squares matrix and observation vector are provided in\n" +
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+ "X and y respectively. M is the matrix computed by\n" +
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+ "gsl_multifit_linear_stdform2. For weighted fits, the weight vector\n" +
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+ "w must also be supplied."},
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+ {:func_name=>"gsl_multifit_linear_applyW",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_matrix *", "X"],
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+ ["const gsl_vector *", "w"],
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+ ["const gsl_vector *", "y"],
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+ ["gsl_matrix *", "WX"],
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+ ["gsl_vector *", "Wy"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "For weighted least squares systems with L = I, this function may be used to\n" +
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+ "convert the system to standard form by applying the weight matrix W = diag(w)\n" +
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+ "to the least squares matrix X and observation vector y. On output, WX\n" +
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+ "is equal to W^{1/2} X and Wy is equal to W^{1/2} y. It is allowed\n" +
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+ "for WX = X and Wy = y for an in-place transform."},
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+ {:func_name=>"gsl_multifit_linear_lcurve",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "y"],
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+ ["gsl_vector *", "reg_param"],
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+ ["gsl_vector *", "rho"],
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+ ["gsl_vector *", "eta"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
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+ "This function computes the L-curve for a least squares system\n" +
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+ "using the right hand side vector y and the SVD decomposition\n" +
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+ "of the least squares matrix X, which must be provided\n" +
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+ "to gsl_multifit_linear_svd prior to\n" +
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+ "calling this function. The output vectors reg_param,\n" +
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+ "rho, and eta must all be the same size, and will\n" +
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+ "contain the regularization parameters \\lambda_i, residual norms\n" +
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+ "||y - X c_i||, and solution norms || L c_i ||\n" +
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+ "which compose the L-curve, where c_i is the regularized\n" +
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+ "solution vector corresponding to \\lambda_i.\n" +
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+ "The user may determine the number of points on the L-curve by\n" +
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+ "adjusting the size of these input arrays. The regularization\n" +
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+ "parameters \\lambda_i are estimated from the singular values\n" +
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+ "of X, and chosen to represent the most relevant portion of\n" +
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+ "the L-curve."},
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+ {:func_name=>"gsl_multifit_linear_lcorner",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "rho"],
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+ ["const gsl_vector *", "eta"],
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+ ["size_t *", "idx"]],
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+ :desc=>
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+ "This function attempts to locate the corner of the L-curve\n" +
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+ "(||y - X c||, ||L c||) defined by the rho and eta\n" +
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+ "input arrays respectively. The corner is defined as the point of maximum\n" +
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+ "curvature of the L-curve in log-log scale. The rho and eta\n" +
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+ "arrays can be outputs of gsl_multifit_linear_lcurve. The\n" +
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+ "algorithm used simply fits a circle to 3 consecutive points on the L-curve\n" +
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+ "and uses the circle's radius to determine the curvature at\n" +
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+ "the middle point. Therefore, the input array sizes must be\n" +
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+ "\\ge 3. With more points provided for the L-curve, a better\n" +
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+ "estimate of the curvature can be obtained. The array index\n" +
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+ "corresponding to maximum curvature (ie: the corner) is returned\n" +
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+ "in idx. If the input arrays contain colinear points,\n" +
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+ "this function could fail and return GSL_EINVAL."},
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+ {:func_name=>"gsl_multifit_linear_lcorner2",
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+ :func_type=>"int",
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+ :args=>
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+ [["const gsl_vector *", "reg_param"],
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+ ["const gsl_vector *", "eta"],
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+ ["size_t *", "idx"]],
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+ :desc=>
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+ "This function attempts to locate the corner of an alternate L-curve\n" +
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+ "(\\lambda^2, ||L c||^2) studied by Rezghi and Hosseini, 2009.\n" +
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+ "This alternate L-curve can provide better estimates of the\n" +
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+ "regularization parameter for smooth solution vectors. The regularization\n" +
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+ "parameters \\lambda and solution norms ||L c|| are provided\n" +
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+ "in the reg_param and eta input arrays respectively. The\n" +
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+ "corner is defined as the point of maximum curvature of this\n" +
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+ "alternate L-curve in linear scale. The reg_param and eta\n" +
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+ "arrays can be outputs of gsl_multifit_linear_lcurve. The\n" +
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+ "algorithm used simply fits a circle to 3 consecutive points on the L-curve\n" +
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+ "and uses the circle's radius to determine the curvature at\n" +
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+ "the middle point. Therefore, the input array sizes must be\n" +
358
+ "\\ge 3. With more points provided for the L-curve, a better\n" +
359
+ "estimate of the curvature can be obtained. The array index\n" +
360
+ "corresponding to maximum curvature (ie: the corner) is returned\n" +
361
+ "in idx. If the input arrays contain colinear points,\n" +
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+ "this function could fail and return GSL_EINVAL."},
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+ {:func_name=>"gsl_multifit_linear_Lk",
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+ :func_type=>"int",
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+ :args=>[["const size_t", "p"], ["const size_t", "k"], ["gsl_matrix *", "L"]],
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+ :desc=>
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+ "This function computes the discrete approximation to the derivative operator L_k of\n" +
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+ "order k on a regular grid of p points and stores it in L. The dimensions of L are\n" +
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+ "(p-k)-by-p."},
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+ {:func_name=>"gsl_multifit_linear_Lsobolev",
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+ :func_type=>"int",
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+ :args=>
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+ [["const size_t", "p"],
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+ ["const size_t", "kmax"],
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+ ["const gsl_vector *", "alpha"],
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+ ["gsl_matrix *", "L"],
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+ ["gsl_multifit_linear_workspace *", "work"]],
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+ :desc=>
379
+ "This function computes the regularization matrix L corresponding to the weighted Sobolov norm\n" +
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+ "||L c||^2 = \\sum_k \\alpha_k^2 ||L_k c||^2 where L_k approximates the derivative\n" +
381
+ "operator of order k. This regularization norm can be useful in applications where\n" +
382
+ "it is necessary to smooth several derivatives of the solution. p is the number of\n" +
383
+ "model parameters, kmax is the highest derivative to include in the summation above, and\n" +
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+ "alpha is the vector of weights of size kmax + 1, where alpha[k] = \\alpha_k\n" +
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+ "is the weight assigned to the derivative of order k. The output matrix L is of size\n" +
386
+ "p-by-p."},
387
+ {:func_name=>"gsl_multifit_robust_alloc",
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+ :func_type=>"gsl_multifit_robust_workspace *",
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+ :args=>
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+ [["const gsl_multifit_robust_type *", "T"],
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+ ["const size_t", "n"],
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+ ["const size_t", "p"]],
393
+ :desc=>
394
+ "This function allocates a workspace for fitting a model to n\n" +
395
+ "observations using p parameters. The size of the workspace\n" +
396
+ "is O(np + p^2). The type T specifies the\n" +
397
+ "function \\psi and can be selected from the following choices.\n" +
398
+ "\n" +
399
+ "\n" +
400
+ "\n" +
401
+ "\n" +
402
+ "\n"},
403
+ {:func_name=>"gsl_multifit_robust_free",
404
+ :func_type=>"void",
405
+ :args=>[["gsl_multifit_robust_workspace *", "w"]],
406
+ :desc=>"This function frees the memory associated with the workspace w."},
407
+ {:func_name=>"gsl_multifit_robust_name",
408
+ :func_type=>"const char *",
409
+ :args=>[["const gsl_multifit_robust_workspace *", "w"]],
410
+ :desc=>
411
+ "This function returns the name of the robust type T specified to gsl_multifit_robust_alloc."},
412
+ {:func_name=>"gsl_multifit_robust_tune",
413
+ :func_type=>"int",
414
+ :args=>[["const double", "tune"], ["gsl_multifit_robust_workspace *", "w"]],
415
+ :desc=>
416
+ "This function sets the tuning constant t used to adjust the residuals at each iteration to tune.\n" +
417
+ "Decreasing the tuning constant increases the downweight assigned to large residuals, while increasing\n" +
418
+ "the tuning constant decreases the downweight assigned to large residuals."},
419
+ {:func_name=>"gsl_multifit_robust_maxiter",
420
+ :func_type=>"int",
421
+ :args=>
422
+ [["const size_t", "maxiter"], ["gsl_multifit_robust_workspace *", "w"]],
423
+ :desc=>
424
+ "This function sets the maximum number of iterations in the iteratively\n" +
425
+ "reweighted least squares algorithm to maxiter. By default,\n" +
426
+ "this value is set to 100 by gsl_multifit_robust_alloc."},
427
+ {:func_name=>"gsl_multifit_robust_weights",
428
+ :func_type=>"int",
429
+ :args=>
430
+ [["const gsl_vector *", "r"],
431
+ ["gsl_vector *", "wts"],
432
+ ["gsl_multifit_robust_workspace *", "w"]],
433
+ :desc=>
434
+ "This function assigns weights to the vector wts using the residual vector r and\n" +
435
+ "previously specified weighting function. The output weights are given by wts_i = w(r_i / (t \\sigma)),\n" +
436
+ "where the weighting functions w are detailed in gsl_multifit_robust_alloc. \\sigma\n" +
437
+ "is an estimate of the residual standard deviation based on the Median-Absolute-Deviation and t\n" +
438
+ "is the tuning constant. This\n" +
439
+ "function is useful if the user wishes to implement their own robust regression rather than using\n" +
440
+ "the supplied gsl_multifit_robust routine below."},
441
+ {:func_name=>"gsl_multifit_robust",
442
+ :func_type=>"int",
443
+ :args=>
444
+ [["const gsl_matrix *", "X"],
445
+ ["const gsl_vector *", "y"],
446
+ ["gsl_vector *", "c"],
447
+ ["gsl_matrix *", "cov"],
448
+ ["gsl_multifit_robust_workspace *", "w"]],
449
+ :desc=>
450
+ "This function computes the best-fit parameters c of the model\n" +
451
+ "y = X c for the observations y and the matrix of\n" +
452
+ "predictor variables X, attemping to reduce the influence\n" +
453
+ "of outliers using the algorithm outlined above.\n" +
454
+ "The p-by-p variance-covariance matrix of the model parameters\n" +
455
+ "cov is estimated as \\sigma^2 (X^T X)^{-1}, where \\sigma is\n" +
456
+ "an approximation of the residual standard deviation using the theory of robust\n" +
457
+ "regression. Special care must be taken when estimating \\sigma and\n" +
458
+ "other statistics such as R^2, and so these\n" +
459
+ "are computed internally and are available by calling the function\n" +
460
+ "gsl_multifit_robust_statistics.\n" +
461
+ "\n" +
462
+ "If the coefficients do not converge within the maximum iteration\n" +
463
+ "limit, the function returns GSL_EMAXITER. In this case,\n" +
464
+ "the current estimates of the coefficients and covariance matrix\n" +
465
+ "are returned in c and cov and the internal fit statistics\n" +
466
+ "are computed with these estimates."},
467
+ {:func_name=>"gsl_multifit_robust_est",
468
+ :func_type=>"int",
469
+ :args=>
470
+ [["const gsl_vector *", "x"],
471
+ ["const gsl_vector *", "c"],
472
+ ["const gsl_matrix *", "cov"],
473
+ ["double *", "y"],
474
+ ["double *", "y_err"]],
475
+ :desc=>
476
+ "This function uses the best-fit robust regression coefficients\n" +
477
+ "c and their covariance matrix\n" +
478
+ "cov to compute the fitted function value\n" +
479
+ "y and its standard deviation y_err for the model y = x.c \n" +
480
+ "at the point x."},
481
+ {:func_name=>"gsl_multifit_robust_residuals",
482
+ :func_type=>"int",
483
+ :args=>
484
+ [["const gsl_matrix *", "X"],
485
+ ["const gsl_vector *", "y"],
486
+ ["const gsl_vector *", "c"],
487
+ ["gsl_vector *", "r"],
488
+ ["gsl_multifit_robust_workspace *", "w"]],
489
+ :desc=>
490
+ "This function computes the vector of studentized residuals\n" +
491
+ "r_i = {y_i - (X c)_i \\over \\sigma \\sqrt{1 - h_i}} for\n" +
492
+ "the observations y, coefficients c and matrix of predictor\n" +
493
+ "variables X. The routine gsl_multifit_robust must\n" +
494
+ "first be called to compute the statisical leverages h_i of\n" +
495
+ "the matrix X and residual standard deviation estimate \\sigma."},
496
+ {:func_name=>"gsl_multifit_robust_statistics",
497
+ :func_type=>"gsl_multifit_robust_stats",
498
+ :args=>[["const gsl_multifit_robust_workspace *", "w"]],
499
+ :desc=>
500
+ "This function returns a structure containing relevant statistics from a robust regression. The function\n" +
501
+ "gsl_multifit_robust must be called first to perform the regression and calculate these statistics.\n" +
502
+ "The returned gsl_multifit_robust_stats structure contains the following fields."},
503
+ {:func_name=>"gsl_multifit_fsolver_alloc",
504
+ :func_type=>"gsl_multifit_fsolver *",
505
+ :args=>
506
+ [["const gsl_multifit_fsolver_type *", "T"],
507
+ ["size_t", "n"],
508
+ ["size_t", "p"]],
509
+ :desc=>
510
+ "This function returns a pointer to a newly allocated instance of a\n" +
511
+ "solver of type T for n observations and p parameters.\n" +
512
+ "The number of observations n must be greater than or equal to\n" +
513
+ "parameters p. \n" +
514
+ "\n" +
515
+ "If there is insufficient memory to create the solver then the function\n" +
516
+ "returns a null pointer and the error handler is invoked with an error\n" +
517
+ "code of GSL_ENOMEM."},
518
+ {:func_name=>"gsl_multifit_fdfsolver_alloc",
519
+ :func_type=>"gsl_multifit_fdfsolver *",
520
+ :args=>
521
+ [["const gsl_multifit_fdfsolver_type *", "T"],
522
+ ["size_t", "n"],
523
+ ["size_t", "p"]],
524
+ :desc=>
525
+ "This function returns a pointer to a newly allocated instance of a\n" +
526
+ "derivative solver of type T for n observations and p\n" +
527
+ "parameters. For example, the following code creates an instance of a\n" +
528
+ "Levenberg-Marquardt solver for 100 data points and 3 parameters,\n" +
529
+ "\n" +
530
+ "const gsl_multifit_fdfsolver_type * T \n" +
531
+ " = gsl_multifit_fdfsolver_lmder;\n" +
532
+ "gsl_multifit_fdfsolver * s \n" +
533
+ " = gsl_multifit_fdfsolver_alloc (T, 100, 3);\n" +
534
+ "\n" +
535
+ "The number of observations n must be greater than or equal to\n" +
536
+ "parameters p.\n" +
537
+ "\n" +
538
+ "If there is insufficient memory to create the solver then the function\n" +
539
+ "returns a null pointer and the error handler is invoked with an error\n" +
540
+ "code of GSL_ENOMEM."},
541
+ {:func_name=>"gsl_multifit_fdfridge_alloc",
542
+ :func_type=>"gsl_multifit_fdfridge *",
543
+ :args=>
544
+ [["const gsl_multifit_fdfsolver_type *", "T"],
545
+ ["size_t", "n"],
546
+ ["size_t", "p"]],
547
+ :desc=>
548
+ "This function returns a pointer to a newly allocated instance of a\n" +
549
+ "derivative solver of type T for n observations and p\n" +
550
+ "parameters. The solver will automatically form the augmented\n" +
551
+ "system \\tilde{f}(x) and \\tilde{J} for ridge (Tikhonov)\n" +
552
+ "regression.\n" +
553
+ "If there is insufficient memory to create the solver then the function\n" +
554
+ "returns a null pointer and the error handler is invoked with an error\n" +
555
+ "code of GSL_ENOMEM."},
556
+ {:func_name=>"gsl_multifit_fsolver_set",
557
+ :func_type=>"int",
558
+ :args=>
559
+ [["gsl_multifit_fsolver *", "s"],
560
+ ["gsl_multifit_function *", "f"],
561
+ ["const gsl_vector *", "x"]],
562
+ :desc=>
563
+ "This function initializes, or reinitializes, an existing solver s\n" +
564
+ "to use the function f and the initial guess x."},
565
+ {:func_name=>"gsl_multifit_fdfsolver_set",
566
+ :func_type=>"int",
567
+ :args=>
568
+ [["gsl_multifit_fdfsolver *", "s"],
569
+ ["gsl_multifit_function_fdf *", "fdf"],
570
+ ["const gsl_vector *", "x"]],
571
+ :desc=>
572
+ "These functions initialize, or reinitialize, an existing solver s\n" +
573
+ "to use the function and derivative fdf and the initial guess\n" +
574
+ "x.\n" +
575
+ "\n" +
576
+ "Optionally, a weight vector wts can be given to perform\n" +
577
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
578
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
579
+ "throughout the iteration so it should not be freed by the caller until\n" +
580
+ "the iteration terminates."},
581
+ {:func_name=>"gsl_multifit_fdfsolver_wset",
582
+ :func_type=>"int",
583
+ :args=>
584
+ [["gsl_multifit_fdfsolver *", "s"],
585
+ ["gsl_multifit_function_fdf *", "fdf"],
586
+ ["const gsl_vector *", "x"],
587
+ ["const gsl_vector *", "wts"]],
588
+ :desc=>
589
+ "These functions initialize, or reinitialize, an existing solver s\n" +
590
+ "to use the function and derivative fdf and the initial guess\n" +
591
+ "x.\n" +
592
+ "\n" +
593
+ "Optionally, a weight vector wts can be given to perform\n" +
594
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
595
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
596
+ "throughout the iteration so it should not be freed by the caller until\n" +
597
+ "the iteration terminates."},
598
+ {:func_name=>"gsl_multifit_fdfridge_set",
599
+ :func_type=>"int",
600
+ :args=>
601
+ [["gsl_multifit_fdfridge *", "s"],
602
+ ["gsl_multifit_function_fdf *", "fdf"],
603
+ ["const gsl_vector *", "x"],
604
+ ["const double", "lambda"]],
605
+ :desc=>
606
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
607
+ "s to use the function and derivative fdf and the initial guess\n" +
608
+ "x. Here, the regularization matrix is set to L = \\lambda I,\n" +
609
+ "with \\lambda specified in lambda.\n" +
610
+ "\n" +
611
+ "Optionally, a weight vector wts can be given to perform\n" +
612
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
613
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
614
+ "throughout the iteration so it should not be freed by the caller until\n" +
615
+ "the iteration terminates."},
616
+ {:func_name=>"gsl_multifit_fdfridge_wset",
617
+ :func_type=>"int",
618
+ :args=>
619
+ [["gsl_multifit_fdfridge *", "s"],
620
+ ["gsl_multifit_function_fdf *", "fdf"],
621
+ ["const gsl_vector *", "x"],
622
+ ["const double", "lambda"],
623
+ ["const gsl_vector *", "wts"]],
624
+ :desc=>
625
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
626
+ "s to use the function and derivative fdf and the initial guess\n" +
627
+ "x. Here, the regularization matrix is set to L = \\lambda I,\n" +
628
+ "with \\lambda specified in lambda.\n" +
629
+ "\n" +
630
+ "Optionally, a weight vector wts can be given to perform\n" +
631
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
632
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
633
+ "throughout the iteration so it should not be freed by the caller until\n" +
634
+ "the iteration terminates."},
635
+ {:func_name=>"gsl_multifit_fdfridge_set2",
636
+ :func_type=>"int",
637
+ :args=>
638
+ [["gsl_multifit_fdfridge *", "s"],
639
+ ["gsl_multifit_function_fdf *", "fdf"],
640
+ ["const gsl_vector *", "x"],
641
+ ["const gsl_vector *", "lambda"]],
642
+ :desc=>
643
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
644
+ "s to use the function and derivative fdf and the initial\n" +
645
+ "guess x. Here, the regularization matrix is set to\n" +
646
+ "L = diag(\\lambda_1,\\lambda_2,...,\\lambda_p), where\n" +
647
+ "the \\lambda_i are given in lambda.\n" +
648
+ "\n" +
649
+ "Optionally, a weight vector wts can be given to perform\n" +
650
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
651
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
652
+ "throughout the iteration so it should not be freed by the caller until\n" +
653
+ "the iteration terminates."},
654
+ {:func_name=>"gsl_multifit_fdfridge_wset2",
655
+ :func_type=>"int",
656
+ :args=>
657
+ [["gsl_multifit_fdfridge *", "s"],
658
+ ["gsl_multifit_function_fdf *", "fdf"],
659
+ ["const gsl_vector *", "x"],
660
+ ["const gsl_vector *", "lambda"],
661
+ ["const gsl_vector *", "wts"]],
662
+ :desc=>
663
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
664
+ "s to use the function and derivative fdf and the initial\n" +
665
+ "guess x. Here, the regularization matrix is set to\n" +
666
+ "L = diag(\\lambda_1,\\lambda_2,...,\\lambda_p), where\n" +
667
+ "the \\lambda_i are given in lambda.\n" +
668
+ "\n" +
669
+ "Optionally, a weight vector wts can be given to perform\n" +
670
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
671
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
672
+ "throughout the iteration so it should not be freed by the caller until\n" +
673
+ "the iteration terminates."},
674
+ {:func_name=>"gsl_multifit_fdfridge_set3",
675
+ :func_type=>"int",
676
+ :args=>
677
+ [["gsl_multifit_fdfridge *", "s"],
678
+ ["gsl_multifit_function_fdf *", "fdf"],
679
+ ["const gsl_vector *", "x"],
680
+ ["const gsl_matrix *", "L"]],
681
+ :desc=>
682
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
683
+ "s to use the function and derivative fdf and the initial\n" +
684
+ "guess x. Here, the regularization matrix is set to L,\n" +
685
+ "which must have p columns but may have any number of rows.\n" +
686
+ "\n" +
687
+ "Optionally, a weight vector wts can be given to perform\n" +
688
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
689
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
690
+ "throughout the iteration so it should not be freed by the caller until\n" +
691
+ "the iteration terminates."},
692
+ {:func_name=>"gsl_multifit_fdfridge_wset3",
693
+ :func_type=>"int",
694
+ :args=>
695
+ [["gsl_multifit_fdfridge *", "s"],
696
+ ["gsl_multifit_function_fdf *", "fdf"],
697
+ ["const gsl_vector *", "x"],
698
+ ["const gsl_matrix *", "L"],
699
+ ["const gsl_vector *", "wts"]],
700
+ :desc=>
701
+ "This function initializes, or reinitializes, an existing ridge solver\n" +
702
+ "s to use the function and derivative fdf and the initial\n" +
703
+ "guess x. Here, the regularization matrix is set to L,\n" +
704
+ "which must have p columns but may have any number of rows.\n" +
705
+ "\n" +
706
+ "Optionally, a weight vector wts can be given to perform\n" +
707
+ "a weighted nonlinear regression. Here, the weighting matrix is\n" +
708
+ "W = diag(w_1,w_2,...,w_n). The wts vector is referenced\n" +
709
+ "throughout the iteration so it should not be freed by the caller until\n" +
710
+ "the iteration terminates."},
711
+ {:func_name=>"gsl_multifit_fsolver_free",
712
+ :func_type=>"void",
713
+ :args=>[["gsl_multifit_fsolver *", "s"]],
714
+ :desc=>"These functions free all the memory associated with the solver s."},
715
+ {:func_name=>"gsl_multifit_fdfsolver_free",
716
+ :func_type=>"void",
717
+ :args=>[["gsl_multifit_fdfsolver *", "s"]],
718
+ :desc=>"These functions free all the memory associated with the solver s."},
719
+ {:func_name=>"gsl_multifit_fdfridge_free",
720
+ :func_type=>"void",
721
+ :args=>[["gsl_multifit_fdfridge *", "s"]],
722
+ :desc=>"These functions free all the memory associated with the solver s."},
723
+ {:func_name=>"gsl_multifit_fsolver_name",
724
+ :func_type=>"const char *",
725
+ :args=>[["const gsl_multifit_fsolver *", "s"]],
726
+ :desc=>
727
+ "These functions return a pointer to the name of the solver. For example,\n" +
728
+ "\n" +
729
+ "printf (\"s is a '%s' solver\\n\", \n" +
730
+ " gsl_multifit_fdfsolver_name (s));\n" +
731
+ "\n" +
732
+ "would print something like s is a 'lmder' solver."},
733
+ {:func_name=>"gsl_multifit_fdfsolver_name",
734
+ :func_type=>"const char *",
735
+ :args=>[["const gsl_multifit_fdfsolver *", "s"]],
736
+ :desc=>
737
+ "These functions return a pointer to the name of the solver. For example,\n" +
738
+ "\n" +
739
+ "printf (\"s is a '%s' solver\\n\", \n" +
740
+ " gsl_multifit_fdfsolver_name (s));\n" +
741
+ "\n" +
742
+ "would print something like s is a 'lmder' solver."},
743
+ {:func_name=>"gsl_multifit_fdfridge_name",
744
+ :func_type=>"const char *",
745
+ :args=>[["const gsl_multifit_fdfridge *", "s"]],
746
+ :desc=>
747
+ "These functions return a pointer to the name of the solver. For example,\n" +
748
+ "\n" +
749
+ "printf (\"s is a '%s' solver\\n\", \n" +
750
+ " gsl_multifit_fdfsolver_name (s));\n" +
751
+ "\n" +
752
+ "would print something like s is a 'lmder' solver."},
753
+ {:func_name=>"gsl_multifit_fdfsolver_dif_df",
754
+ :func_type=>"int",
755
+ :args=>
756
+ [["const gsl_vector *", "x"],
757
+ ["const gsl_vector *", "wts"],
758
+ ["gsl_multifit_function_fdf *", "fdf"],
759
+ ["const gsl_vector *", "f"],
760
+ ["gsl_matrix *", "J"]],
761
+ :desc=>
762
+ "This function takes as input the current position x, weight\n" +
763
+ "vector wts and function values computed at the current position\n" +
764
+ "f, along with fdf which specifies the fit function and\n" +
765
+ "parameters and approximates the\n" +
766
+ "n-by-p Jacobian J using forward finite differences:\n" +
767
+ "$J_{ij} = \\sqrt{w_i} \\partial f_i(x) / \\partial x_j \\approx \\sqrt{w_i} (f_i(x + h_j e_j) - f_i(x)) / h_j$\n" +
768
+ "J_ij = sqrt(w_i) d f_i(x) / d x_j = sqrt(w_i) (f_i(x + h_j e_j) - f_i(x)) / h_j.\n" +
769
+ "where h_j = \\epsilon |x_j|, and \\epsilon is the\n" +
770
+ "square root of the machine precision GSL_DBL_EPSILON."},
771
+ {:func_name=>"gsl_multifit_fdfsolver_dif_fdf",
772
+ :func_type=>"int",
773
+ :args=>
774
+ [["const gsl_vector *", "x"],
775
+ ["gsl_multifit_function_fdf *", "fdf"],
776
+ ["gsl_vector *", "f"],
777
+ ["gsl_matrix *", "J"]],
778
+ :desc=>
779
+ "This function is deprecated and will be removed in a future release."},
780
+ {:func_name=>"gsl_multifit_fsolver_iterate",
781
+ :func_type=>"int",
782
+ :args=>[["gsl_multifit_fsolver *", "s"]],
783
+ :desc=>
784
+ "These functions perform a single iteration of the solver s. If\n" +
785
+ "the iteration encounters an unexpected problem then an error code will\n" +
786
+ "be returned. The solver maintains a current estimate of the best-fit\n" +
787
+ "parameters at all times. "},
788
+ {:func_name=>"gsl_multifit_fdfsolver_iterate",
789
+ :func_type=>"int",
790
+ :args=>[["gsl_multifit_fdfsolver *", "s"]],
791
+ :desc=>
792
+ "These functions perform a single iteration of the solver s. If\n" +
793
+ "the iteration encounters an unexpected problem then an error code will\n" +
794
+ "be returned. The solver maintains a current estimate of the best-fit\n" +
795
+ "parameters at all times. "},
796
+ {:func_name=>"gsl_multifit_fdfridge_iterate",
797
+ :func_type=>"int",
798
+ :args=>[["gsl_multifit_fdfridge *", "s"]],
799
+ :desc=>
800
+ "These functions perform a single iteration of the solver s. If\n" +
801
+ "the iteration encounters an unexpected problem then an error code will\n" +
802
+ "be returned. The solver maintains a current estimate of the best-fit\n" +
803
+ "parameters at all times. "},
804
+ {:func_name=>"gsl_multifit_fsolver_position",
805
+ :func_type=>"gsl_vector *",
806
+ :args=>[["const gsl_multifit_fsolver *", "s"]],
807
+ :desc=>
808
+ "These functions return the current position x (i.e. best-fit\n" +
809
+ "parameters) of the solver s."},
810
+ {:func_name=>"gsl_multifit_fdfsolver_position",
811
+ :func_type=>"gsl_vector *",
812
+ :args=>[["const gsl_multifit_fdfsolver *", "s"]],
813
+ :desc=>
814
+ "These functions return the current position x (i.e. best-fit\n" +
815
+ "parameters) of the solver s."},
816
+ {:func_name=>"gsl_multifit_fdfridge_position",
817
+ :func_type=>"gsl_vector *",
818
+ :args=>[["const gsl_multifit_fdfridge *", "s"]],
819
+ :desc=>
820
+ "These functions return the current position x (i.e. best-fit\n" +
821
+ "parameters) of the solver s."},
822
+ {:func_name=>"gsl_multifit_fdfsolver_residual",
823
+ :func_type=>"gsl_vector *",
824
+ :args=>[["const gsl_multifit_fdfsolver *", "s"]],
825
+ :desc=>
826
+ "These functions return the current residual vector f of the\n" +
827
+ "solver s. For weighted cases, the residual vector includes the\n" +
828
+ "weighting factor \\sqrt{W}. For ridge regression, the residual\n" +
829
+ "vector is the augmented vector \\tilde{f}."},
830
+ {:func_name=>"gsl_multifit_fdfridge_residual",
831
+ :func_type=>"gsl_vector *",
832
+ :args=>[["const gsl_multifit_fdfridge *", "s"]],
833
+ :desc=>
834
+ "These functions return the current residual vector f of the\n" +
835
+ "solver s. For weighted cases, the residual vector includes the\n" +
836
+ "weighting factor \\sqrt{W}. For ridge regression, the residual\n" +
837
+ "vector is the augmented vector \\tilde{f}."},
838
+ {:func_name=>"gsl_multifit_fdfsolver_niter",
839
+ :func_type=>"size_t",
840
+ :args=>[["const gsl_multifit_fdfsolver *", "s"]],
841
+ :desc=>
842
+ "These functions return the number of iterations performed so far.\n" +
843
+ "The iteration counter is updated on each call to the\n" +
844
+ "_iterate functions above, and reset to 0 in the\n" +
845
+ "_set functions."},
846
+ {:func_name=>"gsl_multifit_fdfridge_niter",
847
+ :func_type=>"size_t",
848
+ :args=>[["const gsl_multifit_fdfridge *", "s"]],
849
+ :desc=>
850
+ "These functions return the number of iterations performed so far.\n" +
851
+ "The iteration counter is updated on each call to the\n" +
852
+ "_iterate functions above, and reset to 0 in the\n" +
853
+ "_set functions."},
854
+ {:func_name=>"gsl_multifit_fdfsolver_test",
855
+ :func_type=>"int",
856
+ :args=>
857
+ [["const gsl_multifit_fdfsolver *", "s"],
858
+ ["const double", "xtol"],
859
+ ["const double", "gtol"],
860
+ ["const double", "ftol"],
861
+ ["int *", "info"]],
862
+ :desc=>
863
+ "This function tests for convergence of the minimization method\n" +
864
+ "using the following criteria:\n" +
865
+ "\n" +
866
+ "\n" +
867
+ "If none of the tests succeed, info is set to 0 and the\n" +
868
+ "function returns GSL_CONTINUE, indicating further iterations\n" +
869
+ "are required.\n"},
870
+ {:func_name=>"gsl_multifit_test_delta",
871
+ :func_type=>"int",
872
+ :args=>
873
+ [["const gsl_vector *", "dx"],
874
+ ["const gsl_vector *", "x"],
875
+ ["double", "epsabs"],
876
+ ["double", "epsrel"]],
877
+ :desc=>
878
+ "\n" +
879
+ "This function tests for the convergence of the sequence by comparing the\n" +
880
+ "last step dx with the absolute error epsabs and relative\n" +
881
+ "error epsrel to the current position x. The test returns\n" +
882
+ "GSL_SUCCESS if the following condition is achieved,\n" +
883
+ "\n" +
884
+ "|dx_i| < epsabs + epsrel |x_i|\n" +
885
+ "\n" +
886
+ "for each component of x and returns GSL_CONTINUE otherwise."},
887
+ {:func_name=>"gsl_multifit_test_gradient",
888
+ :func_type=>"int",
889
+ :args=>[["const gsl_vector *", "g"], ["double", "epsabs"]],
890
+ :desc=>
891
+ "This function tests the residual gradient g against the absolute\n" +
892
+ "error bound epsabs. Mathematically, the gradient should be\n" +
893
+ "exactly zero at the minimum. The test returns GSL_SUCCESS if the\n" +
894
+ "following condition is achieved,\n" +
895
+ "\n" +
896
+ "\\sum_i |g_i| < epsabs\n" +
897
+ "\n" +
898
+ "and returns GSL_CONTINUE otherwise. This criterion is suitable\n" +
899
+ "for situations where the precise location of the minimum, x,\n" +
900
+ "is unimportant provided a value can be found where the gradient is small\n" +
901
+ "enough."},
902
+ {:func_name=>"gsl_multifit_gradient",
903
+ :func_type=>"int",
904
+ :args=>
905
+ [["const gsl_matrix *", "J"],
906
+ ["const gsl_vector *", "f"],
907
+ ["gsl_vector *", "g"]],
908
+ :desc=>
909
+ "This function computes the gradient g of \\Phi(x) = (1/2)\n" +
910
+ "||f(x)||^2 from the Jacobian matrix J and the function values\n" +
911
+ "f, using the formula g = J^T f."},
912
+ {:func_name=>"gsl_multifit_fsolver_driver",
913
+ :func_type=>"int",
914
+ :args=>
915
+ [["gsl_multifit_fsolver *", "s"],
916
+ ["const size_t", "maxiter"],
917
+ ["const double", "epsabs"],
918
+ ["const double", "epsrel"]],
919
+ :desc=>
920
+ "This function iterates the solver s for a maximum of maxiter\n" +
921
+ "iterations. After each iteration, the system is tested for convergence\n" +
922
+ "using gsl_multifit_test_delta with the error tolerances epsabs\n" +
923
+ "and epsrel."},
924
+ {:func_name=>"gsl_multifit_fdfsolver_driver",
925
+ :func_type=>"int",
926
+ :args=>
927
+ [["gsl_multifit_fdfsolver *", "s"],
928
+ ["const size_t", "maxiter"],
929
+ ["const double", "xtol"],
930
+ ["const double", "gtol"],
931
+ ["const double", "ftol"],
932
+ ["int *", "info"]],
933
+ :desc=>
934
+ "These functions iterate the solver s for a maximum of maxiter\n" +
935
+ "iterations. After each iteration, the system is tested for convergence\n" +
936
+ "with the error tolerances xtol, gtol and ftol.\n" +
937
+ "Upon successful convergence,\n" +
938
+ "the function returns GSL_SUCCESS and sets info to\n" +
939
+ "the reason for convergence (see gsl_multifit_fdfsolver_test).\n" +
940
+ "Otherwise, the function returns GSL_EMAXITER indicating\n" +
941
+ "the system did not converge after maxiter iterations."},
942
+ {:func_name=>"gsl_multifit_fdfridge_driver",
943
+ :func_type=>"int",
944
+ :args=>
945
+ [["gsl_multifit_fdfridge *", "s"],
946
+ ["const size_t", "maxiter"],
947
+ ["const double", "xtol"],
948
+ ["const double", "gtol"],
949
+ ["const double", "ftol"],
950
+ ["int *", "info"]],
951
+ :desc=>
952
+ "These functions iterate the solver s for a maximum of maxiter\n" +
953
+ "iterations. After each iteration, the system is tested for convergence\n" +
954
+ "with the error tolerances xtol, gtol and ftol.\n" +
955
+ "Upon successful convergence,\n" +
956
+ "the function returns GSL_SUCCESS and sets info to\n" +
957
+ "the reason for convergence (see gsl_multifit_fdfsolver_test).\n" +
958
+ "Otherwise, the function returns GSL_EMAXITER indicating\n" +
959
+ "the system did not converge after maxiter iterations."},
960
+ {:func_name=>"gsl_multifit_fdfsolver_jac",
961
+ :func_type=>"int",
962
+ :args=>[["gsl_multifit_fdfsolver *", "s"], ["gsl_matrix *", "J"]],
963
+ :desc=>
964
+ "This function stores the n-by-p Jacobian matrix for the\n" +
965
+ "current iteration of the solver s into the output J."},
966
+ {:func_name=>"gsl_multifit_covar",
967
+ :func_type=>"int",
968
+ :args=>
969
+ [["const gsl_matrix *", "J"],
970
+ ["const double", "epsrel"],
971
+ ["gsl_matrix *", "covar"]],
972
+ :desc=>
973
+ "This function computes the covariance matrix of best-fit parameters\n" +
974
+ "using the Jacobian matrix J and stores it in covar.\n" +
975
+ "The parameter epsrel is used to remove linear-dependent columns\n" +
976
+ "when J is rank deficient.\n" +
977
+ "\n" +
978
+ "The covariance matrix is given by,\n" +
979
+ "\n" +
980
+ "covar = (J^T J)^@{-1@}\n" +
981
+ "\n" +
982
+ "or in the weighted case,\n" +
983
+ "\n" +
984
+ "covar = (J^T W J)^@{-1@}\n" +
985
+ "\n" +
986
+ "and is computed by QR decomposition of J with column-pivoting. Any\n" +
987
+ "columns of R which satisfy \n" +
988
+ "\n" +
989
+ "|R_@{kk@}| <= epsrel |R_@{11@}|\n" +
990
+ "\n" +
991
+ "are considered linearly-dependent and are excluded from the covariance\n" +
992
+ "matrix (the corresponding rows and columns of the covariance matrix are\n" +
993
+ "set to zero).\n" +
994
+ "\n" +
995
+ "If the minimisation uses the weighted least-squares function\n" +
996
+ "f_i = (Y(x, t_i) - y_i) / \\sigma_i then the covariance\n" +
997
+ "matrix above gives the statistical error on the best-fit parameters\n" +
998
+ "resulting from the Gaussian errors \\sigma_i on \n" +
999
+ "the underlying data y_i. This can be verified from the relation \n" +
1000
+ "\\delta f = J \\delta c and the fact that the fluctuations in f\n" +
1001
+ "from the data y_i are normalised by \\sigma_i and \n" +
1002
+ "so satisfy $\\langle \\delta f \\delta f^T \\rangle = I$\n" +
1003
+ "<\\delta f \\delta f^T> = I.\n" +
1004
+ "\n" +
1005
+ "For an unweighted least-squares function f_i = (Y(x, t_i) -\n" +
1006
+ "y_i) the covariance matrix above should be multiplied by the variance\n" +
1007
+ "of the residuals about the best-fit \\sigma^2 = \\sum (y_i - Y(x,t_i))^2 / (n-p)\n" +
1008
+ "to give the variance-covariance\n" +
1009
+ "matrix \\sigma^2 C. This estimates the statistical error on the\n" +
1010
+ "best-fit parameters from the scatter of the underlying data.\n" +
1011
+ "\n" +
1012
+ "For more information about covariance matrices see Fitting Overview."}]