integration 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data.tar.gz.sig +0 -0
- data/.autotest +23 -0
- data/.gemtest +0 -0
- data/History.txt +3 -0
- data/Manifest.txt +9 -0
- data/README.txt +60 -0
- data/Rakefile +23 -0
- data/lib/integration.rb +340 -0
- data/spec/integration_spec.rb +60 -0
- data/spec/spec.opts +3 -0
- data/spec/spec_helper.rb +11 -0
- metadata +124 -0
- metadata.gz.sig +1 -0
data.tar.gz.sig
ADDED
Binary file
|
data/.autotest
ADDED
@@ -0,0 +1,23 @@
|
|
1
|
+
# -*- ruby -*-
|
2
|
+
|
3
|
+
require 'autotest/restart'
|
4
|
+
|
5
|
+
# Autotest.add_hook :initialize do |at|
|
6
|
+
# at.extra_files << "../some/external/dependency.rb"
|
7
|
+
#
|
8
|
+
# at.libs << ":../some/external"
|
9
|
+
#
|
10
|
+
# at.add_exception 'vendor'
|
11
|
+
#
|
12
|
+
# at.add_mapping(/dependency.rb/) do |f, _|
|
13
|
+
# at.files_matching(/test_.*rb$/)
|
14
|
+
# end
|
15
|
+
#
|
16
|
+
# %w(TestA TestB).each do |klass|
|
17
|
+
# at.extra_class_map[klass] = "test/test_misc.rb"
|
18
|
+
# end
|
19
|
+
# end
|
20
|
+
|
21
|
+
# Autotest.add_hook :run_command do |at|
|
22
|
+
# system "rake build"
|
23
|
+
# end
|
data/.gemtest
ADDED
File without changes
|
data/History.txt
ADDED
data/Manifest.txt
ADDED
data/README.txt
ADDED
@@ -0,0 +1,60 @@
|
|
1
|
+
= integration
|
2
|
+
|
3
|
+
* http://github.com/clbustos/integration
|
4
|
+
|
5
|
+
== DESCRIPTION:
|
6
|
+
|
7
|
+
Numerical integration for Ruby, with a simple interface
|
8
|
+
|
9
|
+
== FEATURES/PROBLEMS:
|
10
|
+
|
11
|
+
* Use only one method: Integration.integrate
|
12
|
+
* Rectangular, Trapezoidal, Simpson, Adaptive quadrature, Monte Carlo and Romberg integration methods available on pure Ruby.
|
13
|
+
* If available, uses Ruby/GSL QNG non-adaptive Gauss-Kronrod integration and QAG adaptive integration, with support for Infinity+ and Infinity-
|
14
|
+
|
15
|
+
|
16
|
+
== SYNOPSIS:
|
17
|
+
|
18
|
+
Integration.integrate(1,2,{:tolerance=>1e-10,:method=>:simpson}) {|x| x**2} => 2.333333
|
19
|
+
|
20
|
+
# Support for infinity bounds with GSL QAG adaptative integration
|
21
|
+
|
22
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
23
|
+
Integration.integrate(Integration::MInfinity, 0 , {:tolerance=>1e-10}, &normal_pdf) => 0.5
|
24
|
+
Integration.integrate(0, Integration::Infinity , {:tolerance=>1e-10}, &normal_pdf) => 0.5
|
25
|
+
|
26
|
+
== REQUIREMENTS:
|
27
|
+
|
28
|
+
* Ruby/GSL, for better performance and support for infinite bounds
|
29
|
+
|
30
|
+
== INSTALL:
|
31
|
+
|
32
|
+
gem install integration
|
33
|
+
|
34
|
+
== LICENSE:
|
35
|
+
|
36
|
+
Copyright (c) 2005 Beng
|
37
|
+
2011 clbustos
|
38
|
+
|
39
|
+
Permission is hereby granted, free of charge, to any person obtaining a
|
40
|
+
copy of this software and associated documentation files (the "Software"),
|
41
|
+
to deal in the Software without restriction, including without limitation
|
42
|
+
the rights to use, copy, modify, merge, publish, distribute, sublicense,
|
43
|
+
and/or sell copies of the Software, and to permit persons to whom the
|
44
|
+
Software is furnished to do so, subject to the following conditions:
|
45
|
+
|
46
|
+
The above copyright notice and this permission notice shall be included in
|
47
|
+
all copies or substantial portions of the Software.
|
48
|
+
|
49
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
50
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
51
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL
|
52
|
+
THE DEVELOPERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
53
|
+
WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF
|
54
|
+
OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
55
|
+
SOFTWARE.
|
56
|
+
|
57
|
+
Except as contained in this notice, the name of the Beng shall not
|
58
|
+
be used in advertising or otherwise to promote the sale, use or other dealings
|
59
|
+
in this Software without prior written authorization from Beng.
|
60
|
+
|
data/Rakefile
ADDED
@@ -0,0 +1,23 @@
|
|
1
|
+
# -*- ruby -*-
|
2
|
+
$:.unshift(File.expand_path(File.dirname(__FILE__)+"/lib/"))
|
3
|
+
require 'rubygems'
|
4
|
+
require 'hoe'
|
5
|
+
require 'integration'
|
6
|
+
require 'rubyforge'
|
7
|
+
# Hoe.plugin :compiler
|
8
|
+
# Hoe.plugin :gem_prelude_sucks
|
9
|
+
Hoe.plugin :git
|
10
|
+
# Hoe.plugin :inline
|
11
|
+
# Hoe.plugin :racc
|
12
|
+
# Hoe.plugin :rubyforge
|
13
|
+
|
14
|
+
Hoe.spec 'integration' do
|
15
|
+
self.developer('Ben Gimpert', 'NO_EMAIL')
|
16
|
+
self.developer('Claudio Bustos', 'clbustos_at_gmail.com')
|
17
|
+
self.version=Integration::VERSION
|
18
|
+
self.extra_dev_deps << ["rspec",">=2.0"] << ["rubyforge",">=0"]
|
19
|
+
|
20
|
+
end
|
21
|
+
# git log --pretty=format:"*%s[%cn]" v0.5.0..HEAD >> History.txt
|
22
|
+
# vim: syntax=ruby
|
23
|
+
|
data/lib/integration.rb
ADDED
@@ -0,0 +1,340 @@
|
|
1
|
+
# Copyright (c) 2005 Beng (original code)
|
2
|
+
# 2011 clbustos
|
3
|
+
#
|
4
|
+
# Permission is hereby granted, free of charge, to any person obtaining a
|
5
|
+
# copy of this software and associated documentation files (the "Software"),
|
6
|
+
# to deal in the Software without restriction, including without limitation
|
7
|
+
# the rights to use, copy, modify, merge, publish, distribute, sublicense,
|
8
|
+
# and/or sell copies of the Software, and to permit persons to whom the
|
9
|
+
# Software is furnished to do so, subject to the following conditions:
|
10
|
+
#
|
11
|
+
# The above copyright notice and this permission notice shall be included in
|
12
|
+
# all copies or substantial portions of the Software.
|
13
|
+
#
|
14
|
+
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
15
|
+
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
16
|
+
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL
|
17
|
+
# THE X CONSORTIUM BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
18
|
+
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF
|
19
|
+
# OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
20
|
+
# SOFTWARE.
|
21
|
+
#
|
22
|
+
# Except as contained in this notice, the name of the Beng shall not
|
23
|
+
# be used in advertising or otherwise to promote the sale, use or other dealings
|
24
|
+
# in this Software without prior written authorization from Beng.
|
25
|
+
|
26
|
+
# Diverse integration methods
|
27
|
+
# Use Integration.integrate as wrapper to direct access to methods
|
28
|
+
#
|
29
|
+
# Method API
|
30
|
+
#
|
31
|
+
|
32
|
+
class Integration
|
33
|
+
VERSION = '0.1.0'
|
34
|
+
# Minus Infinity
|
35
|
+
MInfinity=:minfinity
|
36
|
+
# Infinity
|
37
|
+
Infinity=:infinity
|
38
|
+
class << self
|
39
|
+
|
40
|
+
# Create a method 'has_<library>' on Module
|
41
|
+
# which require a library and return true or false
|
42
|
+
# according to success of failure
|
43
|
+
def create_has_library(library) #:nodoc:
|
44
|
+
define_singleton_method("has_#{library}?") do
|
45
|
+
cv="@@#{library}"
|
46
|
+
if !class_variable_defined? cv
|
47
|
+
begin
|
48
|
+
require library.to_s
|
49
|
+
class_variable_set(cv, true)
|
50
|
+
rescue LoadError
|
51
|
+
class_variable_set(cv, false)
|
52
|
+
end
|
53
|
+
end
|
54
|
+
class_variable_get(cv)
|
55
|
+
end
|
56
|
+
end
|
57
|
+
|
58
|
+
# Rectangle method
|
59
|
+
# +n+ implies number of subdivisions
|
60
|
+
def rectangle(t1, t2, n)
|
61
|
+
total_area = 0
|
62
|
+
t = t1
|
63
|
+
dt = (t2 - t1) / n.to_f
|
64
|
+
dt_half = dt / 2
|
65
|
+
|
66
|
+
while (t + dt_half) <= t2
|
67
|
+
height = yield(t + dt_half)
|
68
|
+
area = dt * height
|
69
|
+
total_area += area
|
70
|
+
t += dt
|
71
|
+
end
|
72
|
+
return total_area
|
73
|
+
|
74
|
+
end
|
75
|
+
alias_method :midpoint, :rectangle
|
76
|
+
|
77
|
+
def trapezoid(t1, t2, n)
|
78
|
+
total_area = 0
|
79
|
+
t = t1
|
80
|
+
dt = (t2 - t1) / n.to_f
|
81
|
+
prev_height = nil
|
82
|
+
while (t + dt) <= t2
|
83
|
+
if prev_height.nil?
|
84
|
+
height1 = yield(t)
|
85
|
+
else
|
86
|
+
height1 = prev_height
|
87
|
+
end
|
88
|
+
height2 = yield(t + dt)
|
89
|
+
area = dt * ((height1 + height2) / 2)
|
90
|
+
total_area += area
|
91
|
+
t += dt
|
92
|
+
prev_height = height2
|
93
|
+
end
|
94
|
+
return total_area
|
95
|
+
end
|
96
|
+
|
97
|
+
def simpson(t1, t2, n)
|
98
|
+
n += 1 unless n % 2 == 0
|
99
|
+
dt = (t2.to_f - t1) / n
|
100
|
+
total_area = 0
|
101
|
+
(0..n).each do |i|
|
102
|
+
t = t1 + (dt * i)
|
103
|
+
if i.zero? || (i == n)
|
104
|
+
total_area += yield(t)
|
105
|
+
elsif i % 2 == 0
|
106
|
+
total_area += 2 * yield(t)
|
107
|
+
else
|
108
|
+
total_area += 4 * yield(t)
|
109
|
+
end
|
110
|
+
end
|
111
|
+
total_area *= dt / 3
|
112
|
+
return total_area
|
113
|
+
end
|
114
|
+
|
115
|
+
def adaptive_quadrature(a, b, tolerance)
|
116
|
+
h = (b.to_f - a) / 2
|
117
|
+
fa = yield(a)
|
118
|
+
fc = yield(a + h)
|
119
|
+
fb = yield(b)
|
120
|
+
s = h * (fa + (4 * fc) + fb) / 3
|
121
|
+
helper = Proc.new { |a, b, fa, fb, fc, h, s, level|
|
122
|
+
if level < 1/tolerance.to_f
|
123
|
+
fd = yield(a + (h / 2))
|
124
|
+
fe = yield(a + (3 * (h / 2)))
|
125
|
+
s1 = h * (fa + (4.0 * fd) + fc) / 6
|
126
|
+
s2 = h * (fc + (4.0 * fe) + fb) / 6
|
127
|
+
if ((s1 + s2) - s).abs <= tolerance
|
128
|
+
s1 + s2
|
129
|
+
else
|
130
|
+
helper.call(a, a + h, fa, fc, fd, h / 2, s1, level + 1) +
|
131
|
+
helper.call(a + h, b, fc, fb, fe, h / 2, s2, level + 1)
|
132
|
+
end
|
133
|
+
else
|
134
|
+
raise "Integral did not converge"
|
135
|
+
end
|
136
|
+
}
|
137
|
+
return helper.call(a, b, fa, fb, fc, h, s, 1)
|
138
|
+
end
|
139
|
+
|
140
|
+
def gauss(t1, t2, n)
|
141
|
+
case n
|
142
|
+
when 1
|
143
|
+
z = [0.0]
|
144
|
+
w = [2.0]
|
145
|
+
when 2
|
146
|
+
z = [-0.57735026919, 0.57735026919]
|
147
|
+
w = [1.0, 1.0]
|
148
|
+
when 3
|
149
|
+
z = [-0.774596669241, 0.0, 0.774596669241]
|
150
|
+
w = [0.555555555556, 0.888888888889, 0.555555555556]
|
151
|
+
when 4
|
152
|
+
z = [-0.861136311594, -0.339981043585, 0.339981043585, 0.861136311594]
|
153
|
+
w = [0.347854845137, 0.652145154863, 0.652145154863, 0.347854845137]
|
154
|
+
when 5
|
155
|
+
z = [-0.906179845939, -0.538469310106, 0.0, 0.538469310106, 0.906179845939]
|
156
|
+
w = [0.236926885056, 0.478628670499, 0.568888888889, 0.478628670499, 0.236926885056]
|
157
|
+
when 6
|
158
|
+
z = [-0.932469514203, -0.661209386466, -0.238619186083, 0.238619186083, 0.661209386466, 0.932469514203]
|
159
|
+
w = [0.171324492379, 0.360761573048, 0.467913934573, 0.467913934573, 0.360761573048, 0.171324492379]
|
160
|
+
when 7
|
161
|
+
z = [-0.949107912343, -0.741531185599, -0.405845151377, 0.0, 0.405845151377, 0.741531185599, 0.949107912343]
|
162
|
+
w = [0.129484966169, 0.279705391489, 0.381830050505, 0.417959183673, 0.381830050505, 0.279705391489, 0.129484966169]
|
163
|
+
when 8
|
164
|
+
z = [-0.960289856498, -0.796666477414, -0.525532409916, -0.183434642496, 0.183434642496, 0.525532409916, 0.796666477414, 0.960289856498]
|
165
|
+
w = [0.10122853629, 0.222381034453, 0.313706645878, 0.362683783378, 0.362683783378, 0.313706645878, 0.222381034453, 0.10122853629]
|
166
|
+
when 9
|
167
|
+
z = [-0.968160239508, -0.836031107327, -0.613371432701, -0.324253423404, 0.0, 0.324253423404, 0.613371432701, 0.836031107327, 0.968160239508]
|
168
|
+
w = [0.0812743883616, 0.180648160695, 0.260610696403, 0.31234707704, 0.330239355001, 0.31234707704, 0.260610696403, 0.180648160695, 0.0812743883616]
|
169
|
+
when 10
|
170
|
+
z = [-0.973906528517, -0.865063366689, -0.679409568299, -0.433395394129, -0.148874338982, 0.148874338982, 0.433395394129, 0.679409568299, 0.865063366689, 0.973906528517]
|
171
|
+
w = [0.0666713443087, 0.149451349151, 0.219086362516, 0.26926671931, 0.295524224715, 0.295524224715, 0.26926671931, 0.219086362516, 0.149451349151, 0.0666713443087]
|
172
|
+
else
|
173
|
+
raise "Invalid number of spaced abscissas #{n}, should be 1-10"
|
174
|
+
end
|
175
|
+
sum = 0
|
176
|
+
(0...n).each do |i|
|
177
|
+
t = ((t1.to_f + t2) / 2) + (((t2 - t1) / 2) * z[i])
|
178
|
+
sum += w[i] * yield(t)
|
179
|
+
end
|
180
|
+
return ((t2 - t1) / 2.0) * sum
|
181
|
+
end
|
182
|
+
|
183
|
+
def romberg(a, b, tolerance)
|
184
|
+
# NOTE one-based arrays are used for convenience
|
185
|
+
|
186
|
+
h = b.to_f - a
|
187
|
+
m = 1
|
188
|
+
close = 1
|
189
|
+
r = [[], [], [], [], [], [], [], [], [], [], [], [], []];
|
190
|
+
r[1][1] = (h / 2) * (yield(a) + yield(b))
|
191
|
+
j = 1
|
192
|
+
while j <= 11 && tolerance < close
|
193
|
+
j += 1
|
194
|
+
r[j][0] = 0
|
195
|
+
h /= 2
|
196
|
+
sum = 0
|
197
|
+
(1..m).each do |k|
|
198
|
+
sum += yield(a + (h * ((2 * k) - 1)))
|
199
|
+
end
|
200
|
+
m *= 2
|
201
|
+
r[j][1] = r[j-1][1] / 2 + (h * sum)
|
202
|
+
(1..j-1).each do |k|
|
203
|
+
r[j][k+1] = r[j][k] + ((r[j][k] - r[j-1][k]) / ((4 ** k) - 1))
|
204
|
+
end
|
205
|
+
close = (r[j][j] - r[j-1][j-1])
|
206
|
+
end
|
207
|
+
return r[j][j]
|
208
|
+
end
|
209
|
+
|
210
|
+
def monte_carlo(t1, t2, n)
|
211
|
+
width = (t2 - t1).to_f
|
212
|
+
height = nil
|
213
|
+
vals = []
|
214
|
+
n.times do
|
215
|
+
t = t1 + (rand() * width)
|
216
|
+
ft = yield(t)
|
217
|
+
height = ft if height.nil? || ft > height
|
218
|
+
vals << ft
|
219
|
+
end
|
220
|
+
area_ratio = 0
|
221
|
+
vals.each do |ft|
|
222
|
+
area_ratio += (ft / height.to_f) / n.to_f
|
223
|
+
end
|
224
|
+
return (width * height) * area_ratio
|
225
|
+
end
|
226
|
+
def is_infinite?(v)
|
227
|
+
v==Infinity or v==MInfinity
|
228
|
+
end
|
229
|
+
# Methods available on pure ruby
|
230
|
+
RUBY_METHOD=[:rectangle,:trapezoid,:simpson, :adaptive_quadrature , :gauss, :romberg, :monte_carlo]
|
231
|
+
# Methods available with Ruby/GSL library
|
232
|
+
GSL_METHOD=[:qng, :qag]
|
233
|
+
# Get the integral for a function +f+, with bounds +t1+ and
|
234
|
+
# +t2+ given a hash of +options+.
|
235
|
+
# If Ruby/GSL is available, you could use +Integration::Minfinity+
|
236
|
+
# and +Integration::Infinity+ as bounds. Method
|
237
|
+
# Options are
|
238
|
+
# [:tolerance] Maximum difference between real and calculated integral.
|
239
|
+
# Default: 1e-10
|
240
|
+
# [:initial_step] Initial number of subdivitions
|
241
|
+
# [:step] Subdivitions increment on each iteration
|
242
|
+
# [:method] Integration method.
|
243
|
+
# Methods are
|
244
|
+
# [:rectangle] for [:initial_step+:step*iteration] quadrilateral subdivisions
|
245
|
+
# [:trapezoid] for [:initial_step+:step*iteration] trapezoid-al subdivisions
|
246
|
+
# [:simpson] for [:initial_step+:step*iteration] parabolic subdivisions
|
247
|
+
# [:adaptive_quadrature] for recursive appoximations until error [tolerance]
|
248
|
+
# [:gauss] [:initial_step+:step*iteration] weighted subdivisons using translated -1 -> +1 endpoints
|
249
|
+
# [:romberg] extrapolation of recursion approximation until error < [tolerance]
|
250
|
+
# [:monte_carlo] make [:initial_step+:step*iteration] random samples, and check for above/below curve
|
251
|
+
# [:qng] GSL QNG non-adaptive Gauss-Kronrod integration
|
252
|
+
# [:qag] GSL QAG adaptive integration, with support for infinite bounds
|
253
|
+
def integrate(t1,t2,options=Hash.new, &f)
|
254
|
+
inf_bounds=(is_infinite?(t1) or is_infinite?(t2))
|
255
|
+
raise "No function passed" unless block_given?
|
256
|
+
raise "Non-numeric bounds" unless ((t1.is_a? Numeric) and (t2.is_a? Numeric)) or inf_bounds
|
257
|
+
if(inf_bounds)
|
258
|
+
lower_bound=t1
|
259
|
+
upper_bound=t2
|
260
|
+
options[:method]=:qag if options[:method].nil?
|
261
|
+
else
|
262
|
+
lower_bound = [t1, t2].min
|
263
|
+
upper_bound = [t1, t2].max
|
264
|
+
end
|
265
|
+
def_method=(has_gsl?) ? :qag : :simpson
|
266
|
+
default_opts={:tolerance=>1e-10, :initial_step=>16,:step=>16, :method=>def_method}
|
267
|
+
options=default_opts.merge(options)
|
268
|
+
if RUBY_METHOD.include? options[:method]
|
269
|
+
raise "Ruby methods doesn't support infinity bounds" if inf_bounds
|
270
|
+
integrate_ruby(lower_bound,upper_bound,options,&f)
|
271
|
+
elsif GSL_METHOD.include? options[:method]
|
272
|
+
integrate_gsl(lower_bound,upper_bound,options,&f)
|
273
|
+
else
|
274
|
+
raise "Unknown integration method \"#{options[:method]}\""
|
275
|
+
end
|
276
|
+
end
|
277
|
+
def integrate_gsl(lower_bound,upper_bound,options,&f)
|
278
|
+
|
279
|
+
f = GSL::Function.alloc(&f)
|
280
|
+
method=options[:method]
|
281
|
+
tolerance=options[:tolerance]
|
282
|
+
|
283
|
+
if(method==:qag)
|
284
|
+
w = GSL::Integration::Workspace.alloc()
|
285
|
+
if(is_infinite?(lower_bound) and is_infinite?(upper_bound))
|
286
|
+
#puts "ambos"
|
287
|
+
val=f.qagi([tolerance,0.0], 1000, w)
|
288
|
+
elsif is_infinite?(lower_bound)
|
289
|
+
#puts "inferior #{upper_bound}"
|
290
|
+
val=f.qagil(upper_bound, [tolerance, 0], w)
|
291
|
+
elsif is_infinite?(upper_bound)
|
292
|
+
#puts "superior"
|
293
|
+
val=f.qagiu(lower_bound, [tolerance, 0], w)
|
294
|
+
else
|
295
|
+
|
296
|
+
val=f.qag([lower_bound,upper_bound],[tolerance,0.0], GSL::Integration::GAUSS61, w)
|
297
|
+
end
|
298
|
+
elsif(method==:qng)
|
299
|
+
val=f.qng([lower_bound, upper_bound], [tolerance, 0.0])
|
300
|
+
else
|
301
|
+
raise "Unknown integration method \"#{method}\""
|
302
|
+
end
|
303
|
+
val[0]
|
304
|
+
end
|
305
|
+
def integrate_ruby(lower_bound,upper_bound,options,&f)
|
306
|
+
method=options[:method]
|
307
|
+
tolerance=options[:tolerance]
|
308
|
+
initial_step=options[:initial_step]
|
309
|
+
step=options[:step]
|
310
|
+
|
311
|
+
begin
|
312
|
+
method_obj = Integration.method(method.to_s.downcase)
|
313
|
+
rescue
|
314
|
+
raise "Unknown integration method \"#{method}\""
|
315
|
+
end
|
316
|
+
current_step=initial_step
|
317
|
+
|
318
|
+
if(method==:adaptive_quadrature or method==:romberg or method==:gauss)
|
319
|
+
if(method==:gauss)
|
320
|
+
initial_step=10 if initial_step>10
|
321
|
+
tolerance=initial_step
|
322
|
+
end
|
323
|
+
method_obj.call(lower_bound, upper_bound, tolerance, &f)
|
324
|
+
else
|
325
|
+
#puts "iniciando"
|
326
|
+
value=method_obj.call(lower_bound, upper_bound, current_step, &f)
|
327
|
+
previous=value+(tolerance*2)
|
328
|
+
while((previous-value).abs > tolerance) do
|
329
|
+
#puts(value)
|
330
|
+
#puts(current_step)
|
331
|
+
current_step+=step
|
332
|
+
previous=value
|
333
|
+
value=method_obj.call(lower_bound, upper_bound, current_step, &f)
|
334
|
+
end
|
335
|
+
value
|
336
|
+
end
|
337
|
+
end
|
338
|
+
end
|
339
|
+
create_has_library :gsl
|
340
|
+
end
|
@@ -0,0 +1,60 @@
|
|
1
|
+
require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
|
2
|
+
describe Integration do
|
3
|
+
it "should respond integration based on ruby methods" do
|
4
|
+
a=lambda {|x| x**2}
|
5
|
+
# Integration over [1,2]=x^3/3=7/3
|
6
|
+
|
7
|
+
methods=[:rectangle,:trapezoid, :simpson, :adaptive_quadrature, :romberg]
|
8
|
+
methods.each do |m|
|
9
|
+
Integration.integrate(1,2,{:method=>m,:tolerance=>1e-7},&a).should be_within(1e-6).of(7/3.0)
|
10
|
+
end
|
11
|
+
|
12
|
+
end
|
13
|
+
|
14
|
+
it "should return a correct value for a complex integration with ruby methods" do
|
15
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
16
|
+
Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:simpson},&normal_pdf).should be_within(1e-11).of(0.341344746068)
|
17
|
+
Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:adaptive_quadrature},&normal_pdf).should be_within(1e-11).of(0.341344746068)
|
18
|
+
end
|
19
|
+
it "should return a correct value for a complex integration with gsl methods" do
|
20
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
21
|
+
Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qng},&normal_pdf).should be_within(1e-11).of(0.341344746068)
|
22
|
+
Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qag},&normal_pdf).should be_within(1e-11).of(0.341344746068)
|
23
|
+
end
|
24
|
+
|
25
|
+
|
26
|
+
it "should return correct integration for infinity bounds" do
|
27
|
+
if Integration.has_gsl?
|
28
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
29
|
+
|
30
|
+
Integration.integrate(Integration::MInfinity, Integration::Infinity,{:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(1)
|
31
|
+
else
|
32
|
+
pending("GSL not available")
|
33
|
+
end
|
34
|
+
end
|
35
|
+
it "should return correct integration for infinity lower bound" do
|
36
|
+
if Integration.has_gsl?
|
37
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
38
|
+
|
39
|
+
Integration.integrate(Integration::MInfinity, 0 , {:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(0.5)
|
40
|
+
|
41
|
+
else
|
42
|
+
pending("GSL not available")
|
43
|
+
end
|
44
|
+
end
|
45
|
+
it "should return correct integration for infinity upper bound" do
|
46
|
+
if Integration.has_gsl?
|
47
|
+
|
48
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
49
|
+
Integration.integrate(0,Integration::Infinity,{:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(0.5)
|
50
|
+
|
51
|
+
else
|
52
|
+
pending("GSL not available")
|
53
|
+
end
|
54
|
+
end
|
55
|
+
it "should raise an error if a ruby methods is called with infinite bounds" do
|
56
|
+
normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
|
57
|
+
lambda {Integration.integrate(0,Integration::Infinity,{:method=>:simpson}, &normal_pdf).should be_within(1e-09).of(0.5)}.should raise_exception()
|
58
|
+
end
|
59
|
+
end
|
60
|
+
|
data/spec/spec.opts
ADDED
data/spec/spec_helper.rb
ADDED
metadata
ADDED
@@ -0,0 +1,124 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: integration
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
prerelease:
|
5
|
+
version: 0.1.0
|
6
|
+
platform: ruby
|
7
|
+
authors:
|
8
|
+
- Ben Gimpert
|
9
|
+
- Claudio Bustos
|
10
|
+
autorequire:
|
11
|
+
bindir: bin
|
12
|
+
cert_chain:
|
13
|
+
- |
|
14
|
+
-----BEGIN CERTIFICATE-----
|
15
|
+
MIIDMjCCAhqgAwIBAgIBADANBgkqhkiG9w0BAQUFADA/MREwDwYDVQQDDAhjbGJ1
|
16
|
+
c3RvczEVMBMGCgmSJomT8ixkARkWBWdtYWlsMRMwEQYKCZImiZPyLGQBGRYDY29t
|
17
|
+
MB4XDTEwMDMyOTIxMzg1NVoXDTExMDMyOTIxMzg1NVowPzERMA8GA1UEAwwIY2xi
|
18
|
+
dXN0b3MxFTATBgoJkiaJk/IsZAEZFgVnbWFpbDETMBEGCgmSJomT8ixkARkWA2Nv
|
19
|
+
bTCCASIwDQYJKoZIhvcNAQEBBQADggEPADCCAQoCggEBALf8JVMGqE7m5kYb+PNN
|
20
|
+
neZv2pcXV5fQCi6xkyG8bi2/SIFy/LyxuvLzEeOxBeaz1Be93bayIUquOIqw3dyw
|
21
|
+
/KXWa31FxuNuvAm6CN8fyeRYX/ou4cw3OIUUnIvB7RMNIu4wbgeM6htV/QEsNLrv
|
22
|
+
at1/mh9JpqawPrcjIOVMj4BIp67vmzJCaUf+S/H2uYtSO09F+YQE3tv85TPeRmqU
|
23
|
+
yjyXyTc/oJiw1cXskUL8UtMWZmrwNLHXuZWWIMzkjiz3UNdhJr/t5ROk8S2WPznl
|
24
|
+
0bMy/PMIlAbqWolRn1zl2VFJ3TaXScbqImY8Wf4g62b/1ZSUlGrtnLNsCYXrWiso
|
25
|
+
UPUCAwEAAaM5MDcwCQYDVR0TBAIwADALBgNVHQ8EBAMCBLAwHQYDVR0OBBYEFGu9
|
26
|
+
rrJ1H64qRmNNu3Jj/Qjvh0u5MA0GCSqGSIb3DQEBBQUAA4IBAQCV0Unka5isrhZk
|
27
|
+
GjqSDqY/6hF+G2pbFcbWUpjmC8NWtAxeC+7NGV3ljd0e1SLfoyBj4gnFtFmY8qX4
|
28
|
+
K02tgSZM0eDV8TpgFpWXzK6LzHvoanuahHLZEtk/+Z885lFene+nHadkem1n9iAB
|
29
|
+
cs96JO9/JfFyuXM27wFAwmfHCmJfPF09R4VvGHRAvb8MGzSVgk2i06OJTqkBTwvv
|
30
|
+
JHJdoyw3+8bw9RJ+jLaNoQ+xu+1pQdS2bb3m7xjZpufml/m8zFCtjYM/7qgkKR8z
|
31
|
+
/ZZt8lCiKfFArppRrZayE2FVsps4X6WwBdrKTMZ0CKSXTRctbEj1BAZ67eoTvBBt
|
32
|
+
rpP0jjs0
|
33
|
+
-----END CERTIFICATE-----
|
34
|
+
|
35
|
+
date: 2011-08-24 00:00:00 -03:00
|
36
|
+
default_executable:
|
37
|
+
dependencies:
|
38
|
+
- !ruby/object:Gem::Dependency
|
39
|
+
name: rspec
|
40
|
+
prerelease: false
|
41
|
+
requirement: &id001 !ruby/object:Gem::Requirement
|
42
|
+
none: false
|
43
|
+
requirements:
|
44
|
+
- - ">="
|
45
|
+
- !ruby/object:Gem::Version
|
46
|
+
version: "2.0"
|
47
|
+
type: :development
|
48
|
+
version_requirements: *id001
|
49
|
+
- !ruby/object:Gem::Dependency
|
50
|
+
name: rubyforge
|
51
|
+
prerelease: false
|
52
|
+
requirement: &id002 !ruby/object:Gem::Requirement
|
53
|
+
none: false
|
54
|
+
requirements:
|
55
|
+
- - ">="
|
56
|
+
- !ruby/object:Gem::Version
|
57
|
+
version: "0"
|
58
|
+
type: :development
|
59
|
+
version_requirements: *id002
|
60
|
+
- !ruby/object:Gem::Dependency
|
61
|
+
name: hoe
|
62
|
+
prerelease: false
|
63
|
+
requirement: &id003 !ruby/object:Gem::Requirement
|
64
|
+
none: false
|
65
|
+
requirements:
|
66
|
+
- - ~>
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: "2.12"
|
69
|
+
type: :development
|
70
|
+
version_requirements: *id003
|
71
|
+
description: Numerical integration for Ruby, with a simple interface
|
72
|
+
email:
|
73
|
+
- NO_EMAIL
|
74
|
+
- clbustos_at_gmail.com
|
75
|
+
executables: []
|
76
|
+
|
77
|
+
extensions: []
|
78
|
+
|
79
|
+
extra_rdoc_files:
|
80
|
+
- History.txt
|
81
|
+
- Manifest.txt
|
82
|
+
- README.txt
|
83
|
+
files:
|
84
|
+
- .autotest
|
85
|
+
- History.txt
|
86
|
+
- Manifest.txt
|
87
|
+
- README.txt
|
88
|
+
- Rakefile
|
89
|
+
- lib/integration.rb
|
90
|
+
- spec/integration_spec.rb
|
91
|
+
- spec/spec.opts
|
92
|
+
- spec/spec_helper.rb
|
93
|
+
- .gemtest
|
94
|
+
has_rdoc: true
|
95
|
+
homepage: http://github.com/clbustos/integration
|
96
|
+
licenses: []
|
97
|
+
|
98
|
+
post_install_message:
|
99
|
+
rdoc_options:
|
100
|
+
- --main
|
101
|
+
- README.txt
|
102
|
+
require_paths:
|
103
|
+
- lib
|
104
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
105
|
+
none: false
|
106
|
+
requirements:
|
107
|
+
- - ">="
|
108
|
+
- !ruby/object:Gem::Version
|
109
|
+
version: "0"
|
110
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
111
|
+
none: false
|
112
|
+
requirements:
|
113
|
+
- - ">="
|
114
|
+
- !ruby/object:Gem::Version
|
115
|
+
version: "0"
|
116
|
+
requirements: []
|
117
|
+
|
118
|
+
rubyforge_project: integration
|
119
|
+
rubygems_version: 1.6.0
|
120
|
+
signing_key:
|
121
|
+
specification_version: 3
|
122
|
+
summary: Numerical integration for Ruby, with a simple interface
|
123
|
+
test_files: []
|
124
|
+
|
metadata.gz.sig
ADDED
@@ -0,0 +1 @@
|
|
1
|
+
�mV݈5�H�Ȗ�279s�Z�Q�eY�ڇ&����9CKy��*�p�����z�"��m�<����/��_��[!�6��a$mzj6`��Z���0��6��S
|