src/mathfunc.h

   1 #ifndef _GNM_MATHFUNC_H_
   2 # define _GNM_MATHFUNC_H_
   3
   4 #include <numbers.h>
   5 #include <math.h>
   6 #include <glib.h>
   7 #include <gnumeric.h>
   8
   9 G_BEGIN_DECLS
  10
  11 #ifdef qgamma
  12 /* It was reported that mips-sgi-irix6.5 has a weird and conflicting define
  13    for qgamma.  See bug 1689.  */
  14 #warning "Your <math.h> is somewhat broken; we'll work around that."
  15 #undef qgamma
  16 #endif
  17
  18 #define M_PIgnum    GNM_const(3.141592653589793238462643383279502884197169399375105820974944592307816406286208998628034825342117)
  19 #define M_PI_2gnum (M_PIgnum / 2)
  20 /* The following are very good given a good compiler.  */
  21 #define M_LN2gnum   GNM_const(0.693147180559945309417232121458176568075500134360255254120680009493393621969694715605863326996419)
  22 #define M_LN10gnum  GNM_const(2.302585092994045684017991454684364207601101488628772976033327900967572609677352480235997205089598)
  23 #define M_LN10INVgnum  GNM_const(0.434294481903251827651128918916605082294397005803666566114)
  24 #define M_SQRT2gnum GNM_const(1.414213562373095048801688724209698078569671875376948073176679737990732478462107038850387534327642)
  25 #define M_Egnum         GNM_const(2.718281828459045235360287471352662497757247)
  26 #define M_LN_SQRT_2PI   GNM_const(0.918938533204672741780329736406)  /* log(sqrt(2*pi)) */
  27
  28 /* ------------------------------------------------------------------------- */
  29
  30 gnm_float log1pmx (gnm_float x);
  31 gnm_float swap_log_tail (gnm_float lp);
  32 gnm_float pow1p (gnm_float x, gnm_float y);
  33 gnm_float pow1pm1 (gnm_float x, gnm_float y);
  34 gnm_float gnm_trunc (gnm_float x);
  35 gnm_float logspace_add (gnm_float logx, gnm_float logy);
  36 gnm_float logspace_sub (gnm_float logx, gnm_float logy);
  37 gnm_float gnm_owent (gnm_float h, gnm_float a);
  38 gnm_float gnm_logcf (gnm_float x, gnm_float i, gnm_float d);
  39 gnm_float expmx2h (gnm_float x);
  40 gnm_float gnm_agm(gnm_float a, gnm_float b);
  41
  42 /* "d": density.  */
  43 /* "p": distribution function.  */
  44 /* "q": inverse distribution function.  */
  45
  46 /* The normal distribution.  */
  47 gnm_float pnorm (gnm_float x, gnm_float mu, gnm_float sigma, gboolean lower_tail, gboolean log_p);
  48 gnm_float qnorm (gnm_float p, gnm_float mu, gnm_float sigma, gboolean lower_tail, gboolean log_p);
  49
  50 /* The gamma distribution.  */
  51 gnm_float dgamma (gnm_float x, gnm_float shape, gnm_float scale, gboolean give_log);
  52 gnm_float pgamma (gnm_float x, gnm_float shape, gnm_float scale, gboolean lower_tail, gboolean log_p);
  53 gnm_float qgamma (gnm_float p, gnm_float shape, gnm_float scale, gboolean lower_tail, gboolean log_p);
  54
  55 /* The beta distribution.  */
  56 gnm_float dbeta (gnm_float x, gnm_float a, gnm_float b, gboolean give_log);
  57 gnm_float pbeta (gnm_float x, gnm_float a, gnm_float b, gboolean lower_tail, gboolean log_p);
  58 gnm_float qbeta (gnm_float p, gnm_float a, gnm_float b, gboolean lower_tail, gboolean log_p);
  59
  60 /* The t distribution.  */
  61 gnm_float dt (gnm_float x, gnm_float n, gboolean give_log);
  62 gnm_float pt (gnm_float x, gnm_float n, gboolean lower_tail, gboolean log_p);
  63 gnm_float qt (gnm_float p, gnm_float n, gboolean lower_tail, gboolean log_p);
  64
  65 /* The F distribution.  */
  66 gnm_float df (gnm_float x, gnm_float n1, gnm_float n2, gboolean give_log);
  67 gnm_float pf (gnm_float x, gnm_float n1, gnm_float n2, gboolean lower_tail, gboolean log_p);
  68 gnm_float qf (gnm_float p, gnm_float n1, gnm_float n2, gboolean lower_tail, gboolean log_p);
  69
  70 /* The chi-squared distribution.  */
  71 gnm_float dchisq (gnm_float x, gnm_float df, gboolean give_log);
  72 gnm_float pchisq (gnm_float x, gnm_float df, gboolean lower_tail, gboolean log_p);
  73 gnm_float qchisq (gnm_float p, gnm_float df, gboolean lower_tail, gboolean log_p);
  74
  75 /* The Weibull distribution.  */
  76 gnm_float dweibull (gnm_float x, gnm_float shape, gnm_float scale, gboolean give_log);
  77 gnm_float pweibull (gnm_float x, gnm_float shape, gnm_float scale, gboolean lower_tail, gboolean log_p);
  78 gnm_float qweibull (gnm_float p, gnm_float shape, gnm_float scale, gboolean lower_tail, gboolean log_p);
  79
  80 /* The Poisson distribution.  */
  81 gnm_float dpois (gnm_float x, gnm_float lambda, gboolean give_log);
  82 gnm_float ppois (gnm_float x, gnm_float lambda, gboolean lower_tail, gboolean log_p);
  83 gnm_float qpois (gnm_float p, gnm_float lambda, gboolean lower_tail, gboolean log_p);
  84
  85 /* The exponential distribution.  */
  86 gnm_float dexp (gnm_float x, gnm_float scale, gboolean give_log);
  87 gnm_float pexp (gnm_float x, gnm_float scale, gboolean lower_tail, gboolean log_p);
  88 gnm_float qexp (gnm_float p, gnm_float scale, gboolean lower_tail, gboolean log_p);
  89
  90 /* Binomial distribution.  */
  91 gnm_float dbinom (gnm_float x, gnm_float n, gnm_float psuc, gboolean give_log);
  92 gnm_float pbinom (gnm_float x, gnm_float n, gnm_float psuc, gboolean lower_tail, gboolean log_p);
  93 gnm_float pbinom2 (gnm_float x0, gnm_float x1, gnm_float n, gnm_float p);
  94 gnm_float qbinom (gnm_float p, gnm_float n, gnm_float psuc, gboolean lower_tail, gboolean log_p);
  95
  96 /* Negative binomial distribution.  */
  97 gnm_float dnbinom (gnm_float x, gnm_float n, gnm_float psuc, gboolean give_log);
  98 gnm_float pnbinom (gnm_float x, gnm_float n, gnm_float psuc, gboolean lower_tail, gboolean log_p);
  99 gnm_float qnbinom (gnm_float p, gnm_float n, gnm_float psuc, gboolean lower_tail, gboolean log_p);
 100
 101 /* Hyper-geometrical distribution.  */
 102 gnm_float dhyper (gnm_float x, gnm_float r, gnm_float b, gnm_float n, gboolean give_log);
 103 gnm_float phyper (gnm_float x, gnm_float r, gnm_float b, gnm_float n, gboolean lower_tail, gboolean log_p);
 104
 105 /* Geometric distribution.  */
 106 gnm_float dgeom (gnm_float x, gnm_float psuc, gboolean give_log);
 107 gnm_float pgeom (gnm_float x, gnm_float psuc, gboolean lower_tail, gboolean log_p);
 108 gnm_float qgeom (gnm_float p, gnm_float psuc, gboolean lower_tail, gboolean log_p);
 109
 110 /* Cauchy distribution.  */
 111 gnm_float dcauchy (gnm_float x, gnm_float location, gnm_float scale, gboolean give_log);
 112 gnm_float pcauchy (gnm_float x, gnm_float location, gnm_float scale, gboolean lower_tail, gboolean log_p);
 113
 114 /* The probability density functions. */
 115 gnm_float random_exppow_pdf     (gnm_float x, gnm_float a, gnm_float b);
 116 gnm_float random_laplace_pdf    (gnm_float x, gnm_float a);
 117
 118 /* Studentized range distribution */
 119 /* Note: argument order differs from R.  */
 120 gnm_float ptukey(gnm_float x, gnm_float nmeans, gnm_float df, gnm_float nranges, gboolean lower_tail, gboolean log_p);
 121 gnm_float qtukey(gnm_float p, gnm_float nmeans, gnm_float df, gnm_float nranges, gboolean lower_tail, gboolean log_p);
 122
 123 /* ------------------------------------------------------------------------- */
 124
 125 /* Matrix functions. */
 126
 127 GType gnm_matrix_get_type (void);
 128
 129 struct GnmMatrix_ {
 130         int ref_count;
 131         gnm_float **data;   /* [y][x] */
 132         int cols, rows;
 133 };
 134
 135 GnmMatrix *gnm_matrix_new (int rows, int cols); /* Note the order: y then x. */
 136 GnmMatrix *gnm_matrix_ref (GnmMatrix *m);
 137 void gnm_matrix_unref (GnmMatrix *m);
 138 GnmMatrix *gnm_matrix_from_value (GnmValue const *v, GnmValue **perr, GnmEvalPos const *ep);
 139 GnmValue *gnm_matrix_to_value (GnmMatrix const *m);
 140 gboolean gnm_matrix_is_empty (GnmMatrix const *m);
 141
 142 void gnm_matrix_multiply (GnmMatrix *C, const GnmMatrix *A, const GnmMatrix *B);
 143
 144 gboolean gnm_matrix_eigen (GnmMatrix const *m, GnmMatrix *EIG, gnm_float *eigenvalues);
 145
 146 gboolean gnm_matrix_modified_cholesky (GnmMatrix const *A,
 147                                        GnmMatrix *L,
 148                                        gnm_float *D,
 149                                        gnm_float *E,
 150                                        int *P);
 151
 152 GORegressionResult gnm_linear_solve_posdef (GnmMatrix const *A, const gnm_float *b,
 153                                             gnm_float *x);
 154
 155 GORegressionResult gnm_linear_solve (GnmMatrix const *A, const gnm_float *b,
 156                                      gnm_float *x);
 157
 158 GORegressionResult gnm_linear_solve_multiple (GnmMatrix const *A, GnmMatrix *B);
 159
 160 /* ------------------------------------------------------------------------- */
 161
 162 void mathfunc_init (void);
 163
 164 /* ------------------------------------------------------------------------- */
 165
 166 G_END_DECLS
 167
 168 #endif /* _GNM_MATHFUNC_H_ */