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Description: expicitly compute Jacobians of fdfsolver structs
as it is no more available as a J member in GSL 2.x
Author: Cédric Boutillier <boutil@debian.org>
Origin: vendor
Bug-Debian: https://bugs.debian.org/804499
Bug: https://github.com/SciRuby/rb-gsl/issues/24
Forwarded: https://github.com/SciRuby/rb-gsl/pull/31
Last-Update: 2016-02-29
--- a/ext/gsl_native/histogram.c
+++ b/ext/gsl_native/histogram.c
@@ -1169,6 +1169,7 @@
size_t n, dof; /* # of data points */
size_t p = 3; /* # of fitting parameters */
gsl_multifit_function_fdf f;
+ gsl_matrix *J = NULL;
gsl_matrix *covar = NULL;
gsl_vector *x = NULL;
double sigma, mean, height, errs, errm, errh, chi2;
@@ -1197,6 +1198,7 @@
hh.binend = binend;
n = binend - binstart + 1;
+ J = gsl_matrix_alloc(n, p);
covar = gsl_matrix_alloc(p, p);
f.f = Gaussian_f;
@@ -1219,7 +1221,8 @@
sigma = sqrt(gsl_vector_get(s->x, 0));
mean = gsl_vector_get(s->x, 1);
height = gsl_vector_get(s->x, 2)*sigma*sqrt(2*M_PI);
- gsl_multifit_covar(s->J, 0.0, covar);
+ gsl_multifit_fdfsolver_jac(s, J);
+ gsl_multifit_covar(J, 0.0, covar);
chi2 = gsl_pow_2(gsl_blas_dnrm2(s->f)); /* not reduced chi-square */
dof = n - p;
errs = sqrt(chi2/dof*gsl_matrix_get(covar, 0, 0))/sigma/2;
@@ -1305,6 +1308,7 @@
size_t n, dof; /* # of data points */
size_t p = 2; /* # of fitting parameters */
gsl_multifit_function_fdf f;
+ gsl_matrix *J = NULL;
gsl_matrix *covar = NULL;
gsl_vector *x = NULL;
double sigma, height, errs, errh, chi2;
@@ -1332,6 +1336,7 @@
hh.binend = binend;
n = binend - binstart + 1;
+ J = gsl_matrix_alloc(n, p);
covar = gsl_matrix_alloc(p, p);
f.f = Rayleigh_f;
@@ -1353,7 +1358,8 @@
} while (status == GSL_CONTINUE);
sigma = sqrt(gsl_vector_get(s->x, 0));
height = gsl_vector_get(s->x, 1)*sigma*sigma;
- gsl_multifit_covar(s->J, 0.0, covar);
+ gsl_multifit_fdfsolver_jac(s, J);
+ gsl_multifit_covar(J, 0.0, covar);
chi2 = gsl_pow_2(gsl_blas_dnrm2(s->f)); /* not reduced chi-square */
dof = n - p;
errs = sqrt(chi2/dof*gsl_matrix_get(covar, 0, 0))/sigma/2;
@@ -1441,6 +1447,7 @@
size_t n, dof; /* # of data points */
size_t p = 2; /* # of fitting parameters */
gsl_multifit_function_fdf f;
+ gsl_matrix *J = NULL;
gsl_matrix *covar = NULL;
gsl_vector *x = NULL;
double b, height, errs, errh, chi2;
@@ -1468,6 +1475,7 @@
hh.binend = binend;
n = binend - binstart + 1;
+ J = gsl_matrix_alloc(n, p);
covar = gsl_matrix_alloc(p, p);
f.f = xExponential_f;
@@ -1489,7 +1497,8 @@
} while (status == GSL_CONTINUE);
b = gsl_vector_get(s->x, 0);
height = gsl_vector_get(s->x, 1);
- gsl_multifit_covar(s->J, 0.0, covar);
+ gsl_multifit_fdfsolver_jac(s, J);
+ gsl_multifit_covar(J, 0.0, covar);
chi2 = gsl_pow_2(gsl_blas_dnrm2(s->f)); /* not reduced chi-square */
dof = n - p;
errs = sqrt(chi2/dof*gsl_matrix_get(covar, 0, 0));
--- a/ext/gsl_native/multifit.c
+++ b/ext/gsl_native/multifit.c
@@ -324,6 +324,7 @@
{
gsl_multifit_fdfsolver *solver = NULL;
gsl_vector *g = NULL;
+ gsl_matrix *J = NULL;
int status;
double epsabs;
Data_Get_Struct(obj, gsl_multifit_fdfsolver, solver);
@@ -331,7 +332,9 @@
case 1:
Need_Float(argv[0]);
g = gsl_vector_alloc(solver->x->size);
- gsl_multifit_gradient(solver->J, solver->f, g);
+ J = gsl_matrix_alloc(solver->f->size, solver->x->size);
+ gsl_multifit_fdfsolver_jac(solver, J);
+ gsl_multifit_gradient(J, solver->f, g);
epsabs = NUM2DBL(argv[0]);
status = gsl_multifit_test_gradient(g, epsabs);
gsl_vector_free(g);
@@ -353,15 +356,17 @@
{
gsl_multifit_fdfsolver *solver = NULL;
gsl_vector *g = NULL;
+ gsl_matrix *J = gsl_matrix_alloc(solver->f->size, solver->x->size);
// local variable "status" declared and set, but never used
//int status;
Data_Get_Struct(obj, gsl_multifit_fdfsolver, solver);
+ gsl_multifit_fdfsolver_jac(solver, J);
if (argc == 1) {
Data_Get_Vector(argv[0], g);
- return INT2FIX(gsl_multifit_gradient(solver->J, solver->f, g));
+ return INT2FIX(gsl_multifit_gradient(J, solver->f, g));
} else {
g = gsl_vector_alloc(solver->x->size);
- /*status =*/ gsl_multifit_gradient(solver->J, solver->f, g);
+ /*status =*/ gsl_multifit_gradient(J, solver->f, g);
return Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, g);
}
}
@@ -377,15 +382,17 @@
Need_Float(argv[0]);
Data_Get_Struct(obj, gsl_multifit_fdfsolver, solver);
epsrel = NUM2DBL(argv[0]);
+ gsl_matrix *J = gsl_matrix_alloc(solver->f->size, solver->x->size);
+ gsl_multifit_fdfsolver_jac(solver, J);
switch (argc) {
case 1:
covar = gsl_matrix_alloc(solver->x->size, solver->x->size);
- /*status =*/ gsl_multifit_covar(solver->J, epsrel, covar);
+ /*status =*/ gsl_multifit_covar(J, epsrel, covar);
return Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, covar);
break;
case 2:
Data_Get_Matrix(argv[1], covar);
- return INT2FIX(gsl_multifit_covar(solver->J, epsrel, covar));
+ return INT2FIX(gsl_multifit_covar(J, epsrel, covar));
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments");
@@ -418,7 +425,9 @@
{
gsl_multifit_fdfsolver *solver = NULL;
Data_Get_Struct(obj, gsl_multifit_fdfsolver, solver);
- return Data_Wrap_Struct(cgsl_matrix_view_ro, 0, NULL, solver->J);
+ gsl_matrix *J = gsl_matrix_alloc(solver->f->size, solver->x->size);
+ gsl_multifit_fdfsolver_jac(solver, J);
+ return Data_Wrap_Struct(cgsl_matrix_view_ro, 0, NULL, J);
}
/* singleton */
@@ -1699,7 +1708,9 @@
covar = gsl_matrix_alloc(p, p);
chi2 = gsl_pow_2(gsl_blas_dnrm2(solver->f)); /* not reduced chi-square */
dof = n - p;
- gsl_multifit_covar(solver->J, 0.0, covar);
+ gsl_matrix *J = gsl_matrix_alloc(n,p);
+ gsl_multifit_fdfsolver_jac(solver, J);
+ gsl_multifit_covar(J, 0.0, covar);
for (i = 0; i < p; i++)
gsl_vector_set(verr, i, sqrt(chi2/dof*gsl_matrix_get(covar, i, i)));
gsl_matrix_free(covar);
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