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manual_wrappers.jl
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manual_wrappers.jl
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#
# Manual wrappers for the gsl_* stuff
#
export wrap_gsl_vector, wrap_gsl_matrix
"""
wrap_gsl_vector(v::Ptr{gsl_vector}) -> Array{Float64}
Return a Julia array wrapping the data of a gsl_vector
"""
@inline function wrap_gsl_vector(v::Ptr{gsl_vector})
V = unsafe_load(v)
@assert V.stride==1 "Cannot unsafe_wrap gsl_vector with stride != 1"
return unsafe_wrap(Array{Float64}, V.data, V.size)
end
"""
wrap_gsl_matrix(m::Ptr{gsl_matrix}) -> Array{Float64,2}
Return a Julia matrix wrapping the data of a gsl_matrix
**REMEMBER** that GSL stores matrices in row-major, so matrix will be transposed.
"""
@inline function wrap_gsl_matrix(m::Ptr{gsl_matrix})
M = unsafe_load(m)
@assert M.size2==M.tda "Cannot unsafe_wrap gsl_matrix with tda != size2."
return unsafe_wrap(Array{Float64}, M.data, (M.size1, M.size2))
end
## Root finding
# Macros for easier creation of gsl_function and gsl_function_fdf structs
export @gsl_function, @gsl_function_fdf
"""
@gsl_function(f)
Create a `gsl_function` object.
`f(x::Float64) -> Float64` Return target functions f
"""
macro gsl_function(f)
return :(
gsl_function( @cfunction( (x,p) -> $f(x), Cdouble, (Cdouble, Ptr{Cvoid})),
0 )
)
end
"""
@gsl_function_fdf(f, df, fdf)
Create a `gsl_function_fdf` object.
`f(x::Float64) -> Float64` Return target functions f \\
`df(x::Float64) -> Float64` Return derivative f' \\
`fdf(x::Float64) -> (Float64,Float64)` Return (f(x), df(x))
"""
macro gsl_function_fdf(f, df, fdf)
return :(
gsl_function_fdf( # f
@cfunction( (x,p) -> $f(x), Cdouble, (Cdouble, Ptr{Cvoid})),
# df
@cfunction( (x,p) -> $df(x), Cdouble, (Cdouble, Ptr{Cvoid})),
# fdf
@cfunction( function (x, p, f_ptr, df_ptr)
f, df = $fdf(x)
unsafe_store!(f_ptr, f)
unsafe_store!(df_ptr, df)
return nothing
end,
Cvoid,
(Cdouble, Ptr{Cvoid}, Ptr{Cdouble}, Ptr{Cdouble})),
# params
0 )
)
end
"""
@gsl_function_fdf(f, df)
Create a `gsl_function_fdf` object.
`f(x::Float64) -> Float64` Return target functions f \\
`df(x::Float64) -> Float64` Return derivative f'
"""
macro gsl_function_fdf(f, df)
return :(
gsl_function_fdf( # f
@cfunction( (x,p) -> $f(x), Cdouble, (Cdouble, Ptr{Cvoid})),
# df
@cfunction( (x,p) -> $df(x), Cdouble, (Cdouble, Ptr{Cvoid})),
# fdf that just calls f and df
@cfunction( function (x, p, f_ptr, df_ptr)
unsafe_store!(f_ptr, $f(x))
unsafe_store!(df_ptr, $df(x))
return nothing
end,
Cvoid,
(Cdouble, Ptr{Cvoid}, Ptr{Cdouble}, Ptr{Cdouble})),
0 )
)
end
export @gsl_multiroot_function, @gsl_multiroot_function_fdf
"""
@gsl_multiroot_function(f, n)
Create a `gsl_multiroot_function` object for a problem of dimension `n`.
`f(x::Array{Float64}, out::Array{Float64})` stores ``f(x)`` in `out`
"""
macro gsl_multiroot_function(f, n)
return :(
gsl_multiroot_function(
# f
@cfunction(
function (x_vec, p, y_vec)
x = GSL.wrap_gsl_vector(x_vec)
y = GSL.wrap_gsl_vector(y_vec)
$f(x, y)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_vector})),
# n
$(esc(n)),
# params
0
)
)
end
"""
@gsl_multiroot_function_fdf(f, df, n)
Create a `gsl_multiroot_function_fdf` object for a problem of dimension `n`.
`f(x::Array{Float64}, out::Array{Float64})` stores ``f(x)`` in `out`.
`df(x::Array{Float64}, Jtrans::Array{Float64,2})` stores the **TRANSPOSE** of the Jacobian of ``f(x)`` in `Jtrans`.
"""
macro gsl_multiroot_function_fdf(f, df, n)
return :(
gsl_multiroot_function_fdf(
# f
@cfunction(function (x, p, f)
xarr = GSL.wrap_gsl_vector(x)
farr = GSL.wrap_gsl_vector(f)
$f(xarr, farr)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_vector})),
# df
@cfunction(function (x, p, J)
xarr = GSL.wrap_gsl_vector(x)
Jmat = GSL.wrap_gsl_matrix(J)
$df(xarr, Jmat)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_matrix})),
# fdf that just calls f and df
@cfunction(function (x, p, f, J)
xarr = GSL.wrap_gsl_vector(x)
farr = GSL.wrap_gsl_vector(f)
Jmat = GSL.wrap_gsl_matrix(J)
$f(xarr, farr)
$df(xarr, Jmat)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_vector}, Ptr{gsl_matrix})),
# n
$(esc(n)),
# params
0
)
)
end
"""
@gsl_multiroot_function_fdf(f, df, fdf, n)
Create a `gsl_multiroot_function_fdf` object for a problem of dimension `n`.
`f(x::Array{Float64}, out::Array{Float64})` stores ``f(x)`` in `out`.
`df(x::Array{Float64}, Jtrans::Array{Float64,2})` stores the **TRANSPOSE** of the Jacobian of ``f(x)`` in `Jtrans`.
`fdf(x::Array{Float64}, out::Array{Float64}), Jtrans::Array{Float64,2})` does both of the above operations.
"""
macro gsl_multiroot_function_fdf(f, df, fdf, n)
return :(
gsl_multiroot_function_fdf(
# f
@cfunction(function (x, p, f)
xarr = GSL.wrap_gsl_vector(x)
farr = GSL.wrap_gsl_vector(f)
$f(xarr, farr)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_vector})),
# df
@cfunction(function (x, p, J)
xarr = GSL.wrap_gsl_vector(x)
Jmat = GSL.wrap_gsl_matrix(J)
$df(xarr, Jmat)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_matrix})),
# fdf
@cfunction(function (x, p, f, J)
xarr = GSL.wrap_gsl_vector(x)
farr = GSL.wrap_gsl_vector(f)
Jmat = GSL.wrap_gsl_matrix(J)
$fdf(xarr, farr, Jmat)
return Cint(GSL.GSL_SUCCESS)
end,
Cint, (Ptr{gsl_vector}, Ptr{Cvoid}, Ptr{gsl_vector}, Ptr{gsl_matrix})),
# n
$(esc(n)),
# params
0
)
)
end
## Hypergeometric function wrappers from original GSL.jl
#(c) 2013 Jiahao Chen <jiahao@mit.edu>
export hypergeom, hypergeom_e
# NaN values not handled correctly by GSL, see GSL.jl issue #96
@inline _hypergeom_any_nan(a,b,x) = any(isnan,a) || any(isnan,b) || isnan(x)
"""
hypergeom(a, b, x::Float64) -> Float64
Computes the appropriate hypergeometric ``{}_p F_q`` function,
where ``p`` and ``p`` are the lengths of the input vectors `a` and `b` respectively.
Singleton `a` and/or `b` may be specified as scalars,
and length-0 `a` and/or `b` may be input as simply `[]`.
Supported values of ``(p, q)`` are ``(0, 0)``, ``(0, 1)``, ``(1, 1)``, ``(2, 0)`` and ``(2, 1)``.
"""
function hypergeom(a, b, x)
_hypergeom_any_nan(a,b,x) && return NaN
n = length(a), length(b)
if n == (0, 0)
exp(x)
elseif n == (0, 1)
sf_hyperg_0F1(b[1], x)
elseif n == (1, 1)
sf_hyperg_1F1(a[1], b[1], x)
elseif n == (2, 0)
sf_hyperg_2F0(a[1], a[2], x)
elseif n == (2, 1)
sf_hyperg_2F1(a[1], a[2], b[1], x)
else
error("hypergeometric function of order $n is not implemented")
end
end
"""
hypergeom_e(a, b, x::Float64) -> gsl_sf_result
Computes the appropriate hypergeometric ``{}_p F_q`` function,
where ``p`` and ``p`` are the lengths of the input vectors `a` and `b` respectively.
Singleton `a` and/or `b` may be specified as scalars,
and length-0 `a` and/or `b` may be input as simply `[]`.
Supported values of ``(p, q)`` are ``(0, 0)``, ``(0, 1)``, ``(1, 1)``, ``(2, 0)`` and ``(2, 1)``.
"""
function hypergeom_e(a, b, x)
_hypergeom_any_nan(a,b,x) && return gsl_sf_result(NaN, NaN)
n = length(a), length(b)
if n == (0, 0)
sf_exp_err_e(x,0.0)
elseif n == (0, 1)
sf_hyperg_0F1_e(b[1], x)
elseif n == (1, 1)
sf_hyperg_1F1_e(a[1], b[1], x)
elseif n == (2, 0)
sf_hyperg_2F0_e(a[1], a[2], x)
elseif n == (2, 1)
sf_hyperg_2F1_e(a[1], a[2], b[1], x)
else
error("hypergeometric function of order $n is not implemented")
end
end