integrator 0.0.1

data/History.txt

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+== 0.0.1 2007-10-13
+
+* 1 major enhancement:
+  * Initial release
+
+* Added test code
+  * Only for Cash-Karp RK45 fixed and adaptive integrators

data/License.txt

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+Originally Copyright (c) 2007 Noah Gibbs
+
+This code is released into the public domain by the author in 2007.  It may
+be used for any purpose whatsoever, though it comes with no warranty of any
+kind.

data/Manifest.txt

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+History.txt
+License.txt
+Manifest.txt
+README.txt
+Rakefile
+config/hoe.rb
+config/requirements.rb
+lib/integrator.rb
+lib/integrator/adaptive.rb
+lib/integrator/rkck.rb
+lib/integrator/rkqs.rb
+lib/integrator/version.rb
+log/debug.log
+script/destroy
+script/generate
+script/txt2html
+setup.rb
+tasks/deployment.rake
+tasks/environment.rake
+tasks/website.rake
+test/test_helper.rb
+test/test_integrator.rb
+website/index.html
+website/index.txt
+website/javascripts/rounded_corners_lite.inc.js
+website/stylesheets/screen.css
+website/template.rhtml

data/README.txt

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+This gem includes a framework for numerical integrators, both fixed-step and
+adaptive, and includes an excellent sample integrator of each type to get
+you started.

data/Rakefile

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+require 'config/requirements'
+require 'config/hoe' # setup Hoe + all gem configuration
+
+Dir['tasks/**/*.rake'].each { |rake| load rake }

data/config/hoe.rb

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+require 'integrator/version'
+
+AUTHOR = 'Noah Gibbs'
+EMAIL = "angelbob@nospam.users.sourceforge.net"
+DESCRIPTION = "Numerical integration framework"
+GEM_NAME = 'integrator' # what ppl will type to install your gem
+RUBYFORGE_PROJECT = 'diffeq' # The unix name for your project
+HOMEPATH = "http://#{RUBYFORGE_PROJECT}.rubyforge.org"
+DOWNLOAD_PATH = "http://rubyforge.org/projects/#{RUBYFORGE_PROJECT}"
+
+@config_file = "~/.rubyforge/user-config.yml"
+@config = nil
+RUBYFORGE_USERNAME = "unknown"
+def rubyforge_username
+  unless @config
+    begin
+      @config = YAML.load(File.read(File.expand_path(@config_file)))
+    rescue
+      puts <<-EOS
+ERROR: No rubyforge config file found: #{@config_file}
+Run 'rubyforge setup' to prepare your env for access to Rubyforge
+ - See http://newgem.rubyforge.org/rubyforge.html for more details
+      EOS
+      exit
+    end
+  end
+  RUBYFORGE_USERNAME.replace @config["username"]
+end
+
+
+REV = nil 
+# UNCOMMENT IF REQUIRED: 
+# REV = `svn info`.each {|line| if line =~ /^Revision:/ then k,v = line.split(': '); break v.chomp; else next; end} rescue nil
+VERS = Integrator::VERSION::STRING + (REV ? ".#{REV}" : "")
+RDOC_OPTS = ['--quiet', '--title', 'integrator documentation',
+    "--opname", "index.html",
+    "--line-numbers", 
+    "--main", "README",
+    "--inline-source"]
+
+class Hoe
+  def extra_deps 
+    @extra_deps.reject! { |x| Array(x).first == 'hoe' } 
+    @extra_deps
+  end 
+end
+
+# Generate all the Rake tasks
+# Run 'rake -T' to see list of generated tasks (from gem root directory)
+hoe = Hoe.new(GEM_NAME, VERS) do |p|
+  p.author = AUTHOR 
+  p.description = DESCRIPTION
+  p.email = EMAIL
+  p.summary = DESCRIPTION
+  p.url = HOMEPATH
+  p.rubyforge_name = RUBYFORGE_PROJECT if RUBYFORGE_PROJECT
+  p.test_globs = ["test/**/test_*.rb"]
+  p.clean_globs |= ['**/.*.sw?', '*.gem', '.config', '**/.DS_Store']  #An array of file patterns to delete on clean.
+  
+  # == Optional
+  p.changes = p.paragraphs_of("History.txt", 0..1).join("\\n\\n")
+  #p.extra_deps = []     # An array of rubygem dependencies [name, version], e.g. [ ['active_support', '>= 1.3.1'] ]
+  
+  #p.spec_extras = {}    # A hash of extra values to set in the gemspec.
+  
+end
+
+CHANGES = hoe.paragraphs_of('History.txt', 0..1).join("\\n\\n")
+PATH    = (RUBYFORGE_PROJECT == GEM_NAME) ? RUBYFORGE_PROJECT : "#{RUBYFORGE_PROJECT}/#{GEM_NAME}"
+hoe.remote_rdoc_dir = File.join(PATH.gsub(/^#{RUBYFORGE_PROJECT}\/?/,''), 'rdoc')

data/config/requirements.rb

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+require 'fileutils'
+include FileUtils
+
+require 'rubygems'
+%w[rake hoe newgem rubigen].each do |req_gem|
+  begin
+    require req_gem
+  rescue LoadError
+    puts "This Rakefile requires the '#{req_gem}' RubyGem."
+    puts "Installation: gem install #{req_gem} -y"
+    exit
+  end
+end
+
+$:.unshift(File.join(File.dirname(__FILE__), %w[.. lib]))
+
+require 'integrator'

data/lib/integrator/adaptive.rb

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+#
+# Integrator library
+# Copyright (C) 2007 Noah Gibbs
+#
+# This library is in the public domain, and may be redistributed in any
+# way.
+#
+
+require "matrix"
+
+require "rubygems"
+require "integrator"
+
+require "integrator/rkqs.rb"
+
+# This is the top-level driver, with logging, for Cash-Karp adaptive
+# Runge-Kutta fourth-order integration with error checking.  The
+# algorithm is from "Numerical Methods in C", second edition.
+
+class Adaptive_Cash_Karp_RK45 < OneStep_Cash_Karp_RK45
+  include Integrator
+
+  MAXSTP = 10000
+  TINY = 1.0e-30
+
+  def initialize()
+    Integrator_initialize()
+  end
+
+  def adaptive_integrate(ystart, x1, x2, eps, h1, hmin, derivs)
+
+    x = x1
+    h1 = -h1 unless h1 >= 0
+    x2 - x1 >= 0 ? h = h1 : h = -h1
+    @nok = @nbad = @count = 0
+
+    y = ystart
+    xsav = x - @dxsav * 2.0 if @kmax > 0
+
+    nstp = 1
+    while nstp <= MAXSTP
+      dydx = derivs.call(x, y)
+      #yscal = y.abs + (dydx * h).abs + Vector( [TINY] * y.length)
+      yscal = y.collect2(dydx) { |yi, dyi| yi.abs + (dyi * h).abs + TINY }
+
+      if @kmax > 0 and @count < @kmax - 1 and (x-xsav).abs > @dxsav.abs
+        @count += 1
+        @xp[@count] = x
+        @yp[@count] = y
+        xsav = x
+      end
+
+      h = x2 - x if ((x + h - x2)*(x + h - x1) > 0.0)
+      x, y, hdid, hnext = integrate_ad_step(y, dydx, x, h, eps,
+					    yscal, derivs)
+      if hdid == h
+        @nok += 1
+      else
+        @nbad += 1
+      end
+
+      if (x-x2)*(x2-x1) >= 0.0
+        if @kmax != 0
+          @count += 1
+          @xp[@count] = x
+          @yp[@count] = y
+        end
+        return y
+      end
+
+      raise "Step size too small!" if hnext.abs <= hmin
+      h = hnext
+
+      nstp += 1
+    end
+
+    raise "Too many steps in integration!"
+  end
+
+end
+
+if __FILE__ == $0
+
+  rk45 = Adaptive_Cash_Karp_RK45.new()
+
+  def assert_within_epsilon(actual, expected)
+    if expected.kind_of?(Vector)
+      actual.collect2(expected) { |x, y|
+	assert_within_epsilon(x, y)
+      }
+    else
+      (actual - expected).abs / expected < 0.001 or
+	raise "Values don't match!  Actual was #{actual}, not #{expected}!"
+    end
+  end
+  assert_within_epsilon(10000.0, 10001)
+
+  # This takes the derivative of e^x for each vector element.
+  # The derivative of e^x is just e^x again.
+  exp_deriv = proc { |x, y| y.collect { |yi| yi } }
+
+  exp_start = Vector.elements([1.0] * 100)
+
+  y = rk45.adaptive_integrate(exp_start, 0.0, 1.0, 0.001, 0.01, 0.0001,
+			      exp_deriv)
+  assert_within_epsilon(y, Vector.elements( [ Math::E ] * 100 ))
+
+  print "All tests completed...\n"
+end

data/lib/integrator/rkck.rb

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+#!/usr/bin/ruby -w
+
+#
+# Integrator library
+# Copyright (C) 2007 Noah Gibbs
+#
+# This library is in the public domain, and may be redistributed in any
+# way.
+#
+
+# Cash-Karp embedded Runge-Kutta integration This algorithm is taken
+# from "Numerical Recipes in C", second edition, though the ruby
+# translation is my own.  This is the fixed step-size version.
+
+require "matrix"
+
+class Cash_Karp_RK4
+  A2 = 0.2
+  A3 = 0.3
+  A4 = 0.6
+  A5 = 1.0
+  A6 = 0.875
+  B21 = 0.2
+  B31 = 3.0/40.0
+  B32 = 9.0/40.0
+  B41 = 0.3
+  B42 = -0.9
+  B43 = 1.2
+  B51 = -11.0/54.0
+  B52 = 2.5
+  B53 = -70.0/27.0
+  B54 = 35.0/27.0
+  B61 = 1631.0/55296.0
+  B62 = 175.0/512.0
+  B63 = 575.0/13824.0
+  B64 = 44275.0/110592.0
+  B65 = 253.0/4096.0
+  C1 = 37.0/378.0
+  C3 = 250.0/621.0
+  C4 = 125.0/594.0
+  C6 = 512.0/1771.0
+  DC1 = C1-2825.0/27648.0
+  DC3 = C3-18575.0/48384.0
+  DC4 = C4-13525.0/55296.0
+  DC5 = -277.00/14336.0
+  DC6 = C6-0.25
+
+  def integrate_fixed_step(y, dydx, x, h, derivs)
+    raise "Bad type!" unless [y, dydx].all? { |var| var.kind_of?(Vector) }
+    raise "Bad type!" unless [x, h].all? { |var| var.kind_of?(Float) }
+    raise "Bad method!" unless derivs.kind_of?(Proc)
+
+    ytemp = y + dydx * B21 * h
+    ak2 = derivs.call(x + A2*h, ytemp)
+    ytemp = y + (dydx * B31 + ak2 * B32) * h
+    ak3 = derivs.call(x + A3*h, ytemp)
+    ytemp = y + (dydx * B41 + ak2 * B42 + ak3 * B43) * h
+    ak4 = derivs.call(x + A4*h, ytemp)
+    ytemp = y + (dydx * B51 + ak2 * B52 + ak3 * B53 + ak4 * B54) * h
+    ak5 = derivs.call(x + A5*h, ytemp)
+    ytemp = y + (dydx * B61 + ak2 * B62 + ak3 * B63 + ak4 * B64 +
+		 ak5 * B65) * h
+    ak6 = derivs.call(x + A6*h, ytemp)
+    yout = y + (dydx * C1 + ak3 * C3 + ak4 * C4 + ak6 * C6) * h
+    yerr = (dydx * DC1 + ak3 * DC3 + ak4 * DC4 + ak5 * DC5 + ak6 * DC6) * h
+
+    # Return new values and error terms
+    [yout, yerr]
+  end
+end
+
+if __FILE__ == $0
+
+  def assert_within_epsilon(actual, expected)
+    if expected.kind_of?(Vector)
+      expected.collect2(actual) { |x, y|
+	assert_within_epsilon(x, y)
+      }
+    else
+      (actual - expected).abs / expected < 0.001 or
+	raise "Values don't match!  Actual was #{actual}, not #{expected}!"
+    end
+  end
+  assert_within_epsilon(10000.0, 10000.00001)
+
+  const_deriv = proc do |x, y|
+    y.collect { |yi| 0.1 }
+  end
+
+  exp_deriv = proc do |x, y|
+    y.collect { |yi| yi }
+  end
+
+  integ = Cash_Karp_RK4.new()
+
+  constvec = Vector.elements([1.0] * 100)
+  constderiv = const_deriv.call(0, constvec)
+
+  # Integrate a constant derivative over a distance of 1.0
+  yout, yerr = integ.integrate_fixed_step(constvec, constderiv, 0.0, 1.0,
+			                  const_deriv)
+  assert_within_epsilon(yout, Vector.elements([ 1.1 ] * 100))
+
+  onevec = Vector.elements([1.0] * 100)
+  expderiv = exp_deriv.call(0, onevec)
+  dist = 0.01 # Keep this small because we only make one integration step
+  # Integrate e^x over a distance of 1.0, starting at e^0 == 1.0
+  yout, yerr = integ.integrate_fixed_step(onevec, expderiv, 0.0, dist,
+			                  exp_deriv)
+  assert_within_epsilon(yout, Vector.elements([ Math::E ** dist ] * 100))
+
+  print "Tests completed...\n"
+end

data/lib/integrator/rkqs.rb

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+#!/usr/bin/ruby -w
+
+#
+# Integrator library
+# Copyright (C) 2007 Noah Gibbs
+#
+# This library is in the public domain, and may be redistributed in any
+# way.
+#
+
+require "matrix"
+require "integrator/rkck.rb"
+
+class OneStep_Cash_Karp_RK45 < Cash_Karp_RK4
+  SAFETY = 0.9
+  PGROW = -0.2
+  PSHRNK = -0.25
+  ERRCON = 1.89e-4
+
+  def integrate_ad_step(y, dydx, x, htry, eps, yscal, derivs)
+    h = htry
+
+    while(true) do
+      ytemp, yerr = integrate_fixed_step(y, dydx, x, h, derivs)
+      errmax = yerr.collect2(yscal) { |err, scal| (err/scal).abs }.max
+      errmax /= eps
+      break if errmax <= 1.0
+      htemp = SAFETY * h * (errmax ** PSHRNK)
+      h = h >= 0.0 ? [htemp, 0.1 * h].max : [htemp, 0.1 * h].min
+      xnew = x + h
+      raise "Step underflow!" if xnew == x
+    end
+
+    if errmax > ERRCON
+      hnext = SAFETY * h * (errmax ** PGROW)
+    else
+      hnext = 5 * h
+    end
+
+    hdid = h
+    x += h
+    y = ytemp
+
+    [x, y, hdid, hnext]
+  end
+
+end
+
+if __FILE__ == $0
+
+end

data/lib/integrator/version.rb

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+module Integrator #:nodoc:
+  module VERSION #:nodoc:
+    MAJOR = 0
+    MINOR = 0
+    TINY  = 1
+
+    STRING = [MAJOR, MINOR, TINY].join('.')
+  end
+end

data/lib/integrator.rb

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+#!/usr/bin/ruby -w
+
+#
+# Integrator library
+# Copyright (C) 2007 Noah Gibbs
+#
+# This library is in the public domain, and may be redistributed in any
+# way.
+#
+
+$:.unshift File.dirname(__FILE__)
+
+module Integrator
+
+  def Integrator_initialize()
+    @kmax = 0     # Max steps to save
+    @dxsav = 0.01 # Minimum step size to save data
+    @xp = nil      # Array to save X coords
+    @yp = nil      # Array to save Y vectors
+
+    # Stats from most recent integrate call
+    @nok = 0
+    @nbad = 0
+    @count = 0
+  end
+
+  private
+
+  def set_adaptive_sample_count(count, num_ok)
+    @count = count
+    @nok = num_ok
+    @nbad = count - num_ok
+  end
+
+  public
+
+  # Set sample logging.  Num_max is the maximum number of
+  # samples to log, and min_x_save is the minimum distance
+  # between x samples to bother to log.
+  #
+  def set_max_samples(num_max, min_x_save = 0.01)
+    @kmax = num_max
+    @xp = []
+    @yp = []
+    @dxsav = min_x_save
+  end
+
+  # Integrate from time t_start to t_end, starting from initial
+  # value y0.  Use the 'derivs' proc to evaluate derivatives at
+  # a given point.  Start by taking a step of size step_start,
+  # take steps no smaller than step_min, and attempt to keep the
+  # error per step down to a maximum of epsilon.
+  #
+  def integrate(y0, t_start, t_end, derivs, step_start = 0.1,
+                step_min = 0.0001, epsilon = 0.01)
+    raise "y0 must be a vector!" unless y0.kind_of?(Vector)
+    raise "Must give derivative proc!" unless derivs.kind_of?(Proc)
+
+    adaptive_integrate(y0, t_start, t_end, epsilon,
+                       step_start, step_min, derivs)
+  end
+
+end

data/script/destroy

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+#!/usr/bin/env ruby
+APP_ROOT = File.join(File.dirname(__FILE__), '..')
+
+begin
+  require 'rubigen'
+rescue LoadError
+  require 'rubygems'
+  require 'rubigen'
+end
+require 'rubigen/scripts/destroy'
+
+ARGV.shift if ['--help', '-h'].include?(ARGV[0])
+RubiGen::Base.use_component_sources! [:rubygems, :newgem, :newgem_theme]
+RubiGen::Scripts::Destroy.new.run(ARGV)

data/script/generate

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+#!/usr/bin/env ruby
+APP_ROOT = File.join(File.dirname(__FILE__), '..')
+
+begin
+  require 'rubigen'
+rescue LoadError
+  require 'rubygems'
+  require 'rubigen'
+end
+require 'rubigen/scripts/generate'
+
+ARGV.shift if ['--help', '-h'].include?(ARGV[0])
+RubiGen::Base.use_component_sources! [:rubygems, :newgem, :newgem_theme]
+RubiGen::Scripts::Generate.new.run(ARGV)

data/script/txt2html

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+#!/usr/bin/env ruby
+
+require 'rubygems'
+begin
+  require 'newgem'
+rescue LoadError
+  puts "\n\nGenerating the website requires the newgem RubyGem"
+  puts "Install: gem install newgem\n\n"
+  exit(1)
+end
+require 'redcloth'
+require 'syntax/convertors/html'
+require 'erb'
+require File.dirname(__FILE__) + '/../lib/integrator/version.rb'
+
+version  = Integrator::VERSION::STRING
+download = 'http://rubyforge.org/projects/integrator'
+
+class Fixnum
+  def ordinal
+    # teens
+    return 'th' if (10..19).include?(self % 100)
+    # others
+    case self % 10
+    when 1: return 'st'
+    when 2: return 'nd'
+    when 3: return 'rd'
+    else    return 'th'
+    end
+  end
+end
+
+class Time
+  def pretty
+    return "#{mday}#{mday.ordinal} #{strftime('%B')} #{year}"
+  end
+end
+
+def convert_syntax(syntax, source)
+  return Syntax::Convertors::HTML.for_syntax(syntax).convert(source).gsub(%r!^<pre>|</pre>$!,'')
+end
+
+if ARGV.length >= 1
+  src, template = ARGV
+  template ||= File.join(File.dirname(__FILE__), '/../website/template.rhtml')
+  
+else
+  puts("Usage: #{File.split($0).last} source.txt [template.rhtml] > output.html")
+  exit!
+end
+
+template = ERB.new(File.open(template).read)
+
+title = nil
+body = nil
+File.open(src) do |fsrc|
+  title_text = fsrc.readline
+  body_text = fsrc.read
+  syntax_items = []
+  body_text.gsub!(%r!<(pre|code)[^>]*?syntax=['"]([^'"]+)[^>]*>(.*?)</\1>!m){
+    ident = syntax_items.length
+    element, syntax, source = $1, $2, $3
+    syntax_items << "<#{element} class='syntax'>#{convert_syntax(syntax, source)}</#{element}>"
+    "syntax-temp-#{ident}"
+  }
+  title = RedCloth.new(title_text).to_html.gsub(%r!<.*?>!,'').strip
+  body = RedCloth.new(body_text).to_html
+  body.gsub!(%r!(?:<pre><code>)?syntax-temp-(\d+)(?:</code></pre>)?!){ syntax_items[$1.to_i] }
+end
+stat = File.stat(src)
+created = stat.ctime
+modified = stat.mtime
+
+$stdout << template.result(binding)