rb-gsl 1.16.0.5 → 1.16.0.6

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (612) hide show
  1. checksums.yaml +4 -4
  2. data/rb-gsl.gemspec +5 -10
  3. metadata +10 -713
  4. data/.gitignore +0 -12
  5. data/.travis.yml +0 -24
  6. data/AUTHORS +0 -12
  7. data/COPYING +0 -341
  8. data/ChangeLog +0 -621
  9. data/Gemfile +0 -4
  10. data/README.md +0 -77
  11. data/Rakefile +0 -20
  12. data/THANKS +0 -17
  13. data/examples/alf/alf.gp +0 -15
  14. data/examples/alf/alf.rb +0 -32
  15. data/examples/blas/blas.rb +0 -13
  16. data/examples/blas/dnrm2.rb +0 -16
  17. data/examples/blas/level1.rb +0 -81
  18. data/examples/blas/level2.rb +0 -11
  19. data/examples/blas/level3.rb +0 -12
  20. data/examples/bspline.rb +0 -57
  21. data/examples/cdf.rb +0 -16
  22. data/examples/cheb.rb +0 -21
  23. data/examples/combination.rb +0 -23
  24. data/examples/complex/RC-lpf.rb +0 -47
  25. data/examples/complex/add.rb +0 -36
  26. data/examples/complex/coerce.rb +0 -14
  27. data/examples/complex/complex.rb +0 -25
  28. data/examples/complex/fpmi.rb +0 -70
  29. data/examples/complex/functions.rb +0 -77
  30. data/examples/complex/michelson.rb +0 -36
  31. data/examples/complex/mul.rb +0 -28
  32. data/examples/complex/oscillator.rb +0 -17
  33. data/examples/complex/set.rb +0 -37
  34. data/examples/const/physconst.rb +0 -151
  35. data/examples/const/travel.rb +0 -45
  36. data/examples/deriv/demo.rb +0 -13
  37. data/examples/deriv/deriv.rb +0 -36
  38. data/examples/deriv/diff.rb +0 -35
  39. data/examples/dht.rb +0 -42
  40. data/examples/dirac.rb +0 -56
  41. data/examples/eigen/eigen.rb +0 -34
  42. data/examples/eigen/herm.rb +0 -22
  43. data/examples/eigen/narray.rb +0 -9
  44. data/examples/eigen/nonsymm.rb +0 -37
  45. data/examples/eigen/nonsymmv.rb +0 -43
  46. data/examples/eigen/qhoscillator.gp +0 -35
  47. data/examples/eigen/qhoscillator.rb +0 -90
  48. data/examples/eigen/vander.rb +0 -41
  49. data/examples/fft/fft.rb +0 -17
  50. data/examples/fft/fft2.rb +0 -17
  51. data/examples/fft/forward.rb +0 -25
  52. data/examples/fft/forward2.rb +0 -26
  53. data/examples/fft/radix2.rb +0 -18
  54. data/examples/fft/real-halfcomplex.rb +0 -33
  55. data/examples/fft/real-halfcomplex2.rb +0 -30
  56. data/examples/fft/realradix2.rb +0 -19
  57. data/examples/fft/sunspot.dat +0 -256
  58. data/examples/fft/sunspot.rb +0 -16
  59. data/examples/fit/expdata.dat +0 -20
  60. data/examples/fit/expfit.rb +0 -31
  61. data/examples/fit/gaussfit.rb +0 -29
  62. data/examples/fit/gaussian_2peaks.rb +0 -34
  63. data/examples/fit/hillfit.rb +0 -40
  64. data/examples/fit/lognormal.rb +0 -26
  65. data/examples/fit/lorentzfit.rb +0 -22
  66. data/examples/fit/multifit.rb +0 -72
  67. data/examples/fit/ndlinear.rb +0 -133
  68. data/examples/fit/nonlinearfit.rb +0 -89
  69. data/examples/fit/plot.gp +0 -36
  70. data/examples/fit/polyfit.rb +0 -9
  71. data/examples/fit/powerfit.rb +0 -21
  72. data/examples/fit/sigmoidfit.rb +0 -40
  73. data/examples/fit/sinfit.rb +0 -22
  74. data/examples/fit/wlinear.rb +0 -46
  75. data/examples/fresnel.rb +0 -11
  76. data/examples/function/function.rb +0 -36
  77. data/examples/function/log.rb +0 -7
  78. data/examples/function/min.rb +0 -33
  79. data/examples/function/sin.rb +0 -10
  80. data/examples/function/synchrotron.rb +0 -18
  81. data/examples/gallery/butterfly.rb +0 -7
  82. data/examples/gallery/cayley.rb +0 -12
  83. data/examples/gallery/cornu.rb +0 -23
  84. data/examples/gallery/eight.rb +0 -11
  85. data/examples/gallery/koch.rb +0 -40
  86. data/examples/gallery/lemniscate.rb +0 -11
  87. data/examples/gallery/polar.rb +0 -11
  88. data/examples/gallery/rgplot/cossin.rb +0 -35
  89. data/examples/gallery/rgplot/rgplot.replaced +0 -0
  90. data/examples/gallery/rgplot/roesller.rb +0 -55
  91. data/examples/gallery/roesller.rb +0 -39
  92. data/examples/gallery/scarabaeus.rb +0 -14
  93. data/examples/histogram/cauchy.rb +0 -27
  94. data/examples/histogram/cauchy.sh +0 -2
  95. data/examples/histogram/exponential.rb +0 -19
  96. data/examples/histogram/gauss.rb +0 -16
  97. data/examples/histogram/gsl-histogram.rb +0 -40
  98. data/examples/histogram/histo2d.rb +0 -31
  99. data/examples/histogram/histo3d.rb +0 -34
  100. data/examples/histogram/histogram-pdf.rb +0 -27
  101. data/examples/histogram/histogram.rb +0 -26
  102. data/examples/histogram/integral.rb +0 -28
  103. data/examples/histogram/poisson.rb +0 -27
  104. data/examples/histogram/power.rb +0 -25
  105. data/examples/histogram/rebin.rb +0 -17
  106. data/examples/histogram/smp.dat +0 -5
  107. data/examples/histogram/xexp.rb +0 -21
  108. data/examples/integration/ahmed.rb +0 -21
  109. data/examples/integration/cosmology.rb +0 -75
  110. data/examples/integration/friedmann.gp +0 -16
  111. data/examples/integration/friedmann.rb +0 -35
  112. data/examples/integration/gamma-zeta.rb +0 -35
  113. data/examples/integration/integration.rb +0 -22
  114. data/examples/integration/qag.rb +0 -8
  115. data/examples/integration/qag2.rb +0 -14
  116. data/examples/integration/qag3.rb +0 -8
  117. data/examples/integration/qagi.rb +0 -28
  118. data/examples/integration/qagi2.rb +0 -49
  119. data/examples/integration/qagiu.rb +0 -29
  120. data/examples/integration/qagp.rb +0 -20
  121. data/examples/integration/qags.rb +0 -14
  122. data/examples/integration/qawc.rb +0 -18
  123. data/examples/integration/qawf.rb +0 -41
  124. data/examples/integration/qawo.rb +0 -29
  125. data/examples/integration/qaws.rb +0 -30
  126. data/examples/integration/qng.rb +0 -17
  127. data/examples/interp/demo.gp +0 -20
  128. data/examples/interp/demo.rb +0 -45
  129. data/examples/interp/interp.rb +0 -37
  130. data/examples/interp/points +0 -10
  131. data/examples/interp/spline.rb +0 -20
  132. data/examples/jacobi/deriv.rb +0 -40
  133. data/examples/jacobi/integrate.rb +0 -34
  134. data/examples/jacobi/interp.rb +0 -43
  135. data/examples/jacobi/jacobi.rb +0 -11
  136. data/examples/linalg/HH.rb +0 -15
  137. data/examples/linalg/HH_narray.rb +0 -13
  138. data/examples/linalg/LQ_solve.rb +0 -73
  139. data/examples/linalg/LU.rb +0 -84
  140. data/examples/linalg/LU2.rb +0 -31
  141. data/examples/linalg/LU_narray.rb +0 -24
  142. data/examples/linalg/PTLQ.rb +0 -47
  143. data/examples/linalg/QR.rb +0 -18
  144. data/examples/linalg/QRPT.rb +0 -47
  145. data/examples/linalg/QR_solve.rb +0 -78
  146. data/examples/linalg/QR_solve_narray.rb +0 -13
  147. data/examples/linalg/SV.rb +0 -16
  148. data/examples/linalg/SV_narray.rb +0 -12
  149. data/examples/linalg/SV_solve.rb +0 -49
  150. data/examples/linalg/chol.rb +0 -29
  151. data/examples/linalg/chol_narray.rb +0 -15
  152. data/examples/linalg/complex.rb +0 -57
  153. data/examples/linalg/invert_narray.rb +0 -10
  154. data/examples/math/const.rb +0 -67
  155. data/examples/math/elementary.rb +0 -35
  156. data/examples/math/functions.rb +0 -41
  157. data/examples/math/inf_nan.rb +0 -34
  158. data/examples/math/minmax.rb +0 -22
  159. data/examples/math/power.rb +0 -18
  160. data/examples/math/test.rb +0 -31
  161. data/examples/matrix/a.dat +0 -0
  162. data/examples/matrix/add.rb +0 -45
  163. data/examples/matrix/b.dat +0 -4
  164. data/examples/matrix/cat.rb +0 -31
  165. data/examples/matrix/colvectors.rb +0 -24
  166. data/examples/matrix/complex.rb +0 -41
  167. data/examples/matrix/det.rb +0 -29
  168. data/examples/matrix/diagonal.rb +0 -23
  169. data/examples/matrix/get_all.rb +0 -159
  170. data/examples/matrix/hilbert.rb +0 -31
  171. data/examples/matrix/iterator.rb +0 -19
  172. data/examples/matrix/matrix.rb +0 -57
  173. data/examples/matrix/minmax.rb +0 -53
  174. data/examples/matrix/mul.rb +0 -39
  175. data/examples/matrix/rand.rb +0 -20
  176. data/examples/matrix/read.rb +0 -29
  177. data/examples/matrix/rowcol.rb +0 -47
  178. data/examples/matrix/set.rb +0 -41
  179. data/examples/matrix/set_all.rb +0 -100
  180. data/examples/matrix/view.rb +0 -32
  181. data/examples/matrix/view_all.rb +0 -148
  182. data/examples/matrix/write.rb +0 -23
  183. data/examples/min.rb +0 -29
  184. data/examples/monte/miser.rb +0 -47
  185. data/examples/monte/monte.rb +0 -47
  186. data/examples/monte/plain.rb +0 -47
  187. data/examples/monte/vegas.rb +0 -46
  188. data/examples/multimin/bundle.rb +0 -66
  189. data/examples/multimin/cqp.rb +0 -109
  190. data/examples/multimin/fdfminimizer.rb +0 -40
  191. data/examples/multimin/fminimizer.rb +0 -41
  192. data/examples/multiroot/demo.rb +0 -36
  193. data/examples/multiroot/fdfsolver.rb +0 -50
  194. data/examples/multiroot/fsolver.rb +0 -33
  195. data/examples/multiroot/fsolver2.rb +0 -32
  196. data/examples/multiroot/fsolver3.rb +0 -26
  197. data/examples/narray/histogram.rb +0 -14
  198. data/examples/narray/mandel.rb +0 -27
  199. data/examples/narray/narray.rb +0 -28
  200. data/examples/narray/narray2.rb +0 -44
  201. data/examples/narray/sf.rb +0 -26
  202. data/examples/ntuple/create.rb +0 -17
  203. data/examples/ntuple/project.rb +0 -31
  204. data/examples/odeiv/binarysystem.gp +0 -23
  205. data/examples/odeiv/binarysystem.rb +0 -104
  206. data/examples/odeiv/demo.gp +0 -24
  207. data/examples/odeiv/demo.rb +0 -69
  208. data/examples/odeiv/demo2.gp +0 -26
  209. data/examples/odeiv/duffing.rb +0 -45
  210. data/examples/odeiv/frei1.rb +0 -109
  211. data/examples/odeiv/frei2.rb +0 -76
  212. data/examples/odeiv/legendre.rb +0 -52
  213. data/examples/odeiv/odeiv.rb +0 -32
  214. data/examples/odeiv/odeiv2.rb +0 -45
  215. data/examples/odeiv/oscillator.rb +0 -42
  216. data/examples/odeiv/sedov.rb +0 -97
  217. data/examples/odeiv/whitedwarf.gp +0 -40
  218. data/examples/odeiv/whitedwarf.rb +0 -158
  219. data/examples/ool/conmin.rb +0 -100
  220. data/examples/ool/gencan.rb +0 -99
  221. data/examples/ool/pgrad.rb +0 -100
  222. data/examples/ool/spg.rb +0 -100
  223. data/examples/pdf/bernoulli.rb +0 -5
  224. data/examples/pdf/beta.rb +0 -7
  225. data/examples/pdf/binomiral.rb +0 -10
  226. data/examples/pdf/cauchy.rb +0 -6
  227. data/examples/pdf/chisq.rb +0 -8
  228. data/examples/pdf/exponential.rb +0 -7
  229. data/examples/pdf/exppow.rb +0 -6
  230. data/examples/pdf/fdist.rb +0 -7
  231. data/examples/pdf/flat.rb +0 -7
  232. data/examples/pdf/gamma.rb +0 -8
  233. data/examples/pdf/gauss-tail.rb +0 -5
  234. data/examples/pdf/gauss.rb +0 -6
  235. data/examples/pdf/geometric.rb +0 -5
  236. data/examples/pdf/gumbel.rb +0 -6
  237. data/examples/pdf/hypergeometric.rb +0 -11
  238. data/examples/pdf/landau.rb +0 -5
  239. data/examples/pdf/laplace.rb +0 -7
  240. data/examples/pdf/logarithmic.rb +0 -5
  241. data/examples/pdf/logistic.rb +0 -6
  242. data/examples/pdf/lognormal.rb +0 -6
  243. data/examples/pdf/neg-binomiral.rb +0 -10
  244. data/examples/pdf/pareto.rb +0 -7
  245. data/examples/pdf/pascal.rb +0 -10
  246. data/examples/pdf/poisson.rb +0 -5
  247. data/examples/pdf/rayleigh-tail.rb +0 -6
  248. data/examples/pdf/rayleigh.rb +0 -6
  249. data/examples/pdf/tdist.rb +0 -6
  250. data/examples/pdf/weibull.rb +0 -8
  251. data/examples/permutation/ex1.rb +0 -22
  252. data/examples/permutation/permutation.rb +0 -16
  253. data/examples/poly/bell.rb +0 -6
  254. data/examples/poly/bessel.rb +0 -6
  255. data/examples/poly/cheb.rb +0 -6
  256. data/examples/poly/cheb_II.rb +0 -6
  257. data/examples/poly/cubic.rb +0 -9
  258. data/examples/poly/demo.rb +0 -20
  259. data/examples/poly/eval.rb +0 -28
  260. data/examples/poly/eval_derivs.rb +0 -14
  261. data/examples/poly/fit.rb +0 -21
  262. data/examples/poly/hermite.rb +0 -6
  263. data/examples/poly/poly.rb +0 -13
  264. data/examples/poly/quadratic.rb +0 -25
  265. data/examples/random/diffusion.rb +0 -34
  266. data/examples/random/gaussian.rb +0 -9
  267. data/examples/random/generator.rb +0 -27
  268. data/examples/random/hdsobol.rb +0 -21
  269. data/examples/random/poisson.rb +0 -9
  270. data/examples/random/qrng.rb +0 -19
  271. data/examples/random/randomwalk.rb +0 -37
  272. data/examples/random/randomwalk2d.rb +0 -19
  273. data/examples/random/rayleigh.rb +0 -36
  274. data/examples/random/rng.rb +0 -33
  275. data/examples/random/rngextra.rb +0 -14
  276. data/examples/roots/bisection.rb +0 -25
  277. data/examples/roots/brent.rb +0 -43
  278. data/examples/roots/demo.rb +0 -30
  279. data/examples/roots/newton.rb +0 -46
  280. data/examples/roots/recombination.gp +0 -11
  281. data/examples/roots/recombination.rb +0 -61
  282. data/examples/roots/steffenson.rb +0 -48
  283. data/examples/sf/ShiChi.rb +0 -6
  284. data/examples/sf/SiCi.rb +0 -6
  285. data/examples/sf/airy_Ai.rb +0 -8
  286. data/examples/sf/airy_Bi.rb +0 -8
  287. data/examples/sf/bessel_IK.rb +0 -12
  288. data/examples/sf/bessel_JY.rb +0 -13
  289. data/examples/sf/beta_inc.rb +0 -9
  290. data/examples/sf/clausen.rb +0 -6
  291. data/examples/sf/dawson.rb +0 -5
  292. data/examples/sf/debye.rb +0 -9
  293. data/examples/sf/dilog.rb +0 -6
  294. data/examples/sf/ellint.rb +0 -6
  295. data/examples/sf/expint.rb +0 -8
  296. data/examples/sf/fermi.rb +0 -10
  297. data/examples/sf/gamma_inc_P.rb +0 -9
  298. data/examples/sf/gegenbauer.rb +0 -8
  299. data/examples/sf/hyperg.rb +0 -7
  300. data/examples/sf/laguerre.rb +0 -19
  301. data/examples/sf/lambertW.rb +0 -5
  302. data/examples/sf/legendre_P.rb +0 -10
  303. data/examples/sf/lngamma.rb +0 -5
  304. data/examples/sf/psi.rb +0 -54
  305. data/examples/sf/sphbessel.gp +0 -27
  306. data/examples/sf/sphbessel.rb +0 -30
  307. data/examples/sf/synchrotron.rb +0 -5
  308. data/examples/sf/transport.rb +0 -10
  309. data/examples/sf/zetam1.rb +0 -5
  310. data/examples/siman.rb +0 -44
  311. data/examples/sort/heapsort.rb +0 -23
  312. data/examples/sort/heapsort_vector_complex.rb +0 -21
  313. data/examples/sort/sort.rb +0 -23
  314. data/examples/sort/sort2.rb +0 -16
  315. data/examples/stats/mean.rb +0 -17
  316. data/examples/stats/statistics.rb +0 -18
  317. data/examples/stats/test.rb +0 -9
  318. data/examples/sum.rb +0 -34
  319. data/examples/tamu_anova.rb +0 -18
  320. data/examples/vector/a.dat +0 -0
  321. data/examples/vector/add.rb +0 -56
  322. data/examples/vector/b.dat +0 -4
  323. data/examples/vector/c.dat +0 -3
  324. data/examples/vector/collect.rb +0 -26
  325. data/examples/vector/compare.rb +0 -28
  326. data/examples/vector/complex.rb +0 -51
  327. data/examples/vector/complex_get_all.rb +0 -85
  328. data/examples/vector/complex_set_all.rb +0 -131
  329. data/examples/vector/complex_view_all.rb +0 -77
  330. data/examples/vector/connect.rb +0 -22
  331. data/examples/vector/decimate.rb +0 -38
  332. data/examples/vector/diff.rb +0 -31
  333. data/examples/vector/filescan.rb +0 -17
  334. data/examples/vector/floor.rb +0 -23
  335. data/examples/vector/get_all.rb +0 -82
  336. data/examples/vector/gnuplot.rb +0 -38
  337. data/examples/vector/graph.rb +0 -28
  338. data/examples/vector/histogram.rb +0 -22
  339. data/examples/vector/linspace.rb +0 -24
  340. data/examples/vector/log.rb +0 -17
  341. data/examples/vector/logic.rb +0 -33
  342. data/examples/vector/logspace.rb +0 -25
  343. data/examples/vector/minmax.rb +0 -47
  344. data/examples/vector/mul.rb +0 -49
  345. data/examples/vector/narray.rb +0 -46
  346. data/examples/vector/read.rb +0 -29
  347. data/examples/vector/set.rb +0 -35
  348. data/examples/vector/set_all.rb +0 -121
  349. data/examples/vector/smpv.dat +0 -15
  350. data/examples/vector/test.rb +0 -43
  351. data/examples/vector/test_gslblock.rb +0 -58
  352. data/examples/vector/vector.rb +0 -110
  353. data/examples/vector/view.rb +0 -35
  354. data/examples/vector/view_all.rb +0 -73
  355. data/examples/vector/where.rb +0 -29
  356. data/examples/vector/write.rb +0 -24
  357. data/examples/vector/zip.rb +0 -34
  358. data/examples/wavelet/ecg.dat +0 -256
  359. data/examples/wavelet/wavelet1.rb +0 -50
  360. data/ext/gsl_native/alf.c +0 -206
  361. data/ext/gsl_native/array.c +0 -553
  362. data/ext/gsl_native/array_complex.c +0 -245
  363. data/ext/gsl_native/blas.c +0 -28
  364. data/ext/gsl_native/blas1.c +0 -733
  365. data/ext/gsl_native/blas2.c +0 -1088
  366. data/ext/gsl_native/blas3.c +0 -880
  367. data/ext/gsl_native/block.c +0 -40
  368. data/ext/gsl_native/block_source.h +0 -885
  369. data/ext/gsl_native/bspline.c +0 -122
  370. data/ext/gsl_native/bundle.c +0 -3
  371. data/ext/gsl_native/cdf.c +0 -740
  372. data/ext/gsl_native/cheb.c +0 -531
  373. data/ext/gsl_native/combination.c +0 -275
  374. data/ext/gsl_native/common.c +0 -293
  375. data/ext/gsl_native/complex.c +0 -1002
  376. data/ext/gsl_native/const.c +0 -331
  377. data/ext/gsl_native/const_additional.c +0 -99
  378. data/ext/gsl_native/cqp.c +0 -283
  379. data/ext/gsl_native/deriv.c +0 -187
  380. data/ext/gsl_native/dht.c +0 -353
  381. data/ext/gsl_native/diff.c +0 -164
  382. data/ext/gsl_native/dirac.c +0 -388
  383. data/ext/gsl_native/eigen.c +0 -2322
  384. data/ext/gsl_native/error.c +0 -193
  385. data/ext/gsl_native/extconf.rb +0 -118
  386. data/ext/gsl_native/fft.c +0 -1095
  387. data/ext/gsl_native/fit.c +0 -204
  388. data/ext/gsl_native/fresnel.c +0 -312
  389. data/ext/gsl_native/function.c +0 -518
  390. data/ext/gsl_native/geometry.c +0 -139
  391. data/ext/gsl_native/graph.c +0 -1590
  392. data/ext/gsl_native/gsl.c +0 -259
  393. data/ext/gsl_native/gsl_narray.c +0 -794
  394. data/ext/gsl_native/histogram.c +0 -1964
  395. data/ext/gsl_native/histogram2d.c +0 -1042
  396. data/ext/gsl_native/histogram3d.c +0 -884
  397. data/ext/gsl_native/histogram3d_source.c +0 -749
  398. data/ext/gsl_native/histogram_find.c +0 -99
  399. data/ext/gsl_native/histogram_oper.c +0 -150
  400. data/ext/gsl_native/ieee.c +0 -88
  401. data/ext/gsl_native/include/rb_gsl.h +0 -136
  402. data/ext/gsl_native/include/rb_gsl_array.h +0 -214
  403. data/ext/gsl_native/include/rb_gsl_cheb.h +0 -19
  404. data/ext/gsl_native/include/rb_gsl_common.h +0 -348
  405. data/ext/gsl_native/include/rb_gsl_complex.h +0 -25
  406. data/ext/gsl_native/include/rb_gsl_const.h +0 -23
  407. data/ext/gsl_native/include/rb_gsl_dirac.h +0 -6
  408. data/ext/gsl_native/include/rb_gsl_eigen.h +0 -17
  409. data/ext/gsl_native/include/rb_gsl_fft.h +0 -49
  410. data/ext/gsl_native/include/rb_gsl_fit.h +0 -23
  411. data/ext/gsl_native/include/rb_gsl_function.h +0 -23
  412. data/ext/gsl_native/include/rb_gsl_graph.h +0 -68
  413. data/ext/gsl_native/include/rb_gsl_histogram.h +0 -63
  414. data/ext/gsl_native/include/rb_gsl_histogram3d.h +0 -97
  415. data/ext/gsl_native/include/rb_gsl_integration.h +0 -17
  416. data/ext/gsl_native/include/rb_gsl_interp.h +0 -41
  417. data/ext/gsl_native/include/rb_gsl_linalg.h +0 -21
  418. data/ext/gsl_native/include/rb_gsl_math.h +0 -20
  419. data/ext/gsl_native/include/rb_gsl_odeiv.h +0 -18
  420. data/ext/gsl_native/include/rb_gsl_poly.h +0 -67
  421. data/ext/gsl_native/include/rb_gsl_rational.h +0 -30
  422. data/ext/gsl_native/include/rb_gsl_rng.h +0 -20
  423. data/ext/gsl_native/include/rb_gsl_root.h +0 -22
  424. data/ext/gsl_native/include/rb_gsl_sf.h +0 -110
  425. data/ext/gsl_native/include/rb_gsl_statistics.h +0 -17
  426. data/ext/gsl_native/include/rb_gsl_tensor.h +0 -43
  427. data/ext/gsl_native/include/rb_gsl_with_narray.h +0 -31
  428. data/ext/gsl_native/include/templates_off.h +0 -87
  429. data/ext/gsl_native/include/templates_on.h +0 -241
  430. data/ext/gsl_native/integration.c +0 -1154
  431. data/ext/gsl_native/interp.c +0 -499
  432. data/ext/gsl_native/jacobi.c +0 -733
  433. data/ext/gsl_native/linalg.c +0 -3915
  434. data/ext/gsl_native/linalg_complex.c +0 -726
  435. data/ext/gsl_native/math.c +0 -706
  436. data/ext/gsl_native/matrix.c +0 -36
  437. data/ext/gsl_native/matrix_complex.c +0 -1733
  438. data/ext/gsl_native/matrix_double.c +0 -557
  439. data/ext/gsl_native/matrix_int.c +0 -255
  440. data/ext/gsl_native/matrix_source.h +0 -2708
  441. data/ext/gsl_native/min.c +0 -219
  442. data/ext/gsl_native/monte.c +0 -978
  443. data/ext/gsl_native/multifit.c +0 -1862
  444. data/ext/gsl_native/multimin.c +0 -778
  445. data/ext/gsl_native/multimin_fsdf.c +0 -156
  446. data/ext/gsl_native/multiroots.c +0 -952
  447. data/ext/gsl_native/multiset.c +0 -210
  448. data/ext/gsl_native/ndlinear.c +0 -320
  449. data/ext/gsl_native/nmf.c +0 -171
  450. data/ext/gsl_native/nmf_wrap.c +0 -75
  451. data/ext/gsl_native/ntuple.c +0 -469
  452. data/ext/gsl_native/odeiv.c +0 -947
  453. data/ext/gsl_native/ool.c +0 -879
  454. data/ext/gsl_native/permutation.c +0 -598
  455. data/ext/gsl_native/poly.c +0 -39
  456. data/ext/gsl_native/poly2.c +0 -265
  457. data/ext/gsl_native/poly_source.h +0 -1871
  458. data/ext/gsl_native/qrng.c +0 -160
  459. data/ext/gsl_native/randist.c +0 -1848
  460. data/ext/gsl_native/rational.c +0 -480
  461. data/ext/gsl_native/rng.c +0 -595
  462. data/ext/gsl_native/root.c +0 -407
  463. data/ext/gsl_native/sf.c +0 -1446
  464. data/ext/gsl_native/sf_airy.c +0 -200
  465. data/ext/gsl_native/sf_bessel.c +0 -871
  466. data/ext/gsl_native/sf_clausen.c +0 -28
  467. data/ext/gsl_native/sf_coulomb.c +0 -206
  468. data/ext/gsl_native/sf_coupling.c +0 -121
  469. data/ext/gsl_native/sf_dawson.c +0 -29
  470. data/ext/gsl_native/sf_debye.c +0 -148
  471. data/ext/gsl_native/sf_dilog.c +0 -43
  472. data/ext/gsl_native/sf_elementary.c +0 -46
  473. data/ext/gsl_native/sf_ellint.c +0 -206
  474. data/ext/gsl_native/sf_elljac.c +0 -30
  475. data/ext/gsl_native/sf_erfc.c +0 -89
  476. data/ext/gsl_native/sf_exp.c +0 -169
  477. data/ext/gsl_native/sf_expint.c +0 -201
  478. data/ext/gsl_native/sf_fermi_dirac.c +0 -148
  479. data/ext/gsl_native/sf_gamma.c +0 -343
  480. data/ext/gsl_native/sf_gegenbauer.c +0 -97
  481. data/ext/gsl_native/sf_hyperg.c +0 -203
  482. data/ext/gsl_native/sf_laguerre.c +0 -113
  483. data/ext/gsl_native/sf_lambert.c +0 -47
  484. data/ext/gsl_native/sf_legendre.c +0 -368
  485. data/ext/gsl_native/sf_log.c +0 -105
  486. data/ext/gsl_native/sf_mathieu.c +0 -235
  487. data/ext/gsl_native/sf_power.c +0 -47
  488. data/ext/gsl_native/sf_psi.c +0 -89
  489. data/ext/gsl_native/sf_synchrotron.c +0 -48
  490. data/ext/gsl_native/sf_transport.c +0 -76
  491. data/ext/gsl_native/sf_trigonometric.c +0 -210
  492. data/ext/gsl_native/sf_zeta.c +0 -115
  493. data/ext/gsl_native/signal.c +0 -303
  494. data/ext/gsl_native/siman.c +0 -713
  495. data/ext/gsl_native/sort.c +0 -207
  496. data/ext/gsl_native/spline.c +0 -377
  497. data/ext/gsl_native/stats.c +0 -787
  498. data/ext/gsl_native/sum.c +0 -168
  499. data/ext/gsl_native/tamu_anova.c +0 -56
  500. data/ext/gsl_native/tensor.c +0 -35
  501. data/ext/gsl_native/tensor_source.h +0 -1122
  502. data/ext/gsl_native/vector.c +0 -35
  503. data/ext/gsl_native/vector_complex.c +0 -2241
  504. data/ext/gsl_native/vector_double.c +0 -1433
  505. data/ext/gsl_native/vector_int.c +0 -202
  506. data/ext/gsl_native/vector_source.h +0 -3321
  507. data/ext/gsl_native/wavelet.c +0 -923
  508. data/lib/gsl.rb +0 -8
  509. data/lib/gsl/gnuplot.rb +0 -41
  510. data/lib/gsl/oper.rb +0 -43
  511. data/lib/gsl/version.rb +0 -3
  512. data/lib/ool.rb +0 -22
  513. data/lib/ool/conmin.rb +0 -30
  514. data/lib/rbgsl.rb +0 -1
  515. data/rdoc/alf.rdoc +0 -77
  516. data/rdoc/blas.rdoc +0 -269
  517. data/rdoc/bspline.rdoc +0 -42
  518. data/rdoc/changes.rdoc +0 -159
  519. data/rdoc/cheb.rdoc +0 -99
  520. data/rdoc/cholesky_complex.rdoc +0 -46
  521. data/rdoc/combi.rdoc +0 -125
  522. data/rdoc/complex.rdoc +0 -210
  523. data/rdoc/const.rdoc +0 -546
  524. data/rdoc/dht.rdoc +0 -122
  525. data/rdoc/diff.rdoc +0 -133
  526. data/rdoc/ehandling.rdoc +0 -50
  527. data/rdoc/eigen.rdoc +0 -401
  528. data/rdoc/fft.rdoc +0 -535
  529. data/rdoc/fit.rdoc +0 -284
  530. data/rdoc/function.rdoc +0 -94
  531. data/rdoc/graph.rdoc +0 -137
  532. data/rdoc/hist.rdoc +0 -409
  533. data/rdoc/hist2d.rdoc +0 -279
  534. data/rdoc/hist3d.rdoc +0 -112
  535. data/rdoc/integration.rdoc +0 -398
  536. data/rdoc/interp.rdoc +0 -231
  537. data/rdoc/intro.rdoc +0 -27
  538. data/rdoc/linalg.rdoc +0 -681
  539. data/rdoc/linalg_complex.rdoc +0 -88
  540. data/rdoc/math.rdoc +0 -276
  541. data/rdoc/matrix.rdoc +0 -1093
  542. data/rdoc/min.rdoc +0 -189
  543. data/rdoc/monte.rdoc +0 -234
  544. data/rdoc/multimin.rdoc +0 -312
  545. data/rdoc/multiroot.rdoc +0 -293
  546. data/rdoc/narray.rdoc +0 -177
  547. data/rdoc/ndlinear.rdoc +0 -250
  548. data/rdoc/nonlinearfit.rdoc +0 -348
  549. data/rdoc/ntuple.rdoc +0 -88
  550. data/rdoc/odeiv.rdoc +0 -378
  551. data/rdoc/perm.rdoc +0 -221
  552. data/rdoc/poly.rdoc +0 -335
  553. data/rdoc/qrng.rdoc +0 -90
  554. data/rdoc/randist.rdoc +0 -233
  555. data/rdoc/ref.rdoc +0 -93
  556. data/rdoc/rng.rdoc +0 -203
  557. data/rdoc/roots.rdoc +0 -305
  558. data/rdoc/sf.rdoc +0 -1622
  559. data/rdoc/siman.rdoc +0 -89
  560. data/rdoc/sort.rdoc +0 -94
  561. data/rdoc/start.rdoc +0 -16
  562. data/rdoc/stats.rdoc +0 -219
  563. data/rdoc/sum.rdoc +0 -65
  564. data/rdoc/tensor.rdoc +0 -251
  565. data/rdoc/tut.rdoc +0 -5
  566. data/rdoc/use.rdoc +0 -177
  567. data/rdoc/vector.rdoc +0 -1243
  568. data/rdoc/vector_complex.rdoc +0 -347
  569. data/rdoc/wavelet.rdoc +0 -218
  570. data/test/gsl/blas_test.rb +0 -79
  571. data/test/gsl/bspline_test.rb +0 -63
  572. data/test/gsl/cdf_test.rb +0 -1512
  573. data/test/gsl/cheb_test.rb +0 -80
  574. data/test/gsl/combination_test.rb +0 -100
  575. data/test/gsl/complex_test.rb +0 -20
  576. data/test/gsl/const_test.rb +0 -29
  577. data/test/gsl/deriv_test.rb +0 -62
  578. data/test/gsl/dht_test.rb +0 -79
  579. data/test/gsl/diff_test.rb +0 -53
  580. data/test/gsl/eigen_test.rb +0 -563
  581. data/test/gsl/err_test.rb +0 -23
  582. data/test/gsl/fit_test.rb +0 -101
  583. data/test/gsl/histo_test.rb +0 -14
  584. data/test/gsl/index_test.rb +0 -61
  585. data/test/gsl/integration_test.rb +0 -274
  586. data/test/gsl/interp_test.rb +0 -27
  587. data/test/gsl/linalg_test.rb +0 -463
  588. data/test/gsl/matrix_nmf_test.rb +0 -37
  589. data/test/gsl/matrix_test.rb +0 -98
  590. data/test/gsl/min_test.rb +0 -89
  591. data/test/gsl/monte_test.rb +0 -77
  592. data/test/gsl/multifit_test.rb +0 -753
  593. data/test/gsl/multimin_test.rb +0 -157
  594. data/test/gsl/multiroot_test.rb +0 -135
  595. data/test/gsl/multiset_test.rb +0 -52
  596. data/test/gsl/odeiv_test.rb +0 -275
  597. data/test/gsl/oper_test.rb +0 -98
  598. data/test/gsl/poly_test.rb +0 -338
  599. data/test/gsl/qrng_test.rb +0 -94
  600. data/test/gsl/quartic_test.rb +0 -28
  601. data/test/gsl/randist_test.rb +0 -122
  602. data/test/gsl/rng_test.rb +0 -303
  603. data/test/gsl/roots_test.rb +0 -78
  604. data/test/gsl/sf_test.rb +0 -2079
  605. data/test/gsl/stats_test.rb +0 -122
  606. data/test/gsl/sum_test.rb +0 -69
  607. data/test/gsl/tensor_test.rb +0 -396
  608. data/test/gsl/vector_test.rb +0 -223
  609. data/test/gsl/wavelet_test.rb +0 -130
  610. data/test/gsl_test.rb +0 -321
  611. data/test/test_helper.rb +0 -42
  612. data/uncrustify.cfg +0 -1693
@@ -1,37 +0,0 @@
1
- require 'test_helper'
2
-
3
- class MatrixNmfTest < GSL::TestCase
4
-
5
- def setup
6
- @m1 = GSL::Matrix.alloc([6, 7, 8], [2, 3, 4], [3, 4, 5])
7
- @m2 = GSL::Matrix.alloc([6, 7, 8], [2, 3, 4], [3, 4, 7])
8
- end
9
-
10
- def test_difcost
11
- assert_equal 0, GSL::Matrix::NMF.difcost(@m1, @m1)
12
- assert_equal 4, GSL::Matrix::NMF.difcost(@m1, @m2)
13
- end
14
-
15
- def test_nmf
16
- [2, 3, 4, 5].each { |cols|
17
- res = GSL::Matrix::NMF.nmf(@m1, cols)
18
- assert_equal [3, cols], res[0].size
19
- assert_equal [cols, 3], res[1].size
20
-
21
- cost = GSL::Matrix::NMF.difcost(@m1, res[0] * res[1])
22
- assert cost <= 0.0001, "Cols: #{cols}, Delta: #{cost}"
23
- }
24
- end
25
-
26
- def test_matrix_nmf
27
- [2, 3, 4, 5].each { |cols|
28
- res = @m1.nmf(cols)
29
- assert_equal [3, cols], res[0].size
30
- assert_equal [cols, 3], res[1].size
31
-
32
- cost = GSL::Matrix::NMF.difcost(@m1, res[0] * res[1])
33
- assert cost <= 0.0001, "Cols: #{cols}, Delta: #{cost}"
34
- }
35
- end
36
-
37
- end
@@ -1,98 +0,0 @@
1
- require 'test_helper'
2
-
3
- class MatrixTest < GSL::TestCase
4
-
5
- def test_ispos_neg
6
- m = GSL::Matrix::Int.alloc([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3, 3)
7
- assert_equal 0, m.ispos
8
- assert_equal false, m.ispos?
9
- assert_equal 0, m.isneg
10
- assert_equal false, m.isneg?
11
-
12
- m += 1
13
- assert_equal 1, m.ispos
14
- assert_equal true, m.ispos?
15
- assert_equal 0, m.isneg
16
- assert_equal false, m.isneg?
17
-
18
- m -= 100
19
- assert_equal 0, m.ispos
20
- assert_equal false, m.ispos?
21
- assert_equal 1, m.isneg
22
- assert_equal true, m.isneg?
23
- end
24
-
25
- def test_isnonneg
26
- m = GSL::Matrix::Int.alloc([0, 1, 2, 3, 4, 5, 6, 7, 8, 9], 3, 3)
27
- assert_equal 1, m.isnonneg
28
- assert_equal true, m.isnonneg?
29
- assert_equal 0, m.isneg
30
- assert_equal false, m.isneg?
31
-
32
- m -= 100
33
- assert_equal 0, m.isnonneg
34
- assert_equal false, m.isnonneg?
35
- assert_equal 1, m.isneg
36
- assert_equal true, m.isneg?
37
-
38
- m += 200
39
- assert_equal 1, m.isnonneg
40
- assert_equal true, m.isnonneg?
41
- assert_equal 1, m.ispos
42
- assert_equal true, m.ispos?
43
- end
44
-
45
- def test_eye
46
- z = GSL::Complex[1, 0]
47
- m = GSL::Matrix::Complex.eye(2, z)
48
-
49
- assert_equal z, m[0, 0]
50
- assert_equal GSL::Complex[0, 0], m[0, 1]
51
- assert_equal GSL::Complex[0, 0], m[1, 0]
52
- assert_equal z, m[1, 1]
53
- end
54
-
55
- def test_set_row
56
- z0 = GSL::Complex[1, 0]
57
- z1 = GSL::Complex[2, 0]
58
-
59
- m = GSL::Matrix::Complex[2, 2]
60
- m.set_row(0, z0, z1)
61
-
62
- assert_equal z0, m[0, 0]
63
- assert_equal z1, m[0, 1]
64
- end
65
-
66
- def test_set_col
67
- z0 = GSL::Complex[1, 0]
68
- z1 = GSL::Complex[2, 0]
69
-
70
- m = GSL::Matrix::Complex[2, 2]
71
- m.set_col(0, z0, z1)
72
-
73
- assert_equal z0, m[0, 0]
74
- assert_equal z1, m[1, 0]
75
- end
76
-
77
- def test_coerce
78
- { 1 => m0 = GSL::Matrix.ones(1), 2 => GSL::Matrix[[2]] }.each { |a, b|
79
- [a, a.to_f].each { |c| assert_equal([b, m0], m0.coerce(c)) } }
80
-
81
- m1 = GSL::Matrix::Int.ones(1); [1, 2].each { |a|
82
- [a, a.to_f].each { |c| assert_equal([c, m0], m1.coerce(c)) } }
83
- end
84
-
85
- def test_mul
86
- { 1 => m0 = GSL::Matrix.ones(1), 2 => GSL::Matrix[[2]] }.each { |a, b|
87
- [a, a.to_f].each { |c| assert_equal(b, m0 * c); assert_equal(b, c * m0) } }
88
-
89
- { 1 => m1 = GSL::Matrix::Int.ones(1), 2 => GSL::Matrix::Int[[2]] }.each { |a, b|
90
- assert_equal(b, m1 * a); [a, a.to_f].each { |c| assert_equal(b, c * m1) } }
91
-
92
- assert_equal GSL::Matrix[[0.2]], m0 * 0.2
93
- assert_equal GSL::Matrix[[0.2]], 0.2 * m0
94
-
95
- assert_equal GSL::Matrix::Int[[0]], 0.2 * m1
96
- end
97
-
98
- end
@@ -1,89 +0,0 @@
1
- require 'test_helper'
2
-
3
- class MinTest < GSL::TestCase
4
-
5
- EPSABS = 0.001
6
- EPSREL = 0.001
7
-
8
- MAX_ITERATIONS = 100
9
-
10
- def _test_f(type, desc, f, x_lower, mid, x_upper, min)
11
- s = GSL::Min::FMinimizer.alloc(type)
12
- s.set(@f[f], mid, x_lower, x_upper)
13
-
14
- status = iterations = 0
15
-
16
- begin
17
- iterations += 1
18
- status = s.iterate
19
-
20
- m = s.x_minimum
21
- a = s.x_lower
22
- b = s.x_upper
23
-
24
- refute a > b, 'interval is invalid (%g,%g)' % [a, b]
25
- refute m < a || m > b, 'm lies outside interval %g (%g,%g)' % [m, a, b]
26
-
27
- break if status == 1
28
-
29
- status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
30
- end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
31
-
32
- assert status.zero?, '%s, %s (%g obs vs %g expected)' % [s.name, desc, s.x_minimum, min]
33
-
34
- assert_tol m, min, 'incorrect precision (%g obs vs %g expected)' % [m, min]
35
- end
36
-
37
- def _test_f_e(type, desc, f, x_lower, mid, x_upper, min)
38
- s = GSL::Min::FMinimizer.alloc(type)
39
-
40
- assert_raises(GSL::ERROR::EINVAL, '%s, %s' % [s.name, desc]) {
41
- s.set(@f[f], mid, x_lower, x_upper)
42
- }
43
-
44
- status = iterations = 0
45
-
46
- begin
47
- iterations += 1
48
- s.iterate
49
-
50
- _ = s.x_minimum
51
- a = s.x_lower
52
- b = s.x_upper
53
-
54
- status = GSL::Min.test_interval(a, b, EPSABS, EPSREL)
55
- rescue
56
- end while status == GSL::CONTINUE && iterations < MAX_ITERATIONS
57
-
58
- assert status.zero?, '%s, %s' % [s.name, desc]
59
- end
60
-
61
- def setup
62
- @f = [GSL::Function.alloc { |x| Math.cos(x) }]
63
- @f << GSL::Function.alloc { |x| GSL.pow(x, 4.0) - 1 }
64
- @f << GSL::Function.alloc { |x| Math.sqrt(x.abs) }
65
- @f << GSL::Function.alloc { |x| x < 1.0 ? 1 : -Math.exp(-x) }
66
- @f << GSL::Function.alloc { |x| x - 30.0 / (1.0 + 1e5 * GSL.pow(x - 0.8, 2.0)) }
67
- end
68
-
69
- %w[goldensection brent quad_golden].each { |type|
70
- {
71
- 'cos(x) [0 (3) 6]' => [0, 0.0, 3.0, 6.0, GSL::M_PI],
72
- 'x^4 - 1 [-3 (-1) 17]' => [1, -3.0, -1.0, 17.0, 0.0],
73
- 'sqrt(|x|) [-2 (-1) 1.5]' => [2, -2.0, -1.0, 1.5, 0.0],
74
- 'func3(x) [-2 (3) 4]' => [3, -2.0, 3.0, 4.0, 1.0],
75
- 'func4(x) [0 (0.782) 1]' => [4, 0, 0.782, 1.0, 0.8]
76
- }.each_with_index { |(desc, args), i|
77
- define_method("test_f_#{type}_#{i}") { _test_f(type, desc, *args) }
78
- }
79
-
80
- {
81
- 'invalid range check [4, 0]' => [0, 4.0, 3.0, 0.0, GSL::M_PI],
82
- 'invalid range check [1, 1]' => [0, 1.0, 1.0, 1.0, GSL::M_PI],
83
- 'invalid range check [-1, 1]' => [0, -1.0, 0.0, 1.0, GSL::M_PI]
84
- }.each_with_index { |(desc, args), i|
85
- define_method("test_f_e_#{type}_#{i}") { _test_f_e(type, desc, *args) }
86
- }
87
- }
88
-
89
- end
@@ -1,77 +0,0 @@
1
- require 'test_helper'
2
-
3
- class MonteTest < GSL::TestCase
4
-
5
- DIM = 1
6
-
7
- def test_miser
8
- return unless GSL::Monte::Miser.method_defined?(:params_get)
9
-
10
- miser = GSL::Monte::Miser.alloc(DIM)
11
- params = miser.params_get
12
-
13
- params.estimate_frac = 99
14
- miser.params_set(params)
15
- assert_abs miser.estimate_frac, 99, 1e-5, 'miser_estimate_frac'
16
-
17
- params.min_calls = 9
18
- miser.params_set(params)
19
- assert_int miser.min_calls, 9, 'miser_min_calls'
20
-
21
- params.min_calls_per_bisection = 7
22
- miser.params_set(params)
23
- assert_int miser.min_calls_per_bisection, 7, 'miser_min_calls_per_bisection'
24
-
25
- params.alpha = 3
26
- miser.params_set(params)
27
- assert_abs miser.alpha, 3, 1e-5, 'miser_alpha'
28
-
29
- params.dither = 4
30
- miser.params_set(params)
31
- assert_abs miser.dither, 4, 1e-5, 'miser_dither'
32
- end
33
-
34
- def test_vegas
35
- return unless GSL::Monte::Vegas.method_defined?(:params_get)
36
-
37
- vegas = GSL::Monte::Vegas.alloc(DIM)
38
- params = vegas.params_get
39
-
40
- params.alpha = 1
41
- vegas.params_set(params)
42
- assert_abs vegas.alpha, 1, 1e-5, 'vegas_alpha'
43
-
44
- params.iterations = 4
45
- vegas.params_set(params)
46
- assert_int vegas.iterations, 4, 'vegas_iterations'
47
-
48
- params.stage = 3
49
- vegas.params_set(params)
50
- assert_int vegas.stage, 3, 'vegas_stage'
51
-
52
- params.mode = GSL::Monte::Vegas::MODE_IMPORTANCE
53
- vegas.params_set(params)
54
- assert_int vegas.mode, GSL::Monte::Vegas::MODE_IMPORTANCE, 'vegas_mode MODE_IMPORTANCE'
55
-
56
- params.mode = GSL::Monte::Vegas::MODE_IMPORTANCE_ONLY
57
- vegas.params_set(params)
58
- assert_int vegas.mode, GSL::Monte::Vegas::MODE_IMPORTANCE_ONLY, 'vegas_mode MODE_IMPORTANCE_ONLY'
59
-
60
- params.mode = GSL::Monte::Vegas::MODE_STRATIFIED
61
- vegas.params_set(params)
62
- assert_int vegas.mode, GSL::Monte::Vegas::MODE_STRATIFIED, 'vegas_mode MODE_STRATIFIED'
63
-
64
- params.verbose = 0
65
- vegas.params_set(params)
66
- assert_int vegas.verbose, 0, 'vegas_verbose 0'
67
-
68
- params.verbose = 1
69
- vegas.params_set(params)
70
- assert_int vegas.verbose, 1, 'vegas_verbose 1'
71
-
72
- params.verbose = -1
73
- vegas.params_set(params)
74
- assert_int vegas.verbose, -1, 'vegas_verbose -1'
75
- end
76
-
77
- end
@@ -1,753 +0,0 @@
1
- require 'test_helper'
2
-
3
- class MultifitTest < GSL::TestCase
4
-
5
- def _test_lmder(fdf, x, xx, f, cov)
6
- s = GSL::MultiFit::FdfSolver.alloc('lmsder', fdf.n, fdf.p)
7
- s.set(fdf, x)
8
-
9
- 20.times { |i|
10
- s.iterate
11
-
12
- fdf.p.times { |j|
13
- assert_rel s.x[j], xx[fdf.p * i + j], 1e-5, "lmsder, iter=#{i}, x#{j}"
14
- }
15
-
16
- assert_rel GSL::Blas.dnrm2(s.f), f[i], 1e-5, "lmsder, iter=#{i}, f"
17
- }
18
-
19
- covar = s.covar(0.0)
20
-
21
- fdf.p.times { |i|
22
- fdf.p.times { |j|
23
- assert_rel covar[i, j], cov[i * fdf.p + j], 1e-7, "gsl_multifit_covar cov(#{i},#{j})"
24
- }
25
- }
26
- end
27
-
28
- def _test_fdf(name, fdf, x, x_final, f_sumsq, sigma)
29
- s = GSL::MultiFit::FdfSolver.alloc('lmsder', fdf.n, fdf.p)
30
- s.set(fdf, x)
31
-
32
- 1000.times {
33
- s.iterate
34
-
35
- status = s.test_delta(0.0, 1e-7)
36
- break if status != GSL::CONTINUE
37
- }
38
-
39
- covar = s.covar(0.0)
40
-
41
- fdf.p.times { |i|
42
- assert_rel s.x[i], x_final[i], 1e-5, "#{name}, lmsder, x#{i}"
43
- }
44
-
45
- s2 = GSL.pow(GSL::Blas.dnrm2(s.f), 2.0)
46
- assert_rel s2, f_sumsq, 1e-5, "#{name}, lmsder, |f|^2"
47
-
48
- fdf.p.times { |i|
49
- ei = Math.sqrt(s2 / (fdf.n - fdf.p)) * Math.sqrt(covar[i, i])
50
- assert_rel ei, sigma[i], 1e-4, "#{name}, sigma(#{i})"
51
- }
52
- end
53
-
54
- def test_2dgauss
55
- maxiter = 10
56
- n = 33
57
-
58
- point = Struct.new(:x, :y)
59
-
60
- # model: a * exp(-((x - x0) ** 2 + (y - y0) ** 2) / 2 / sigma ** 2)
61
- gauss_f = lambda { |x, t, y, s, f|
62
- # x: parameters as a Vecor
63
- # t: observed points as an Array
64
- # y: observed data as a GSL::Vector
65
- # s: errorbar
66
- # f: result
67
- a = x[0]
68
- x0 = x[1]
69
- y0 = x[2]
70
- sigma2 = x[3] ** 2
71
-
72
- y.size.times { |i|
73
- f.set(i, (a * Math.exp(-((t[i].x - x0) ** 2 + (t[i].y - y0) ** 2) / 2 / sigma2) - y[i]) / s[i])
74
- }
75
-
76
- GSL::SUCCESS
77
- }
78
-
79
- gauss_df = lambda { |x, t, y, s, df|
80
- a = x[0]
81
- x0 = x[1]
82
- y0 = x[2]
83
- sigma = x[3]
84
- sigma2 = sigma ** 2
85
-
86
- y.size.times { |i|
87
- dx = t[i].x - x0; dx2 = dx ** 2
88
- dy = t[i].y - y0; dy2 = dy ** 2
89
-
90
- f = a * Math.exp(-(dx2 + dy2) / 2 / sigma2)
91
-
92
- df.set(i, 0, f / a / s[i])
93
- df.set(i, 1, f * dx / sigma2 / s[i])
94
- df.set(i, 2, f * dy / sigma2 / s[i])
95
- df.set(i, 3, f * (dx2 + dy2) / sigma2 / sigma / s[i])
96
- }
97
-
98
- GSL::SUCCESS
99
- }
100
-
101
- # goal
102
- xgoal = GSL::Vector.alloc([1, 0, 0, 1])
103
- parname = %w[a x0 y0 si]
104
-
105
- # data
106
- t = []
107
- tmin = -10.0
108
- tmax = 10.0
109
-
110
- n.times { |j|
111
- n.times { |i|
112
- t << point.new(tmin + (tmax - tmin) * i / (n - 1), tmin + (tmax - tmin) * j / (n - 1))
113
- }
114
- }
115
-
116
- stdev = xgoal[0] * 0.1
117
-
118
- s = GSL::Vector.alloc(Array.new(t.size, stdev)) # error bar of each datum
119
- r = GSL::Rng.alloc
120
- e = GSL::Vector.alloc(t.size)
121
-
122
- t.size.times { |i|
123
- e[i] = -r.gaussian(stdev) # perturbation to data
124
- }
125
-
126
- y = GSL::Vector.alloc(t.size)
127
- n = GSL::Vector.alloc(Array.new(t.size, 1.0))
128
- gauss_f.call(xgoal, t, e, n, y) # data: y = model - e
129
-
130
- # fitting
131
- x = GSL::Vector.alloc([0.5, 0.1, -0.1, 2.0]) # initial guess
132
- fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, x.size)
133
- fdf.set_data(t, y, s)
134
-
135
- solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, x.size)
136
- solver.set(fdf, x)
137
-
138
- #solver.print_state(0)
139
-
140
- maxiter.times { |i|
141
- solver.iterate
142
-
143
- status = solver.test_delta(1e-6, 1e-6)
144
- #solver.print_state(i + 1)
145
-
146
- break if status != GSL::CONTINUE
147
- }
148
-
149
- # results
150
- covar = solver.covar(0.0)
151
- xresult = solver.position
152
- dof = t.size - xresult.size
153
- chi2 = GSL.pow_2(solver.f.dnrm2)
154
- xsigma = GSL::Vector.alloc(xresult.size)
155
-
156
- xresult.size.times { |i|
157
- xsigma[i] = Math.sqrt(chi2 / dof * covar[i, i]) * 2.0
158
- # allow resulting parameters to differ two times than standard error
159
- }
160
-
161
- desc = "a*exp(-((x-x0)**2+(y-y0)**2)/2/si**2), chi2/N:%.3g" % (chi2 / t.size)
162
-
163
- xresult.size.times { |i|
164
- assert_rel xresult[i], xgoal[i], xsigma[i], '%s: %-2.2s' % [desc, parname[i]]
165
-
166
- refute((xresult[i] - xgoal[i]).abs > xsigma[i],
167
- '%s: %-2.2s is %s +- %s' % [desc, parname[i], xresult[i], xsigma[i]])
168
- }
169
- end
170
-
171
- def test_brown
172
- brown_N = 20
173
- brown_P = 4
174
-
175
- brown_X = GSL::Matrix.alloc(
176
- [24.3485677, 4.71448798, -2.19486633, 2.69405755],
177
- [22.4116222, 3.93075538, -1.42344852, 2.5233557],
178
- [17.88886, 2.9290853, 0.125174936, -3.96823353],
179
- [17.3237176, 2.99606803, 2.03285653, 2.28992327],
180
- [17.0906508, 3.02485425, 0.296995153, 0.0876226126],
181
- [16.578006, 3.1036312, -0.18617941, 0.103262914],
182
- [15.692993, 3.33088442, 0.0706406887, 1.05923955],
183
- [14.3232177, 3.85604218, -2.3762839, -3.09486813],
184
- [14.1279266, 3.97896121, 0.446109351, 1.40023753],
185
- [13.6081961, 4.16435075, -1.51250057, -1.52510626],
186
- [13.4295245, 4.22697223, -0.196985195, 0.532009293],
187
- [13.0176117, 4.3579261, -0.353131208, 0.301377627],
188
- [12.2713535, 4.62398535, -0.00183585584, 0.894170703],
189
- [11.0316144, 5.13967727, -2.38978772, -2.89510064],
190
- [10.8807981, 5.24558004, 0.230495952, 1.27315117],
191
- [10.4029264, 5.41141257, -1.5116632, -1.47615921],
192
- [10.2574435, 5.46211045, -0.299855732, 0.451893162],
193
- [9.87863876, 5.57914292, -0.368885288, 0.358086545],
194
- [9.1894983, 5.82082741, -0.230157969, 0.621476534],
195
- [8.00589008, 6.27788753, -1.46022815, -1.33468082]
196
- )
197
-
198
- brown_F = GSL::Vector.alloc(
199
- 2474.05541, 1924.69004, 1280.63194, 1244.81867,
200
- 1190.53739, 1159.34935, 1108.44426, 1090.11073,
201
- 1015.92942, 1002.43533, 971.221084, 949.589435,
202
- 911.359899, 906.522994, 840.525729, 833.950164,
203
- 807.557511, 791.00924, 761.09598, 726.787783
204
- )
205
-
206
- brown_cov = GSL::Matrix.alloc(
207
- [ 1.8893186910e-01, -4.7099989571e-02, 5.2154168404e-01, 1.6608168209e-02],
208
- [-4.7099989571e-02, 1.1761534388e-02, -1.2987843074e-01, -4.1615942391e-03],
209
- [ 5.2154168404e-01, -1.2987843074e-01, 1.4653936514e+00, 1.5738321686e-02],
210
- [ 1.6608168209e-02, -4.1615942391e-03, 1.5738321686e-02, 4.2348042340e-02]
211
- )
212
-
213
- brown_x0 = GSL::Vector.alloc(25, 5, -5, -1)
214
-
215
- brown_f = lambda { |x, t, y, f|
216
- brown_N.times { |i|
217
- ti = 0.2 * (i + 1)
218
- ui = x[0] + x[1] * ti - Math.exp(ti)
219
- vi = x[2] + x[3] * Math.sin(ti) - Math.cos(ti)
220
- f[i] = ui * ui + vi * vi
221
- }
222
-
223
- GSL::SUCCESS
224
- }
225
-
226
- brown_df = lambda { |x, t, y, df|
227
- brown_N.times { |i|
228
- ti = 0.2 * (i + 1)
229
- ui = x[0] + x[1] * ti - Math.exp(ti)
230
- vi = x[2] + x[3] * Math.sin(ti) - Math.cos(ti)
231
-
232
- df.set(i, 0, 2.0 * ui)
233
- df.set(i, 1, 2.0 * ui * ti)
234
- df.set(i, 2, 2.0 * vi)
235
- df.set(i, 3, 2.0 * vi * Math.sin(ti))
236
- }
237
-
238
- GSL::SUCCESS
239
- }
240
-
241
- fdf = GSL::MultiFit::Function_fdf.alloc(brown_f, brown_df, brown_P)
242
- fdf.set_data(GSL::Vector.alloc(brown_N), GSL::Vector.alloc(brown_N))
243
-
244
- _test_lmder(fdf, brown_x0, brown_X.vector_view, brown_F, brown_cov.vector_view)
245
- end
246
-
247
- def test_enso
248
- enso_N = 168
249
- enso_P = 9
250
-
251
- enso_x0 = GSL::Vector.alloc(10.0, 3.0, 0.5, 44.0, -1.5, 0.5, 26.0, 0.1, 1.5)
252
-
253
- enso_x = GSL::Vector.alloc(
254
- 1.0510749193E+01, 3.0762128085E+00, 5.3280138227E-01,
255
- 4.4311088700E+01, -1.6231428586E+00, 5.2554493756E-01,
256
- 2.6887614440E+01, 2.1232288488E-01, 1.4966870418E+00
257
- )
258
-
259
- enso_sumsq = 7.8853978668E+02
260
-
261
- enso_sigma = GSL::Vector.alloc(
262
- 1.7488832467E-01, 2.4310052139E-01, 2.4354686618E-01,
263
- 9.4408025976E-01, 2.8078369611E-01, 4.8073701119E-01,
264
- 4.1612939130E-01, 5.1460022911E-01, 2.5434468893E-01
265
- )
266
-
267
- enso_F = GSL::Vector.alloc(
268
- 12.90000, 11.30000, 10.60000, 11.20000, 10.90000, 7.50000, 7.70000,
269
- 11.70000, 12.90000, 14.30000, 10.90000, 13.70000, 17.10000, 14.00000,
270
- 15.30000, 8.50000, 5.70000, 5.50000, 7.60000, 8.60000, 7.30000,
271
- 7.60000, 12.70000, 11.00000, 12.70000, 12.90000, 13.00000, 10.90000,
272
- 10.40000, 10.20000, 8.00000, 10.90000, 13.60000, 10.50000, 9.20000,
273
- 12.40000, 12.70000, 13.30000, 10.10000, 7.80000, 4.80000, 3.00000,
274
- 2.50000, 6.30000, 9.70000, 11.60000, 8.60000, 12.40000, 10.50000,
275
- 13.30000, 10.40000, 8.10000, 3.70000, 10.70000, 5.10000, 10.40000,
276
- 10.90000, 11.70000, 11.40000, 13.70000, 14.10000, 14.00000, 12.50000,
277
- 6.30000, 9.60000, 11.70000, 5.00000, 10.80000, 12.70000, 10.80000,
278
- 11.80000, 12.60000, 15.70000, 12.60000, 14.80000, 7.80000, 7.10000,
279
- 11.20000, 8.10000, 6.40000, 5.20000, 12.00000, 10.20000, 12.70000,
280
- 10.20000, 14.70000, 12.20000, 7.10000, 5.70000, 6.70000, 3.90000,
281
- 8.50000, 8.30000, 10.80000, 16.70000, 12.60000, 12.50000, 12.50000,
282
- 9.80000, 7.20000, 4.10000, 10.60000, 10.10000, 10.10000, 11.90000,
283
- 13.60000, 16.30000, 17.60000, 15.50000, 16.00000, 15.20000, 11.20000,
284
- 14.30000, 14.50000, 8.50000, 12.00000, 12.70000, 11.30000, 14.50000,
285
- 15.10000, 10.40000, 11.50000, 13.40000, 7.50000, 0.60000, 0.30000,
286
- 5.50000, 5.00000, 4.60000, 8.20000, 9.90000, 9.20000, 12.50000,
287
- 10.90000, 9.90000, 8.90000, 7.60000, 9.50000, 8.40000, 10.70000,
288
- 13.60000, 13.70000, 13.70000, 16.50000, 16.80000, 17.10000, 15.40000,
289
- 9.50000, 6.10000, 10.10000, 9.30000, 5.30000, 11.20000, 16.60000,
290
- 15.60000, 12.00000, 11.50000, 8.60000, 13.80000, 8.70000, 8.60000,
291
- 8.60000, 8.70000, 12.80000, 13.20000, 14.00000, 13.40000, 14.80000
292
- )
293
-
294
- enso_f = lambda { |x, t, y, f|
295
- b = x
296
-
297
- enso_N.times { |i|
298
- ti, pi = t[i], GSL::M_PI
299
-
300
- yy = b[0]
301
- yy += b[1] * Math.cos(2.0 * pi * ti / 12)
302
- yy += b[2] * Math.sin(2.0 * pi * ti / 12)
303
- yy += b[4] * Math.cos(2.0 * pi * ti / b[3])
304
- yy += b[5] * Math.sin(2.0 * pi * ti / b[3])
305
- yy += b[7] * Math.cos(2.0 * pi * ti / b[6])
306
- yy += b[8] * Math.sin(2.0 * pi * ti / b[6])
307
-
308
- f[i] = y[i] - yy
309
- }
310
-
311
- GSL::SUCCESS
312
- }
313
-
314
- enso_df = lambda { |x, t, y, df|
315
- b = x
316
-
317
- enso_N.times { |i|
318
- ti, pi = t[i], GSL::M_PI
319
-
320
- df.set(i, 0, -1.0)
321
- df.set(i, 1, -Math.cos(2.0 * pi * ti / 12))
322
- df.set(i, 2, -Math.sin(2.0 * pi * ti / 12))
323
- df.set(i, 3, -b[4] * (2.0 * pi * ti / (b[3] * b[3])) * Math.sin(2 * pi * ti / b[3]) + b[5] * (2 * pi * ti / (b[3] * b[3])) * Math.cos(2 * pi * ti / b[3]))
324
- df.set(i, 4, -Math.cos(2 * pi * ti / b[3]))
325
- df.set(i, 5, -Math.sin(2 * pi * ti / b[3]))
326
- df.set(i, 6, -b[7] * (2 * pi * ti / (b[6] * b[6])) * Math.sin(2 * pi * ti / b[6]) + b[8] * (2 * pi * ti / (b[6] * b[6])) * Math.cos(2 * pi * ti / b[6]))
327
- df.set(i, 7, -Math.cos(2 * pi * ti / b[6]))
328
- df.set(i, 8, -Math.sin(2 * pi * ti / b[6]))
329
- }
330
-
331
- GSL::SUCCESS
332
- }
333
-
334
- fdf = GSL::MultiFit::Function_fdf.alloc(enso_f, enso_df, enso_P)
335
-
336
- #fdf.set_data(GSL::Vector.alloc(1..168), enso_F)
337
- fdf.set_data(GSL::Vector.indgen(168, 1), enso_F)
338
-
339
- _test_fdf('nist-ENSO', fdf, enso_x0, enso_x, enso_sumsq, enso_sigma)
340
- end
341
-
342
- def test_filip
343
- filip_n = 82
344
- filip_p = 11
345
-
346
- filip_x = GSL::Vector.alloc(
347
- -6.860120914, -4.324130045, -4.358625055, -4.358426747, -6.955852379,
348
- -6.661145254, -6.355462942, -6.118102026, -7.115148017, -6.815308569,
349
- -6.519993057, -6.204119983, -5.853871964, -6.109523091, -5.79832982,
350
- -5.482672118, -5.171791386, -4.851705903, -4.517126416, -4.143573228,
351
- -3.709075441, -3.499489089, -6.300769497, -5.953504836, -5.642065153,
352
- -5.031376979, -4.680685696, -4.329846955, -3.928486195, -8.56735134,
353
- -8.363211311, -8.107682739, -7.823908741, -7.522878745, -7.218819279,
354
- -6.920818754, -6.628932138, -6.323946875, -5.991399828, -8.781464495,
355
- -8.663140179, -8.473531488, -8.247337057, -7.971428747, -7.676129393,
356
- -7.352812702, -7.072065318, -6.774174009, -6.478861916, -6.159517513,
357
- -6.835647144, -6.53165267, -6.224098421, -5.910094889, -5.598599459,
358
- -5.290645224, -4.974284616, -4.64454848, -4.290560426, -3.885055584,
359
- -3.408378962, -3.13200249, -8.726767166, -8.66695597, -8.511026475,
360
- -8.165388579, -7.886056648, -7.588043762, -7.283412422, -6.995678626,
361
- -6.691862621, -6.392544977, -6.067374056, -6.684029655, -6.378719832,
362
- -6.065855188, -5.752272167, -5.132414673, -4.811352704, -4.098269308,
363
- -3.66174277, -3.2644011
364
- )
365
-
366
- filip_y = GSL::Vector.alloc(
367
- 0.8116, 0.9072, 0.9052, 0.9039, 0.8053, 0.8377, 0.8667, 0.8809, 0.7975,
368
- 0.8162, 0.8515, 0.8766, 0.8885, 0.8859, 0.8959, 0.8913, 0.8959, 0.8971,
369
- 0.9021, 0.909, 0.9139, 0.9199, 0.8692, 0.8872, 0.89, 0.891, 0.8977,
370
- 0.9035, 0.9078, 0.7675, 0.7705, 0.7713, 0.7736, 0.7775, 0.7841, 0.7971,
371
- 0.8329, 0.8641, 0.8804, 0.7668, 0.7633, 0.7678, 0.7697, 0.77, 0.7749,
372
- 0.7796, 0.7897, 0.8131, 0.8498, 0.8741, 0.8061, 0.846, 0.8751, 0.8856,
373
- 0.8919, 0.8934, 0.894, 0.8957, 0.9047, 0.9129, 0.9209, 0.9219, 0.7739,
374
- 0.7681, 0.7665, 0.7703, 0.7702, 0.7761, 0.7809, 0.7961, 0.8253, 0.8602,
375
- 0.8809, 0.8301, 0.8664, 0.8834, 0.8898, 0.8964, 0.8963, 0.9074, 0.9119,
376
- 0.9228
377
- )
378
-
379
- work = GSL::MultiFit::Workspace.alloc(filip_n, filip_p)
380
-
381
- expected_c = GSL::Vector.alloc(
382
- -1467.48961422980, -2772.17959193342, -2316.37108160893,
383
- -1127.97394098372, -354.478233703349, -75.1242017393757,
384
- -10.8753180355343, -1.06221498588947, -0.670191154593408e-01,
385
- -0.246781078275479e-02, -0.402962525080404e-04
386
- )
387
-
388
- expected_sd = GSL::Vector.alloc(
389
- 298.084530995537, 559.779865474950, 466.477572127796,
390
- 227.204274477751, 71.6478660875927, 15.2897178747400,
391
- 2.23691159816033, 0.221624321934227, 0.142363763154724e-01,
392
- 0.535617408889821e-03, 0.896632837373868e-05
393
- )
394
-
395
- expected_chisq = 0.795851382172941e-03
396
-
397
- xx = GSL::Matrix.alloc(filip_n, filip_p)
398
-
399
- filip_n.times { |i|
400
- filip_p.times { |j|
401
- xx.set(i, j, GSL.pow(filip_x[i], j))
402
- }
403
- }
404
-
405
- c, cov, chisq, _ = GSL::MultiFit.linear(xx, filip_y, work)
406
-
407
- assert_rel c[0], expected_c[0], 1e-7, 'filip gsl_fit_multilinear c0'
408
- assert_rel c[1], expected_c[1], 1e-7, 'filip gsl_fit_multilinear c1'
409
- assert_rel c[2], expected_c[2], 1e-7, 'filip gsl_fit_multilinear c2'
410
- assert_rel c[3], expected_c[3], 1e-7, 'filip gsl_fit_multilinear c3'
411
- assert_rel c[4], expected_c[4], 1e-7, 'filip gsl_fit_multilinear c4'
412
- assert_rel c[5], expected_c[5], 1e-7, 'filip gsl_fit_multilinear c5'
413
- assert_rel c[6], expected_c[6], 1e-7, 'filip gsl_fit_multilinear c6'
414
- assert_rel c[7], expected_c[7], 1e-7, 'filip gsl_fit_multilinear c7'
415
- assert_rel c[8], expected_c[8], 1e-7, 'filip gsl_fit_multilinear c8'
416
- assert_rel c[9], expected_c[9], 1e-7, 'filip gsl_fit_multilinear c9'
417
- assert_rel c[10], expected_c[10], 1e-7, 'filip gsl_fit_multilinear c10'
418
-
419
- diag = cov.diagonal
420
-
421
- assert_rel diag[0], GSL.pow(expected_sd[0],2.0), 1e-6, 'filip gsl_fit_multilinear cov00'
422
- assert_rel diag[1], GSL.pow(expected_sd[1],2.0), 1e-6, 'filip gsl_fit_multilinear cov11'
423
- assert_rel diag[2], GSL.pow(expected_sd[2],2.0), 1e-6, 'filip gsl_fit_multilinear cov22'
424
- assert_rel diag[3], GSL.pow(expected_sd[3],2.0), 1e-6, 'filip gsl_fit_multilinear cov33'
425
- assert_rel diag[4], GSL.pow(expected_sd[4],2.0), 1e-6, 'filip gsl_fit_multilinear cov44'
426
- assert_rel diag[5], GSL.pow(expected_sd[5],2.0), 1e-6, 'filip gsl_fit_multilinear cov55'
427
- assert_rel diag[6], GSL.pow(expected_sd[6],2.0), 1e-6, 'filip gsl_fit_multilinear cov66'
428
- assert_rel diag[7], GSL.pow(expected_sd[7],2.0), 1e-6, 'filip gsl_fit_multilinear cov77'
429
- assert_rel diag[8], GSL.pow(expected_sd[8],2.0), 1e-6, 'filip gsl_fit_multilinear cov88'
430
- assert_rel diag[9], GSL.pow(expected_sd[9],2.0), 1e-6, 'filip gsl_fit_multilinear cov99'
431
- assert_rel diag[10], GSL.pow(expected_sd[10],2.0), 1e-6, 'filip gsl_fit_multilinear cov1010'
432
-
433
- assert_rel chisq, expected_chisq, 1e-7, 'filip gsl_fit_multilinear chisq'
434
-
435
- expected_c = GSL::Vector.alloc(
436
- -1467.48961422980, -2772.17959193342, -2316.37108160893, -1127.97394098372,
437
- -354.478233703349, -75.1242017393757, -10.8753180355343, -1.06221498588947,
438
- -0.670191154593408e-01, -0.246781078275479e-02, -0.402962525080404e-04
439
- )
440
-
441
- expected_cov = GSL::Matrix.alloc(
442
- [ 7.9269341767252183262588583867942e9, 1.4880416622254098343441063389706e10,
443
- 1.2385811858111487905481427591107e10, 6.0210784406215266653697715794241e9,
444
- 1.8936652526181982747116667336389e9, 4.0274900618493109653998118587093e8,
445
- 5.8685468011819735806180092394606e7, 5.7873451475721689084330083708901e6,
446
- 3.6982719848703747920663262917032e5, 1.3834818802741350637527054170891e4,
447
- 2.301758578713219280719633494302e2 ],
448
- [ 1.4880416622254098334697515488559e10, 2.7955091668548290835529555438088e10,
449
- 2.3286604504243362691678565997033e10, 1.132895006796272983689297219686e10,
450
- 3.5657281653312473123348357644683e9, 7.5893300392314445528176646366087e8,
451
- 1.1066654886143524811964131660002e8, 1.0921285448484575110763947787775e7,
452
- 6.9838139975394769253353547606971e5, 2.6143091775349597218939272614126e4,
453
- 4.3523386330348588614289505633539e2 ],
454
- [ 1.2385811858111487890788272968677e10, 2.3286604504243362677757802422747e10,
455
- 1.9412787917766676553608636489674e10, 9.4516246492862131849077729250098e9,
456
- 2.9771226694709917550143152097252e9, 6.3413035086730038062129508949859e8,
457
- 9.2536164488309401636559552742339e7, 9.1386304643423333815338760248027e6,
458
- 5.8479478338916429826337004060941e5, 2.1905933113294737443808429764554e4,
459
- 3.6493161325305557266196635180155e2 ],
460
- [ 6.0210784406215266545770691532365e9, 1.1328950067962729823273441573365e10,
461
- 9.4516246492862131792040001429636e9, 4.6053152992000107509329772255094e9,
462
- 1.4517147860312147098138030287038e9, 3.0944988323328589376402579060072e8,
463
- 4.5190223822292688669369522708712e7, 4.4660958693678497534529855690752e6,
464
- 2.8599340736122198213681258676423e5, 1.0720394998549386596165641244705e4,
465
- 1.7870937745661967319298031044424e2 ],
466
- [ 1.8936652526181982701620450132636e9, 3.5657281653312473058825073094524e9,
467
- 2.9771226694709917514149924058297e9, 1.451714786031214708936087401632e9,
468
- 4.5796563896564815123074920050827e8, 9.7693972414561515534525103622773e7,
469
- 1.427717861635658545863942948444e7, 1.4120161287735817621354292900338e6,
470
- 9.0484361228623960006818614875557e4, 3.394106783764852373199087455398e3,
471
- 5.6617406468519495376287407526295e1 ],
472
- [ 4.0274900618493109532650887473599e8, 7.589330039231444534478894935778e8,
473
- 6.3413035086730037947153564986653e8, 3.09449883233285893390542947998e8,
474
- 9.7693972414561515475770399055121e7, 2.0855726248311948992114244257719e7,
475
- 3.0501263034740400533872858749566e6, 3.0187475839310308153394428784224e5,
476
- 1.9358204633534233524477930175632e4, 7.2662989867560017077361942813911e2,
477
- 1.2129002231061036467607394277965e1 ],
478
- [ 5.868546801181973559370854830868e7, 1.1066654886143524778548044386795e8,
479
- 9.2536164488309401413296494869777e7, 4.5190223822292688587853853162072e7,
480
- 1.4277178616356585441556046753562e7, 3.050126303474040051574715592746e6,
481
- 4.4639982579046340884744460329946e5, 4.4212093985989836047285007760238e4,
482
- 2.8371395028774486687625333589972e3, 1.0656694507620102300567296504381e2,
483
- 1.7799982046359973175080475654123e0 ],
484
- [ 5.7873451475721688839974153925406e6, 1.0921285448484575071271480643397e7,
485
- 9.1386304643423333540728480344578e6, 4.4660958693678497427674903565664e6,
486
- 1.4120161287735817596182229182587e6, 3.0187475839310308117812257613082e5,
487
- 4.4212093985989836021482392757677e4, 4.3818874017028389517560906916315e3,
488
- 2.813828775753142855163154605027e2, 1.0576188138416671883232607188969e1,
489
- 1.7676976288918295012452853715408e-1 ],
490
- [ 3.6982719848703747742568351456818e5, 6.9838139975394768959780068745979e5,
491
- 5.8479478338916429616547638954781e5, 2.8599340736122198128717796825489e5,
492
- 9.0484361228623959793493985226792e4, 1.9358204633534233490579641064343e4,
493
- 2.8371395028774486654873647731797e3, 2.8138287757531428535592907878017e2,
494
- 1.8081118503579798222896804627964e1, 6.8005074291434681866415478598732e-1,
495
- 1.1373581557749643543869665860719e-2 ],
496
- [ 1.3834818802741350562839757244708e4, 2.614309177534959709397445440919e4,
497
- 2.1905933113294737352721470167247e4, 1.0720394998549386558251721913182e4,
498
- 3.3941067837648523632905604575131e3, 7.2662989867560016909534954790835e2,
499
- 1.0656694507620102282337905013451e2, 1.0576188138416671871337685672492e1,
500
- 6.8005074291434681828743281967838e-1, 2.5593857187900736057022477529078e-2,
501
- 4.2831487599116264442963102045936e-4 ],
502
- [ 2.3017585787132192669801658674163e2, 4.3523386330348588381716460685124e2,
503
- 3.6493161325305557094116270974735e2, 1.7870937745661967246233792737255e2,
504
- 5.6617406468519495180024059284629e1, 1.2129002231061036433003571679329e1,
505
- 1.7799982046359973135014027410646e0, 1.7676976288918294983059118597214e-1,
506
- 1.137358155774964353146460100337e-2, 4.283148759911626442000316269063e-4,
507
- 7.172253875245080423800933453952e-6 ]
508
- )
509
-
510
- expected_chisq = 0.795851382172941E-03
511
-
512
- filip_n.times { |i|
513
- filip_p.times { |j|
514
- xx.set(i, j, GSL.pow(filip_x[i], j))
515
- }
516
- }
517
-
518
- w = GSL::Vector.alloc(filip_n)
519
- w.set_all(1.0)
520
-
521
- c, cov, _, _ = GSL::MultiFit.wlinear(xx, w, filip_y, work)
522
-
523
- filip_p.times { |i|
524
- assert_rel c[i], expected_c[i], 1e-7, "filip gsl_fit_multilinear c#{i}"
525
- }
526
-
527
- filip_p.times { |i|
528
- filip_p.times { |j|
529
- assert_rel cov[i, j], expected_cov[i, j], 1e-6, "filip gsl_fit_wmultilinear cov(#{i},#{j})"
530
- }
531
- }
532
- end
533
-
534
- def test_gauss
535
- maxiter = 10
536
- n = 1000
537
-
538
- # model: a * exp(-(x - x0) ** 2 / 2 / sigma ** 2)
539
- gauss_p = 3
540
- gauss_f = lambda { |x, t, y, s, f|
541
- # x: parameters as a Vecor
542
- # t: observed points as a GSL::Vector
543
- # y: observed data as a GSL::Vector
544
- # s: errorbar
545
- # f: result
546
- a = x[0]
547
- x0 = x[1]
548
- sigma2 = x[2] ** 2
549
-
550
- y.size.times { |i|
551
- f.set(i, (a * Math.exp(-(t[i] - x0) ** 2 / 2 / sigma2) - y[i]) / s[i])
552
- }
553
-
554
- GSL::SUCCESS
555
- }
556
-
557
- gauss_df = lambda { |x, t, y, s, df|
558
- a = x[0]
559
- x0 = x[1]
560
- sigma = x[2]
561
- sigma2 = sigma ** 2
562
-
563
- y.size.times { |i|
564
- dx = t[i] - x0
565
- dx2 = dx ** 2
566
- f = a * Math.exp(-dx2 / 2 / sigma2)
567
-
568
- df.set(i, 0, f / a / s[i])
569
- df.set(i, 1, f * dx / sigma2 / s[i])
570
- df.set(i, 2, f * dx2 / sigma2 / sigma / s[i])
571
- }
572
-
573
- GSL::SUCCESS
574
- }
575
-
576
- # goal
577
- xgoal = GSL::Vector.alloc([1, 0, 1])
578
- parname = %w[a x0 si]
579
-
580
- # data
581
- t = GSL::Vector.alloc(n) # positions of data
582
- tmin = -10.0
583
- tmax = 10.0
584
-
585
- t.size.times { |i|
586
- t[i] = tmin + (tmax - tmin) * i / (n - 1)
587
- }
588
-
589
- stdev = xgoal[0] * 0.1
590
-
591
- s = GSL::Vector.alloc(Array.new(t.size, stdev)) # error bar of each datum
592
- r = GSL::Rng.alloc
593
- e = GSL::Vector.alloc(t.size)
594
-
595
- t.size.times { |i|
596
- e[i] = -r.gaussian(stdev) # perturbation to data
597
- }
598
-
599
- y = GSL::Vector.alloc(t.size)
600
- n = GSL::Vector.alloc(Array.new(t.size, 1.0))
601
- gauss_f.call(xgoal, t, e, n, y) # data: y = model - e
602
-
603
- # fitting
604
- x = GSL::Vector.alloc([0.5, 0.1, 2]) # initial guess
605
-
606
- fdf = GSL::MultiFit::Function_fdf.alloc(gauss_f, gauss_df, gauss_p)
607
- fdf.set_data(t, y, s)
608
-
609
- solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, t.size, gauss_p)
610
- solver.set(fdf, x)
611
-
612
- #solver.print_state(0)
613
-
614
- maxiter.times { |i|
615
- solver.iterate
616
-
617
- status = solver.test_delta(1e-6, 1e-6)
618
- #solver.print_state(i + 1)
619
-
620
- break if status != GSL::CONTINUE
621
- }
622
-
623
- # results
624
- covar = solver.covar(0.0)
625
- xresult = solver.position
626
- dof = t.size - gauss_p
627
- chi2 = GSL.pow_2(solver.f.dnrm2)
628
- xsigma = GSL::Vector.alloc(xresult.size)
629
-
630
- xresult.size.times { |i|
631
- xsigma[i] = Math.sqrt(chi2 / dof * covar[i, i]) * 2.0
632
- # resulting parameters to differ two times than standard error
633
- }
634
-
635
- desc = 'a*exp(-(x-x0)**2/2/si**2), chi2/N:%.3g' % (chi2 / t.size)
636
-
637
- xresult.size.times { |i|
638
- assert_rel xresult[i], xgoal[i], xsigma[i], '%s: %-2.2s' % [desc, parname[i]]
639
- refute((xresult[i] - xgoal[i]).abs > xsigma[i], desc)
640
- }
641
- end
642
-
643
- def test_longley
644
- longley_n = 16
645
- longley_p = 7
646
-
647
- longley_x = GSL::Vector.alloc(
648
- 1, 83.0, 234289, 2356, 1590, 107608, 1947,
649
- 1, 88.5, 259426, 2325, 1456, 108632, 1948,
650
- 1, 88.2, 258054, 3682, 1616, 109773, 1949,
651
- 1, 89.5, 284599, 3351, 1650, 110929, 1950,
652
- 1, 96.2, 328975, 2099, 3099, 112075, 1951,
653
- 1, 98.1, 346999, 1932, 3594, 113270, 1952,
654
- 1, 99.0, 365385, 1870, 3547, 115094, 1953,
655
- 1, 100.0, 363112, 3578, 3350, 116219, 1954,
656
- 1, 101.2, 397469, 2904, 3048, 117388, 1955,
657
- 1, 104.6, 419180, 2822, 2857, 118734, 1956,
658
- 1, 108.4, 442769, 2936, 2798, 120445, 1957,
659
- 1, 110.8, 444546, 4681, 2637, 121950, 1958,
660
- 1, 112.6, 482704, 3813, 2552, 123366, 1959,
661
- 1, 114.2, 502601, 3931, 2514, 125368, 1960,
662
- 1, 115.7, 518173, 4806, 2572, 127852, 1961,
663
- 1, 116.9, 554894, 4007, 2827, 130081, 1962
664
- )
665
-
666
- longley_y = GSL::Vector.alloc(
667
- 60323, 61122, 60171, 61187, 63221, 63639, 64989, 63761,
668
- 66019, 67857, 68169, 66513, 68655, 69564, 69331, 70551
669
- )
670
-
671
- work = GSL::MultiFit::Workspace.alloc(longley_n, longley_p)
672
-
673
- x = GSL::Matrix.alloc(longley_x, longley_n, longley_p).view
674
- y = longley_y.view
675
-
676
- expected_c = GSL::Vector.alloc(
677
- -3482258.63459582,
678
- 15.0618722713733,
679
- -0.358191792925910e-01,
680
- -2.02022980381683,
681
- -1.03322686717359,
682
- -0.511041056535807e-01,
683
- 1829.15146461355
684
- )
685
-
686
- expected_sd = GSL::Vector.alloc(
687
- 890420.383607373,
688
- 84.9149257747669,
689
- 0.334910077722432e-01,
690
- 0.488399681651699,
691
- 0.214274163161675,
692
- 0.226073200069370,
693
- 455.478499142212
694
- )
695
-
696
- expected_chisq = 836424.055505915
697
-
698
- c, cov, chisq, _ = GSL::MultiFit.linear(x, y, work)
699
-
700
- 7.times { |i|
701
- assert_rel c[i], expected_c[i], 1e-10, "longley gsl_fit_multilinear c#{i}"
702
- }
703
-
704
- diag = cov.diagonal
705
-
706
- assert_rel diag[0], GSL.pow(expected_sd[0],2.0), 1e-10, 'longley gsl_fit_multilinear cov00'
707
- assert_rel diag[1], GSL.pow(expected_sd[1],2.0), 1e-10, 'longley gsl_fit_multilinear cov11'
708
- assert_rel diag[2], GSL.pow(expected_sd[2],2.0), 1e-10, 'longley gsl_fit_multilinear cov22'
709
- assert_rel diag[3], GSL.pow(expected_sd[3],2.0), 1e-10, 'longley gsl_fit_multilinear cov33'
710
- assert_rel diag[4], GSL.pow(expected_sd[4],2.0), 1e-10, 'longley gsl_fit_multilinear cov44'
711
- assert_rel diag[5], GSL.pow(expected_sd[5],2.0), 1e-10, 'longley gsl_fit_multilinear cov55'
712
- assert_rel diag[6], GSL.pow(expected_sd[6],2.0), 1e-10, 'longley gsl_fit_multilinear cov66'
713
-
714
- assert_rel chisq, expected_chisq, 1e-10, 'longley gsl_fit_multilinear chisq'
715
-
716
- expected_cov = GSL::Matrix.alloc(
717
- [ 8531122.56783558, -166.727799925578, 0.261873708176346, 3.91188317230983,
718
- 1.1285582054705, -0.889550869422687, -4362.58709870581 ],
719
- [ -166.727799925578, 0.0775861253030891, -1.98725210399982e-05, -0.000247667096727256,
720
- -6.82911920718824e-05, 0.000136160797527761, 0.0775255245956248 ],
721
- [ 0.261873708176346, -1.98725210399982e-05, 1.20690316701888e-08, 1.66429546772984e-07,
722
- 3.61843600487847e-08, -6.78805814483582e-08, -0.00013158719037715 ],
723
- [ 3.91188317230983, -0.000247667096727256, 1.66429546772984e-07, 2.56665052544717e-06,
724
- 6.96541409215597e-07, -9.00858307771567e-07, -0.00197260370663974 ],
725
- [ 1.1285582054705, -6.82911920718824e-05, 3.61843600487847e-08, 6.96541409215597e-07,
726
- 4.94032602583969e-07, -9.8469143760973e-08, -0.000576921112208274 ],
727
- [ -0.889550869422687, 0.000136160797527761, -6.78805814483582e-08, -9.00858307771567e-07,
728
- -9.8469143760973e-08, 5.49938542664952e-07, 0.000430074434198215 ],
729
- [ -4362.58709870581, 0.0775255245956248, -0.00013158719037715, -0.00197260370663974,
730
- -0.000576921112208274, 0.000430074434198215, 2.23229587481535 ]
731
- )
732
-
733
- expected_chisq = 836424.055505915
734
-
735
- w = GSL::Vector.alloc(longley_n)
736
- w.set_all(1.0)
737
-
738
- c, cov, chisq, _ = GSL::MultiFit.wlinear(x, w, y, work)
739
-
740
- 7.times { |i|
741
- assert_rel c[i], expected_c[i], 1e-10, "longley gsl_fit_wmultilinear c#{i}"
742
- }
743
-
744
- longley_p.times { |i|
745
- longley_p.times { |j|
746
- assert_rel cov[i, j], expected_cov[i, j], 1e-7, "longley gsl_fit_wmultilinear cov(#{i},#{j})"
747
- }
748
- }
749
-
750
- assert_rel chisq, expected_chisq, 1e-10, 'longley gsl_fit_wmultilinear chisq'
751
- end
752
-
753
- end