GSL
Introduction
The GNU Scientific Library (GSL) provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total. The routines have been written from scratch in C, and present a modern Applications Programming Interface (API) for C programmers, allowing wrappers to be written for very high level languages.
The library covers a wide range of topics in numerical computing. Routines are available for the following areas:
Complex Numbers | Roots of Polynomials | |
Special Functions | Vectors and Matrices | |
Permutations | Combinations | |
Sorting | BLAS Support | |
Linear Algebra | CBLAS Library | |
Fast Fourier Transforms | Eigensystems | |
Random Numbers | Quadrature | |
Random Distributions | Quasi-Random Sequences | |
Histograms | Statistics | |
Monte Carlo Integration | N-Tuples | |
Differential Equations | Simulated Annealing | |
Numerical Differentiation | Interpolation | |
Series Acceleration | Chebyshev Approximations | |
Root-Finding | Discrete Hankel Transforms | |
Least-Squares Fitting | Minimization | |
IEEE Floating-Point | Physical Constants | |
Basis Splines | Wavelets |
Modules
The GSL 1.16 is available on Anselm, compiled for GNU and Intel compiler. These variants are available via modules:
Module | Compiler |
---|---|
gsl/1.16-gcc | gcc 4.8.6 |
gsl/1.16-icc(default) | icc |
$ module load gsl
The module sets up environment variables, required for linking and running GSL enabled applications. This particular command loads the default module, which is gsl/1.16-icc
Linking
Load an appropriate gsl module. Link using -lgsl switch to link your code against GSL. The GSL depends on cblas API to BLAS library, which must be supplied for linking. The BLAS may be provided, for example from the MKL library, as well as from the BLAS GSL library (-lgslcblas). Using the MKL is recommended.
Compiling and linking with Intel compilers
$ module load intel
$ module load gsl
$ icc myprog.c -o myprog.x -Wl,-rpath=$LIBRARY_PATH -mkl -lgsl
Compiling and linking with GNU compilers
$ module load gcc
$ module load mkl
$ module load gsl/1.16-gcc
$ gcc myprog.c -o myprog.x -Wl,-rpath=$LIBRARY_PATH -lmkl_intel_lp64 -lmkl_gnu_thread -lmkl_core -lgomp -lgsl
Example
Following is an example of discrete wavelet transform implemented by GSL:
#include <stdio.h>
#include <math.h>
#include <gsl/gsl_sort.h>
#include <gsl/gsl_wavelet.h>
int
main (int argc, char **argv)
{
int i, n = 256, nc = 20;
double *data = malloc (n * sizeof (double));
double *abscoeff = malloc (n * sizeof (double));
size_t *p = malloc (n * sizeof (size_t));
gsl_wavelet *w;
gsl_wavelet_workspace *work;
w = gsl_wavelet_alloc (gsl_wavelet_daubechies, 4);
work = gsl_wavelet_workspace_alloc (n);
for (i=0; i<n; i++)
data[i] = sin (3.141592654*(double)i/256.0);
gsl_wavelet_transform_forward (w, data, 1, n, work);
for (i = 0; i < n; i++)
{
abscoeff[i] = fabs (data[i]);
}
gsl_sort_index (p, abscoeff, 1, n);
for (i = 0; (i + nc) < n; i++)
data[p[i]] = 0;
gsl_wavelet_transform_inverse (w, data, 1, n, work);
for (i = 0; i < n; i++)
{
printf ("%g\n", data[i]);
}
gsl_wavelet_free (w);
gsl_wavelet_workspace_free (work);
free (data);
free (abscoeff);
free (p);
return 0;
}
Load modules and compile:
$ module load intel gsl
icc dwt.c -o dwt.x -Wl,-rpath=$LIBRARY_PATH -mkl -lgsl
In this example, we compile the dwt.c code using the Intel compiler and link it to the MKL and GSL library, note the -mkl and -lgsl options. The library search path is compiled in, so that no modules are necessary to run the code.