integration 0.1.0 → 0.1.1

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA1:
+  metadata.gz: 7ad161dae6d8cd737f33db6844ab3f345c95fb82
+  data.tar.gz: d098810e0c476442e1495586d229251fffd37d9c
+SHA512:
+  metadata.gz: e2ad2678eb811bf5ae28f81e1d7e59fa118b4bef2ba995155f9ac3be109ee9caca9ea54479f86924e49edbf5fcacbf2c8831f6cf64d53b562df7e8af2b75791c
+  data.tar.gz: d258396d5f21736dd665afc554b2b086cb39ab4126f996fd77ddf7bd54c1c0b11e62cb02a02b5457d8e765cac9e1311e5d6d629ce8145aacebfd066dcca56280

data/.gitignore

@@ -0,0 +1,3 @@
+*~
+coverage/*
+pkg/*

data/{spec/spec.opts → .rspec}

@@ -1,3 +1,2 @@
 --color
--f s
 -b

data/.travis.yml

@@ -0,0 +1,15 @@
+language: ruby
+rvm:
+  - '1.9.3'
+  - '2.0.0'
+  - '2.1.1'
+#  - jruby-19mode # JRuby in 1.9 mode -> Problems with bigint
+#  - rbx-19mode
+# script: bundle exec rspec spec
+
+script:
+  bundle exec rspec
+  
+before_install:
+  - sudo apt-get update -qq
+  - sudo apt-get install -y libgsl0-dev

data/Gemfile

@@ -0,0 +1,5 @@
+source "https://www.rubygems.org"
+gem "rspec", '~>3.0'
+gem "rb-gsl", :platforms=>[:mri, :mswin, :mingw]
+
+gemspec

data/Gemfile.lock

@@ -0,0 +1,38 @@
+PATH
+  remote: .
+  specs:
+    integration (0.1.1)
+      rb-gsl (~> 1.2)
+      text-table (~> 1.2)
+
+GEM
+  remote: https://www.rubygems.org/
+  specs:
+    diff-lcs (1.2.5)
+    narray (0.6.0.9)
+    rake (10.3.2)
+    rb-gsl (1.16.0.2)
+      narray (>= 0.5.9)
+    rspec (3.0.0)
+      rspec-core (~> 3.0.0)
+      rspec-expectations (~> 3.0.0)
+      rspec-mocks (~> 3.0.0)
+    rspec-core (3.0.3)
+      rspec-support (~> 3.0.0)
+    rspec-expectations (3.0.3)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.0.0)
+    rspec-mocks (3.0.3)
+      rspec-support (~> 3.0.0)
+    rspec-support (3.0.3)
+    text-table (1.2.3)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bundler (~> 1.3)
+  integration!
+  rake (~> 10)
+  rb-gsl
+  rspec (~> 3.0)

data/History.txt

@@ -1,3 +1,5 @@
+=== 0.2.0 / 2014-08-09
+* New version, with methods ruby methods: rectangle,:trapezoid,:simpson, :adaptive_quadrature , :gauss, :romberg, :monte_carlo, :gauss_kronrod, :simpson3by8, :boole, :open_trapezoid, :milne
 === 0.1.0 / 2011-08-23
 
 * Get code from http://rubyforge.org/projects/integral/ and converted to a gem.

data/{README.txt → README.md}

@@ -1,19 +1,19 @@
-= integration
+# integration
 
 * http://github.com/clbustos/integration
 
-== DESCRIPTION:
+## DESCRIPTION:
 
 Numerical integration for Ruby, with a simple interface
 
-== FEATURES/PROBLEMS:
+## FEATURES/PROBLEMS:
 
 * Use only one method: Integration.integrate
 * Rectangular, Trapezoidal, Simpson, Adaptive quadrature, Monte Carlo and Romberg integration methods available on pure Ruby. 
 * If available, uses Ruby/GSL QNG non-adaptive Gauss-Kronrod integration and QAG adaptive integration, with support for Infinity+ and Infinity- 
 
 
-== SYNOPSIS:
+## SYNOPSIS:
 
   Integration.integrate(1,2,{:tolerance=>1e-10,:method=>:simpson}) {|x| x**2} => 2.333333
   
@@ -23,18 +23,18 @@ Numerical integration for Ruby, with a simple interface
   Integration.integrate(Integration::MInfinity, 0 , {:tolerance=>1e-10}, &normal_pdf) => 0.5
   Integration.integrate(0, Integration::Infinity , {:tolerance=>1e-10}, &normal_pdf) => 0.5
   
-== REQUIREMENTS:
+## REQUIREMENTS:
 
 * Ruby/GSL, for better performance and support for infinite bounds
 
-== INSTALL:
+## INSTALL:
 
   gem install integration
   
-== LICENSE:
+## LICENSE:
 
     Copyright (c) 2005  Beng
-                  2011  clbustos
+                  2011.2014  clbustos
     
     Permission is hereby granted, free of charge, to any person obtaining a
     copy of this software and associated documentation files (the "Software"),

data/Rakefile

@@ -1,23 +1,45 @@
 # -*- ruby -*-
 $:.unshift(File.expand_path(File.dirname(__FILE__)+"/lib/"))
 require 'rubygems'
-require 'hoe'
 require 'integration'
-require 'rubyforge'
-# Hoe.plugin :compiler
-# Hoe.plugin :gem_prelude_sucks
- Hoe.plugin :git
-# Hoe.plugin :inline
-# Hoe.plugin :racc
-# Hoe.plugin :rubyforge
-
-Hoe.spec 'integration' do
-  self.developer('Ben Gimpert', 'NO_EMAIL')
-  self.developer('Claudio Bustos', 'clbustos_at_gmail.com')
-  self.version=Integration::VERSION
-  self.extra_dev_deps << ["rspec",">=2.0"] << ["rubyforge",">=0"]
+require 'bundler'
 
+Bundler::GemHelper.install_tasks
+
+
+gemspec = eval(IO.read("integration.gemspec"))
+
+
+begin
+  Bundler.setup(:default, :development)
+rescue Bundler::BundlerError => e
+  $stderr.puts e.message
+  $stderr.puts "Run `bundle install` to install missing gems"
+  exit e.status_code
 end
-# git log --pretty=format:"*%s[%cn]" v0.5.0..HEAD >> History.txt
-# vim: syntax=ruby
 
+
+
+require "rubygems/package_task"
+Gem::PackageTask.new(gemspec).define
+
+desc "install the gem locally"
+task :install => [:package] do
+  sh %{gem install pkg/integration-#{Integration::VERSION}.gem}
+end
+
+require 'rspec/core/rake_task'
+require 'rspec/core'
+require 'rspec/core/rake_task'
+RSpec::Core::RakeTask.new(:spec) do |spec|
+  spec.pattern = FileList['spec/**/*_spec.rb']
+end
+
+
+desc "Open an irb session preloaded with integration"
+task :console do
+  sh "irb -rubygems -I lib -r integration.rb"
+end
+
+task :default => :spec
+# vim: syntax=ruby

data/benchmark/accuracy.rb

@@ -0,0 +1,24 @@
+# Comparing the accuracy of different integraiton methods
+# text table is required to display the results in a nice table
+require 'integration'
+require 'text-table'
+
+# put the funtion you want to benchmark here
+func = lambda{|x| x}
+#put the actual result of the integration here
+actual_result = 5/2.0 + 2* Math::sin(1)
+
+table = Text::Table.new
+table.head = ['Method','Result','Actual Result','Error','Accuracy']
+
+for method in [:rectangle,:trapezoid,:simpson,:romberg,:adaptive_quadrature, :gauss, :gauss_kronrod, :simpson3by8, :boole, :open_trapezoid, :milne,:qng, :qag]
+  result = Integration.integrate(0,1,{:method=>method},&func)
+  if result == nil
+    puts method
+  else
+  error = (actual_result-result).abs
+  table.rows << [method,result,actual_result,error,100*(1-error/actual_result.to_f)]
+  end
+end
+puts table.to_s
+

data/benchmark/speed.rb

@@ -0,0 +1,20 @@
+# Checking the speed of different integraiton methods
+
+require 'benchmark'
+require 'integration'
+
+# set the number of iterations
+iterations = 100
+puts "Benchmarking with #{iterations} iterations"
+
+# put the function to be benchmarked here
+func = lambda{|x| x}
+for method in [:rectangle,:trapezoid,:simpson,:romberg, :adaptive_quadrature, :gauss, :gauss_kronrod, :simpson3by8, :boole, :open_trapezoid, :milne, :qng, :qag]
+	Benchmark.bm(25) do |bm|
+	  bm.report(method.to_s) do
+	    iterations.times do
+	        Integration.integrate(0,1,{:method=>method},&func)
+	    end
+	  end
+	end
+end

data/integration.gemspec

@@ -0,0 +1,22 @@
+# -*- encoding: utf-8 -*-
+lib = File.expand_path('../lib/', __FILE__)
+$:.unshift lib unless $:.include?(lib)
+
+
+Gem::Specification.new do |s|
+  s.name = "integration"
+  s.version = "0.1.1"
+  s.authors = ["Claudio Bustos","Ben Gimpert"]
+  s.description = "Numerical integration for Ruby, with a simple interface"
+  s.email = ["clbustos@gmail.com", "No Email"]
+  s.files         = `git ls-files`.split("\n")
+  s.test_files    = `git ls-files -- {test,spec,features,benchmark}/*`.split("\n")  
+  s.executables   = `git ls-files -- bin/*`.split("\n").map{ |f| File.basename(f) }
+  s.require_paths = ["lib"]
+  s.summary = "A suite for integration in Ruby"
+  s.add_runtime_dependency 'text-table', '~>1.2'
+  s.add_runtime_dependency 'rb-gsl', '~>1.2'
+  s.add_development_dependency 'rake', '~>10'
+  s.add_development_dependency 'bundler', '~>1.3'
+  s.add_development_dependency 'rspec', '~>2.0'
+end

data/lib/integration.rb

@@ -1,6 +1,6 @@
 # Copyright (c) 2005  Beng (original code)
-#               2011  clbustos
-# 
+#               2011  Claudio Bustos
+#               XXXX -> Add new developers
 # Permission is hereby granted, free of charge, to any person obtaining a
 # copy of this software and associated documentation files (the "Software"),
 # to deal in the Software without restriction, including without limitation
@@ -30,7 +30,7 @@
 #
 
 class Integration
-  VERSION = '0.1.0'
+  VERSION = '0.2.0'
   # Minus Infinity
   MInfinity=:minfinity
   # Infinity
@@ -54,65 +54,80 @@ class Integration
         class_variable_get(cv)
       end
     end
-    
     # Rectangle method
     # +n+ implies number of subdivisions
-    def rectangle(t1, t2, n)
-      total_area = 0
-      t = t1
-      dt = (t2 - t1) / n.to_f
-      dt_half = dt / 2
-      
-      while (t + dt_half) <= t2
-      height = yield(t + dt_half)
-      area = dt * height
-      total_area += area
-      t += dt
-      end
-      return total_area
-
+    # Source:
+    #   * Ayres : Outline of calculus
+    def rectangle(t1, t2, n, &f)
+      d=(t2-t1) / n.to_f
+      n.times.inject(0) {|ac,i| 
+        ac+f[t1+d*(i+0.5)]
+      }*d
     end
     alias_method :midpoint, :rectangle
-  
-    def trapezoid(t1, t2, n)
-      total_area = 0
-      t = t1
-      dt = (t2 - t1) / n.to_f
-      prev_height = nil
-      while (t + dt) <= t2
-        if prev_height.nil?
-          height1 = yield(t)
-        else
-          height1 = prev_height
-        end
-        height2 = yield(t + dt)
-        area = dt * ((height1 + height2) / 2)
-        total_area += area
-        t += dt
-        prev_height = height2
-      end
-      return total_area
+    # Trapezoid method
+    # +n+ implies number of subdivisions
+    # Source:
+    #   * Ayres : Outline of calculus
+    def trapezoid(t1, t2, n, &f)
+      d=(t2-t1) / n.to_f
+      (d/2.0)*(f[t1]+
+      2*(1..(n-1)).inject(0){|ac,i| 
+      ac+f[t1+d*i]
+      }+f[t2])
     end
-  
-    def simpson(t1, t2, n)
+    # Simpson's rule
+    # +n+ implies number of subdivisions
+    # Source:
+    #   * Ayres : Outline of calculus
+    def simpson(t1, t2, n, &f)
       n += 1 unless n % 2 == 0
-      dt = (t2.to_f - t1) / n
-      total_area = 0
-      (0..n).each do |i|
-        t = t1 + (dt * i)
-        if i.zero? || (i == n)
-          total_area += yield(t)
-        elsif i % 2 == 0
-          total_area += 2 * yield(t)
-        else
-          total_area += 4 * yield(t)
-        end
+      d=(t2-t1) / n.to_f      
+      out= (d / 3.0)*(f[t1.to_f].to_f+
+      ((1..(n-1)).inject(0) {|ac,i|
+        ac+((i%2==0) ? 2 : 4)*f[t1+d*i]  
+      })+f[t2.to_f].to_f)
+      out
+    end
+    # TODO: Document method
+    def simpson3by8(t1, t2, n, &f)
+      d = (t2-t1) / n.to_f 
+      ac = 0
+      (0..n-1).each do |i|
+        ac+=(d/8.0)*(f[t1+i*d]+3*f[t1+i*d+d/3]+3*f[t1+i*d+2*d/3]+f[t1+(i+1)*d])
+      end
+      ac
+    end
+    # TODO: Document method
+    def boole(t1, t2, n, &f)
+      d = (t2-t1) / n.to_f 
+      ac = 0
+      (0..n-1).each do |i|
+        ac+=(d/90.0)*(7*f[t1+i*d]+32*f[t1+i*d+d/4]+12*f[t1+i*d+d/2]+32*f[t1+i*d+3*d/4]+7*f[t1+(i+1)*d])
+      end
+      ac
+    end
+
+    # TODO: Document method
+    def open_trapezoid(t1, t2, n, &f)
+      d = (t2-t1) / n.to_f 
+      ac = 0
+      (0..n-1).each do |i|
+        ac+=(d/2.0)*(f[t1+i*d+d/3]+f[t1+i*d+2*d/3])
       end
-      total_area *= dt / 3
-      return total_area
+      ac
     end
-  
-    def adaptive_quadrature(a, b, tolerance)
+    # TODO: Document method
+    def milne(t1, t2, n, &f)
+      d = (t2-t1) / n.to_f 
+      ac = 0
+      (0..n-1).each do |i|
+        ac+=(d/3.0)*(2*f[t1+i*d+d/4]-f[t1+i*d+d/2]+2*f[t1+i*d+3*d/4])
+      end
+      ac
+    end
+    # TODO: Document method
+    def adaptive_quadrature(a, b, tolerance)  
       h = (b.to_f - a) / 2
       fa = yield(a)
       fc = yield(a + h)
@@ -136,7 +151,7 @@ class Integration
       }
       return helper.call(a, b, fa, fb, fc, h, s, 1)
     end
-  
+    # TODO: Document method
     def gauss(t1, t2, n)
       case n
         when 1
@@ -172,41 +187,72 @@ class Integration
         else
           raise "Invalid number of spaced abscissas #{n}, should be 1-10"
       end
+      
       sum = 0
       (0...n).each do |i|
-        t = ((t1.to_f + t2) / 2) + (((t2 - t1) / 2) * z[i])
+        t = ((t1.to_f + t2) / 2.0) + (((t2 - t1) / 2.0) * z[i])        
         sum += w[i] * yield(t)
       end
       return ((t2 - t1) / 2.0) * sum
     end
-  
-    def romberg(a, b, tolerance)
+    # TODO: Document method
+    def gauss_kronrod(t1,t2,n,points)
+      #g7k15
+      case points
+        when 15
+          z = [-0.9914553711208126, -0.9491079123427585, -0.8648644233597691, -0.7415311855993945, -0.5860872354676911, -0.4058451513773972, -0.20778495500789848, 0.0, 0.20778495500789848, 0.4058451513773972, 0.5860872354676911, 0.7415311855993945, 0.8648644233597691, 0.9491079123427585, 0.9914553711208126]
+          w = [0.022935322010529224, 0.06309209262997856, 0.10479001032225019, 0.14065325971552592, 0.1690047266392679, 0.19035057806478542, 0.20443294007529889, 0.20948214108472782, 0.20443294007529889, 0.19035057806478542, 0.1690047266392679, 0.14065325971552592, 0.10479001032225019, 0.06309209262997856, 0.022935322010529224]
+        when 21
+          #g10k21
+          z = [-0.9956571630258081, -0.9739065285171717, -0.9301574913557082, -0.8650633666889845, -0.7808177265864169, -0.6794095682990244, -0.5627571346686047, -0.4333953941292472, -0.2943928627014602, -0.14887433898163122, 0.0, 0.14887433898163122, 0.2943928627014602, 0.4333953941292472, 0.5627571346686047, 0.6794095682990244, 0.7808177265864169, 0.8650633666889845, 0.9301574913557082, 0.9739065285171717, 0.9956571630258081]
+          w = [0.011694638867371874, 0.032558162307964725, 0.054755896574351995, 0.07503967481091996, 0.0931254545836976, 0.10938715880229764, 0.12349197626206584, 0.13470921731147334, 0.14277593857706009, 0.14773910490133849, 0.1494455540029169, 0.14773910490133849, 0.14277593857706009, 0.13470921731147334, 0.12349197626206584, 0.10938715880229764, 0.0931254545836976, 0.07503967481091996, 0.054755896574351995, 0.032558162307964725, 0.011694638867371874]
+        when 31
+          #g15k31
+          z = [-0.9980022986933971, -0.9879925180204854, -0.9677390756791391, -0.937273392400706, -0.8972645323440819, -0.8482065834104272, -0.790418501442466, -0.7244177313601701, -0.650996741297417, -0.5709721726085388, -0.4850818636402397, -0.3941513470775634, -0.29918000715316884, -0.20119409399743451, -0.1011420669187175, 0.0, 0.1011420669187175, 0.20119409399743451, 0.29918000715316884, 0.3941513470775634, 0.4850818636402397, 0.5709721726085388, 0.650996741297417, 0.7244177313601701, 0.790418501442466, 0.8482065834104272, 0.8972645323440819, 0.937273392400706, 0.9677390756791391, 0.9879925180204854, 0.9980022986933971]
+          w = [0.005377479872923349, 0.015007947329316122, 0.02546084732671532, 0.03534636079137585, 0.04458975132476488, 0.05348152469092809, 0.06200956780067064, 0.06985412131872826, 0.07684968075772038, 0.08308050282313302, 0.08856444305621176, 0.09312659817082532, 0.09664272698362368, 0.09917359872179196, 0.10076984552387559, 0.10133000701479154, 0.10076984552387559, 0.09917359872179196, 0.09664272698362368, 0.09312659817082532, 0.08856444305621176, 0.08308050282313302, 0.07684968075772038, 0.06985412131872826, 0.06200956780067064, 0.05348152469092809, 0.04458975132476488, 0.03534636079137585, 0.02546084732671532, 0.015007947329316122, 0.005377479872923349]
+        when 41
+          #g20k41
+          z = [-0.9988590315882777, -0.9931285991850949, -0.9815078774502503, -0.9639719272779138, -0.9408226338317548, -0.912234428251326, -0.878276811252282, -0.8391169718222188, -0.7950414288375512, -0.7463319064601508, -0.6932376563347514, -0.636053680726515, -0.5751404468197103, -0.5108670019508271, -0.4435931752387251, -0.37370608871541955, -0.301627868114913, -0.22778585114164507, -0.15260546524092267, -0.07652652113349734, 0.0, 0.07652652113349734, 0.15260546524092267, 0.22778585114164507, 0.301627868114913, 0.37370608871541955, 0.4435931752387251, 0.5108670019508271, 0.5751404468197103, 0.636053680726515, 0.6932376563347514, 0.7463319064601508, 0.7950414288375512, 0.8391169718222188, 0.878276811252282, 0.912234428251326, 0.9408226338317548, 0.9639719272779138, 0.9815078774502503, 0.9931285991850949, 0.9988590315882777]
+          w = [0.0030735837185205317, 0.008600269855642943, 0.014626169256971253, 0.020388373461266523, 0.02588213360495116, 0.0312873067770328, 0.036600169758200796, 0.041668873327973685, 0.04643482186749767, 0.05094457392372869, 0.05519510534828599, 0.05911140088063957, 0.06265323755478117, 0.06583459713361842, 0.06864867292852161, 0.07105442355344407, 0.07303069033278667, 0.07458287540049918, 0.07570449768455667, 0.07637786767208074, 0.07660071191799965, 0.07637786767208074, 0.07570449768455667, 0.07458287540049918, 0.07303069033278667, 0.07105442355344407, 0.06864867292852161, 0.06583459713361842, 0.06265323755478117, 0.05911140088063957, 0.05519510534828599, 0.05094457392372869, 0.04643482186749767, 0.041668873327973685, 0.036600169758200796, 0.0312873067770328, 0.02588213360495116, 0.020388373461266523, 0.014626169256971253, 0.008600269855642943, 0.0030735837185205317]
+        when 61
+          #g30k61
+          z = [-0.9994844100504906, -0.9968934840746495, -0.9916309968704046, -0.9836681232797472, -0.9731163225011262, -0.9600218649683075, -0.94437444474856, -0.9262000474292743, -0.9055733076999078, -0.8825605357920527, -0.8572052335460612, -0.8295657623827684, -0.799727835821839, -0.7677774321048262, -0.7337900624532268, -0.6978504947933158, -0.6600610641266269, -0.6205261829892429, -0.5793452358263617, -0.5366241481420199, -0.49248046786177857, -0.44703376953808915, -0.4004012548303944, -0.3527047255308781, -0.30407320227362505, -0.25463692616788985, -0.20452511668230988, -0.15386991360858354, -0.10280693796673702, -0.0514718425553177, 0.0, 0.0514718425553177, 0.10280693796673702, 0.15386991360858354, 0.20452511668230988, 0.25463692616788985, 0.30407320227362505, 0.3527047255308781, 0.4004012548303944, 0.44703376953808915, 0.49248046786177857, 0.5366241481420199, 0.5793452358263617, 0.6205261829892429, 0.6600610641266269, 0.6978504947933158, 0.7337900624532268, 0.7677774321048262, 0.799727835821839, 0.8295657623827684, 0.8572052335460612, 0.8825605357920527, 0.9055733076999078, 0.9262000474292743, 0.94437444474856, 0.9600218649683075, 0.9731163225011262, 0.9836681232797472, 0.9916309968704046, 0.9968934840746495, 0.9994844100504906]
+          w = [0.0013890136986770077, 0.003890461127099884, 0.0066307039159312926, 0.009273279659517764, 0.011823015253496341, 0.014369729507045804, 0.01692088918905327, 0.019414141193942382, 0.021828035821609193, 0.0241911620780806, 0.0265099548823331, 0.02875404876504129, 0.030907257562387762, 0.03298144705748372, 0.034979338028060025, 0.03688236465182123, 0.038678945624727595, 0.040374538951535956, 0.041969810215164244, 0.04345253970135607, 0.04481480013316266, 0.04605923827100699, 0.04718554656929915, 0.04818586175708713, 0.04905543455502978, 0.04979568342707421, 0.05040592140278235, 0.05088179589874961, 0.051221547849258774, 0.05142612853745902, 0.05149472942945157, 0.05142612853745902, 0.051221547849258774, 0.05088179589874961, 0.05040592140278235, 0.04979568342707421, 0.04905543455502978, 0.04818586175708713, 0.04718554656929915, 0.04605923827100699, 0.04481480013316266, 0.04345253970135607, 0.041969810215164244, 0.040374538951535956, 0.038678945624727595, 0.03688236465182123, 0.034979338028060025, 0.03298144705748372, 0.030907257562387762, 0.02875404876504129, 0.0265099548823331, 0.0241911620780806, 0.021828035821609193, 0.019414141193942382, 0.01692088918905327, 0.014369729507045804, 0.011823015253496341, 0.009273279659517764, 0.0066307039159312926, 0.003890461127099884, 0.0013890136986770077]
+        else # using 15 point quadrature
+          n = 15
+          z = [-0.9914553711208126, -0.9491079123427585, -0.8648644233597691, -0.7415311855993945, -0.5860872354676911, -0.4058451513773972, -0.20778495500789848, 0.0, 0.20778495500789848, 0.4058451513773972, 0.5860872354676911, 0.7415311855993945, 0.8648644233597691, 0.9491079123427585, 0.9914553711208126]
+          w = [0.022935322010529224, 0.06309209262997856, 0.10479001032225019, 0.14065325971552592, 0.1690047266392679, 0.19035057806478542, 0.20443294007529889, 0.20948214108472782, 0.20443294007529889, 0.19035057806478542, 0.1690047266392679, 0.14065325971552592, 0.10479001032225019, 0.06309209262997856, 0.022935322010529224]
+      end
+      sum = 0
+      (0...n).each do |i|
+        t = ((t1.to_f + t2) / 2.0) + (((t2 - t1) / 2.0) * z[i])
+        sum += w[i] * yield(t)
+      end
+      return ((t2 - t1) / 2.0) * sum
+    end
+    # TODO: Document method
+    def romberg(a, b, tolerance,max_iter=20)
       # NOTE one-based arrays are used for convenience
-      
       h = b.to_f - a
       m = 1
       close = 1
-      r = [[], [], [], [], [], [], [], [], [], [], [], [], []];
-      r[1][1] = (h / 2) * (yield(a) + yield(b))
-      j = 1
-      while j <= 11 && tolerance < close
-        j += 1
-        r[j][0] = 0
-        h /= 2
-        sum = 0
-        (1..m).each do |k|
-          sum += yield(a + (h * ((2 * k) - 1)))
-        end
-        m *= 2
-        r[j][1] = r[j-1][1] / 2 + (h * sum)
-        (1..j-1).each do |k|
-          r[j][k+1] = r[j][k] + ((r[j][k] - r[j-1][k]) / ((4 ** k) - 1))
+      r = [[(h / 2) * (yield(a) + yield(b))]]
+      j = 0
+      hn=lambda {|n| h/(2**n)}
+      while j <= max_iter && tolerance < close
+        j+=1
+        r.push((j+1).times.map{[]})
+        ul=2**(j-1)
+        r[j][0]=r[j-1][0] / 2.0 + hn[j] * (1..ul).inject(0) {|ac,k| ac+yield(a + (2*k-1)* hn[j])}
+        (1..j).each do |k|
+          r[j][k] = ( (4**k) * r[j][k-1] - r[j-1][k-1]) / ((4**k)-1)
         end
         close = (r[j][j] - r[j-1][j-1])
       end
-      return r[j][j]
+      r[j][j]
     end
-  
+    
+    # TODO: Document method
     def monte_carlo(t1, t2, n)
       width = (t2 - t1).to_f
       height = nil
@@ -227,7 +273,7 @@ class Integration
       v==Infinity or v==MInfinity
     end
     # Methods available on pure ruby
-    RUBY_METHOD=[:rectangle,:trapezoid,:simpson, :adaptive_quadrature , :gauss, :romberg, :monte_carlo]
+    RUBY_METHOD=[:rectangle,:trapezoid,:simpson, :adaptive_quadrature , :gauss, :romberg, :monte_carlo, :gauss_kronrod, :simpson3by8, :boole, :open_trapezoid, :milne]
     # Methods available with Ruby/GSL library
     GSL_METHOD=[:qng, :qag]
     # Get the integral for a function +f+, with bounds +t1+ and
@@ -263,7 +309,7 @@ class Integration
         upper_bound = [t1, t2].max
       end
       def_method=(has_gsl?) ? :qag : :simpson
-      default_opts={:tolerance=>1e-10, :initial_step=>16,:step=>16, :method=>def_method}
+      default_opts={:tolerance=>1e-10, :initial_step=>16, :step=>16, :method=>def_method}
       options=default_opts.merge(options)
       if RUBY_METHOD.include? options[:method]
         raise "Ruby methods doesn't support infinity bounds" if inf_bounds
@@ -274,6 +320,7 @@ class Integration
         raise "Unknown integration method \"#{options[:method]}\""
       end
     end
+    # TODO: Document method
     def integrate_gsl(lower_bound,upper_bound,options,&f) 
       
       f = GSL::Function.alloc(&f)
@@ -307,7 +354,7 @@ class Integration
       tolerance=options[:tolerance]
       initial_step=options[:initial_step]
       step=options[:step]
-      
+      points = options[:points]
       begin
         method_obj = Integration.method(method.to_s.downcase)
       rescue
@@ -315,23 +362,37 @@ class Integration
       end
       current_step=initial_step
 
-      if(method==:adaptive_quadrature or method==:romberg  or method==:gauss)
-        if(method==:gauss)
+      if(method==:adaptive_quadrature or method==:romberg or method==:gauss or method== :gauss_kronrod)
+        if(method==:gauss )
+          initial_step=10 if initial_step>10
+          tolerance = initial_step
+          method_obj.call(lower_bound, upper_bound, tolerance, &f)
+        elsif (method==:gauss_kronrod)
           initial_step=10 if initial_step>10
           tolerance=initial_step
+          points = points if points != nil
+          method_obj.call(lower_bound, upper_bound, tolerance, points, &f)
+        else
+          method_obj.call(lower_bound, upper_bound, tolerance, &f)
         end
-        method_obj.call(lower_bound, upper_bound, tolerance, &f)
       else
         #puts "iniciando"
         value=method_obj.call(lower_bound, upper_bound, current_step, &f)
         previous=value+(tolerance*2)
+        diffs=[]
         while((previous-value).abs > tolerance) do
-          #puts(value)
+          #puts("Valor:#{value}, paso:#{current_step}")
           #puts(current_step)
+          diffs.push((previous-value).abs)
+          #diffs.push value
           current_step+=step
           previous=value
+          #puts "Llamando al metodo"
+          
           value=method_obj.call(lower_bound, upper_bound, current_step, &f)
         end
+        #p diffs
+        
         value
       end
     end

data/lib/symbolic.rb

@@ -0,0 +1,55 @@
+$LOAD_PATH<<'.'
+require 'java'
+require '/home/rajat/jscience.jar'
+java_import Java::OrgJscienceMathematicsFunction.Variable
+java_import Java::OrgJscienceMathematicsFunction.Polynomial
+import 'org.jscience.mathematics.number.Real'
+
+
+class Var #variable and symbol are already class in ruby
+  def initialize(sym)
+    @sym = sym
+    @var = Variable::Local.new(@sym)
+  end
+
+  def show_symbol
+  	puts @sym
+  end
+end
+
+class Polynomial
+	def initialize(poly, vars)
+		@poly = poly # Write parser? or ask the user to write full poly?
+		
+
+	end
+#java_import Java::OrgJscienceMathematicsFunction.Variable
+#java_import Java::OrgJscienceMathematicsFunction.Polynomial
+#import 'org.jscience.mathematics.number.Real'
+ 
+##declaring 'x' and 'y' as symbols
+#varX = Variable::Local.new('x')
+#varY = Variable::Local.new('y')
+ 
+#creating a polynomial x
+# x = Polynomial.valueOf(Real::ONE,varX)
+#creating a polynomial fx = 1(x^5) + 6(x^2)
+#fx = x.pow(5).plus(x.pow(2).times(Real.valueOf(6)))
+ 
+#integrating with respect to variable 'x'
+#puts fx.integrate(varX)
+#integrating with respect to variable 'y'
+#puts fx.integrate(varY)
+
+#def polynomial(&block)
+ # varX = Variable::Local.new('x')
+ # x = Polynomial.valueOf(Real::ONE,varX)
+  yield x 
+#end
+ 
+# Creating a polynomial fx = 1(x^5) + 6(x^2).
+#fx = polynomial do |x|
+#  x.pow(5).plus(x.pow(2).times(Real.valueOf(6)))
+# end
+# Integrating with respect to variable 'x'.
+#puts fx.integrate(varX)  

data/spec/integration_spec.rb

@@ -1,25 +1,42 @@
 require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
 describe Integration do
-  it "should respond integration based on ruby methods" do
-    a=lambda {|x| x**2}
-    # Integration over [1,2]=x^3/3=7/3
-    
-    methods=[:rectangle,:trapezoid, :simpson, :adaptive_quadrature,  :romberg]
-    methods.each do |m|
-      Integration.integrate(1,2,{:method=>m,:tolerance=>1e-7},&a).should be_within(1e-6).of(7/3.0)
+  a=lambda {|x| x**2}
+  b=lambda {|x| Math.log(x)/x**2}
+  b2=lambda {|x| -(Math.log(x)+1)/x}
+  # Integration over [1,2]=x^3/3=7/3
+  methods=[:rectangle,:trapezoid, :simpson, :adaptive_quadrature,  :romberg, :gauss, :gauss_kronrod, :simpson3by8, :boole, :open_trapezoid, :milne]
+  methods.each do |m|
+    it "should integrate int_{1}^2{2} x^2 correctly with ruby method #{m}" do
+      Integration.integrate(1,2,{:method=>m,:tolerance=>1e-8},&a).should be_within(1e-6).of(7.0 / 3 )
+    end
+    it "should integrate int_{1}^2{2} log(x)/x^2 correctly with ruby method #{m}" do
+      Integration.integrate(1,2,{:method=>m,:tolerance=>1e-8},&b).should be_within(1e-6).of(
+        b2[2]-b2[1]
+       )
     end
 
   end
-  
+
+
+  it "should return correct for trapezoid" do
+    a=rand()
+    b=rand()*10
+    f=lambda {|x| x*a}
+    Integration.trapezoid(0,b,2,&f).should be_within(1e-14).of((a*b**2) / 2.0)
+  end
   it "should return a correct value for a complex integration with ruby methods" do
     normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
     Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:simpson},&normal_pdf).should be_within(1e-11).of(0.341344746068)
     Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:adaptive_quadrature},&normal_pdf).should be_within(1e-11).of(0.341344746068)
   end
   it "should return a correct value for a complex integration with gsl methods" do
-    normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
-    Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qng},&normal_pdf).should be_within(1e-11).of(0.341344746068)
-    Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qag},&normal_pdf).should be_within(1e-11).of(0.341344746068)
+    if Integration.has_gsl?
+      normal_pdf=lambda {|x| (1/Math.sqrt(2*Math::PI))*Math.exp(-(x**2/2))}
+      Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qng},&normal_pdf).should be_within(1e-11).of(0.341344746068)
+      Integration.integrate(0,1,{:tolerance=>1e-12,:method=>:qag},&normal_pdf).should be_within(1e-11).of(0.341344746068)
+    else
+      skip("GSL not available")
+    end
   end
 
       
@@ -29,7 +46,7 @@ describe Integration do
 
       Integration.integrate(Integration::MInfinity, Integration::Infinity,{:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(1)
     else
-      pending("GSL not available")
+      skip("GSL not available")
     end
   end
   it "should return correct integration for infinity lower bound" do
@@ -39,7 +56,7 @@ describe Integration do
       Integration.integrate(Integration::MInfinity, 0 , {:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(0.5)
 
     else
-      pending("GSL not available")
+      skip("GSL not available")
     end
   end
  it "should return correct integration for infinity upper bound" do
@@ -49,7 +66,7 @@ describe Integration do
       Integration.integrate(0,Integration::Infinity,{:tolerance=>1e-10}, &normal_pdf).should be_within(1e-09).of(0.5)
 
     else
-      pending("GSL not available")
+      skip("GSL not available")
     end
   end
   it "should raise an error if a ruby methods is called with infinite bounds" do

data/spec/spec_helper.rb

@@ -9,3 +9,20 @@ rescue LoadError
 end
 require 'rspec'
 require 'integration'
+
+
+
+RSpec.configure do |config|
+  config.expect_with :rspec do |c|
+    c.syntax = [:should, :expect]
+  end
+
+  # Use color in STDOUT
+  config.color = true
+
+  # Use color not only in STDOUT but also in pagers and files
+  config.tty = true
+
+  # Use the specified formatter
+  config.formatter = :documentation # :progress, :html, :textmate
+end

metadata

@@ -1,124 +1,132 @@
---- !ruby/object:Gem::Specification 
+--- !ruby/object:Gem::Specification
 name: integration
-version: !ruby/object:Gem::Version 
-  prerelease: 
-  version: 0.1.0
+version: !ruby/object:Gem::Version
+  version: 0.1.1
 platform: ruby
-authors: 
-- Ben Gimpert
+authors:
 - Claudio Bustos
+- Ben Gimpert
 autorequire: 
 bindir: bin
-cert_chain: 
-- |
-  -----BEGIN CERTIFICATE-----
-  MIIDMjCCAhqgAwIBAgIBADANBgkqhkiG9w0BAQUFADA/MREwDwYDVQQDDAhjbGJ1
-  c3RvczEVMBMGCgmSJomT8ixkARkWBWdtYWlsMRMwEQYKCZImiZPyLGQBGRYDY29t
-  MB4XDTEwMDMyOTIxMzg1NVoXDTExMDMyOTIxMzg1NVowPzERMA8GA1UEAwwIY2xi
-  dXN0b3MxFTATBgoJkiaJk/IsZAEZFgVnbWFpbDETMBEGCgmSJomT8ixkARkWA2Nv
-  bTCCASIwDQYJKoZIhvcNAQEBBQADggEPADCCAQoCggEBALf8JVMGqE7m5kYb+PNN
-  neZv2pcXV5fQCi6xkyG8bi2/SIFy/LyxuvLzEeOxBeaz1Be93bayIUquOIqw3dyw
-  /KXWa31FxuNuvAm6CN8fyeRYX/ou4cw3OIUUnIvB7RMNIu4wbgeM6htV/QEsNLrv
-  at1/mh9JpqawPrcjIOVMj4BIp67vmzJCaUf+S/H2uYtSO09F+YQE3tv85TPeRmqU
-  yjyXyTc/oJiw1cXskUL8UtMWZmrwNLHXuZWWIMzkjiz3UNdhJr/t5ROk8S2WPznl
-  0bMy/PMIlAbqWolRn1zl2VFJ3TaXScbqImY8Wf4g62b/1ZSUlGrtnLNsCYXrWiso
-  UPUCAwEAAaM5MDcwCQYDVR0TBAIwADALBgNVHQ8EBAMCBLAwHQYDVR0OBBYEFGu9
-  rrJ1H64qRmNNu3Jj/Qjvh0u5MA0GCSqGSIb3DQEBBQUAA4IBAQCV0Unka5isrhZk
-  GjqSDqY/6hF+G2pbFcbWUpjmC8NWtAxeC+7NGV3ljd0e1SLfoyBj4gnFtFmY8qX4
-  K02tgSZM0eDV8TpgFpWXzK6LzHvoanuahHLZEtk/+Z885lFene+nHadkem1n9iAB
-  cs96JO9/JfFyuXM27wFAwmfHCmJfPF09R4VvGHRAvb8MGzSVgk2i06OJTqkBTwvv
-  JHJdoyw3+8bw9RJ+jLaNoQ+xu+1pQdS2bb3m7xjZpufml/m8zFCtjYM/7qgkKR8z
-  /ZZt8lCiKfFArppRrZayE2FVsps4X6WwBdrKTMZ0CKSXTRctbEj1BAZ67eoTvBBt
-  rpP0jjs0
-  -----END CERTIFICATE-----
-
-date: 2011-08-24 00:00:00 -03:00
-default_executable: 
-dependencies: 
-- !ruby/object:Gem::Dependency 
-  name: rspec
+cert_chain: []
+date: 2014-08-09 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: text-table
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+- !ruby/object:Gem::Dependency
+  name: rb-gsl
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+  type: :runtime
   prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        version: "2.0"
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10'
   type: :development
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
-  name: rubyforge
   prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        version: "0"
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10'
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.3'
   type: :development
-  version_requirements: *id002
-- !ruby/object:Gem::Dependency 
-  name: hoe
   prerelease: false
-  requirement: &id003 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ~>
-      - !ruby/object:Gem::Version 
-        version: "2.12"
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
   type: :development
-  version_requirements: *id003
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
 description: Numerical integration for Ruby, with a simple interface
-email: 
-- NO_EMAIL
-- clbustos_at_gmail.com
+email:
+- clbustos@gmail.com
+- No Email
 executables: []
-
 extensions: []
-
-extra_rdoc_files: 
-- History.txt
-- Manifest.txt
-- README.txt
-files: 
-- .autotest
+extra_rdoc_files: []
+files:
+- ".autotest"
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- Gemfile
+- Gemfile.lock
 - History.txt
 - Manifest.txt
-- README.txt
+- README.md
 - Rakefile
+- benchmark/accuracy.rb
+- benchmark/speed.rb
+- integration.gemspec
 - lib/integration.rb
+- lib/symbolic.rb
 - spec/integration_spec.rb
-- spec/spec.opts
 - spec/spec_helper.rb
-- .gemtest
-has_rdoc: true
-homepage: http://github.com/clbustos/integration
+homepage: 
 licenses: []
-
+metadata: {}
 post_install_message: 
-rdoc_options: 
-- --main
-- README.txt
-require_paths: 
+rdoc_options: []
+require_paths:
 - lib
-required_ruby_version: !ruby/object:Gem::Requirement 
-  none: false
-  requirements: 
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
   - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
-required_rubygems_version: !ruby/object:Gem::Requirement 
-  none: false
-  requirements: 
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
   - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
+    - !ruby/object:Gem::Version
+      version: '0'
 requirements: []
-
-rubyforge_project: integration
-rubygems_version: 1.6.0
+rubyforge_project: 
+rubygems_version: 2.2.2
 signing_key: 
-specification_version: 3
-summary: Numerical integration for Ruby, with a simple interface
+specification_version: 4
+summary: A suite for integration in Ruby
 test_files: []
-

metadata.gz.sig

@@ -1 +0,0 @@
-�mV݈5�H�Ȗ�279s�Z�Q�eY�ڇ&����9CKy��*�p�����z�"��m�<����/��_��[!�6��a$mzj6`��Z���0��6��S