content: {-# OPTIONS  #-}
  -----------------------------------------------------------------------------
  {- |
  Module      :  Numeric.GSL.Differentiation
  Copyright   :  (c) Alberto Ruiz 2006
  License     :  GPL-style
  
  Maintainer  :  Alberto Ruiz (aruiz at um dot es)
  Stability   :  provisional
  Portability :  uses ffi
  
  Numerical differentiation.
  
  <http://www.gnu.org/software/gsl/manual/html_node/Numerical-Differentiation.html#Numerical-Differentiation>
  
  From the GSL manual: \"The functions described in this chapter compute numerical derivatives by finite differencing. An adaptive algorithm is used to find the best choice of finite difference and to estimate the error in the derivative.\"
  -}
  -----------------------------------------------------------------------------
  module Numeric.GSL.Differentiation (
      derivCentral,
      derivForward,
      derivBackward
  ) where
  
  import Foreign.C.Types
  import Foreign.Marshal.Alloc(malloc, free)
  import Foreign.Ptr(Ptr, FunPtr, freeHaskellFunPtr)
  import Foreign.Storable(peek)
  import Data.Packed.Internal(check,(//))
  import System.IO.Unsafe(unsafePerformIO)
  
  derivGen ::
      CInt                   -- ^ type: 0 central, 1 forward, 2 backward
      -> Double             -- ^ initial step size
      -> (Double -> Double) -- ^ function
      -> Double             -- ^ point where the derivative is taken
      -> (Double, Double)   -- ^ result and error
  derivGen c h f x = unsafePerformIO $ do
      r <- malloc
      e <- malloc
      fp <- mkfun (\y _ -> f y) 
      c_deriv c fp x h r e // check "deriv"
      vr <- peek r
      ve <- peek e
      let result = (vr,ve)
      free r
      free e
      freeHaskellFunPtr fp
      return result
  
  foreign import ccall safe "gsl-aux.h deriv" 
   c_deriv :: CInt -> FunPtr (Double -> Ptr () -> Double) -> Double -> Double 
                      -> Ptr Double -> Ptr Double -> IO CInt
  
  
  {- | Adaptive central difference algorithm, /gsl_deriv_central/. For example:
  
  > > let deriv = derivCentral 0.01 
  > > deriv sin (pi/4)
  >(0.7071067812000676,1.0600063101654055e-10)
  > > cos (pi/4)
  >0.7071067811865476 
  
  -}
  derivCentral :: Double                  -- ^ initial step size
                  -> (Double -> Double)   -- ^ function 
                  -> Double               -- ^ point where the derivative is taken
                  -> (Double, Double)     -- ^ result and absolute error
  derivCentral = derivGen 0
  
  -- | Adaptive forward difference algorithm, /gsl_deriv_forward/. The function is evaluated only at points greater than x, and never at x itself. The derivative is returned in result and an estimate of its absolute error is returned in abserr. This function should be used if f(x) has a discontinuity at x, or is undefined for values less than x. A backward derivative can be obtained using a negative step.
  derivForward :: Double                  -- ^ initial step size
                  -> (Double -> Double)   -- ^ function 
                  -> Double               -- ^ point where the derivative is taken
                  -> (Double, Double)     -- ^ result and absolute error
  derivForward = derivGen 1
  
  -- | Adaptive backward difference algorithm, /gsl_deriv_backward/. 
  derivBackward ::Double                  -- ^ initial step size
                  -> (Double -> Double)   -- ^ function 
                  -> Double               -- ^ point where the derivative is taken
                  -> (Double, Double)     -- ^ result and absolute error
  derivBackward = derivGen 2
  
  {- | conversion of Haskell functions into function pointers that can be used in the C side
  -}
  foreign import ccall safe "wrapper" mkfun:: (Double -> Ptr() -> Double) -> IO( FunPtr (Double -> Ptr() -> Double)) 
  