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/*
deriv.c
Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library)
(C) Copyright 2001-2006 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 "include/rb_gsl_common.h"
#include "include/rb_gsl_function.h"
#include <gsl/gsl_math.h>
#include <gsl/gsl_deriv.h>
#define RB_GSL_DERIV_H_DEFAULT (1e-8)
static int get_func2(int argc, VALUE *argv, VALUE obj, VALUE *ff, VALUE *xx, VALUE *hh)
{
switch (TYPE(obj)) {
case T_MODULE:
case T_CLASS:
case T_OBJECT:
if (argc == 3) {
CHECK_FUNCTION(argv[0]);
Need_Float(argv[2]);
*ff = argv[0];
*xx = argv[1];
*hh = argv[2];
} else if (argc == 2) {
CHECK_FUNCTION(argv[0]);
*ff = argv[0];
*xx = argv[1];
*hh = rb_float_new(RB_GSL_DERIV_H_DEFAULT);
} else {
rb_raise(rb_eArgError, "wrong number of arguments (%d for 2 or 3)", argc);
}
break;
default:
if (argc == 2) {
Need_Float(argv[1]);
*ff = obj;
*xx = argv[0];
*hh = argv[1];
} else if (argc == 1) {
*ff = obj;
*xx = argv[0];
*hh = rb_float_new(RB_GSL_DERIV_H_DEFAULT);
} else {
rb_raise(rb_eArgError, "wrong number of arguments (%d for 1 or 2)", argc);
}
break;
}
return 0;
}
#ifdef RB_GSL_DERIV_H_DEFAULT
#undef RB_GSL_DERIV_H_DEFAULT
#endif
static VALUE rb_gsl_deriv_eval(VALUE obj, VALUE xx, VALUE hh,
int (*deriv)(const gsl_function *,
double, double,
double *, double *))
{
gsl_function *f = NULL;
double result, abserr, h;
VALUE x, ary, aerr;
gsl_vector *v = NULL, *vnew = NULL, *verr = NULL;
gsl_matrix *m = NULL, *mnew = NULL, *merr = NULL;
size_t n, i, j;
int status;
Need_Float(hh);
Data_Get_Struct(obj, gsl_function, f);
h = NUM2DBL(hh);
if (CLASS_OF(xx) == rb_cRange) xx = rb_gsl_range2ary(xx);
switch (TYPE(xx)) {
case T_FIXNUM:
case T_BIGNUM:
case T_FLOAT:
status = (*deriv)(f, NUM2DBL(xx), h, &result, &abserr);
return rb_ary_new3(3, rb_float_new(result), rb_float_new(abserr), INT2FIX(status));
break;
case T_ARRAY:
// n = RARRAY(xx)->len;
n = RARRAY_LEN(xx);
ary = rb_ary_new2(n);
aerr = rb_ary_new2(n);
for (i = 0; i < n; i++) {
x = rb_ary_entry(xx, i);
Need_Float(x);
(*deriv)(f, NUM2DBL(x), h, &result, &abserr);
rb_ary_store(ary, i, rb_float_new(result));
rb_ary_store(aerr, i, rb_float_new(abserr));
}
return rb_ary_new3(2, ary, aerr);
break;
default:
#ifdef HAVE_NARRAY_H
if (NA_IsNArray(xx)) {
struct NARRAY *na;
double *ptr1, *ptr2, *ptr3;
VALUE ary2, ary3;
GetNArray(xx, na);
n = na->total;
ptr1 = (double*) na->ptr;
ary2 = na_make_object(NA_DFLOAT, na->rank, na->shape, CLASS_OF(xx));
ary3 = na_make_object(NA_DFLOAT, na->rank, na->shape, CLASS_OF(xx));
ptr2 = NA_PTR_TYPE(ary2, double*);
ptr3 = NA_PTR_TYPE(ary3, double*);
for (i = 0; i < n; i++) {
(*deriv)(f, ptr1[i], h, &result, &abserr);
ptr2[i] = result;
ptr3[i] = abserr;
}
return rb_ary_new3(2, ary2, ary3);
}
#endif
if (VECTOR_P(xx)) {
Data_Get_Struct(xx, gsl_vector, v);
vnew = gsl_vector_alloc(v->size);
verr = gsl_vector_alloc(v->size);
for (i = 0; i < v->size; i++) {
(*deriv)(f, gsl_vector_get(v, i), h, &result, &abserr);
gsl_vector_set(vnew, i, result);
gsl_vector_set(verr, i, abserr);
}
return rb_ary_new3(2,
Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, vnew),
Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, verr));
} else if (MATRIX_P(xx)) {
Data_Get_Struct(xx, gsl_matrix, m);
mnew = gsl_matrix_alloc(m->size1, m->size2);
merr = gsl_matrix_alloc(m->size1, m->size2);
for (i = 0; i < m->size1; i++) {
for (j = 0; j < m->size2; j++) {
(*deriv)(f, gsl_matrix_get(m, i, j), h, &result, &abserr);
gsl_matrix_set(mnew, i, j, result);
gsl_matrix_set(merr, i, j, abserr);
}
}
return rb_ary_new3(2,
Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, mnew),
Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, merr));
} else {
rb_raise(rb_eTypeError, "wrong argument type");
}
break;
}
return Qnil; /* never reach here */
}
static VALUE rb_gsl_deriv_central(int argc, VALUE *argv, VALUE obj)
{
VALUE ff, xx, hh;
get_func2(argc, argv, obj, &ff, &xx, &hh);
return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_central);
}
static VALUE rb_gsl_deriv_forward(int argc, VALUE *argv, VALUE obj)
{
VALUE ff, xx, hh;
get_func2(argc, argv, obj, &ff, &xx, &hh);
return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_forward);
}
static VALUE rb_gsl_deriv_backward(int argc, VALUE *argv, VALUE obj)
{
VALUE ff, xx, hh;
get_func2(argc, argv, obj, &ff, &xx, &hh);
return rb_gsl_deriv_eval(ff, xx, hh, gsl_deriv_backward);
}
void Init_gsl_deriv(VALUE module)
{
VALUE mgsl_deriv;
mgsl_deriv = rb_define_module_under(module, "Deriv");
rb_define_method(cgsl_function, "deriv_central", rb_gsl_deriv_central, -1);
rb_define_method(cgsl_function, "deriv_forward", rb_gsl_deriv_forward, -1);
rb_define_method(cgsl_function, "deriv_backward", rb_gsl_deriv_backward, -1);
rb_define_singleton_method(mgsl_deriv, "central", rb_gsl_deriv_central, -1);
rb_define_singleton_method(mgsl_deriv, "forward", rb_gsl_deriv_forward, -1);
rb_define_singleton_method(mgsl_deriv, "backward", rb_gsl_deriv_backward, -1);
}
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