Re: gsl

[Brian Gough <bjg@network-theory.co.uk>]

Hiroyuki Kawakatsu writes:
 > i have some comments and questions regarding gsl (i am using
 > version 0.9.2 on windoze 2000).

Hi, 
Thanks for your comments.

 >  (1) the major problem with the current implementation is that
 > matrices are stored in row-major order. since i have been writing
 > codes that link with dll's built from fortran codes, i have assumed
 > all matrices will be stored in column-major order. for me to really
 > use gsl, i really need an option to store matrices in column-major
 > order.  for example, tnt (template numerical toolkit
 > http://math.nist.gov/tnt/ ) supports a fortran_matrix type in
 > addition to the row-major order c style matrix type and intel's
 > math kernel library has an argument (at least in cblas) to specify
 > the major order (isn't this the cblas standard's recommendation?)

Sorry, it's a C-library so we use arrays in the C convention for the
gsl_matrix object.

To support both conventions would either reduce the efficiency or
require separate handling of the two cases.  TNT uses C++ templates to
handle both cases separately, but this is not feasible in C.

The CBLAS standard does specify an argument for both conventions, and
the GSL CBLAS routines support that.

 > (2) in the documentation, it is mentioned that you can link with
 > atlas for cblas. is it possible to link with intel's math kernel
 > library's cblas? if so, it would be very nice if you could document
 > how to do so.

The section "Compiling and Linking" in Chapter 2 of the manual
describes how to link with an alternate CBLAS library.  Assuming the
library follows the CBLAS standard no changes are required to the
code, just to specify the library on the link options.

Intel's math library is not free software, so we don't comment on it
specifically.  We recommend ATLAS, which is free software.

 >  (3) i am a bit disappointed with the optimization routines which
 > seem to be fairly incomplete at this stage. (i am quite happy with
 > the pseudo-random number generator routines which are up-to-date.)
 > i tried to test the non-linear least squares routine using the nist
 > problems http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml but
 > don't seem to get any accuracy at all. i am skeptical with the
 > claim in the documentation that the routines are based on minpack
 > since the dll version of minpack passes most of the nist test
 > problems. of course, there may be some problems with my c++ code
 > (which i had to convert to row-major ordering). if you have tested
 > the code with the nist problems, i would like to see the results
 > (and code).

I haven't run the NIST problems, but you'll find a working test
program in the multifit/ directory.

If you still have problems after checking the program send the code
the gsl-discuss@sources.redhat.com list for comments.

 >  (4) for the percentile function
 > gsl_stats_quantile_from_sorted_data(), i suggest that you provide
 > options as described in
 >  Rob J. Hyndman and Yanan Fan (1996) "Sample quantiles in
 > statistical packages," American Statistician, 50 361-365.

I'll take a look at that paper next time I'm at the library.

best regards,

Brian Gough