rb-gsl 1.16.0.5 → 1.16.0.6

data/examples/fft/sunspot.rb

@@ -1,16 +0,0 @@
-#!/usr/bin/env ruby
-# Analysis of the solar activity of 11-years cycle
-# from the number of sunspots.
-# This example is taken from the MATLAB user's manual Chap 13.
-
-require("gsl")
-
-year, sunspot = GSL::Vector.filescan("sunspot.dat")
-N = year.size
-ffted = sunspot.fft
-
-#power = GSL.sqrt(ffted[1..(N-2)].to_complex2.abs2)*2/N
-power = GSL.sqrt(ffted.to_complex2.abs2)*2/N
-freq = GSL::Vector.linspace(1, N/2, power.size)/N
-period = 1.0/freq
-GSL::graph(period, power, "-C -g 3 -x 0 40 -X 'Period [year]'")

data/examples/fit/expdata.dat

@@ -1,20 +0,0 @@
-0 6.02678 0.2
-1 5.50657 0.2
-2 5.42854 0.2
-3 4.85082 0.2
-4 4.55111 0.2
-5 3.77715 0.2
-6 3.26472 0.2
-7 3.34707 0.2
-8 3.23883 0.2
-9 3.21156 0.2
-10 2.83587 0.2
-11 2.40504 0.2
-12 2.37237 0.2
-13 2.399 0.2
-14 2.39919 0.2
-15 2.006 0.2
-16 1.88188 0.2
-17 1.91484 0.2
-18 1.69252 0.2
-19 1.58229 0.2

data/examples/fit/expfit.rb

@@ -1,31 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-N = 40
-
-amp0 = 5.0
-b0 = 0.1
-y0 = 1.0
-
-r = GSL::Rng.alloc()
-x = GSL::Vector[0...N]
-sigma = GSL::Vector[N]
-sigma.set_all(0.1)
-y = y0 + amp0*GSL::Sf::exp(-b0*x) + 0.1*r.gaussian(1, N)
-
-coef, err, chi2, dof = GSL::MultiFit::FdfSolver.fit(x, sigma, y, "exponential")
-y0 = coef[0]
-amp = coef[1]
-b = coef[2]
-p coef
-p err
-GSL::graph(x, y, y0+amp*GSL::Sf::exp(-b*x))
-
-# This will result in
-# [ 1.019e+00 5.045e+00 1.040e-01 ]
-# [ 3.385e-02 5.395e-02 2.826e-03 ]
-
-# GNUPLOT results:
-# y0              = 1.01925          +/- 0.03383      (3.319%)
-# A               = 5.04536          +/- 0.05396      (1.069%)
-# b               = 0.104049         +/- 0.002826     (2.716%)

data/examples/fit/gaussfit.rb

@@ -1,29 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-# Create data
-r = GSL::Rng.alloc("knuthran")
-sigma = 1.5
-x0 = 1.0
-amp = 2.0
-y0 = 3.0
-N = 100
-x = GSL::Vector.linspace(-4, 6, N)
-y = y0 + amp*GSL::Ran::gaussian_pdf(x - x0, sigma) + 0.02*GSL::Ran::gaussian(r, 1.0, N)
-
-coef, err, chi2, dof =  GSL::MultiFit::FdfSolver.fit(x, y, "gaussian")
-sigma2 = Math::sqrt(coef[3])
-x02 = coef[2]
-amp2 = coef[1]*Math::sqrt(2*Math::PI)*sigma
-y02 = coef[0]
-y2 = y02 + amp2*GSL::Ran::gaussian_pdf(x - x02, sigma2)
-
-GSL::graph(x, y, y2, "-C -g 3 -x -4 6")
-
-printf("Expect:\n")
-printf("sigma = #{sigma}, x0 = #{x0}, amp = #{amp}, y0 = #{y0}\n")
-printf("Result:\n")
-printf("sigma = %5.4e +/- %5.4e\n", sigma2, err[3])
-printf("   x0 = %5.4e +/- %5.4e\n", x02, err[2])
-printf("  amp = %5.4e +/- %5.4e\n", amp2, err[1])
-printf("   y0 = %5.4e +/- %5.4e\n", y02, err[0])

data/examples/fit/gaussian_2peaks.rb

@@ -1,34 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-# Create data
-r = GSL::Rng.alloc("knuthran")
-amp1 = 5.0
-x01 = 1.0
-sigma1 = 1.5
-
-amp2 = 2.0
-x02 = 5.0
-sigma2 = 0.5
-
-y0 = 2.0
-N = 300
-x = GSL::Vector.linspace(-4, 9, N)
-y = y0 + amp1*GSL::Ran::gaussian_pdf(x - x01, sigma1) + amp2*GSL::Ran::gaussian_pdf(x - x02, sigma2) + 0.05*GSL::Ran::gaussian(r, 1.0, N)
-
-coef, err, chi2, dof =  GSL::MultiFit::FdfSolver.fit(x, y, "gaussian_2peak", [2, 4, 0.9, 1, 1, 4, 1])
-
-p coef
-y01 = coef[0]
-
-amp1 = coef[1]*Math::sqrt(2*Math::PI)*sigma1
-x01 = coef[2]
-sigma1 = Math::sqrt(coef[3])
-
-amp2 = coef[4]*Math::sqrt(2*Math::PI)*sigma2
-x02 = coef[5]
-sigma2 = Math::sqrt(coef[6])
-
-y2 = y01 + amp1*GSL::Ran::gaussian_pdf(x - x01, sigma1) + amp2*GSL::Ran::gaussian_pdf(x - x02, sigma2)
-
-GSL::graph(x, y, y2, "-C -g 3")

data/examples/fit/hillfit.rb

@@ -1,40 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-include GSL::MultiFit
-
-N = 100
-
-y0 = 1
-m = 2.0
-xhalf = 5
-rr = 4
-
-r = GSL::Rng.alloc()
-x = GSL::Vector.linspace(0.001, 10, N)
-y =  y0 + (m-y0)/(1.0 + GSL::pow(xhalf/x, rr)) + 0.02*r.gaussian(1, N)
-
-coef, err, chi2, dof = GSL::MultiFit::FdfSolver.fit(x, y, "hill")
-y0 = coef[0]
-m = coef[1]
-xhalf = coef[2]
-rr = coef[3]
-p coef
-p err
-GSL::graph(x, y, y0+(m-y0)/(1+GSL::pow(xhalf/x, rr)))
-
-=begin
-Result:
-GSL::Vector
-[ 9.959e-01 1.995e+00 4.936e+00 4.035e+00 ]
-GSL::Vector
-[ 4.676e-03 1.035e-02 3.779e-02 1.125e-01 ]
-
-GNUPLOT result:
-Final set of parameters            Asymptotic Standard Error
-=======================            ==========================
-
-y0              = 0.995858         +/- 0.004676     (0.4695%)
-m               = 1.99465          +/- 0.01034      (0.5184%)
-xhalf           = 4.93605          +/- 0.0378       (0.7658%)
-r               = 4.0346           +/- 0.1124       (2.787%)
-=end

data/examples/fit/lognormal.rb

@@ -1,26 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-N = 100
-
-y0 = 1.0
-A = 2.0
-x0 = 3.0
-w = 0.5
-
-r = GSL::Rng.alloc()
-x = GSL::Vector.linspace(0.01, 10, N)
-sig = 1
-y =  y0 + A*GSL::Sf::exp(-GSL::pow_2(GSL::Sf::log(x/x0)/w)) + 0.1*GSL::Ran::gaussian(r, sig, N)
-
-coef, err, chi2, dof = GSL::MultiFit::FdfSolver.fit(x, y, "lognormal", [0, 3, 2, 1])
-y0 = coef[0]
-amp = coef[1]
-x0 = coef[2]
-w = coef[3]
-
-p coef
-p err
-
-GSL::graph(x, y, y0+amp*GSL::Sf::exp(-GSL::pow_2(GSL::Sf::log(x/x0)/w)))
-

data/examples/fit/lorentzfit.rb

@@ -1,22 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-N = 100
-
-y0 = 1.0
-A = 2.0
-x0 = 3.0
-B = 4.0
-
-r = GSL::Rng.alloc()
-x = GSL::Vector.linspace(-10, 20, N)
-y =  y0 + A/(GSL::pow_2(x-x0)+B) + 0.03*GSL::Ran::gaussian(r, 1, N)
-
-coef, err, chi2, dof = GSL::MultiFit::FdfSolver.fit(x, y, "lorentzian")
-y0 = coef[0]
-amp = coef[1]
-x0 = coef[2]
-b = coef[3]
-p coef
-p err
-GSL::graph(x, y, y0+amp/(GSL::pow_2(x-x0)+b))

data/examples/fit/multifit.rb

@@ -1,72 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-GSL::Rng.env_setup()
-
-r = GSL::Rng.alloc(GSL::Rng::DEFAULT)
-
-n = 19
-dim = 3
-X = GSL::Matrix.alloc(n, dim)
-y = GSL::Vector.alloc(n)
-w = GSL::Vector.alloc(n)
-
-file0 = "data.dat"
-file1 = "fit.dat"
-
-a = 0.1
-File.open(file0, "w") do |f|
-  for i in 0...n
-    y0 = Math::exp(a)
-    sigma = 0.1*y0
-    val = r.gaussian(sigma)
-    X[i,0] = 1.0
-    X[i,1] = a
-    X[i,2] = a*a
-    y[i] = y0 + val
-    w[i] = 1.0/(sigma*sigma)
-    f.printf("%g %g %g\n", a, y[i], sigma)
-    a += 0.1
-  end
-end
-
-c, cov, chisq, status = GSL::MultiFit.wlinear(X, w, y)
-
-printf("# best fit: Y = %g + %g X + %g X^2\n", c[0], c[1], c[2])
-printf("# covariance matrix:\n")
-printf("[ %+.5e, %+.5e, %+.5e\n", cov[0,0], cov[0,1], cov[0,2])
-printf("  %+.5e, %+.5e, %+.5e\n", cov[1,0], cov[1,1], cov[1,2])
-printf("  %+.5e, %+.5e, %+.5e ]\n", cov[2,0], cov[2,1], cov[2,2])
-printf("# chisq = %g\n", chisq)
-
-str = sprintf("%4.3f", c[0])
-if c[1] > 0.0
-  str += sprintf("+ %4.3f*x", c[1].abs)
-else
-  str += sprintf("- %4.3f*x", c[1].abs)
-end
-if c[2] > 0.0
-  str += sprintf("+ %4.3f*x*x", c[2].abs)
-else
-  str += sprintf("- %4.3f*x*x", c[2].abs)
-end
-
-func = GSL::Function.alloc { |x, params|
-  c0 = params[0]; c1 = params[1]; c2 = params[2]
-  c0 + x*(c1 + x*c2)
-}
-
-func.set_params(c)
-
-File.open(file1, "w") do |f|
-  x = 0
-  while x < 2
-    f.printf("%e %e\n", x, func.eval(x))
-    x += 0.01
-  end
-end
-
-system("graph -T X -C -g 3 -y 0 7 -L '#{str}' -I e -m -1 -S 4 data.dat -I a -m 2 -S 0 fit.dat")
-
-File.delete(file0)
-File.delete(file1)

data/examples/fit/ndlinear.rb

@@ -1,133 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-unless GSL::MultiFit.const_defined?("Ndlinear")
-  puts("The extension library NDLINEAR is not installed.")
-  exit()
-end
-
-N_DIM = 3
-N_SUM_R = 10
-N_SUM_THETA = 11
-N_SUM_PHI = 9
-R_MAX = 3.0
-
-def psi_real_exact(k, l, m, r, theta, phi)
-  rr = GSL::pow(r, l)*Math::exp(-r*r)*GSL::Sf::laguerre_n(k, l + 0.5, 2 * r * r)
-
-  tt = GSL::Sf::legendre_sphPlm(l, m, Math::cos(theta))
-
-  pp = Math::cos(m*phi)
-
-  rr*tt*pp
-end
-
-basis_r = Proc.new { |r, y, params|
-  params.eval(r, y)
-}
-
-basis_theta = Proc.new { |theta, y, params|
-  for i in 0...N_SUM_THETA do
-    y[i] = GSL::Sf::legendre_Pl(i, Math::cos(theta));
-  end
-}
-
-basis_phi = Proc.new { |phi, y, params|
-  for i in 0...N_SUM_PHI do
-    if i%2 == 0
-      y[i] = Math::cos(i*0.5*phi)
-    else
-      y[i] = Math::sin((i+1.0)*0.5*phi)
-    end
-  end
-}
-
-
-GSL::Rng::env_setup()
-
-k = 5
-l = 4
-m = 2
-
-NDATA = 3000
-
-N = [N_SUM_R, N_SUM_THETA, N_SUM_PHI]
-u = [basis_r, basis_theta, basis_phi]
-
-rng = GSL::Rng.alloc()
-
-bspline = GSL::BSpline.alloc(4, N_SUM_R - 2)
-bspline.knots_uniform(0.0, R_MAX)
-
-ndlinear = GSL::MultiFit::Ndlinear.alloc(N_DIM, N, u, bspline)
-multifit = GSL::MultiFit.alloc(NDATA, ndlinear.n_coeffs)
-vars = GSL::Matrix.alloc(NDATA, N_DIM)
-data = GSL::Vector.alloc(NDATA)
-
-
-for i in 0...NDATA do
-
-  r = rng.uniform()*R_MAX
-  theta = rng.uniform()*Math::PI
-  phi = rng.uniform()*2*Math::PI
-
-  psi = psi_real_exact(k, l, m, r, theta, phi)
-
-  dpsi = rng.gaussian(0.05*psi)
-
-  vars[i,0] = r
-  vars[i,1] = theta
-  vars[i,2] = phi
-
-  data[i] = psi + dpsi
-end
-
-#GSL::MultiFit::Ndlinear::design(vars, X, ndlinear)
-X = GSL::MultiFit::Ndlinear::design(vars, ndlinear)
-
-coeffs, cov, chisq, = GSL::MultiFit::linear(X, data, multifit)
-
-rsq = GSL::MultiFit::linear_Rsq(data, chisq)
-STDERR.printf("chisq = %e, Rsq = %f\n", chisq, rsq)
-
-eps_rms = 0.0
-volume = 0.0
-dr = 0.05;
-dtheta = 5.0 * Math::PI / 180.0
-dphi = 5.0 * Math::PI / 180.0
-x = GSL::Vector.alloc(N_DIM)
-
-r = 0.01
-while r < R_MAX do
-  theta = 0.0
-  while theta < Math::PI do
-    phi = 0.0
-    while phi < 2*Math::PI do
-      dV = r*r*Math::sin(theta)*dr*dtheta*dphi
-      x[0] = r
-      x[1] = theta
-      x[2] = phi
-
-      psi_model, err = GSL::MultiFit::Ndlinear.calc(x, coeffs, cov, ndlinear)
-      psi = psi_real_exact(k, l, m, r, theta, phi)
-      err = psi_model - psi
-      eps_rms += err * err * dV;
-      volume += dV;
-
-      if phi == 0.0
-         printf("%e %e %e %e\n", r, theta, psi, psi_model)
-      end
-
-      phi += dphi
-    end
-    theta += dtheta
-  end
-  printf("\n");
-
-  r += dr
-end
-
-eps_rms /= volume
-eps_rms = Math::sqrt(eps_rms)
-STDERR.printf("rms error over all parameter space = %e\n", eps_rms)
-

data/examples/fit/nonlinearfit.rb

@@ -1,89 +0,0 @@
-#!/usr/bin/env ruby
-require("gsl")
-
-FFF = GSL::Function.alloc { |t, params|
-  a = params[0]; lambda = params[1]; b = params[2]
-  a*Math::exp(-lambda*t) + b
-}
-
-procf = Proc.new { |x, t, y, sigma, f|
-  a = x[0]; lambda = x[1]; b = x[2]
-  FFF.set_params(x)
-  n = t.size
-  for i in 0...n do
-    yi = FFF.eval(t[i])
-    f[i] = (yi - y[i])/sigma[i]
-  end
-}
-
-procdf = Proc.new { |x, t, y, sigma, jac|
-  a = x[0]; lambda = x[1]
-  n = t.size
-  for i in 0...n do
-    ti = t[i]
-    si = sigma[i]
-    ei = Math::exp(-lambda*ti)
-    jac[i,0] = ei/si
-    jac[i,1] = -ti*a*ei/si
-    jac[i,2] = 1.0/si
-  end
-}
-
-n = 20
-np = 3
-
-f = GSL::MultiFit::Function_fdf.alloc(procf, procdf, np)
-
-r = GSL::Rng.alloc()
-t = GSL::Vector.alloc(n)
-y = GSL::Vector.alloc(n)
-sigma = GSL::Vector.alloc(n)
-File.open("expdata.dat", "w") do |fp|
-  for i in 0...n do
-    t[i] = i
-    y[i] = 1.0 + 5*Math::exp(-0.1*t[i]) + r.gaussian(0.2)
-    sigma[i] = 0.2
-    fp.printf("%d %g %g\n", t[i], y[i], sigma[i])
-#    fp.printf("%d %g\n", t[i], y[i])
-  end
-end
-
-f.set_data(t, y, sigma)
-x = GSL::Vector.alloc([1.0, 0.0, 0.0])
-
-solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMSDER, n, np)
-#solver = GSL::MultiFit::FdfSolver.alloc(GSL::MultiFit::FdfSolver::LMDER, n, np)
-solver.set(f, x)
-
-iter = 0
-solver.print_state(iter)
-begin
-  iter += 1
-  status = solver.iterate
-  solver.print_state(iter)
-  status = solver.test_delta(1e-4, 1e-4)
-end while status == GSL::CONTINUE and iter < 500
-
-covar = solver.covar(0.0)
-position = solver.position
-
-chi2 = GSL::pow_2(solver.f.dnrm2)
-dof = n - np
-printf("A      = %.5f +/- %.5f\n", position[0], Math::sqrt(chi2/dof*covar[0,0]))
-printf("lambda = %.5f +/- %.5f\n", position[1], Math::sqrt(chi2/dof*covar[1,1]))
-printf("b      = %.5f +/- %.5f\n", position[2], Math::sqrt(chi2/dof*covar[2,2]))
-
-str = sprintf("%4.3f*exp(-%4.3f*x)+%4.3f", position[0], position[1], position[2])
-
-FFF.set_params(position)
-x = 0
-File.open("fit.dat", "w") do |f|
-  while x < 40
-    f.printf("%e %e\n", x, FFF.eval(x))
-    x += 0.1
-  end
-end
-
-system("graph -T X -C -g 3 -L '#{str}' -X x -I e -m -1 -S 4 expdata.dat -I a -m 2 -S 0 fit.dat")
-#File.delete("expdata.dat")
-#File.delete("fit.dat")