rb-gsl 1.15.3.1

data/tests/multifit/test_filip.rb

@@ -0,0 +1,155 @@
+#!/usr/bin/env ruby
+#require("gsl")
+#require("../gsl_test2.rb")
+require("./test_multifit.rb")
+include GSL::Test
+include Math
+
+Filip_n = 82
+Filip_p = 11
+
+Filip_x = GSL::Vector.alloc(-6.860120914, -4.324130045, -4.358625055,
+-4.358426747, -6.955852379, -6.661145254, -6.355462942, -6.118102026,
+-7.115148017, -6.815308569, -6.519993057, -6.204119983, -5.853871964,
+-6.109523091, -5.79832982, -5.482672118, -5.171791386, -4.851705903,
+-4.517126416, -4.143573228, -3.709075441, -3.499489089, -6.300769497,
+-5.953504836, -5.642065153, -5.031376979, -4.680685696, -4.329846955,
+-3.928486195, -8.56735134, -8.363211311, -8.107682739, -7.823908741,
+-7.522878745, -7.218819279, -6.920818754, -6.628932138, -6.323946875,
+-5.991399828, -8.781464495, -8.663140179, -8.473531488, -8.247337057,
+-7.971428747, -7.676129393, -7.352812702, -7.072065318, -6.774174009,
+-6.478861916, -6.159517513, -6.835647144, -6.53165267, -6.224098421,
+-5.910094889, -5.598599459, -5.290645224, -4.974284616, -4.64454848,
+-4.290560426, -3.885055584, -3.408378962, -3.13200249, -8.726767166,
+-8.66695597, -8.511026475, -8.165388579, -7.886056648, -7.588043762,
+-7.283412422, -6.995678626, -6.691862621, -6.392544977, -6.067374056,
+-6.684029655, -6.378719832, -6.065855188, -5.752272167, -5.132414673,
+-4.811352704, -4.098269308, -3.66174277, -3.2644011)
+
+Filip_y = GSL::Vector.alloc(0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377,
+0.8667, 0.8809, 0.7975, 0.8162, 0.8515, 0.8766, 0.8885, 0.8859,
+0.8959, 0.8913, 0.8959, 0.8971, 0.9021, 0.909, 0.9139, 0.9199, 0.8692,
+0.8872, 0.89, 0.891, 0.8977, 0.9035, 0.9078, 0.7675, 0.7705, 0.7713,
+0.7736, 0.7775, 0.7841, 0.7971, 0.8329, 0.8641, 0.8804, 0.7668,
+0.7633, 0.7678, 0.7697, 0.77, 0.7749, 0.7796, 0.7897, 0.8131, 0.8498,
+0.8741, 0.8061, 0.846, 0.8751, 0.8856, 0.8919, 0.8934, 0.894, 0.8957,
+0.9047, 0.9129, 0.9209, 0.9219, 0.7739, 0.7681, 0.7665, 0.7703,
+0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602, 0.8809, 0.8301,
+0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119, 0.9228)
+
+def test_filip()
+  work = GSL::MultiFit::Workspace.alloc(Filip_n, Filip_p)
+  expected_c = GSL::Vector.alloc(-1467.48961422980,      
+                              -2772.17959193342,      
+                              -2316.37108160893,      
+                              -1127.97394098372,      
+                              -354.478233703349,      
+                              -75.1242017393757,      
+                              -10.8753180355343,      
+                              -1.06221498588947,      
+                              -0.670191154593408E-01, 
+                              -0.246781078275479E-02, 
+                              -0.402962525080404E-04)
+
+  expected_sd = GSL::Vector.alloc(298.084530995537,     
+                           559.779865474950,     
+                           466.477572127796,     
+                           227.204274477751,     
+                           71.6478660875927,     
+                           15.2897178747400,     
+                           2.23691159816033,     
+                           0.221624321934227,    
+                           0.142363763154724E-01,
+                           0.535617408889821E-03,
+                           0.896632837373868E-05)
+  expected_chisq = 0.795851382172941E-03
+
+  xx = GSL::Matrix.alloc(Filip_n, Filip_p)
+  for i in 0...Filip_n
+    for j in 0...Filip_p
+      xx.set(i, j, pow(Filip_x[i], j))
+    end
+  end
+  c, cov, chisq, status = GSL::MultiFit.linear(xx, Filip_y, work)
+  
+  test_rel(c[0], expected_c[0], 1e-7, "filip gsl_fit_multilinear c0")
+  test_rel(c[1], expected_c[1], 1e-7, "filip gsl_fit_multilinear c1")
+  test_rel(c[2], expected_c[2], 1e-7, "filip gsl_fit_multilinear c2")
+  test_rel(c[3], expected_c[3], 1e-7, "filip gsl_fit_multilinear c3")
+  test_rel(c[4], expected_c[4], 1e-7, "filip gsl_fit_multilinear c4")
+  test_rel(c[5], expected_c[5], 1e-7, "filip gsl_fit_multilinear c5")
+  test_rel(c[6], expected_c[6], 1e-7, "filip gsl_fit_multilinear c6")
+  test_rel(c[7], expected_c[7], 1e-7, "filip gsl_fit_multilinear c7")
+  test_rel(c[8], expected_c[8], 1e-7, "filip gsl_fit_multilinear c8")
+  test_rel(c[9], expected_c[9], 1e-7, "filip gsl_fit_multilinear c9")
+  test_rel(c[10], expected_c[10], 1e-7, "filip gsl_fit_multilinear c10")
+
+  diag = cov.diagonal
+
+ test_rel(diag[0], pow(expected_sd[0],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov00") ;
+    test_rel(diag[1], pow(expected_sd[1],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov11") ;
+    test_rel(diag[2], pow(expected_sd[2],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov22") ;
+    test_rel(diag[3], pow(expected_sd[3],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov33") ;
+    test_rel(diag[4], pow(expected_sd[4],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov44") ;
+    test_rel(diag[5], pow(expected_sd[5],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov55") ;
+    test_rel(diag[6], pow(expected_sd[6],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov66") ;
+    test_rel(diag[7], pow(expected_sd[7],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov77") ;
+    test_rel(diag[8], pow(expected_sd[8],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov88") ;
+    test_rel(diag[9], pow(expected_sd[9],2.0), 1e-6,
+ "filip gsl_fit_multilinear cov99") ;
+    test_rel(diag[10], pow(expected_sd[10],2.0), 1e-6, "filip gsl_fit_multilinear cov1010") ;
+
+ test_rel(chisq, expected_chisq, 1e-7, "filip gsl_fit_multilinear chisq")
+
+ expected_c = GSL::Vector.alloc( -1467.48961422980,      
+                              -2772.17959193342,      
+                              -2316.37108160893,      
+                              -1127.97394098372,      
+                              -354.478233703349,      
+                              -75.1242017393757,      
+                              -10.8753180355343,      
+                              -1.06221498588947,      
+                              -0.670191154593408E-01, 
+                              -0.246781078275479E-02, 
+                              -0.402962525080404E-04)
+  expected_cov = GSL::Matrix.alloc([  7.9269341767252183262588583867942e9,  1.4880416622254098343441063389706e10, 1.2385811858111487905481427591107e10, 6.0210784406215266653697715794241e9, 1.8936652526181982747116667336389e9, 4.0274900618493109653998118587093e8, 5.8685468011819735806180092394606e7, 5.7873451475721689084330083708901e6,  3.6982719848703747920663262917032e5,  1.3834818802741350637527054170891e4,   2.301758578713219280719633494302e2  ],
+      [ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10, 2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10, 3.5657281653312473123348357644683e9, 7.5893300392314445528176646366087e8, 1.1066654886143524811964131660002e8, 1.0921285448484575110763947787775e7,  6.9838139975394769253353547606971e5,  2.6143091775349597218939272614126e4,  4.3523386330348588614289505633539e2  ],
+      [ 1.2385811858111487890788272968677e10, 2.3286604504243362677757802422747e10, 1.9412787917766676553608636489674e10, 9.4516246492862131849077729250098e9, 2.9771226694709917550143152097252e9, 6.3413035086730038062129508949859e8, 9.2536164488309401636559552742339e7, 9.1386304643423333815338760248027e6,  5.8479478338916429826337004060941e5,  2.1905933113294737443808429764554e4,  3.6493161325305557266196635180155e2  ], [ 6.0210784406215266545770691532365e9,  1.1328950067962729823273441573365e10, 9.4516246492862131792040001429636e9,  4.6053152992000107509329772255094e9, 1.4517147860312147098138030287038e9, 3.0944988323328589376402579060072e8, 4.5190223822292688669369522708712e7, 4.4660958693678497534529855690752e6,  2.8599340736122198213681258676423e5,  1.0720394998549386596165641244705e4,  1.7870937745661967319298031044424e2  ],      [ 1.8936652526181982701620450132636e9,  3.5657281653312473058825073094524e9,  2.9771226694709917514149924058297e9,  1.451714786031214708936087401632e9,  4.5796563896564815123074920050827e8, 9.7693972414561515534525103622773e7, 1.427717861635658545863942948444e7,  1.4120161287735817621354292900338e6,  9.0484361228623960006818614875557e4,   3.394106783764852373199087455398e3,  5.6617406468519495376287407526295e1  ],    [ 4.0274900618493109532650887473599e8,   7.589330039231444534478894935778e8,  6.3413035086730037947153564986653e8,   3.09449883233285893390542947998e8,  9.7693972414561515475770399055121e7, 2.0855726248311948992114244257719e7, 3.0501263034740400533872858749566e6, 3.0187475839310308153394428784224e5,  1.9358204633534233524477930175632e4,  7.2662989867560017077361942813911e2,  1.2129002231061036467607394277965e1  ],
+  [  5.868546801181973559370854830868e7,  1.1066654886143524778548044386795e8,  9.2536164488309401413296494869777e7,  4.5190223822292688587853853162072e7, 1.4277178616356585441556046753562e7, 3.050126303474040051574715592746e6,  4.4639982579046340884744460329946e5, 4.4212093985989836047285007760238e4,  2.8371395028774486687625333589972e3,  1.0656694507620102300567296504381e2,  1.7799982046359973175080475654123e0  ],      [ 5.7873451475721688839974153925406e6,  1.0921285448484575071271480643397e7,  9.1386304643423333540728480344578e6,  4.4660958693678497427674903565664e6, 1.4120161287735817596182229182587e6, 3.0187475839310308117812257613082e5, 4.4212093985989836021482392757677e4, 4.3818874017028389517560906916315e3,   2.813828775753142855163154605027e2,  1.0576188138416671883232607188969e1,  1.7676976288918295012452853715408e-1 ],
+      [ 3.6982719848703747742568351456818e5,  6.9838139975394768959780068745979e5,  5.8479478338916429616547638954781e5,  2.8599340736122198128717796825489e5, 9.0484361228623959793493985226792e4, 1.9358204633534233490579641064343e4, 2.8371395028774486654873647731797e3, 2.8138287757531428535592907878017e2,  1.8081118503579798222896804627964e1,  6.8005074291434681866415478598732e-1, 1.1373581557749643543869665860719e-2 ],
+     [ 1.3834818802741350562839757244708e4,   2.614309177534959709397445440919e4,  2.1905933113294737352721470167247e4,  1.0720394998549386558251721913182e4, 3.3941067837648523632905604575131e3, 7.2662989867560016909534954790835e2, 1.0656694507620102282337905013451e2, 1.0576188138416671871337685672492e1,  6.8005074291434681828743281967838e-1, 2.5593857187900736057022477529078e-2, 4.2831487599116264442963102045936e-4 ],
+      [ 2.3017585787132192669801658674163e2,  4.3523386330348588381716460685124e2,  3.6493161325305557094116270974735e2,  1.7870937745661967246233792737255e2, 5.6617406468519495180024059284629e1, 1.2129002231061036433003571679329e1, 1.7799982046359973135014027410646e0, 1.7676976288918294983059118597214e-1, 1.137358155774964353146460100337e-2,  4.283148759911626442000316269063e-4,  7.172253875245080423800933453952e-6  ])
+
+  expected_chisq = 0.795851382172941E-03;
+
+  for i in 0...Filip_n
+    for j in 0...Filip_p
+      xx.set(i, j, pow(Filip_x[i], j))
+    end
+  end
+
+  w = GSL::Vector.alloc(Filip_n)
+  w.set_all(1.0)
+
+  c, cov, chisq, status = GSL::MultiFit.wlinear(xx, w, Filip_y, work)
+  for i in 0...Filip_p
+    test_rel(c[i], expected_c[i], 1e-7, "filip gsl_fit_multilinear c#{i}") 
+  end
+  for i in 0...Filip_p
+    for j in 0...Filip_p
+      test_rel(cov[i,j], expected_cov[i,j], 1e-6,
+                "filip gsl_fit_wmultilinear cov(#{i},#{j})")
+    end
+  end
+end
+
+test_filip()

data/tests/multifit/test_gauss.rb

@@ -0,0 +1,97 @@
+#!/usr/bin/env ruby
+# vim: set ts=8 sw=2 sts=2:
+#require("gsl")
+#require("../gsl_test2.rb")
+require("./test_multifit.rb")
+include GSL::Test
+include Math
+
+Maxiter = 10
+N = 1000
+
+# model: a*exp(-(x-x0)**2/2/sigma**2)
+gauss_p = 3
+gauss_f = Proc.new { |x, t, y, s, f|
+  # x: parameters as a Vecor
+  # t: observed points as a GSL::Vector
+  # y: observed data as a GSL::Vector
+  # s: errorbar
+  # f: result
+  a = x[0]
+  x0 = x[1]
+  sigma2 = x[2]**2
+  y.size.times do |i|
+    f.set(i, (a*Math::exp(-(t[i] - x0)**2/2/sigma2) - y[i])/s[i])
+  end
+  GSL::SUCCESS
+}
+
+gauss_df = Proc.new { |x, t, y, s, df|
+  a = x[0]
+  x0 = x[1]
+  sigma = x[2]
+  sigma2 = sigma**2
+  y.size.times do |i|
+    dx = t[i] - x0
+    dx2 = dx**2
+    f = a*Math::exp(-dx2/2/sigma2)
+    df.set(i, 0, f/a/s[i])
+    df.set(i, 1, f*dx/sigma2/s[i])
+    df.set(i, 2, f*dx2/sigma2/sigma/s[i])
+  end
+  GSL::SUCCESS
+}
+
+# goal
+xgoal = GSL::Vector.alloc([1, 0, 1])
+parname = %w( a x0 si )
+
+# data
+t = GSL::Vector.alloc(N) # positions of data
+tmin = -10.0
+tmax = 10.0
+t.size.times do |i|
+  t[i] = tmin + (tmax - tmin)*i/(N-1)
+end
+stdev = xgoal[0]*0.1 
+s = GSL::Vector.alloc(Array.new(t.size, stdev))  # error bar of each datum
+r = Rng.alloc
+e = GSL::Vector.alloc(t.size)
+t.size.times do |i|
+  e[i] = -r.gaussian(stdev)	# perturbation to data
+end
+y = GSL::Vector.alloc(t.size)
+n = GSL::Vector.alloc(Array.new(t.size, 1.0))
+gauss_f.call(xgoal, t, e, n, y)  # data: y = model - e
+
+# fitting
+x = GSL::Vector.alloc([0.5, 0.1, 2]) # initial guess
+fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, gauss_p)
+fdf.set_data(t, y, s)
+
+solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, gauss_p)
+solver.set(fdf, x)
+
+solver.print_state(0)
+Maxiter.times do |i|
+  solver.iterate
+  status = solver.test_delta(1e-6, 1e-6)
+  solver.print_state(i+1)
+  break unless GSL::CONTINUE == status
+end
+
+# results
+covar = solver.covar(0.0)
+xresult = solver.position
+dof = t.size - gauss_p
+chi2 = pow_2(solver.f.dnrm2)
+xsigma = GSL::Vector.alloc(xresult.size)
+xresult.size.times do |i|
+  xsigma[i] = Math::sqrt(chi2/dof*covar[i,i]) * 2.0 
+  # resulting parameters to differ two times than standard error
+end
+puts("a*exp(-(x-x0)**2/2/si**2), chi2/N:%.3g" % (chi2/t.size))
+xresult.size.times do |i|
+  test_rel(xresult[i], xgoal[i], xsigma[i], "%-2.2s" % parname[i])
+  exit 1 if (xresult[i] - xgoal[i]).abs > xsigma[i]
+end

data/tests/multifit/test_longley.rb

@@ -0,0 +1,110 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+include GSL::Test
+include Math
+
+Longley_n = 16;
+Longley_p = 7;
+
+
+Longley_x = GSL::Vector.alloc(1,  83.0,   234289,   2356,     1590,    107608,  1947,
+                       1,  88.5,   259426,   2325,     1456,    108632,  1948,
+                       1,  88.2,   258054,   3682,     1616,    109773,  1949,
+                       1,  89.5,   284599,   3351,     1650,    110929,  1950,
+                       1,  96.2,   328975,   2099,     3099,    112075,  1951,
+                       1,  98.1,   346999,   1932,     3594,    113270,  1952,
+                       1,  99.0,   365385,   1870,     3547,    115094,  1953,
+                       1, 100.0,   363112,   3578,     3350,    116219,  1954,
+                       1, 101.2,   397469,   2904,     3048,    117388,  1955,
+                       1, 104.6,   419180,   2822,     2857,    118734,  1956,
+                       1, 108.4,   442769,   2936,     2798,    120445,  1957,
+                       1, 110.8,   444546,   4681,     2637,    121950,  1958,
+                       1, 112.6,   482704,   3813,     2552,    123366,  1959,
+                       1, 114.2,   502601,   3931,     2514,    125368,  1960,
+                       1, 115.7,   518173,   4806,     2572,    127852,  1961,
+                       1, 116.9,   554894,   4007,     2827,    130081,  1962)
+
+Longley_y = GSL::Vector.alloc(60323, 61122, 60171, 61187, 63221, 63639, 64989, 63761,
+                       66019, 67857, 68169, 66513, 68655, 69564, 69331, 70551)
+
+def test_longley()
+  work = GSL::MultiFit::Workspace.alloc(Longley_n, Longley_p)
+  x = GSL::Matrix.alloc(Longley_x, Longley_n, Longley_p).view
+  y = Longley_y.view
+  expected_c = GSL::Vector.alloc(-3482258.63459582,
+                          15.0618722713733,
+                          -0.358191792925910E-01,
+                          -2.02022980381683,
+                          -1.03322686717359,
+                          -0.511041056535807E-01,
+                          1829.15146461355)
+  expected_sd = GSL::Vector.alloc(890420.383607373,      
+                           84.9149257747669,      
+                           0.334910077722432E-01, 
+                           0.488399681651699,     
+                           0.214274163161675,     
+                           0.226073200069370,     
+                           455.478499142212)
+  expected_chisq = 836424.055505915
+
+  c, cov, chisq, status = GSL::MultiFit.linear(x, y, work)
+  for i in 0...7
+    test_rel(c[i], expected_c[i], 1e-10, "longley gsl_fit_multilinear c#{i}") 
+  end
+  diag = cov.diagonal
+  test_rel(diag[0], pow(expected_sd[0],2.0), 1e-10, "longley gsl_fit_multilinear cov00") ;
+  test_rel(diag[1], pow(expected_sd[1],2.0), 1e-10, "longley gsl_fit_multilinear cov11") ;
+  test_rel(diag[2], pow(expected_sd[2],2.0), 1e-10, "longley gsl_fit_multilinear cov22") ;
+  test_rel(diag[3], pow(expected_sd[3],2.0), 1e-10, "longley gsl_fit_multilinear cov33") ;
+  test_rel(diag[4], pow(expected_sd[4],2.0), 1e-10, "longley gsl_fit_multilinear cov44") ;
+  test_rel(diag[5], pow(expected_sd[5],2.0), 1e-10, "longley gsl_fit_multilinear cov55") ;
+  test_rel(diag[6], pow(expected_sd[6],2.0), 1e-10, "longley gsl_fit_multilinear cov66") ;
+  test_rel(chisq, expected_chisq, 1e-10, "longley gsl_fit_multilinear chisq")
+
+###################
+  expected_cov = GSL::Matrix.alloc([8531122.56783558,
+                             -166.727799925578, 0.261873708176346, 3.91188317230983,
+                             1.1285582054705, -0.889550869422687, -4362.58709870581],
+                            
+                            [-166.727799925578, 0.0775861253030891, -1.98725210399982e-05,
+                             -0.000247667096727256, -6.82911920718824e-05, 0.000136160797527761,
+                             0.0775255245956248],
+                            
+                            [0.261873708176346, -1.98725210399982e-05, 1.20690316701888e-08,
+                             1.66429546772984e-07, 3.61843600487847e-08, -6.78805814483582e-08,
+                             -0.00013158719037715],
+                            
+                            [3.91188317230983, -0.000247667096727256, 1.66429546772984e-07,
+                             2.56665052544717e-06, 6.96541409215597e-07, -9.00858307771567e-07,
+                             -0.00197260370663974],
+                            
+                            [1.1285582054705, -6.82911920718824e-05, 3.61843600487847e-08,
+                             6.96541409215597e-07, 4.94032602583969e-07, -9.8469143760973e-08,
+                             -0.000576921112208274],
+                            [-0.889550869422687, 0.000136160797527761, -6.78805814483582e-08,
+-9.00858307771567e-07, -9.8469143760973e-08, 5.49938542664952e-07,
+0.000430074434198215],
+
+[-4362.58709870581, 0.0775255245956248, -0.00013158719037715,
+-0.00197260370663974, -0.000576921112208274, 0.000430074434198215,
+ 2.23229587481535 ])
+
+  expected_chisq = 836424.055505915
+  w = GSL::Vector.alloc(Longley_n)
+  w.set_all(1.0)
+  c, cov, chisq, status = GSL::MultiFit.wlinear(x, w, y, work)
+  for i in 0...7
+    test_rel(c[i], expected_c[i], 1e-10, "longley gsl_fit_wmultilinear c#{i}") ;
+  end
+
+  for i in 0...Longley_p
+    for j in 0...Longley_p
+      test_rel(cov[i,j], expected_cov[i,j], 1e-7, 
+               "longley gsl_fit_wmultilinear cov(#{i},#{j})")
+    end
+  end
+  test_rel(chisq, expected_chisq, 1e-10, "longley gsl_fit_wmultilinear chisq")
+end
+
+test_longley()

data/tests/multifit/test_multifit.rb

@@ -0,0 +1,52 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("../gsl_test2.rb")
+include GSL::Test
+include Math
+
+def test_lmder(fdf, x, xx, f, cov)
+  s = GSL::MultiFit::FdfSolver.alloc("lmsder", fdf.n, fdf.p)
+  s.set(fdf, x)
+  iter = 0
+  begin
+    status = s.iterate
+    for i in 0...fdf.p
+      test_rel(s.x[i], xx[fdf.p*iter+i], 1e-5, "lmsder,  iter=#{iter}, x#{i}")
+    end
+    test_rel(Blas.dnrm2(s.f), f[iter], 1e-5, "lmsder, iter=#{iter}, f")
+    iter += 1
+  end while iter < 20
+  covar = s.covar(0.0)
+  for i in 0...fdf.p
+    for j in 0...fdf.p
+      test_rel(covar[i,j], cov[i*fdf.p+j], 1e-7, 
+               "gsl_multifit_covar cov(#{i},#{j})")
+    end
+  end
+end
+
+def test_fdf(name, fdf, x, x_final, f_sumsq, sigma)
+  s = GSL::MultiFit::FdfSolver.alloc("lmsder", fdf.n, fdf.p)
+  s.set(fdf, x)
+  iter = 0
+  begin
+    status = s.iterate
+#    status = GSL::MultiFit::test_delta(s.dx, s.x, 0.0, 1e-7)
+    status = s.test_delta(0.0, 1e-7)
+    iter += 1
+  end while status == GSL::CONTINUE and iter < 1000
+  covar = s.covar(0.0)
+  for i in 0...fdf.p
+    test_rel(s.x[i], x_final[i], 1e-5, "#{name}, lmsder, x#{i}")
+  end
+  s2 = pow(Blas.dnrm2(s.f), 2.0)
+  test_rel(s2, f_sumsq, 1e-5, "#{name}, lmsder, |f|^2")
+  for i in 0...fdf.p
+    ei = sqrt(s2/(fdf.n-fdf.p))*sqrt(covar[i,i]);
+    test_rel(ei, sigma[i], 1e-4, "#{name}, sigma(#{i})")
+  end
+end
+
+GSL::IEEE::env_setup()
+  
+

data/tests/multimin.rb

@@ -0,0 +1,139 @@
+#!/usr/bin/env ruby
+# Ruby/GSL implementation of GSL "multimin/test.c"
+require("gsl")
+require("./gsl_test2.rb")
+include GSL::Test
+include Math
+
+def test_fdf(desc, f, initpt, type)
+  x = eval("#{initpt}")
+  step_size = 0.1*Blas.dnrm2(x)
+  s = GSL::MultiMin::FdfMinimizer.alloc(type, f.n)
+  s.set(f, x, step_size, 0.1)
+  iter = 0
+  begin
+    iter += 1
+    status = s.iterate
+    status = GSL::MultiMin.test_gradient(s.gradient, 1e-3)
+  end while iter < 5000 and status == GSL::CONTINUE
+  status |= s.f.abs > 1e-5 ? 1 : 0
+  GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.f}")
+end
+
+def test_f(desc, f, initpt)
+  x = eval("#{initpt}")
+  step_size = GSL::Vector.alloc(f.n)
+  for i in 0...f.n
+    step_size[i] = 1
+  end
+  s = GSL::MultiMin::FMinimizer.alloc("nmsimplex", f.n)
+  s.set(f, x, step_size)
+  iter = 0
+  begin
+    status = s.iterate
+    status = GSL::MultiMin.test_size(s.size, 1e-3)
+  end while iter < 5000 and status == GSL::CONTINUE
+
+  status |= s.fval.abs > 1e-5 ? 1 : 0
+  GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.fval}")
+
+  s = GSL::MultiMin::FMinimizer.alloc("nmsimplex2rand", f.n)
+  s.set(f, x, step_size)
+  iter = 0
+  begin
+    status = s.iterate
+    status = GSL::MultiMin.test_size(s.size, 1e-3)
+  end while iter < 5000 and status == GSL::CONTINUE
+
+  status |= s.fval.abs > 1e-5 ? 1 : 0
+  GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.fval}")
+end
+
+def roth_initpt
+  return GSL::Vector.alloc(4.5, 3.5)
+end
+
+def wood_initpt
+  return GSL::Vector.alloc(-3.0, -1.0, -3.0, -1.0)
+end
+
+def rosenbrock_initpt
+  return GSL::Vector.alloc(-1.2, 1.0)
+end
+
+Roth_f = Proc.new { |x|
+  u = x[0]
+  v = x[1]
+  a = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
+  b = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
+  a * a + b * b;
+}
+
+Roth_df = Proc.new { |x, df|
+  u = x[0]
+  v = x[1]
+  a = -13.0 + u + ((5.0 - v)*v - 2.0)*v
+  b = -29.0 + u + ((v + 1.0)*v - 14.0)*v
+  c = -2 + v * (10 - 3 * v)
+  d = -14 + v * (2 + 3 * v)
+  df[0] = 2 * a + 2 * b
+  df[1] = 2 * a * c + 2 * b * d
+}
+
+Wood_f = Proc.new { |x|
+  u1 = x[0]; u2 = x[1]; u3 = x[2]; u4 = x[3]
+  t1 = u1*u1 - u2
+  t2 = u3*u3 - u4
+  100 * t1 * t1 + (1 - u1) * (1 - u1) + 90 * t2 * t2 + (1 - u3) * (1 - u3) + 10.1 * ( (1 - u2) * (1 - u2) + (1 - u4) * (1 - u4) ) + 19.8 * (1 - u2) * (1 - u4)
+}
+
+Wood_df = Proc.new { |x, df|
+  u1 = x[0]; u2 = x[1]; u3 = x[2]; u4 = x[3]
+  t1 = u1*u1 - u2
+  t2 = u3*u3 - u4
+  df[0] = 400 * u1 * t1 - 2 * (1 - u1)
+  df[1] = -200 * t1 - 20.2 * (1 - u2) - 19.8 * (1 - u4)
+  df[2] =  360 * u3 * t2 - 2 * (1 - u3)
+  df[3] = -180 * t2 - 20.2 * (1 - u4) - 19.8 * (1 - u2)
+}
+
+Rosenbrock_f = Proc.new { |x|
+  u = x[0]; v = x[1]
+  a = u - 1
+  b = u*u - v
+  a*a + 10.0*b*b
+}
+
+Rosenbrock_df = Proc.new { |x, df|
+  u = x[0]; v = x[1]
+  a = u - 1
+  b = u*u - v
+  df[0] = 2 * (u - 1) + 40 * u * b
+  df[1] = -20 * b
+}
+
+if GSL::GSL_VERSION >= "1.8.90"
+  fdfminimizers = ["steepest_descent", "conjugate_pr", "conjugate_fr",
+                   "vector_bfgs", "vector_bfgs2"]
+else
+  fdfminimizers = ["steepest_descent", "conjugate_pr", "conjugate_fr",
+                   "vector_bfgs"]
+end
+
+Rothdf = GSL::MultiMin::Function_fdf.alloc(Roth_f, Roth_df, 2)
+Wooddf = GSL::MultiMin::Function_fdf.alloc(Wood_f, Wood_df, 4)
+Rosenbrockdf = GSL::MultiMin::Function_fdf.alloc(Rosenbrock_f, Rosenbrock_df, 2)
+fdfminimizers.each do |t|
+  test_fdf("Roth", Rothdf, "roth_initpt", t)
+  test_fdf("Wood", Wooddf, "wood_initpt", t)
+  test_fdf("Rosenbrock", Rosenbrockdf, "rosenbrock_initpt", t)
+end
+
+rothf = GSL::MultiMin::Function.alloc(Roth_f, 2)
+test_f("Roth", rothf, "roth_initpt")
+
+woodf = GSL::MultiMin::Function.alloc(Wood_f, 4)
+test_f("Wood", woodf, "wood_initpt")
+
+rosenbrockf = GSL::MultiMin::Function.alloc(Rosenbrock_f, 2)
+test_f("Rosenbrock", rosenbrockf, "rosenbrock_initpt")