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
data/tests/multiroot.rb
DELETED
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#!/usr/bin/env ruby
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# Ruby/GSL implementation of GSL "multiroot/test.c"
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require("gsl")
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require("./gsl_test2.rb")
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include GSL::Test
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include Math
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GC.disable
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def test_fdf(desc, fdf, initpt, factor, type)
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n = fdf.n
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x = eval("#{initpt}")
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if factor != 1.0
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x = x.scale(factor)
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end
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s = GSL::MultiRoot::FdfSolver.alloc(type, n)
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s.set(fdf, x)
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iter = 0
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begin
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iter += 1
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status = s.iterate
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status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
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end while status == GSL::CONTINUE and iter < 1000
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jac, stat = GSL::MultiRoot.fdjacobian(fdf, s.x, s.f, GSL::SQRT_DBL_EPSILON)
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r = 0.0
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sum = 0.0
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for i in 0...n
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for j in 0...n
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u = jac[i,j]
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su = s.jac[i,j]
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r = (u - su).abs/(1e-6 + 1e-6 * u.abs)
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sum += r
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if (u - su).abs > (1e-6 + 1e-6 * u.abs)
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printf("broken jacobian %g\n", r)
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end
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end
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printf("avg r = %g\n", sum/(n*n))
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end
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residual = 0.0
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for i in 0...n
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residual += s.f[i].abs
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end
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GSL::Test::test(status, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}")
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end
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def test_f(desc, fdf, initpt, factor, type)
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n = fdf.n
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x = eval("#{initpt}")
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x = x.scale(factor)
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function = GSL::MultiRoot::Function.alloc(fdf.f, fdf.n)
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s = GSL::MultiRoot::FSolver.alloc(type, n)
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s.set(function, x)
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iter = 0
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begin
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iter += 1
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status = s.iterate
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status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
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end while status == GSL::CONTINUE and iter < 1000
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residual = 0.0
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for i in 0...n
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residual += s.f[i].abs
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end
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GSL::Test::test(status, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}")
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end
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def roth_initpt
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return GSL::Vector.alloc(4.5, 3.5)
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end
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def wood_initpt
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return GSL::Vector.alloc(-3.0, -1.0, -3.0, -1.0)
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end
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def rosenbrock_initpt
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GSL::Vector.alloc(-1.2, 1.0)
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end
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roth_f = Proc.new { |x, f|
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u = x[0]
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v = x[1]
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f[0] = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
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f[1] = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
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}
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roth_df = Proc.new { |x, df|
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x1 = x[1]
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df.set(0, 0, 1.0)
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df.set(0, 1, -3 * x1 * x1 + 10 * x1 - 2)
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df.set(1, 0, 1.0)
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df.set(1, 1, 3 * x1 * x1 + 2 * x1 - 14)
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}
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rosenbrock_f = Proc.new { |x, f|
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x0 = x[0]; x1 = x[1]
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y0 = 1.0 - x0
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y1 = 10*(x1 - x0*x0)
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f[0] = y0
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f[1] = y1
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GSL::SUCCESS
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}
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rosenbrock_df = Proc.new { |x, df|
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x0 = x[0]
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df00 = -1.0
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df01 = 0.0
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df10 = -20*x0
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df11 = 10
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df.set(0, 0, df00)
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df.set(0, 1, df01)
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df.set(1, 0, df10)
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df.set(1, 1, df11)
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GSL::SUCCESS
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}
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roth = GSL::MultiRoot::Function_fdf.alloc(roth_f, roth_df, 2)
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rosenbrock = GSL::MultiRoot::Function_fdf.alloc(rosenbrock_f, rosenbrock_df, 2)
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fsolvers = ["dnewton", "broyden", "hybrid", "hybrids"]
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fsolvers.each do |type|
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test_f("Roth", roth, "roth_initpt", 1.0, type)
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test_f("Rosenbrock", rosenbrock, "rosenbrock_initpt", 1.0, type)
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end
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exit
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f = 1.0
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fdfsolvers = ["newton", "gnewton", "hybridj", "hybridsj"]
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fdfsolvers.each do |type|
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test_fdf("Roth", roth, "roth_initpt", f, type)
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end
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data/tests/multiset.rb
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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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include GSL::Test
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exit if GSL::VERSION < "1.14"
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c63 = [ [ 0,0,0 ], [ 0,0,1 ], [ 0,0,2 ], [ 0,0,3 ], [ 0,0,4 ], [ 0,0,5 ],
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[ 0,1,1 ], [ 0,1,2 ], [ 0,1,3 ], [ 0,1,4 ], [ 0,1,5 ],
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[ 0,2,2 ], [ 0,2,3 ], [ 0,2,4 ], [ 0,2,5 ],
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[ 0,3,3 ], [ 0,3,4 ], [ 0,3,5 ],
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[ 0,4,4 ], [ 0,4,5 ],
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[ 0,5,5 ],
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[ 1,1,1 ], [ 1,1,2 ], [ 1,1,3 ], [ 1,1,4 ], [ 1,1,5 ],
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[ 1,2,2 ], [ 1,2,3 ], [ 1,2,4 ], [ 1,2,5 ],
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[ 1,3,3 ], [ 1,3,4 ], [ 1,3,5 ],
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[ 1,4,4 ], [ 1,4,5 ],
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[ 1,5,5 ],
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[ 2,2,2 ], [ 2,2,3 ], [ 2,2,4 ], [ 2,2,5 ],
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[ 2,3,3 ], [ 2,3,4 ], [ 2,3,5 ],
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[ 2,4,4 ], [ 2,4,5 ],
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[ 2,5,5 ],
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[ 3,3,3 ], [ 3,3,4 ], [ 3,3,5 ],
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[ 3,4,4 ], [ 3,4,5 ],
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[ 3,5,5 ],
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[ 4,4,4 ], [ 4,4,5 ],
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[ 4,5,5 ],
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[ 5,5,5 ]]
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c = GSL::Multiset::alloc(6, 3)
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c.init_first()
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i = 0
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status = 0
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while true
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if i >= 56
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status = 1;
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break
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end
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for j in 0...3 do
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if c.data[j] != c63[i][j]
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ret = 0
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else
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ret = 1
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end
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status |= ret
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end
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s1 = c.valid
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GSL::Test::test(s1, "gsl_multiset_valid(#{i})")
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-
i += 1
|
51
|
-
break if c.next != GSL::SUCCESS
|
52
|
-
end
|
data/tests/narray/blas_dnrm2.rb
DELETED
@@ -1,20 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
|
3
|
-
require 'rubygems'
|
4
|
-
require 'narray'
|
5
|
-
require 'gsl'
|
6
|
-
require '../gsl_test.rb'
|
7
|
-
include GSL::Test
|
8
|
-
|
9
|
-
dbleps = 1e-6
|
10
|
-
expected = Math.sqrt((0..4).inject {|m,x| m+=x*x})
|
11
|
-
|
12
|
-
v = GSL::Vector.indgen(5)
|
13
|
-
v_dnrm2 = GSL::Blas.dnrm2(v)
|
14
|
-
GSL::Test.test_rel(v_dnrm2, expected, dbleps, "GSL::Blas.dnrm2(GSL::Vector)")
|
15
|
-
|
16
|
-
na = NArray.float(5).indgen!
|
17
|
-
na_dnrm2 = GSL::Blas.dnrm2(na)
|
18
|
-
GSL::Test.test_rel(na_dnrm2, expected, dbleps, "GSL::Blas.dnrm2(NArray)")
|
19
|
-
|
20
|
-
GSL::Test.test_rel(na_dnrm2, v_dnrm2, 0, "GSL::Blas.dnrm2(NArray) == GSL::Blas.dnrm2(GSL::Vector)")
|
data/tests/odeiv.rb
DELETED
@@ -1,353 +0,0 @@
|
|
1
|
-
#!/usr/bin/env ruby
|
2
|
-
# Ruby/GSL implementation of GSL "odeiv-initval/test.c"
|
3
|
-
require("gsl")
|
4
|
-
require("./gsl_test2.rb")
|
5
|
-
include GSL::Test
|
6
|
-
include Math
|
7
|
-
|
8
|
-
rhs_linear = Proc.new { |t, y, f|
|
9
|
-
f[0] = 0.0
|
10
|
-
f[1] = y[0]
|
11
|
-
GSL::SUCCESS
|
12
|
-
}
|
13
|
-
|
14
|
-
jac_linear = Proc.new { |t, y, dfdy, dfdt|
|
15
|
-
dfdy.set(0, 0, 0.0)
|
16
|
-
dfdy.set(0, 1, 0.0)
|
17
|
-
dfdy.set(1, 0, 1.0)
|
18
|
-
dfdy.set(1, 1, 0.0)
|
19
|
-
dfdt[0] = 0.0
|
20
|
-
dfdt[1] = 0.0
|
21
|
-
GSL::SUCCESS
|
22
|
-
}
|
23
|
-
|
24
|
-
Rhs_func_lin = GSL::Odeiv::System.alloc(rhs_linear, jac_linear, 2)
|
25
|
-
|
26
|
-
rhs_sin = Proc.new { |t, y, f|
|
27
|
-
f[0] = -y[1]
|
28
|
-
f[1] = y[0]
|
29
|
-
GSL::SUCCESS
|
30
|
-
}
|
31
|
-
|
32
|
-
jac_sin = Proc.new { |t, y, dfdy, dfdt|
|
33
|
-
dfdy.set(0, 0, 0.0)
|
34
|
-
dfdy.set(0, 1, -1.0)
|
35
|
-
dfdy.set(1, 0, 1.0)
|
36
|
-
dfdy.set(1, 1, 0.0)
|
37
|
-
dfdt[0] = 0.0
|
38
|
-
dfdt[1] = 0.0
|
39
|
-
GSL::SUCCESS
|
40
|
-
}
|
41
|
-
|
42
|
-
Rhs_func_sin = GSL::Odeiv::System.alloc(rhs_sin, jac_sin, 2)
|
43
|
-
|
44
|
-
rhs_exp = Proc.new { |t, y, f|
|
45
|
-
f[0] = y[1]
|
46
|
-
f[1] = y[0]
|
47
|
-
GSL::SUCCESS
|
48
|
-
}
|
49
|
-
|
50
|
-
jac_exp = Proc.new { |t, y, dfdy, dfdt|
|
51
|
-
dfdy.set(0, 0, 0.0)
|
52
|
-
dfdy.set(0, 1, 1.0)
|
53
|
-
dfdy.set(1, 0, 1.0)
|
54
|
-
dfdy.set(1, 1, 0.0)
|
55
|
-
dfdt[0] = 0.0
|
56
|
-
dfdt[1] = 0.0
|
57
|
-
GSL::SUCCESS
|
58
|
-
}
|
59
|
-
|
60
|
-
Rhs_func_exp = GSL::Odeiv::System.alloc(rhs_exp, jac_exp, 2)
|
61
|
-
|
62
|
-
rhs_stiff = Proc.new { |t, y, f|
|
63
|
-
f[0] = 998.0 * y[0] + 1998.0 * y[1]
|
64
|
-
f[1] = -999.0 * y[0] - 1999.0 * y[1]
|
65
|
-
GSL::SUCCESS
|
66
|
-
}
|
67
|
-
|
68
|
-
jac_stiff = Proc.new { |t, y, dfdy, dfdt|
|
69
|
-
dfdy.set(0, 0, 998.0);
|
70
|
-
dfdy.set(0, 1, 1998.0);
|
71
|
-
dfdy.set(1, 0, -999.0);
|
72
|
-
dfdy.set(1, 1, -1999.0);
|
73
|
-
dfdt[0] = 0.0;
|
74
|
-
dfdt[1] = 0.0;
|
75
|
-
GSL::SUCCESS;
|
76
|
-
}
|
77
|
-
|
78
|
-
Rhs_func_stiff = GSL::Odeiv::System.alloc(rhs_stiff, jac_stiff, 2)
|
79
|
-
|
80
|
-
def test_stepper_linear(type, hstart, base_prec)
|
81
|
-
h = hstart*1.0
|
82
|
-
delmax = 0.0
|
83
|
-
count = 0
|
84
|
-
stepper = GSL::Odeiv::Step.alloc(type, 2)
|
85
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
86
|
-
yerr = GSL::Vector.alloc(2)
|
87
|
-
t = 0.0
|
88
|
-
s = 0
|
89
|
-
while t < 4.0
|
90
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_lin)
|
91
|
-
del = ((y[1] - (t + h))/y[1]).abs
|
92
|
-
delmax = MAX_DBL(del, delmax)
|
93
|
-
if del > (count + 1.0)*base_prec
|
94
|
-
printf(" LINEAR(%20.17g) %20.17g %20.17g %8.4g\n", t + h, y[1], t + h, del);
|
95
|
-
s += 1
|
96
|
-
end
|
97
|
-
count += 1
|
98
|
-
t += h
|
99
|
-
end
|
100
|
-
GSL::Test::test(s, "#{stepper.name}, linear [0,4], max relative error = #{delmax}")
|
101
|
-
end
|
102
|
-
|
103
|
-
def test_stepper_sin(type, hstart, base_prec)
|
104
|
-
h = hstart*1.0
|
105
|
-
delmax = 0.0
|
106
|
-
count = 0
|
107
|
-
stepper = GSL::Odeiv::Step.alloc(type, 2)
|
108
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
109
|
-
yerr = GSL::Vector.alloc(2)
|
110
|
-
t = 0.0
|
111
|
-
s = 0
|
112
|
-
while t < M_PI
|
113
|
-
sin_th = sin(t + h)
|
114
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_sin)
|
115
|
-
del = ((y[1] - sin_th)/sin_th).abs
|
116
|
-
delmax = GSL::MAX_DBL(del, delmax)
|
117
|
-
if t < 0.5*M_PI
|
118
|
-
stat = (del > (count+1.0)*base_prec) ? 1 : 0
|
119
|
-
elsif t < 0.7*M_PI
|
120
|
-
stat = (del > 1.0e+04*base_prec) ? 1 : 0
|
121
|
-
elsif t < 0.9*M_PI
|
122
|
-
stat = (del > 1.0e+06*base_prec) ? 1 : 0
|
123
|
-
else
|
124
|
-
stat = (del > 1.0e+09*base_prec) ? 1 : 0
|
125
|
-
end
|
126
|
-
if stat != 0
|
127
|
-
printf(" SIN(%22.18g) %22.18g %22.18g %10.6g\n", t + h, y[1], sin_th, del);
|
128
|
-
end
|
129
|
-
s += stat
|
130
|
-
count += 1
|
131
|
-
t += h
|
132
|
-
end
|
133
|
-
if delmax > 1.0e+09*base_prec
|
134
|
-
s += 1
|
135
|
-
printf(" SIN(0 .. M_PI) delmax = %g\n", delmax)
|
136
|
-
end
|
137
|
-
GSL::Test::test(s, "#{stepper.name}, sine [0,pi], max relative error = #{delmax}")
|
138
|
-
|
139
|
-
delmax = 0.0
|
140
|
-
while t < 3*M_PI
|
141
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_sin)
|
142
|
-
del = (y[1] - sin(t)).abs
|
143
|
-
delmax = GSL::MAX_DBL(del, delmax)
|
144
|
-
count += 1
|
145
|
-
t += h
|
146
|
-
end
|
147
|
-
if del > count * 2.0 * base_prec
|
148
|
-
s += 1
|
149
|
-
printf(" SIN(%22.18g) %22.18g %22.18g %10.6g\n", t + h, y[1], sin(t), del)
|
150
|
-
end
|
151
|
-
test(s, "#{stepper.name}, sin [pi,3*pi], max absolute error = #{delmax}")
|
152
|
-
end
|
153
|
-
|
154
|
-
def test_stepper_exp(type, hstart, base_prec)
|
155
|
-
s = 0
|
156
|
-
y = GSL::Vector.alloc(1.0, 1.0)
|
157
|
-
yerr = GSL::Vector.alloc(2)
|
158
|
-
delmax = 0.0
|
159
|
-
count = 0
|
160
|
-
h = hstart*1.0
|
161
|
-
stepper = GSL::Odeiv::Step.alloc(type, 2)
|
162
|
-
t = 0.0
|
163
|
-
while t < 5.0
|
164
|
-
ex = exp(t + h)
|
165
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_exp)
|
166
|
-
del = ((y[1] - ex)/y[1]).abs
|
167
|
-
delmax = GSL::MAX_DBL(del, delmax)
|
168
|
-
if del > (count+1.0)*2.0*base_prec
|
169
|
-
printf(" EXP(%20.17g) %20.17g %20.17g %8.4g\n", t + h, y[1], ex, del);
|
170
|
-
s += 1
|
171
|
-
end
|
172
|
-
count += 1
|
173
|
-
t += h
|
174
|
-
end
|
175
|
-
GSL::Test::test(s, "#{stepper.name}, exponential [0,5], max relative error = #{delmax}")
|
176
|
-
end
|
177
|
-
|
178
|
-
def test_stepper_stiff(type, hstart, base_prec)
|
179
|
-
h = hstart*1.0
|
180
|
-
s = 0
|
181
|
-
delmax = 0.0
|
182
|
-
count = 0
|
183
|
-
stepper = GSL::Odeiv::Step.alloc(type, 2)
|
184
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
185
|
-
yerr = GSL::Vector.alloc(2)
|
186
|
-
t = 0.0
|
187
|
-
while t < 5.0
|
188
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_stiff)
|
189
|
-
if t > 0.04
|
190
|
-
arg = t + h
|
191
|
-
e1 = exp(-arg)
|
192
|
-
e2 = exp(-1000.0*arg)
|
193
|
-
u = 2.0*e1 - e2
|
194
|
-
del = ((y[0] - u)/y[0]).abs
|
195
|
-
delmax = GSL::MAX_DBL(del, delmax)
|
196
|
-
if del > (count + 1.0)*100.0*base_prec
|
197
|
-
printf(" STIFF(%20.17g) %20.17g %20.17g %8.4g\n", arg, y[0], u, del)
|
198
|
-
s += 1
|
199
|
-
end
|
200
|
-
end
|
201
|
-
count += 1
|
202
|
-
t += h
|
203
|
-
end
|
204
|
-
GSL::Test::test(s, "#{stepper.name}, stiff [0,5], max relative error = #{delmax}")
|
205
|
-
end
|
206
|
-
|
207
|
-
def test_stepper_err(type, hstart, base_prec)
|
208
|
-
h = hstart*1.0
|
209
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
210
|
-
yerr = GSL::Vector.alloc(2)
|
211
|
-
delmax = 0.0
|
212
|
-
errmax = 0.0
|
213
|
-
count = 0
|
214
|
-
s = 0
|
215
|
-
|
216
|
-
stepper = GSL::Odeiv::Step.alloc(type, 2)
|
217
|
-
|
218
|
-
t = 0.0
|
219
|
-
while t < M_PI
|
220
|
-
y1_t = y[1]
|
221
|
-
dy_exp = cos(t)*sin(h)-2*sin(t)*pow(sin(h/2),2.0);
|
222
|
-
status = stepper.apply(t, h, y, yerr, Rhs_func_sin)
|
223
|
-
dy_t = y[1] - y1_t;
|
224
|
-
del = (dy_t - dy_exp).abs
|
225
|
-
if t > 0.1 and t < 0.2
|
226
|
-
stat = (del > 10.0*yerr[1].abs + GSL::DBL_EPSILON*y[1].abs) ? 1 : 0
|
227
|
-
if stat != 0
|
228
|
-
delmax = del
|
229
|
-
errmax = yerr[1].abs
|
230
|
-
printf("SIN(%.18e) %.5e %.5e %e %e %e\n", t + h, y[1], dy_t, dy_exp, del, yerr[1]);
|
231
|
-
|
232
|
-
s += stat;
|
233
|
-
break;
|
234
|
-
end
|
235
|
-
end
|
236
|
-
count += 1
|
237
|
-
t += h
|
238
|
-
end
|
239
|
-
test(s, "#{stepper.name}, sine [0,pi], accurary of estimate error = #{delmax} vs #{errmax}")
|
240
|
-
end
|
241
|
-
|
242
|
-
def test_evolve_system_flat(step, sys, t0, t1, hstart, y, yfin, err_target, desc)
|
243
|
-
s = 0
|
244
|
-
h = hstart*1.0
|
245
|
-
t = t0*1.0
|
246
|
-
e = GSL::Odeiv::Evolve.alloc(sys.dimension)
|
247
|
-
while t < t1
|
248
|
-
t, h, status = e.apply(nil, step, sys, t, t1, h, y)
|
249
|
-
end
|
250
|
-
frac = ((y[1] - yfin[1])/yfin[1]).abs + ((y[0] - yfin[0])/yfin[0]).abs
|
251
|
-
if frac > 2.0*e.count*err_target
|
252
|
-
printf("FLAT t = %.5e y0 = %g y1= %g\n", t, y[0], y[1]);
|
253
|
-
s += 1
|
254
|
-
end
|
255
|
-
GSL::Test::test(s, "#{step.name}, #{desc}, evolve, no control, max relative error = #{frac}")
|
256
|
-
end
|
257
|
-
|
258
|
-
def test_evolve_system(type, sys, t0, t1, hstart, y, yfin, err_target, desc)
|
259
|
-
s = 0
|
260
|
-
t = t0*1.0
|
261
|
-
h = hstart*1.0
|
262
|
-
step = GSL::Odeiv::Step.alloc(type, sys.dimension)
|
263
|
-
c = GSL::Odeiv::Control.standard_alloc(0.0, err_target, 1.0, 1.0)
|
264
|
-
e = GSL::Odeiv::Evolve.alloc(sys.dimension)
|
265
|
-
while t < t1
|
266
|
-
t, h, status = e.apply(c, step, sys, t, t1, h, y)
|
267
|
-
end
|
268
|
-
frac = ((y[1] - yfin[1])/yfin[1]).abs + ((y[0] - yfin[0])/yfin[0]).abs
|
269
|
-
if frac > 2.0*e.count*err_target
|
270
|
-
printf("SYS t = %.5e h = %g y0 = %g y1= %g\n", t, h, y[0], y[1]);
|
271
|
-
s += 1
|
272
|
-
end
|
273
|
-
GSL::Test::test(s, "#{step.name}, #{desc}, evolve, standard control, relative error = #{frac}")
|
274
|
-
end
|
275
|
-
|
276
|
-
def test_evolve_exp(type, hstart, err)
|
277
|
-
h = hstart*1.0
|
278
|
-
y = GSL::Vector.alloc(1.0, 1.0)
|
279
|
-
eee = exp(5.0)
|
280
|
-
yfin = GSL::Vector.alloc(eee, eee)
|
281
|
-
test_evolve_system(type, Rhs_func_exp, 0.0, 5.0, h, y, yfin, err, "exp [0,5]")
|
282
|
-
end
|
283
|
-
|
284
|
-
def test_evolve_sin(type, hstart, err)
|
285
|
-
h = hstart*1.0
|
286
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
287
|
-
yfin = GSL::Vector.alloc(cos(2.0), sin(2.0))
|
288
|
-
test_evolve_system(type, Rhs_func_sin, 0.0, 2.0, h, y, yfin, err, "sin [0,2]")
|
289
|
-
end
|
290
|
-
|
291
|
-
def test_evolve_stiff1(type, hstart, err)
|
292
|
-
h = hstart*1.0
|
293
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
294
|
-
arg = 1.0
|
295
|
-
e1 = exp(-arg)
|
296
|
-
e2 = exp(-1000.0*arg)
|
297
|
-
yfin = GSL::Vector.alloc(2.0*e1 - e2, -e1 + e2)
|
298
|
-
test_evolve_system(type, Rhs_func_stiff, 0.0, 1.0, h, y, yfin, err, "stiff [0,1]")
|
299
|
-
end
|
300
|
-
|
301
|
-
def test_evolve_stiff5(type, hstart, err)
|
302
|
-
h = hstart*1.0
|
303
|
-
y = GSL::Vector.alloc(1.0, 0.0)
|
304
|
-
arg = 5.0
|
305
|
-
e1 = exp(-arg)
|
306
|
-
e2 = exp(-1000.0*arg)
|
307
|
-
yfin = GSL::Vector.alloc(2.0*e1 - e2, -e1 + e2)
|
308
|
-
less test_evolve_system(type, Rhs_func_stiff, 0.0, 5.0, h, y, yfin, err, "stiff [0,5]")
|
309
|
-
end
|
310
|
-
|
311
|
-
ptypes = [
|
312
|
-
{"type" => "rk2",
|
313
|
-
"h" => 1e-3},
|
314
|
-
{"type" => "rk2imp",
|
315
|
-
"h" => 1e-3},
|
316
|
-
{"type" => "rk4",
|
317
|
-
"h" => 1e-3},
|
318
|
-
{"type" => "rk4imp",
|
319
|
-
"h" => 1e-3},
|
320
|
-
{"type" => "rkf45",
|
321
|
-
"h" => 1e-3},
|
322
|
-
{"type" => "rk8pd",
|
323
|
-
"h" => 1e-3},
|
324
|
-
{"type" => "rkck",
|
325
|
-
"h" => 1e-3},
|
326
|
-
{"type" => "bsimp",
|
327
|
-
"h" => 1e-3},
|
328
|
-
{"type" => "gear1",
|
329
|
-
"h" => 1e-3},
|
330
|
-
# {"type" => "gear2",
|
331
|
-
# "h" => 1e-3}
|
332
|
-
]
|
333
|
-
|
334
|
-
GSL::IEEE::env_setup()
|
335
|
-
|
336
|
-
ptypes.each do |hash|
|
337
|
-
test_stepper_err(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
338
|
-
end
|
339
|
-
|
340
|
-
ptypes.each do |hash|
|
341
|
-
# test_stepper_linear(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
342
|
-
# test_stepper_sin(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
343
|
-
test_stepper_sin(hash["type"], hash["h"]/10, 1e-8)
|
344
|
-
# test_stepper_exp(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
345
|
-
# test_stepper_stiff(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
346
|
-
end
|
347
|
-
|
348
|
-
ptypes.each do |hash|
|
349
|
-
# test_evolve_exp(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
350
|
-
test_evolve_sin(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
351
|
-
# test_evolve_stiff1(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
352
|
-
# test_evolve_stiff5(hash["type"], hash["h"], GSL::SQRT_DBL_EPSILON)
|
353
|
-
end
|