local ffi = require 'ffi' local gsl = require 'gsl' local gsl_check = require 'gsl-check' local workspace local workspace_n local workspace_p local function get_workspace(n, p) local ws if n == workspace_n and p == workspace_p then ws = workspace else ws = ffi.gc(gsl.gsl_multifit_linear_alloc(n, p), gsl.gsl_multifit_linear_free) workspace_n = n workspace_p = p workspace = ws end return ws end function num.linfit(X, y, w) local n, p = matrix.dim(X) local ws = get_workspace(n, p) local c = matrix.alloc(p, 1) local cov = matrix.alloc(p, p) local yv = gsl.gsl_matrix_column (y, 0) local cv = gsl.gsl_matrix_column (c, 0) local chisq = ffi.new('double[1]') if w then local wv = gsl.gsl_matrix_column (w, 0) gsl_check(gsl.gsl_multifit_wlinear(X, wv, yv, cv, cov, chisq, ws)) else gsl_check(gsl.gsl_multifit_linear(X, yv, cv, cov, chisq, ws)) end return c, chisq[0], cov end