From 197e88c3b56d28840217010a2871c6ea3a4dd1a4 Mon Sep 17 00:00:00 2001 From: Alberto Ruiz Date: Wed, 21 May 2014 10:30:55 +0200 Subject: update dependencies, move examples etc --- packages/hmatrix/src/Numeric/GSL/gsl-aux.c | 945 ----------------------------- 1 file changed, 945 deletions(-) delete mode 100644 packages/hmatrix/src/Numeric/GSL/gsl-aux.c (limited to 'packages/hmatrix/src/Numeric/GSL/gsl-aux.c') diff --git a/packages/hmatrix/src/Numeric/GSL/gsl-aux.c b/packages/hmatrix/src/Numeric/GSL/gsl-aux.c deleted file mode 100644 index ffc5c20..0000000 --- a/packages/hmatrix/src/Numeric/GSL/gsl-aux.c +++ /dev/null @@ -1,945 +0,0 @@ -#include - -#define RVEC(A) int A##n, double*A##p -#define RMAT(A) int A##r, int A##c, double* A##p -#define KRVEC(A) int A##n, const double*A##p -#define KRMAT(A) int A##r, int A##c, const double* A##p - -#define CVEC(A) int A##n, gsl_complex*A##p -#define CMAT(A) int A##r, int A##c, gsl_complex* A##p -#define KCVEC(A) int A##n, const gsl_complex*A##p -#define KCMAT(A) int A##r, int A##c, const gsl_complex* A##p - -#define FVEC(A) int A##n, float*A##p -#define FMAT(A) int A##r, int A##c, float* A##p -#define KFVEC(A) int A##n, const float*A##p -#define KFMAT(A) int A##r, int A##c, const float* A##p - -#define QVEC(A) int A##n, gsl_complex_float*A##p -#define QMAT(A) int A##r, int A##c, gsl_complex_float* A##p -#define KQVEC(A) int A##n, const gsl_complex_float*A##p -#define KQMAT(A) int A##r, int A##c, const gsl_complex_float* A##p - -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include -#include - -#define MACRO(B) do {B} while (0) -#define ERROR(CODE) MACRO(return CODE;) -#define REQUIRES(COND, CODE) MACRO(if(!(COND)) {ERROR(CODE);}) -#define OK return 0; - -#define MIN(A,B) ((A)<(B)?(A):(B)) -#define MAX(A,B) ((A)>(B)?(A):(B)) - -#ifdef DBG -#define DEBUGMSG(M) printf("*** calling aux C function: %s\n",M); -#else -#define DEBUGMSG(M) -#endif - -#define CHECK(RES,CODE) MACRO(if(RES) return CODE;) - -#ifdef DBG -#define DEBUGMAT(MSG,X) printf(MSG" = \n"); gsl_matrix_fprintf(stdout,X,"%f"); printf("\n"); -#else -#define DEBUGMAT(MSG,X) -#endif - -#ifdef DBG -#define DEBUGVEC(MSG,X) printf(MSG" = \n"); gsl_vector_fprintf(stdout,X,"%f"); printf("\n"); -#else -#define DEBUGVEC(MSG,X) -#endif - -#define DVVIEW(A) gsl_vector_view A = gsl_vector_view_array(A##p,A##n) -#define DMVIEW(A) gsl_matrix_view A = gsl_matrix_view_array(A##p,A##r,A##c) -#define CVVIEW(A) gsl_vector_complex_view A = gsl_vector_complex_view_array((double*)A##p,A##n) -#define CMVIEW(A) gsl_matrix_complex_view A = gsl_matrix_complex_view_array((double*)A##p,A##r,A##c) -#define KDVVIEW(A) gsl_vector_const_view A = gsl_vector_const_view_array(A##p,A##n) -#define KDMVIEW(A) gsl_matrix_const_view A = gsl_matrix_const_view_array(A##p,A##r,A##c) -#define KCVVIEW(A) gsl_vector_complex_const_view A = gsl_vector_complex_const_view_array((double*)A##p,A##n) -#define KCMVIEW(A) gsl_matrix_complex_const_view A = gsl_matrix_complex_const_view_array((double*)A##p,A##r,A##c) - -#define FVVIEW(A) gsl_vector_float_view A = gsl_vector_float_view_array(A##p,A##n) -#define FMVIEW(A) gsl_matrix_float_view A = gsl_matrix_float_view_array(A##p,A##r,A##c) -#define QVVIEW(A) gsl_vector_complex_float_view A = gsl_vector_float_complex_view_array((float*)A##p,A##n) -#define QMVIEW(A) gsl_matrix_complex_float_view A = gsl_matrix_float_complex_view_array((float*)A##p,A##r,A##c) -#define KFVVIEW(A) gsl_vector_float_const_view A = gsl_vector_float_const_view_array(A##p,A##n) -#define KFMVIEW(A) gsl_matrix_float_const_view A = gsl_matrix_float_const_view_array(A##p,A##r,A##c) -#define KQVVIEW(A) gsl_vector_complex_float_const_view A = gsl_vector_complex_float_const_view_array((float*)A##p,A##n) -#define KQMVIEW(A) gsl_matrix_complex_float_const_view A = gsl_matrix_complex_float_const_view_array((float*)A##p,A##r,A##c) - -#define V(a) (&a.vector) -#define M(a) (&a.matrix) - -#define GCVEC(A) int A##n, gsl_complex*A##p -#define KGCVEC(A) int A##n, const gsl_complex*A##p - -#define GQVEC(A) int A##n, gsl_complex_float*A##p -#define KGQVEC(A) int A##n, const gsl_complex_float*A##p - -#define BAD_SIZE 2000 -#define BAD_CODE 2001 -#define MEM 2002 -#define BAD_FILE 2003 - - -void no_abort_on_error() { - gsl_set_error_handler_off(); -} - - - -int fft(int code, KCVEC(X), CVEC(R)) { - REQUIRES(Xn == Rn,BAD_SIZE); - DEBUGMSG("fft"); - int s = Xn; - gsl_fft_complex_wavetable * wavetable = gsl_fft_complex_wavetable_alloc (s); - gsl_fft_complex_workspace * workspace = gsl_fft_complex_workspace_alloc (s); - gsl_vector_const_view X = gsl_vector_const_view_array((double*)Xp, 2*Xn); - gsl_vector_view R = gsl_vector_view_array((double*)Rp, 2*Rn); - gsl_blas_dcopy(&X.vector,&R.vector); - if(code==0) { - gsl_fft_complex_forward ((double*)Rp, 1, s, wavetable, workspace); - } else { - gsl_fft_complex_inverse ((double*)Rp, 1, s, wavetable, workspace); - } - gsl_fft_complex_wavetable_free (wavetable); - gsl_fft_complex_workspace_free (workspace); - OK -} - - -int deriv(int code, double f(double, void*), double x, double h, double * result, double * abserr) -{ - gsl_function F; - F.function = f; - F.params = 0; - - if(code==0) return gsl_deriv_central (&F, x, h, result, abserr); - - if(code==1) return gsl_deriv_forward (&F, x, h, result, abserr); - - if(code==2) return gsl_deriv_backward (&F, x, h, result, abserr); - - return 0; -} - - -int integrate_qng(double f(double, void*), double a, double b, double aprec, double prec, - double *result, double*error) { - DEBUGMSG("integrate_qng"); - gsl_function F; - F.function = f; - F.params = NULL; - size_t neval; - int res = gsl_integration_qng (&F, a,b, aprec, prec, result, error, &neval); - CHECK(res,res); - OK -} - -int integrate_qags(double f(double,void*), double a, double b, double aprec, double prec, int w, - double *result, double* error) { - DEBUGMSG("integrate_qags"); - gsl_integration_workspace * wk = gsl_integration_workspace_alloc (w); - gsl_function F; - F.function = f; - F.params = NULL; - int res = gsl_integration_qags (&F, a,b, aprec, prec, w,wk, result, error); - CHECK(res,res); - gsl_integration_workspace_free (wk); - OK -} - -int integrate_qagi(double f(double,void*), double aprec, double prec, int w, - double *result, double* error) { - DEBUGMSG("integrate_qagi"); - gsl_integration_workspace * wk = gsl_integration_workspace_alloc (w); - gsl_function F; - F.function = f; - F.params = NULL; - int res = gsl_integration_qagi (&F, aprec, prec, w,wk, result, error); - CHECK(res,res); - gsl_integration_workspace_free (wk); - OK -} - - -int integrate_qagiu(double f(double,void*), double a, double aprec, double prec, int w, - double *result, double* error) { - DEBUGMSG("integrate_qagiu"); - gsl_integration_workspace * wk = gsl_integration_workspace_alloc (w); - gsl_function F; - F.function = f; - F.params = NULL; - int res = gsl_integration_qagiu (&F, a, aprec, prec, w,wk, result, error); - CHECK(res,res); - gsl_integration_workspace_free (wk); - OK -} - - -int integrate_qagil(double f(double,void*), double b, double aprec, double prec, int w, - double *result, double* error) { - DEBUGMSG("integrate_qagil"); - gsl_integration_workspace * wk = gsl_integration_workspace_alloc (w); - gsl_function F; - F.function = f; - F.params = NULL; - int res = gsl_integration_qagil (&F, b, aprec, prec, w,wk, result, error); - CHECK(res,res); - gsl_integration_workspace_free (wk); - OK -} - -int integrate_cquad(double f(double,void*), double a, double b, double aprec, double prec, - int w, double *result, double* error, int *neval) { - DEBUGMSG("integrate_cquad"); - gsl_integration_cquad_workspace * wk = gsl_integration_cquad_workspace_alloc (w); - gsl_function F; - F.function = f; - F.params = NULL; - size_t * sneval = NULL; - int res = gsl_integration_cquad (&F, a, b, aprec, prec, wk, result, error, sneval); - *neval = *sneval; - CHECK(res,res); - gsl_integration_cquad_workspace_free (wk); - OK -} - - -int polySolve(KRVEC(a), CVEC(z)) { - DEBUGMSG("polySolve"); - REQUIRES(an>1,BAD_SIZE); - gsl_poly_complex_workspace * w = gsl_poly_complex_workspace_alloc (an); - int res = gsl_poly_complex_solve ((double*)ap, an, w, (double*)zp); - CHECK(res,res); - gsl_poly_complex_workspace_free (w); - OK; -} - -int vector_fscanf(char*filename, RVEC(a)) { - DEBUGMSG("gsl_vector_fscanf"); - DVVIEW(a); - FILE * f = fopen(filename,"r"); - CHECK(!f,BAD_FILE); - int res = gsl_vector_fscanf(f,V(a)); - CHECK(res,res); - fclose (f); - OK -} - -int vector_fprintf(char*filename, char*fmt, RVEC(a)) { - DEBUGMSG("gsl_vector_fprintf"); - DVVIEW(a); - FILE * f = fopen(filename,"w"); - CHECK(!f,BAD_FILE); - int res = gsl_vector_fprintf(f,V(a),fmt); - CHECK(res,res); - fclose (f); - OK -} - -int vector_fread(char*filename, RVEC(a)) { - DEBUGMSG("gsl_vector_fread"); - DVVIEW(a); - FILE * f = fopen(filename,"r"); - CHECK(!f,BAD_FILE); - int res = gsl_vector_fread(f,V(a)); - CHECK(res,res); - fclose (f); - OK -} - -int vector_fwrite(char*filename, RVEC(a)) { - DEBUGMSG("gsl_vector_fwrite"); - DVVIEW(a); - FILE * f = fopen(filename,"w"); - CHECK(!f,BAD_FILE); - int res = gsl_vector_fwrite(f,V(a)); - CHECK(res,res); - fclose (f); - OK -} - -int matrix_fprintf(char*filename, char*fmt, int ro, RMAT(m)) { - DEBUGMSG("matrix_fprintf"); - FILE * f = fopen(filename,"w"); - CHECK(!f,BAD_FILE); - int i,j,sr,sc; - if (ro==1) { sr = mc; sc = 1;} else { sr = 1; sc = mr;} - #define AT(M,r,c) (M##p[(r)*sr+(c)*sc]) - for (i=0; isize,sizeof(double)); - int k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - double res = f(x->size,p); - free(p); - return res; -} - -double only_f_aux_root(double x, void *pars); -int uniMinimize(int method, double f(double), - double epsrel, int maxit, double min, - double xl, double xu, RMAT(sol)) { - REQUIRES(solr == maxit && solc == 4,BAD_SIZE); - DEBUGMSG("minimize_only_f"); - gsl_function my_func; - my_func.function = only_f_aux_root; - my_func.params = f; - size_t iter = 0; - int status; - const gsl_min_fminimizer_type *T; - gsl_min_fminimizer *s; - // Starting point - switch(method) { - case 0 : {T = gsl_min_fminimizer_goldensection; break; } - case 1 : {T = gsl_min_fminimizer_brent; break; } - case 2 : {T = gsl_min_fminimizer_quad_golden; break; } - default: ERROR(BAD_CODE); - } - s = gsl_min_fminimizer_alloc (T); - gsl_min_fminimizer_set (s, &my_func, min, xl, xu); - do { - double current_min, current_lo, current_hi; - status = gsl_min_fminimizer_iterate (s); - current_min = gsl_min_fminimizer_x_minimum (s); - current_lo = gsl_min_fminimizer_x_lower (s); - current_hi = gsl_min_fminimizer_x_upper (s); - solp[iter*solc] = iter + 1; - solp[iter*solc+1] = current_min; - solp[iter*solc+2] = current_lo; - solp[iter*solc+3] = current_hi; - iter++; - if (status) /* check if solver is stuck */ - break; - - status = - gsl_min_test_interval (current_lo, current_hi, 0, epsrel); - } - while (status == GSL_CONTINUE && iter < maxit); - int i; - for (i=iter; ifval; - solp[iter*solc+2] = size; - - int k; - for(k=0;kx,k); - } - iter++; - if (status) break; - status = gsl_multimin_test_size (size, tolsize); - } while (status == GSL_CONTINUE && iter < maxit); - int i,j; - for (i=iter; isize,sizeof(double)); - int k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - double res = fdf->f(x->size,p); - free(p); - return res; -} - - -void df_aux_min(const gsl_vector * x, void * pars, gsl_vector * g) { - Tfdf * fdf = ((Tfdf*) pars); - double* p = (double*)calloc(x->size,sizeof(double)); - double* q = (double*)calloc(g->size,sizeof(double)); - int k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - - fdf->df(x->size,p,g->size,q); - - for(k=0;ksize;k++) { - gsl_vector_set(g,k,q[k]); - } - free(p); - free(q); -} - -void fdf_aux_min(const gsl_vector * x, void * pars, double * f, gsl_vector * g) { - *f = f_aux_min(x,pars); - df_aux_min(x,pars,g); -} - - -int minimizeD(int method, double f(int, double*), int df(int, double*, int, double*), - double initstep, double minimpar, double tolgrad, int maxit, - KRVEC(xi), RMAT(sol)) { - REQUIRES(solr == maxit && solc == 2+xin,BAD_SIZE); - DEBUGMSG("minimizeWithDeriv (conjugate_fr)"); - gsl_multimin_function_fdf my_func; - // extract function from pars - my_func.f = f_aux_min; - my_func.df = df_aux_min; - my_func.fdf = fdf_aux_min; - my_func.n = xin; - Tfdf stfdf; - stfdf.f = f; - stfdf.df = df; - my_func.params = &stfdf; - size_t iter = 0; - int status; - const gsl_multimin_fdfminimizer_type *T; - gsl_multimin_fdfminimizer *s = NULL; - // Starting point - KDVVIEW(xi); - // conjugate gradient fr - switch(method) { - case 0 : {T = gsl_multimin_fdfminimizer_conjugate_fr; break; } - case 1 : {T = gsl_multimin_fdfminimizer_conjugate_pr; break; } - case 2 : {T = gsl_multimin_fdfminimizer_vector_bfgs; break; } - case 3 : {T = gsl_multimin_fdfminimizer_vector_bfgs2; break; } - case 4 : {T = gsl_multimin_fdfminimizer_steepest_descent; break; } - default: ERROR(BAD_CODE); - } - s = gsl_multimin_fdfminimizer_alloc (T, my_func.n); - gsl_multimin_fdfminimizer_set (s, &my_func, V(xi), initstep, minimpar); - do { - status = gsl_multimin_fdfminimizer_iterate (s); - solp[iter*solc+0] = iter+1; - solp[iter*solc+1] = s->f; - int k; - for(k=0;kx,k); - } - iter++; - if (status) break; - status = gsl_multimin_test_gradient (s->gradient, tolgrad); - } while (status == GSL_CONTINUE && iter < maxit); - int i,j; - for (i=iter; if)(x); -} - -double jf_aux_uni(double x, void * pars) { - uniTfjf * fjf = ((uniTfjf*) pars); - return (fjf->jf)(x); -} - -void fjf_aux_uni(double x, void * pars, double * f, double * g) { - *f = f_aux_uni(x,pars); - *g = jf_aux_uni(x,pars); -} - -int rootj(int method, double f(double), - double df(double), - double epsrel, int maxit, - double x, RMAT(sol)) { - REQUIRES(solr == maxit && solc == 2,BAD_SIZE); - DEBUGMSG("root_fjf"); - gsl_function_fdf my_func; - // extract function from pars - my_func.f = f_aux_uni; - my_func.df = jf_aux_uni; - my_func.fdf = fjf_aux_uni; - uniTfjf stfjf; - stfjf.f = f; - stfjf.jf = df; - my_func.params = &stfjf; - size_t iter = 0; - int status; - const gsl_root_fdfsolver_type *T; - gsl_root_fdfsolver *s; - // Starting point - switch(method) { - case 0 : {T = gsl_root_fdfsolver_newton;; break; } - case 1 : {T = gsl_root_fdfsolver_secant; break; } - case 2 : {T = gsl_root_fdfsolver_steffenson; break; } - default: ERROR(BAD_CODE); - } - s = gsl_root_fdfsolver_alloc (T); - - gsl_root_fdfsolver_set (s, &my_func, x); - - do { - double x0; - status = gsl_root_fdfsolver_iterate (s); - x0 = x; - x = gsl_root_fdfsolver_root(s); - solp[iter*solc+0] = iter+1; - solp[iter*solc+1] = x; - - iter++; - if (status) /* check if solver is stuck */ - break; - - status = - gsl_root_test_delta (x, x0, 0, epsrel); - } - while (status == GSL_CONTINUE && iter < maxit); - - int i; - for (i=iter; isize,sizeof(double)); - double* q = (double*)calloc(y->size,sizeof(double)); - int k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - f(x->size,p,y->size,q); - for(k=0;ksize;k++) { - gsl_vector_set(y,k,q[k]); - } - free(p); - free(q); - return 0; //hmmm -} - -int multiroot(int method, void f(int, double*, int, double*), - double epsabs, int maxit, - KRVEC(xi), RMAT(sol)) { - REQUIRES(solr == maxit && solc == 1+2*xin,BAD_SIZE); - DEBUGMSG("root_only_f"); - gsl_multiroot_function my_func; - // extract function from pars - my_func.f = only_f_aux_multiroot; - my_func.n = xin; - my_func.params = f; - size_t iter = 0; - int status; - const gsl_multiroot_fsolver_type *T; - gsl_multiroot_fsolver *s; - // Starting point - KDVVIEW(xi); - switch(method) { - case 0 : {T = gsl_multiroot_fsolver_hybrids;; break; } - case 1 : {T = gsl_multiroot_fsolver_hybrid; break; } - case 2 : {T = gsl_multiroot_fsolver_dnewton; break; } - case 3 : {T = gsl_multiroot_fsolver_broyden; break; } - default: ERROR(BAD_CODE); - } - s = gsl_multiroot_fsolver_alloc (T, my_func.n); - gsl_multiroot_fsolver_set (s, &my_func, V(xi)); - - do { - status = gsl_multiroot_fsolver_iterate (s); - - solp[iter*solc+0] = iter+1; - - int k; - for(k=0;kx,k); - } - for(k=xin;k<2*xin;k++) { - solp[iter*solc+k+1] = gsl_vector_get(s->f,k-xin); - } - - iter++; - if (status) /* check if solver is stuck */ - break; - - status = - gsl_multiroot_test_residual (s->f, epsabs); - } - while (status == GSL_CONTINUE && iter < maxit); - - int i,j; - for (i=iter; isize,sizeof(double)); - double* q = (double*)calloc(y->size,sizeof(double)); - int k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - (fjf->f)(x->size,p,y->size,q); - for(k=0;ksize;k++) { - gsl_vector_set(y,k,q[k]); - } - free(p); - free(q); - return 0; -} - -int jf_aux(const gsl_vector * x, void * pars, gsl_matrix * jac) { - Tfjf * fjf = ((Tfjf*) pars); - double* p = (double*)calloc(x->size,sizeof(double)); - double* q = (double*)calloc((jac->size1)*(jac->size2),sizeof(double)); - int i,j,k; - for(k=0;ksize;k++) { - p[k] = gsl_vector_get(x,k); - } - - (fjf->jf)(x->size,p,jac->size1,jac->size2,q); - - k=0; - for(i=0;isize1;i++) { - for(j=0;jsize2;j++){ - gsl_matrix_set(jac,i,j,q[k++]); - } - } - free(p); - free(q); - return 0; -} - -int fjf_aux(const gsl_vector * x, void * pars, gsl_vector * f, gsl_matrix * g) { - f_aux(x,pars,f); - jf_aux(x,pars,g); - return 0; -} - -int multirootj(int method, int f(int, double*, int, double*), - int jac(int, double*, int, int, double*), - double epsabs, int maxit, - KRVEC(xi), RMAT(sol)) { - REQUIRES(solr == maxit && solc == 1+2*xin,BAD_SIZE); - DEBUGMSG("root_fjf"); - gsl_multiroot_function_fdf my_func; - // extract function from pars - my_func.f = f_aux; - my_func.df = jf_aux; - my_func.fdf = fjf_aux; - my_func.n = xin; - Tfjf stfjf; - stfjf.f = f; - stfjf.jf = jac; - my_func.params = &stfjf; - size_t iter = 0; - int status; - const gsl_multiroot_fdfsolver_type *T; - gsl_multiroot_fdfsolver *s; - // Starting point - KDVVIEW(xi); - switch(method) { - case 0 : {T = gsl_multiroot_fdfsolver_hybridsj;; break; } - case 1 : {T = gsl_multiroot_fdfsolver_hybridj; break; } - case 2 : {T = gsl_multiroot_fdfsolver_newton; break; } - case 3 : {T = gsl_multiroot_fdfsolver_gnewton; break; } - default: ERROR(BAD_CODE); - } - s = gsl_multiroot_fdfsolver_alloc (T, my_func.n); - - gsl_multiroot_fdfsolver_set (s, &my_func, V(xi)); - - do { - status = gsl_multiroot_fdfsolver_iterate (s); - - solp[iter*solc+0] = iter+1; - - int k; - for(k=0;kx,k); - } - for(k=xin;k<2*xin;k++) { - solp[iter*solc+k+1] = gsl_vector_get(s->f,k-xin); - } - - iter++; - if (status) /* check if solver is stuck */ - break; - - status = - gsl_multiroot_test_residual (s->f, epsabs); - } - while (status == GSL_CONTINUE && iter < maxit); - - int i,j; - for (i=iter; if); - - int k; - for(k=0;kx,k); - } - - iter++; - if (status) /* check if solver is stuck */ - break; - - status = gsl_multifit_test_delta (s->dx, s->x, epsabs, epsrel); - } - while (status == GSL_CONTINUE && iter < maxit); - - int i,j; - for (i=iter; iJ, 0.0, M(cov)); - - gsl_multifit_fdfsolver_free (s); - OK -} - - -////////////////////////////////////////////////////// - - -#define RAN(C,F) case C: { for(k=0;k