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GNU Scientific Library 2.2 released

Item posted by Patrick Alken <psa> on Mon 29 Aug 2016 04:00:10 PM UTC.

Version 2.2 of the GNU Scientific Library (GSL) is now available. GSL provides a large collection of routines for numerical computing in C.

This release contains new linear algebra routines (Pivoted and Modified Cholesky, Complete Orthogonal Decomposition, matrix condition number estimation) as well as a completely rewritten nonlinear least squares module, including support for Levenberg-Marquardt, dogleg, double-dogleg, and Steihaug-Toint methods.

The full NEWS file entry is appended below.

The file details for this release are:

ftp://ftp.gnu.org/gnu/gsl/gsl-2.2.tar.gz
ftp://ftp.gnu.org/gnu/gsl/gsl-2.2.tar.gz.sig

The GSL project homepage is http://www.gnu.org/software/gsl/

GSL is free software distributed under the GNU General Public License.

Thanks to everyone who reported bugs and contributed improvements.

Patrick Alken

=======

  • What is new in gsl-2.2:
    • updated gsl_linalg_cholesky_invert to use Level-2 BLAS

and added function gsl_linalg_pcholesky_invert

    • added function gsl_linalg_tri_invert for inverting

triangular matrices

    • fix GSL_EIGEN_SORT_VAL_{ASC,DESC} for nonsymmetric

eigensystems (Victor Zverovich)

    • added complete orthogonal decomposition routines

(gsl_linalg_COD)

    • bug fix where median calculation wasn't reset in

gsl_rstat_reset(); added gsl_rstat_quantile_reset() function
(reported by Pedro Donato)

    • added multivariate Gaussian random distribution

gsl_ran_multivariate_gaussian (Timothée Flutre)

    • added functions to estimate the 1-norm reciprocal condition

number for various matrix factorizations:
* gsl_linalg_cholesky_rcond
* gsl_linalg_QRPT_rcond

    • added functions gsl_linalg_QRPT_{lssolve,lssolve2} to

compute least squares solutions with the QRPT decomposition

    • added function gsl_permute_matrix()
    • added modified Cholesky factorization (gsl_linalg_mcholesky)

to handle symmetric indefinite matrices

    • added pivoted Cholesky factorization (gsl_linalg_pcholesky)

for ill-conditioned matrices

    • rewrote (real) Cholesky decomposition to use

a Level-2 blas algorithm instead of Level-1. Flop
count is about the same but the code is much simpler
and easier to follow

    • completely rewritten nonlinear least squares module,

including support for large problems; the user may
now control the linear solver used, the trust region
updating strategy, and the scaling method. In addition,
support has been added for the geodesic acceleration
step (Transtrum 2011) which can speed up convergence
on a wide class of problems.

    • added gsl_rstat_rms() for root mean square
    • optimized lmniel nonlinear least squares solver

(bug #46369)

    • improved precision in Bessel K0/K1 near x = 2

(Pavel Holoborodko, bug #47401)

    • added support for compressed row storage sparse

matrices (Alexis Tantet)

    • bug fix in convergence check of hypergeometric 2F1

function (bug #45926)

    • added gsl_multilarge_linear_lcurve() to compute

the L-curve for large linear systems

    • updated multilarge normal equations method to use

new Cholesky scaling for better numerical stability

    • added scaling to Cholesky routines to reduce the

condition number prior to factorization

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