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/*
multimin.c
Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
(C) Copyright 2004 by Yoshiki Tsunesada
Ruby/GSL is free software: you can redistribute it and/or modify it
under the terms of the GNU General Public License.
This library is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY.
*/
#include "rb_gsl.h"
#include "rb_gsl_array.h"
#include "rb_gsl_function.h"
#include <gsl/gsl_multimin.h>
#ifndef CHECK_MULTIMIN_FUNCTION
#define CHECK_MULTIMIN_FUNCTION(x) if(CLASS_OF(x)!=cgsl_multimin_function)\
rb_raise(rb_eTypeError,\
"wrong argument type %s (GSL::MultiMin::Function expected)",\
rb_class2name(CLASS_OF(x)));
#endif
#ifndef CHECK_MULTIMIN_FUNCTION_FDF
#define CHECK_MULTIMIN_FUNCTION_FDF(x) if(CLASS_OF(x)!=cgsl_multimin_function_fdf)\
rb_raise(rb_eTypeError,\
"wrong argument type %s (GSL::MultiMin::Function_fdf expected)",\
rb_class2name(CLASS_OF(x)));
#endif
VALUE cgsl_multimin_function_fdf; /* Used also in multimin_fsdf.c */
static VALUE cgsl_multimin_function;
enum {
GSL_FDFMINIMIZER_CONJUGATE_FR,
GSL_FDFMINIMIZER_CONJUGATE_PR,
GSL_FDFMINIMIZER_VECTOR_BFGS,
GSL_FDFMINIMIZER_STEEPEST_DESCENT,
GSL_FMINIMIZER_NMSIMPLEX,
#ifdef GSL_1_9_LATER
GSL_FDFMINIMIZER_VECTOR_BFGS2,
#endif
#ifdef GSL_1_13_LATER
GSL_FMINIMIZER_NMSIMPLEX2RAND,
#endif
};
static const gsl_multimin_fdfminimizer_type* get_fdfminimizer_type(VALUE t);
#ifdef GSL_1_3_LATER
static const gsl_multimin_fminimizer_type* get_fminimizer_type(VALUE t);
#endif
static void define_const();
static void gsl_multimin_function_free(gsl_multimin_function *f);
static double rb_gsl_multimin_function_f(const gsl_vector *x, void *p);
static void set_function(int i, VALUE *argv, gsl_multimin_function *F);
static void gsl_multimin_function_fdf_free(gsl_multimin_function_fdf *f);
double rb_gsl_multimin_function_fdf_f(const gsl_vector *x, void *p);
void rb_gsl_multimin_function_fdf_df(const gsl_vector *x, void *p,
gsl_vector *g);
void rb_gsl_multimin_function_fdf_fdf(const gsl_vector *x, void *p,
double *f, gsl_vector *g);
static void set_function_fdf(int i, VALUE *argv, gsl_multimin_function_fdf *F);
/*** multimin_funcion ***/
static void gsl_multimin_function_mark(gsl_multimin_function *F);
static void gsl_multimin_function_fdf_mark(gsl_multimin_function_fdf *F);
static void gsl_multimin_function_mark(gsl_multimin_function *F)
{
rb_gc_mark((VALUE) F->params);
}
static void gsl_multimin_function_fdf_mark(gsl_multimin_function_fdf *F)
{
rb_gc_mark((VALUE) F->params);
}
static VALUE rb_gsl_multimin_function_new(int argc, VALUE *argv, VALUE klass)
{
gsl_multimin_function *F = NULL;
VALUE ary;
size_t i;
F = ALLOC(gsl_multimin_function);
F->f = &rb_gsl_multimin_function_f;
ary = rb_ary_new2(2);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
if (rb_block_given_p()) rb_ary_store(ary, 0, RB_GSL_MAKE_PROC);
else rb_ary_store(ary, 0, Qnil);
rb_ary_store(ary, 1, Qnil);
switch (argc) {
case 0:
break;
case 1:
set_function(0, argv, F);
break;
case 2:
case 3:
for (i = 0; i < argc; i++) set_function(i, argv, F);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments");
}
return Data_Wrap_Struct(klass, gsl_multimin_function_mark, gsl_multimin_function_free, F);
}
static void gsl_multimin_function_free(gsl_multimin_function *f)
{
free((gsl_multimin_function *) f);
}
static VALUE rb_gsl_multimin_function_n(VALUE obj)
{
gsl_multimin_function *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function, F);
return INT2FIX(F->n);
}
static double rb_gsl_multimin_function_f(const gsl_vector *x, void *p)
{
VALUE vx, vp, proc, result;
vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x);
proc = rb_ary_entry((VALUE) p, 0);
vp = rb_ary_entry((VALUE) p, 1);
if (NIL_P(vp)) result = rb_funcall(proc, RBGSL_ID_call, 1, vx);
else result = rb_funcall(proc, RBGSL_ID_call, 2, vx, vp);
return NUM2DBL(result);
}
static VALUE rb_gsl_multimin_function_eval(VALUE obj, VALUE vx)
{
gsl_multimin_function *F = NULL;
VALUE vp, proc, ary, result;
Data_Get_Struct(obj, gsl_multimin_function, F);
ary = (VALUE) F->params;
proc = rb_ary_entry(ary, 0);
vp = rb_ary_entry(ary, 1);
if (NIL_P(vp)) result = rb_funcall(proc, RBGSL_ID_call, 1, vx);
else result = rb_funcall(proc, RBGSL_ID_call, 2, vx, vp);
return result;
}
static void set_function(int i, VALUE *argv, gsl_multimin_function *F)
{
VALUE ary;
ary = (VALUE) F->params;
if (TYPE(argv[i]) == T_FIXNUM) F->n = FIX2INT(argv[i]);
else if (rb_obj_is_kind_of(argv[i], rb_cProc))
rb_ary_store(ary, 0, argv[i]);
else if (TYPE(argv[i]) == T_ARRAY || rb_obj_is_kind_of(argv[i], cgsl_vector)
|| TYPE(argv[i]) == T_FIXNUM || TYPE(argv[i]) == T_FLOAT) {
rb_ary_store(ary, 1, argv[i]);
} else {
rb_raise(rb_eTypeError, "wrong type of argument %d (Fixnum or Proc)", i);
}
}
static VALUE rb_gsl_multimin_function_set_f(int argc, VALUE *argv, VALUE obj)
{
gsl_multimin_function *F = NULL;
VALUE ary;
size_t i;
Data_Get_Struct(obj, gsl_multimin_function, F);
ary = (VALUE) F->params;
if (rb_block_given_p()) rb_ary_store(ary, 0, RB_GSL_MAKE_PROC);
switch (argc) {
case 1:
set_function(0, argv, F);
break;
case 2:
case 3:
for (i = 0; i < argc; i++) set_function(i, argv, F);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments");
}
return obj;
}
static VALUE rb_gsl_multimin_function_set_params(int argc, VALUE *argv, VALUE obj)
{
gsl_multimin_function *F = NULL;
VALUE ary, ary2;
size_t i;
if (argc == 0) return obj;
Data_Get_Struct(obj, gsl_multimin_function, F);
if (F->params == NULL) {
ary = rb_ary_new2(4);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
} else {
ary = (VALUE) F->params;
}
if (argc == 1) rb_ary_store(ary, 1, argv[0]);
else {
ary2 = rb_ary_new2(argc);
for (i = 0; i < argc; i++) rb_ary_store(ary2, i, argv[i]);
rb_ary_store(ary, 1, ary2);
}
return obj;
}
static VALUE rb_gsl_multimin_function_params(VALUE obj)
{
gsl_multimin_function *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function, F);
return rb_ary_entry((VALUE) F->params, 1);
}
/*** multimin_function_fdf ***/
static void set_function_fdf(int argc, VALUE *argv, gsl_multimin_function_fdf *F);
static VALUE rb_gsl_multimin_function_fdf_new(int argc, VALUE *argv, VALUE klass)
{
gsl_multimin_function_fdf *F = NULL;
VALUE ary;
F = ALLOC(gsl_multimin_function_fdf);
F->f = &rb_gsl_multimin_function_fdf_f;
F->df = &rb_gsl_multimin_function_fdf_df;
F->fdf = &rb_gsl_multimin_function_fdf_fdf;
ary = rb_ary_new2(4);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
rb_ary_store(ary, 2, Qnil);
rb_ary_store(ary, 3, Qnil);
set_function_fdf(argc, argv, F);
return Data_Wrap_Struct(klass, gsl_multimin_function_fdf_mark, gsl_multimin_function_fdf_free, F);
}
static void gsl_multimin_function_fdf_free(gsl_multimin_function_fdf *f)
{
free((gsl_multimin_function_fdf *) f);
}
static VALUE rb_gsl_multimin_function_fdf_n(VALUE obj)
{
gsl_multimin_function_fdf *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function_fdf, F);
return INT2FIX(F->n);
}
static void set_function_fdf(int argc, VALUE *argv, gsl_multimin_function_fdf *F)
{
VALUE ary;
if (F->params == NULL) {
ary = rb_ary_new2(4);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
} else {
ary = (VALUE) F->params;
}
switch (argc) {
case 1:
if (TYPE(argv[0]) != T_FIXNUM) rb_raise(rb_eTypeError, "Fixnum expected");
F->n = FIX2INT(argv[0]);
break;
case 2:
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
rb_ary_store(ary, 2, Qnil);
break;
case 3:
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
if (TYPE(argv[2]) == T_FIXNUM) {
F->n = FIX2INT(argv[2]);
rb_ary_store(ary, 2, Qnil);
} else {
rb_ary_store(ary, 2, argv[2]);
}
break;
case 4:
case 5:
if (TYPE(argv[0]) == T_FIXNUM) {
F->n = FIX2INT(argv[0]);
rb_ary_store(ary, 0, argv[1]);
rb_ary_store(ary, 1, argv[2]);
rb_ary_store(ary, 2, argv[3]);
} else {
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
rb_ary_store(ary, 2, argv[2]);
F->n = FIX2INT(argv[3]);
}
if (argc == 5) rb_ary_store(ary, 3, argv[4]);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments (1, 3, or 4)");
}
}
static VALUE rb_gsl_multimin_function_fdf_set_procs(int argc, VALUE *argv, VALUE obj)
{
VALUE ary;
gsl_multimin_function_fdf *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function_fdf, F);
if (F->params == NULL) {
ary = rb_ary_new2(4);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
} else {
ary = (VALUE) F->params;
}
switch (argc) {
case 2:
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
rb_ary_store(ary, 2, Qnil);
break;
case 3:
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
if (TYPE(argv[2]) == T_FIXNUM) {
F->n = FIX2INT(argv[2]);
rb_ary_store(ary, 2, Qnil);
} else {
rb_ary_store(ary, 2, argv[2]);
}
break;
case 4:
case 5:
if (TYPE(argv[0]) == T_FIXNUM) {
F->n = FIX2INT(argv[0]);
rb_ary_store(ary, 0, argv[1]);
rb_ary_store(ary, 1, argv[2]);
rb_ary_store(ary, 2, argv[3]);
} else {
rb_ary_store(ary, 0, argv[0]);
rb_ary_store(ary, 1, argv[1]);
rb_ary_store(ary, 2, argv[2]);
F->n = FIX2INT(argv[3]);
}
if (argc == 5) rb_ary_store(ary, 3, argv[4]);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments (2, 3, or 4)");
}
return obj;
}
static VALUE rb_gsl_multimin_function_fdf_set_params(int argc, VALUE *argv, VALUE obj)
{
gsl_multimin_function_fdf *F = NULL;
VALUE ary, ary2;
size_t i;
if (argc == 0) return obj;
Data_Get_Struct(obj, gsl_multimin_function_fdf, F);
if (F->params == NULL) {
ary = rb_ary_new2(4);
/* (VALUE) F->params = ary;*/
F->params = (void *) ary;
} else {
ary = (VALUE) F->params;
}
if (argc == 1) {
rb_ary_store(ary, 3, argv[0]);
} else {
ary2 = rb_ary_new2(argc);
for (i = 0; i < argc; i++) rb_ary_store(ary2, i, argv[i]);
rb_ary_store(ary, 3, ary2);
}
return obj;
}
static VALUE rb_gsl_multimin_function_fdf_set(int argc, VALUE *argv, VALUE obj)
{
gsl_multimin_function_fdf *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function_fdf, F);
set_function_fdf(argc, argv, F);
return obj;
}
double rb_gsl_multimin_function_fdf_f(const gsl_vector *x, void *p)
{
VALUE vx, proc, vp, result, ary;
vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x);
ary = (VALUE) p;
proc = rb_ary_entry(ary, 0);
vp = rb_ary_entry(ary, RARRAY_LEN(ary)-1);
if (NIL_P(vp)) result = rb_funcall(proc, RBGSL_ID_call, 1, vx);
else result = rb_funcall(proc, RBGSL_ID_call, 2, vx, vp);
return NUM2DBL(result);
}
void rb_gsl_multimin_function_fdf_df(const gsl_vector *x, void *p,
gsl_vector *g)
{
VALUE vx, vg, proc, vp, ary;
vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x);
vg = Data_Wrap_Struct(cgsl_vector, 0, NULL, g);
ary = (VALUE) p;
proc = rb_ary_entry(ary, 1);
vp = rb_ary_entry(ary, RARRAY_LEN(ary)-1);
if (NIL_P(vp)) {
rb_funcall(proc, RBGSL_ID_call, 2, vx, vg);
} else {
rb_funcall(proc, RBGSL_ID_call, 3, vx, vp, vg);
}
}
void rb_gsl_multimin_function_fdf_fdf(const gsl_vector *x, void *p,
double *f, gsl_vector *g)
{
VALUE vx, vg, proc_f, proc_df, vp, ary, result;
vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x);
vg = Data_Wrap_Struct(cgsl_vector, 0, NULL, g);
ary = (VALUE) p;
proc_f = rb_ary_entry(ary, 0);
proc_df = rb_ary_entry(ary, 1);
vp = rb_ary_entry(ary, RARRAY_LEN(ary)-1);
if (NIL_P(vp)) {
result = rb_funcall(proc_f, RBGSL_ID_call, 1, vx);
rb_funcall(proc_df, RBGSL_ID_call, 2, vx, vg);
} else {
result = rb_funcall(proc_f, RBGSL_ID_call, 2, vx, vp);
rb_funcall(proc_df, RBGSL_ID_call, 3, vx, vp, vg);
}
*f = NUM2DBL(result);
}
static VALUE rb_gsl_multimin_function_fdf_params(VALUE obj)
{
gsl_multimin_function_fdf *F = NULL;
Data_Get_Struct(obj, gsl_multimin_function_fdf, F);
return rb_ary_entry((VALUE) F->params, 3);
}
/****************/
static void define_const(VALUE klass1, VALUE klass2)
{
rb_define_const(klass1,
"CONJUGATE_FR", INT2FIX(GSL_FDFMINIMIZER_CONJUGATE_FR));
rb_define_const(klass1,
"CONJUGATE_PR", INT2FIX(GSL_FDFMINIMIZER_CONJUGATE_PR));
rb_define_const(klass1,
"VECTOR_BFGS", INT2FIX(GSL_FDFMINIMIZER_VECTOR_BFGS));
rb_define_const(klass1,
"STEEPEST_DESCENT", INT2FIX(GSL_FDFMINIMIZER_STEEPEST_DESCENT));
#ifdef GSL_1_3_LATER
rb_define_const(klass2,
"NMSIMPLEX", INT2FIX(GSL_FMINIMIZER_NMSIMPLEX));
#endif
#ifdef GSL_1_9_LATER
rb_define_const(klass1,
"VECTOR_BFGS2", INT2FIX(GSL_FDFMINIMIZER_VECTOR_BFGS2));
#endif
#ifdef GSL_1_13_LATER
rb_define_const(klass2,
"NMSIMPLEX2RAND", INT2FIX(GSL_FMINIMIZER_NMSIMPLEX2RAND));
#endif
}
static const gsl_multimin_fdfminimizer_type* get_fdfminimizer_type(VALUE t)
{
char name[64];
switch (TYPE(t)) {
case T_STRING:
strcpy(name, STR2CSTR(t));
if (str_tail_grep(name, "conjugate_fr") == 0)
return gsl_multimin_fdfminimizer_conjugate_fr;
else if (str_tail_grep(name, "conjugate_pr") == 0)
return gsl_multimin_fdfminimizer_conjugate_pr;
else if (str_tail_grep(name, "vector_bfgs") == 0)
return gsl_multimin_fdfminimizer_vector_bfgs;
else if (str_tail_grep(name, "steepest_descent") == 0)
return gsl_multimin_fdfminimizer_steepest_descent;
#ifdef GSL_1_9_LATER
else if (str_tail_grep(name, "vector_bfgs2") == 0)
return gsl_multimin_fdfminimizer_vector_bfgs2;
#endif
else
rb_raise(rb_eTypeError, "%s: unknown minimizer type", name);
break;
case T_FIXNUM:
switch (FIX2INT(t)) {
case GSL_FDFMINIMIZER_CONJUGATE_FR:
return gsl_multimin_fdfminimizer_conjugate_fr; break;
case GSL_FDFMINIMIZER_CONJUGATE_PR:
return gsl_multimin_fdfminimizer_conjugate_pr; break;
case GSL_FDFMINIMIZER_VECTOR_BFGS:
return gsl_multimin_fdfminimizer_vector_bfgs; break;
case GSL_FDFMINIMIZER_STEEPEST_DESCENT:
return gsl_multimin_fdfminimizer_steepest_descent; break;
#ifdef GSL_1_9_LATER
case GSL_FDFMINIMIZER_VECTOR_BFGS2:
return gsl_multimin_fdfminimizer_vector_bfgs2; break;
#endif
default:
rb_raise(rb_eTypeError, "%d: unknown type", FIX2INT(t));
break;
}
break;
default:
rb_raise(rb_eTypeError, "type is given by a String or a Fixnum");
break;
}
}
static VALUE rb_gsl_fdfminimizer_new(VALUE klass, VALUE t, VALUE n)
{
gsl_multimin_fdfminimizer *gmf = NULL;
const gsl_multimin_fdfminimizer_type *T;
T = get_fdfminimizer_type(t);
gmf = gsl_multimin_fdfminimizer_alloc(T, FIX2INT(n));
return Data_Wrap_Struct(klass, 0, gsl_multimin_fdfminimizer_free, gmf);
}
static VALUE rb_gsl_fdfminimizer_set(VALUE obj, VALUE ff, VALUE xx, VALUE ss,
VALUE tt)
{
gsl_multimin_fdfminimizer *gmf = NULL;
gsl_multimin_function_fdf *F = NULL;
gsl_vector *x;
double stepsize, tol;
int status;
CHECK_MULTIMIN_FUNCTION_FDF(ff);
Need_Float(ss); Need_Float(tt);
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
Data_Get_Struct(ff, gsl_multimin_function_fdf, F);
Data_Get_Vector(xx, x);
stepsize = NUM2DBL(ss);
tol = NUM2DBL(tt);
status = gsl_multimin_fdfminimizer_set(gmf, F, x, stepsize, tol);
return INT2FIX(status);
}
static VALUE rb_gsl_fdfminimizer_name(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
return rb_str_new2(gsl_multimin_fdfminimizer_name(gmf));
}
static VALUE rb_gsl_fdfminimizer_iterate(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
return INT2FIX(gsl_multimin_fdfminimizer_iterate(gmf));
}
static VALUE rb_gsl_fdfminimizer_x(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
gsl_vector *x = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
x = gsl_multimin_fdfminimizer_x(gmf);
return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, x);
}
static VALUE rb_gsl_fdfminimizer_gradient(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
gsl_vector *gradient = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
gradient = gsl_multimin_fdfminimizer_gradient(gmf);
return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, gradient);
}
static VALUE rb_gsl_fdfminimizer_minimum(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
double min;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
min = gsl_multimin_fdfminimizer_minimum(gmf);
return rb_float_new(min);
}
static VALUE rb_gsl_fdfminimizer_f(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
return rb_float_new(gmf->f);
}
static VALUE rb_gsl_fdfminimizer_restart(VALUE obj)
{
gsl_multimin_fdfminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
return INT2FIX(gsl_multimin_fdfminimizer_restart(gmf));
}
static VALUE rb_gsl_fdfminimizer_test_gradient(VALUE obj, VALUE ea)
{
gsl_multimin_fdfminimizer *gmf = NULL;
gsl_vector *g = NULL;
Need_Float(ea);
Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf);
g = gsl_multimin_fdfminimizer_gradient(gmf);
return INT2FIX(gsl_multimin_test_gradient(g, NUM2DBL(ea)));
}
static VALUE rb_gsl_multimin_test_gradient(VALUE obj, VALUE gg, VALUE ea)
{
gsl_vector *g = NULL;
Need_Float(ea);
Data_Get_Vector(gg, g);
return INT2FIX(gsl_multimin_test_gradient(g, NUM2DBL(ea)));
}
/*****/
#ifdef GSL_1_3_LATER
static const gsl_multimin_fminimizer_type* get_fminimizer_type(VALUE t)
{
char name[64];
switch (TYPE(t)) {
case T_STRING:
strcpy(name, STR2CSTR(t));
if (str_tail_grep(name, "nmsimplex") == 0)
return gsl_multimin_fminimizer_nmsimplex;
#ifdef GSL_1_13_LATER
if (str_tail_grep(name, "nmsimplex2rand") == 0)
return gsl_multimin_fminimizer_nmsimplex2rand;
#endif
else
rb_raise(rb_eTypeError, "unknown type %s (nmsimplex and nmsimplex2rand supported)", name);
break;
case T_FIXNUM:
switch (FIX2INT(t)) {
case GSL_FMINIMIZER_NMSIMPLEX:
return gsl_multimin_fminimizer_nmsimplex; break;
#ifdef GSL_1_13_LATER
case GSL_FMINIMIZER_NMSIMPLEX2RAND:
return gsl_multimin_fminimizer_nmsimplex2rand; break;
#endif
default:
rb_raise(rb_eTypeError, "%d: unknown type (not supported)", FIX2INT(t));
break;
}
break;
default:
rb_raise(rb_eTypeError, "wrong argument type %s (String or Fixnum expected)",
rb_class2name(CLASS_OF(t)));
break;
}
}
static VALUE rb_gsl_fminimizer_new(VALUE klass, VALUE t, VALUE n)
{
gsl_multimin_fminimizer *gmf = NULL;
const gsl_multimin_fminimizer_type *T;
CHECK_FIXNUM(n);
T = get_fminimizer_type(t);
gmf = gsl_multimin_fminimizer_alloc(T, FIX2INT(n));
return Data_Wrap_Struct(klass, 0, gsl_multimin_fminimizer_free, gmf);
}
static VALUE rb_gsl_fminimizer_set(VALUE obj, VALUE ff, VALUE xx, VALUE ss)
{
gsl_multimin_fminimizer *gmf = NULL;
gsl_multimin_function *F = NULL;
gsl_vector *x = NULL, *s = NULL;
CHECK_MULTIMIN_FUNCTION(ff);
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
Data_Get_Struct(ff, gsl_multimin_function, F);
Data_Get_Vector(xx, x);
Data_Get_Vector(ss, s);
return INT2FIX(gsl_multimin_fminimizer_set(gmf, F, x, s));
}
static VALUE rb_gsl_fminimizer_name(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
return rb_str_new2(gsl_multimin_fminimizer_name(gmf));
}
static VALUE rb_gsl_fminimizer_iterate(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
return INT2FIX(gsl_multimin_fminimizer_iterate(gmf));
}
static VALUE rb_gsl_fminimizer_x(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
gsl_vector *x = NULL;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
x = gsl_multimin_fminimizer_x(gmf);
return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, x);
}
static VALUE rb_gsl_fminimizer_minimum(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
double min;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
min = gsl_multimin_fminimizer_minimum(gmf);
return rb_float_new(min);
}
static VALUE rb_gsl_fminimizer_size(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
return rb_float_new(gsl_multimin_fminimizer_size(gmf));
}
static VALUE rb_gsl_fminimizer_fval(VALUE obj)
{
gsl_multimin_fminimizer *gmf = NULL;
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
return rb_float_new(gmf->fval);
}
static VALUE rb_gsl_fminimizer_test_size(VALUE obj, VALUE ea)
{
gsl_multimin_fminimizer *gmf = NULL;
Need_Float(ea);
Data_Get_Struct(obj, gsl_multimin_fminimizer, gmf);
return INT2FIX(gsl_multimin_test_size(gmf->size, NUM2DBL(ea)));
}
static VALUE rb_gsl_multimin_test_size(VALUE obj, VALUE ss, VALUE ea)
{
Need_Float(ss); Need_Float(ea);
return INT2FIX(gsl_multimin_test_size(NUM2DBL(ss), NUM2DBL(ea)));
}
#endif
#ifdef HAVE_GSL_GSL_MULTIMIN_FSDF_H
void Init_multimin_fsdf(VALUE module);
#endif
/*****/
void Init_gsl_multimin(VALUE module)
{
VALUE mgsl_multimin;
VALUE cgsl_multimin_fdfminimizer;
VALUE cgsl_multimin_fminimizer;
mgsl_multimin = rb_define_module_under(module, "MultiMin");
rb_define_singleton_method(mgsl_multimin, "test_gradient", rb_gsl_multimin_test_gradient, 2);
#ifdef GSL_1_3_LATER
rb_define_singleton_method(mgsl_multimin, "test_size", rb_gsl_multimin_test_size, 2);
#endif
cgsl_multimin_fdfminimizer = rb_define_class_under(mgsl_multimin, "FdfMinimizer", cGSL_Object);
cgsl_multimin_fminimizer = rb_define_class_under(mgsl_multimin, "FMinimizer", cGSL_Object);
define_const(cgsl_multimin_fdfminimizer, cgsl_multimin_fminimizer);
cgsl_multimin_function = rb_define_class_under(mgsl_multimin, "Function",
cgsl_function);
rb_define_singleton_method(cgsl_multimin_function, "alloc",
rb_gsl_multimin_function_new, -1);
rb_define_method(cgsl_multimin_function, "eval", rb_gsl_multimin_function_eval, 1);
rb_define_alias(cgsl_multimin_function, "call", "eval");
rb_define_method(cgsl_multimin_function, "set_proc", rb_gsl_multimin_function_set_f, -1);
rb_define_alias(cgsl_multimin_function, "set_f", "set_proc");
rb_define_method(cgsl_multimin_function, "set_params", rb_gsl_multimin_function_set_params, -1);
rb_define_method(cgsl_multimin_function, "params", rb_gsl_multimin_function_params, 0);
rb_define_method(cgsl_multimin_function, "n", rb_gsl_multimin_function_n, 0);
cgsl_multimin_function_fdf = rb_define_class_under(mgsl_multimin, "Function_fdf",
cGSL_Object);
rb_define_singleton_method(cgsl_multimin_function_fdf, "alloc",
rb_gsl_multimin_function_fdf_new, -1);
rb_define_method(cgsl_multimin_function_fdf, "set", rb_gsl_multimin_function_fdf_set, -1);
rb_define_method(cgsl_multimin_function_fdf, "set_params", rb_gsl_multimin_function_fdf_set_params, -1);
rb_define_method(cgsl_multimin_function_fdf, "set_procs", rb_gsl_multimin_function_fdf_set_procs, -1);
rb_define_method(cgsl_multimin_function_fdf, "params", rb_gsl_multimin_function_fdf_params, 0);
rb_define_method(cgsl_multimin_function_fdf, "n", rb_gsl_multimin_function_fdf_n, 0);
rb_define_singleton_method(cgsl_multimin_fdfminimizer, "alloc", rb_gsl_fdfminimizer_new, 2);
rb_define_method(cgsl_multimin_fdfminimizer, "set", rb_gsl_fdfminimizer_set, 4);
rb_define_method(cgsl_multimin_fdfminimizer, "name", rb_gsl_fdfminimizer_name, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "iterate", rb_gsl_fdfminimizer_iterate, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "x", rb_gsl_fdfminimizer_x, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "f", rb_gsl_fdfminimizer_f, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "gradient", rb_gsl_fdfminimizer_gradient, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "minimum", rb_gsl_fdfminimizer_minimum, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "restart", rb_gsl_fdfminimizer_restart, 0);
rb_define_method(cgsl_multimin_fdfminimizer, "test_gradient", rb_gsl_fdfminimizer_test_gradient, 1);
/*****/
#ifdef GSL_1_3_LATER
rb_define_singleton_method(cgsl_multimin_fminimizer, "alloc", rb_gsl_fminimizer_new, 2);
rb_define_method(cgsl_multimin_fminimizer, "set", rb_gsl_fminimizer_set, 3);
rb_define_method(cgsl_multimin_fminimizer, "name", rb_gsl_fminimizer_name, 0);
rb_define_method(cgsl_multimin_fminimizer, "iterate", rb_gsl_fminimizer_iterate, 0);
rb_define_method(cgsl_multimin_fminimizer, "x", rb_gsl_fminimizer_x, 0);
rb_define_method(cgsl_multimin_fminimizer, "fval", rb_gsl_fminimizer_fval, 0);
rb_define_method(cgsl_multimin_fminimizer, "minimum", rb_gsl_fminimizer_minimum, 0);
rb_define_method(cgsl_multimin_fminimizer, "size", rb_gsl_fminimizer_size, 0);
rb_define_method(cgsl_multimin_fminimizer, "test_size", rb_gsl_fminimizer_test_size, 1);
#endif
#ifdef HAVE_GSL_GSL_MULTIMIN_FSDF_H
Init_multimin_fsdf(mgsl_multimin);
#endif
}
#ifdef CHECK_MULTIMIN_FUNCTION
#undef CHECK_MULTIMIN_FUNCTION
#endif
#ifdef CHECK_MULTIMIN_FUNCTION_FDF
#undef CHECK_MULTIMIN_FUNCTION_FDF
#endif
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