rb-gsl 1.15.3.1 → 1.15.3.2
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- checksums.yaml +4 -4
- data/AUTHORS +2 -2
- data/ChangeLog +8 -0
- data/Rakefile +39 -96
- data/VERSION +1 -1
- data/ext/array.c +2 -2
- data/ext/block_source.c +1 -1
- data/ext/dirac.c +1 -1
- data/ext/eigen.c +13 -13
- data/ext/extconf.rb +17 -11
- data/ext/function.c +5 -5
- data/ext/gsl_narray.c +6 -6
- data/ext/histogram.c +7 -6
- data/ext/histogram2d.c +4 -4
- data/ext/interp.c +1 -1
- data/ext/linalg.c +13 -11
- data/ext/linalg_complex.c +8 -6
- data/ext/math.c +1 -1
- data/ext/matrix_complex.c +6 -6
- data/ext/matrix_source.c +10 -10
- data/ext/monte.c +2 -2
- data/ext/multimin.c +4 -4
- data/ext/multiroots.c +8 -8
- data/ext/nmf.c +6 -6
- data/ext/ntuple.c +4 -4
- data/ext/odeiv.c +2 -2
- data/ext/permutation.c +1 -1
- data/ext/poly2.c +6 -6
- data/ext/poly_source.c +9 -6
- data/ext/sf.c +31 -45
- data/ext/signal.c +2 -2
- data/ext/vector_complex.c +11 -10
- data/ext/vector_double.c +7 -4
- data/ext/vector_source.c +29 -26
- data/ext/wavelet.c +1 -1
- data/include/rb_gsl_common.h +12 -0
- data/include/rb_gsl_config.h +10 -1
- data/rdoc/blas.rdoc +4 -4
- data/rdoc/bspline.rdoc +8 -8
- data/rdoc/cheb.rdoc +9 -9
- data/rdoc/cholesky_complex.rdoc +1 -1
- data/rdoc/combi.rdoc +10 -10
- data/rdoc/complex.rdoc +12 -12
- data/rdoc/const.rdoc +21 -21
- data/rdoc/dht.rdoc +7 -7
- data/rdoc/diff.rdoc +7 -7
- data/rdoc/ehandling.rdoc +4 -4
- data/rdoc/eigen.rdoc +12 -12
- data/rdoc/fft.rdoc +27 -27
- data/rdoc/fit.rdoc +19 -19
- data/rdoc/function.rdoc +1 -1
- data/rdoc/graph.rdoc +3 -3
- data/rdoc/hist.rdoc +17 -17
- data/rdoc/hist2d.rdoc +5 -5
- data/rdoc/hist3d.rdoc +4 -4
- data/rdoc/index.rdoc +4 -4
- data/rdoc/integration.rdoc +17 -17
- data/rdoc/interp.rdoc +12 -12
- data/rdoc/intro.rdoc +4 -4
- data/rdoc/linalg.rdoc +21 -21
- data/rdoc/linalg_complex.rdoc +1 -1
- data/rdoc/math.rdoc +14 -14
- data/rdoc/matrix.rdoc +21 -21
- data/rdoc/min.rdoc +10 -10
- data/rdoc/monte.rdoc +4 -4
- data/rdoc/multimin.rdoc +13 -13
- data/rdoc/multiroot.rdoc +13 -13
- data/rdoc/narray.rdoc +10 -10
- data/rdoc/ndlinear.rdoc +5 -5
- data/rdoc/nonlinearfit.rdoc +18 -18
- data/rdoc/ntuple.rdoc +6 -6
- data/rdoc/odeiv.rdoc +13 -13
- data/rdoc/perm.rdoc +12 -12
- data/rdoc/poly.rdoc +18 -18
- data/rdoc/qrng.rdoc +10 -10
- data/rdoc/randist.rdoc +11 -11
- data/rdoc/ref.rdoc +50 -50
- data/rdoc/rng.rdoc +10 -10
- data/rdoc/rngextra.rdoc +5 -5
- data/rdoc/roots.rdoc +13 -13
- data/rdoc/sf.rdoc +36 -36
- data/rdoc/siman.rdoc +4 -4
- data/rdoc/sort.rdoc +7 -7
- data/rdoc/start.rdoc +1 -1
- data/rdoc/stats.rdoc +14 -14
- data/rdoc/sum.rdoc +5 -5
- data/rdoc/tensor.rdoc +4 -4
- data/rdoc/tut.rdoc +1 -1
- data/rdoc/use.rdoc +5 -5
- data/rdoc/vector.rdoc +29 -29
- data/rdoc/vector_complex.rdoc +6 -6
- data/rdoc/wavelet.rdoc +9 -9
- data/test/gsl/blas_test.rb +79 -0
- data/test/gsl/bspline_test.rb +63 -0
- data/test/gsl/cdf_test.rb +1512 -0
- data/test/gsl/cheb_test.rb +80 -0
- data/test/gsl/combination_test.rb +100 -0
- data/test/gsl/complex_test.rb +20 -0
- data/test/gsl/const_test.rb +29 -0
- data/test/gsl/deriv_test.rb +62 -0
- data/test/gsl/dht_test.rb +79 -0
- data/test/gsl/diff_test.rb +53 -0
- data/test/gsl/eigen_test.rb +563 -0
- data/test/gsl/err_test.rb +23 -0
- data/test/gsl/fit_test.rb +101 -0
- data/test/gsl/histo_test.rb +14 -0
- data/test/gsl/integration_test.rb +274 -0
- data/test/gsl/interp_test.rb +27 -0
- data/test/gsl/linalg_test.rb +463 -0
- data/test/gsl/matrix_nmf_test.rb +37 -0
- data/test/gsl/matrix_test.rb +77 -0
- data/test/gsl/min_test.rb +89 -0
- data/test/gsl/monte_test.rb +77 -0
- data/test/gsl/multifit_test.rb +753 -0
- data/test/gsl/multimin_test.rb +157 -0
- data/test/gsl/multiroot_test.rb +135 -0
- data/test/gsl/multiset_test.rb +52 -0
- data/test/gsl/odeiv_test.rb +275 -0
- data/test/gsl/poly_test.rb +338 -0
- data/test/gsl/qrng_test.rb +94 -0
- data/test/gsl/quartic_test.rb +28 -0
- data/test/gsl/randist_test.rb +122 -0
- data/test/gsl/rng_test.rb +303 -0
- data/test/gsl/roots_test.rb +78 -0
- data/test/gsl/sf_test.rb +2079 -0
- data/test/gsl/stats_test.rb +122 -0
- data/test/gsl/sum_test.rb +69 -0
- data/test/gsl/tensor_test.rb +396 -0
- data/test/gsl/vector_test.rb +223 -0
- data/test/gsl/wavelet_test.rb +130 -0
- data/test/gsl_test.rb +321 -0
- data/test/test_helper.rb +42 -0
- metadata +107 -150
- data/setup.rb +0 -1585
- data/tests/blas/amax.rb +0 -14
- data/tests/blas/asum.rb +0 -16
- data/tests/blas/axpy.rb +0 -25
- data/tests/blas/copy.rb +0 -23
- data/tests/blas/dot.rb +0 -23
- data/tests/bspline.rb +0 -53
- data/tests/cdf.rb +0 -1388
- data/tests/cheb.rb +0 -112
- data/tests/combination.rb +0 -123
- data/tests/complex.rb +0 -17
- data/tests/const.rb +0 -24
- data/tests/deriv.rb +0 -85
- data/tests/dht/dht1.rb +0 -17
- data/tests/dht/dht2.rb +0 -23
- data/tests/dht/dht3.rb +0 -23
- data/tests/dht/dht4.rb +0 -23
- data/tests/diff.rb +0 -78
- data/tests/eigen/eigen.rb +0 -220
- data/tests/eigen/gen.rb +0 -105
- data/tests/eigen/genherm.rb +0 -66
- data/tests/eigen/gensymm.rb +0 -68
- data/tests/eigen/nonsymm.rb +0 -53
- data/tests/eigen/nonsymmv.rb +0 -53
- data/tests/eigen/symm-herm.rb +0 -74
- data/tests/err.rb +0 -58
- data/tests/fit.rb +0 -124
- data/tests/gsl_test.rb +0 -118
- data/tests/gsl_test2.rb +0 -110
- data/tests/histo.rb +0 -12
- data/tests/integration/integration1.rb +0 -72
- data/tests/integration/integration2.rb +0 -71
- data/tests/integration/integration3.rb +0 -71
- data/tests/integration/integration4.rb +0 -71
- data/tests/interp.rb +0 -45
- data/tests/linalg/HH.rb +0 -64
- data/tests/linalg/LU.rb +0 -47
- data/tests/linalg/QR.rb +0 -77
- data/tests/linalg/SV.rb +0 -24
- data/tests/linalg/TDN.rb +0 -116
- data/tests/linalg/TDS.rb +0 -122
- data/tests/linalg/bidiag.rb +0 -73
- data/tests/linalg/cholesky.rb +0 -20
- data/tests/linalg/linalg.rb +0 -158
- data/tests/matrix/matrix_complex_test.rb +0 -36
- data/tests/matrix/matrix_nmf_test.rb +0 -39
- data/tests/matrix/matrix_test.rb +0 -48
- data/tests/min.rb +0 -99
- data/tests/monte/miser.rb +0 -31
- data/tests/monte/vegas.rb +0 -45
- data/tests/multifit/test_2dgauss.rb +0 -112
- data/tests/multifit/test_brown.rb +0 -90
- data/tests/multifit/test_enso.rb +0 -246
- data/tests/multifit/test_filip.rb +0 -155
- data/tests/multifit/test_gauss.rb +0 -97
- data/tests/multifit/test_longley.rb +0 -110
- data/tests/multifit/test_multifit.rb +0 -52
- data/tests/multimin.rb +0 -139
- data/tests/multiroot.rb +0 -131
- data/tests/multiset.rb +0 -52
- data/tests/narray/blas_dnrm2.rb +0 -20
- data/tests/odeiv.rb +0 -353
- data/tests/poly/poly.rb +0 -290
- data/tests/poly/special.rb +0 -65
- data/tests/qrng.rb +0 -131
- data/tests/quartic.rb +0 -29
- data/tests/randist.rb +0 -134
- data/tests/rng.rb +0 -305
- data/tests/roots.rb +0 -76
- data/tests/run-test.sh +0 -17
- data/tests/sf/gsl_test_sf.rb +0 -249
- data/tests/sf/test_airy.rb +0 -83
- data/tests/sf/test_bessel.rb +0 -306
- data/tests/sf/test_coulomb.rb +0 -17
- data/tests/sf/test_dilog.rb +0 -25
- data/tests/sf/test_gamma.rb +0 -209
- data/tests/sf/test_hyperg.rb +0 -356
- data/tests/sf/test_legendre.rb +0 -227
- data/tests/sf/test_mathieu.rb +0 -59
- data/tests/sf/test_mode.rb +0 -19
- data/tests/sf/test_sf.rb +0 -839
- data/tests/stats.rb +0 -174
- data/tests/stats_mt.rb +0 -16
- data/tests/sum.rb +0 -98
- data/tests/sys.rb +0 -323
- data/tests/tensor.rb +0 -419
- data/tests/vector/vector_complex_test.rb +0 -101
- data/tests/vector/vector_test.rb +0 -141
- data/tests/wavelet.rb +0 -142
@@ -1,155 +0,0 @@
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#!/usr/bin/env ruby
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#require("gsl")
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#require("../gsl_test2.rb")
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require("./test_multifit.rb")
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include GSL::Test
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include Math
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Filip_n = 82
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Filip_p = 11
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Filip_x = GSL::Vector.alloc(-6.860120914, -4.324130045, -4.358625055,
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-4.358426747, -6.955852379, -6.661145254, -6.355462942, -6.118102026,
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-7.115148017, -6.815308569, -6.519993057, -6.204119983, -5.853871964,
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-6.109523091, -5.79832982, -5.482672118, -5.171791386, -4.851705903,
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-4.517126416, -4.143573228, -3.709075441, -3.499489089, -6.300769497,
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-5.953504836, -5.642065153, -5.031376979, -4.680685696, -4.329846955,
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-3.928486195, -8.56735134, -8.363211311, -8.107682739, -7.823908741,
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-7.522878745, -7.218819279, -6.920818754, -6.628932138, -6.323946875,
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-5.991399828, -8.781464495, -8.663140179, -8.473531488, -8.247337057,
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-7.971428747, -7.676129393, -7.352812702, -7.072065318, -6.774174009,
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-6.478861916, -6.159517513, -6.835647144, -6.53165267, -6.224098421,
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-5.910094889, -5.598599459, -5.290645224, -4.974284616, -4.64454848,
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-4.290560426, -3.885055584, -3.408378962, -3.13200249, -8.726767166,
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-8.66695597, -8.511026475, -8.165388579, -7.886056648, -7.588043762,
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-7.283412422, -6.995678626, -6.691862621, -6.392544977, -6.067374056,
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-6.684029655, -6.378719832, -6.065855188, -5.752272167, -5.132414673,
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-4.811352704, -4.098269308, -3.66174277, -3.2644011)
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Filip_y = GSL::Vector.alloc(0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377,
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0.8667, 0.8809, 0.7975, 0.8162, 0.8515, 0.8766, 0.8885, 0.8859,
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0.8959, 0.8913, 0.8959, 0.8971, 0.9021, 0.909, 0.9139, 0.9199, 0.8692,
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0.8872, 0.89, 0.891, 0.8977, 0.9035, 0.9078, 0.7675, 0.7705, 0.7713,
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0.7736, 0.7775, 0.7841, 0.7971, 0.8329, 0.8641, 0.8804, 0.7668,
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0.7633, 0.7678, 0.7697, 0.77, 0.7749, 0.7796, 0.7897, 0.8131, 0.8498,
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0.8741, 0.8061, 0.846, 0.8751, 0.8856, 0.8919, 0.8934, 0.894, 0.8957,
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0.9047, 0.9129, 0.9209, 0.9219, 0.7739, 0.7681, 0.7665, 0.7703,
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0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602, 0.8809, 0.8301,
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0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119, 0.9228)
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def test_filip()
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work = GSL::MultiFit::Workspace.alloc(Filip_n, Filip_p)
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expected_c = GSL::Vector.alloc(-1467.48961422980,
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-2772.17959193342,
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-2316.37108160893,
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-1127.97394098372,
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-354.478233703349,
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-75.1242017393757,
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-10.8753180355343,
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-1.06221498588947,
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-0.670191154593408E-01,
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-0.246781078275479E-02,
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-0.402962525080404E-04)
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expected_sd = GSL::Vector.alloc(298.084530995537,
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559.779865474950,
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466.477572127796,
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227.204274477751,
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71.6478660875927,
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15.2897178747400,
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2.23691159816033,
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0.221624321934227,
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0.142363763154724E-01,
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0.535617408889821E-03,
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0.896632837373868E-05)
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expected_chisq = 0.795851382172941E-03
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xx = GSL::Matrix.alloc(Filip_n, Filip_p)
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for i in 0...Filip_n
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for j in 0...Filip_p
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xx.set(i, j, pow(Filip_x[i], j))
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end
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end
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c, cov, chisq, status = GSL::MultiFit.linear(xx, Filip_y, work)
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test_rel(c[0], expected_c[0], 1e-7, "filip gsl_fit_multilinear c0")
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test_rel(c[1], expected_c[1], 1e-7, "filip gsl_fit_multilinear c1")
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test_rel(c[2], expected_c[2], 1e-7, "filip gsl_fit_multilinear c2")
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test_rel(c[3], expected_c[3], 1e-7, "filip gsl_fit_multilinear c3")
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test_rel(c[4], expected_c[4], 1e-7, "filip gsl_fit_multilinear c4")
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test_rel(c[5], expected_c[5], 1e-7, "filip gsl_fit_multilinear c5")
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test_rel(c[6], expected_c[6], 1e-7, "filip gsl_fit_multilinear c6")
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test_rel(c[7], expected_c[7], 1e-7, "filip gsl_fit_multilinear c7")
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test_rel(c[8], expected_c[8], 1e-7, "filip gsl_fit_multilinear c8")
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test_rel(c[9], expected_c[9], 1e-7, "filip gsl_fit_multilinear c9")
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test_rel(c[10], expected_c[10], 1e-7, "filip gsl_fit_multilinear c10")
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diag = cov.diagonal
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test_rel(diag[0], pow(expected_sd[0],2.0), 1e-6,
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"filip gsl_fit_multilinear cov00") ;
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test_rel(diag[1], pow(expected_sd[1],2.0), 1e-6,
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"filip gsl_fit_multilinear cov11") ;
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test_rel(diag[2], pow(expected_sd[2],2.0), 1e-6,
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"filip gsl_fit_multilinear cov22") ;
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test_rel(diag[3], pow(expected_sd[3],2.0), 1e-6,
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"filip gsl_fit_multilinear cov33") ;
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test_rel(diag[4], pow(expected_sd[4],2.0), 1e-6,
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"filip gsl_fit_multilinear cov44") ;
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test_rel(diag[5], pow(expected_sd[5],2.0), 1e-6,
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"filip gsl_fit_multilinear cov55") ;
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test_rel(diag[6], pow(expected_sd[6],2.0), 1e-6,
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"filip gsl_fit_multilinear cov66") ;
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test_rel(diag[7], pow(expected_sd[7],2.0), 1e-6,
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"filip gsl_fit_multilinear cov77") ;
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test_rel(diag[8], pow(expected_sd[8],2.0), 1e-6,
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"filip gsl_fit_multilinear cov88") ;
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test_rel(diag[9], pow(expected_sd[9],2.0), 1e-6,
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"filip gsl_fit_multilinear cov99") ;
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test_rel(diag[10], pow(expected_sd[10],2.0), 1e-6, "filip gsl_fit_multilinear cov1010") ;
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test_rel(chisq, expected_chisq, 1e-7, "filip gsl_fit_multilinear chisq")
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expected_c = GSL::Vector.alloc( -1467.48961422980,
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-2772.17959193342,
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-2316.37108160893,
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-1127.97394098372,
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-354.478233703349,
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-75.1242017393757,
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-10.8753180355343,
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-1.06221498588947,
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-0.670191154593408E-01,
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-0.246781078275479E-02,
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-0.402962525080404E-04)
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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 ],
|
125
|
-
[ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10, 2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10, 3.5657281653312473123348357644683e9, 7.5893300392314445528176646366087e8, 1.1066654886143524811964131660002e8, 1.0921285448484575110763947787775e7, 6.9838139975394769253353547606971e5, 2.6143091775349597218939272614126e4, 4.3523386330348588614289505633539e2 ],
|
126
|
-
[ 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 ],
|
127
|
-
[ 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 ],
|
128
|
-
[ 3.6982719848703747742568351456818e5, 6.9838139975394768959780068745979e5, 5.8479478338916429616547638954781e5, 2.8599340736122198128717796825489e5, 9.0484361228623959793493985226792e4, 1.9358204633534233490579641064343e4, 2.8371395028774486654873647731797e3, 2.8138287757531428535592907878017e2, 1.8081118503579798222896804627964e1, 6.8005074291434681866415478598732e-1, 1.1373581557749643543869665860719e-2 ],
|
129
|
-
[ 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 ],
|
130
|
-
[ 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 ])
|
131
|
-
|
132
|
-
expected_chisq = 0.795851382172941E-03;
|
133
|
-
|
134
|
-
for i in 0...Filip_n
|
135
|
-
for j in 0...Filip_p
|
136
|
-
xx.set(i, j, pow(Filip_x[i], j))
|
137
|
-
end
|
138
|
-
end
|
139
|
-
|
140
|
-
w = GSL::Vector.alloc(Filip_n)
|
141
|
-
w.set_all(1.0)
|
142
|
-
|
143
|
-
c, cov, chisq, status = GSL::MultiFit.wlinear(xx, w, Filip_y, work)
|
144
|
-
for i in 0...Filip_p
|
145
|
-
test_rel(c[i], expected_c[i], 1e-7, "filip gsl_fit_multilinear c#{i}")
|
146
|
-
end
|
147
|
-
for i in 0...Filip_p
|
148
|
-
for j in 0...Filip_p
|
149
|
-
test_rel(cov[i,j], expected_cov[i,j], 1e-6,
|
150
|
-
"filip gsl_fit_wmultilinear cov(#{i},#{j})")
|
151
|
-
end
|
152
|
-
end
|
153
|
-
end
|
154
|
-
|
155
|
-
test_filip()
|
@@ -1,97 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
# vim: set ts=8 sw=2 sts=2:
|
3
|
-
#require("gsl")
|
4
|
-
#require("../gsl_test2.rb")
|
5
|
-
require("./test_multifit.rb")
|
6
|
-
include GSL::Test
|
7
|
-
include Math
|
8
|
-
|
9
|
-
Maxiter = 10
|
10
|
-
N = 1000
|
11
|
-
|
12
|
-
# model: a*exp(-(x-x0)**2/2/sigma**2)
|
13
|
-
gauss_p = 3
|
14
|
-
gauss_f = Proc.new { |x, t, y, s, f|
|
15
|
-
# x: parameters as a Vecor
|
16
|
-
# t: observed points as a GSL::Vector
|
17
|
-
# y: observed data as a GSL::Vector
|
18
|
-
# s: errorbar
|
19
|
-
# f: result
|
20
|
-
a = x[0]
|
21
|
-
x0 = x[1]
|
22
|
-
sigma2 = x[2]**2
|
23
|
-
y.size.times do |i|
|
24
|
-
f.set(i, (a*Math::exp(-(t[i] - x0)**2/2/sigma2) - y[i])/s[i])
|
25
|
-
end
|
26
|
-
GSL::SUCCESS
|
27
|
-
}
|
28
|
-
|
29
|
-
gauss_df = Proc.new { |x, t, y, s, df|
|
30
|
-
a = x[0]
|
31
|
-
x0 = x[1]
|
32
|
-
sigma = x[2]
|
33
|
-
sigma2 = sigma**2
|
34
|
-
y.size.times do |i|
|
35
|
-
dx = t[i] - x0
|
36
|
-
dx2 = dx**2
|
37
|
-
f = a*Math::exp(-dx2/2/sigma2)
|
38
|
-
df.set(i, 0, f/a/s[i])
|
39
|
-
df.set(i, 1, f*dx/sigma2/s[i])
|
40
|
-
df.set(i, 2, f*dx2/sigma2/sigma/s[i])
|
41
|
-
end
|
42
|
-
GSL::SUCCESS
|
43
|
-
}
|
44
|
-
|
45
|
-
# goal
|
46
|
-
xgoal = GSL::Vector.alloc([1, 0, 1])
|
47
|
-
parname = %w( a x0 si )
|
48
|
-
|
49
|
-
# data
|
50
|
-
t = GSL::Vector.alloc(N) # positions of data
|
51
|
-
tmin = -10.0
|
52
|
-
tmax = 10.0
|
53
|
-
t.size.times do |i|
|
54
|
-
t[i] = tmin + (tmax - tmin)*i/(N-1)
|
55
|
-
end
|
56
|
-
stdev = xgoal[0]*0.1
|
57
|
-
s = GSL::Vector.alloc(Array.new(t.size, stdev)) # error bar of each datum
|
58
|
-
r = Rng.alloc
|
59
|
-
e = GSL::Vector.alloc(t.size)
|
60
|
-
t.size.times do |i|
|
61
|
-
e[i] = -r.gaussian(stdev) # perturbation to data
|
62
|
-
end
|
63
|
-
y = GSL::Vector.alloc(t.size)
|
64
|
-
n = GSL::Vector.alloc(Array.new(t.size, 1.0))
|
65
|
-
gauss_f.call(xgoal, t, e, n, y) # data: y = model - e
|
66
|
-
|
67
|
-
# fitting
|
68
|
-
x = GSL::Vector.alloc([0.5, 0.1, 2]) # initial guess
|
69
|
-
fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, gauss_p)
|
70
|
-
fdf.set_data(t, y, s)
|
71
|
-
|
72
|
-
solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, gauss_p)
|
73
|
-
solver.set(fdf, x)
|
74
|
-
|
75
|
-
solver.print_state(0)
|
76
|
-
Maxiter.times do |i|
|
77
|
-
solver.iterate
|
78
|
-
status = solver.test_delta(1e-6, 1e-6)
|
79
|
-
solver.print_state(i+1)
|
80
|
-
break unless GSL::CONTINUE == status
|
81
|
-
end
|
82
|
-
|
83
|
-
# results
|
84
|
-
covar = solver.covar(0.0)
|
85
|
-
xresult = solver.position
|
86
|
-
dof = t.size - gauss_p
|
87
|
-
chi2 = pow_2(solver.f.dnrm2)
|
88
|
-
xsigma = GSL::Vector.alloc(xresult.size)
|
89
|
-
xresult.size.times do |i|
|
90
|
-
xsigma[i] = Math::sqrt(chi2/dof*covar[i,i]) * 2.0
|
91
|
-
# resulting parameters to differ two times than standard error
|
92
|
-
end
|
93
|
-
puts("a*exp(-(x-x0)**2/2/si**2), chi2/N:%.3g" % (chi2/t.size))
|
94
|
-
xresult.size.times do |i|
|
95
|
-
test_rel(xresult[i], xgoal[i], xsigma[i], "%-2.2s" % parname[i])
|
96
|
-
exit 1 if (xresult[i] - xgoal[i]).abs > xsigma[i]
|
97
|
-
end
|
@@ -1,110 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
require("gsl")
|
3
|
-
require("../gsl_test2.rb")
|
4
|
-
include GSL::Test
|
5
|
-
include Math
|
6
|
-
|
7
|
-
Longley_n = 16;
|
8
|
-
Longley_p = 7;
|
9
|
-
|
10
|
-
|
11
|
-
Longley_x = GSL::Vector.alloc(1, 83.0, 234289, 2356, 1590, 107608, 1947,
|
12
|
-
1, 88.5, 259426, 2325, 1456, 108632, 1948,
|
13
|
-
1, 88.2, 258054, 3682, 1616, 109773, 1949,
|
14
|
-
1, 89.5, 284599, 3351, 1650, 110929, 1950,
|
15
|
-
1, 96.2, 328975, 2099, 3099, 112075, 1951,
|
16
|
-
1, 98.1, 346999, 1932, 3594, 113270, 1952,
|
17
|
-
1, 99.0, 365385, 1870, 3547, 115094, 1953,
|
18
|
-
1, 100.0, 363112, 3578, 3350, 116219, 1954,
|
19
|
-
1, 101.2, 397469, 2904, 3048, 117388, 1955,
|
20
|
-
1, 104.6, 419180, 2822, 2857, 118734, 1956,
|
21
|
-
1, 108.4, 442769, 2936, 2798, 120445, 1957,
|
22
|
-
1, 110.8, 444546, 4681, 2637, 121950, 1958,
|
23
|
-
1, 112.6, 482704, 3813, 2552, 123366, 1959,
|
24
|
-
1, 114.2, 502601, 3931, 2514, 125368, 1960,
|
25
|
-
1, 115.7, 518173, 4806, 2572, 127852, 1961,
|
26
|
-
1, 116.9, 554894, 4007, 2827, 130081, 1962)
|
27
|
-
|
28
|
-
Longley_y = GSL::Vector.alloc(60323, 61122, 60171, 61187, 63221, 63639, 64989, 63761,
|
29
|
-
66019, 67857, 68169, 66513, 68655, 69564, 69331, 70551)
|
30
|
-
|
31
|
-
def test_longley()
|
32
|
-
work = GSL::MultiFit::Workspace.alloc(Longley_n, Longley_p)
|
33
|
-
x = GSL::Matrix.alloc(Longley_x, Longley_n, Longley_p).view
|
34
|
-
y = Longley_y.view
|
35
|
-
expected_c = GSL::Vector.alloc(-3482258.63459582,
|
36
|
-
15.0618722713733,
|
37
|
-
-0.358191792925910E-01,
|
38
|
-
-2.02022980381683,
|
39
|
-
-1.03322686717359,
|
40
|
-
-0.511041056535807E-01,
|
41
|
-
1829.15146461355)
|
42
|
-
expected_sd = GSL::Vector.alloc(890420.383607373,
|
43
|
-
84.9149257747669,
|
44
|
-
0.334910077722432E-01,
|
45
|
-
0.488399681651699,
|
46
|
-
0.214274163161675,
|
47
|
-
0.226073200069370,
|
48
|
-
455.478499142212)
|
49
|
-
expected_chisq = 836424.055505915
|
50
|
-
|
51
|
-
c, cov, chisq, status = GSL::MultiFit.linear(x, y, work)
|
52
|
-
for i in 0...7
|
53
|
-
test_rel(c[i], expected_c[i], 1e-10, "longley gsl_fit_multilinear c#{i}")
|
54
|
-
end
|
55
|
-
diag = cov.diagonal
|
56
|
-
test_rel(diag[0], pow(expected_sd[0],2.0), 1e-10, "longley gsl_fit_multilinear cov00") ;
|
57
|
-
test_rel(diag[1], pow(expected_sd[1],2.0), 1e-10, "longley gsl_fit_multilinear cov11") ;
|
58
|
-
test_rel(diag[2], pow(expected_sd[2],2.0), 1e-10, "longley gsl_fit_multilinear cov22") ;
|
59
|
-
test_rel(diag[3], pow(expected_sd[3],2.0), 1e-10, "longley gsl_fit_multilinear cov33") ;
|
60
|
-
test_rel(diag[4], pow(expected_sd[4],2.0), 1e-10, "longley gsl_fit_multilinear cov44") ;
|
61
|
-
test_rel(diag[5], pow(expected_sd[5],2.0), 1e-10, "longley gsl_fit_multilinear cov55") ;
|
62
|
-
test_rel(diag[6], pow(expected_sd[6],2.0), 1e-10, "longley gsl_fit_multilinear cov66") ;
|
63
|
-
test_rel(chisq, expected_chisq, 1e-10, "longley gsl_fit_multilinear chisq")
|
64
|
-
|
65
|
-
###################
|
66
|
-
expected_cov = GSL::Matrix.alloc([8531122.56783558,
|
67
|
-
-166.727799925578, 0.261873708176346, 3.91188317230983,
|
68
|
-
1.1285582054705, -0.889550869422687, -4362.58709870581],
|
69
|
-
|
70
|
-
[-166.727799925578, 0.0775861253030891, -1.98725210399982e-05,
|
71
|
-
-0.000247667096727256, -6.82911920718824e-05, 0.000136160797527761,
|
72
|
-
0.0775255245956248],
|
73
|
-
|
74
|
-
[0.261873708176346, -1.98725210399982e-05, 1.20690316701888e-08,
|
75
|
-
1.66429546772984e-07, 3.61843600487847e-08, -6.78805814483582e-08,
|
76
|
-
-0.00013158719037715],
|
77
|
-
|
78
|
-
[3.91188317230983, -0.000247667096727256, 1.66429546772984e-07,
|
79
|
-
2.56665052544717e-06, 6.96541409215597e-07, -9.00858307771567e-07,
|
80
|
-
-0.00197260370663974],
|
81
|
-
|
82
|
-
[1.1285582054705, -6.82911920718824e-05, 3.61843600487847e-08,
|
83
|
-
6.96541409215597e-07, 4.94032602583969e-07, -9.8469143760973e-08,
|
84
|
-
-0.000576921112208274],
|
85
|
-
[-0.889550869422687, 0.000136160797527761, -6.78805814483582e-08,
|
86
|
-
-9.00858307771567e-07, -9.8469143760973e-08, 5.49938542664952e-07,
|
87
|
-
0.000430074434198215],
|
88
|
-
|
89
|
-
[-4362.58709870581, 0.0775255245956248, -0.00013158719037715,
|
90
|
-
-0.00197260370663974, -0.000576921112208274, 0.000430074434198215,
|
91
|
-
2.23229587481535 ])
|
92
|
-
|
93
|
-
expected_chisq = 836424.055505915
|
94
|
-
w = GSL::Vector.alloc(Longley_n)
|
95
|
-
w.set_all(1.0)
|
96
|
-
c, cov, chisq, status = GSL::MultiFit.wlinear(x, w, y, work)
|
97
|
-
for i in 0...7
|
98
|
-
test_rel(c[i], expected_c[i], 1e-10, "longley gsl_fit_wmultilinear c#{i}") ;
|
99
|
-
end
|
100
|
-
|
101
|
-
for i in 0...Longley_p
|
102
|
-
for j in 0...Longley_p
|
103
|
-
test_rel(cov[i,j], expected_cov[i,j], 1e-7,
|
104
|
-
"longley gsl_fit_wmultilinear cov(#{i},#{j})")
|
105
|
-
end
|
106
|
-
end
|
107
|
-
test_rel(chisq, expected_chisq, 1e-10, "longley gsl_fit_wmultilinear chisq")
|
108
|
-
end
|
109
|
-
|
110
|
-
test_longley()
|
@@ -1,52 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
require("gsl")
|
3
|
-
require("../gsl_test2.rb")
|
4
|
-
include GSL::Test
|
5
|
-
include Math
|
6
|
-
|
7
|
-
def test_lmder(fdf, x, xx, f, cov)
|
8
|
-
s = GSL::MultiFit::FdfSolver.alloc("lmsder", fdf.n, fdf.p)
|
9
|
-
s.set(fdf, x)
|
10
|
-
iter = 0
|
11
|
-
begin
|
12
|
-
status = s.iterate
|
13
|
-
for i in 0...fdf.p
|
14
|
-
test_rel(s.x[i], xx[fdf.p*iter+i], 1e-5, "lmsder, iter=#{iter}, x#{i}")
|
15
|
-
end
|
16
|
-
test_rel(Blas.dnrm2(s.f), f[iter], 1e-5, "lmsder, iter=#{iter}, f")
|
17
|
-
iter += 1
|
18
|
-
end while iter < 20
|
19
|
-
covar = s.covar(0.0)
|
20
|
-
for i in 0...fdf.p
|
21
|
-
for j in 0...fdf.p
|
22
|
-
test_rel(covar[i,j], cov[i*fdf.p+j], 1e-7,
|
23
|
-
"gsl_multifit_covar cov(#{i},#{j})")
|
24
|
-
end
|
25
|
-
end
|
26
|
-
end
|
27
|
-
|
28
|
-
def test_fdf(name, fdf, x, x_final, f_sumsq, sigma)
|
29
|
-
s = GSL::MultiFit::FdfSolver.alloc("lmsder", fdf.n, fdf.p)
|
30
|
-
s.set(fdf, x)
|
31
|
-
iter = 0
|
32
|
-
begin
|
33
|
-
status = s.iterate
|
34
|
-
# status = GSL::MultiFit::test_delta(s.dx, s.x, 0.0, 1e-7)
|
35
|
-
status = s.test_delta(0.0, 1e-7)
|
36
|
-
iter += 1
|
37
|
-
end while status == GSL::CONTINUE and iter < 1000
|
38
|
-
covar = s.covar(0.0)
|
39
|
-
for i in 0...fdf.p
|
40
|
-
test_rel(s.x[i], x_final[i], 1e-5, "#{name}, lmsder, x#{i}")
|
41
|
-
end
|
42
|
-
s2 = pow(Blas.dnrm2(s.f), 2.0)
|
43
|
-
test_rel(s2, f_sumsq, 1e-5, "#{name}, lmsder, |f|^2")
|
44
|
-
for i in 0...fdf.p
|
45
|
-
ei = sqrt(s2/(fdf.n-fdf.p))*sqrt(covar[i,i]);
|
46
|
-
test_rel(ei, sigma[i], 1e-4, "#{name}, sigma(#{i})")
|
47
|
-
end
|
48
|
-
end
|
49
|
-
|
50
|
-
GSL::IEEE::env_setup()
|
51
|
-
|
52
|
-
|
data/tests/multimin.rb
DELETED
@@ -1,139 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
# Ruby/GSL implementation of GSL "multimin/test.c"
|
3
|
-
require("gsl")
|
4
|
-
require("./gsl_test2.rb")
|
5
|
-
include GSL::Test
|
6
|
-
include Math
|
7
|
-
|
8
|
-
def test_fdf(desc, f, initpt, type)
|
9
|
-
x = eval("#{initpt}")
|
10
|
-
step_size = 0.1*Blas.dnrm2(x)
|
11
|
-
s = GSL::MultiMin::FdfMinimizer.alloc(type, f.n)
|
12
|
-
s.set(f, x, step_size, 0.1)
|
13
|
-
iter = 0
|
14
|
-
begin
|
15
|
-
iter += 1
|
16
|
-
status = s.iterate
|
17
|
-
status = GSL::MultiMin.test_gradient(s.gradient, 1e-3)
|
18
|
-
end while iter < 5000 and status == GSL::CONTINUE
|
19
|
-
status |= s.f.abs > 1e-5 ? 1 : 0
|
20
|
-
GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.f}")
|
21
|
-
end
|
22
|
-
|
23
|
-
def test_f(desc, f, initpt)
|
24
|
-
x = eval("#{initpt}")
|
25
|
-
step_size = GSL::Vector.alloc(f.n)
|
26
|
-
for i in 0...f.n
|
27
|
-
step_size[i] = 1
|
28
|
-
end
|
29
|
-
s = GSL::MultiMin::FMinimizer.alloc("nmsimplex", f.n)
|
30
|
-
s.set(f, x, step_size)
|
31
|
-
iter = 0
|
32
|
-
begin
|
33
|
-
status = s.iterate
|
34
|
-
status = GSL::MultiMin.test_size(s.size, 1e-3)
|
35
|
-
end while iter < 5000 and status == GSL::CONTINUE
|
36
|
-
|
37
|
-
status |= s.fval.abs > 1e-5 ? 1 : 0
|
38
|
-
GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.fval}")
|
39
|
-
|
40
|
-
s = GSL::MultiMin::FMinimizer.alloc("nmsimplex2rand", f.n)
|
41
|
-
s.set(f, x, step_size)
|
42
|
-
iter = 0
|
43
|
-
begin
|
44
|
-
status = s.iterate
|
45
|
-
status = GSL::MultiMin.test_size(s.size, 1e-3)
|
46
|
-
end while iter < 5000 and status == GSL::CONTINUE
|
47
|
-
|
48
|
-
status |= s.fval.abs > 1e-5 ? 1 : 0
|
49
|
-
GSL::Test::test(status, "#{s.name}, on #{desc}: #{iter} iterations, f(x)=#{s.fval}")
|
50
|
-
end
|
51
|
-
|
52
|
-
def roth_initpt
|
53
|
-
return GSL::Vector.alloc(4.5, 3.5)
|
54
|
-
end
|
55
|
-
|
56
|
-
def wood_initpt
|
57
|
-
return GSL::Vector.alloc(-3.0, -1.0, -3.0, -1.0)
|
58
|
-
end
|
59
|
-
|
60
|
-
def rosenbrock_initpt
|
61
|
-
return GSL::Vector.alloc(-1.2, 1.0)
|
62
|
-
end
|
63
|
-
|
64
|
-
Roth_f = Proc.new { |x|
|
65
|
-
u = x[0]
|
66
|
-
v = x[1]
|
67
|
-
a = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
|
68
|
-
b = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
|
69
|
-
a * a + b * b;
|
70
|
-
}
|
71
|
-
|
72
|
-
Roth_df = Proc.new { |x, df|
|
73
|
-
u = x[0]
|
74
|
-
v = x[1]
|
75
|
-
a = -13.0 + u + ((5.0 - v)*v - 2.0)*v
|
76
|
-
b = -29.0 + u + ((v + 1.0)*v - 14.0)*v
|
77
|
-
c = -2 + v * (10 - 3 * v)
|
78
|
-
d = -14 + v * (2 + 3 * v)
|
79
|
-
df[0] = 2 * a + 2 * b
|
80
|
-
df[1] = 2 * a * c + 2 * b * d
|
81
|
-
}
|
82
|
-
|
83
|
-
Wood_f = Proc.new { |x|
|
84
|
-
u1 = x[0]; u2 = x[1]; u3 = x[2]; u4 = x[3]
|
85
|
-
t1 = u1*u1 - u2
|
86
|
-
t2 = u3*u3 - u4
|
87
|
-
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)
|
88
|
-
}
|
89
|
-
|
90
|
-
Wood_df = Proc.new { |x, df|
|
91
|
-
u1 = x[0]; u2 = x[1]; u3 = x[2]; u4 = x[3]
|
92
|
-
t1 = u1*u1 - u2
|
93
|
-
t2 = u3*u3 - u4
|
94
|
-
df[0] = 400 * u1 * t1 - 2 * (1 - u1)
|
95
|
-
df[1] = -200 * t1 - 20.2 * (1 - u2) - 19.8 * (1 - u4)
|
96
|
-
df[2] = 360 * u3 * t2 - 2 * (1 - u3)
|
97
|
-
df[3] = -180 * t2 - 20.2 * (1 - u4) - 19.8 * (1 - u2)
|
98
|
-
}
|
99
|
-
|
100
|
-
Rosenbrock_f = Proc.new { |x|
|
101
|
-
u = x[0]; v = x[1]
|
102
|
-
a = u - 1
|
103
|
-
b = u*u - v
|
104
|
-
a*a + 10.0*b*b
|
105
|
-
}
|
106
|
-
|
107
|
-
Rosenbrock_df = Proc.new { |x, df|
|
108
|
-
u = x[0]; v = x[1]
|
109
|
-
a = u - 1
|
110
|
-
b = u*u - v
|
111
|
-
df[0] = 2 * (u - 1) + 40 * u * b
|
112
|
-
df[1] = -20 * b
|
113
|
-
}
|
114
|
-
|
115
|
-
if GSL::GSL_VERSION >= "1.8.90"
|
116
|
-
fdfminimizers = ["steepest_descent", "conjugate_pr", "conjugate_fr",
|
117
|
-
"vector_bfgs", "vector_bfgs2"]
|
118
|
-
else
|
119
|
-
fdfminimizers = ["steepest_descent", "conjugate_pr", "conjugate_fr",
|
120
|
-
"vector_bfgs"]
|
121
|
-
end
|
122
|
-
|
123
|
-
Rothdf = GSL::MultiMin::Function_fdf.alloc(Roth_f, Roth_df, 2)
|
124
|
-
Wooddf = GSL::MultiMin::Function_fdf.alloc(Wood_f, Wood_df, 4)
|
125
|
-
Rosenbrockdf = GSL::MultiMin::Function_fdf.alloc(Rosenbrock_f, Rosenbrock_df, 2)
|
126
|
-
fdfminimizers.each do |t|
|
127
|
-
test_fdf("Roth", Rothdf, "roth_initpt", t)
|
128
|
-
test_fdf("Wood", Wooddf, "wood_initpt", t)
|
129
|
-
test_fdf("Rosenbrock", Rosenbrockdf, "rosenbrock_initpt", t)
|
130
|
-
end
|
131
|
-
|
132
|
-
rothf = GSL::MultiMin::Function.alloc(Roth_f, 2)
|
133
|
-
test_f("Roth", rothf, "roth_initpt")
|
134
|
-
|
135
|
-
woodf = GSL::MultiMin::Function.alloc(Wood_f, 4)
|
136
|
-
test_f("Wood", woodf, "wood_initpt")
|
137
|
-
|
138
|
-
rosenbrockf = GSL::MultiMin::Function.alloc(Rosenbrock_f, 2)
|
139
|
-
test_f("Rosenbrock", rosenbrockf, "rosenbrock_initpt")
|