rb-gsl 1.15.3.1
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +7 -0
- data/AUTHORS +6 -0
- data/COPYING +339 -0
- data/ChangeLog +567 -0
- data/README +32 -0
- data/Rakefile +99 -0
- data/THANKS +17 -0
- data/VERSION +1 -0
- data/examples/alf/alf.gp +15 -0
- data/examples/alf/alf.rb +32 -0
- data/examples/blas/blas.rb +13 -0
- data/examples/blas/dnrm2.rb +16 -0
- data/examples/blas/level1.rb +81 -0
- data/examples/blas/level2.rb +11 -0
- data/examples/blas/level3.rb +12 -0
- data/examples/bspline.rb +57 -0
- data/examples/cdf.rb +16 -0
- data/examples/cheb.rb +21 -0
- data/examples/combination.rb +23 -0
- data/examples/complex/RC-lpf.rb +47 -0
- data/examples/complex/add.rb +36 -0
- data/examples/complex/coerce.rb +14 -0
- data/examples/complex/complex.rb +25 -0
- data/examples/complex/fpmi.rb +70 -0
- data/examples/complex/functions.rb +77 -0
- data/examples/complex/michelson.rb +36 -0
- data/examples/complex/mul.rb +28 -0
- data/examples/complex/oscillator.rb +17 -0
- data/examples/complex/set.rb +37 -0
- data/examples/const/physconst.rb +151 -0
- data/examples/const/travel.rb +45 -0
- data/examples/deriv/demo.rb +13 -0
- data/examples/deriv/deriv.rb +36 -0
- data/examples/deriv/diff.rb +35 -0
- data/examples/dht.rb +42 -0
- data/examples/dirac.rb +56 -0
- data/examples/eigen/eigen.rb +34 -0
- data/examples/eigen/herm.rb +22 -0
- data/examples/eigen/narray.rb +9 -0
- data/examples/eigen/nonsymm.rb +37 -0
- data/examples/eigen/nonsymmv.rb +43 -0
- data/examples/eigen/qhoscillator.gp +35 -0
- data/examples/eigen/qhoscillator.rb +90 -0
- data/examples/eigen/vander.rb +41 -0
- data/examples/fft/fft.rb +17 -0
- data/examples/fft/fft2.rb +17 -0
- data/examples/fft/forward.rb +25 -0
- data/examples/fft/forward2.rb +26 -0
- data/examples/fft/radix2.rb +18 -0
- data/examples/fft/real-halfcomplex.rb +33 -0
- data/examples/fft/real-halfcomplex2.rb +30 -0
- data/examples/fft/realradix2.rb +19 -0
- data/examples/fft/sunspot.dat +256 -0
- data/examples/fft/sunspot.rb +16 -0
- data/examples/fit/expdata.dat +20 -0
- data/examples/fit/expfit.rb +31 -0
- data/examples/fit/gaussfit.rb +29 -0
- data/examples/fit/gaussian_2peaks.rb +34 -0
- data/examples/fit/hillfit.rb +40 -0
- data/examples/fit/lognormal.rb +26 -0
- data/examples/fit/lorentzfit.rb +22 -0
- data/examples/fit/multifit.rb +72 -0
- data/examples/fit/ndlinear.rb +133 -0
- data/examples/fit/nonlinearfit.rb +89 -0
- data/examples/fit/plot.gp +36 -0
- data/examples/fit/polyfit.rb +9 -0
- data/examples/fit/powerfit.rb +21 -0
- data/examples/fit/sigmoidfit.rb +40 -0
- data/examples/fit/sinfit.rb +22 -0
- data/examples/fit/wlinear.rb +46 -0
- data/examples/fresnel.rb +11 -0
- data/examples/function/function.rb +36 -0
- data/examples/function/log.rb +7 -0
- data/examples/function/min.rb +33 -0
- data/examples/function/sin.rb +10 -0
- data/examples/function/synchrotron.rb +18 -0
- data/examples/gallery/butterfly.rb +7 -0
- data/examples/gallery/cayley.rb +12 -0
- data/examples/gallery/cornu.rb +23 -0
- data/examples/gallery/eight.rb +11 -0
- data/examples/gallery/koch.rb +40 -0
- data/examples/gallery/lemniscate.rb +11 -0
- data/examples/gallery/polar.rb +11 -0
- data/examples/gallery/rgplot/cossin.rb +35 -0
- data/examples/gallery/rgplot/rgplot.replaced +0 -0
- data/examples/gallery/rgplot/roesller.rb +55 -0
- data/examples/gallery/roesller.rb +39 -0
- data/examples/gallery/scarabaeus.rb +14 -0
- data/examples/histogram/cauchy.rb +27 -0
- data/examples/histogram/cauchy.sh +2 -0
- data/examples/histogram/exponential.rb +19 -0
- data/examples/histogram/gauss.rb +16 -0
- data/examples/histogram/gsl-histogram.rb +40 -0
- data/examples/histogram/histo2d.rb +31 -0
- data/examples/histogram/histo3d.rb +34 -0
- data/examples/histogram/histogram-pdf.rb +27 -0
- data/examples/histogram/histogram.rb +26 -0
- data/examples/histogram/integral.rb +28 -0
- data/examples/histogram/poisson.rb +27 -0
- data/examples/histogram/power.rb +25 -0
- data/examples/histogram/rebin.rb +17 -0
- data/examples/histogram/smp.dat +5 -0
- data/examples/histogram/xexp.rb +21 -0
- data/examples/integration/ahmed.rb +21 -0
- data/examples/integration/cosmology.rb +75 -0
- data/examples/integration/friedmann.gp +16 -0
- data/examples/integration/friedmann.rb +35 -0
- data/examples/integration/gamma-zeta.rb +35 -0
- data/examples/integration/integration.rb +22 -0
- data/examples/integration/qag.rb +8 -0
- data/examples/integration/qag2.rb +14 -0
- data/examples/integration/qag3.rb +8 -0
- data/examples/integration/qagi.rb +28 -0
- data/examples/integration/qagi2.rb +49 -0
- data/examples/integration/qagiu.rb +29 -0
- data/examples/integration/qagp.rb +20 -0
- data/examples/integration/qags.rb +14 -0
- data/examples/integration/qawc.rb +18 -0
- data/examples/integration/qawf.rb +41 -0
- data/examples/integration/qawo.rb +29 -0
- data/examples/integration/qaws.rb +30 -0
- data/examples/integration/qng.rb +17 -0
- data/examples/interp/demo.gp +20 -0
- data/examples/interp/demo.rb +45 -0
- data/examples/interp/interp.rb +37 -0
- data/examples/interp/points +10 -0
- data/examples/interp/spline.rb +20 -0
- data/examples/jacobi/deriv.rb +40 -0
- data/examples/jacobi/integrate.rb +34 -0
- data/examples/jacobi/interp.rb +43 -0
- data/examples/jacobi/jacobi.rb +11 -0
- data/examples/linalg/HH.rb +15 -0
- data/examples/linalg/HH_narray.rb +13 -0
- data/examples/linalg/LQ_solve.rb +73 -0
- data/examples/linalg/LU.rb +84 -0
- data/examples/linalg/LU2.rb +31 -0
- data/examples/linalg/LU_narray.rb +24 -0
- data/examples/linalg/PTLQ.rb +47 -0
- data/examples/linalg/QR.rb +18 -0
- data/examples/linalg/QRPT.rb +47 -0
- data/examples/linalg/QR_solve.rb +78 -0
- data/examples/linalg/QR_solve_narray.rb +13 -0
- data/examples/linalg/SV.rb +16 -0
- data/examples/linalg/SV_narray.rb +12 -0
- data/examples/linalg/SV_solve.rb +49 -0
- data/examples/linalg/chol.rb +29 -0
- data/examples/linalg/chol_narray.rb +15 -0
- data/examples/linalg/complex.rb +57 -0
- data/examples/linalg/invert_narray.rb +10 -0
- data/examples/math/const.rb +67 -0
- data/examples/math/elementary.rb +35 -0
- data/examples/math/functions.rb +41 -0
- data/examples/math/inf_nan.rb +34 -0
- data/examples/math/minmax.rb +22 -0
- data/examples/math/power.rb +18 -0
- data/examples/math/test.rb +31 -0
- data/examples/matrix/a.dat +0 -0
- data/examples/matrix/add.rb +45 -0
- data/examples/matrix/b.dat +4 -0
- data/examples/matrix/cat.rb +31 -0
- data/examples/matrix/colvectors.rb +24 -0
- data/examples/matrix/complex.rb +41 -0
- data/examples/matrix/det.rb +29 -0
- data/examples/matrix/diagonal.rb +23 -0
- data/examples/matrix/get_all.rb +159 -0
- data/examples/matrix/hilbert.rb +31 -0
- data/examples/matrix/iterator.rb +19 -0
- data/examples/matrix/matrix.rb +57 -0
- data/examples/matrix/minmax.rb +53 -0
- data/examples/matrix/mul.rb +39 -0
- data/examples/matrix/rand.rb +20 -0
- data/examples/matrix/read.rb +29 -0
- data/examples/matrix/rowcol.rb +47 -0
- data/examples/matrix/set.rb +41 -0
- data/examples/matrix/set_all.rb +100 -0
- data/examples/matrix/view.rb +32 -0
- data/examples/matrix/view_all.rb +148 -0
- data/examples/matrix/write.rb +23 -0
- data/examples/min.rb +29 -0
- data/examples/monte/miser.rb +47 -0
- data/examples/monte/monte.rb +47 -0
- data/examples/monte/plain.rb +47 -0
- data/examples/monte/vegas.rb +46 -0
- data/examples/multimin/bundle.rb +66 -0
- data/examples/multimin/cqp.rb +109 -0
- data/examples/multimin/fdfminimizer.rb +40 -0
- data/examples/multimin/fminimizer.rb +41 -0
- data/examples/multiroot/demo.rb +36 -0
- data/examples/multiroot/fdfsolver.rb +50 -0
- data/examples/multiroot/fsolver.rb +33 -0
- data/examples/multiroot/fsolver2.rb +32 -0
- data/examples/multiroot/fsolver3.rb +26 -0
- data/examples/narray/histogram.rb +14 -0
- data/examples/narray/mandel.rb +27 -0
- data/examples/narray/narray.rb +28 -0
- data/examples/narray/narray2.rb +44 -0
- data/examples/narray/sf.rb +26 -0
- data/examples/ntuple/create.rb +17 -0
- data/examples/ntuple/project.rb +31 -0
- data/examples/odeiv/binarysystem.gp +23 -0
- data/examples/odeiv/binarysystem.rb +104 -0
- data/examples/odeiv/demo.gp +24 -0
- data/examples/odeiv/demo.rb +69 -0
- data/examples/odeiv/demo2.gp +26 -0
- data/examples/odeiv/duffing.rb +45 -0
- data/examples/odeiv/frei1.rb +109 -0
- data/examples/odeiv/frei2.rb +76 -0
- data/examples/odeiv/legendre.rb +52 -0
- data/examples/odeiv/odeiv.rb +32 -0
- data/examples/odeiv/odeiv2.rb +45 -0
- data/examples/odeiv/oscillator.rb +42 -0
- data/examples/odeiv/sedov.rb +97 -0
- data/examples/odeiv/whitedwarf.gp +40 -0
- data/examples/odeiv/whitedwarf.rb +158 -0
- data/examples/ool/conmin.rb +100 -0
- data/examples/ool/gencan.rb +99 -0
- data/examples/ool/pgrad.rb +100 -0
- data/examples/ool/spg.rb +100 -0
- data/examples/pdf/bernoulli.rb +5 -0
- data/examples/pdf/beta.rb +7 -0
- data/examples/pdf/binomiral.rb +10 -0
- data/examples/pdf/cauchy.rb +6 -0
- data/examples/pdf/chisq.rb +8 -0
- data/examples/pdf/exponential.rb +7 -0
- data/examples/pdf/exppow.rb +6 -0
- data/examples/pdf/fdist.rb +7 -0
- data/examples/pdf/flat.rb +7 -0
- data/examples/pdf/gamma.rb +8 -0
- data/examples/pdf/gauss-tail.rb +5 -0
- data/examples/pdf/gauss.rb +6 -0
- data/examples/pdf/geometric.rb +5 -0
- data/examples/pdf/gumbel.rb +6 -0
- data/examples/pdf/hypergeometric.rb +11 -0
- data/examples/pdf/landau.rb +5 -0
- data/examples/pdf/laplace.rb +7 -0
- data/examples/pdf/logarithmic.rb +5 -0
- data/examples/pdf/logistic.rb +6 -0
- data/examples/pdf/lognormal.rb +6 -0
- data/examples/pdf/neg-binomiral.rb +10 -0
- data/examples/pdf/pareto.rb +7 -0
- data/examples/pdf/pascal.rb +10 -0
- data/examples/pdf/poisson.rb +5 -0
- data/examples/pdf/rayleigh-tail.rb +6 -0
- data/examples/pdf/rayleigh.rb +6 -0
- data/examples/pdf/tdist.rb +6 -0
- data/examples/pdf/weibull.rb +8 -0
- data/examples/permutation/ex1.rb +22 -0
- data/examples/permutation/permutation.rb +16 -0
- data/examples/poly/bell.rb +6 -0
- data/examples/poly/bessel.rb +6 -0
- data/examples/poly/cheb.rb +6 -0
- data/examples/poly/cheb_II.rb +6 -0
- data/examples/poly/cubic.rb +9 -0
- data/examples/poly/demo.rb +20 -0
- data/examples/poly/eval.rb +28 -0
- data/examples/poly/eval_derivs.rb +14 -0
- data/examples/poly/fit.rb +21 -0
- data/examples/poly/hermite.rb +6 -0
- data/examples/poly/poly.rb +13 -0
- data/examples/poly/quadratic.rb +25 -0
- data/examples/random/diffusion.rb +34 -0
- data/examples/random/gaussian.rb +9 -0
- data/examples/random/generator.rb +27 -0
- data/examples/random/hdsobol.rb +21 -0
- data/examples/random/poisson.rb +9 -0
- data/examples/random/qrng.rb +19 -0
- data/examples/random/randomwalk.rb +37 -0
- data/examples/random/randomwalk2d.rb +19 -0
- data/examples/random/rayleigh.rb +36 -0
- data/examples/random/rng.rb +33 -0
- data/examples/random/rngextra.rb +14 -0
- data/examples/roots/bisection.rb +25 -0
- data/examples/roots/brent.rb +43 -0
- data/examples/roots/demo.rb +30 -0
- data/examples/roots/newton.rb +46 -0
- data/examples/roots/recombination.gp +12 -0
- data/examples/roots/recombination.rb +61 -0
- data/examples/roots/steffenson.rb +48 -0
- data/examples/sf/ShiChi.rb +6 -0
- data/examples/sf/SiCi.rb +6 -0
- data/examples/sf/airy_Ai.rb +8 -0
- data/examples/sf/airy_Bi.rb +8 -0
- data/examples/sf/bessel_IK.rb +12 -0
- data/examples/sf/bessel_JY.rb +13 -0
- data/examples/sf/beta_inc.rb +9 -0
- data/examples/sf/clausen.rb +6 -0
- data/examples/sf/dawson.rb +5 -0
- data/examples/sf/debye.rb +9 -0
- data/examples/sf/dilog.rb +6 -0
- data/examples/sf/ellint.rb +6 -0
- data/examples/sf/expint.rb +8 -0
- data/examples/sf/fermi.rb +10 -0
- data/examples/sf/gamma_inc_P.rb +9 -0
- data/examples/sf/gegenbauer.rb +8 -0
- data/examples/sf/hyperg.rb +7 -0
- data/examples/sf/laguerre.rb +19 -0
- data/examples/sf/lambertW.rb +5 -0
- data/examples/sf/legendre_P.rb +10 -0
- data/examples/sf/lngamma.rb +5 -0
- data/examples/sf/psi.rb +54 -0
- data/examples/sf/sphbessel.gp +27 -0
- data/examples/sf/sphbessel.rb +30 -0
- data/examples/sf/synchrotron.rb +5 -0
- data/examples/sf/transport.rb +10 -0
- data/examples/sf/zetam1.rb +5 -0
- data/examples/siman.rb +44 -0
- data/examples/sort/heapsort.rb +23 -0
- data/examples/sort/heapsort_vector_complex.rb +21 -0
- data/examples/sort/sort.rb +23 -0
- data/examples/sort/sort2.rb +16 -0
- data/examples/stats/mean.rb +17 -0
- data/examples/stats/statistics.rb +18 -0
- data/examples/stats/test.rb +9 -0
- data/examples/sum.rb +34 -0
- data/examples/tamu_anova.rb +18 -0
- data/examples/vector/a.dat +0 -0
- data/examples/vector/add.rb +56 -0
- data/examples/vector/b.dat +4 -0
- data/examples/vector/c.dat +3 -0
- data/examples/vector/collect.rb +26 -0
- data/examples/vector/compare.rb +28 -0
- data/examples/vector/complex.rb +51 -0
- data/examples/vector/complex_get_all.rb +85 -0
- data/examples/vector/complex_set_all.rb +131 -0
- data/examples/vector/complex_view_all.rb +77 -0
- data/examples/vector/connect.rb +22 -0
- data/examples/vector/decimate.rb +38 -0
- data/examples/vector/diff.rb +31 -0
- data/examples/vector/filescan.rb +17 -0
- data/examples/vector/floor.rb +23 -0
- data/examples/vector/get_all.rb +82 -0
- data/examples/vector/gnuplot.rb +38 -0
- data/examples/vector/graph.rb +28 -0
- data/examples/vector/histogram.rb +22 -0
- data/examples/vector/linspace.rb +24 -0
- data/examples/vector/log.rb +17 -0
- data/examples/vector/logic.rb +33 -0
- data/examples/vector/logspace.rb +25 -0
- data/examples/vector/minmax.rb +47 -0
- data/examples/vector/mul.rb +49 -0
- data/examples/vector/narray.rb +46 -0
- data/examples/vector/read.rb +29 -0
- data/examples/vector/set.rb +35 -0
- data/examples/vector/set_all.rb +121 -0
- data/examples/vector/smpv.dat +15 -0
- data/examples/vector/test.rb +43 -0
- data/examples/vector/test_gslblock.rb +58 -0
- data/examples/vector/vector.rb +110 -0
- data/examples/vector/view.rb +35 -0
- data/examples/vector/view_all.rb +73 -0
- data/examples/vector/where.rb +29 -0
- data/examples/vector/write.rb +24 -0
- data/examples/vector/zip.rb +34 -0
- data/examples/wavelet/ecg.dat +256 -0
- data/examples/wavelet/wavelet1.rb +50 -0
- data/ext/alf.c +206 -0
- data/ext/array.c +642 -0
- data/ext/array_complex.c +248 -0
- data/ext/blas.c +29 -0
- data/ext/blas1.c +734 -0
- data/ext/blas2.c +1093 -0
- data/ext/blas3.c +881 -0
- data/ext/block.c +44 -0
- data/ext/block_source.c +887 -0
- data/ext/bspline.c +130 -0
- data/ext/bundle.c +3 -0
- data/ext/cdf.c +754 -0
- data/ext/cheb.c +542 -0
- data/ext/combination.c +283 -0
- data/ext/common.c +325 -0
- data/ext/complex.c +1004 -0
- data/ext/const.c +673 -0
- data/ext/const_additional.c +120 -0
- data/ext/cqp.c +283 -0
- data/ext/deriv.c +195 -0
- data/ext/dht.c +361 -0
- data/ext/diff.c +166 -0
- data/ext/dirac.c +389 -0
- data/ext/eigen.c +2373 -0
- data/ext/error.c +193 -0
- data/ext/extconf.rb +303 -0
- data/ext/fcmp.c +66 -0
- data/ext/fft.c +1102 -0
- data/ext/fit.c +205 -0
- data/ext/fresnel.c +312 -0
- data/ext/function.c +524 -0
- data/ext/geometry.c +139 -0
- data/ext/graph.c +1640 -0
- data/ext/gsl.c +280 -0
- data/ext/gsl_narray.c +804 -0
- data/ext/histogram.c +1991 -0
- data/ext/histogram2d.c +1068 -0
- data/ext/histogram3d.c +884 -0
- data/ext/histogram3d_source.c +750 -0
- data/ext/histogram_find.c +101 -0
- data/ext/histogram_oper.c +159 -0
- data/ext/ieee.c +100 -0
- data/ext/integration.c +1179 -0
- data/ext/interp.c +512 -0
- data/ext/jacobi.c +739 -0
- data/ext/linalg.c +4042 -0
- data/ext/linalg_complex.c +739 -0
- data/ext/math.c +725 -0
- data/ext/matrix.c +39 -0
- data/ext/matrix_complex.c +1737 -0
- data/ext/matrix_double.c +560 -0
- data/ext/matrix_int.c +256 -0
- data/ext/matrix_source.c +2734 -0
- data/ext/min.c +250 -0
- data/ext/monte.c +992 -0
- data/ext/multifit.c +1871 -0
- data/ext/multimin.c +806 -0
- data/ext/multimin_fsdf.c +156 -0
- data/ext/multiroots.c +955 -0
- data/ext/multiset.c +214 -0
- data/ext/ndlinear.c +321 -0
- data/ext/nmf.c +171 -0
- data/ext/nmf_wrap.c +75 -0
- data/ext/ntuple.c +469 -0
- data/ext/odeiv.c +962 -0
- data/ext/ool.c +879 -0
- data/ext/oper_complex_source.c +253 -0
- data/ext/permutation.c +596 -0
- data/ext/poly.c +42 -0
- data/ext/poly2.c +265 -0
- data/ext/poly_source.c +1915 -0
- data/ext/qrng.c +171 -0
- data/ext/randist.c +1873 -0
- data/ext/rational.c +480 -0
- data/ext/rng.c +612 -0
- data/ext/root.c +408 -0
- data/ext/sf.c +1494 -0
- data/ext/sf_airy.c +200 -0
- data/ext/sf_bessel.c +871 -0
- data/ext/sf_clausen.c +28 -0
- data/ext/sf_coulomb.c +206 -0
- data/ext/sf_coupling.c +121 -0
- data/ext/sf_dawson.c +29 -0
- data/ext/sf_debye.c +157 -0
- data/ext/sf_dilog.c +43 -0
- data/ext/sf_elementary.c +46 -0
- data/ext/sf_ellint.c +206 -0
- data/ext/sf_elljac.c +30 -0
- data/ext/sf_erfc.c +93 -0
- data/ext/sf_exp.c +169 -0
- data/ext/sf_expint.c +211 -0
- data/ext/sf_fermi_dirac.c +148 -0
- data/ext/sf_gamma.c +347 -0
- data/ext/sf_gegenbauer.c +97 -0
- data/ext/sf_hyperg.c +203 -0
- data/ext/sf_laguerre.c +113 -0
- data/ext/sf_lambert.c +47 -0
- data/ext/sf_legendre.c +368 -0
- data/ext/sf_log.c +105 -0
- data/ext/sf_mathieu.c +238 -0
- data/ext/sf_power.c +47 -0
- data/ext/sf_psi.c +98 -0
- data/ext/sf_synchrotron.c +48 -0
- data/ext/sf_transport.c +76 -0
- data/ext/sf_trigonometric.c +210 -0
- data/ext/sf_zeta.c +119 -0
- data/ext/signal.c +308 -0
- data/ext/siman.c +717 -0
- data/ext/sort.c +208 -0
- data/ext/spline.c +395 -0
- data/ext/stats.c +800 -0
- data/ext/sum.c +168 -0
- data/ext/tamu_anova.c +56 -0
- data/ext/tensor.c +38 -0
- data/ext/tensor_source.c +1123 -0
- data/ext/vector.c +38 -0
- data/ext/vector_complex.c +2246 -0
- data/ext/vector_double.c +1438 -0
- data/ext/vector_int.c +204 -0
- data/ext/vector_source.c +3336 -0
- data/ext/wavelet.c +945 -0
- data/include/rb_gsl.h +158 -0
- data/include/rb_gsl_array.h +238 -0
- data/include/rb_gsl_cheb.h +21 -0
- data/include/rb_gsl_common.h +348 -0
- data/include/rb_gsl_complex.h +25 -0
- data/include/rb_gsl_config.h +62 -0
- data/include/rb_gsl_const.h +29 -0
- data/include/rb_gsl_dirac.h +13 -0
- data/include/rb_gsl_eigen.h +17 -0
- data/include/rb_gsl_fft.h +62 -0
- data/include/rb_gsl_fit.h +25 -0
- data/include/rb_gsl_function.h +27 -0
- data/include/rb_gsl_graph.h +70 -0
- data/include/rb_gsl_histogram.h +63 -0
- data/include/rb_gsl_histogram3d.h +97 -0
- data/include/rb_gsl_integration.h +17 -0
- data/include/rb_gsl_interp.h +46 -0
- data/include/rb_gsl_linalg.h +25 -0
- data/include/rb_gsl_math.h +26 -0
- data/include/rb_gsl_odeiv.h +21 -0
- data/include/rb_gsl_poly.h +71 -0
- data/include/rb_gsl_rational.h +37 -0
- data/include/rb_gsl_rng.h +21 -0
- data/include/rb_gsl_root.h +22 -0
- data/include/rb_gsl_sf.h +119 -0
- data/include/rb_gsl_statistics.h +17 -0
- data/include/rb_gsl_tensor.h +45 -0
- data/include/rb_gsl_with_narray.h +29 -0
- data/include/templates_off.h +87 -0
- data/include/templates_on.h +241 -0
- data/lib/gsl.rb +3 -0
- data/lib/gsl/gnuplot.rb +41 -0
- data/lib/gsl/oper.rb +68 -0
- data/lib/ool.rb +22 -0
- data/lib/ool/conmin.rb +30 -0
- data/lib/rbgsl.rb +3 -0
- data/rdoc/alf.rdoc +77 -0
- data/rdoc/blas.rdoc +269 -0
- data/rdoc/bspline.rdoc +42 -0
- data/rdoc/changes.rdoc +164 -0
- data/rdoc/cheb.rdoc +99 -0
- data/rdoc/cholesky_complex.rdoc +46 -0
- data/rdoc/combi.rdoc +125 -0
- data/rdoc/complex.rdoc +210 -0
- data/rdoc/const.rdoc +546 -0
- data/rdoc/dht.rdoc +122 -0
- data/rdoc/diff.rdoc +133 -0
- data/rdoc/ehandling.rdoc +50 -0
- data/rdoc/eigen.rdoc +401 -0
- data/rdoc/fft.rdoc +535 -0
- data/rdoc/fit.rdoc +284 -0
- data/rdoc/function.rdoc +94 -0
- data/rdoc/graph.rdoc +137 -0
- data/rdoc/hist.rdoc +409 -0
- data/rdoc/hist2d.rdoc +279 -0
- data/rdoc/hist3d.rdoc +112 -0
- data/rdoc/index.rdoc +62 -0
- data/rdoc/integration.rdoc +398 -0
- data/rdoc/interp.rdoc +231 -0
- data/rdoc/intro.rdoc +27 -0
- data/rdoc/linalg.rdoc +681 -0
- data/rdoc/linalg_complex.rdoc +88 -0
- data/rdoc/math.rdoc +276 -0
- data/rdoc/matrix.rdoc +1093 -0
- data/rdoc/min.rdoc +189 -0
- data/rdoc/monte.rdoc +234 -0
- data/rdoc/multimin.rdoc +312 -0
- data/rdoc/multiroot.rdoc +293 -0
- data/rdoc/narray.rdoc +177 -0
- data/rdoc/ndlinear.rdoc +250 -0
- data/rdoc/nonlinearfit.rdoc +348 -0
- data/rdoc/ntuple.rdoc +88 -0
- data/rdoc/odeiv.rdoc +378 -0
- data/rdoc/perm.rdoc +221 -0
- data/rdoc/poly.rdoc +335 -0
- data/rdoc/qrng.rdoc +90 -0
- data/rdoc/randist.rdoc +233 -0
- data/rdoc/ref.rdoc +93 -0
- data/rdoc/rng.rdoc +203 -0
- data/rdoc/rngextra.rdoc +11 -0
- data/rdoc/roots.rdoc +305 -0
- data/rdoc/screenshot.rdoc +40 -0
- data/rdoc/sf.rdoc +1622 -0
- data/rdoc/siman.rdoc +89 -0
- data/rdoc/sort.rdoc +94 -0
- data/rdoc/start.rdoc +16 -0
- data/rdoc/stats.rdoc +219 -0
- data/rdoc/sum.rdoc +65 -0
- data/rdoc/tensor.rdoc +251 -0
- data/rdoc/tut.rdoc +5 -0
- data/rdoc/use.rdoc +177 -0
- data/rdoc/vector.rdoc +1243 -0
- data/rdoc/vector_complex.rdoc +347 -0
- data/rdoc/wavelet.rdoc +218 -0
- data/setup.rb +1585 -0
- data/tests/blas/amax.rb +14 -0
- data/tests/blas/asum.rb +16 -0
- data/tests/blas/axpy.rb +25 -0
- data/tests/blas/copy.rb +23 -0
- data/tests/blas/dot.rb +23 -0
- data/tests/bspline.rb +53 -0
- data/tests/cdf.rb +1388 -0
- data/tests/cheb.rb +112 -0
- data/tests/combination.rb +123 -0
- data/tests/complex.rb +17 -0
- data/tests/const.rb +24 -0
- data/tests/deriv.rb +85 -0
- data/tests/dht/dht1.rb +17 -0
- data/tests/dht/dht2.rb +23 -0
- data/tests/dht/dht3.rb +23 -0
- data/tests/dht/dht4.rb +23 -0
- data/tests/diff.rb +78 -0
- data/tests/eigen/eigen.rb +220 -0
- data/tests/eigen/gen.rb +105 -0
- data/tests/eigen/genherm.rb +66 -0
- data/tests/eigen/gensymm.rb +68 -0
- data/tests/eigen/nonsymm.rb +53 -0
- data/tests/eigen/nonsymmv.rb +53 -0
- data/tests/eigen/symm-herm.rb +74 -0
- data/tests/err.rb +58 -0
- data/tests/fit.rb +124 -0
- data/tests/gsl_test.rb +118 -0
- data/tests/gsl_test2.rb +110 -0
- data/tests/histo.rb +12 -0
- data/tests/integration/integration1.rb +72 -0
- data/tests/integration/integration2.rb +71 -0
- data/tests/integration/integration3.rb +71 -0
- data/tests/integration/integration4.rb +71 -0
- data/tests/interp.rb +45 -0
- data/tests/linalg/HH.rb +64 -0
- data/tests/linalg/LU.rb +47 -0
- data/tests/linalg/QR.rb +77 -0
- data/tests/linalg/SV.rb +24 -0
- data/tests/linalg/TDN.rb +116 -0
- data/tests/linalg/TDS.rb +122 -0
- data/tests/linalg/bidiag.rb +73 -0
- data/tests/linalg/cholesky.rb +20 -0
- data/tests/linalg/linalg.rb +158 -0
- data/tests/matrix/matrix_complex_test.rb +36 -0
- data/tests/matrix/matrix_nmf_test.rb +39 -0
- data/tests/matrix/matrix_test.rb +48 -0
- data/tests/min.rb +99 -0
- data/tests/monte/miser.rb +31 -0
- data/tests/monte/vegas.rb +45 -0
- data/tests/multifit/test_2dgauss.rb +112 -0
- data/tests/multifit/test_brown.rb +90 -0
- data/tests/multifit/test_enso.rb +246 -0
- data/tests/multifit/test_filip.rb +155 -0
- data/tests/multifit/test_gauss.rb +97 -0
- data/tests/multifit/test_longley.rb +110 -0
- data/tests/multifit/test_multifit.rb +52 -0
- data/tests/multimin.rb +139 -0
- data/tests/multiroot.rb +131 -0
- data/tests/multiset.rb +52 -0
- data/tests/narray/blas_dnrm2.rb +20 -0
- data/tests/odeiv.rb +353 -0
- data/tests/poly/poly.rb +290 -0
- data/tests/poly/special.rb +65 -0
- data/tests/qrng.rb +131 -0
- data/tests/quartic.rb +29 -0
- data/tests/randist.rb +134 -0
- data/tests/rng.rb +305 -0
- data/tests/roots.rb +76 -0
- data/tests/run-test.sh +17 -0
- data/tests/sf/gsl_test_sf.rb +249 -0
- data/tests/sf/test_airy.rb +83 -0
- data/tests/sf/test_bessel.rb +306 -0
- data/tests/sf/test_coulomb.rb +17 -0
- data/tests/sf/test_dilog.rb +25 -0
- data/tests/sf/test_gamma.rb +209 -0
- data/tests/sf/test_hyperg.rb +356 -0
- data/tests/sf/test_legendre.rb +227 -0
- data/tests/sf/test_mathieu.rb +59 -0
- data/tests/sf/test_mode.rb +19 -0
- data/tests/sf/test_sf.rb +839 -0
- data/tests/stats.rb +174 -0
- data/tests/stats_mt.rb +16 -0
- data/tests/sum.rb +98 -0
- data/tests/sys.rb +323 -0
- data/tests/tensor.rb +419 -0
- data/tests/vector/vector_complex_test.rb +101 -0
- data/tests/vector/vector_test.rb +141 -0
- data/tests/wavelet.rb +142 -0
- metadata +789 -0
data/rdoc/interp.rdoc
ADDED
@@ -0,0 +1,231 @@
|
|
1
|
+
#
|
2
|
+
# = Interpolation
|
3
|
+
# This chapter describes functions for performing interpolation.
|
4
|
+
# The library provides a variety of interpolation methods, including
|
5
|
+
# Cubic splines and Akima splines. The interpolation types are interchangeable,
|
6
|
+
# allowing different methods to be used without recompiling. Interpolations can
|
7
|
+
# be defined for both normal and periodic boundary conditions. Additional
|
8
|
+
# functions are available for computing derivatives and integrals of
|
9
|
+
# interpolating functions.
|
10
|
+
#
|
11
|
+
# 1. {Interpolation classes}[link:files/rdoc/interp_rdoc.html#1]
|
12
|
+
# 1. {Initializing interpolation objects}[link:files/rdoc/interp_rdoc.html#2]
|
13
|
+
# 1. {Index Look-up and Acceleration}[link:files/rdoc/interp_rdoc.html#3]
|
14
|
+
# 1. {Evaluation of Interpolating Functions}[link:files/rdoc/interp_rdoc.html#4]
|
15
|
+
# 1. {Higher level interface: GSL::Spline class}[link:files/rdoc/interp_rdoc.html#5]
|
16
|
+
# 1. {Class initialization}[link:files/rdoc/interp_rdoc.html#5.1]
|
17
|
+
# 1. {Evaluation}[link:files/rdoc/interp_rdoc.html#5.2]
|
18
|
+
# 1. {Finding and acceleration}[link:files/rdoc/interp_rdoc.html#5.3]
|
19
|
+
#
|
20
|
+
# == {}[link:index.html"name="1] Interpolation Classes
|
21
|
+
# * GSL
|
22
|
+
# * Interp (class)
|
23
|
+
# * Accel (class)
|
24
|
+
# * Spline (class)
|
25
|
+
#
|
26
|
+
# == {}[link:index.html"name="2] Initializing interpolation objects
|
27
|
+
#
|
28
|
+
# ---
|
29
|
+
# * GSL::Interp.alloc(T, n)
|
30
|
+
# * GSL::Interp.alloc(T, x, y)
|
31
|
+
# * GSL::Interp.alloc(x, y)
|
32
|
+
#
|
33
|
+
# These methods create an interpolation object of type <tt>T</tt> for <tt>n</tt>
|
34
|
+
# data-points.
|
35
|
+
#
|
36
|
+
# The library provides six types, which are specifiled by an identifier of a
|
37
|
+
# constant or a string:
|
38
|
+
#
|
39
|
+
# * Interp::LINEAR or "linear"
|
40
|
+
#
|
41
|
+
# Linear interpolation. This interpolation method does not require any additional memory.
|
42
|
+
# * Interp::POLYNOMIAL or "polynomial"
|
43
|
+
#
|
44
|
+
# Polynomial interpolation. This method should only be used for interpolating small numbers of points because polynomial interpolation introduces large oscillations, even for well-behaved datasets. The number of terms in the interpolating polynomial is equal to the number of points.
|
45
|
+
#
|
46
|
+
# * Interp::CSPLINE or "cspline"
|
47
|
+
#
|
48
|
+
# Cubic spline with natural boundary conditions.
|
49
|
+
# * Interp::CSPLINE_PERIODIC or "gsl_cspline_periodic" or "cspline_periodic"
|
50
|
+
#
|
51
|
+
# Cubic spline with periodic boundary conditions
|
52
|
+
# * Interp::AKIMA or "akima"
|
53
|
+
#
|
54
|
+
# Non-rounded Akima spline with natural boundary conditions. This method uses the non-rounded corner algorithm of Wodicka.
|
55
|
+
# * Interp::AKIMA_PERIODIC or "akima_periodic"
|
56
|
+
#
|
57
|
+
# Non-rounded Akima spline with periodic boundary conditions. This method uses the non-rounded corner algorithm of Wodicka.
|
58
|
+
#
|
59
|
+
# * ex: For cubic spline for 10 points,
|
60
|
+
# sp = Interp.alloc("cspline", 10)
|
61
|
+
#
|
62
|
+
# ---
|
63
|
+
# * GSL::Interp#init(xa, ya)
|
64
|
+
#
|
65
|
+
# This method initializes the interpolation object interp for the data
|
66
|
+
# <tt>(xa,ya)</tt> where <tt>xa</tt> and <tt>ya</tt> are vectors.
|
67
|
+
# The interpolation object (<tt>GSL::Interp</tt>) does not save the data
|
68
|
+
# vectors <tt>xa, ya</tt> and only stores the static state computed from the data.
|
69
|
+
# The <tt>xa</tt> vector is always assumed to be strictly ordered; the behavior
|
70
|
+
# for other arrangements is not defined.
|
71
|
+
#
|
72
|
+
#
|
73
|
+
# ---
|
74
|
+
# * GSL::Interp#name
|
75
|
+
#
|
76
|
+
# This returns the name of the interpolation type used by <tt>self</tt>.
|
77
|
+
#
|
78
|
+
#
|
79
|
+
#
|
80
|
+
# ---
|
81
|
+
# * GSL::Interp#min_size
|
82
|
+
#
|
83
|
+
# This returns the minimum number of points required by the interpolation
|
84
|
+
# type of <tt>self</tt>. For example, Akima spline interpolation requires
|
85
|
+
# a minimum of 5 points.
|
86
|
+
#
|
87
|
+
# == {}[link:index.html"name="3] Index Look-up and Acceleration
|
88
|
+
# ---
|
89
|
+
# * GSL::Interp.bsearch(xa, x, index_lo, index_hi)
|
90
|
+
#
|
91
|
+
# This returns the index i of the vector <tt>xa</tt> such that
|
92
|
+
# <tt>xa[i] <= x < x[i+1]</tt>. The index is searched for in the range
|
93
|
+
# <tt>[index_lo,index_hi]</tt>.
|
94
|
+
#
|
95
|
+
#
|
96
|
+
# ---
|
97
|
+
# * GSL::Interp#accel
|
98
|
+
#
|
99
|
+
# In C level, the library requires a <tt>gsl_interp_accel</tt> object,
|
100
|
+
# but it is hidden in Ruby/GSL. It is automatically allocated
|
101
|
+
# when a <tt>GSL::Interp</tt> object is created, stored in it,
|
102
|
+
# and destroyed when the <tt>Interp</tt> object
|
103
|
+
# is cleaned by the Ruby GC.
|
104
|
+
# This method is used to access to the <tt>Interp::Accel</tt> object
|
105
|
+
# stored in <tt>self</tt>.
|
106
|
+
#
|
107
|
+
# ---
|
108
|
+
# * GSL::Interp#find(xa, x)
|
109
|
+
# * GSL::Interp#accel_find(xa, x)
|
110
|
+
# * GSL::Interp::Accel#find(xa, x)
|
111
|
+
#
|
112
|
+
# This method performs a lookup action on the data array <tt>xa</tt>.
|
113
|
+
# This is how lookups are performed during evaluation
|
114
|
+
# of an interpolation. The function returns an index <tt>i</tt> such that
|
115
|
+
# <tt>xa[i] <= x < xa[i+1]</tt>.
|
116
|
+
#
|
117
|
+
#
|
118
|
+
# == {}[link:index.html"name="4] Evaluation of Interpolating Functions
|
119
|
+
#
|
120
|
+
# ---
|
121
|
+
# * GSL::Interp#eval(xa, ya, x)
|
122
|
+
# * GSL::Interp#eval_e(xa, ya, x)
|
123
|
+
#
|
124
|
+
# These methods return the interpolated value for a given point <tt>x</tt>,
|
125
|
+
# using the interpolation object <tt>self</tt>, data vectors <tt>xa</tt> and <tt>ya</tt>.
|
126
|
+
# The data <tt>x</tt> can be a <tt>Numeric, Vector, Matrix</tt> or an <tt>NArray</tt>.
|
127
|
+
# ---
|
128
|
+
# * GSL::Interp#eval_deriv(xa, ya, x)
|
129
|
+
# * GSL::Interp#eval_deriv_e(xa, ya, x)
|
130
|
+
#
|
131
|
+
# These methods return the derivative of an interpolated function for a
|
132
|
+
# given point <tt>x</tt>, using the interpolation object <tt>self</tt>,
|
133
|
+
# data vectors <tt>xa</tt> and <tt>ya</tt>.
|
134
|
+
#
|
135
|
+
# ---
|
136
|
+
# * GSL::Interp#eval_deriv2(xa, ya, x)
|
137
|
+
# * GSL::Interp#eval_deriv2_e(xa, ya, x)
|
138
|
+
#
|
139
|
+
# These methods return the second derivative of an interpolated function
|
140
|
+
# for a given point <tt>x</tt>, using the interpolation object <tt>self</tt>,
|
141
|
+
# data vectors <tt>xa</tt> and <tt>ya</tt>.
|
142
|
+
#
|
143
|
+
# ---
|
144
|
+
# * GSL::Interp#eval_integ(xa, ya, a, b)
|
145
|
+
# * GSL::Interp#eval_integ_e(xa, ya, a, b)
|
146
|
+
#
|
147
|
+
# These methods return the numerical integral result of an interpolated
|
148
|
+
# function over the range <tt>[a, b]</tt>, using the interpolation object <tt>self</tt>,
|
149
|
+
# data vectors <tt>xa</tt> and <tt>ya</tt>.
|
150
|
+
#
|
151
|
+
# == {}[link:index.html"name="5] Higher level interface: GSL::Spline class
|
152
|
+
# === {}[link:index.html"name="5.1] Class initialization
|
153
|
+
#
|
154
|
+
# ---
|
155
|
+
# * GSL::Spline.alloc(T, n)
|
156
|
+
# * GSL::Spline.alloc(T, x, y)
|
157
|
+
# * GSL::Spline.alloc(x, y, T)
|
158
|
+
#
|
159
|
+
# This creates a <tt>GSL::Spline</tt> object of type <tt>T</tt> for <tt>n</tt>
|
160
|
+
# data-points. The type <tt>T</tt> is the same as <tt>GSL::Interp</tt> class.
|
161
|
+
#
|
162
|
+
# These two are equivalent.
|
163
|
+
# * <tt>GSL::Spline.alloc</tt> and <tt>GSL::Spline#init</tt>
|
164
|
+
# sp = GSL::Spline.alloc(T, n)
|
165
|
+
# sp.init(x, y) # x and y are vectors of length n
|
166
|
+
# * <tt>GSL::Spline.alloc</tt> with two vectors
|
167
|
+
# sp = GSL::Spline.alloc(T, x, y)
|
168
|
+
# If <tt>T</tt> is not given, "cspline" is used.
|
169
|
+
#
|
170
|
+
# ---
|
171
|
+
# * GSL::Spline#init(xa, ya)
|
172
|
+
#
|
173
|
+
# This initializes a <tt>GSL::Spline</tt> object <tt>self</tt> for the data
|
174
|
+
# (<tt>xa, ya</tt>) where <tt>xa</tt> and <tt>ya</tt> are Ruby arrays of equal sizes
|
175
|
+
# or <tt>GSL::Vector</tt>.
|
176
|
+
#
|
177
|
+
# ---
|
178
|
+
# * GSL::Spline#name
|
179
|
+
#
|
180
|
+
# This returns the name of the spline type used by <tt>self</tt>.
|
181
|
+
#
|
182
|
+
# === {}[link:index.html"name="5.2] Evaluation
|
183
|
+
# ---
|
184
|
+
# * GSL::Spline#eval(x)
|
185
|
+
#
|
186
|
+
# This returns the interpolated value for a given point <tt>x</tt>.
|
187
|
+
# The data <tt>x</tt> can be a <tt>Numeric, Vector, Matrix</tt> or an <tt>NArray</tt>.
|
188
|
+
#
|
189
|
+
# NOTE: In a GSL-C program, a <tt>gsl_interp_accel</tt> object is required to use
|
190
|
+
# the function <tt>gsl_spline_eval</tt>.
|
191
|
+
# In Ruby/GSL, the <tt>gsl_interp_accel</tt> is hidden, it is automatically
|
192
|
+
# allocated when a <tt>GSL::Spline</tt> object is created,
|
193
|
+
# and also destroyed when the <tt>Spline</tt> object
|
194
|
+
# is cleaned by the Ruby GC. The accel object can be accessed via the method
|
195
|
+
# <tt>GSL::Spline#accel</tt>.
|
196
|
+
#
|
197
|
+
# ---
|
198
|
+
# * GSL::Spline#eval_deriv(x)
|
199
|
+
#
|
200
|
+
# This returns the derivative of an interpolated function for a given point <tt>x</tt>, usingthe data arrays <tt>xa</tt> and <tt>ya</tt> set by <tt>init</tt>.
|
201
|
+
#
|
202
|
+
# ---
|
203
|
+
# * GSL::Spline#eval_deriv2(x)
|
204
|
+
#
|
205
|
+
# This returns the second derivative at <tt>x</tt>.
|
206
|
+
#
|
207
|
+
# ---
|
208
|
+
# * GSL::Spline#eval_integ(a, b)
|
209
|
+
#
|
210
|
+
# Returns the numerical integral over the range [<tt>a, b</tt>].
|
211
|
+
#
|
212
|
+
# === {}[link:index.html"name="5.3] Finding and acceleration
|
213
|
+
# ---
|
214
|
+
# * GSL::Spline#find(xa, x)
|
215
|
+
# * GSL::Spline#accel_find(xa, x)
|
216
|
+
#
|
217
|
+
# This method performs a lookup action on the data array <tt>xa</tt>.
|
218
|
+
# This is how lookups are performed during evaluation
|
219
|
+
# of an interpolation. The function returns an index <tt>i</tt> such that
|
220
|
+
# <tt>xa[i] <= x < xa[i+1]</tt>.
|
221
|
+
#
|
222
|
+
# See also the GSL manual and the examples in <tt>examples/</tt>
|
223
|
+
#
|
224
|
+
# {prev}[link:files/rdoc/odeiv_rdoc.html]
|
225
|
+
# {next}[link:files/rdoc/diff_rdoc.html]
|
226
|
+
#
|
227
|
+
# {Reference index}[link:files/rdoc/ref_rdoc.html]
|
228
|
+
# {top}[link:files/rdoc/index_rdoc.html]
|
229
|
+
#
|
230
|
+
#
|
231
|
+
#
|
data/rdoc/intro.rdoc
ADDED
@@ -0,0 +1,27 @@
|
|
1
|
+
#
|
2
|
+
# = Introduction
|
3
|
+
#
|
4
|
+
# The GNU Scientific Library ({GSL}[http://sources.redhat.com/gsl/"target="_top])
|
5
|
+
# is a collection of routines for numerical computing.
|
6
|
+
# The routines have been written from scratch in C, and present a modern Applications
|
7
|
+
# Programming Interface (API) for C programmers, allowing wrappers to be
|
8
|
+
# written for very high level languages. The source code is distributed
|
9
|
+
# under the GNU General Public License.
|
10
|
+
#
|
11
|
+
# {Ruby/GSL}[http://rubyforge.org/projects/rb-gsl/"target="_top] is a Ruby
|
12
|
+
# extension for GSL. This provides higher-level interfaces to the GSL functions.
|
13
|
+
#
|
14
|
+
# == {}[link:index.html"name="1] Requirements
|
15
|
+
# * GSL (1.4 or later recommended)
|
16
|
+
# * ANSI C compiler
|
17
|
+
# * Ruby (1.8 or later recommended)
|
18
|
+
#
|
19
|
+
# == {}[link:index.html"name="2] Installation
|
20
|
+
# See {here}[link:files/rdoc/index_rdoc.html].
|
21
|
+
#
|
22
|
+
# {next}[link:files/rdoc/use_rdoc.html]
|
23
|
+
#
|
24
|
+
# {Reference index}[link:files/rdoc/ref_rdoc.html]
|
25
|
+
# {top}[link:files/rdoc/index_rdoc.html]
|
26
|
+
#
|
27
|
+
#
|
data/rdoc/linalg.rdoc
ADDED
@@ -0,0 +1,681 @@
|
|
1
|
+
#
|
2
|
+
# = Linear Algebra
|
3
|
+
#
|
4
|
+
# Contents:
|
5
|
+
# 1. {LU Decomposition}[link:files/rdoc/linalg_rdoc.html#1]
|
6
|
+
# 1. {QR Decomposition}[link:files/rdoc/linalg_rdoc.html#2]
|
7
|
+
# 1. {QR Decomposition with Column Pivoting}[link:files/rdoc/linalg_rdoc.html#3]
|
8
|
+
# 1. {Singular Value Decomposition}[link:files/rdoc/linalg_rdoc.html#4]
|
9
|
+
# 1. {Cholesky Decomposition}[link:files/rdoc/linalg_rdoc.html#5]
|
10
|
+
# 1. {Tridiagonal Decomposition of Real Symmetric Matrices}[link:files/rdoc/linalg_rdoc.html#6]
|
11
|
+
# 1. {Tridiagonal Decomposition of Hermitian Matrices}[link:files/rdoc/linalg_rdoc.html#7]
|
12
|
+
# 1. {Hessenberg Decomposition of Real Matrices}[link:files/rdoc/linalg_rdoc.html#8]
|
13
|
+
# 1. {Hessenberg-Triangular Decomposition of Real Matrices}[link:files/rdoc/linalg_rdoc.html#9]
|
14
|
+
# 1. {Bidiagonalization}[link:files/rdoc/linalg_rdoc.html#10]
|
15
|
+
# 1. {Householder Transformations}[link:files/rdoc/linalg_rdoc.html#11]
|
16
|
+
# 1. {Householder solver for linear systems}[link:files/rdoc/linalg_rdoc.html#12]
|
17
|
+
# 1. {Tridiagonal Systems}[link:files/rdoc/linalg_rdoc.html#13]
|
18
|
+
# 1. {Balancing}[link:files/rdoc/linalg_rdoc.html#14]
|
19
|
+
# 1. {NArray}[link:files/rdoc/linalg_rdoc.html#15]
|
20
|
+
#
|
21
|
+
# == {}[link:index.html"name="1] LU Decomposition
|
22
|
+
# ---
|
23
|
+
# * GSL::Linalg::LU.decomp(A)
|
24
|
+
# * GSL::Matrix#LU_decomp
|
25
|
+
#
|
26
|
+
# These method calculate the LU decomposition of the matrix. The returned
|
27
|
+
# value is an array of <tt>[LU, perm, sign]</tt>.
|
28
|
+
#
|
29
|
+
# Examples:
|
30
|
+
#
|
31
|
+
# 1. Singleton method of the <tt>GSL::Linalg::LU</tt> module
|
32
|
+
#
|
33
|
+
# >> m = Matrix[1..9, 3, 3]
|
34
|
+
# => GSL::Matrix:
|
35
|
+
# [ 1.000e+00 2.000e+00 3.000e+00
|
36
|
+
# 4.000e+00 5.000e+00 6.000e+00
|
37
|
+
# 7.000e+00 8.000e+00 9.000e+00 ]
|
38
|
+
# >> lu, perm, sign = Linalg::LU.decomp(m)
|
39
|
+
#
|
40
|
+
# 1. Instance method of <tt>GSL::Matrix</tt> class
|
41
|
+
#
|
42
|
+
# >> lu, perm, sign = m.LU_decomp
|
43
|
+
#
|
44
|
+
# ---
|
45
|
+
# * GSL::Linalg::LU.solve(A, b)
|
46
|
+
# * GSL::Linalg::LU.solve(lu, perm, b)
|
47
|
+
# * GSL::Matrix#LU_solve(b)
|
48
|
+
# * GSL::Linalg::LUMatrix#solve(perm, b)
|
49
|
+
#
|
50
|
+
# The following is an example to solve a linear system
|
51
|
+
#
|
52
|
+
# A x = b, b = [1, 2, 3, 4]
|
53
|
+
#
|
54
|
+
# using LU decomposition.
|
55
|
+
#
|
56
|
+
# 1. Singleton method of the <tt>GSL::Linalg::LU</tt> module
|
57
|
+
#
|
58
|
+
# A = Matrix[[0.18, 0.60, 0.57, 0.96], [0.41, 0.24, 0.99, 0.58],
|
59
|
+
# [0.14, 0.30, 0.97, 0.66], [0.51, 0.13, 0.19, 0.85]]
|
60
|
+
# lu, perm, sign = A.LU_decomp
|
61
|
+
# b = Vector[1, 2, 3, 4]
|
62
|
+
# x = Linalg::LU.solve(lu, perm, b)
|
63
|
+
#
|
64
|
+
# 1. Instance method of <tt>GSL::Linalg::LUMatrix</tt> class
|
65
|
+
#
|
66
|
+
# lu, perm, sign = A.LU_decomp # lu is an instance of Linalg::LUMatrix class
|
67
|
+
# b = Vector[1, 2, 3, 4]
|
68
|
+
# x = lu.solve(perm, b)
|
69
|
+
#
|
70
|
+
# 1. Solve directly
|
71
|
+
#
|
72
|
+
# x = Linalg::LU.solve(A, b) # LU decomposition is calculated internally (A is not modified)
|
73
|
+
#
|
74
|
+
# ---
|
75
|
+
# * GSL::Linalg::LU.svx(A, b)
|
76
|
+
# * GSL::Linalg::LU.svx(lu, perm, b)
|
77
|
+
# * GSL::Matrix#svx(b)
|
78
|
+
# * GSL::Linalg::LUMatrix#svx(perm, b)
|
79
|
+
#
|
80
|
+
# These solve the system Ax = b. The input vector <tt>b</tt> is overwitten by
|
81
|
+
# the solution <tt>x</tt>.
|
82
|
+
#
|
83
|
+
# ---
|
84
|
+
# * GSL::Linalg::LU.refine(A, lu, perm, b, x)
|
85
|
+
#
|
86
|
+
# This method applys an iterative improvement to <tt>x</tt>,
|
87
|
+
# the solution of <tt>A x = b</tt>, using the LU decomposition of <tt>A</tt>.
|
88
|
+
#
|
89
|
+
# ---
|
90
|
+
# * GSL::Linalg::LU.invert(A)
|
91
|
+
# * GSL::Linalg::LU.invert(lu, perm)
|
92
|
+
# * GSL::Matrix#invert
|
93
|
+
# * GSL::Linalg::LUMatrix#invert(perm)
|
94
|
+
#
|
95
|
+
# These computes and returns the inverse of the matrix.
|
96
|
+
#
|
97
|
+
# ---
|
98
|
+
# * GSL::Linalg::LU.det(A)
|
99
|
+
# * GSL::Linalg::LU.det(lu, signum)
|
100
|
+
# * GSL::Matrix#det
|
101
|
+
# * GSL::Linalg::LUMatrix#det(signum)
|
102
|
+
#
|
103
|
+
# These methods return the determinant of the matrix.
|
104
|
+
#
|
105
|
+
# === {}[link:index.html"name="1.1] {Complex LU decomposition}[link:files/rdoc/linalg_complex_rdoc.html]
|
106
|
+
#
|
107
|
+
# == {}[link:index.html"name="2] QR decomposition
|
108
|
+
#
|
109
|
+
# ---
|
110
|
+
# * GSL::Linalg::QR_decomp(A)
|
111
|
+
# * GSL::Linalg::QR.decomp(A)
|
112
|
+
# * GSL::Matrix#QR_decomp
|
113
|
+
#
|
114
|
+
# These compute QR decomposition of the matrix and return an array [QR, tau].
|
115
|
+
#
|
116
|
+
# 1. Singleton method of the module <tt>GSL::Linalg</tt>
|
117
|
+
# qr, tau = Linalg::QR_decomp(m)
|
118
|
+
# p qr.class # GSL::Linalg::QRMatrix, subclass of GSL::Matrix
|
119
|
+
# p tau.class # GSL::Linalg::TauVector, subclass of GSL::Vector
|
120
|
+
# 1. Singleton method of the module <tt>GSL::Linalg:QR</tt>
|
121
|
+
# qr, tau = Linalg::QR.decomp(m)
|
122
|
+
# 1. Instance method of <tt>GSL::Matrix</tt>
|
123
|
+
# qr, tau = m.QR_decomp
|
124
|
+
#
|
125
|
+
# ---
|
126
|
+
# * GSL::Linalg::QR.solve(A, b)
|
127
|
+
# * GSL::Linalg::QR.solve(QR, tau, b)
|
128
|
+
# * GSL::Matrix#QR_solve(b)
|
129
|
+
# * GSL::Linalg::QRMatrix#solve(tau, b)
|
130
|
+
#
|
131
|
+
# Solve the system A x = b using the QR decomposition.
|
132
|
+
#
|
133
|
+
# * Ex1:
|
134
|
+
# m = Matrix.alloc(...)
|
135
|
+
# b = Vector.alloc(...)
|
136
|
+
# x = Linalg::QR.solve(m, b)
|
137
|
+
# * Ex2:
|
138
|
+
# x = m.QR_solve(b)
|
139
|
+
# * Ex3:
|
140
|
+
# qr, tau = Linalg::QR.decomp(m) # or m.QR_decomp
|
141
|
+
# x = Linalg::QR.solve(qr, tau, b)
|
142
|
+
# * Ex4:
|
143
|
+
# qr, tau = m.QR_decomp
|
144
|
+
# x = qr.solve(tau, b)
|
145
|
+
#
|
146
|
+
# ---
|
147
|
+
# * GSL::Linalg::QR.svx(A, x)
|
148
|
+
# * GSL::Linalg::QR.svx(QR, tau, x)
|
149
|
+
# * GSL::Matrix#QR_svx(x)
|
150
|
+
# * GSL::Linalg::QRMatrix#svx(tau, x)
|
151
|
+
#
|
152
|
+
# Solve the system A x = b. The input vector <tt>x</tt> is first give by
|
153
|
+
# the right-hand side vector <tt>b</tt>, and is overwritten by the solution.
|
154
|
+
#
|
155
|
+
# ---
|
156
|
+
# * GSL::Linalg::QR.unpack(QR, tau)
|
157
|
+
# * GSL::Linalg::QRMatrix#unpack(tau)
|
158
|
+
#
|
159
|
+
# Unpack the encoded QR decomposition <tt>QR,tau</tt> and return an array
|
160
|
+
# <tt>[Q, R]</tt>.
|
161
|
+
#
|
162
|
+
# Ex:
|
163
|
+
# >> m = Matrix[1..9, 3, 3]
|
164
|
+
# => GSL::Matrix:
|
165
|
+
# [ 1.000e+00 2.000e+00 3.000e+00
|
166
|
+
# 4.000e+00 5.000e+00 6.000e+00
|
167
|
+
# 7.000e+00 8.000e+00 9.000e+00 ]
|
168
|
+
# >> qr, tau = m.QR_decomp
|
169
|
+
# >> q, r = qr.unpack(tau)
|
170
|
+
# >> q*r # Reconstruct the metrix m
|
171
|
+
# => GSL::Matrix:
|
172
|
+
# [ 1.000e+00 2.000e+00 3.000e+00
|
173
|
+
# 4.000e+00 5.000e+00 6.000e+00
|
174
|
+
# 7.000e+00 8.000e+00 9.000e+00 ]
|
175
|
+
#
|
176
|
+
# ---
|
177
|
+
# * GSL::Linalg::QR.QRsolve(Q, R, tau)
|
178
|
+
#
|
179
|
+
# This method solves the system <tt>R x = Q^T b</tt> for <tt>x</tt>.
|
180
|
+
# It can be used when the QR decomposition of a matrix is available
|
181
|
+
# in unpacked form as <tt>Q,R</tt>.
|
182
|
+
#
|
183
|
+
# == {}[link:index.html"name="3] QR Decomposition with Column Pivoting
|
184
|
+
# ---
|
185
|
+
# * GSL::Linalg::QRPT.decomp(A)
|
186
|
+
# * GSL::Matrix#QRPT_decomp
|
187
|
+
#
|
188
|
+
# These methods factorize the M-by-N matrix <tt>A</tt> into the QRP^T decomposition A = Q R P^T, and return an array <tt>[QR, tau, perm, signum]</tt>.
|
189
|
+
#
|
190
|
+
# * Ex1:
|
191
|
+
# require("gsl")
|
192
|
+
# include GSL::Linalg
|
193
|
+
# m = Matrix.alloc(...)
|
194
|
+
# qr, tau, perm = QRPT.decomp(m)
|
195
|
+
# p qr.class # GSL::Linalg::QRPTMatrix, subclass of GSL::Matrix
|
196
|
+
#
|
197
|
+
# * Ex2:
|
198
|
+
# qr, tau, perm = m.QROT_decomp
|
199
|
+
#
|
200
|
+
# ---
|
201
|
+
# * GSL::Linalg::QRPT.decomp2(A)
|
202
|
+
# * GSL::Matrix#QRPT_decomp2
|
203
|
+
#
|
204
|
+
# These return an array <tt>[Q, R, tau, perm, signum]</tt>.
|
205
|
+
#
|
206
|
+
# * Ex
|
207
|
+
# q, r, tau, perm = QRPT.decomp2(m)
|
208
|
+
# p q.class <----- GSL::Linalg::QMatrix
|
209
|
+
# p r.class <----- GSL::Linalg::RMatrix
|
210
|
+
#
|
211
|
+
# ---
|
212
|
+
# * GSL::Linalg::QRPT.solve(m, b)
|
213
|
+
# * GSL::Linalg::QRPT.solve(qr, tau, perm, b)
|
214
|
+
# * GSL::Matrix#QRPT_solve(A, b)
|
215
|
+
# * GSL::Linalg::QRPQMatrix#solve(qr, tau, perm, b)
|
216
|
+
#
|
217
|
+
# These methods solve the system <tt>A x = b</tt> using the QRP^T decomposition of
|
218
|
+
# <tt>A</tt> into <tt>QR, tau, perm</tt>. The solution <tt>x</tt> is returned as a Vector.
|
219
|
+
#
|
220
|
+
# * Ex1:
|
221
|
+
# m = Matrix.alloc(...)
|
222
|
+
# qr, tau, perm = m.QRPT_decomp
|
223
|
+
# b = Vector.alloc([1, 2, 3, 4])
|
224
|
+
# x = Linalg::QRPT.solve(qr, tau, perm, b)
|
225
|
+
# * Ex2:
|
226
|
+
# x = Linalg::QRPT.solve(m, b)
|
227
|
+
# * Ex3:
|
228
|
+
# x = qr.solve(tau, p, b)
|
229
|
+
# * Ex4:
|
230
|
+
# x = m.QRPT_solve(b)
|
231
|
+
#
|
232
|
+
# ---
|
233
|
+
# * GSL::Linalg::QRPT.svx(m, b)
|
234
|
+
# * GSL::Linalg::QRPT.svx(qr, tau, perm, b)
|
235
|
+
# * GSL::Matrix#QRPT_svx(A, b)
|
236
|
+
#
|
237
|
+
# These methods solve the system <tt>A x = b</tt> using the QRP^T decomposition of
|
238
|
+
# <tt>A</tt> into <tt>QR, tau, perm</tt>. The input <tt>b</tt> is overwritten by the solution
|
239
|
+
# <tt>x</tt>.
|
240
|
+
#
|
241
|
+
# ---
|
242
|
+
# * GSL::Linalg::QRPT.QRsolve(q, r, tau, perm, b)
|
243
|
+
#
|
244
|
+
# This method solves the system <tt>R P^T x = Q^T b</tt> for x.
|
245
|
+
# It can be used when the QR decomposition of a matrix is available in
|
246
|
+
# unpacked form as <tt>q, r</tt> obtained by the method <tt>decomp2</tt>.
|
247
|
+
#
|
248
|
+
# * Ex:
|
249
|
+
# q, r, tau, perm = QRPT_decomp2
|
250
|
+
# x = Linalg::QRPT.QRsolve(q, r, perm, b)
|
251
|
+
#
|
252
|
+
# ---
|
253
|
+
# * GSL::Linalg::QRPT.update(q, r, perm, u, v)
|
254
|
+
# * GSL::Linalg::QRPT.Rsolve(qr, perm, b)
|
255
|
+
# * GSL::Linalg::QRPTMatrix#Rsolve(perm, b)
|
256
|
+
# * GSL::Linalg::QRPT.Rsvx(qr, perm, b)
|
257
|
+
# * GSL::Linalg::QRPTMatrix#Rsvx(perm, b)
|
258
|
+
#
|
259
|
+
#
|
260
|
+
# == {}[link:index.html"name="4] Singular Value Decomposition
|
261
|
+
# ---
|
262
|
+
# * GSL::Linalg::SV.decomp(A[, work])
|
263
|
+
# * GSL::Matrix#SV_decomp([work])
|
264
|
+
#
|
265
|
+
# These methods factorize the M-by-N matrix <tt>A</tt> into the singular value
|
266
|
+
# decomposition <tt>A = U S V^T</tt> using the Golub-Reinsch SVD algorithm,
|
267
|
+
# and return an array <tt>[U, V, S]</tt>.
|
268
|
+
#
|
269
|
+
# Ex:
|
270
|
+
# >> m = Matrix[[3, 5, 2], [5, 1, 4], [7, 6, 3]]
|
271
|
+
# => GSL::Matrix:
|
272
|
+
# [ 3.000e+00 5.000e+00 2.000e+00
|
273
|
+
# 5.000e+00 1.000e+00 4.000e+00
|
274
|
+
# 7.000e+00 6.000e+00 3.000e+00 ]
|
275
|
+
# >> u, v, s = m.SV_decomp # u, v: Matrix, s: Vector (singular values)
|
276
|
+
# >> u*u.trans # u is orthnormal
|
277
|
+
# => GSL::Matrix:
|
278
|
+
# [ 1.000e+00 2.452e-17 -4.083e-16
|
279
|
+
# 2.452e-17 1.000e+00 -3.245e-16
|
280
|
+
# -4.083e-16 -3.245e-16 1.000e+00 ]
|
281
|
+
# >> v*v.trans # v is also orthnormal
|
282
|
+
# => GSL::Matrix:
|
283
|
+
# [ 1.000e+00 3.555e-17 -1.867e-16
|
284
|
+
# 3.555e-17 1.000e+00 -1.403e-16
|
285
|
+
# -1.867e-16 -1.403e-16 1.000e+00 ]
|
286
|
+
# >> u*Matrix.diagonal(s)*v.trans # Reconstruct the matrix
|
287
|
+
# => GSL::Matrix:
|
288
|
+
# [ 3.000e+00 5.000e+00 2.000e+00
|
289
|
+
# 5.000e+00 1.000e+00 4.000e+00
|
290
|
+
# 7.000e+00 6.000e+00 3.000e+00 ]
|
291
|
+
#
|
292
|
+
# ---
|
293
|
+
# * GSL::Linalg::SV.decomp_mod(A)
|
294
|
+
# * GSL::Matrix#SV_decomp_mod
|
295
|
+
#
|
296
|
+
# These compute the SVD using the modified Golub-Reinsch algorithm,
|
297
|
+
# which is faster for M>>N.
|
298
|
+
#
|
299
|
+
# ---
|
300
|
+
# * GSL::Linalg::SV.decomp_jacobi(A)
|
301
|
+
# * GSL::Matrix#SV_decomp_jacobi
|
302
|
+
#
|
303
|
+
# These compute the SVD using one-sided Jacobi orthogonalization.
|
304
|
+
# The Jacobi method can compute singular values to higher relative accuracy
|
305
|
+
# than Golub-Reinsch algorithms.
|
306
|
+
#
|
307
|
+
# ---
|
308
|
+
# * GSL::Linalg::SV.solve(A, b)
|
309
|
+
# * GSL::Linalg::SV.solve(U, V, S, b)
|
310
|
+
# * GSL::Matrix#SV_solve(b)
|
311
|
+
#
|
312
|
+
# These methods solve the system <tt>A x = b</tt> using the singular value
|
313
|
+
# decomposition <tt>U, S, V</tt> of <tt>A</tt>.
|
314
|
+
#
|
315
|
+
# * Ex1:
|
316
|
+
# m = Matrix.alloc(...)
|
317
|
+
# b = Vector.alloc(...)
|
318
|
+
# u, v, s = GSL::Linalg::SV.decomp(m)
|
319
|
+
# x = GSL::Linalg::SV.solve(u, v, s, b)
|
320
|
+
# * Ex2:
|
321
|
+
# x = GSL::Linalg::SV.solve(m, b)
|
322
|
+
# * Ex3:
|
323
|
+
# x = m.SV_solve(b)
|
324
|
+
#
|
325
|
+
# == {}[link:index.html"name="6] Cholesky Decomposition
|
326
|
+
# A symmetric, positive definite square matrix <tt>A</tt> has a Cholesky decomposition
|
327
|
+
# into a product of a lower triangular matrix L and its transpose L^T,
|
328
|
+
# as <tt>A = L L^T</tt>. This is sometimes referred to as taking the square-root of a
|
329
|
+
# matrix. The Cholesky decomposition can only be carried out when all the eigenvalues
|
330
|
+
# of the matrix are positive. This decomposition can be used to convert the linear
|
331
|
+
# system <tt>A x = b</tt> into a pair of triangular systems (<tt>L y = b, L^T x = y</tt>),
|
332
|
+
# which can be solved by forward and back-substitution.
|
333
|
+
#
|
334
|
+
# ---
|
335
|
+
# * GSL::Linalg::Cholesky.decomp(A)
|
336
|
+
#
|
337
|
+
# This method factorizes the positive-definite square matrix <tt>A</tt>
|
338
|
+
# into the Cholesky decomposition <tt>A = L L^T</tt>.
|
339
|
+
# The upper triangular part of the matrix returned contains L^T, the diagonal terms
|
340
|
+
# being identical for both L and L^T. If the matrix is not positive-definite
|
341
|
+
# then the decomposition will fail.
|
342
|
+
#
|
343
|
+
# Ex:
|
344
|
+
# >> m = Matrix.pascal(3)
|
345
|
+
# => GSL::Matrix
|
346
|
+
# [ 1.000e+00 1.000e+00 1.000e+00
|
347
|
+
# 1.000e+00 2.000e+00 3.000e+00
|
348
|
+
# 1.000e+00 3.000e+00 6.000e+00 ]
|
349
|
+
# >> c = Linalg::Cholesky.decomp(m)
|
350
|
+
# => GSL::Linalg::Cholesky::CholeskyMatrix
|
351
|
+
# [ 1.000e+00 1.000e+00 1.000e+00
|
352
|
+
# 1.000e+00 1.000e+00 2.000e+00
|
353
|
+
# 1.000e+00 2.000e+00 1.000e+00 ]
|
354
|
+
# >> l = c.lower
|
355
|
+
# => GSL::Matrix
|
356
|
+
# [ 1.000e+00 0.000e+00 0.000e+00
|
357
|
+
# 1.000e+00 1.000e+00 0.000e+00
|
358
|
+
# 1.000e+00 2.000e+00 1.000e+00 ]
|
359
|
+
# >> (l*l.trans) == m
|
360
|
+
# => true
|
361
|
+
#
|
362
|
+
# ---
|
363
|
+
# * GSL::Linalg::Cholesky.solve(cholesky, b)
|
364
|
+
# * GSL::Linalg::Cholesky.svx(cholesky, x)
|
365
|
+
#
|
366
|
+
# These methods solve the system <tt>A x = b</tt> using the Cholesky decomposition
|
367
|
+
# of <tt>A</tt> into the matrix <tt>cholesky</tt> given by <tt>GSL::Linalg::Cholesky.decomp</tt>.
|
368
|
+
#
|
369
|
+
# === {}[link:index.html"name="5.1] {Complex Cholesky decomposition}[link:files/rdoc/cholesky_complex_rdoc.html]
|
370
|
+
#
|
371
|
+
# == {}[link:index.html"name="6] Tridiagonal Decomposition of Real Symmetric Matrices
|
372
|
+
# ---
|
373
|
+
# * GSL::Linalg::Symmtd::decomp(A)
|
374
|
+
#
|
375
|
+
# Factorizes the symmetric square matrix <tt>A</tt> into the symmetric
|
376
|
+
# tridiagonal decomposition Q T Q^T, and returns the results
|
377
|
+
# <tt>(A', tau)</tt>. On output the diagonal and subdiagonal part of the
|
378
|
+
# matrix <tt>A'</tt> contain the tridiagonal matrix <tt>T</tt>.
|
379
|
+
# The remaining lower triangular part of the matrix <tt>A'</tt> contains
|
380
|
+
# the Householder vectors which, together with the Householder
|
381
|
+
# coefficients <tt>tau</tt>, encode the orthogonal matrix <tt>Q</tt>.
|
382
|
+
# This storage scheme is the same as used by LAPACK.
|
383
|
+
# The upper triangular part of <tt>A</tt> is not referenced.
|
384
|
+
# ---
|
385
|
+
# * GSL::Linalg::Symmtd::unpack(A', tau)
|
386
|
+
#
|
387
|
+
# Unpacks the encoded symmetric tridiagonal decomposition <tt>(A', tau)</tt>
|
388
|
+
# obtained from <tt>GSL::Linalg::Symmtd::decomp</tt> into the orthogonal
|
389
|
+
# matrix <tt>Q</tt>, the vector of diagonal elements <tt>diag</tt>
|
390
|
+
# and the vector of subdiagonal elements <tt>subdiag</tt>.
|
391
|
+
# ---
|
392
|
+
# * GSL::Linalg::Symmtd::unpack_T(A', tau)
|
393
|
+
#
|
394
|
+
# Unpacks the diagonal and subdiagonal of the encoded symmetric tridiagonal
|
395
|
+
# decomposition <tt>(A', tau)</tt> obtained from
|
396
|
+
# <tt>GSL::Linalg::Symmtd::decomp</tt> into the vectors
|
397
|
+
# <tt>diag</tt> and <tt>subdiag</tt>.
|
398
|
+
#
|
399
|
+
# == {}[link:index.html"name="7] Tridiagonal Decomposition of Hermitian Matrices
|
400
|
+
# ---
|
401
|
+
# * GSL::Linalg::Hermtd::decomp(A)
|
402
|
+
#
|
403
|
+
# Factorizes the hermitian matrix <tt>A</tt> into the symmetric tridiagonal
|
404
|
+
# decomposition U T U^T, and returns the result as <tt>(A', tau)</tt>.
|
405
|
+
# On output the real parts of the diagonal and subdiagonal part of the
|
406
|
+
# matrix <tt>A'</tt> contain the tridiagonal matrix <tt>T</tt>.
|
407
|
+
# The remaining lower triangular part of the matrix <tt>A'</tt> contains
|
408
|
+
# the Householder vectors which, together with the Householder
|
409
|
+
# coefficients <tt>tau</tt>, encode the orthogonal matrix <tt>Q</tt>.
|
410
|
+
# This storage scheme is the same as used by LAPACK.
|
411
|
+
# The upper triangular part of <tt>A</tt> and imaginary parts of the diagonal
|
412
|
+
# are not referenced.
|
413
|
+
#
|
414
|
+
# ---
|
415
|
+
# * GSL::Linalg::Hermtd::unpack(A', tau)
|
416
|
+
#
|
417
|
+
# Unpacks the encoded tridiagonal decomposition <tt>(A', tau)</tt>
|
418
|
+
# obtained from <tt>GSL::Linalg::Hermtd::decomp</tt> into the unitary matrix
|
419
|
+
# <tt>U</tt>, the real vector of diagonal elements <tt>diag</tt> and
|
420
|
+
# the real vector of subdiagonal elements <tt>subdiag</tt>.
|
421
|
+
#
|
422
|
+
# ---
|
423
|
+
# * GSL::Linalg::Hermtd::unpack_T(A', tau)
|
424
|
+
#
|
425
|
+
# Unpacks the diagonal and subdiagonal of the encoded tridiagonal
|
426
|
+
# decomposition <tt>(A, tau)</tt> obtained from the
|
427
|
+
# <tt>GSL::Linalg::Hermtd::decomp</tt>
|
428
|
+
# into the real vectors <tt>diag</tt> and <tt>subdiag</tt>.
|
429
|
+
#
|
430
|
+
# == {}[link:index.html"name="8] Hessenberg Decomposition of Real Matrices
|
431
|
+
# ---
|
432
|
+
# * GSL::Linalg::Hessenberg::decomp(A)
|
433
|
+
# * GSL::Linalg::hessenberg_decomp(A)
|
434
|
+
#
|
435
|
+
# Computes the Hessenberg decomposition of the matrix <tt>A</tt>
|
436
|
+
# by applying the similarity transformation <tt>H = U^T A U</tt>, and returns
|
437
|
+
# the result as <tt>(A', tau</tt>. On output, <tt>H</tt> is stored in the upper
|
438
|
+
# portion of <tt>A'</tt>. The information required to construct the matrix
|
439
|
+
# <tt>U</tt> is stored in the lower triangular portion of <tt>A'</tt>.
|
440
|
+
# <tt>U</tt> is a product of N - 2 Householder matrices.
|
441
|
+
# The Householder vectors are stored in the lower portion of <tt>A'</tt>
|
442
|
+
# (below the subdiagonal) and the Householder coefficients are stored
|
443
|
+
# in the vector <tt>tau</tt>.
|
444
|
+
#
|
445
|
+
# ---
|
446
|
+
# * GSL::Linalg::Hessenberg::unpack(A', tau)
|
447
|
+
# * GSL::Linalg::hessenberg_unpack(A', tau)
|
448
|
+
#
|
449
|
+
# Constructs the orthogonal matrix <tt>U</tt> and returns it
|
450
|
+
# from the information stored in the Hessenberg matrix <tt>A'</tt>
|
451
|
+
# along with the vector <tt>tau</tt>. <tt>A'</tt> and <tt>tau</tt>
|
452
|
+
# are outputs from <tt>GSL::Linalg::Hessenberg::decomp</tt>.
|
453
|
+
#
|
454
|
+
# ---
|
455
|
+
# * GSL::Linalg::Hessenberg::unpack_accum(A', tau, V = I)
|
456
|
+
# * GSL::Linalg::hessenberg_unpack_accum(A', tau, V = I)
|
457
|
+
#
|
458
|
+
# This method is similar to <tt>GSL::Linalg::Hessenberg::unpack</tt>,
|
459
|
+
# except it accumulates the matrix <tt>U</tt> into <tt>V</tt>, so that
|
460
|
+
# <tt>V' = VU</tt>, and returns <tt>V</tt>. Setting V to the identity matrix
|
461
|
+
# provides the same result <tt>GSL::Linalg::Hessenberg::unpack</tt>.
|
462
|
+
#
|
463
|
+
# ---
|
464
|
+
# * GSL::Linalg::Hessenberg::set_zero(A')
|
465
|
+
# * GSL::Linalg::hessenberg_set_zero(A')
|
466
|
+
#
|
467
|
+
# Sets the lower triangular portion of <tt>A'</tt>, below the subdiagonal,
|
468
|
+
# to zero.
|
469
|
+
# It is useful for clearing out the Householder vectors after calling
|
470
|
+
# <tt>GSL::Linalg::Hessenberg::decomp</tt>.
|
471
|
+
#
|
472
|
+
# == {}[link:index.html"name="9] Hessenberg-Triangular Decomposition of Real Matrices
|
473
|
+
# ---
|
474
|
+
# * GSL::Linalg::hesstri_decomp(A, B)
|
475
|
+
# * GSL::Linalg::hesstri_decomp(A, B, work)
|
476
|
+
# * GSL::Linalg::hesstri_decomp(A, B, U, V)
|
477
|
+
# * GSL::Linalg::hesstri_decomp(A, B, U, V, work)
|
478
|
+
#
|
479
|
+
# Compute the Hessenberg-Triangular decomposition of the matrix pair
|
480
|
+
# <tt>(A, B)</tt>, and return <tt>(H, R</tt>.
|
481
|
+
# If U and V are provided (they may be null), the similarity
|
482
|
+
# transformations are stored in them. <tt>work</tt> is an additional workspace
|
483
|
+
# of length <tt>N</tt>.
|
484
|
+
#
|
485
|
+
# ---
|
486
|
+
# * GSL::Linalg::hesstri_decomp!(A, B)
|
487
|
+
# * GSL::Linalg::hesstri_decomp!(A, B, work)
|
488
|
+
# * GSL::Linalg::hesstri_decomp!(A, B, U, V)
|
489
|
+
# * GSL::Linalg::hesstri_decomp!(A, B, U, V, work)
|
490
|
+
#
|
491
|
+
# Compute the Hessenberg-Triangular decomposition of the matrix pair
|
492
|
+
# <tt>(A, B)</tt>. On output, <tt>H</tt> is stored in <tt>A</tt>,
|
493
|
+
# and <tt>R</tt> is stored in <tt>B</tt>.
|
494
|
+
# If U and V are provided (they may be null), the similarity
|
495
|
+
# transformations are stored in them. <tt>work</tt> is an additional workspace
|
496
|
+
# of length <tt>N</tt>.
|
497
|
+
#
|
498
|
+
# == {}[link:index.html"name="10] Bidiagonalization
|
499
|
+
# ---
|
500
|
+
# * GSL::Linalg::Bidiag::decomp!(A)
|
501
|
+
# * GSL::Linalg::bidiag_decomp!(A)
|
502
|
+
# * GSL::Linalg::Bidiag::decomp(A)
|
503
|
+
# * GSL::Linalg::bidiag_decomp(A)
|
504
|
+
#
|
505
|
+
#
|
506
|
+
# ---
|
507
|
+
# * GSL::Linalg::Bidiag::unpack
|
508
|
+
# * GSL::Linalg::bidiag_unpack
|
509
|
+
# * GSL::Linalg::Bidiag::unpack2
|
510
|
+
# * GSL::Linalg::bidiag_unpack2
|
511
|
+
# * GSL::Linalg::Bidiag::unpack_B
|
512
|
+
# * GSL::Linalg::bidiag_unpack_B
|
513
|
+
#
|
514
|
+
#
|
515
|
+
# == {}[link:index.html"name="11] Householder Transformations
|
516
|
+
# ---
|
517
|
+
# * GSL::Linalg::Householder::transform(v)
|
518
|
+
# * GSL::Linalg::HH::transform(v)
|
519
|
+
# * GSL::Vector#householder_transform
|
520
|
+
#
|
521
|
+
# These methods prepare a Householder transformation P = I - tau v v^T
|
522
|
+
# which can be used to zero all the elements of the input vector except the first.
|
523
|
+
# On output the transformation is stored in the vector <tt>v</tt>
|
524
|
+
# and the scalar tau is returned.
|
525
|
+
#
|
526
|
+
# ---
|
527
|
+
# * GSL::Linalg::Householder::hm(tau, v, A)
|
528
|
+
# * GSL::Linalg::HH::hm(tau, v, A)
|
529
|
+
#
|
530
|
+
# These methods apply the Householder matrix P defined by the scalar
|
531
|
+
# <tt>tau</tt> and the vector <tt>v</tt> to the left-hand side of the matrix <tt>A</tt>.
|
532
|
+
# On output the result P A is stored in <tt>A</tt>.
|
533
|
+
#
|
534
|
+
# ---
|
535
|
+
# * GSL::Linalg::Householder::mh(tau, v, A)
|
536
|
+
# * GSL::Linalg::HH::mh(tau, v, A)
|
537
|
+
#
|
538
|
+
# These methods apply the Householder matrix P defined by the scalar <tt>tau</tt>
|
539
|
+
# and the vector <tt>v</tt> to the right-hand side of the matrix <tt>A</tt>.
|
540
|
+
# On output the result A P is stored in <tt>A</tt>.
|
541
|
+
#
|
542
|
+
# ---
|
543
|
+
# * GSL::Linalg::Householder::hv(tau, v, w)
|
544
|
+
# * GSL::Linalg::HH::hv(tau, v, w)
|
545
|
+
#
|
546
|
+
# These methods apply the Householder transformation P defined by the scalar
|
547
|
+
# <tt>tau</tt> and the vector <tt>v</tt> to the vector <tt>w</tt>.
|
548
|
+
# On output the result P w is stored in <tt>w</tt>.
|
549
|
+
#
|
550
|
+
# == {}[link:index.html"name="12] Householder solver for linear systems
|
551
|
+
# ---
|
552
|
+
# * GSL::Linalg::HH.solve(A, b)
|
553
|
+
# * GSL::Matrix#HH_solve(b)
|
554
|
+
#
|
555
|
+
# These methods solve the system <tt>A x = b</tt> directly using Householder
|
556
|
+
# transformations. The matrix <tt>A</tt> is not modified.
|
557
|
+
# ---
|
558
|
+
# * GSL::Linalg::HH.solve!(A, b)
|
559
|
+
# * GSL::Matrix#HH_solve!(b)
|
560
|
+
#
|
561
|
+
# These methods solve the system <tt>A x = b</tt> directly using Householder
|
562
|
+
# transformations. The matrix <tt>A</tt> is destroyed by the
|
563
|
+
# Householder transformations.
|
564
|
+
#
|
565
|
+
# ---
|
566
|
+
# * GSL::Linalg::HH.svx(A, b)
|
567
|
+
# * GSL::Matrix#HH_svx(b)
|
568
|
+
#
|
569
|
+
# These methods solve the system <tt>A x = b</tt> in-place directly using Householder
|
570
|
+
# transformations. The input vector <tt>b</tt> is replaced by the solution.
|
571
|
+
#
|
572
|
+
# == {}[link:index.html"name="13] Tridiagonal Systems
|
573
|
+
# ---
|
574
|
+
# * GSL::Linglg::solve_tridiag(diag, e, f, b)
|
575
|
+
# * GSL::Linglg::Tridiag::solve(diag, e, f, b)
|
576
|
+
#
|
577
|
+
# These methods solve the general N-by-N system A x = b where <tt>A</tt>
|
578
|
+
# is tridiagonal ( N >= 2). The super-diagonal and sub-diagonal vectors <tt>e</tt>
|
579
|
+
# and <tt>f</tt> must be one element shorter than the diagonal vector <tt>diag</tt>.
|
580
|
+
# The form of <tt>A</tt> for the 4-by-4 case is shown below,
|
581
|
+
# A = ( d_0 e_0 0 0 )
|
582
|
+
# ( f_0 d_1 e_1 0 )
|
583
|
+
# ( 0 f_1 d_2 e_2 )
|
584
|
+
# ( 0 0 f_2 d_3 )
|
585
|
+
#
|
586
|
+
# ---
|
587
|
+
# * GSL::Linglg::solve_symm_tridiag(diag, e, b)
|
588
|
+
# * GSL::Linglg::Tridiag::solve_symm(diag, e, b)
|
589
|
+
#
|
590
|
+
# These methods solve the general N-by-N system A x = b where <tt>A</tt> is
|
591
|
+
# symmetric tridiagonal ( N >= 2). The off-diagonal vector <tt>e</tt> must
|
592
|
+
# be one element shorter than the diagonal vector <tt>diag</tt>.
|
593
|
+
# The form of <tt>A</tt> for the 4-by-4 case is shown below,
|
594
|
+
# A = ( d_0 e_0 0 0 )
|
595
|
+
# ( e_0 d_1 e_1 0 )
|
596
|
+
# ( 0 e_1 d_2 e_2 )
|
597
|
+
# ( 0 0 e_2 d_3 )
|
598
|
+
#
|
599
|
+
# ---
|
600
|
+
# * GSL::Linglg::solve_cyc_tridiag(diag, e, f, b)
|
601
|
+
# * GSL::Linglg::Tridiag::solve_cyc(diag, e, f, b)
|
602
|
+
#
|
603
|
+
# These methods solve the general N-by-N system A x = b where <tt>A</tt> is
|
604
|
+
# cyclic tridiagonal ( N >= 3). The cyclic super-diagonal and sub-diagonal
|
605
|
+
# vectors <tt>e</tt> and <tt>f</tt> must have the same number of elements as the
|
606
|
+
# diagonal vector <tt>diag</tt>. The form of <tt>A</tt> for the 4-by-4 case is shown below,
|
607
|
+
# A = ( d_0 e_0 0 f_3 )
|
608
|
+
# ( f_0 d_1 e_1 0 )
|
609
|
+
# ( 0 f_1 d_2 e_2 )
|
610
|
+
# ( e_3 0 f_2 d_3 )
|
611
|
+
#
|
612
|
+
# ---
|
613
|
+
# * GSL::Linglg::solve_symm_cyc_tridiag(diag, e, b)
|
614
|
+
# * GSL::Linglg::Tridiag::solve_symm_cyc(diag, e, b)
|
615
|
+
#
|
616
|
+
# These methods solve the general N-by-N system A x = b where <tt>A</tt>
|
617
|
+
# is symmetric cyclic tridiagonal ( N >= 3). The cyclic off-diagonal vector <tt>e</tt>
|
618
|
+
# must have the same number of elements as the diagonal vector <tt>diag</tt>.
|
619
|
+
# The form of <tt>A</tt> for the 4-by-4 case is shown below,
|
620
|
+
# A = ( d_0 e_0 0 e_3 )
|
621
|
+
# ( e_0 d_1 e_1 0 )
|
622
|
+
# ( 0 e_1 d_2 e_2 )
|
623
|
+
# ( e_3 0 e_2 d_3 )
|
624
|
+
#
|
625
|
+
# == {}[link:index.html"name="14] Balancing
|
626
|
+
# The process of balancing a matrix applies similarity transformations to
|
627
|
+
# make the rows and columns have comparable norms. This is useful,
|
628
|
+
# for example, to reduce roundoff errors in the solution of eigenvalue problems.
|
629
|
+
# Balancing a matrix <tt>A</tt> consists of replacing <tt>A</tt> with a similar matrix
|
630
|
+
# where <tt>D</tt> is a diagonal matrix whose entries are powers of the floating
|
631
|
+
# point radix.
|
632
|
+
#
|
633
|
+
# ---
|
634
|
+
# * GSL::Linalg::balance(A)
|
635
|
+
# * GSL::Linalg::balance(A, D)
|
636
|
+
#
|
637
|
+
# Calculates the balanced counterpart of <tt>A</tt> and the diagonal elements
|
638
|
+
# of the similarity transformation. The result is returned as <tt>(A', D)</tt>.
|
639
|
+
#
|
640
|
+
# ---
|
641
|
+
# * GSL::Linalg::balance!(A)
|
642
|
+
# * GSL::Linalg::balance!(A, D)
|
643
|
+
#
|
644
|
+
# Replaces the matrix <tt>A</tt> with its balanced counterpart and
|
645
|
+
# stores the diagonal elements of the similarity transformation into
|
646
|
+
# the vector <tt>D</tt>.
|
647
|
+
#
|
648
|
+
#
|
649
|
+
# == {}[link:index.html"name="15] NArray
|
650
|
+
# The following Linalg methods can handle NArray objects:
|
651
|
+
# * GSL::Linalg::
|
652
|
+
# * LU::
|
653
|
+
# * LU.decomp(m)
|
654
|
+
# * LU.solve(lu, b)
|
655
|
+
# * LU.svx(lu, bx)
|
656
|
+
# * LU.det(lu, sign)
|
657
|
+
# * LU.lndet(lu)
|
658
|
+
# * LU.invert(lu, perm)
|
659
|
+
# * QR::
|
660
|
+
# * QR.decomp(m)
|
661
|
+
# * QR.solve(qr, tau, b)
|
662
|
+
# * QR.svx(qr, tau, bx)
|
663
|
+
# * SV::
|
664
|
+
# * SV.decomp(m)
|
665
|
+
# * SV.solve(u, v, s, b)
|
666
|
+
# * SV.svx(u, v, s, bx)
|
667
|
+
# * Cholesky::
|
668
|
+
# * Cholesky.decomp(m)
|
669
|
+
# * Cholesky.solve(u, v, s, b)
|
670
|
+
# * Cholesky.svx(u, v, s, bx)
|
671
|
+
# * HH::
|
672
|
+
# * HH.solve(m, b)
|
673
|
+
# * HH.svx(m, bx)
|
674
|
+
#
|
675
|
+
# {prev}[link:files/rdoc/blas_rdoc.html]
|
676
|
+
# {next}[link:files/rdoc/eigen_rdoc.html]
|
677
|
+
#
|
678
|
+
# {Reference index}[link:files/rdoc/ref_rdoc.html]
|
679
|
+
# {top}[link:files/rdoc/index_rdoc.html]
|
680
|
+
#
|
681
|
+
#
|