rb-gsl 1.15.3.1 → 1.15.3.2

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Files changed (222) hide show
  1. checksums.yaml +4 -4
  2. data/AUTHORS +2 -2
  3. data/ChangeLog +8 -0
  4. data/Rakefile +39 -96
  5. data/VERSION +1 -1
  6. data/ext/array.c +2 -2
  7. data/ext/block_source.c +1 -1
  8. data/ext/dirac.c +1 -1
  9. data/ext/eigen.c +13 -13
  10. data/ext/extconf.rb +17 -11
  11. data/ext/function.c +5 -5
  12. data/ext/gsl_narray.c +6 -6
  13. data/ext/histogram.c +7 -6
  14. data/ext/histogram2d.c +4 -4
  15. data/ext/interp.c +1 -1
  16. data/ext/linalg.c +13 -11
  17. data/ext/linalg_complex.c +8 -6
  18. data/ext/math.c +1 -1
  19. data/ext/matrix_complex.c +6 -6
  20. data/ext/matrix_source.c +10 -10
  21. data/ext/monte.c +2 -2
  22. data/ext/multimin.c +4 -4
  23. data/ext/multiroots.c +8 -8
  24. data/ext/nmf.c +6 -6
  25. data/ext/ntuple.c +4 -4
  26. data/ext/odeiv.c +2 -2
  27. data/ext/permutation.c +1 -1
  28. data/ext/poly2.c +6 -6
  29. data/ext/poly_source.c +9 -6
  30. data/ext/sf.c +31 -45
  31. data/ext/signal.c +2 -2
  32. data/ext/vector_complex.c +11 -10
  33. data/ext/vector_double.c +7 -4
  34. data/ext/vector_source.c +29 -26
  35. data/ext/wavelet.c +1 -1
  36. data/include/rb_gsl_common.h +12 -0
  37. data/include/rb_gsl_config.h +10 -1
  38. data/rdoc/blas.rdoc +4 -4
  39. data/rdoc/bspline.rdoc +8 -8
  40. data/rdoc/cheb.rdoc +9 -9
  41. data/rdoc/cholesky_complex.rdoc +1 -1
  42. data/rdoc/combi.rdoc +10 -10
  43. data/rdoc/complex.rdoc +12 -12
  44. data/rdoc/const.rdoc +21 -21
  45. data/rdoc/dht.rdoc +7 -7
  46. data/rdoc/diff.rdoc +7 -7
  47. data/rdoc/ehandling.rdoc +4 -4
  48. data/rdoc/eigen.rdoc +12 -12
  49. data/rdoc/fft.rdoc +27 -27
  50. data/rdoc/fit.rdoc +19 -19
  51. data/rdoc/function.rdoc +1 -1
  52. data/rdoc/graph.rdoc +3 -3
  53. data/rdoc/hist.rdoc +17 -17
  54. data/rdoc/hist2d.rdoc +5 -5
  55. data/rdoc/hist3d.rdoc +4 -4
  56. data/rdoc/index.rdoc +4 -4
  57. data/rdoc/integration.rdoc +17 -17
  58. data/rdoc/interp.rdoc +12 -12
  59. data/rdoc/intro.rdoc +4 -4
  60. data/rdoc/linalg.rdoc +21 -21
  61. data/rdoc/linalg_complex.rdoc +1 -1
  62. data/rdoc/math.rdoc +14 -14
  63. data/rdoc/matrix.rdoc +21 -21
  64. data/rdoc/min.rdoc +10 -10
  65. data/rdoc/monte.rdoc +4 -4
  66. data/rdoc/multimin.rdoc +13 -13
  67. data/rdoc/multiroot.rdoc +13 -13
  68. data/rdoc/narray.rdoc +10 -10
  69. data/rdoc/ndlinear.rdoc +5 -5
  70. data/rdoc/nonlinearfit.rdoc +18 -18
  71. data/rdoc/ntuple.rdoc +6 -6
  72. data/rdoc/odeiv.rdoc +13 -13
  73. data/rdoc/perm.rdoc +12 -12
  74. data/rdoc/poly.rdoc +18 -18
  75. data/rdoc/qrng.rdoc +10 -10
  76. data/rdoc/randist.rdoc +11 -11
  77. data/rdoc/ref.rdoc +50 -50
  78. data/rdoc/rng.rdoc +10 -10
  79. data/rdoc/rngextra.rdoc +5 -5
  80. data/rdoc/roots.rdoc +13 -13
  81. data/rdoc/sf.rdoc +36 -36
  82. data/rdoc/siman.rdoc +4 -4
  83. data/rdoc/sort.rdoc +7 -7
  84. data/rdoc/start.rdoc +1 -1
  85. data/rdoc/stats.rdoc +14 -14
  86. data/rdoc/sum.rdoc +5 -5
  87. data/rdoc/tensor.rdoc +4 -4
  88. data/rdoc/tut.rdoc +1 -1
  89. data/rdoc/use.rdoc +5 -5
  90. data/rdoc/vector.rdoc +29 -29
  91. data/rdoc/vector_complex.rdoc +6 -6
  92. data/rdoc/wavelet.rdoc +9 -9
  93. data/test/gsl/blas_test.rb +79 -0
  94. data/test/gsl/bspline_test.rb +63 -0
  95. data/test/gsl/cdf_test.rb +1512 -0
  96. data/test/gsl/cheb_test.rb +80 -0
  97. data/test/gsl/combination_test.rb +100 -0
  98. data/test/gsl/complex_test.rb +20 -0
  99. data/test/gsl/const_test.rb +29 -0
  100. data/test/gsl/deriv_test.rb +62 -0
  101. data/test/gsl/dht_test.rb +79 -0
  102. data/test/gsl/diff_test.rb +53 -0
  103. data/test/gsl/eigen_test.rb +563 -0
  104. data/test/gsl/err_test.rb +23 -0
  105. data/test/gsl/fit_test.rb +101 -0
  106. data/test/gsl/histo_test.rb +14 -0
  107. data/test/gsl/integration_test.rb +274 -0
  108. data/test/gsl/interp_test.rb +27 -0
  109. data/test/gsl/linalg_test.rb +463 -0
  110. data/test/gsl/matrix_nmf_test.rb +37 -0
  111. data/test/gsl/matrix_test.rb +77 -0
  112. data/test/gsl/min_test.rb +89 -0
  113. data/test/gsl/monte_test.rb +77 -0
  114. data/test/gsl/multifit_test.rb +753 -0
  115. data/test/gsl/multimin_test.rb +157 -0
  116. data/test/gsl/multiroot_test.rb +135 -0
  117. data/test/gsl/multiset_test.rb +52 -0
  118. data/test/gsl/odeiv_test.rb +275 -0
  119. data/test/gsl/poly_test.rb +338 -0
  120. data/test/gsl/qrng_test.rb +94 -0
  121. data/test/gsl/quartic_test.rb +28 -0
  122. data/test/gsl/randist_test.rb +122 -0
  123. data/test/gsl/rng_test.rb +303 -0
  124. data/test/gsl/roots_test.rb +78 -0
  125. data/test/gsl/sf_test.rb +2079 -0
  126. data/test/gsl/stats_test.rb +122 -0
  127. data/test/gsl/sum_test.rb +69 -0
  128. data/test/gsl/tensor_test.rb +396 -0
  129. data/test/gsl/vector_test.rb +223 -0
  130. data/test/gsl/wavelet_test.rb +130 -0
  131. data/test/gsl_test.rb +321 -0
  132. data/test/test_helper.rb +42 -0
  133. metadata +107 -150
  134. data/setup.rb +0 -1585
  135. data/tests/blas/amax.rb +0 -14
  136. data/tests/blas/asum.rb +0 -16
  137. data/tests/blas/axpy.rb +0 -25
  138. data/tests/blas/copy.rb +0 -23
  139. data/tests/blas/dot.rb +0 -23
  140. data/tests/bspline.rb +0 -53
  141. data/tests/cdf.rb +0 -1388
  142. data/tests/cheb.rb +0 -112
  143. data/tests/combination.rb +0 -123
  144. data/tests/complex.rb +0 -17
  145. data/tests/const.rb +0 -24
  146. data/tests/deriv.rb +0 -85
  147. data/tests/dht/dht1.rb +0 -17
  148. data/tests/dht/dht2.rb +0 -23
  149. data/tests/dht/dht3.rb +0 -23
  150. data/tests/dht/dht4.rb +0 -23
  151. data/tests/diff.rb +0 -78
  152. data/tests/eigen/eigen.rb +0 -220
  153. data/tests/eigen/gen.rb +0 -105
  154. data/tests/eigen/genherm.rb +0 -66
  155. data/tests/eigen/gensymm.rb +0 -68
  156. data/tests/eigen/nonsymm.rb +0 -53
  157. data/tests/eigen/nonsymmv.rb +0 -53
  158. data/tests/eigen/symm-herm.rb +0 -74
  159. data/tests/err.rb +0 -58
  160. data/tests/fit.rb +0 -124
  161. data/tests/gsl_test.rb +0 -118
  162. data/tests/gsl_test2.rb +0 -110
  163. data/tests/histo.rb +0 -12
  164. data/tests/integration/integration1.rb +0 -72
  165. data/tests/integration/integration2.rb +0 -71
  166. data/tests/integration/integration3.rb +0 -71
  167. data/tests/integration/integration4.rb +0 -71
  168. data/tests/interp.rb +0 -45
  169. data/tests/linalg/HH.rb +0 -64
  170. data/tests/linalg/LU.rb +0 -47
  171. data/tests/linalg/QR.rb +0 -77
  172. data/tests/linalg/SV.rb +0 -24
  173. data/tests/linalg/TDN.rb +0 -116
  174. data/tests/linalg/TDS.rb +0 -122
  175. data/tests/linalg/bidiag.rb +0 -73
  176. data/tests/linalg/cholesky.rb +0 -20
  177. data/tests/linalg/linalg.rb +0 -158
  178. data/tests/matrix/matrix_complex_test.rb +0 -36
  179. data/tests/matrix/matrix_nmf_test.rb +0 -39
  180. data/tests/matrix/matrix_test.rb +0 -48
  181. data/tests/min.rb +0 -99
  182. data/tests/monte/miser.rb +0 -31
  183. data/tests/monte/vegas.rb +0 -45
  184. data/tests/multifit/test_2dgauss.rb +0 -112
  185. data/tests/multifit/test_brown.rb +0 -90
  186. data/tests/multifit/test_enso.rb +0 -246
  187. data/tests/multifit/test_filip.rb +0 -155
  188. data/tests/multifit/test_gauss.rb +0 -97
  189. data/tests/multifit/test_longley.rb +0 -110
  190. data/tests/multifit/test_multifit.rb +0 -52
  191. data/tests/multimin.rb +0 -139
  192. data/tests/multiroot.rb +0 -131
  193. data/tests/multiset.rb +0 -52
  194. data/tests/narray/blas_dnrm2.rb +0 -20
  195. data/tests/odeiv.rb +0 -353
  196. data/tests/poly/poly.rb +0 -290
  197. data/tests/poly/special.rb +0 -65
  198. data/tests/qrng.rb +0 -131
  199. data/tests/quartic.rb +0 -29
  200. data/tests/randist.rb +0 -134
  201. data/tests/rng.rb +0 -305
  202. data/tests/roots.rb +0 -76
  203. data/tests/run-test.sh +0 -17
  204. data/tests/sf/gsl_test_sf.rb +0 -249
  205. data/tests/sf/test_airy.rb +0 -83
  206. data/tests/sf/test_bessel.rb +0 -306
  207. data/tests/sf/test_coulomb.rb +0 -17
  208. data/tests/sf/test_dilog.rb +0 -25
  209. data/tests/sf/test_gamma.rb +0 -209
  210. data/tests/sf/test_hyperg.rb +0 -356
  211. data/tests/sf/test_legendre.rb +0 -227
  212. data/tests/sf/test_mathieu.rb +0 -59
  213. data/tests/sf/test_mode.rb +0 -19
  214. data/tests/sf/test_sf.rb +0 -839
  215. data/tests/stats.rb +0 -174
  216. data/tests/stats_mt.rb +0 -16
  217. data/tests/sum.rb +0 -98
  218. data/tests/sys.rb +0 -323
  219. data/tests/tensor.rb +0 -419
  220. data/tests/vector/vector_complex_test.rb +0 -101
  221. data/tests/vector/vector_test.rb +0 -141
  222. data/tests/wavelet.rb +0 -142
@@ -1,131 +0,0 @@
1
- #!/usr/bin/env ruby
2
- # Ruby/GSL implementation of GSL "multiroot/test.c"
3
- require("gsl")
4
- require("./gsl_test2.rb")
5
- include GSL::Test
6
- include Math
7
-
8
- GC.disable
9
-
10
- def test_fdf(desc, fdf, initpt, factor, type)
11
- n = fdf.n
12
- x = eval("#{initpt}")
13
- if factor != 1.0
14
- x = x.scale(factor)
15
- end
16
- s = GSL::MultiRoot::FdfSolver.alloc(type, n)
17
- s.set(fdf, x)
18
- iter = 0
19
- begin
20
- iter += 1
21
- status = s.iterate
22
- status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
23
- end while status == GSL::CONTINUE and iter < 1000
24
-
25
- jac, stat = GSL::MultiRoot.fdjacobian(fdf, s.x, s.f, GSL::SQRT_DBL_EPSILON)
26
- r = 0.0
27
- sum = 0.0
28
- for i in 0...n
29
- for j in 0...n
30
- u = jac[i,j]
31
- su = s.jac[i,j]
32
- r = (u - su).abs/(1e-6 + 1e-6 * u.abs)
33
- sum += r
34
- if (u - su).abs > (1e-6 + 1e-6 * u.abs)
35
- printf("broken jacobian %g\n", r)
36
- end
37
- end
38
- printf("avg r = %g\n", sum/(n*n))
39
- end
40
-
41
- residual = 0.0
42
- for i in 0...n
43
- residual += s.f[i].abs
44
- end
45
- GSL::Test::test(status, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}")
46
-
47
- end
48
-
49
- def test_f(desc, fdf, initpt, factor, type)
50
- n = fdf.n
51
- x = eval("#{initpt}")
52
- x = x.scale(factor)
53
- function = GSL::MultiRoot::Function.alloc(fdf.f, fdf.n)
54
- s = GSL::MultiRoot::FSolver.alloc(type, n)
55
- s.set(function, x)
56
- iter = 0
57
- begin
58
- iter += 1
59
- status = s.iterate
60
- status = GSL::MultiRoot.test_residual(s.f, 0.0000001)
61
- end while status == GSL::CONTINUE and iter < 1000
62
- residual = 0.0
63
- for i in 0...n
64
- residual += s.f[i].abs
65
- end
66
- GSL::Test::test(status, "#{type} on #{desc} (#{factor}), #{iter} iterations, residual = #{residual}")
67
- end
68
-
69
- def roth_initpt
70
- return GSL::Vector.alloc(4.5, 3.5)
71
- end
72
-
73
- def wood_initpt
74
- return GSL::Vector.alloc(-3.0, -1.0, -3.0, -1.0)
75
- end
76
-
77
- def rosenbrock_initpt
78
- GSL::Vector.alloc(-1.2, 1.0)
79
- end
80
-
81
- roth_f = Proc.new { |x, f|
82
- u = x[0]
83
- v = x[1]
84
- f[0] = -13.0 + u + ((5.0 - v)*v - 2.0)*v;
85
- f[1] = -29.0 + u + ((v + 1.0)*v - 14.0)*v;
86
- }
87
-
88
- roth_df = Proc.new { |x, df|
89
- x1 = x[1]
90
- df.set(0, 0, 1.0)
91
- df.set(0, 1, -3 * x1 * x1 + 10 * x1 - 2)
92
- df.set(1, 0, 1.0)
93
- df.set(1, 1, 3 * x1 * x1 + 2 * x1 - 14)
94
- }
95
-
96
- rosenbrock_f = Proc.new { |x, f|
97
- x0 = x[0]; x1 = x[1]
98
- y0 = 1.0 - x0
99
- y1 = 10*(x1 - x0*x0)
100
- f[0] = y0
101
- f[1] = y1
102
- GSL::SUCCESS
103
- }
104
- rosenbrock_df = Proc.new { |x, df|
105
- x0 = x[0]
106
- df00 = -1.0
107
- df01 = 0.0
108
- df10 = -20*x0
109
- df11 = 10
110
- df.set(0, 0, df00)
111
- df.set(0, 1, df01)
112
- df.set(1, 0, df10)
113
- df.set(1, 1, df11)
114
- GSL::SUCCESS
115
- }
116
-
117
- roth = GSL::MultiRoot::Function_fdf.alloc(roth_f, roth_df, 2)
118
- rosenbrock = GSL::MultiRoot::Function_fdf.alloc(rosenbrock_f, rosenbrock_df, 2)
119
-
120
- fsolvers = ["dnewton", "broyden", "hybrid", "hybrids"]
121
- fsolvers.each do |type|
122
- test_f("Roth", roth, "roth_initpt", 1.0, type)
123
- test_f("Rosenbrock", rosenbrock, "rosenbrock_initpt", 1.0, type)
124
- end
125
-
126
- exit
127
- f = 1.0
128
- fdfsolvers = ["newton", "gnewton", "hybridj", "hybridsj"]
129
- fdfsolvers.each do |type|
130
- test_fdf("Roth", roth, "roth_initpt", f, type)
131
- end
@@ -1,52 +0,0 @@
1
- #!/usr/bin/env ruby
2
- require("gsl")
3
- require("./gsl_test2.rb")
4
- include GSL::Test
5
-
6
- exit if GSL::VERSION < "1.14"
7
-
8
-
9
- c63 = [ [ 0,0,0 ], [ 0,0,1 ], [ 0,0,2 ], [ 0,0,3 ], [ 0,0,4 ], [ 0,0,5 ],
10
- [ 0,1,1 ], [ 0,1,2 ], [ 0,1,3 ], [ 0,1,4 ], [ 0,1,5 ],
11
- [ 0,2,2 ], [ 0,2,3 ], [ 0,2,4 ], [ 0,2,5 ],
12
- [ 0,3,3 ], [ 0,3,4 ], [ 0,3,5 ],
13
- [ 0,4,4 ], [ 0,4,5 ],
14
- [ 0,5,5 ],
15
- [ 1,1,1 ], [ 1,1,2 ], [ 1,1,3 ], [ 1,1,4 ], [ 1,1,5 ],
16
- [ 1,2,2 ], [ 1,2,3 ], [ 1,2,4 ], [ 1,2,5 ],
17
- [ 1,3,3 ], [ 1,3,4 ], [ 1,3,5 ],
18
- [ 1,4,4 ], [ 1,4,5 ],
19
- [ 1,5,5 ],
20
- [ 2,2,2 ], [ 2,2,3 ], [ 2,2,4 ], [ 2,2,5 ],
21
- [ 2,3,3 ], [ 2,3,4 ], [ 2,3,5 ],
22
- [ 2,4,4 ], [ 2,4,5 ],
23
- [ 2,5,5 ],
24
- [ 3,3,3 ], [ 3,3,4 ], [ 3,3,5 ],
25
- [ 3,4,4 ], [ 3,4,5 ],
26
- [ 3,5,5 ],
27
- [ 4,4,4 ], [ 4,4,5 ],
28
- [ 4,5,5 ],
29
- [ 5,5,5 ]]
30
-
31
- c = GSL::Multiset::alloc(6, 3)
32
- c.init_first()
33
- i = 0
34
- status = 0
35
- while true
36
- if i >= 56
37
- status = 1;
38
- break
39
- end
40
- for j in 0...3 do
41
- if c.data[j] != c63[i][j]
42
- ret = 0
43
- else
44
- ret = 1
45
- end
46
- status |= ret
47
- end
48
- s1 = c.valid
49
- GSL::Test::test(s1, "gsl_multiset_valid(#{i})")
50
- i += 1
51
- break if c.next != GSL::SUCCESS
52
- end
@@ -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)")
@@ -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