numo-gsl 0.1.0

data/ext/numo/gsl/pdf/func_def.rb

@@ -0,0 +1,282 @@
+[{:func_name=>"gsl_ran_gaussian_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "sigma"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Gaussian distribution with standard deviation sigma, using\n" +
+   "the formula given above."},
+ {:func_name=>"gsl_ran_ugaussian_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"]],
+  :desc=>
+   "These functions compute results for the unit Gaussian distribution.  They\n" +
+   "are equivalent to the functions above with a standard deviation of one,\n" +
+   "sigma = 1."},
+ {:func_name=>"gsl_ran_gaussian_tail_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "sigma"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Gaussian tail distribution with standard deviation sigma and\n" +
+   "lower limit a, using the formula given above."},
+ {:func_name=>"gsl_ran_ugaussian_tail_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"]],
+  :desc=>
+   "These functions compute results for the tail of a unit Gaussian\n" +
+   "distribution.  They are equivalent to the functions above with a standard\n" +
+   "deviation of one, sigma = 1."},
+ {:func_name=>"gsl_ran_bivariate_gaussian_pdf",
+  :func_type=>"double",
+  :args=>
+   [["double", "x"],
+    ["double", "y"],
+    ["double", "sigma_x"],
+    ["double", "sigma_y"],
+    ["double", "rho"]],
+  :desc=>
+   "This function computes the probability density p(x,y) at\n" +
+   "(x,y) for a bivariate Gaussian distribution with standard\n" +
+   "deviations sigma_x, sigma_y and correlation coefficient\n" +
+   "rho, using the formula given above."},
+ {:func_name=>"gsl_ran_exponential_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "mu"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for an exponential distribution with mean mu, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_laplace_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Laplace distribution with width a, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_exppow_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for an exponential power distribution with scale parameter a\n" +
+   "and exponent b, using the formula given above."},
+ {:func_name=>"gsl_ran_cauchy_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Cauchy distribution with scale parameter a, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_rayleigh_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "sigma"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Rayleigh distribution with scale parameter sigma, using the\n" +
+   "formula given above."},
+ {:func_name=>"gsl_ran_rayleigh_tail_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "sigma"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Rayleigh tail distribution with scale parameter sigma and\n" +
+   "lower limit a, using the formula given above."},
+ {:func_name=>"gsl_ran_landau_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for the Landau distribution using an approximation to the formula given\n" +
+   "above."},
+ {:func_name=>"gsl_ran_gamma_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a gamma distribution with parameters a and b, using the\n" +
+   "formula given above."},
+ {:func_name=>"gsl_ran_flat_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a uniform distribution from a to b, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_lognormal_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "zeta"], ["double", "sigma"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a lognormal distribution with parameters zeta and sigma,\n" +
+   "using the formula given above."},
+ {:func_name=>"gsl_ran_chisq_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "nu"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a chi-squared distribution with nu degrees of freedom, using\n" +
+   "the formula given above."},
+ {:func_name=>"gsl_ran_fdist_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "nu1"], ["double", "nu2"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for an F-distribution with nu1 and nu2 degrees of freedom,\n" +
+   "using the formula given above."},
+ {:func_name=>"gsl_ran_tdist_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "nu"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a t-distribution with nu degrees of freedom, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_beta_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a beta distribution with parameters a and b, using the\n" +
+   "formula given above."},
+ {:func_name=>"gsl_ran_logistic_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a logistic distribution with scale parameter a, using the\n" +
+   "formula given above."},
+ {:func_name=>"gsl_ran_pareto_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Pareto distribution with exponent a and scale b, using\n" +
+   "the formula given above."},
+ {:func_name=>"gsl_ran_weibull_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Weibull distribution with scale a and exponent b,\n" +
+   "using the formula given above."},
+ {:func_name=>"gsl_ran_gumbel1_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Type-1 Gumbel distribution with parameters a and b,\n" +
+   "using the formula given above."},
+ {:func_name=>"gsl_ran_gumbel2_pdf",
+  :func_type=>"double",
+  :args=>[["double", "x"], ["double", "a"], ["double", "b"]],
+  :desc=>
+   "This function computes the probability density p(x) at x\n" +
+   "for a Type-2 Gumbel distribution with parameters a and b,\n" +
+   "using the formula given above."},
+ {:func_name=>"gsl_ran_dirichlet_pdf",
+  :func_type=>"double",
+  :args=>
+   [["size_t", "K"], ["const double", "alpha[]"], ["const double", "theta[]"]],
+  :desc=>
+   "This function computes the probability density \n" +
+   "$p(\\theta_1, \\ldots , \\theta_K)$\n" +
+   "p(\\theta_1, ... , \\theta_K)\n" +
+   "at theta[K] for a Dirichlet distribution with parameters \n" +
+   "alpha[K], using the formula given above."},
+ {:func_name=>"gsl_ran_dirichlet_lnpdf",
+  :func_type=>"double",
+  :args=>
+   [["size_t", "K"], ["const double", "alpha[]"], ["const double", "theta[]"]],
+  :desc=>
+   "This function computes the logarithm of the probability density \n" +
+   "$p(\\theta_1, \\ldots , \\theta_K)$\n" +
+   "p(\\theta_1, ... , \\theta_K)\n" +
+   "for a Dirichlet distribution with parameters \n" +
+   "alpha[K]."},
+ {:func_name=>"gsl_ran_discrete_pdf",
+  :func_type=>"double",
+  :args=>[["size_t", "k"], ["const gsl_ran_discrete_t *", "g"]],
+  :desc=>
+   "Returns the probability P[k] of observing the variable k.\n" +
+   "Since P[k] is not stored as part of the lookup table, it must be\n" +
+   "recomputed; this computation takes O(K), so if K is large\n" +
+   "and you care about the original array P[k] used to create the\n" +
+   "lookup table, then you should just keep this original array P[k]\n" +
+   "around."},
+ {:func_name=>"gsl_ran_poisson_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "mu"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining  k\n" +
+   "from a Poisson distribution with mean mu, using the formula\n" +
+   "given above."},
+ {:func_name=>"gsl_ran_bernoulli_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining\n" +
+   "k from a Bernoulli distribution with probability parameter\n" +
+   "p, using the formula given above."},
+ {:func_name=>"gsl_ran_binomial_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"], ["unsigned int", "n"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a binomial distribution with parameters p and n, using\n" +
+   "the formula given above."},
+ {:func_name=>"gsl_ran_multinomial_pdf",
+  :func_type=>"double",
+  :args=>
+   [["size_t", "K"], ["const double", "p[]"], ["const unsigned int", "n[]"]],
+  :desc=>
+   "This function computes the probability \n" +
+   "$P(n_1, n_2, \\ldots, n_K)$\n" +
+   "P(n_1, n_2, ..., n_K)\n" +
+   "of sampling n[K] from a multinomial distribution \n" +
+   "with parameters p[K], using the formula given above."},
+ {:func_name=>"gsl_ran_multinomial_lnpdf",
+  :func_type=>"double",
+  :args=>
+   [["size_t", "K"], ["const double", "p[]"], ["const unsigned int", "n[]"]],
+  :desc=>
+   "This function returns the logarithm of the probability for the\n" +
+   "multinomial distribution $P(n_1, n_2, \\ldots, n_K)$\n" +
+   "P(n_1, n_2, ..., n_K) with parameters p[K]."},
+ {:func_name=>"gsl_ran_negative_binomial_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"], ["double", "n"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a negative binomial distribution with parameters p and\n" +
+   "n, using the formula given above."},
+ {:func_name=>"gsl_ran_pascal_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"], ["unsigned int", "n"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a Pascal distribution with parameters p and\n" +
+   "n, using the formula given above."},
+ {:func_name=>"gsl_ran_geometric_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a geometric distribution with probability parameter p, using\n" +
+   "the formula given above."},
+ {:func_name=>"gsl_ran_hypergeometric_pdf",
+  :func_type=>"double",
+  :args=>
+   [["unsigned int", "k"],
+    ["unsigned int", "n1"],
+    ["unsigned int", "n2"],
+    ["unsigned int", "t"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a hypergeometric distribution with parameters n1, n2,\n" +
+   "t, using the formula given above."},
+ {:func_name=>"gsl_ran_logarithmic_pdf",
+  :func_type=>"double",
+  :args=>[["unsigned int", "k"], ["double", "p"]],
+  :desc=>
+   "This function computes the probability p(k) of obtaining k\n" +
+   "from a logarithmic distribution with probability parameter p,\n" +
+   "using the formula given above."}]

data/ext/numo/gsl/pdf/parse_pdf.rb

@@ -0,0 +1,42 @@
+require_relative "../gen/erbpp_gsl"
+
+class DefPdf < DefGslModule
+  def lookup(h)
+    case h
+    when FM(name:/_dirichlet_(ln)?pdf$/);       "dirichlet"
+    when FM(name:/_multinomial_(ln)?pdf$/);     "multinomial"
+    when FM(name:/_discrete_pdf$/);             false
+    when FM(name:/_multivariate_gaussian(_log)?_pdf$/); false
+    when FM(name:/_pdf$/);                      "mod_func_noloop"
+    end
+  end
+
+  def define_method(t,**h)
+    PdfMethod.new(self, t, **h)
+  end
+
+  def to_method_name(s)
+    s.sub(/^gsl_ran_(\w+[^_])_?pdf$/,'\1')
+  end
+end
+
+class PdfMethod < DefGslModuleFunction
+
+  PARAM_DESC = {}
+  PARAM_NAMES =
+    {
+     "double" => %w[a b p n mu nu nu1 nu2 sigma sigma_x sigma_y rho zeta],
+     "unsigned int" => %w[n n1 n2 t],
+     "size_t" => true,
+    }
+
+  def argument_property(type,name)
+    if    name == "return";     {output:true, narray:true, pass: :return}
+    elsif name == "K";          {} # ignore array size
+    elsif /\[\]$/ =~ name;      {input:true, narray:true, pass: :array}
+    elsif is_param(type,name);  {input:true, param:true}
+    elsif /\*$/ =~ type;        {output:true, narray:true, pass: :pointer}
+    else;                       {input:true, narray:true}
+    end
+  end
+end

data/ext/numo/gsl/pdf/tmpl/dirichlet.c

@@ -0,0 +1,39 @@
+static void
+iter_<%=c_func%>(na_loop_t *const lp)
+{
+    size_t   n;
+    char    *p1, *p2, *p3;
+
+    INIT_COUNTER(lp, n);
+    p1 = lp->args[0].ptr + lp->args[0].iter[0].pos;
+    p2 = lp->args[1].ptr + lp->args[1].iter[0].pos;
+    p3 = lp->args[2].ptr + lp->args[2].iter[0].pos;
+
+    *(double*)p3 = <%=func_name%>(n,(double*)p1,(double*)p2);
+}
+
+/*
+  @overload <%=name%>(<%=method_args%>, axis:nil, keepdims:false)
+  <% desc_param.each do |x|%>
+  <%=x%><% end %>
+  @param [Numeric,Array,Range] axis (keyword) Axes along which the operation is performed.
+  @param [TrueClass] keepdims (keyword) If true, the reduced axes are left in the result array as dimensions with size one.
+
+  <%=desc%>
+*/
+static VALUE
+<%=c_func(-1)%>(int argc, VALUE *argv, VALUE mod)
+{
+    VALUE reduce;
+    ndfunc_arg_in_t ain[3] = {{cDF,0},{cDF,0},{sym_reduce,0}};
+    ndfunc_arg_out_t aout[1] = {{cDF,0}};
+    ndfunc_t ndf = { iter_<%=c_func%>, NDF_HAS_LOOP|NDF_FLAT_REDUCE|NDF_EXTRACT,
+                     3, 1, ain, aout };
+
+    if (argc<2) {
+        rb_raise(rb_eArgError,"wrong number of argument (%d for >=2)",argc);
+    }
+
+    reduce = nary_reduce_dimension(argc-2, argv+2, 2, argv, &ndf, 0);
+    return na_ndloop(&ndf, 3, argv[0], argv[1], reduce);
+}

data/ext/numo/gsl/pdf/tmpl/multinomial.c

@@ -0,0 +1,39 @@
+static void
+iter_<%=c_func%>(na_loop_t *const lp)
+{
+    size_t   n;
+    char    *p1, *p2, *p3;
+
+    INIT_COUNTER(lp, n);
+    p1 = lp->args[0].ptr + lp->args[0].iter[0].pos;
+    p2 = lp->args[1].ptr + lp->args[1].iter[0].pos;
+    p3 = lp->args[2].ptr + lp->args[2].iter[0].pos;
+
+    *(double*)p3 = <%=func_name%>(n,(double*)p1,(unsigned int *)p2);
+}
+
+/*
+  @overload <%=name%>(<%=method_args%>,[axis0,axis1,..])
+  <% desc_param.each do |x|%>
+  <%=x%><% end %>
+  @param [Numeric,Array,Range] axis (keyword) Axes along which the operation is performed.
+  @param [TrueClass] keepdims (keyword) If true, the reduced axes are left in the result array as dimensions with size one.
+
+  <%=desc%>
+*/
+static VALUE
+<%=c_func(-1)%>(int argc, VALUE *argv, VALUE mod)
+{
+    VALUE reduce;
+    ndfunc_arg_in_t ain[3] = {{cDF,0},{cUI,0},{sym_reduce,0}};
+    ndfunc_arg_out_t aout[1] = {{cDF,0}};
+    ndfunc_t ndf = { iter_<%=c_func%>, NDF_HAS_LOOP|NDF_FLAT_REDUCE|NDF_EXTRACT,
+                     3, 1, ain, aout };
+
+    if (argc<2) {
+        rb_raise(rb_eArgError,"wrong number of argument (%d for >=2)",argc);
+    }
+
+    reduce = nary_reduce_dimension(argc-2, argv+2, 2, argv, &ndf, 0);
+    return na_ndloop(&ndf, 3, argv[0], argv[1], reduce);
+}

data/ext/numo/gsl/poly/depend

@@ -0,0 +1,17 @@
+COGEN=ruby erbpp_poly.rb
+GENSRC=gsl_poly.c
+GENDEPS=erbpp_poly.rb ../gen/*.rb ../gen/tmpl/*.c tmpl/*.c
+
+src : $(GENSRC)
+
+$(GENSRC) : $(GENDEPS)
+	$(COGEN) > $@
+
+doc : $(GENSRC)
+	yard doc $(GENSRC)
+
+clean: cleansrc cleandoc
+cleansrc:
+	-$(Q)$(RM) $(GENSRC)
+cleandoc:
+	-$(Q)$(RM_RF) doc .yardoc

data/ext/numo/gsl/poly/erbpp_poly.rb

@@ -0,0 +1,70 @@
+require_relative "../gen/erbpp_gsl"
+require "erbpp/line_number"
+
+func_list = ErbppGsl.read_func
+ErbppGsl.read_func_pattern(
+  [/^gsl_poly_complex_workspace_/, polyws_list=[]],
+  [/^gsl_/,                        poly_list=[]],
+)
+
+class DefPolyWs < DefGslClass
+  def lookup(h)
+    case h
+    when FM(name:/_workspace_free/);            false
+    when FM(name:/_workspace_alloc/);           "c_new_sizet"
+    end
+  end
+end
+
+class DefPoly < DefGslModule
+  def lookup(h)
+    case h
+    when FM(name:/^gsl_poly_eval$/);            "poly_eval"
+    when FM(name:/^gsl_poly_eval_derivs$/);     "poly_eval_derivs"
+    when FM(name:/^gsl_poly_complex_solve$/);    "poly_complex_solve"
+    when FM(name:/^gsl_poly(_complex)?_solve_/); "mod_func_noloop"
+    end
+  end
+end
+
+DefLib.new(nil) do
+  set erb_dir: %w[tmpl ../gen/tmpl]
+  set erb_suffix: ".c"
+  set ns_var: "mG"
+
+  name = "Poly"
+  base = name.downcase
+  set file_name: "gsl_#{name}.c"
+  set include_files: %w[gsl/gsl_poly.h assert.h]
+  set lib_name: base
+
+  DefPoly.new(self) do
+    name = "Poly"
+    base = name.downcase
+    set name: base
+    set module_name: name
+    set module_var: "m"+name
+    set full_module_name: "Numo::GSL::"+name
+
+    DefPolyWs.new(self) do
+      wname = "ComplexWorkspace"
+      wbase = "poly_complex_workspace"
+      set name: wbase
+      set class_name: wname
+      set class_var: "c"+wname
+      set full_class_name: "Numo::GSL::Poly::"+wname
+      set struct: "gsl_"+wbase
+      set ns_var: "mPoly"
+
+      undef_alloc_func
+      polyws_list.each do |h|
+        check_func(h)
+      end
+    end
+
+    poly_list.each do |h|
+      check_func(h)
+    end
+  end
+
+end.run