pretty_gsl 0.0.1

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in minimize.gemspec
+gemspec

data/LICENCE

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+Copyright (c) 2012 Ben Doyle
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# PrettyGLS
+
+This gem provides a nice interface to the GNU scientific library through the Ruby/GSL wrapper. I've simply attempted to update the interface to use more idiomatic ruby.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'pretty_gsl'
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install pretty_gsl
+
+## Usage
+
+    function          = Proc.new{ |variables, constants| ...}
+    optional_gradient = Proc.new{ |variables, constants, gradient_components| ...}
+    constants = [1,2,3, ...]
+    guess = [1,2,3, ...]
+    m = Minimizer.new(function, constants, function_gradient: optional_gradient)
+    m.minimize(*guess)
+    => {:success=>true, :minimum_x=>[1, 2], :iterations=>50, :minimum_f=>30.0, :simplex_size=>0.0008 ... }
+
+## Contributing
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Added some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request

data/Rakefile

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+#!/usr/bin/env rake
+require "bundler/gem_tasks"
+require "rake/testtask"
+
+Rake::TestTask.new(:test) do |t|
+  t.libs << 'lib'
+  t.libs << 'test'
+  t.pattern = 'test/*_test.rb'
+  t.verbose = false
+end
+
+task :default => :test

data/examples/ruby_gsl_example.rb

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+# RUBY
+# ruby 1.9.2p320 (2012-04-20 revision 35421) [x86_64-darwin11.3.0]
+
+# GEM
+# gsl (1.14.7)
+
+# LIB
+# gsl-1.15
+
+
+require 'gsl'
+include GSL
+include GSL::MultiMin
+
+my_f = Proc.new do |v, params|
+  x = v[0]
+  y = v[1]
+  p0 = params[0]
+  p1 = params[1]
+  10.0 * (x - p0) * (x - p0) + 20.0 * (y - p1) * (y - p1) + 30.0
+end
+
+my_df = Proc.new do |v, params, df|
+  x = v[0]
+  y = v[1]
+  p0 = params[0]
+  p1 = params[1]
+  df[0] = 20.0*(x-p0)
+  df[1] = 40.0*(y-p1)
+end
+
+my_func = Function_fdf.alloc(my_f, my_df, 2)
+my_func.set_params([1.0, 2.0])      # parameters
+
+x = Vector.alloc(5.0, 7.0)          # starting point
+
+minimizer = FdfMinimizer.alloc("conjugate_fr", 2)
+minimizer.set(my_func, x, 0.01, 1e-4)
+
+iter = 0
+begin
+  iter += 1
+  status = minimizer.iterate()
+  status = minimizer.test_gradient(1e-3)
+  puts("Minimum found at") if status == GSL::SUCCESS
+  x = minimizer.x
+  f = minimizer.f
+  printf("%5d %.5f %.5f %10.5f\n", iter, x[0], x[1], f)
+end while status == GSL::CONTINUE and iter < 100

data/lib/pretty_gsl/minimizer.rb

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+module PrettyGSL
+  class Minimizer
+    include GSL
+    include GSL::MultiMin
+
+    attr_reader :result
+
+    def initialize(function, constants, options = {})
+      @function            = function
+      @constants       = constants
+      @params = {
+        max_iterations:               100,  # the maximum number of iterations to carry out the minimization
+        step_size:                    0.01, # initial guess of the length scale of the minimiztion steps
+        direction_tolerance:          1e-4, # the tolerance for errors in the direction of line minimization
+        absolute_gradient_tolerance:  1e-3, # halt if the magnetude of the gradient falls below this value
+      }.merge(options)
+      @result  = nil
+      self
+    end
+
+    def minimize(*guess)
+      minimizer = get_gsl_minimizer(guess)
+      @params[:max_iterations].times do |iter|
+        status = minimizer.iterate
+        status = test_gsl_convergence(minimizer)
+        if status != CONTINUE
+          @result = {
+            success:    status == SUCCESS,
+            minimum_x:  minimizer.x.to_a,
+            iterations: iter
+          }.merge(get_gsl_result(minimizer))
+          break
+        end
+      end
+      @result
+    end
+
+    protected
+    def test_gsl_convergence(minimizer)
+      if @params[:function_gradient]
+        minimizer.test_gradient @params[:absolute_gradient_tolerance]
+      else
+        minimizer.test_size @params[:absolute_gradient_tolerance]
+      end
+    end
+
+    def get_gsl_minimizer(guess)
+      minimizer = nil
+      if @params[:function_gradient]
+        function = Function_fdf.alloc(@function, @params[:function_gradient], guess.size)
+        function.set_params(@constants)
+        minimizer = FdfMinimizer.alloc("conjugate_fr", guess.size)
+        minimizer.set(function, Vector.alloc(*guess), @params[:step_size], @params[:direction_tolerance])
+      else
+        function = Function.alloc(@function, guess.size)
+        function.set_params(@constants)
+        minimizer = FMinimizer.alloc("nmsimplex", guess.size)
+        ss = Vector.alloc(guess.size)
+        ss.set_all(@params[:step_size])
+        minimizer.set(function, Vector.alloc(*guess), ss)
+      end
+      minimizer
+    end
+
+    def get_gsl_result(minimizer)
+      if @params[:function_gradient]
+        {
+          minimum_f:  minimizer.f,
+        }
+      else
+        {
+          minimum_f:    minimizer.fval,
+          simplex_size: minimizer.size,
+        }
+      end
+    end
+  end
+end

data/lib/pretty_gsl/version.rb

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+module PrettyGSL
+  VERSION = "0.0.1"
+end

data/lib/pretty_gsl.rb

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+require 'gsl'
+require "pretty_gsl/version"
+require "pretty_gsl/minimizer"
+

data/pretty_gsl.gemspec

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+# -*- encoding: utf-8 -*-
+require File.expand_path('../lib/pretty_gsl/version', __FILE__)
+
+Gem::Specification.new do |gem|
+  gem.authors       = ["Ben Doyle"]
+  gem.email         = ["doyle.ben@gmail.com"]
+  gem.description   = "prettify ruby/gsl with more idiomatic ruby"
+  gem.summary       = "GSL wrapper wrapper"
+  gem.homepage      = "https://github.com/BenDoyle/pretty_gsl"
+
+  gem.files         = `git ls-files`.split($\)
+  gem.executables   = gem.files.grep(%r{^bin/}).map{ |f| File.basename(f) }
+  gem.test_files    = gem.files.grep(%r{^(test|spec|features)/})
+  gem.name          = "pretty_gsl"
+  gem.require_paths = ["lib"]
+  gem.version       = PrettyGSL::VERSION
+  
+  gem.add_runtime_dependency "gsl"
+end

data/test/minimizer_test.rb

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+require 'test_helper'
+
+class MinimizerTest < Test::Unit::TestCase
+  include PrettyGSL
+  def setup
+    @function = Proc.new do |variables, constants|
+      x = variables[0]
+      y = variables[1]
+      p0 = constants[0]
+      p1 = constants[1]
+      10.0 * (x - p0) * (x - p0) + 20.0 * (y - p1) * (y - p1) + 30.0
+    end
+
+    @function_gradient = Proc.new do |variables, constants, gradient_components|
+      x = variables[0]
+      y = variables[1]
+      p0 = constants[0]
+      p1 = constants[1]
+      gradient_components[0] = 20.0*(x-p0)
+      gradient_components[1] = 40.0*(y-p1)
+    end
+
+    @constants = [1.0, 2.0]
+    @guess     = [5.0, 7.0]
+  end
+
+  def test_with_gradient
+    assert_not_nil Minimizer.new(@function, @constants, function_gradient: @function_gradient).minimize(*@guess)
+  end
+
+  def test_without_gradient
+    assert_not_nil Minimizer.new(@function, @constants).minimize(*@guess)
+  end
+
+end

data/test/test_helper.rb

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+require 'test/unit'
+require 'pretty_gsl'

metadata

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+--- !ruby/object:Gem::Specification
+name: pretty_gsl
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+  prerelease: 
+platform: ruby
+authors:
+- Ben Doyle
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2012-10-02 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: gsl
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: prettify ruby/gsl with more idiomatic ruby
+email:
+- doyle.ben@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- Gemfile
+- LICENCE
+- README.md
+- Rakefile
+- examples/ruby_gsl_example.rb
+- lib/pretty_gsl.rb
+- lib/pretty_gsl/minimizer.rb
+- lib/pretty_gsl/version.rb
+- pretty_gsl.gemspec
+- test/minimizer_test.rb
+- test/test_helper.rb
+homepage: https://github.com/BenDoyle/pretty_gsl
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.23
+signing_key: 
+specification_version: 3
+summary: GSL wrapper wrapper
+test_files:
+- test/minimizer_test.rb
+- test/test_helper.rb