rb-gsl 1.16.0.2 → 1.16.0.3.rc1

data/rdoc/fit.rdoc

@@ -1,92 +1,92 @@
 #
 # = Least-Squares Fitting
-# This chapter describes routines for performing least squares fits to 
-# experimental data using linear combinations of functions. The data may be 
-# weighted or unweighted, i.e. with known or unknown errors. For weighted data 
-# the functions compute the best fit parameters and their associated covariance 
-# matrix. For unweighted data the covariance matrix is estimated from the 
-# scatter of the points, giving a variance-covariance matrix. 
+# This chapter describes routines for performing least squares fits to
+# experimental data using linear combinations of functions. The data may be
+# weighted or unweighted, i.e. with known or unknown errors. For weighted data
+# the functions compute the best fit parameters and their associated covariance
+# matrix. For unweighted data the covariance matrix is estimated from the
+# scatter of the points, giving a variance-covariance matrix.
 #
-# The functions are divided into separate versions for simple one- or 
-# two-parameter regression and multiple-parameter fits. 
+# The functions are divided into separate versions for simple one- or
+# two-parameter regression and multiple-parameter fits.
 #
 # Contents:
-# 1. {Overview}[link:rdoc/fit_rdoc.html#1]
-# 1. {Linear regression}[link:rdoc/fit_rdoc.html#2]
-#    1. {Module functions for linear regression}[link:rdoc/fit_rdoc.html#2.1]
-# 1. {Linear fitting without a constant term}[link:rdoc/fit_rdoc.html#3]
-# 1. {Multi-parameter fitting}[link:rdoc/fit_rdoc.html#4]
-#    1. {GSL::MultiFit::Workspace class}[link:rdoc/fit_rdoc.html#4.1]
-#    1. {Module functions}[link:rdoc/fit_rdoc.html#4.2]
-#    1. {Higer level interface}[link:rdoc/fit_rdoc.html#4.3]
-#    1. {NDLINEAR: multi-linear, multi-parameter least squares fitting}[link:rdoc/ndlinear_rdoc.html] (GSL extension)
-# 1. {Examples}[link:rdoc/fit_rdoc.html#5]
-#    1. {Linear regression}[link:rdoc/fit_rdoc.html#5.1]
-#    1. {Exponential fitting}[link:rdoc/fit_rdoc.html#5.2]
-#    1. {Multi-parameter fitting}[link:rdoc/fit_rdoc.html#5.3]
-#
-# == {}[link:index.html"name="1] Overview
-# Least-squares fits are found by minimizing \chi^2 (chi-squared), the weighted 
-# sum of squared residuals over n experimental datapoints (x_i, y_i) for the 
+# 1. {Overview}[link:fit_rdoc.html#label-Overview]
+# 1. {Linear regression}[link:fit_rdoc.html#label-Linear+regression]
+#    1. {Module functions for linear regression}[link:fit_rdoc.html#label-Module+functions+for+linear+regression]
+# 1. {Linear fitting without a constant term}[link:fit_rdoc.html#label-Linear+fitting+without+a+constant+term]
+# 1. {Multi-parameter fitting}[link:fit_rdoc.html#label-Multi-parameter+fitting]
+#    1. {GSL::MultiFit::Workspace class}[link:fit_rdoc.html#label-Workspace+class]
+#    1. {Module functions}[link:fit_rdoc.html#label-Module+functions]
+#    1. {Higer level interface}[link:fit_rdoc.html#label-Higer+level+interface]
+#    1. {NDLINEAR: multi-linear, multi-parameter least squares fitting}[link:ndlinear_rdoc.html] (GSL extension)
+# 1. {Examples}[link:fit_rdoc.html#label-Examples]
+#    1. {Linear regression}[link:fit_rdoc.html#label-Linear+regression]
+#    1. {Exponential fitting}[link:fit_rdoc.html#label-Exponential+fitting]
+#    1. {Multi-parameter fitting}[link:fit_rdoc.html#label-Multi-parameter+fitting]
+#
+# == Overview
+# Least-squares fits are found by minimizing \chi^2 (chi-squared), the weighted
+# sum of squared residuals over n experimental datapoints (x_i, y_i) for the
 # model Y(c,x), The p parameters of the model are c = {c_0, c_1, ...}. The
 # weight factors w_i are given by w_i = 1/\sigma_i^2, where \sigma_i is the
 # experimental error on the data-point y_i. The errors are assumed to be
 # gaussian and uncorrelated. For unweighted data the chi-squared sum is
 # computed without any weight factors.
 #
-# The fitting routines return the best-fit parameters c and their p \times p 
-# covariance matrix. The covariance matrix measures the statistical errors on 
-# the best-fit parameters resulting from the errors on the data, \sigma_i, and 
-# is defined as C_{ab} = <\delta c_a \delta c_b> where < > denotes an average 
-# over the gaussian error distributions of the underlying datapoints. 
+# The fitting routines return the best-fit parameters c and their p \times p
+# covariance matrix. The covariance matrix measures the statistical errors on
+# the best-fit parameters resulting from the errors on the data, \sigma_i, and
+# is defined as C_{ab} = <\delta c_a \delta c_b> where < > denotes an average
+# over the gaussian error distributions of the underlying datapoints.
 #
-# The covariance matrix is calculated by error propagation from the data errors 
-# \sigma_i. The change in a fitted parameter \delta c_a caused by a small change 
+# The covariance matrix is calculated by error propagation from the data errors
+# \sigma_i. The change in a fitted parameter \delta c_a caused by a small change
 # in the data \delta y_i is given by allowing the covariance matrix to be written
-# in terms of the errors on the data, For uncorrelated data the fluctuations of 
-# the underlying datapoints satisfy 
-# <\delta y_i \delta y_j> = \sigma_i^2 \delta_{ij}, giving a corresponding 
-# parameter covariance matrix of When computing the covariance matrix for 
-# unweighted data, i.e. data with unknown errors, the weight factors w_i in this 
-# sum are replaced by the single estimate w = 1/\sigma^2, where \sigma^2 is the 
-# computed variance of the residuals about the 
-# best-fit model, \sigma^2 = \sum (y_i - Y(c,x_i))^2 / (n-p). 
-# This is referred to as the variance-covariance matrix. 
-#
-# The standard deviations of the best-fit parameters are given by the square 
-# root of the corresponding diagonal elements of the covariance matrix, 
-# \sigma_{c_a} = \sqrt{C_{aa}}. The correlation coefficient of the fit 
-# parameters c_a and c_b is given by \rho_{ab} = C_{ab} / \sqrt{C_{aa} C_{bb}}. 
-#
-#
-# == {}[link:index.html"name="2] Linear regression
-# The functions described in this section can be used to perform least-squares 
-# fits to a straight line model, Y = c_0 + c_1 X. For weighted data the best-fit 
+# in terms of the errors on the data, For uncorrelated data the fluctuations of
+# the underlying datapoints satisfy
+# <\delta y_i \delta y_j> = \sigma_i^2 \delta_{ij}, giving a corresponding
+# parameter covariance matrix of When computing the covariance matrix for
+# unweighted data, i.e. data with unknown errors, the weight factors w_i in this
+# sum are replaced by the single estimate w = 1/\sigma^2, where \sigma^2 is the
+# computed variance of the residuals about the
+# best-fit model, \sigma^2 = \sum (y_i - Y(c,x_i))^2 / (n-p).
+# This is referred to as the variance-covariance matrix.
+#
+# The standard deviations of the best-fit parameters are given by the square
+# root of the corresponding diagonal elements of the covariance matrix,
+# \sigma_{c_a} = \sqrt{C_{aa}}. The correlation coefficient of the fit
+# parameters c_a and c_b is given by \rho_{ab} = C_{ab} / \sqrt{C_{aa} C_{bb}}.
+#
+#
+# == Linear regression
+# The functions described in this section can be used to perform least-squares
+# fits to a straight line model, Y = c_0 + c_1 X. For weighted data the best-fit
 # is found by minimizing the weighted sum of squared residuals, chi^2,
 #
 # chi^2 = sum_i w_i (y_i - (c0 + c1 x_i))^2
 #
-# for the parameters <tt>c0, c1</tt>. For unweighted data the sum is computed with 
+# for the parameters <tt>c0, c1</tt>. For unweighted data the sum is computed with
 # <tt>w_i = 1</tt>.
 #
-# === {}[link:index.html"name="2.1] Module functions for linear regression
+# === Module functions for linear regression
 # ---
 # * GSL::Fit::linear(x, y)
 #
-#   This function computes the best-fit linear regression coefficients (c0,c1) 
-#   of the model Y = c0 + c1 X for the datasets <tt>(x, y)</tt>, two vectors of 
-#   equal length with stride 1. This returns an array of 7 elements, 
+#   This function computes the best-fit linear regression coefficients (c0,c1)
+#   of the model Y = c0 + c1 X for the datasets <tt>(x, y)</tt>, two vectors of
+#   equal length with stride 1. This returns an array of 7 elements,
 #   <tt>[c0, c1, cov00, cov01, cov11, chisq, status]</tt>, where <tt>c0, c1</tt> are the
-#   estimated parameters, <tt>cov00, cov01, cov11</tt> are the variance-covariance 
+#   estimated parameters, <tt>cov00, cov01, cov11</tt> are the variance-covariance
 #   matrix elements, <tt>chisq</tt> is the sum of squares of the residuals, and
 #   <tt>status</tt> is the return code from the GSL function <tt>gsl_fit_linear()</tt>.
 #
 # ---
 # * GSL::Fit::wlinear(x, w, y)
 #
-#   This function computes the best-fit linear regression coefficients (c0,c1) 
-#   of the model Y = c_0 + c_1 X for the weighted datasets <tt>(x, y)</tt>. 
-#   The vector <tt>w</tt>, specifies the weight of each datapoint, which is the 
+#   This function computes the best-fit linear regression coefficients (c0,c1)
+#   of the model Y = c_0 + c_1 X for the weighted datasets <tt>(x, y)</tt>.
+#   The vector <tt>w</tt>, specifies the weight of each datapoint, which is the
 #   reciprocal of the variance for each datapoint in <tt>y</tt>. This returns an
 #   array of 7 elements, same as the method <tt>linear</tt>.
 #
@@ -94,82 +94,82 @@
 # * GSL::Fit::linear_est(x, c0, c1, c00, c01, c11)
 # * GSL::Fit::linear_est(x, [c0, c1, c00, c01, c11])
 #
-#   This function uses the best-fit linear regression coefficients <tt>c0,c1</tt> and 
-#   their estimated covariance <tt>cov00,cov01,cov11</tt> to compute the fitted function 
+#   This function uses the best-fit linear regression coefficients <tt>c0,c1</tt> and
+#   their estimated covariance <tt>cov00,cov01,cov11</tt> to compute the fitted function
 #   and its standard deviation for the model Y = c_0 + c_1 X at the point <tt>x</tt>.
 #   The returned value is an array of <tt>[y, yerr]</tt>.
 #
-# == {}[link:index.html"name="3] Linear fitting without a constant term
+# == Linear fitting without a constant term
 # ---
 # * GSL::Fit::mul(x, y)
 #
-#   This function computes the best-fit linear regression coefficient <tt>c1</tt> 
-#   of the model Y = c1 X for the datasets <tt>(x, y)</tt>, two vectors of 
-#   equal length with stride 1. This returns an array of 4 elements, 
+#   This function computes the best-fit linear regression coefficient <tt>c1</tt>
+#   of the model Y = c1 X for the datasets <tt>(x, y)</tt>, two vectors of
+#   equal length with stride 1. This returns an array of 4 elements,
 #   <tt>[c1, cov11, chisq, status]</tt>.
 #
 # ---
 # * GSL::Fit::wmul(x, w, y)
 #
-#   This function computes the best-fit linear regression coefficient <tt>c1</tt> 
-#   of the model Y = c_1 X for the weighted datasets <tt>(x, y)</tt>. The vector 
-#   <tt>w</tt> specifies the weight of each datapoint. The weight is the reciprocal 
+#   This function computes the best-fit linear regression coefficient <tt>c1</tt>
+#   of the model Y = c_1 X for the weighted datasets <tt>(x, y)</tt>. The vector
+#   <tt>w</tt> specifies the weight of each datapoint. The weight is the reciprocal
 #   of the variance for each datapoint in <tt>y</tt>.
 #
 # ---
 # * GSL::Fit::mul_est(x, c1, c11)
 # * GSL::Fit::mul_est(x, [c1, c11])
 #
-#   This function uses the best-fit linear regression coefficient <tt>c1</tt> 
-#   and its estimated covariance <tt>cov11</tt> to compute the fitted function 
-#   <tt>y</tt> and its standard deviation <tt>y_err</tt> 
-#   for the model Y = c_1 X at the point <tt>x</tt>.  
+#   This function uses the best-fit linear regression coefficient <tt>c1</tt>
+#   and its estimated covariance <tt>cov11</tt> to compute the fitted function
+#   <tt>y</tt> and its standard deviation <tt>y_err</tt>
+#   for the model Y = c_1 X at the point <tt>x</tt>.
 #   The returned value is an array of <tt>[y, yerr]</tt>.
 #
-# == {}[link:index.html"name="4] Multi-parameter fitting
-# === {}[link:index.html"name="4.1] GSL::MultiFit::Workspace class
+# == Multi-parameter fitting
+# === Workspace class
 # ---
 # * GSL::MultiFit::Workspace.alloc(n, p)
 #
-#   This creates a workspace for fitting a model to <tt>n</tt> 
+#   This creates a workspace for fitting a model to <tt>n</tt>
 #   observations using <tt>p</tt> parameters.
 #
-# === {}[link:index.html"name="4.2] Module functions
+# === Module functions
 # ---
 # * GSL::MultiFit::linear(X, y, work)
 # * GSL::MultiFit::linear(X, y)
 #
-#   This function computes the best-fit parameters <tt>c</tt> of the model <tt>y = X c</tt> 
-#   for the observations <tt>y</tt> and the matrix of predictor variables <tt>X</tt>. 
-#   The variance-covariance matrix of the model parameters <tt>cov</tt> is estimated 
-#   from the scatter of the observations about the best-fit. The sum of squares 
+#   This function computes the best-fit parameters <tt>c</tt> of the model <tt>y = X c</tt>
+#   for the observations <tt>y</tt> and the matrix of predictor variables <tt>X</tt>.
+#   The variance-covariance matrix of the model parameters <tt>cov</tt> is estimated
+#   from the scatter of the observations about the best-fit. The sum of squares
 #   of the residuals from the best-fit is also calculated. The returned value is
 #   an array of 4 elements, <tt>[c, cov, chisq, status]</tt>, where <tt>c</tt> is a
-#   {GSL::Vector}[link:rdoc/vector_rdoc.html] object which contains the best-fit parameters,
-#   and <tt>cov</tt> is the variance-covariance matrix as a 
-#   {GSL::Matrix}[link:rdoc/matrix_rdoc.html] object.
+#   {GSL::Vector}[link:vector_rdoc.html] object which contains the best-fit parameters,
+#   and <tt>cov</tt> is the variance-covariance matrix as a
+#   {GSL::Matrix}[link:matrix_rdoc.html] object.
 #
-#   The best-fit is found by singular value decomposition of the matrix <tt>X</tt> 
+#   The best-fit is found by singular value decomposition of the matrix <tt>X</tt>
 #   using the workspace provided in <tt>work</tt> (optional, if not given, it is allocated
-#   internally). 
-#   The modified Golub-Reinsch SVD algorithm is used, with column scaling to improve 
-#   the accuracy of the singular values. Any components which have zero singular 
+#   internally).
+#   The modified Golub-Reinsch SVD algorithm is used, with column scaling to improve
+#   the accuracy of the singular values. Any components which have zero singular
 #   value (to machine precision) are discarded from the fit.
 #
 # ---
 # * GSL::MultiFit::wlinear(X, w, y, work)
 # * GSL::MultiFit::wlinear(X, w, y)
 #
-#   This function computes the best-fit parameters <tt>c</tt> of the model 
-#   <tt>y = X c</tt>  for the observations <tt>y</tt> and the matrix of predictor 
-#   variables <tt>X</tt>.  The covariance matrix of the model parameters 
+#   This function computes the best-fit parameters <tt>c</tt> of the model
+#   <tt>y = X c</tt>  for the observations <tt>y</tt> and the matrix of predictor
+#   variables <tt>X</tt>.  The covariance matrix of the model parameters
 #   <tt>cov</tt> is estimated from the  weighted data. The weighted sum of
-#   squares of the residuals from the best-fit is also calculated. 
-#   The returned value is an array of 4 elements, 
+#   squares of the residuals from the best-fit is also calculated.
+#   The returned value is an array of 4 elements,
 #   <tt>[c: Vector, cov: Matrix, chisq: Float, status: Fixnum]</tt>.
-#   The best-fit is found by singular value decomposition of the matrix <tt>X</tt> 
-#   using the workspace provided in <tt>work</tt> (optional). Any components 
-#   which have 
+#   The best-fit is found by singular value decomposition of the matrix <tt>X</tt>
+#   using the workspace provided in <tt>work</tt> (optional). Any components
+#   which have
 #   zero singular value (to machine precision) are discarded from the fit.
 #
 # ---
@@ -181,12 +181,12 @@
 #
 #   (GSL-1.11 or later) This method computes the vector of residuals <tt>r = y - X c</tt> for the observations <tt>y</tt>, coefficients <tt>c</tt> and matrix of predictor variables <tt>X</tt>, and returns <tt>r</tt>.
 #
-# === {}[link:index.html"name="4.3] Higer level interface
+# === Higer level interface
 #
 # ---
 # * GSL::MultiFit::polyfit(x, y, order)
 #
-#   Finds the coefficient of a polynomial of order <tt>order</tt> 
+#   Finds the coefficient of a polynomial of order <tt>order</tt>
 #   that fits the vector data (<tt>x, y</tt>) in a least-square sense.
 #
 #   Example:
@@ -196,13 +196,13 @@
 #     x = Vector[1, 2, 3, 4, 5]
 #     y = Vector[5.5, 43.1, 128, 290.7, 498.4]
 #     # The results are stored in a polynomial "coef"
-#     coef, err, chisq, status = MultiFit.polyfit(x, y, 3) 
+#     coef, err, chisq, status = MultiFit.polyfit(x, y, 3)
 #
 #     x2 = Vector.linspace(1, 5, 20)
 #     graph([x, y], [x2, coef.eval(x2)], "-C -g 3 -S 4")
 #
-# == {}[link:index.html"name="5] Examples
-# === {}[link:index.html"name="5.1] Linear regression
+# == Examples
+# === Linear regression
 #      #!/usr/bin/env ruby
 #      require("gsl")
 #      include GSL::Fit
@@ -220,11 +220,11 @@
 #
 #      printf("# best fit: Y = %g + %g X\n", c0, c1);
 #      printf("# covariance matrix:\n");
-#      printf("# [ %g, %g\n#   %g, %g]\n", 
+#      printf("# [ %g, %g\n#   %g, %g]\n",
 #              cov00, cov01, cov01, cov11);
 #      printf("# chisq = %g\n", chisq);
 #
-# === {}[link:index.html"name="5.2] Exponential fitting
+# === Exponential fitting
 #     #!/usr/bin/env ruby
 #     require("gsl")
 #
@@ -245,13 +245,13 @@
 #     printf("Result: a = %f, b = %f\n", A, b2)
 #     graph([x, y], [x2, A*Sf::exp(b2*x2)], "-C -g 3 -S 4")
 #
-# === {}[link:index.html"name="5.3] Multi-parameter fitting
+# === Multi-parameter fitting
 #      #!/usr/bin/env ruby
 #      require("gsl")
 #      include GSL::MultiFit
 #
 #      Rng.env_setup()
-#   
+#
 #      r = GSL::Rng.alloc(Rng::DEFAULT)
 #      n = 19
 #      dim = 3
@@ -275,10 +275,10 @@
 #
 #      c, cov, chisq, status = MultiFit.wlinear(X, w, y)
 #
-# {prev}[link:rdoc/multimin_rdoc.html]
-# {next}[link:rdoc/nonlinearfit_rdoc.html]
+# {prev}[link:multimin_rdoc.html]
+# {next}[link:nonlinearfit_rdoc.html]
 #
-# {Reference index}[link:rdoc/ref_rdoc.html]
+# {Reference index}[link:ref_rdoc.html]
 # {top}[link:index.html]
 #
 #

data/rdoc/function.rdoc

@@ -1,13 +1,13 @@
 #
 # = GSL::Function class
 #
-# == {}[link:index.html"name="1] Class Methods
+# == Class Methods
 #
 # ---
 # * GSL::Function.alloc
 #
 #   Constructor.
-#    
+#
 #   * ex:
 #      require("gsl")
 #      f = GSL::Function.alloc { |x| sin(x) }
@@ -18,22 +18,22 @@
 #
 #   The function can have parameters of arbitrary numbers. Here is an
 #   example in case of exponential function <tt>f(x; a, b) = a*exp(-b*x)</tt>.
-#     
+#
 #      f = GSL::Function.alloc { |x, params|    # x: a scalar, params: an array
 #        a = params[0]; b = params[1]
 #        a*exp(-b*x)
 #      }
-#   To evaluate the function <tt>f(x) = 2*exp(-3*x)</tt>, 
+#   To evaluate the function <tt>f(x) = 2*exp(-3*x)</tt>,
 #      f.set_params([2, 3])
 #      f.eval(x)
 #
-# == {}[link:index.html"name="2] Methods
+# == Methods
 #
 # ---
 # * GSL::Function#eval(x)
 # * GSL::Function#call(x)
 # * GSL::Function#at(x)
-# * GSL::Function#[x]
+# * \GSL::Function#[x]
 #
 #   These methods return a value of the function at <tt>x</tt>.
 #     p f.eval(2.5)
@@ -57,7 +57,7 @@
 #
 #   This set the constant parameters of the function.
 #
-# == {}[link:index.html"name="3] Graph
+# == Graph
 # ---
 # * GSL::Function#graph(x[, options])
 #
@@ -70,12 +70,12 @@
 #        f.graph(x, "-T X -g 3 -C -L 'sin(x)'")
 #
 #
-# == {}[link:index.html"name="4] Example
+# == Example
 # A quadratic function, f(x) = x^2 + 2x + 3.
 #
 #     >> require("gsl")
 #     => true
-#     >> f = Function.alloc { |x, param| x*x + param[0]*x + param[1] } 
+#     >> f = Function.alloc { |x, param| x*x + param[0]*x + param[1] }
 #     => #<GSL::Function:0x6e8eb0>
 #     >> f.set_params(2, 3)
 #     => #<GSL::Function:0x6e8eb0>
@@ -86,7 +86,7 @@
 #     >> f.eval([1, 2, 3])                     <--- Array
 #     => [6.0, 11.0, 18.0]
 #     >> f.eval(Matrix.alloc([1, 2], [3, 4]))    <--- GSL::Matrix
-#     [ 6.000e+00 1.100e+01 
+#     [ 6.000e+00 1.100e+01
 #       1.800e+01 2.700e+01 ]
 #     => #<GSL::Matrix:0x6dd1b4>
 #

data/rdoc/graph.rdoc

@@ -2,18 +2,18 @@
 # = Graphics
 #
 # The GSL library itself does not include any utilities to visualize computation results.
-# Some examples found in the GSL manual use 
-# {GNU graph}[http://www.gnu.org/software/plotutils/plotutils.html"target="_top] 
+# Some examples found in the GSL manual use
+# {GNU graph}[https://gnu.org/software/plotutils/plotutils.html]
 # to show the results: the data are stored in data files, and then
 # displayed by using <tt>GNU graph</tt>.
 # Ruby/GSL provides simple interfaces to <tt>GNU graph</tt>
 # to plot vectors or histograms directly without storing them in data files.
-# Although the methods described below do not cover all the functionalities 
-# of <tt>GNU graph</tt>, these are useful to check calculations and get some 
+# Although the methods described below do not cover all the functionalities
+# of <tt>GNU graph</tt>, these are useful to check calculations and get some
 # speculations on the data.
 #
 #
-# == {}[link:index.html"name="1] Plotting vectors
+# == Plotting vectors
 # ---
 # * Vector.graph(y[,  options])
 # * Vector.graph(nil, y[, y2, y3, ...,  options])
@@ -25,7 +25,7 @@
 # * GSL::graph([x1, y1], [x2, y2], ...., options)
 #
 #   These methods use the <tt>GNU graph</tt> utility to plot vectors.
-#   The options <tt>options</tt> given by a <tt>String</tt>. If <tt>nil</tt> is 
+#   The options <tt>options</tt> given by a <tt>String</tt>. If <tt>nil</tt> is
 #   given for <tt>ARGV[0]</tt>, auto-generated abscissa are used.
 #
 #   Ex:
@@ -44,10 +44,10 @@
 # * GSL::Vector#graph(options)
 # * GSL::Vector#graph(x[, options])
 #
-#   These methods plot the vector using the GNU <tt>graph</tt> 
+#   These methods plot the vector using the GNU <tt>graph</tt>
 #   command. The options for the <tt>graph</tt> command are given by a <tt>String</tt>.
 #
-#   Ex1:  
+#   Ex1:
 #        >> x = Vector[1..5]
 #        [ 1.000e+00 2.000e+00 3.000e+00 4.000e+00 5.000e+00 ]
 #        >> x.graph("-m 2")      # dotted line
@@ -60,13 +60,13 @@
 #        >> c = Sf::cos(x)
 #        >> c.graph(x, "-T X -C -g 3 -L 'cos(x)'")
 #
-# == {}[link:index.html"name="2] Drawing histogram 
+# == Drawing histogram
 # ---
 # * GSL::Histogram#graph(options)
 #
 #   This method uses the GNU plotutils <tt>graph</tt> to draw a histogram.
 #
-# == {}[link:index.html"name="3] Plotting Functions
+# == Plotting Functions
 # ---
 # * GSL::Function#graph(x[, options])
 #
@@ -78,7 +78,7 @@
 #        x = Vector.linspace(0, 2*M_PI, 50)
 #        f.graph(x, "-T X -g 3 -C -L 'sin(x)'")
 #
-# == {}[link:index.html"name="4] Other way
+# == Other way
 # The code below uses <tt>GNUPLOT</tt> directly to plot vectors.
 #
 #        #!/usr/bin/env ruby
@@ -101,14 +101,14 @@
 #
 #      Gnuplot.open do |gp|
 #        Gnuplot::Plot.new( gp ) do |plot|
-#   
+#
 #          plot.xrange "[0:10]"
 #          plot.yrange "[-1.5:1.5]"
 #          plot.title  "Sin Wave Example"
 #          plot.xlabel "x"
 #          plot.ylabel "sin(x)"
 #          plot.pointsize 3
-#          plot.grid 
+#          plot.grid
 #
 #          x = GSL::Vector[0..10]
 #          y = GSL::Sf::sin(x)
@@ -119,7 +119,7 @@
 #              ds.title = "String function"
 #              ds.linewidth = 4
 #            },
-#         
+#
 #            Gnuplot::DataSet.new( [x, y] ) { |ds|
 #              ds.with = "linespoints"
 #              ds.title = "Array data"
@@ -129,9 +129,9 @@
 #        end
 #      end
 #
-# {prev}[link:rdoc/const_rdoc.html]
+# {prev}[link:const_rdoc.html]
 #
-# {Reference index}[link:rdoc/ref_rdoc.html]
+# {Reference index}[link:ref_rdoc.html]
 # {top}[link:index.html]
 #
 #