Math::GSL : Perl GNU Scientific Library

Math::GSL 0.18 on CPAN

2009-03-27T07:11:10Z

Grab the latest Math::GSL to get these spiffy features and bugfixes:

Made Math::GSL play nice with latest and greatest GSL 1.12
Added swap() to Vector objects with tests and docs
Added p-norms to Vector objects via norm() and normalize()
Added operator overloading so that

abs $vector == $vector->norm

Added as_vector() to Matrix and MatrixComplex objects
Added inverse(), is_square(), det(), lndet(), zero() and identity() to Matrix objects
Added inverse(), is_square(), det(), lndet(), zero(), identity() and hermitian() to MatrixComplex objects
Added dot product to Matrix objects
Fixed various typos in documentation
Fixed warnings about overloaded operators in Matrix and BLAS
Overloaded '==' and '!=' for MatrixComplex and Matrix objects
Fixed amd64 -fPIC compile failure
Added tests to Monte and refactored Sort tests
Refactored and improve error checking in callback interface
Fixed 'NaN' test failures (thanks CPANtesters!)

Enjoy!

Math::GSL 0.17_01 on CPAN

2009-02-22T22:15:45Z

Math::GSL is still in active development and we have been working hard to make sure that it is compatible with the most recent GSL, which is 1.12 released on Dec 16 2008. This release is mostly for CPANTesters to see what bugs they can shake out of it, but it contains these tasty features:

Make Math::GSL play nice with GSL 1.12
Added swap() to Vector objects with tests and docs
Added p-norms to Vector objects via norm() and normalize()
Added operator overloading so that : abs $vector == $vector->norm
Added as_vector() to Matrix and MatrixComplex objects
Added inverse(), is_square(), det(), lndet(), zero() and identity() to Matrix objects
Added inverse(), is_square(), det(), lndet(), zero(), identity() and hermitian() to MatrixComplex objects
Added dot product to Matrix objects
Fixed various typos in documentation
Fixed warnings about overloaded operators in Matrix and BLAS

Enjoy!

Matrix Eigenvalues in Perl Don't Get Much Easier

2008-12-25T19:53:25Z

The Matrix subsystem has really grown up in the last few days since the 0.16 release, including easy-to-use methods to calculate Matrix eigenvalues. All kinds of other methods are now available, like

my $det1 = $A->det;      # determinant
my $det2 = abs $A;       # determinant

my $inv = $A->inverse;  
my @eigs = $A->eigenvalues;

my ($eigenvalues, $eigenvectors) = $matrix->eigenpair;
my ($eig1,$eig2) = @$eigenvalues;
my ($u,$v)       = @$eigenvectors;

Compare this new script for calculating eigenvalues and eigenvectors of a nonsymmetric matrix to the old version. Yes, quite an improvement and quite pleasing to the eye now. Note that $A->eigenvalues; returns a list of Math::Complex objects because in general the eigenvalues of a real matrix can be complex. Only if your matrix is symmetric are you guaranteed real eigenvalues.

Math::GSL 0.16 - More features and more rigorous tests

2008-12-15T00:26:06Z

I just pushed Math::GSL 0.16 to CPAN, it should be showing up here Real Soon Now, depending on how much traffic the dump trucks hit on the intertubes.

Fixed RT#40947: configure_requires ExtUtils::PkgConfig bug
Operator overloading for addition, multiplication and subtraction on Matrix objects (Thierry)
Fix an include bug in Histogram2D which caused the build to fail (Thierry)
Added reverse() and swap() methods to VectorComplex objects with tests and docs
as_list() and get() now work on VectorComplex objects

as_list() returns a list of Math::Complex objects
get() returns a list of Math::GSL::Complex objects

Math::GSL::Test::ok_status() now takes an optional message argument
Added KNOWN_BUGS
Added Math::GSL::Test::is_status_ok()
New subsytems: VectorComplex and MatrixComplex
Operator overloading for addition and subtraction with vectors
Added example: examples/matrix/nonsymmetric_eigen

Shows how to find the eigenvalues of a nonsymmetric matrix

Added copy() method to vectors
Improved Vector docs
Sped up vector dot products by 15x using BLAS function gsl_blas_ddot

NOTE: using gsl_blas_ddot($x->raw,$y->raw) directly is still about 10 times faster than $x * $y due to error checking and function call overhead

Separated POD and Perl code out of SWIG interface files, yay for proper syntax highlighting
Added stub test files for Heapsort, IEEEUtils, Multimin, Siman, Wavelet2D
All test files now keep track of how many tests should run

Back on track

2008-12-08T00:06:55Z

I haven't been able to add code to Math::GSL since about a month because of a tricky bug I had with the build process. Not only was it tricky, it was well hidden and pretty stupid to fix once I saw it.

Now that it's fixed I've been able to commit some code concerning overloading operators + and - in Math::GSL::Matrix. It's been tested and documented but it could still enjoy more documentation. End term exams are coming pretty fast to me so I won't finish overloading multiplication of matrices before one or two weeks.

Ho and Math::GSL 0.16 should be out soon, stay tuned!

Math::GSL 0.15_05

2008-12-05T09:15:51Z

I just pushed Math::GSL 0.15_05 to CPAN, which includes these fixes since 0.15_04 :

Fixed RT#40947: configure_requires ExtUtils::PkgConfig bug
Added reverse() method to VectorComplex objects with tests and docs
as_list() and get() now work on VectorComplex objects

as_list() returns a list of Math::Complex objects
get() returns a list of Math::GSL::Complex objects

Added Math::GSL::Test::is_status_ok()
Math::GSL::Test::ok_status() now takes an optional message argument

Enjoy!

Updates and Promises

2008-11-30T23:38:08Z

Yes, it has been quiet here but development on Math::GSL has steadily continued behind-the-scenes. I just pushed a dev release (0.15_04) to CPAN, it should be hitting a mirror near you soon. If the CPANTesters don't find anything horribly wrong with it, it will probably become 0.16. Some new features of 0.16 will be:

New subsytems: VectorComplex and MatrixComplex
Operator overloading for addition and subtraction with vectors
Added example: examples/matrix/nonsymmetric_eigen

Shows how to find the eigenvalues of a nonsymmetric matrix

Added copy() method to vectors
Improved Vector docs
Sped up vector dot products by 15x using BLAS function gsl_blas_ddot

NOTE: using gsl_blas_ddot($x->raw,$y->raw) directly is still about 10 times faster

than $x * $y due to error checking and function call overhead

Separated POD and Perl code out of SWIG interface files, yay for proper syntax highlighting

Added stub test files for Heapsort, IEEEUtils, Multimin, Siman, Wavelet2D
All test files now keep track of how many tests should run and other important infrastructure changes

Only a few of the changes are user-facing but they are important in terms of the long-term development and health of Math::GSL.

While I have been making these back-end changes I have been prototyping a web-based interface to Math::GSL using jQuery. I have many functional parts but no coherent interface that I am willing to inflict on users. But I promise you that soon you will be able to use Math::GSL via your browser and bypass the whole "what-do-you-mean-i-have-to-compile-it" issue.

Complex Eigenvalues with Math::GSL

2008-11-16T01:09:27Z

After a question arose recently about finding complex eigenvalues of non-symmetric matrices, I wrote this example to show how it can be done with Math::GSL. The current example is called examples/matrix/nonsymmetric_eigen in the Math::GSL source, which will be in the 0.16 Math::GSL release. It uses the gsl_eigen_nonsymmv() function to do all the hard work, the rest is twiddling complex numbers. The documentation for this can be found with perldoc Math::GSL::Eigen or here.(The HTML rendering of the POD needs some work...) You can read the original C documentation for this function here.

It is a well known theorem of linear algebra that symmetric matrices can have only real eigenvalues. Thus it is much easier to find eigenvalues of symmetric matrices because there is no possibility of complex numbers arising. You can do this with Math::MatrixReal, which is written in pure-Perl.

The output of examples/matrix/nonsymmetric_eigen looks like:

Finding eigenvalue/eigenvectors for

[ 0 -1 ]

[ 1 0 ]

Eigenvectors:

u = (0.707106781186547,-0.707106781186547i)

v = (0.707106781186547,0.707106781186547i)

Eigenvalues:

lambda_0 = i

lambda_1 = -i

By the way, sqrt(2)/2 = 0.707106...

I am not quite happy with how long the program is, mainly because I have not written a Perlish interface around Complex Vectors and Matrices yet, so it is all in that script right now. The stringification could be built into the object and therefore reduce the length of that code dramatically.

Inside Look of Math::GSL

2008-11-14T21:49:48Z

Here is a breakdown of how many lines of code (roughly) are in different languages in the Math::GSL codebase:

280889 lines - XS ( C-like Perl internals autogenerated by SWIG)
60181 lines - Total Perl (generated by SWIG)
22941 lines- Hand-written Perl

8617 lines - Tests

13731 lines - POD (this actually includes some Perl implementation, probably <5%). Much of this was autogenerated from the GSL C documentation and reformatted, but it stills needs work, especially in making the POD render to HTML in a more pleasant way.

1112 lines - SWIG

The reason why Math::GSL requires something like SWIG becomes very apparent. The SWIG interface files are roughly 1/280th the length of the raw XS source code. No reasonable person would be hacking on Perl internals, but not even a reasonable Perl hacker wants to write all that error checking boilerplate cruft. Thanks SWIG!

This was made possible by ripping all Perl code out of the SWIG interface files and putting them in the pod/ directory. It is not strictly POD but a simple naming scheme was key and the majority of the files do happen to be POD, so whatev. And now vim correctly syntax highlights the files! I think there is something to be said for sticking to one language per file.

Post-Mentor-Summit Wrap Up

2008-11-01T13:20:20Z

I took a bit of a break after releasing Math::GSL 0.14 and tried not to stare at a screen too much during the GSOC08 conference, when I could be interacting with open source developers from around the world IRL. I met developers from Git, Xmms2, VLC, PHP, Zikula, OpenAFS, Boost, Jikes RVM, Squeak, MusicBrainz, Worldforge, Minix3, the list goes on. People shared many ideas about making sustainable open source projects, getting and keeping members in your community and dealing with "troublesome" members. Daniel Svensson from Xmms2 also showed me some git-fu relating to rebasing.

But that doesn't mean that Math::GSL development has come to a halt! Since 0.14 Thierry added operator overloading for addition in Vector. This sparked my interest and I then did subtraction. The current code will vectorize operations that you learn "don't make sense" in grade school, such as: $v - 5 , where v is a vector. Math::GSL will go ahead and subtract 5 from every element in $v. You can also do 2 + $v and you will get a new vector where 2 has been added to each element of $v.

Also, I reorganized the directory structure so that all SWIG interface files are now in the swig/ subdirectory, instead of clogging up the root directory. All SWIG-generated XS code and object files are thrown in there as well. This should make the Math::GSL codebase easier to navigate.

Math::GSL 0.14

2008-10-22T15:09:31Z

Get it here: http://search.cpan.org/~leto/Math-GSL-0.14/

Changes in 0.14:

- Chebyshev Series Approximation, with tests and docs

- Examples and new documentation in Statistics, as well as tests (Thierry)

- Bugfixes relating to compiling on 64bit Red Hat Linux, reported by Michael Roberge

- Improved FFT, Deriv, Integration, Chebyshev, Combination and Roots docs

- Documentation for Math::GSL::Test

- Improved introduction examples in Math::GSL

- Improved Minimization subsystem tests, but it is not functional

- Added examples/fft/forward_real

- Added examples/deriv/basic

This shows the simple fact that d/dx(sin(x)) = cos(x)

- Added examples/sf/erfc_check (thanks to Keith Lofstrom)

Script which tests the erfc() special function against computing

the integral definition with gsl_integration_qagiu()

- Added examples/vector/speed

This shows a considerable performance boost using Math::GSL::Vectors

instead of List::Util when searching for the min and max elements of

large sets of random numbers.

- Fixed return signature of gsl_deriv_* functions to return a flat list

- Fixed some failing tests relating to -Duselongdouble (Sisyphus)

- Fix location of shared objects (Sisyphus)

- Added raw() method to RNG objects

Math::GSL on GitHub

2008-10-22T04:30:32Z

I have created a GitHub mirror of the Math::GSL git repo, hopefully this will make it easier for developers to join the project and I will get to see why people like GitHub so much.

Public Clone URL:

git://github.com/leto/math--gsl.git

I like that it automatically creates a "donate" link via Pledgie. Please consider donating to Math::GSL today if you enjoy using it!

Math::GSL Podcast from PDX.pm

2008-10-18T16:47:05Z

Here you can find my Scientfic Computing with Math::GSL Podcast from PDX.pm.( Stream, Download) In the talk I compare PDL and Math::GSL, talk about the Google Summer of Code 2008, and show off some of the subsystems that are currently working. I field some questions from the audience about whether Math::GSL does symbolic computing or parrallelized/vectorized computing (it doesn't, at least yet) and how exactly I turn Perl subroutine references into C function pointers. If you look at the presentation slides here while you listen, it is almost like being there!

Math::GSL 0.13_03 - More stuff!

2008-10-17T03:16:12Z

I've just sent another dev release off to CPAN, 0.13_03 to test the recent Build changes that were necessary to get AMD64 boxen to correctly compile. It turns out that they really need the "-fPIC" flag at compilation and link time or else stuff blows up:

usr/bin/ld: BLAS_wrap.o: relocation R_X86_64_32S against `a local
symbol' can not be used when making a shared object; recompile with -fPIC
BLAS_wrap.o: could not read symbols: Bad value
collect2: ld returned 1 exit status
error building blib/arch/auto/Math/GSL/BLAS/BLAS.so file from
'BLAS_wrap.o' at inc/GSLBuilder.pm line 99.

This link with go active sometime tomorrow:

http://search.cpan.org/~leto/Math-GSL-0.13_03/

New stuff since 0.13_02:

AMD64 Build fixes
Improved FFT docs
Improved Math::GSL::Test docs

New Developer Release : Math::GSL 0.13_02

2008-10-12T20:54:08Z

Please test this out and let me know if anything goes *boom*:

http://search.cpan.org/~leto/Math-GSL-0.13_02/

Changes since 0.12:

- Chebyshev Series Approximation, with tests and docs
- Improved Deriv, Integration, Chebyshev, Combination and Roots docs
- Improved introduction examples in Math::GSL
- Improved Minimization subsystem tests, but it is not functional
- Added example/deriv/basic

This shows the simple fact that d/dx(sin(x)) = cos(x)

- Added example/sf/erfc_check (thanks to Keith Lofstrom)

Script which tests the erfc() special function against computing
the integral definition with gsl_integration_qagiu()

- Added example/vector/speed

This shows a considerable performance boost using Math::GSL::Vectors
instead of List::Util when searching for the min and max elements of
large sets of random numbers.

- Fixed return signature of gsl_deriv_* functions to return a flat list
- Fix location of shared objects (Sisyphus)
- Added raw() method to RNG objects