gsl-ocaml / lib / fun.mli

(* gsl-ocaml - OCaml interface to GSL                       *)
(* Copyright (©) 2002-2012 - Olivier Andrieu                *)
(* Distributed under the terms of the GPL version 3         *)

(** Callbacks and types for error estimates *)

(** {3 Types for special functions} *)

(** These type are used by module {! Sf} *)

type result = {
    res : float ;
    err : float ; }
(** The result of a computation : [res] is the value and [err] an
    estimate of the absolute  error in the value. *)

type result_e10 = {
    res_e10 : float ;
    err_e10 : float ;
    e10     : int ;
  } 
(** Result of computation with a scaling exponent. Actual result is
    obtained as [res *. 10. ** e10]. *)

type mode = 
  | DOUBLE (** Double precision : 2 * 10^-16 *)
  | SIMPLE (** Single precision : 10^-7 *)
  | APPROX (** Approximate values : 5 * 10^-4 *)
(** Reduce the accuracy of some evaluations to speed up computations. *)

external smash : result_e10 -> result 
    = "ml_gsl_sf_result_smash_e"


(** {3 Callbacks} *)

type gsl_fun = float -> float
type gsl_fun_fdf = {
   f   : float -> float ;
   df  : float -> float ;
   fdf : float -> float * float ;
  } 

type monte_fun = float array -> float

open Vector

type multi_fun = x:vector -> f:vector -> unit
type multi_fun_fdf = {
    multi_f   : x:vector -> f:vector -> unit ;
    multi_df  : x:vector -> j:Matrix.matrix -> unit ;
    multi_fdf : x:vector -> f:vector -> j:Matrix.matrix -> unit ;
  } 

type multim_fun = x:vector -> float
type multim_fun_fdf = {
    multim_f   : x:vector -> float ;
    multim_df  : x:vector -> g:vector -> unit ;
    multim_fdf : x:vector -> g:vector -> float ;
  }
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