numo-gsl 0.1.0

data/ext/numo/gsl/const/extconf.rb

@@ -0,0 +1,9 @@
+require_relative '../extconf_gsl.rb'
+
+# source file to compile
+srcs = %w(
+ gsl_const
+)
+$objs = srcs.collect{|i| i+".o"}
+
+create_makefile('numo/gsl/const')

data/ext/numo/gsl/err/depend

@@ -0,0 +1 @@
+src :

data/ext/numo/gsl/err/err.c

@@ -0,0 +1,22 @@
+#include <ruby.h>
+#include <gsl/gsl_errno.h>
+
+VALUE numo_eGslError;
+
+static void
+numo_gsl_err_hdl(const char *reason, const char *file, int line, int gsl_errno)
+{
+    rb_raise(numo_eGslError,"%s:%d: %s",file,line,reason);
+}
+
+void
+Init_err(void)
+{
+    VALUE mNumo, mGSL;
+
+    mNumo = rb_define_module("Numo");
+    mGSL = rb_define_module_under(mNumo, "GSL");
+    numo_eGslError = rb_define_class_under(mGSL, "GslError", rb_eStandardError);
+
+    gsl_set_error_handler(&numo_gsl_err_hdl);
+}

data/ext/numo/gsl/err/extconf.rb

@@ -0,0 +1,9 @@
+require_relative '../extconf_gsl.rb'
+
+# source file to compile
+srcs = %w(
+ err
+)
+$objs = srcs.collect{|i| i+".o"}
+
+create_makefile('numo/gsl/err')

data/ext/numo/gsl/extconf_gsl.rb

@@ -0,0 +1,44 @@
+require 'rbconfig.rb'
+require 'numo/narray'
+require 'mkmf'
+
+# configure options: --with-gsl-lib=path
+#dir_config("gsl")
+
+# check gsl-config command
+print "checking for gsl-config... "
+begin
+  gsl_libs = `gsl-config --libs`
+rescue
+  puts "no"
+  exit 1
+end
+puts "yes"
+
+# parse GSL libs
+libs = []
+gsl_libs.split(/\s+/).each do |x|
+  case x
+  when /^-L(.+)/
+    $LIBPATH.push($1)
+  when /^-l(.+)/
+    libs.unshift($1)
+  end
+end
+
+# check library
+libs.each do |x|
+  exit 1 unless have_library(x)
+end
+
+# GSL include files
+$INCFLAGS = [`gsl-config --cflags`.chomp,$INCFLAGS].join(" ")
+
+# check narray.h
+$LOAD_PATH.each do |x|
+  if File.exist? File.join(x,'numo','numo/narray.h')
+    $INCFLAGS = "-I#{x}/numo " + $INCFLAGS
+    break
+  end
+end
+exit 1 unless have_header('numo/narray.h')

data/ext/numo/gsl/fit/depend

@@ -0,0 +1,17 @@
+COGEN=ruby erbpp_fit.rb
+GENSRC=gsl_fit.c
+GENDEPS=erbpp_fit.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/fit/erbpp_fit.rb

@@ -0,0 +1,74 @@
+require_relative "../gen/func_parser"
+require_relative "../gen/erbpp_gsl"
+require "erbpp/line_number"
+
+fit_list = ErbppGsl.read_func
+
+class DefFit < DefModule
+  def lookup(h)
+    h[:func_name].sub(/^gsl_/,"")
+  end
+  def check_func(h)
+    if t = lookup(h)
+      if File.exist?("tmpl/#{t}.c")
+        m = h[:func_name].sub(/^gsl_#{name}_/,"")
+        Fit.new(self, t, name:m, **h)
+        return true
+      end
+    end
+    $stderr.puts "skip #{h[:func_name]}"
+  end
+end
+
+class Fit < DefModuleFunction
+  def result
+    case func_name
+    when /_w?(linear|mul)$/
+      cls = (name+"_result").split(/_/).map{|x| x.capitalize}.join("")
+      set result_class: cls
+      "static VALUE c#{cls};\n"+super
+    else
+      super
+    end
+  end
+  def init_def
+    if get(:result_class)
+      super+"
+    #{struct_def}"
+    else
+      super
+    end
+  end
+  def struct_def
+    vars = get(:args).select{|a| a[0]=="double *"}
+    items = vars.map{|a| "\"#{a[1]}\""}.join(",")
+    cls = get(:result_class)
+    "/*
+      Document-class: Numo::GSL::Fit::#{cls}
+      */
+    c#{cls} = rb_struct_define_under(#{_mod_var},\"#{cls}\",#{items},NULL);"
+  end
+end
+
+DefLib.new do
+  set erb_dir: %w[tmpl ../gen/tmpl]
+  set erb_suffix: ".c"
+  set ns_var: "mG"
+
+  name = "Fit"
+  set file_name: "gsl_#{name}.c"
+  set include_files: %w[gsl/gsl_fit.h]
+  set lib_name: name.downcase
+
+  DefFit.new(self) do
+    set name: name.downcase
+    set module_name: name
+    set module_var: "m"+name
+    set full_module_name: "Numo::GSL::"+name
+
+    fit_list.each do |h|
+      check_func(h)
+    end
+
+  end
+end.write(ARGV[0])

data/ext/numo/gsl/fit/extconf.rb

@@ -0,0 +1,9 @@
+require_relative '../extconf_gsl.rb'
+
+# source file to compile
+srcs = %w(
+ gsl_fit
+)
+$objs = srcs.collect{|i| i+".o"}
+
+create_makefile('numo/gsl/fit')

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

@@ -0,0 +1,129 @@
+[{:func_name=>"gsl_fit_linear",
+  :func_type=>"int",
+  :args=>
+   [["const double *", "x"],
+    ["const size_t", "xstride"],
+    ["const double *", "y"],
+    ["const size_t", "ystride"],
+    ["size_t", "n"],
+    ["double *", "c0"],
+    ["double *", "c1"],
+    ["double *", "cov00"],
+    ["double *", "cov01"],
+    ["double *", "cov11"],
+    ["double *", "sumsq"]],
+  :desc=>
+   "This function computes the best-fit linear regression coefficients\n" +
+   "(c0,c1) of the model Y = c_0 + c_1 X for the dataset\n" +
+   "(x, y), two vectors of length n with strides\n" +
+   "xstride and ystride.  The errors on y are assumed unknown so \n" +
+   "the variance-covariance matrix for the\n" +
+   "parameters (c0, c1) is estimated from the scatter of the\n" +
+   "points around the best-fit line and returned via the parameters\n" +
+   "(cov00, cov01, cov11).   \n" +
+   "The sum of squares of the residuals from the best-fit line is returned\n" +
+   "in sumsq.  Note: the correlation coefficient of the data can be computed using gsl_stats_correlation (Correlation), it does not depend on the fit."},
+ {:func_name=>"gsl_fit_wlinear",
+  :func_type=>"int",
+  :args=>
+   [["const double *", "x"],
+    ["const size_t", "xstride"],
+    ["const double *", "w"],
+    ["const size_t", "wstride"],
+    ["const double *", "y"],
+    ["const size_t", "ystride"],
+    ["size_t", "n"],
+    ["double *", "c0"],
+    ["double *", "c1"],
+    ["double *", "cov00"],
+    ["double *", "cov01"],
+    ["double *", "cov11"],
+    ["double *", "chisq"]],
+  :desc=>
+   "This function computes the best-fit linear regression coefficients\n" +
+   "(c0,c1) of the model Y = c_0 + c_1 X for the weighted\n" +
+   "dataset (x, y), two vectors of length n with strides\n" +
+   "xstride and ystride.  The vector w, of length n\n" +
+   "and stride wstride, specifies the weight of each datapoint. The\n" +
+   "weight is the reciprocal of the variance for each datapoint in y.\n" +
+   "\n" +
+   "The covariance matrix for the parameters (c0, c1) is\n" +
+   "computed using the weights and returned via the parameters\n" +
+   "(cov00, cov01, cov11).  The weighted sum of squares\n" +
+   "of the residuals from the best-fit line, \\chi^2, is returned in\n" +
+   "chisq."},
+ {:func_name=>"gsl_fit_linear_est",
+  :func_type=>"int",
+  :args=>
+   [["double", "x"],
+    ["double", "c0"],
+    ["double", "c1"],
+    ["double", "cov00"],
+    ["double", "cov01"],
+    ["double", "cov11"],
+    ["double *", "y"],
+    ["double *", "y_err"]],
+  :desc=>
+   "This function uses the best-fit linear regression coefficients\n" +
+   "c0, c1 and their covariance\n" +
+   "cov00, cov01, cov11 to compute the fitted function\n" +
+   "y and its standard deviation y_err for the model Y =\n" +
+   "c_0 + c_1 X at the point x."},
+ {:func_name=>"gsl_fit_mul",
+  :func_type=>"int",
+  :args=>
+   [["const double *", "x"],
+    ["const size_t", "xstride"],
+    ["const double *", "y"],
+    ["const size_t", "ystride"],
+    ["size_t", "n"],
+    ["double *", "c1"],
+    ["double *", "cov11"],
+    ["double *", "sumsq"]],
+  :desc=>
+   "This function computes the best-fit linear regression coefficient\n" +
+   "c1 of the model Y = c_1 X for the datasets (x,\n" +
+   "y), two vectors of length n with strides xstride and\n" +
+   "ystride.  The errors on y are assumed unknown so the \n" +
+   "variance of the parameter c1 is estimated from\n" +
+   "the scatter of the points around the best-fit line and returned via the\n" +
+   "parameter cov11.  The sum of squares of the residuals from the\n" +
+   "best-fit line is returned in sumsq."},
+ {:func_name=>"gsl_fit_wmul",
+  :func_type=>"int",
+  :args=>
+   [["const double *", "x"],
+    ["const size_t", "xstride"],
+    ["const double *", "w"],
+    ["const size_t", "wstride"],
+    ["const double *", "y"],
+    ["const size_t", "ystride"],
+    ["size_t", "n"],
+    ["double *", "c1"],
+    ["double *", "cov11"],
+    ["double *", "sumsq"]],
+  :desc=>
+   "This function computes the best-fit linear regression coefficient\n" +
+   "c1 of the model Y = c_1 X for the weighted datasets\n" +
+   "(x, y), two vectors of length n with strides\n" +
+   "xstride and ystride.  The vector w, of length n\n" +
+   "and stride wstride, specifies the weight of each datapoint. The\n" +
+   "weight is the reciprocal of the variance for each datapoint in y.\n" +
+   "\n" +
+   "The variance of the parameter c1 is computed using the weights\n" +
+   "and returned via the parameter cov11.  The weighted sum of\n" +
+   "squares of the residuals from the best-fit line, \\chi^2, is\n" +
+   "returned in chisq."},
+ {:func_name=>"gsl_fit_mul_est",
+  :func_type=>"int",
+  :args=>
+   [["double", "x"],
+    ["double", "c1"],
+    ["double", "cov11"],
+    ["double *", "y"],
+    ["double *", "y_err"]],
+  :desc=>
+   "This function uses the best-fit linear regression coefficient c1\n" +
+   "and its covariance cov11 to compute the fitted function\n" +
+   "y and its standard deviation y_err for the model Y =\n" +
+   "c_1 X at the point x."}]

data/ext/numo/gsl/fit/tmpl/check_1d.c

@@ -0,0 +1,9 @@
+static void
+check_1d(VALUE v)
+{
+    narray_t *na;
+    GetNArray(v,na);
+    if (NA_NDIM(na) != 1) {
+        rb_raise(nary_eShapeError, "argument should be 1-dimensional array");
+    }
+}

data/ext/numo/gsl/fit/tmpl/fit_linear.c

@@ -0,0 +1,53 @@
+static void
+iter_<%=c_func%>(na_loop_t *const lp)
+{
+    size_t   n;
+    char    *p1,*p2;
+    double  *p3,*p4,*p5,*p6,*p7,*p8;
+    ssize_t  s1, s2;
+
+    n = lp->args[0].shape[0];
+    INIT_PTR(lp, 0, p1, s1);
+    INIT_PTR(lp, 1, p2, s2);
+    p3 = (double*)GET_PTR(lp,2);
+    p4 = (double*)GET_PTR(lp,3);
+    p5 = (double*)GET_PTR(lp,4);
+    p6 = (double*)GET_PTR(lp,5);
+    p7 = (double*)GET_PTR(lp,6);
+    p8 = (double*)GET_PTR(lp,7);
+
+    <%=func_name%>((double*)p1,s1/sizeof(double),
+                   (double*)p2,s2/sizeof(double),
+                   n,p3,p4,p5,p6,p7,p8);
+}
+
+/*
+  @overload <%=name%>(<%=args[0][1]%>,<%=args[2][1]%>)
+  @param  [DFloat]    <%=args[0][1]%> (input array)
+  @param  [DFloat]    <%=args[2][1]%> (input array)
+  @return [GSL::Fit::<%=result_class%>] result Struct with members: <%=args[5][1]%>, <%=args[6][1]%>, <%=args[7][1]%>, <%=args[8][1]%>, <%=args[9][1]%>, <%=args[10][1]%>.
+
+  <%=desc%>
+
+*/
+static VALUE
+<%=c_func(2)%>(VALUE mod, VALUE v1, VALUE v2)
+{
+    VALUE r, result;
+    ndfunc_arg_in_t ain[2] = {{cDF,1},{cDF,1}};
+    ndfunc_arg_out_t aout[6] = {{cDF,0},{cDF,0},{cDF,0},{cDF,0},{cDF,0},{cDF,0}};
+    ndfunc_t ndf = { iter_<%=c_func%>, NO_LOOP|NDF_EXTRACT,
+                     2, 6, ain, aout };
+    narray_t *x, *y;
+
+    GetNArray(v1,x);
+    GetNArray(v2,y);
+    CHECK_GE_1D(x);
+    CHECK_GE_1D(y);
+    CHECK_SIZE_EQ(VEC_SIZE(x),VEC_SIZE(y),"x size does not match y size");
+
+    r = na_ndloop(&ndf, 2, v1, v2);
+    result = rb_class_new_instance(6, RARRAY_PTR(r), c<%=result_class%>);
+    RB_GC_GUARD(r);
+    return result;
+}

data/ext/numo/gsl/fit/tmpl/fit_linear_est.c

@@ -0,0 +1,56 @@
+static void
+iter_<%=c_func%>(na_loop_t *const lp)
+{
+    size_t   i;
+    char    *p1,*p2,*p3,*p4,*p5,*p6,*p7,*p8;
+    ssize_t  s1, s2, s3, s4, s5, s6, s7, s8;
+    double   x,c0,c1,cov00,cov01,cov11,y,ye;
+
+    INIT_COUNTER(lp, i);
+    INIT_PTR(lp, 0, p1, s1);
+    INIT_PTR(lp, 1, p2, s2);
+    INIT_PTR(lp, 2, p3, s3);
+    INIT_PTR(lp, 3, p4, s4);
+    INIT_PTR(lp, 4, p5, s5);
+    INIT_PTR(lp, 5, p6, s6);
+    INIT_PTR(lp, 6, p7, s7);
+    INIT_PTR(lp, 7, p8, s8);
+
+    for (; i--; ) {
+        GET_DATA_STRIDE(p1,s1,double,x);
+        GET_DATA_STRIDE(p2,s2,double,c0);
+        GET_DATA_STRIDE(p3,s3,double,c1);
+        GET_DATA_STRIDE(p4,s4,double,cov00);
+        GET_DATA_STRIDE(p5,s5,double,cov01);
+        GET_DATA_STRIDE(p6,s6,double,cov11);
+        <%=func_name%>(x, c0, c1, cov00, cov01, cov11, &y, &ye);
+        SET_DATA_STRIDE(p7,s7,double,y);
+        SET_DATA_STRIDE(p8,s8,double,ye);
+    }
+}
+
+/*
+  @overload <%=name%>(<%=args[0][1]%>,linear_result)
+  @param  [DFloat]    <%=args[0][1]%>
+  @param  [(L|Wl)inearResult]  linear_result  Result of GSL::Fit.linear|wlinear
+  @return [[DFloat,DFloat]] array of (<%=args[6][1]%>, <%=args[7][1]%>).
+
+  <%=desc%>
+
+*/
+static VALUE
+<%=c_func(2)%>(VALUE mod, VALUE v1, VALUE v2)
+{
+    ndfunc_arg_in_t ain[6] = {{cDF,0},{cDF,0},{cDF,0},{cDF,0},{cDF,0},{cDF,0}};
+    ndfunc_arg_out_t aout[2] = {{cDF,0},{cDF,0}};
+    ndfunc_t ndf = { iter_<%=c_func%>, STRIDE_LOOP_NIP|NDF_EXTRACT,
+                     6, 2, ain, aout };
+    VALUE c0, c1, cov00, cov01, cov11;
+
+    c0 = RSTRUCT_GET(v2,0);
+    c1 = RSTRUCT_GET(v2,1);
+    cov00 = RSTRUCT_GET(v2,2);
+    cov01 = RSTRUCT_GET(v2,3);
+    cov11 = RSTRUCT_GET(v2,4);
+    return na_ndloop(&ndf, 6, v1, c0, c1, cov00, cov01, cov11);
+}