rb-gsl 1.15.3.1

data/tests/linalg/HH.rb

@@ -0,0 +1,64 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+require("./linalg.rb")
+include GSL::Test
+
+def test_HH_solve_dim(m, actual, eps)
+  dim = m.size1
+  s = 0
+  perm = GSL::Permutation.alloc(dim)
+  x = GSL::Vector.indgen(dim) + 1
+  hh = m.duplicate
+  GSL::Linalg::HH.svx(hh, x)
+  for i in 0...dim do
+    foo = check(x[i],actual[i],eps)
+    if foo > 0
+      printf("%3lu[%lu]: %22.18g   %22.18g\n", dim, i, x[i], actual[i])
+    end
+    s += foo;
+  end
+  return s
+end
+
+def test_HH_solve()
+	s = 0
+  f = test_HH_solve_dim(Hilb2, Hilb2_solution, 8.0 * GSL::DBL_EPSILON);
+
+  GSL::test(f, "  HH_solve Hilbert(2)");
+  s += f;
+
+  f = test_HH_solve_dim(Hilb3, Hilb3_solution, 128.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  HH_solve Hilbert(3)");
+  s += f;
+
+  f = test_HH_solve_dim(Hilb4, Hilb4_solution, 2.0 * 1024.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  HH_solve Hilbert(4)");
+  s += f;
+
+  f = test_HH_solve_dim(Hilb12, Hilb12_solution, 0.5);
+  GSL::test(f, "  HH_solve Hilbert(12)");
+  s += f;
+
+  f = test_HH_solve_dim(Vander2, Vander2_solution, 8.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  HH_solve Vander(2)");
+  s += f;
+
+  f = test_HH_solve_dim(Vander3, Vander3_solution, 64.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  HH_solve Vander(3)");
+  s += f;
+
+  f = test_HH_solve_dim(Vander4, Vander4_solution, 1024.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  HH_solve Vander(4)");
+  s += f;
+
+  f = test_HH_solve_dim(Vander12, Vander12_solution, 0.05);
+  GSL::test(f, "  HH_solve Vander(12)");
+  s += f;
+
+  return s;
+end
+
+test_HH_solve()
+
+

data/tests/linalg/LU.rb

@@ -0,0 +1,47 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+include GSL::Test
+include Linalg
+
+m = GSL::Matrix::alloc([0.18, 0.60, 0.57, 0.96], [0.41, 0.24, 0.99, 0.58],
+                [0.14, 0.30, 0.97, 0.66], [0.51, 0.13, 0.19, 0.85])
+
+A = m.clone
+
+lu_exp = GSL::Matrix.alloc([0.51, 0.13, 0.19, 0.85], 
+                    [0.352941176470588, 0.554117647058823, 0.502941176470588, 0.66],
+                    [0.803921568627451, 0.244515215852796, 0.71427813163482, -0.264713375796178], [0.274509803921569, 0.476999292285916, 0.949126848480345, 0.363093705877982])
+
+x_exp = GSL::Vector[-4.05205022957397, -12.6056113959069, 1.66091162670884, 8.69376692879523]
+
+lu, perm, signum = m.LU_decomp
+test2(m == A, "#{A.class}#LU_decomp: matrix not destroyed")
+test2(lu == lu_exp, "#{A.class}#LU_decomp")
+b = GSL::Vector[1, 2, 3, 4]
+x = LU.solve(lu, perm, b)
+test2(x == x_exp, "#{A.class}.LU_solve")
+
+x = lu.solve(perm, b)
+test2(x == x_exp, "#{lu.class}#solve")
+
+perm, signum = m.LU_decomp!
+test2(m == lu_exp, "#{A.class}#LU_decomp!")
+
+m = A.clone
+
+x = LU.solve(m, perm, b)
+test2(x == x_exp, "#{A.class}.LU_solve")
+x = m.LU_solve(perm, b)
+test2(x == x_exp, "#{A.class}#LU_solve")
+test2(m == A, "#{A.class}#LU_solve: matrix not destroyed")
+
+h = GSL::Matrix.hilbert(5)
+invh = GSL::Matrix.invhilbert(5)
+lu, perm, sign = h.LU_decomp
+a = Linalg::LU::invert(lu, perm)
+test2(a.equal?(invh, 1e-6), "#{h.class}#LU_invert, Hilbert matrix of order 5")
+a =lu.invert(perm)
+test2(a.equal?(invh, 1e-6), "#{h.class}#LU_invert, Hilbert matrix of order 5")
+a = h.inv
+test2(a.equal?(invh, 1e-6), "#{h.class}#LU_invert, Hilbert matrix of order 5")

data/tests/linalg/QR.rb

@@ -0,0 +1,77 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+include GSL::Test
+include Linalg
+
+m = GSL::Matrix::alloc([0.18, 0.60, 0.57, 0.96], [0.41, 0.24, 0.99, 0.58],
+                [0.14, 0.30, 0.97, 0.66], [0.51, 0.13, 0.19, 0.85])
+
+A = m.clone
+
+x_exp = GSL::Vector[-4.05205022957397, -12.6056113959069, 1.66091162670884, 8.69376692879523]
+B = GSL::Vector[1, 2, 3, 4]
+
+qr, tau = m.QR_decomp
+test2(m == A, "#{m.class}#QR_decomp: matrix not destroyed")
+x = m.QR_solve(B)
+test2(x == x_exp, "#{m.class}#QR_solve(b)")
+x = QR::solve(m, B)
+test2(x == x_exp, "GSL::Linalg::QR::solve(b)")
+tau = m.QR_decomp!
+test2(m != A, "#{m.class}#QR_decomp: matrix destroyed")
+x = m.QR_solve(tau, B)
+test2(x == x_exp, "#{m.class}#QR_solve(tau, b)")
+x = qr.solve(tau, B)
+test2(x == x_exp, "#{qr.class}#solve(tau, b)")
+
+begin
+  x = m.QR_solve(B)
+rescue
+  puts("PASS: #{m.class}#QR_solve; tau vector must be given if m is decomped")
+end
+begin
+  x = m.solve(B)
+rescue
+  puts("PASS: #{m.class}#solve; tau vector must be given if m is decomped")
+end
+x = m.solve(tau, B)
+test2(x == x_exp, "#{m.class}#solve(tau, b)")
+
+m = A.clone
+bb = B.clone
+m.QR_svx(bb)
+test2(bb == x_exp, "#{m.class}#QR_svx(b)")
+
+tau = QR::decomp!(m)
+bb = B.clone
+m.QR_svx(tau, bb)
+test2(bb == x_exp, "#{m.class}#QR_svx(tau, b)")
+begin
+  x = m.QR_svx(bb)
+rescue
+  puts("PASS: #{m.class}#QR_solve; tau vector must be given if m is decomped")
+end
+
+m = A.clone
+qr, tau = m.QR_decomp
+test2(m == A, "#{m.class}#QR_decomp: matrix not destroyed")
+x, r = m.QR_lssolve(B)
+test2(x == x_exp, "#{m.class}#QR_lssolve(b)")
+
+r = m.QR_lssolve(B, x)
+test2(x == x_exp, "#{qr.class}#QR_lssolve(b, x)")
+m.QR_lssolve(B, x, r)
+test2(x == x_exp, "#{qr.class}#QR_lssolve(b, x, r)")
+x, r = qr.QR_lssolve(tau, B)
+test2(x == x_exp, "#{qr.class}#QR_lssolve(tau, b)")
+r = qr.QR_lssolve(tau, B, x)
+test2(x == x_exp, "#{qr.class}#QR_lssolve(tau, b, x)")
+qr.QR_lssolve(tau, B, x, r)
+test2(x == x_exp, "#{qr.class}#QR_lssolve(tau, b, x, r)")
+begin
+  x, r = qr.QR_lssolve(bb)
+rescue
+  puts("PASS: #{qr.class}#QR_solve; tau vector must be given if m is decomped")
+end
+

data/tests/linalg/SV.rb

@@ -0,0 +1,24 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+include GSL::Test
+include Linalg
+
+A = GSL::Matrix.alloc([1, 2, 3, 4], 2, 2)
+I = GSL::Matrix.identity(2)
+Ainv = A.inv
+
+u, v, s = A.SV_decomp
+sm = s.to_m_diagonal
+sinv = s.collect { |elm| 1.0/elm }.to_m_diagonal
+a = u*sm*v.trans
+ainv = v*sinv*u.trans
+test2(a == A, "#{A.class}#SV_decomp")
+test2(ainv == Ainv, "#{A.class}#SV_decomp")
+
+test2((u.trans*u) == I, "#{A.class}#SV_decomp")
+test2((v.trans*v) == I, "#{A.class}#SV_decomp")
+test2(A*v == u*sm, "#{A.class}#SV_decomp")
+test2(A.trans*u == v*sm, "#{A.class}#SV_decomp")
+
+

data/tests/linalg/TDN.rb

@@ -0,0 +1,116 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+require("./linalg.rb")
+include GSL::Test
+
+def test_TDN_solve_dim(dim, d, a, b, actual, eps)
+  s = 0
+  
+  abovediag = GSL::Vector.alloc(dim-1)
+  belowdiag = GSL::Vector.alloc(dim-1)	
+  
+  diag = GSL::Vector.alloc(dim)
+  diag.set_all(d)
+  rhs = GSL::Vector.indgen(dim) + 1
+  
+  abovediag.set_all(a)
+  belowdiag.set_all(b)
+  
+  x = GSL::Linalg::solve_tridiag(diag, abovediag, belowdiag, rhs)
+  p x
+  p actual
+  for i in 0...dim do
+    si = x[i]
+    ai = actual[i]
+    foo = check(si, ai, eps);
+    if foo > 0
+      printf("%3lu[%lu]: %22.18g   %22.18g\n", dim, i, x[i], actual[i]);
+      s += foo;
+    end
+  end
+  return s
+end
+
+def test_TDN_solve()
+  s = 0
+  
+  actual = GSL::Vector.alloc(5)
+  actual[0] =  -7.0/3.0;
+  actual[1] =  5.0/3.0;
+  actual[2] =  4.0/3.0;
+  f = test_TDN_solve_dim(3, 1.0, 2.0, 1.0, actual, 2.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDN dim=2 A");
+  s += f;
+
+  actual[0] =  0.75;
+  actual[1] =  0.75;
+  actual[2] =  2.625;
+  f = test_TDN_solve_dim(3, 1.0, 1.0/3.0, 1.0/2.0, actual, 2.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDN dim=2 B");
+  s += f;
+
+  actual[0] =  99.0/140.0;
+  actual[1] =  41.0/35.0;
+  actual[2] =  19.0/10.0;
+  actual[3] =  72.0/35.0;
+  actual[4] =  139.0/35.0;
+  f = test_TDN_solve_dim(5, 1.0, 1.0/4.0, 1.0/2.0, actual, 35.0/8.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDN dim=5");
+  s += f;
+
+  return s;
+end
+
+def test_TDN_cyc_solve_dim(dim, d, a, b, actual, eps)
+  s = 0
+  
+  abovediag = GSL::Vector.alloc(dim)
+  belowdiag = GSL::Vector.alloc(dim)
+  diag = GSL::Vector.alloc(dim)
+  rhs = GSL::Vector.indgen(dim) + 1
+  
+  abovediag.set_all(a)
+  belowdiag.set_all(b)
+  diag.set_all(d)
+  
+  x = GSL::Linalg::solve_cyc_tridiag(diag, abovediag, belowdiag, rhs);
+  p x
+  p actual
+  for i in 0...dim do
+    si = x[i]
+    ai = actual[i]
+    foo = check(si, ai, eps);
+    if foo > 0
+      printf("%3lu[%lu]: %22.18g   %22.18g\n", dim, i, x[i], actual[i]);
+    end
+    s += foo;
+  end
+  return s
+end
+
+def test_TDN_cyc_solve()
+  s = 0
+  actual = GSL::Vector.alloc(5)
+  actual[0] =  3.0/2.0;
+  actual[1] = -1.0/2.0;
+  actual[2] =  1.0/2.0;
+  f = test_TDN_cyc_solve_dim(3, 1.0, 2.0, 1.0, actual, 32.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDN_cyc dim=2 A");
+  s += f;
+  
+  actual[0] = -5.0/22.0;
+  qactual[1] = -3.0/22.0;
+  actual[2] =  29.0/22.0;
+  actual[3] = -9.0/22.0;
+  actual[4] =  43.0/22.0;
+  f = test_TDN_cyc_solve_dim(5, 3.0, 2.0, 1.0, actual, 66.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDN_cyc dim=5");
+  s += f;
+  
+  return s;
+end
+
+test_TDN_solve()
+test_TDN_cyc_solve()
+

data/tests/linalg/TDS.rb

@@ -0,0 +1,122 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+require("./linalg.rb")
+include GSL::Test
+
+def test_TDS_solve_dim(dim, d, od, actual, eps)
+  s = 0
+  
+  diag = GSL::Vector.alloc(dim)
+  diag.set_all(d)
+  rhs = GSL::Vector.indgen(dim) + 1
+  offdiag = GSL::Vector.alloc(dim-1)
+  offdiag.set_all(od)
+  
+  x = GSL::Linalg::solve_symm_tridiag(diag, offdiag, rhs)
+  p x 
+  p actual
+  for i in 0...dim do
+    si = x[i]
+    ai = actual[i]
+    foo = check(si, ai, eps);
+    if foo > 0
+      printf("%3lu[%lu]: %22.18g   %22.18g\n", dim, i,s[i], actual[i]);
+    end
+    s += foo;
+  end
+  return s
+end
+
+def test_TDS_solve()
+  s = 0
+  
+  actual =  GSL::Vector[0.0, 2.0]
+  f = test_TDS_solve_dim(2, 1.0, 0.5, actual, 8.0 * GSL::DBL_EPSILON)
+  GSL::test(f, "  solve_TDS dim=2 A");
+  s += f;
+
+  actual =  GSL::Vector[3.0/8.0, 15.0/8.0]
+  f = test_TDS_solve_dim(2, 1.0, 1.0/3.0, actual, 8.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS dim=2 B");
+  s += f
+
+  actual =  GSL::Vector[5.0/8.0, 9.0/8.0, 2.0, 15.0/8.0, 35.0/8.0]
+  f = test_TDS_solve_dim(5, 1.0, 1.0/3.0, actual, 8.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS dim=5");
+end
+
+def test_TDS_cyc_solve_one(dim, d, od, r, actual, eps)
+  s = 0
+  
+  diag = d.duplicate()
+  offdiag = od.duplicate()
+  rhs = r.duplicate()
+  
+  x = GSL::Linalg::solve_symm_cyc_tridiag(diag, offdiag, rhs)
+  p x
+  p actual
+  for i in 0...dim do
+    si = x[i]
+    ai = actual[i]
+    foo = check(si, ai, eps);
+    if foo > 0
+      printf("%3lu[%lu]: %22.18g   %22.18g\n", dim, i, si, actual[i]);
+    end
+    s += foo;
+  end
+  return s;
+end
+
+def test_TDS_cyc_solve()
+  s = 0
+=begin
+	dim = 1
+	diag = GSL::Vector.alloc(1)
+	diag[0] = 2
+	offdiag = GSL::Vector.alloc(1)
+	offdiag[0] = 3
+	rhs = GSL::Vector.alloc(1)
+	rhs[0] = 7
+	actual = GSL::Vector.alloc(1)
+	actual[0] = 3.5
+    
+  f = test_TDS_cyc_solve_one(dim, diag, offdiag, rhs, actual, 28.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS_cyc dim=%lu A", dim);
+  s += f;
+
+	dim = 2
+	diag = GSL::Vector[1, 2]
+	offdiag = GSL::Vector[3, 4]
+	rhs = GSL::Vector[7, -7]
+	actual = GSL::Vector[-5, 4]
+
+  f = test_TDS_cyc_solve_one(dim, diag, offdiag, rhs, actual, 28.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS_cyc dim=%lu A", dim);
+  s += f;
+=end
+  dim = 3
+  diag = GSL::Vector[1, 1, 1]
+  offdiag = GSL::Vector[3, 3, 3]
+  rhs = GSL::Vector[7, -7, 7]
+  actual = GSL::Vector[-2, 5, -2]
+  
+  f = test_TDS_cyc_solve_one(dim, diag, offdiag, rhs, actual, 28.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS_cyc dim=#{dim} A");
+  s += f;
+  
+  dim = 5
+  diag = GSL::Vector[4, 2, 1, 2, 4]
+  offdiag = GSL::Vector[1, 1, 1, 1, 1]
+  rhs = GSL::Vector[30, -24, 3, 21, -30]
+  actual = GSL::Vector[ 12, 3, -42, 42, -21 ]
+  
+  f = test_TDS_cyc_solve_one(dim, diag, offdiag, rhs, actual, 35.0 * GSL::DBL_EPSILON);
+  GSL::test(f, "  solve_TDS_cyc dim=#{dim} B");
+  s += f;
+  return s
+end
+
+test_TDS_solve()
+test_TDS_cyc_solve()
+