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|
use strict;
use warnings;
{ no warnings 'once'; # pass info back to Makefile.PL
$PDL::Core::Dev::EXTRAS{$::PDLMOD}{OBJECT} .= join '', map " $::PDLBASE-$_\$(OBJ_EXT)", qw(FUNC);
}
pp_addpm({At=>'Top'},<<'EOD');
use strict;
use warnings;
=head1 NAME
PDL::GSL::DIFF - PDL interface to numerical differentiation routines in GSL
=head1 DESCRIPTION
This is an interface to the numerical differentiation package present in the
GNU Scientific Library.
=head1 SYNOPSIS
use PDL;
use PDL::GSL::DIFF;
my $x0 = 3.3;
my @res = gsldiff(\&myfunction,$x0);
# same as above:
@res = gsldiff(\&myfunction,$x0,{Method => 'central'});
# use only values greater than $x0 to get the derivative
@res = gsldiff(\&myfunction,$x0,{Method => 'forward'});
# use only values smaller than $x0 to get the derivative
@res = gsldiff(\&myfunction,$x0,{Method => 'backward'});
sub myfunction{
my ($x) = @_;
return $x**2;
}
=cut
EOD
pp_addpm({At=>'Bot'},<<'EOD'); # the rest of FUNCTIONS section
=head2 gsldiff
=for ref
This functions serves as an interface to the three differentiation
functions present in GSL: gsl_diff_central, gsl_diff_backward and
gsl_diff_forward. To compute the derivative, the central method uses
values greater and smaller than the point at which the derivative is
to be evaluated, while backward and forward use only values smaller
and greater respectively. gsldiff() returns both the derivative
and an absolute error estimate. The default method is 'central',
others can be specified by passing an option.
Please check the GSL documentation for more information.
=for usage
Usage:
($d,$abserr) = gsldiff($function_ref,$x,{Method => $method});
=for example
Example:
#derivative using default method ('central')
($d,$abserr) = gsldiff(\&myf,3.3);
#same as above with method set explicitly
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'central'});
#using backward & forward methods
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'backward'});
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'forward'});
sub myf{
my ($x) = @_;
return exp($x);
}
=head1 BUGS
Feedback is welcome. Log bugs in the PDL bug database (the
database is always linked from L<http://pdl.perl.org>).
=head1 SEE ALSO
L<PDL>
The GSL documentation is online at
http://www.gnu.org/software/gsl/manual/
=head1 AUTHOR
This file copyright (C) 2003 Andres Jordan <andresj@physics.rutgers.edu>
All rights reserved. There is no warranty. You are allowed to redistribute
this software documentation under certain conditions. For details, see the file
COPYING in the PDL distribution. If this file is separated from the
PDL distribution, the copyright notice should be included in the file.
The GSL differentiation routines were written by David Morrison.
=cut
EOD
pp_addhdr('
#include<stdio.h>
#include<gsl/gsl_math.h>
#include<gsl/gsl_diff.h>
#include <gsl/gsl_errno.h>
double FUNC(double x,void * p);
void set_funname(SV *fn);
');
pp_addpm('
sub gsldiff{
my $opt;
if (ref($_[$#_]) eq \'HASH\'){ $opt = pop @_; }
else{ $opt = {Method => \'central\'}; }
die \'Usage: gsldiff(function_ref, x, {Options} )\'
if $#_<1 || $#_>2;
my ($f,$x) = @_;
my ($res,$abserr);
if($$opt{Method}=~/cent/i){
($res,$abserr) = PDL::GSL::DIFF::diff_central($x,$f);
}
elsif($$opt{Method}=~/back/i){
($res,$abserr) = PDL::GSL::DIFF::diff_backward($x,$f);
}
elsif($$opt{Method}=~/forw/i){
($res,$abserr) = PDL::GSL::DIFF::diff_forward($x,$f);
}
else{
barf("Unknown differentiation method $$opt{Method} in gsldiff\n");
}
return ($res,$abserr);
}
');
pp_add_exported('gsldiff');
sub diff_func {
my ($which) = @_;
pp_def("diff_$which",
Pars => 'double x(); double [o] res(); double [o] abserr();',
OtherPars => 'SV* function;',
Doc => undef,
Code => <<EOF,
set_funname(\$COMP(function));
gsl_function F;
F.function = &FUNC;
F.params = 0;
gsl_diff_$which (&F, \$x(), \$P(res), \$P(abserr));
EOF
);
}
diff_func($_) for qw(central backward forward);
pp_add_boot('gsl_set_error_handler_off();
');
pp_done();
|
