rb-gsl 1.16.0.2 → 1.16.0.3.rc1
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- checksums.yaml +4 -4
- data/ChangeLog +5 -0
- data/README +2 -2
- data/Rakefile +2 -3
- data/lib/gsl/version.rb +1 -1
- data/rdoc/alf.rdoc +5 -5
- data/rdoc/blas.rdoc +8 -8
- data/rdoc/bspline.rdoc +16 -16
- data/rdoc/changes.rdoc +4 -9
- data/rdoc/cheb.rdoc +24 -24
- data/rdoc/cholesky_complex.rdoc +21 -21
- data/rdoc/combi.rdoc +36 -36
- data/rdoc/complex.rdoc +21 -21
- data/rdoc/const.rdoc +46 -46
- data/rdoc/dht.rdoc +48 -48
- data/rdoc/diff.rdoc +41 -41
- data/rdoc/ehandling.rdoc +5 -5
- data/rdoc/eigen.rdoc +152 -152
- data/rdoc/fft.rdoc +145 -145
- data/rdoc/fit.rdoc +108 -108
- data/rdoc/function.rdoc +10 -10
- data/rdoc/graph.rdoc +16 -16
- data/rdoc/hist.rdoc +102 -102
- data/rdoc/hist2d.rdoc +41 -41
- data/rdoc/hist3d.rdoc +8 -8
- data/rdoc/index.rdoc +18 -21
- data/rdoc/integration.rdoc +109 -109
- data/rdoc/interp.rdoc +70 -70
- data/rdoc/intro.rdoc +6 -6
- data/rdoc/linalg.rdoc +187 -187
- data/rdoc/linalg_complex.rdoc +1 -1
- data/rdoc/math.rdoc +57 -57
- data/rdoc/matrix.rdoc +272 -272
- data/rdoc/min.rdoc +56 -56
- data/rdoc/monte.rdoc +21 -21
- data/rdoc/multimin.rdoc +94 -94
- data/rdoc/multiroot.rdoc +79 -79
- data/rdoc/narray.rdoc +31 -31
- data/rdoc/ndlinear.rdoc +53 -53
- data/rdoc/nonlinearfit.rdoc +99 -99
- data/rdoc/ntuple.rdoc +30 -30
- data/rdoc/odeiv.rdoc +87 -87
- data/rdoc/perm.rdoc +89 -89
- data/rdoc/poly.rdoc +65 -65
- data/rdoc/qrng.rdoc +20 -20
- data/rdoc/randist.rdoc +81 -81
- data/rdoc/ref.rdoc +56 -56
- data/rdoc/rng.rdoc +84 -84
- data/rdoc/roots.rdoc +56 -56
- data/rdoc/sf.rdoc +427 -427
- data/rdoc/siman.rdoc +18 -18
- data/rdoc/sort.rdoc +29 -29
- data/rdoc/start.rdoc +8 -8
- data/rdoc/stats.rdoc +51 -51
- data/rdoc/sum.rdoc +11 -11
- data/rdoc/tensor.rdoc +30 -30
- data/rdoc/tut.rdoc +1 -1
- data/rdoc/use.rdoc +37 -37
- data/rdoc/vector.rdoc +187 -187
- data/rdoc/vector_complex.rdoc +23 -23
- data/rdoc/wavelet.rdoc +46 -46
- metadata +17 -20
- data/rdoc/rngextra.rdoc +0 -11
- data/rdoc/screenshot.rdoc +0 -40
data/rdoc/multiroot.rdoc
CHANGED
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#
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# = Multidimensional Root-Finding
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# This chapter describes functions for multidimensional root-finding
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# (solving nonlinear systems with n equations in n unknowns).
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# The library provides low level components for a variety of iterative solvers
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# and convergence tests. These can be combined by the user to achieve the
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# desired solution, with full access to the intermediate steps of the iteration.
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# Each class of methods uses the same framework, so that you can switch between
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# solvers at runtime without needing to recompile your program. Each instance of
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# a solver keeps track of its own state, allowing the solvers to be used in
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# This chapter describes functions for multidimensional root-finding
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# (solving nonlinear systems with n equations in n unknowns).
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# The library provides low level components for a variety of iterative solvers
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# and convergence tests. These can be combined by the user to achieve the
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# desired solution, with full access to the intermediate steps of the iteration.
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# Each class of methods uses the same framework, so that you can switch between
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# solvers at runtime without needing to recompile your program. Each instance of
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# a solver keeps track of its own state, allowing the solvers to be used in
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# multi-threaded programs.
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#
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# 1. {Overview}[link:
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# 1. {Initializing the Solver}[link:
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# 1. {Providing the function to solve}[link:
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# 1. {Iteration}[link:
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# 1. {Search Stopping Parameters}[link:
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# 1. {Higher Level Interface}[link:
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# 1. {Examples}[link:
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# 1. {FSolver}[link:
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# 1. {FdfSolver}[link:
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#
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#
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# ==
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# The problem of multidimensional root finding requires the simultaneous
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# solution of n equations, f_i, in n variables, x_i, In general there are no
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# bracketing methods available for n dimensional systems, and no way of knowing
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# whether any solutions exist. All algorithms proceed from an initial guess
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# using a variant of the Newton iteration, where x, f are vector quantities and
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# J is the Jacobian matrix J_{ij} = d f_i / d x_j. Additional strategies can be
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# used to enlarge the region of convergence. These include requiring a decrease
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# in the norm |f| on each step proposed by Newton's method, or taking
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# steepest-descent steps in the direction of the negative gradient of |f|.
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#
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# Several root-finding algorithms are available within a single framework.
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# The user provides a high-level driver for the algorithms, and the library
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# provides the individual functions necessary for each of the steps. There are
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# three main phases of the iteration. The steps are,
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# 1. {Overview}[link:multiroot_rdoc.html#label-Overview]
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# 1. {Initializing the Solver}[link:multiroot_rdoc.html#label-Initializing+the+Solver]
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# 1. {Providing the function to solve}[link:multiroot_rdoc.html#label-Providing+the+function+to+solve]
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# 1. {Iteration}[link:multiroot_rdoc.html#label-Iteration]
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# 1. {Search Stopping Parameters}[link:multiroot_rdoc.html#label-Search+Stopping+Parameters]
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# 1. {Higher Level Interface}[link:multiroot_rdoc.html#label-Higher+Level+Interface]
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# 1. {Examples}[link:multiroot_rdoc.html#label-Example]
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# 1. {FSolver}[link:multiroot_rdoc.html#label-FSolver]
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# 1. {FdfSolver}[link:multiroot_rdoc.html#label-FdfSolver]
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#
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#
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# == Overview
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# The problem of multidimensional root finding requires the simultaneous
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# solution of n equations, f_i, in n variables, x_i, In general there are no
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# bracketing methods available for n dimensional systems, and no way of knowing
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# whether any solutions exist. All algorithms proceed from an initial guess
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# using a variant of the Newton iteration, where x, f are vector quantities and
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# J is the Jacobian matrix J_{ij} = d f_i / d x_j. Additional strategies can be
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# used to enlarge the region of convergence. These include requiring a decrease
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# in the norm |f| on each step proposed by Newton's method, or taking
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# steepest-descent steps in the direction of the negative gradient of |f|.
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#
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# Several root-finding algorithms are available within a single framework.
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# The user provides a high-level driver for the algorithms, and the library
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# provides the individual functions necessary for each of the steps. There are
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# three main phases of the iteration. The steps are,
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#
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# * initialize solver state, <tt>s</tt>, for algorithm <tt>T</tt>
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# * update <tt>s</tt> using the iteration <tt>T</tt>
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# * test <tt>s</tt> for convergence, and repeat iteration if necessary
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# * test <tt>s</tt> for convergence, and repeat iteration if necessary
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#
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# The evaluation of the Jacobian matrix can be problematic, either because
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# programming the derivatives is intractable or because computation of the n^2
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# terms of the matrix becomes too expensive. For these reasons the algorithms
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# provided by the library are divided into two classes according to whether
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# the derivatives are available or not.
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# The evaluation of the Jacobian matrix can be problematic, either because
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# programming the derivatives is intractable or because computation of the n^2
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# terms of the matrix becomes too expensive. For these reasons the algorithms
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# provided by the library are divided into two classes according to whether
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# the derivatives are available or not.
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#
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# The state for solvers with an analytic Jacobian matrix is held in a
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# <tt>GSL::MultiRoot::FdfSolver</tt> object. The updating procedure requires both
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# the function and its derivatives to be supplied by the user.
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# The state for solvers with an analytic Jacobian matrix is held in a
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# <tt>GSL::MultiRoot::FdfSolver</tt> object. The updating procedure requires both
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# the function and its derivatives to be supplied by the user.
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#
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# The state for solvers which do not use an analytic Jacobian matrix is held in
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# a <tt>GSL::MultiRoot::FSolver</tt> object. The updating procedure uses only
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# function evaluations (not derivatives). The algorithms estimate the matrix J
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# or J^{-1} by approximate methods.
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# The state for solvers which do not use an analytic Jacobian matrix is held in
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# a <tt>GSL::MultiRoot::FSolver</tt> object. The updating procedure uses only
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# function evaluations (not derivatives). The algorithms estimate the matrix J
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# or J^{-1} by approximate methods.
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#
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#
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# ==
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# Two types of solvers are available. The solver itself depends only on the
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# == Initializing the Solver
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# Two types of solvers are available. The solver itself depends only on the
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# dimension of the problem and the algorithm and can be reused for different problems.
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# The <tt>FdfSolver</tt> requires derivatives of the function to solve.
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#
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# ---
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# * GSL::MultiRoot::FSolver.alloc(T, n)
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#
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# This creates an instance of the <tt>FSolver</tt> class of type <tt>T</tt>
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# This creates an instance of the <tt>FSolver</tt> class of type <tt>T</tt>
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# for a system of <tt>n</tt> dimensions. The type is given by a constant or a string,
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# * GSL::MultiRoot:FSolver::HYBRIDS, or "hybrids"
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# * GSL::MultiRoot:FSolver::HYBRID, or "hybrid"
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# ---
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# * GSL::MultiRoot::FdfSolver.alloc(T, n)
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#
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# This creates an instance of the <tt>FdfSolver</tt> class of type <tt>T</tt>
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# This creates an instance of the <tt>FdfSolver</tt> class of type <tt>T</tt>
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# for a system of <tt>n</tt> dimensions. The type is given by a constant,
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# * GSL::MultiRoot:FdfSolver::HYBRIDSJ, or "hybridsj"
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# * GSL::MultiRoot:FdfSolver::HYBRIDJ, or "hybridj",
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# ---
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# * GSL::MultiRoot::FSolver#set(func, x)
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#
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# This method sets, or resets, an existing solver <tt>self</tt>
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# This method sets, or resets, an existing solver <tt>self</tt>
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# to use the function <tt>func</tt> and the initial guess <tt>x</tt>.
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# Here <tt>x</tt> is a <tt>Vector</tt>, and <tt>func</tt>
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# Here <tt>x</tt> is a <tt>Vector</tt>, and <tt>func</tt>
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# is a <tt>MultiRoot:Function</tt> object.
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# ---
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# * GSL::MultiRoot::FdfSolver#set(func_fdf, x)
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#
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# This method sets, or resets, an existing solver <tt>self</tt>
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# This method sets, or resets, an existing solver <tt>self</tt>
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# to use the function <tt>func_fdf</tt> and the initial guess <tt>x</tt>.
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# Here <tt>x</tt> is a <tt>Vector</tt>, and <tt>func_fdf</tt>
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# Here <tt>x</tt> is a <tt>Vector</tt>, and <tt>func_fdf</tt>
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# is a <tt>MultiRoot:Function_fdf</tt> object.
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#
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# ---
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# * GSL::MultiRoot::FdfSolver#name
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#
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#
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# ==
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# == Providing the function to solve
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# ---
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# * GSL::MultiRoot:Function.alloc(proc, dim, params)
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#
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# * GSL::MultiRoot:Function_fdf.alloc(proc, dim, params)
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#
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# See the example below:
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#
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#
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# procf = Proc.new { |x, params, f|
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# a = params[0]; b = params[1]
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# x0 = x[0]; x1 = x[1]
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# x = [-10.0, -5.0]
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# fdfsolver.set(func_fdf, x)
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#
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# ==
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# == Iteration
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# ---
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# * GSL::MultiRoot::FSolver#interate
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# * GSL::MultiRoot::FdfSolver#interate
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#
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# These methods perform a single iteration of the solver <tt>self</tt>.
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# If the iteration encounters an unexpected problem then an error code will
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# These methods perform a single iteration of the solver <tt>self</tt>.
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# If the iteration encounters an unexpected problem then an error code will
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# be returned,
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# * GSL_EBADFUNC: the iteration encountered a singular point where the function
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# * GSL_EBADFUNC: the iteration encountered a singular point where the function
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# or its derivative evaluated to Inf or NaN.
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# * GSL_ENOPROG: the iteration is not making any progress, preventing the
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# * GSL_ENOPROG: the iteration is not making any progress, preventing the
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# algorithm from continuing.
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# The solver maintains a current best estimate of the root at all times.
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# The solver maintains a current best estimate of the root at all times.
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# This information can be accessed with the following auxiliary methods.
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#
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# ---
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# * GSL::MultiRoot::FSolver#f
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# * GSL::MultiRoot::FdfSolver#f
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#
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# These methds return the function value <tt>f(x)</tt> (Vector) at the current estimate
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# These methds return the function value <tt>f(x)</tt> (Vector) at the current estimate
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# of the root for the solver <tt>self</tt>.
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#
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# ---
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#
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# These method return the last step <tt>dx</tt> (Vector) taken by the solver <tt>self</tt>.
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#
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# ==
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# == Search Stopping Parameters
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# ---
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# * GSL::MultiRoot::FSolver#test_delta(epsabs, epsrel)
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# * GSL::MultiRoot::FdfSolver#test_delta(epsabs, epsrel)
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#
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# This method tests for the convergence of the sequence by comparing the last step
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# <tt>dx</tt> with the absolute error <tt>epsabs</tt> and relative error <tt>epsrel</tt>
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# to the current position <tt>x</tt>.
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# This method tests for the convergence of the sequence by comparing the last step
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# <tt>dx</tt> with the absolute error <tt>epsabs</tt> and relative error <tt>epsrel</tt>
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# to the current position <tt>x</tt>.
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# The test returns <tt>GSL::SUCCESS</tt> if the following condition is achieved,
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# |dx_i| < epsabs + epsrel |x_i|
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# for each component of <tt>x</tt> and returns <tt>GSL::CONTINUE</tt> otherwise.
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# * GSL::MultiRoot::FSolver#test_residual(epsabs)
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# * GSL::MultiRoot::FdfSolver#test_residual(epsabs)
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#
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# This method tests the residual value <tt>f</tt> against the absolute error
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# bound <tt>epsabs</tt>. The test returns <tt>GSL::SUCCESS</tt> if the following
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# This method tests the residual value <tt>f</tt> against the absolute error
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# bound <tt>epsabs</tt>. The test returns <tt>GSL::SUCCESS</tt> if the following
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# condition is achieved,
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# sum_i |f_i| < epsabs
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# and returns <tt>GSL::CONTINUE</tt> otherwise. This criterion is suitable for
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# situations where the precise location of the root, <tt>x</tt>, is unimportant
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# and returns <tt>GSL::CONTINUE</tt> otherwise. This criterion is suitable for
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# situations where the precise location of the root, <tt>x</tt>, is unimportant
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# provided a value can be found where the residual is small enough.
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#
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# ==
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# == Higher Level Interface
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# ---
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# * GSL::MultiRoot::Function#solve(x0, max_iter = 1000, eps = 1e-7, type = "hybrids")
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# * GSL::MultiRoot::FSolver#solve(max_iter = 1000, eps = 1e-7)
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#
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# See sample script <tt>examples/multiroot/fsolver3.rb</tt>.
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#
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# ==
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# == Example
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#
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# ===
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# === FSolver
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#
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# proc = Proc.new { |x, params, f|
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# a = params[0]; b = params[1]
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# status = fsolver.test_residual(1e-7)
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# end while status == GSL::CONTINUE and iter < 1000
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#
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# ===
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# === FdfSolver
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# n = 2
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#
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# procf = Proc.new { |x, params, f|
|
@@ -284,10 +284,10 @@
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# status = fdfsolver.test_residual(1e-7)
|
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# end while status == GSL::CONTINUE and iter < 1000
|
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#
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# {prev}[link:
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# {next}[link:
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# {prev}[link:min_rdoc.html]
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# {next}[link:multimin_rdoc.html]
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#
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# {Reference index}[link:
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+
# {Reference index}[link:ref_rdoc.html]
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# {top}[link:index.html]
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#
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#
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data/rdoc/narray.rdoc
CHANGED
@@ -1,11 +1,11 @@
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1
1
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#
|
2
2
|
# = NArray compatibilities
|
3
|
-
# ===
|
4
|
-
# 1. {Data type conversions}[link:
|
5
|
-
# 1. {Methods which accepts NArray}[link:
|
3
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+
# === Contents:
|
4
|
+
# 1. {Data type conversions}[link:narray_rdoc.html#label-Data+type+conversions]
|
5
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+
# 1. {Methods which accepts NArray}[link:narray_rdoc.html#label-Methods+which+accepts+NArray]
|
6
6
|
#
|
7
|
-
# ==
|
8
|
-
# ===
|
7
|
+
# == Data type conversions
|
8
|
+
# === GSL to NArray
|
9
9
|
#
|
10
10
|
# ---
|
11
11
|
# * GSL::Vector#to_na
|
@@ -34,7 +34,7 @@
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|
34
34
|
# => GSL::Vector::Int
|
35
35
|
# [ 0 1 2 3 4 5 ]
|
36
36
|
# >> na = v.to_nvector_ref
|
37
|
-
# => NVector(ref).int(6):
|
37
|
+
# => NVector(ref).int(6):
|
38
38
|
# [ 0, 1, 2, 3, 4, 5 ]
|
39
39
|
# >> na[3] = 999
|
40
40
|
# => 999
|
@@ -42,7 +42,7 @@
|
|
42
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|
# => GSL::Vector::Int
|
43
43
|
# [ 0 1 2 999 4 5 ]
|
44
44
|
#
|
45
|
-
# ===
|
45
|
+
# === NArray to GSL
|
46
46
|
# ---
|
47
47
|
# * NArray#to_gv
|
48
48
|
# * NArray#to_gm
|
@@ -56,12 +56,12 @@
|
|
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|
# * NArray#to_gv_view
|
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|
# * NArray#to_gm_view
|
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#
|
59
|
-
# Create <tt>GSL::Vector::View</tt> or <tt>GSL::Matrix::View</tt> objects from NArray.
|
59
|
+
# Create <tt>GSL::Vector::View</tt> or <tt>GSL::Matrix::View</tt> objects from NArray.
|
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|
# The memory block of the NArray objects are shared with the View objects.
|
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61
|
#
|
62
62
|
# Example:
|
63
63
|
# >> na = NArray[0, 1, 2, 3, 4, 5]
|
64
|
-
# => NArray.int(6):
|
64
|
+
# => NArray.int(6):
|
65
65
|
# [ 0, 1, 2, 3, 4, 5 ]
|
66
66
|
# >> b = na.to_gv_int_view
|
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# => GSL::Vector::Int::View
|
@@ -69,11 +69,11 @@
|
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|
# >> b[2] = -99
|
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|
# => -99
|
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|
# >> na
|
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# => NArray.int(6):
|
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+
# => NArray.int(6):
|
73
73
|
# [ 0, 1, -99, 3, 4, 5 ]
|
74
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|
#
|
75
|
-
# ==
|
76
|
-
# ===
|
75
|
+
# == Methods which accepts NArray
|
76
|
+
# === <tt>GSL</tt> module
|
77
77
|
# ---
|
78
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|
# * GSL::graph()
|
79
79
|
# * GSL::log1p(x)
|
@@ -87,11 +87,11 @@
|
|
87
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|
# * GSL::pow_2(x), ..., GSL::pow_9(x)
|
88
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|
#
|
89
89
|
#
|
90
|
-
# ===
|
90
|
+
# === <tt>Sf</tt> module
|
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91
|
# ---
|
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-
# * {Any}[link:
|
92
|
+
# * {Any}[link:sf_rdoc.html]
|
93
93
|
#
|
94
|
-
# ===
|
94
|
+
# === <tt>Linalg</tt> module
|
95
95
|
# ---
|
96
96
|
# * GSL::Linalg::LU.decomp(na)
|
97
97
|
# * GSL::Linalg::LU.solve(lu, b)
|
@@ -100,7 +100,7 @@
|
|
100
100
|
# * GSL::Linalg::LU.lndet(lu)
|
101
101
|
# * GSL::Linalg::LU.invert(lu, perm)
|
102
102
|
# * GSL::Linalg::QR.decomp(m)
|
103
|
-
# * GSL::Linalg::QR.solve(qr, tau, b)
|
103
|
+
# * GSL::Linalg::QR.solve(qr, tau, b)
|
104
104
|
# * GSL::Linalg::QR.svx(qr, tau, bx)
|
105
105
|
# * GSL::Linalg::SV.decomp(m)
|
106
106
|
# * GSL::Linalg::SV.solve(u, v, s, b)
|
@@ -112,17 +112,17 @@
|
|
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112
|
# * GSL::Linalg::HH.svx(m, bx)
|
113
113
|
#
|
114
114
|
#
|
115
|
-
# ===
|
115
|
+
# === <tt>Eigen</tt> module
|
116
116
|
# ---
|
117
117
|
# * GSL::Eigen::symm(na)
|
118
118
|
# * GSL::Eigen::symmv(na)
|
119
119
|
#
|
120
120
|
#
|
121
|
-
# ===
|
121
|
+
# === <tt>FFT</tt> module
|
122
122
|
# ---
|
123
|
-
# * {Many}[link:
|
123
|
+
# * {Many}[link:fft_rdoc.html]
|
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124
|
#
|
125
|
-
# ===
|
125
|
+
# === <tt>Function</tt> class
|
126
126
|
# ---
|
127
127
|
# * GSL::Function#eval
|
128
128
|
# * GSL::Function#deriv_central(x, h)
|
@@ -133,15 +133,15 @@
|
|
133
133
|
# * GSL::Function#diff_backward(x, h)
|
134
134
|
#
|
135
135
|
#
|
136
|
-
# ===
|
136
|
+
# === <tt>Ran</tt> and <tt>Cdf</tt> module
|
137
137
|
# ---
|
138
|
-
# * {Many}[link:
|
138
|
+
# * {Many}[link:randist_rdoc.html]
|
139
139
|
#
|
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|
-
# ===
|
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|
+
# === <tt>Stats</tt> module
|
141
141
|
# ---
|
142
|
-
# * {Any}[link:
|
142
|
+
# * {Any}[link:stats_rdoc.html]
|
143
143
|
#
|
144
|
-
# ===
|
144
|
+
# === <tt>Interp</tt> and <tt>Spline</tt> class
|
145
145
|
# ---
|
146
146
|
# * GSL::Interp#init
|
147
147
|
# * GSL::Interp#eval
|
@@ -149,7 +149,7 @@
|
|
149
149
|
# * GSL::Spline#eval
|
150
150
|
#
|
151
151
|
#
|
152
|
-
# ===
|
152
|
+
# === <tt>Deriv</tt> and <tt>Diff</tt> module
|
153
153
|
# ---
|
154
154
|
# * GSL::Deriv.central(f, x, h)
|
155
155
|
# * GSL::Deriv.forward(f, x, h)
|
@@ -159,19 +159,19 @@
|
|
159
159
|
# * GSL::Diff.backward(f, x, h)
|
160
160
|
#
|
161
161
|
#
|
162
|
-
# ===
|
162
|
+
# === <tt>Cheb</tt> class
|
163
163
|
# ---
|
164
164
|
# * GSL::Cheb#eval(x)
|
165
165
|
# * GSL::Cheb#eval_n(n, x)
|
166
166
|
#
|
167
167
|
#
|
168
|
-
# ===
|
168
|
+
# === <tt>Wavelet</tt> class
|
169
169
|
# ---
|
170
|
-
# * {Many}[link:
|
170
|
+
# * {Many}[link:wavelet_rdoc.html]
|
171
171
|
#
|
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|
-
# {prev}[link:
|
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+
# {prev}[link:tensor_rdoc.html]
|
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173
|
#
|
174
|
-
# {Reference index}[link:
|
174
|
+
# {Reference index}[link:ref_rdoc.html]
|
175
175
|
# {top}[link:index.html]
|
176
176
|
#
|
177
177
|
#
|
data/rdoc/ndlinear.rdoc
CHANGED
@@ -1,56 +1,56 @@
|
|
1
1
|
#
|
2
|
-
# = NDLINAR: multi-linear, multi-parameter least squares fitting
|
2
|
+
# = NDLINAR: multi-linear, multi-parameter least squares fitting
|
3
3
|
#
|
4
4
|
# The multi-dimension fitting library NDLINEAR is not included in GSL,
|
5
5
|
# but is provided as an extension library. This is available at the
|
6
|
-
# {
|
6
|
+
# {Patrick Alken's page}[http://ucsu.colorado.edu/~alken/gsl/].
|
7
7
|
#
|
8
8
|
# Contents:
|
9
|
-
# 1. {Introduction}[link:
|
10
|
-
# 1. {Class and methods}[link:
|
11
|
-
# 1. {Examples}[link:
|
12
|
-
#
|
13
|
-
# ==
|
14
|
-
# The NDLINEAR extension provides support for general linear least squares
|
15
|
-
# fitting to data which is a function of more than one variable (multi-linear or
|
16
|
-
# multi-dimensional least squares fitting). This model has the form where
|
17
|
-
# <tt>x</tt> is a vector of independent variables, a_i are the fit coefficients,
|
18
|
-
# and F_i are the basis functions of the fit. This GSL extension computes the
|
19
|
-
# design matrix X_{ij = F_j(x_i) in the special case that the basis functions
|
20
|
-
# separate: Here the superscript value j indicates the basis function
|
21
|
-
# corresponding to the independent variable x_j. The subscripts (i_1, i_2, i_3,
|
9
|
+
# 1. {Introduction}[link:ndlinear_rdoc.html#label-Introduction]
|
10
|
+
# 1. {Class and methods}[link:ndlinear_rdoc.html#label-Class+and+Methods]
|
11
|
+
# 1. {Examples}[link:ndlinear_rdoc.html#label-Examples]
|
12
|
+
#
|
13
|
+
# == Introduction
|
14
|
+
# The NDLINEAR extension provides support for general linear least squares
|
15
|
+
# fitting to data which is a function of more than one variable (multi-linear or
|
16
|
+
# multi-dimensional least squares fitting). This model has the form where
|
17
|
+
# <tt>x</tt> is a vector of independent variables, a_i are the fit coefficients,
|
18
|
+
# and F_i are the basis functions of the fit. This GSL extension computes the
|
19
|
+
# design matrix X_{ij = F_j(x_i) in the special case that the basis functions
|
20
|
+
# separate: Here the superscript value j indicates the basis function
|
21
|
+
# corresponding to the independent variable x_j. The subscripts (i_1, i_2, i_3,
|
22
22
|
# ...) refer to which basis function to use from the complete set. These
|
23
|
-
# subscripts are related to the index i in a complex way, which is the main
|
24
|
-
# problem this extension addresses. The model then becomes where n is the
|
25
|
-
# dimension of the fit and N_i is the number of basis functions for the variable
|
26
|
-
# x_i. Computationally, it is easier to supply the individual basis functions
|
27
|
-
# u^{(j) than the total basis functions F_i(x). However the design matrix X is
|
28
|
-
# easiest to construct given F_i(x). Therefore the routines below allow the user
|
29
|
-
# to specify the individual basis functions u^{(j) and then automatically
|
30
|
-
# construct the design matrix X.
|
23
|
+
# subscripts are related to the index i in a complex way, which is the main
|
24
|
+
# problem this extension addresses. The model then becomes where n is the
|
25
|
+
# dimension of the fit and N_i is the number of basis functions for the variable
|
26
|
+
# x_i. Computationally, it is easier to supply the individual basis functions
|
27
|
+
# u^{(j) than the total basis functions F_i(x). However the design matrix X is
|
28
|
+
# easiest to construct given F_i(x). Therefore the routines below allow the user
|
29
|
+
# to specify the individual basis functions u^{(j) and then automatically
|
30
|
+
# construct the design matrix X.
|
31
31
|
#
|
32
32
|
#
|
33
|
-
# ==
|
33
|
+
# == Class and Methods
|
34
34
|
# ---
|
35
35
|
# * GSL::MultiFit::Ndlinear.alloc(n_dim, N, u, params)
|
36
36
|
# * GSL::MultiFit::Ndlinear::Workspace.alloc(n_dim, N, u, params)
|
37
37
|
#
|
38
|
-
# Creates a workspace for solving multi-parameter, multi-dimensional linear
|
39
|
-
# least squares problems. <tt>n_dim</tt> specifies the dimension of the fit
|
40
|
-
# (the number of independent variables in the model). The array <tt>N</tt> of
|
41
|
-
# length <tt>n_dim</tt> specifies the number of terms in each sum, so that
|
38
|
+
# Creates a workspace for solving multi-parameter, multi-dimensional linear
|
39
|
+
# least squares problems. <tt>n_dim</tt> specifies the dimension of the fit
|
40
|
+
# (the number of independent variables in the model). The array <tt>N</tt> of
|
41
|
+
# length <tt>n_dim</tt> specifies the number of terms in each sum, so that
|
42
42
|
# <tt>N[i]</tt>
|
43
|
-
# specifies the number of terms in the sum of the i-th independent variable.
|
44
|
-
# The array of <tt>Proc</tt> objects <tt>u</tt> of length <tt>n_dim</tt> specifies
|
45
|
-
# the basis functions for each independent fit variable, so that <tt>u[i]</tt>
|
46
|
-
# is a procedure to calculate the basis function for the i-th
|
43
|
+
# specifies the number of terms in the sum of the i-th independent variable.
|
44
|
+
# The array of <tt>Proc</tt> objects <tt>u</tt> of length <tt>n_dim</tt> specifies
|
45
|
+
# the basis functions for each independent fit variable, so that <tt>u[i]</tt>
|
46
|
+
# is a procedure to calculate the basis function for the i-th
|
47
47
|
# independent variable.
|
48
|
-
# Each of the procedures <tt>u</tt> takes three block parameters: a point
|
49
|
-
# <tt>x</tt> at which to evaluate the basis function, an array y of length
|
50
|
-
# <tt>N[i]</tt> which is filled on output with the basis function values at
|
51
|
-
# <tt>x</tt> for all i, and a params argument which contains parameters needed
|
48
|
+
# Each of the procedures <tt>u</tt> takes three block parameters: a point
|
49
|
+
# <tt>x</tt> at which to evaluate the basis function, an array y of length
|
50
|
+
# <tt>N[i]</tt> which is filled on output with the basis function values at
|
51
|
+
# <tt>x</tt> for all i, and a params argument which contains parameters needed
|
52
52
|
# by the basis function. These parameters are supplied in the <tt>params</tt>
|
53
|
-
# argument to this method.
|
53
|
+
# argument to this method.
|
54
54
|
#
|
55
55
|
# Ex)
|
56
56
|
#
|
@@ -93,18 +93,18 @@
|
|
93
93
|
# * GSL::MultiFit::Ndlinear::Workspace#design(vars)
|
94
94
|
#
|
95
95
|
# Construct the least squares design matrix <tt>X</tt> from the input <tt>vars</tt>
|
96
|
-
# and the previously specified basis functions. vars is a ndata-by-n_dim
|
97
|
-
# matrix where the ith row specifies the n_dim independent variables for the
|
98
|
-
# ith observation.
|
96
|
+
# and the previously specified basis functions. vars is a ndata-by-n_dim
|
97
|
+
# matrix where the ith row specifies the n_dim independent variables for the
|
98
|
+
# ith observation.
|
99
99
|
#
|
100
100
|
# ---
|
101
101
|
# * GSL::MultiFit::Ndlinear.est(x, c, cov, w)
|
102
102
|
# * GSL::MultiFit::Ndlinear::Workspace#est(x, c, cov)
|
103
103
|
#
|
104
|
-
# After the least squares problem is solved via <tt>GSL::MultiFit::linear</tt>,
|
105
|
-
# this method can be used to evaluate the model at the data point <tt>x</tt>.
|
106
|
-
# The coefficient vector <tt>c</tt> and covariance matrix <tt>cov</tt> are
|
107
|
-
# outputs from <tt>GSL::MultiFit::linear</tt>. The model output value and
|
104
|
+
# After the least squares problem is solved via <tt>GSL::MultiFit::linear</tt>,
|
105
|
+
# this method can be used to evaluate the model at the data point <tt>x</tt>.
|
106
|
+
# The coefficient vector <tt>c</tt> and covariance matrix <tt>cov</tt> are
|
107
|
+
# outputs from <tt>GSL::MultiFit::linear</tt>. The model output value and
|
108
108
|
# its error [<tt>y, yerr</tt>] are returned as an array.
|
109
109
|
#
|
110
110
|
# ---
|
@@ -116,12 +116,12 @@
|
|
116
116
|
# <tt>x</tt> using the coefficient vector <tt>c</tt> and returns the model
|
117
117
|
# value.
|
118
118
|
#
|
119
|
-
# ==
|
120
|
-
# This example program generates data from the 3D isotropic harmonic oscillator
|
121
|
-
# wavefunction (real part) and then fits a model to the data using B-splines in
|
122
|
-
# the r coordinate, Legendre polynomials in theta, and sines/cosines in phi.
|
123
|
-
# The exact form of the solution is (neglecting the normalization constant for
|
124
|
-
# simplicity) The example program models psi by default.
|
119
|
+
# == Examples
|
120
|
+
# This example program generates data from the 3D isotropic harmonic oscillator
|
121
|
+
# wavefunction (real part) and then fits a model to the data using B-splines in
|
122
|
+
# the r coordinate, Legendre polynomials in theta, and sines/cosines in phi.
|
123
|
+
# The exact form of the solution is (neglecting the normalization constant for
|
124
|
+
# simplicity) The example program models psi by default.
|
125
125
|
#
|
126
126
|
# #!/usr/bin/env ruby
|
127
127
|
# require("gsl")
|
@@ -133,7 +133,7 @@
|
|
133
133
|
# R_MAX = 3.0
|
134
134
|
#
|
135
135
|
# def psi_real_exact(k, l, m, r, theta, phi)
|
136
|
-
# rr = GSL::pow(r, l)*Math::exp(-r*r)*GSL::Sf::laguerre_n(k, l + 0.5, 2 * r * r)
|
136
|
+
# rr = GSL::pow(r, l)*Math::exp(-r*r)*GSL::Sf::laguerre_n(k, l + 0.5, 2 * r * r)
|
137
137
|
# tt = GSL::Sf::legendre_sphPlm(l, m, Math::cos(theta))
|
138
138
|
# pp = Math::cos(m*phi)
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# rr*tt*pp
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@@ -191,7 +191,7 @@
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191
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#
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192
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# vars[i][0] = r
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193
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# vars[i][1] = theta
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194
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-
# vars[i][2] = phi
|
194
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+
# vars[i][2] = phi
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#
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196
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# data[i] = psi + dpsi
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# end
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@@ -244,7 +244,7 @@
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# STDERR.printf("rms error over all parameter space = %e\n", eps_rms)
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#
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#
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-
# {Reference index}[link:
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+
# {Reference index}[link:ref_rdoc.html]
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# {top}[link:index.html]
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#
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#
|