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Re: [Help-gsl] Linear least squares, webpages and the next release


From: Patrick Alken
Subject: Re: [Help-gsl] Linear least squares, webpages and the next release
Date: Sun, 25 Oct 2015 23:50:53 -0600
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On 10/25/2015 11:27 PM, Foivos Diakogiannis wrote:
> Hi to all,
>
> 1. Is anyone out there using GSL besides me? :-)
>
> A *lot* of people in the astronomy/astrophysics community, it is rather
> hard to list everyone. It should also not be overlooked how important is
> the source code of GSL: I've learnt a lot of things for good programming
> techniques from GSL code.
>
> 2. What functionality would you like to see added to GSL?
>
> a. Boundary value problems for partial differential equations.
This is on my todo list actually but may take a while. I'm thinking of
something similar to MUDPACK where the user just specifies the
coefficients of the PDE with boundary conditions, and the library takes
care of the rest.
> b. I know it is too much to ask, but I'd love to see a c++ implementation
> of GSL (not just a wrapper), something like Eigen/boost - style.
> c. Markov Chain Monte Carlo parameter estimation, with various methods
> (e.g. Hamiltonian monte carlo, Population mcmc etc).
> d. I am not happy with the performance of the numerical integration
> routines, they are generally way too slow (by the way, I've never managed
> to make the Gauss-Legendre quadrature to work properly). The most reliable
> I've found is the CQUAD. In comparison, see
> http://www.holoborodko.com/pavel/numerical-methods/numerical-integration/
>  from Pavel Holoborodko for fast GL quadratures. Again for comparison only,
> Numerical recipes is also a lot faster (not as reliable though).
I've also found CQUAD to be the most reliable, and use it exclusively
when I need to integrate something. I'm not an expert on numerical
integration so hopefully someone else can come forward and improve on
these algorithms :-)
>
> 3. Are you willing to develop and contribute the features you want?
>
> I am afraid I do not meet the standards of GSL, and I do not have time to
> study and become proficient in C - style. Am more than happy to contribute
> in C++ style code. I have a b-spline c++ class, and based on that some
> b-spline solvers for a restricted class of boundary value problems. I am
> also preparing (slowly) an mcmc implementation for population mcmc methods.
>
>
> 4. Would you like to see a quick release of GSL v2.0, or are you content to
> work off the git repository?
>
> yes
>
> Regards,
> Foivos
>
>
> On Fri, Oct 23, 2015 at 3:17 AM, Patrick Alken <address@hidden>
> wrote:
>
>> Hi all,
>>
>>   There is significant new capability in GSL now for regularized linear
>> least squares problems. I've added routines to do L-curve analysis as well
>> as handle non-square Tikhonov regularization matrices. For those of you who
>> have large least squares problems (ie: millions of rows in your matrix)
>> stay tuned, as I'm working on adding some functionality for such problems.
>>
>>   I've updated the GSL webpages on gnu.org to the latest in the git
>> repository, since many new features have been added since the last 1.16
>> release. The main page also now recommends to install GSL from the git,
>> since 1.16 is quite outdated. This brings me again to the discussion of the
>> next release of GSL.
>>
>>   The last discussion of GSL v2.0 was in June 2014 (time goes too
>> quickly!). I would like to reopen this discussion. The main points back
>> then holding up v2.0 were:
>>
>> 1. New memory management (redesign of all GSL containers)
>> 2. Incorporating LAPACK/LAPACKE/libflame
>>
>> As far as I know, nothing has been done on either of these points, however
>> a great deal of new functionality has been added to GSL in the meantime
>> (sparse matrices, regularized least squares, running statistics, 2D
>> interpolation, monotonic interpolation, new nonlinear least squares
>> solver). I think (as I stated last year) that points 1 and 2 should be
>> postponed for GSL v3.0, and we should release v2.0 soon. At this point I am
>> willing to make an executive decision and just do it :-) but I would like
>> to check in with everyone first.
>>
>> Over the past 2 years or so, looking at the git logs, I've been (mainly)
>> the only person adding code to GSL. So I'd like to ask some poll questions
>> (and recruit talented people to work on things) and so I'm posting to
>> help-gsl as well. Here are some questions:
>>
>> 1. Is anyone out there using GSL besides me? :-)
>>
>> 2. What functionality would you like to see added to GSL?
>>
>> 3. Are you willing to develop and contribute the features you want?
>>
>> 4. Would you like to see a quick release of GSL v2.0, or are you content
>> to work off the git repository?
>>
>> Thanks,
>> Patrick
>>
>>




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