src/mathfunc.h

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