rb-gsl 1.16.0.5 → 1.16.0.6

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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