rb-gsl 1.15.3.1

data/examples/ool/pgrad.rb

@@ -0,0 +1,100 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("ool/conmin.rb")
+
+def iteration_echo(m)
+  f = m.f
+  x = m.x
+  printf( "f( " );
+  for i in 0...3 do
+    printf( "%+6.3e, ", x[i])
+  end
+  printf( "... ) = %+6.3e\n", f )
+
+end
+
+NN = 100
+
+fun = Proc.new { |x, params|
+  n = x.size
+  f = 0
+  for i in 0...n do
+    xi = x[i] - i.to_f/10.0
+    f += (i + 1.0)*xi*xi
+  end
+  f
+}
+
+fun_df = Proc.new { |x, params, g|
+  n = x.size
+  for i in 0...n do
+    xi = x[i] - i.to_f/10.0
+    g[i] = 2.0*(i+1.0)*xi
+  end
+}
+
+fun_Hv = Proc.new { |x, params, v, hv|
+  n = x.size
+  for i in 0...n do
+    hv[i] = 2.0*(i+1.0)*v[i]
+  end
+}
+
+a = GSL::Vector.alloc(NN)
+for i in 0...NN do
+  a[i] = (i.to_f + 1.0)/10.0
+end
+f = OOL::Conmin::Function.alloc()
+f.set(NN, fun, fun_df, nil, fun_Hv, a)
+
+L = GSL::Vector.alloc(NN)
+U = GSL::Vector.alloc(NN)
+L.set_all(-3.0)
+U.set_all(3.0)
+c = OOL::Conmin::Constraint.alloc()
+c.set(NN, L, U)
+
+#m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Spg, NN)
+m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Pgrad, NN)
+#m = OOL::Conmin::Minimizer.alloc("pgrad", NN)
+#m = OOL::Conmin::Minimizer.alloc("spg", NN)
+
+#params = OOL::Conmin::Minimizer::Spg.parameters_default
+params = m.parameters_default
+p params.class
+p params
+
+x = GSL::Vector.alloc(NN)
+for i in 0...NN do
+  x[i] = 1.0 + i
+end
+m.set(f, c, x, params)
+
+ii = 0
+NMAX = 1000
+status = OOL::CONTINUE;
+
+printf( "%4d : ", ii )
+iteration_echo ( m )
+while ii < NMAX && status == OOL::CONTINUE
+  ii+=1
+  m.iterate
+  status = m.is_optimal
+
+  printf( "%4d : ", ii )
+  iteration_echo( m )
+end
+
+printf("%s method\n", m.name)
+if status == OOL::SUCCESS
+  printf("\nConvergence in %i iterations\n\n", ii);
+else
+  printf("Stopped with %i iterations\n", ii);
+end
+printf("variables................: %6d\n", NN)
+printf("function evaluations.....: %6d\n", m.fcount)
+printf("gradient evaluations.....: %6d\n", m.gcount)
+printf("function value...........: %.6e\n", m.minimum)
+printf("projected gradient norm..: %.6e\n", m.size)
+
+

data/examples/ool/spg.rb

@@ -0,0 +1,100 @@
+#!/usr/bin/env ruby
+require("gsl")
+require("ool/conmin.rb")
+
+def iteration_echo(m)
+  f = m.f
+  x = m.x
+  printf( "f( " );
+  for i in 0...3 do
+    printf( "%+6.3e, ", x[i])
+  end
+  printf( "... ) = %+6.3e\n", f )
+
+end
+
+NN = 100
+
+fun = Proc.new { |x, params|
+  n = x.size
+  f = 0
+  for i in 0...n do
+    xi = x[i] - i.to_f/10.0
+    f += (i + 1.0)*xi*xi
+  end
+  f
+}
+
+fun_df = Proc.new { |x, params, g|
+  n = x.size
+  for i in 0...n do
+    xi = x[i] - i.to_f/10.0
+    g[i] = 2.0*(i+1.0)*xi
+  end
+}
+
+fun_Hv = Proc.new { |x, params, v, hv|
+  n = x.size
+  for i in 0...n do
+    hv[i] = 2.0*(i+1.0)*v[i]
+  end
+}
+
+a = GSL::Vector.alloc(NN)
+for i in 0...NN do
+  a[i] = (i.to_f + 1.0)/10.0
+end
+f = OOL::Conmin::Function.alloc()
+f.set(NN, fun, fun_df, nil, fun_Hv, a)
+
+L = GSL::Vector.alloc(NN)
+U = GSL::Vector.alloc(NN)
+L.set_all(-3.0)
+U.set_all(3.0)
+c = OOL::Conmin::Constraint.alloc()
+c.set(NN, L, U)
+
+m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Spg, NN)
+#m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Pgrad, NN)
+#m = OOL::Conmin::Minimizer.alloc("pgrad", NN)
+#m = OOL::Conmin::Minimizer.alloc("spg", NN)
+
+#params = OOL::Conmin::Minimizer::Spg.parameters_default
+params = m.parameters_default
+p params.class
+p params
+
+x = GSL::Vector.alloc(NN)
+for i in 0...NN do
+  x[i] = 1.0 + i
+end
+m.set(f, c, x, params)
+
+ii = 0
+NMAX = 1000
+status = OOL::CONTINUE;
+
+printf( "%4d : ", ii )
+iteration_echo ( m )
+while ii < NMAX && status == OOL::CONTINUE
+  ii+=1
+  m.iterate
+  status = m.is_optimal
+
+  printf( "%4d : ", ii )
+  iteration_echo( m )
+end
+
+printf("%s method\n", m.name)
+if status == OOL::SUCCESS
+  printf("\nConvergence in %i iterations\n\n", ii);
+else
+  printf("Stopped with %i iterations\n", ii);
+end
+printf("variables................: %6d\n", NN)
+printf("function evaluations.....: %6d\n", m.fcount)
+printf("gradient evaluations.....: %6d\n", m.gcount)
+printf("function value...........: %.6e\n", m.minimum)
+printf("projected gradient norm..: %.6e\n", m.size)
+
+

data/examples/pdf/bernoulli.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector[0..1]
+y = GSL::Ran::bernoulli_pdf(x, 0.7)
+y.graph_step(x, "-C -X x -Y 'p(x)' -y 0 1 -L 'Bernoulli distribution, p = 0.7' --toggle-rotate-y-label")

data/examples/pdf/beta.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 1, 100)
+y1 = GSL::Ran::beta_pdf(x, 2, 2)
+y2 = GSL::Ran::beta_pdf(x, 4, 1)
+y3 = GSL::Ran::beta_pdf(x, 1, 4)
+GSL::graph(x, y1, y2, y3, "-T X -g 3 -C -X x -Y 'p(x)' -L 'Beta distribution' --toggle-rotate-y-label")

data/examples/pdf/binomiral.rb

@@ -0,0 +1,10 @@
+#!/usr/bin/env ruby
+require("gsl")
+pp = 0.5
+nn = 9
+IO.popen("graph -T X -C -g 3 -x 0 10 -y 0 0.3 -L 'Binomial Distribution, p = 0.5, n = 9'", "w") do |io|
+  for i in 0..10 do
+    y = GSL::Ran::binomial_pdf(i, pp, nn)
+    io.printf("%d %e\n%d %e\n", i, y, i+1, y)
+  end
+end

data/examples/pdf/cauchy.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 5, 100)
+y1 = GSL::Ran::cauchy_pdf(x, 1)
+y2 = GSL::Ran::cauchy_pdf(x, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x -5 5 -y 0 0.4 -L 'Cauchy distribution, a = 1, 2' --toggle-rotate-y-label")

data/examples/pdf/chisq.rb

@@ -0,0 +1,8 @@
+#!/usr/bin/env ruby
+require("gsl")
+n = 50
+x = GSL::Vector.linspace(0.01, 3, n)
+y1 = GSL::Ran::chisq_pdf(x, 1)
+y2 = GSL::Ran::chisq_pdf(x, 2)
+y3 = GSL::Ran::chisq_pdf(x, 3)
+GSL::graph(x, y1, y2, y3, "-T X -g 3 -C -y 0 1 -X x -Y 'p(x)' -L 'Chi^2 distribution, dof=1,2,3' --toggle-rotate-y-label")

data/examples/pdf/exponential.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+n = 50
+x = GSL::Vector.linspace(0, 3, n)
+y1 = GSL::Ran::exponential_pdf(x, 1)
+y2 = GSL::Ran::exponential_pdf(x, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -C -g 3 -X x -Y 'p(x)' -y 0 1 -L 'Exponential distribution' --toggle-rotate-y-label")

data/examples/pdf/exppow.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 5, 100)
+y1 = GSL::Ran::exppow_pdf(x, 1, 2.5)
+y2 = GSL::Ran::exppow_pdf(x, 1, 0.5)
+GSL::Vector.graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x -5 5 -L 'Exppow distribution, a = 1, b = 2.5, 0' --toggle-rotate-y-label")

data/examples/pdf/fdist.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+n = 100
+x = GSL::Vector.linspace(0.01, 6, n)
+y1 = GSL::Ran::fdist_pdf(x, 10, 20)
+y2 = GSL:Ran::fdist_pdf(x, 3, 4)
+GSL::graph(x, y1, y2, "-T X -g 3 -C -y 0 1 -X x -Y 'p(x)' -L 'F distribution' --toggle-rotate-y-label")

data/examples/pdf/flat.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 5, 100)
+y1 = GSL::Ran::flat_pdf(x, 0.5, 2.5)
+y2 = GSL::Ran::flat_pdf(x, 1.2, 4.8)
+GSL::Vector.graph(x, y1, y2, "-T X -C -g 3  -X x -Y 'p(x)' -y 0 1 -L 'Flat distribution, a = 0.5, b = 2.5' --toggle-rotate-y-label")
+

data/examples/pdf/gamma.rb

@@ -0,0 +1,8 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 5, 100)
+y1 = GSL::Ran::gamma_pdf(x, 1, 1)
+y2 = GSL::Ran::gamma_pdf(x, 2, 1)
+y3 = GSL::Ran::gamma_pdf(x, 3, 1)
+GSL::Vector.graph(x, y1, y2, y3, "-T X -C -g 3 -X x -Y 'p(x)' -L 'Gamma distribution, a = 1, 2, 3' --toggle-rotate-y-label")
+

data/examples/pdf/gauss-tail.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 5, 100)
+y1 = GSL::Ran::gaussian_tail_pdf(x, 1.5, 1)
+y1.graph(x, "-C -X x -Y 'p(x)' -x 0 5 -L 'Gaussian-tail distribution, s = 1, a = 1.5' --toggle-rotate-y-label")

data/examples/pdf/gauss.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 5, 100)
+y1 = GSL::Ran::gaussian_pdf(x, 1)
+y2 = GSL::Ran::gaussian_pdf(x, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -C -g 3 -X x -Y 'p(x)' -x -5 5 -y 0 0.5 -L 'Gaussian distribution, sigma = 1, 2' --toggle-rotate-y-label")

data/examples/pdf/geometric.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector[0..5]
+y = GSL::Ran::geometric_pdf(x, 0.5)
+y.graph_step(x, "-C -X x -Y 'p(x)' -y 0 0.7 -L 'Geometric distribution, p = 0.5' --toggle-rotate-y-label")

data/examples/pdf/gumbel.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-2, 2, 100)
+y1 = GSL::Ran::gumbel1_pdf(x, 1, 1)
+y2 = GSL::Ran::gumbel2_pdf(x, 1, 1)
+GSL::graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -L 'Type 1, 2 Gumbel distribution' --toggle-rotate-y-label")

data/examples/pdf/hypergeometric.rb

@@ -0,0 +1,11 @@
+#!/usr/bin/env ruby
+require("gsl")
+n1 = 5
+n2 = 20
+t = 3
+IO.popen("graph -T X -C -g 3 -x 0 10 -y 0 0.7 -L 'Hypergeometric Distribution, n1=5, n2=20, t=3'", "w") do |io|
+  for i in 0..10 do
+    y = GSL::Ran::hypergeometric_pdf(i, n1, n2, t)
+    io.printf("%d %e\n%d %e\n", i, y, i+1, y)
+  end
+end

data/examples/pdf/landau.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 10, 100)
+y1 = GSL::Ran::landau_pdf(x)
+y1.graph(x, "-C -X x -Y 'p(x)' -L 'Landau distribution' --toggle-rotate-y-label")

data/examples/pdf/laplace.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 5, 100)
+y1 = GSL::Ran::laplace_pdf(x, 1)
+y2 = GSL::Ran::laplace_pdf(x, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x -5 5 -L 'Laplace distribution, a = 1, 2' --toggle-rotate-y-label")
+

data/examples/pdf/logarithmic.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector[0..10]
+y = GSL::Ran::logarithmic_pdf(x, 0.7)
+y.graph_step(x, "-C -X x -Y 'p(x)' -y 0 0.7 -L 'Logarithmic distribution, p = 0.7' --toggle-rotate-y-label")

data/examples/pdf/logistic.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-5, 5, 100)
+y1 = GSL::Ran::logistic_pdf(x, 1)
+y2 = GSL::Ran::logistic_pdf(x, 2)
+GSL::graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x -5 5 -y 0 0.3 -L 'Logistic distribution' --toggle-rotate-y-label")

data/examples/pdf/lognormal.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 3, 100)
+y1 = GSL::Ran::lognormal_pdf(x, 0, 1)
+y2 = GSL::Ran::lognormal_pdf(x, 1, 1)
+GSL::graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -L 'Lognormal distribution, zeta=0,1, s=1' --toggle-rotate-y-label")

data/examples/pdf/neg-binomiral.rb

@@ -0,0 +1,10 @@
+#!/usr/bin/env ruby
+require("gsl")
+pp = 0.5
+nn = 3.5
+IO.popen("graph -T X -C -g 3 -x 0 10 -y 0 0.3 -L 'Negative Binomial Distribution, p = 0.5, n = 3.5'", "w") do |io|
+  for i in 0..10 do
+    y = GSL::Ran::negative_binomial_pdf(i, pp, nn)
+    io.printf("%d %e\n%d %e\n", i, y, i+1, y)
+  end
+end

data/examples/pdf/pareto.rb

@@ -0,0 +1,7 @@
+#!/usr/bin/env ruby
+require("gsl")
+n = 100
+x = GSL::Vector.linspace(0, 5, n)
+y1 = GSL::Ran::pareto_pdf(x, 1, 1)
+y2 = GSL::Ran::pareto_pdf(x, 3, 2)
+GSL::graph(x, y1, y2, "-T X -g 3 -C -x 0 5 -y 0 2 -X x -Y 'p(x)' -L 'Pareto distribution' --toggle-rotate-y-label")

data/examples/pdf/pascal.rb

@@ -0,0 +1,10 @@
+#!/usr/bin/env ruby
+require("gsl")
+pp = 0.5
+nn = 3
+IO.popen("graph -T X -C -g 3 -x 0 10 -y 0 0.3 -L 'Pascal Distribution, p = 0.5, n = 3'", "w") do |io|
+  for i in 0..10 do
+    y = GSL::Ran::pascal_pdf(i, pp, nn)
+    io.printf("%d %e\n%d %e\n", i, y, i+1, y)
+  end
+end

data/examples/pdf/poisson.rb

@@ -0,0 +1,5 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector[0..10]
+y = GSL::Ran::poisson_pdf(x, 2.5)
+y.graph_step(x, "-C -X x -Y 'p(x)' -L 'Poisson distribution, mu = 2.5' --toggle-rotate-y-label")

data/examples/pdf/rayleigh-tail.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 5, 100)
+y1 = GSL::Ran::rayleigh_tail_pdf(x, 1, 1)
+y2 = GSL::Ran::rayleigh_tail_pdf(x, 0.5, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x 0 5 -y 0 1.2 -L 'Rayleigh-tail distribution, a = 1, s = 1' --toggle-rotate-y-label")

data/examples/pdf/rayleigh.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 5, 100)
+y1 = GSL::Ran::rayleigh_pdf(x, 1)
+y2 = GSL::Ran::rayleigh_pdf(x, 2)
+GSL::Vector.graph(x, y1, y2, "-T X -g 3 -C -X x -Y 'p(x)' -x 0 5 -L 'Rayleigh distribution, a = 1' --toggle-rotate-y-label")

data/examples/pdf/tdist.rb

@@ -0,0 +1,6 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(-4, 4, 100)
+y1 = GSL::Ran::tdist_pdf(x, 1)
+y2 = GSL::Ran::tdist_pdf(x, 5)
+GSL::graph(x, y1, y2, "-T X -C -g 3 -X x -Y 'p(x)' -L 'Student t distribution, n=1' --toggle-rotate-y-label")

data/examples/pdf/weibull.rb

@@ -0,0 +1,8 @@
+#!/usr/bin/env ruby
+require("gsl")
+x = GSL::Vector.linspace(0, 2, 100)
+y1 = GSL::Ran::weibull_pdf(x, 1, 1)
+y2 = GSL::Ran::weibull_pdf(x, 1, 2)
+y3 = GSL::Ran::weibull_pdf(x, 2, 3)
+GSL::graph(x, y1, y2, y3,  "-T X -g 3 -C -x 0 2 -y 0 1.5 -X x -Y 'p(x)' -L 'Weibull distribution' --toggle-rotate-y-label")
+

data/examples/permutation/ex1.rb

@@ -0,0 +1,22 @@
+#!/usr/bin/env ruby
+require("gsl")
+
+N = 10
+pp = GSL::Permutation.alloc(N)
+GSL::Rng::env_setup()
+r = GSL::Rng.alloc("gsl_rng_default")
+
+puts("initial permutation:")
+pp.init
+pp.fprintf(STDOUT, " %u")
+printf("\n")
+
+puts(" random permutation:");  
+r.shuffle(pp)
+pp.fprintf(STDOUT, " %u")
+printf("\n");
+
+puts("inverse permutation:");  
+q = pp.inverse
+q.fprintf(STDOUT, " %u")
+printf ("\n");