About

The GNU Scientific Library for Lisp (GSLL) allows you to use the GNU Scientific Library (GSL) from Common Lisp. This library provides a full range of common mathematical operations useful to scientific and engineering applications. The design of the GSLL interface is such that access to most of the GSL library is possible in a Lisp-natural way; the intent is that the user not be hampered by the restrictions of the C language in which GSL has been written. GSLL thus provides interactive use of GSL for getting quick answers, even for someone not intending to program in Lisp.

Topics include: polynomials, special functions, vectors and matrices, permutations, sorting, linear algebra including BLAS, eigensystems, fast Fourier transforms (FFT), quadrature, random numbers, quasi-random sequences, random distributions, statistics, histograms, N-tuples, Monte Carlo integration, simulated annealing, ordinary differential equations, interpolation, numerical integration, numerical differentiation, Chebyshev approximation, series acceleration, discrete Hankel transforms, root-finding, minimization, least-squares fitting, IEEE floating-point, discrete wavelet transforms, basis splines, physical constants. See missing-features.text on the status of some incomplete topics.

Examples

The Jacobian elliptic functions sn, cn, and dn are special functions (Chapter 7):

(jacobian-elliptic-functions 0.2d0 0.81d0)
0.19762082367187703d0
0.9802785369736752d0
0.9840560289645665d0
1.828927267118668d-318
1.4821969375237396d-321
2.023692885365746d-320

which returns as multiple values the three function values, along with the estimated errors of each. The functions are defined only if the second argument m is not greater than 1, so an error is signalled if this parameter is out of range:

(jacobian-elliptic-functions 0.61802d0 1.5d0)
Input domain error |m| > 1.0 in elljac.c at line 46
   [Condition of type INPUT-DOMAIN]

This is an ordinary Lisp error which may be handled with standard definitions available in Lisp. To take the complex conjugate scalar product of two complex vectors of length 3:

(cdot #2m(#c(-34.5d0 8.24d0) #c(3.29d0 -8.93d0) #c(34.12d0 -6.15d0))
      #2m(#c(49.27d0 -13.49d0) #c(32.5d0 42.73d0) #c(-17.24d0 43.31d0)))
#C(-2940.2118d0 1861.9380999999998d0)

or equivalently the vector arguments may be specified with reals,

(cdot #2m(-34.5d0 8.24d0 3.29d0 -8.93d0 34.12d0 -6.15d0)
      #2m(49.27d0 -13.49d0 32.5d0 42.73d0 -17.24d0 43.31d0))
#C(-2940.2118d0 1861.9380999999998d0)

There are over 1500 examples available from within GSLL with the function examples. These examples also serve as a test suite for GSLL.

Requirements

GSLL should work in any Common Lisp implementation and platform combination for which the following are supported:

GSLL has been tested with SBCL and CCL on Debian amd64, and SBCL and CLISP on Debian i386. There are some known failures; see status.text.

Download and Install

With git and asdf

Download/update:

The repository web page can be used to browse or retrieve a compressed tarball (click the most recent "snapshot" link). You will need to make a link of gsll.asd and optionally gsll-tests.asd to some directory known to ASDF. Then in Lisp, load the system:

If you wish to run the test suite, you must get lisp-unit and make it known to ASDF:

The test suite may be run with

Please see status.text for known failures.

With clbuild

First, make sure that the development versions of GSL and libffi are loaded, e.g. in Debian/Ubuntu libgsl0-dev and libffi-dev.

Add the following to wnpp-projects:

and add

to dependencies and execute from within the clbuild directory:

With Debian or Ubuntu

After starting your Lisp implementation,

License

This software is distributed under the LLGPL and FDL; see the file COPYING. There is absolutely no warranty.

Documentation

General Advice

The following techniques for using the API are advised:

Some examples are not yet present in, or are too complicated for, the function #'examples. In this case, you need to look in the relevant source file; they are in either a separate file of examples, or at the end of the file of definitions. It is advisable to look at the examples first for calculations that require more complex setup (generally, the later chapters in the GSL manual).

Arrays

GSLL has many functions that work on vectors (one-dimensional arrays) and matrices (two-dimensional arrays). GSLL supports all array element types that are supported by CFFI, the CL implementation, GSL, and the platform. This list is available in the variable *array-element-types*. On implementations that support it (currently only SBCL), the contents are directly available to the GSL functions without copying between the Lisp area and the C area of memory.

Common Lisp arrays should be created with make-marray or #m: The #m reader macro in the default form creates a vector or matrix of element type double-float, which is the most common type needed for GSL functions. It optionally takes a numeric argument prefix as in the example above to make an array with a different element type; a guide to the numeric argument is given below. It should be followed by a list; this list will be evaluated. If the list contains ^, the object created will be a matrix and each row is ended with that symbol.

Classes of vectors and matrices are named by appending the element type as hypenated words to "vector" or "matrix". The following table shows the classes available on a 64-bit platform:

Element types, vector and matrix classes
Element typeVector class name Matrix class name#m prefix
double-floatvector-double-floatmatrix-double-float 1 or empty
(complex double-float)vector-complex-double-floatmatrix-complex-double-float2
single-floatvector-single-floatmatrix-single-float3
(complex single-float)vector-complex-single-floatmatrix-complex-single-float4
(signed-byte 8)vector-signed-byte-8matrix-signed-byte-87
(unsigned-byte 8)vector-unsigned-byte-8matrix-unsigned-byte-88
(signed-byte 16)vector-signed-byte-16matrix-signed-byte-1615
(unsigned-byte 16)vector-unsigned-byte-16matrix-unsigned-byte-1616
(signed-byte 32)vector-signed-byte-32matrix-signed-byte-3231
(unsigned-byte 32)vector-unsigned-byte-32matrix-unsigned-byte-3232
(signed-byte 64)vector-signed-byte-64matrix-signed-byte-6463
(unsigned-byte 64)vector-unsigned-byte-64matrix-unsigned-byte-6464

Individual elements are obtained using maref (analogous to Lisp's aref), and are set with setf maref. A complete CL array may be extracted with the function #'cl-array.

Copying marrays is performed with the function copy. This works between marrays, pointers, and CL arrays. It is useful for functions intended to be passed to GSL functions (for e.g. solving, minimizing or fitting) that need to set a GSL vector or matrix, because one can simply copy into the passed-in pointer.

There are two functions provided to extract the dimensions of a vector or array: dim0 and dim1; the latter is applicable only for matrices.

If you use iterate, there are extensions defined that make it easier to iterate over marrays. These are:

For example,

(defparameter m1 #m(1 2 3 ^ 0 6 8))
(iter:iter (iter:for e :matrix-element m1) (princ e) (princ " "))
1.0 2.0 3.0 0.0 0.0 6.0 8.0

Passing functions

Functions that are passed to GSL functions (known as callbacks in C) are specified with a function designator for the CL function, that is, either the function object itself or a symbol denoting the function. There is usually an option scalarsp for functions that take or return arrays that, if true, will send the user function the argument element by element, and expect the return values to be the individual elements.

GSL objects

There are a number of GSL objects other than arrays that can be created:

acceleration interpolation levin levin-truncated spline
nonlinear-ffit nonlinear-fdffit
one-dimensional-root-solver-f one-dimensional-root-solver-fdf
multi-dimensional-minimizer-f multi-dimensional-minimizer-fdf
fit-workspace one-dimensional-minimizer
multi-dimensional-root-solver-f multi-dimensional-root-solver-fdf
histogram histogram2d histogram-pdf histogram2d-pdf
basis-spline chebyshev hankel wavelet wavelet-workspace
random-number-generator quasi-random-number-generator discrete-random
polynomial-complex-workspace integration-workspace
qaws-table qawo-table
eigen-symm eigen-symmv eigen-herm eigen-hermv
eigen-nonsymm eigen-nonsymmv eigen-gensymm eigen-gensymmv
eigen-gen eigen-genv
monte-carlo-plain monte-carlo-miser monte-carlo-vegas
ode-stepper ode-evolution standard-control y-control
yp-control scaled-control
fft-real-wavetable-double-float fft-real-wavetable-single-float
fft-real-workspace-double-float fft-real-workspace-single-float
fft-complex-wavetable-double-float fft-complex-wavetable-single-float
fft-complex-workspace-double-float fft-complex-workspace-single-float
fft-half-complex-wavetable-double-float fft-half-complex-wavetable-single-float

An instance may be created with a function whose name is "make-" followed by the class name, e.g. make-histogram. The arguments that the function takes depends on the class.

Additional definitions

Some definitions are provided because of their usefulness, even though GSL doesn't have them.

Status

GSLL is largely complete and usable, with functioning interfaces to most of GSL. Some functionality is not yet ported; see missing-features.text for more details. Known bugs are documented in status.text. Work is ongoing to both remedy those deficiencies and to simplify the user interface by changing more required arguments into optional or key arguments with useful default values. Typically, these arguments bind GSL objects and arrays used internally or for function return.

Contact

There is a mailing list for all aspects of this project, including bug reports. In addition, I am frequently on #lisp IRC channel as LiamH.