integrator 0.0.1 → 0.0.2
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- data/README.txt +10 -0
- data/lib/integrator.rb +1 -1
- data/lib/integrator/adaptive.rb +8 -39
- data/lib/integrator/rkck.rb +6 -43
- data/lib/integrator/rkqs.rb +5 -6
- data/lib/integrator/version.rb +1 -1
- data/test/test_helper.rb +1 -1
- data/test/test_integrator.rb +57 -3
- metadata +2 -2
data/README.txt
CHANGED
@@ -1,3 +1,13 @@
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This gem includes a framework for numerical integrators, both fixed-step and
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adaptive, and includes an excellent sample integrator of each type to get
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you started.
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It's faster to write such things in C or C++, but better for
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portability to keep it in Ruby. I'm using Ruby vector operations
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rather than iterating manually so that at least the scalability isn't
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too bad...
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The Cash-Karp embedded Runge-Kutta 4/5 integrator's code is adapted
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from the code in chapter 16 of "Numerical Recipes in C", second
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edition. Adapting this stuff to Ruby and to OO operation is all done
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ad-hoc and by me.
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data/lib/integrator.rb
CHANGED
data/lib/integrator/adaptive.rb
CHANGED
@@ -11,20 +11,18 @@ require "matrix"
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require "rubygems"
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require "integrator"
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-
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-
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#
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#
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-
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-
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class Adaptive_Cash_Karp_RK45 < OneStep_Cash_Karp_RK45
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# This is the top-level driver, with logging, used by the more complex
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# integrators in "Numerical Methods in C", second edition. Code is
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# adapted from C, of course.
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#
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module AdaptiveIntegrator
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include Integrator
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MAXSTP = 10000
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TINY = 1.0e-30
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-
def
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-
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def integrate_ad_step(y, dydx, x, h, eps, yscal, derivs)
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raise "Adaptive integrators must implement integrate_ad_step!"
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end
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def adaptive_integrate(ystart, x1, x2, eps, h1, hmin, derivs)
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@@ -77,33 +75,4 @@ class Adaptive_Cash_Karp_RK45 < OneStep_Cash_Karp_RK45
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raise "Too many steps in integration!"
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end
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-
end
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-
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if __FILE__ == $0
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-
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rk45 = Adaptive_Cash_Karp_RK45.new()
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-
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-
def assert_within_epsilon(actual, expected)
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-
if expected.kind_of?(Vector)
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-
actual.collect2(expected) { |x, y|
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-
assert_within_epsilon(x, y)
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}
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else
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(actual - expected).abs / expected < 0.001 or
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raise "Values don't match! Actual was #{actual}, not #{expected}!"
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end
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end
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assert_within_epsilon(10000.0, 10001)
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-
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# This takes the derivative of e^x for each vector element.
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# The derivative of e^x is just e^x again.
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-
exp_deriv = proc { |x, y| y.collect { |yi| yi } }
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-
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exp_start = Vector.elements([1.0] * 100)
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-
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y = rk45.adaptive_integrate(exp_start, 0.0, 1.0, 0.001, 0.01, 0.0001,
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exp_deriv)
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-
assert_within_epsilon(y, Vector.elements( [ Math::E ] * 100 ))
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-
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print "All tests completed...\n"
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-
end
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end # module AdaptiveIntegrator
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data/lib/integrator/rkck.rb
CHANGED
@@ -15,6 +15,8 @@
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require "matrix"
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class Cash_Karp_RK4
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include Integrator
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A2 = 0.2
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A3 = 0.3
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A4 = 0.6
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@@ -45,6 +47,10 @@ class Cash_Karp_RK4
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DC5 = -277.00/14336.0
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DC6 = C6-0.25
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def initialize
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Integrator_initialize()
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end
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def integrate_fixed_step(y, dydx, x, h, derivs)
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raise "Bad type!" unless [y, dydx].all? { |var| var.kind_of?(Vector) }
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raise "Bad type!" unless [x, h].all? { |var| var.kind_of?(Float) }
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@@ -68,46 +74,3 @@ class Cash_Karp_RK4
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[yout, yerr]
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end
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end
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-
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if __FILE__ == $0
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-
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def assert_within_epsilon(actual, expected)
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if expected.kind_of?(Vector)
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expected.collect2(actual) { |x, y|
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assert_within_epsilon(x, y)
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}
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else
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(actual - expected).abs / expected < 0.001 or
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raise "Values don't match! Actual was #{actual}, not #{expected}!"
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end
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end
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assert_within_epsilon(10000.0, 10000.00001)
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const_deriv = proc do |x, y|
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y.collect { |yi| 0.1 }
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end
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exp_deriv = proc do |x, y|
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y.collect { |yi| yi }
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end
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-
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integ = Cash_Karp_RK4.new()
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-
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constvec = Vector.elements([1.0] * 100)
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constderiv = const_deriv.call(0, constvec)
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-
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# Integrate a constant derivative over a distance of 1.0
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yout, yerr = integ.integrate_fixed_step(constvec, constderiv, 0.0, 1.0,
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const_deriv)
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assert_within_epsilon(yout, Vector.elements([ 1.1 ] * 100))
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onevec = Vector.elements([1.0] * 100)
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expderiv = exp_deriv.call(0, onevec)
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dist = 0.01 # Keep this small because we only make one integration step
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# Integrate e^x over a distance of 1.0, starting at e^0 == 1.0
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yout, yerr = integ.integrate_fixed_step(onevec, expderiv, 0.0, dist,
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exp_deriv)
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assert_within_epsilon(yout, Vector.elements([ Math::E ** dist ] * 100))
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-
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print "Tests completed...\n"
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-
end
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data/lib/integrator/rkqs.rb
CHANGED
@@ -9,9 +9,12 @@
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#
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require "matrix"
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-
require "integrator/rkck
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require "integrator/rkck"
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require "integrator/adaptive"
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class Adaptive_Cash_Karp_RK45 < Cash_Karp_RK4
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include AdaptiveIntegrator
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class OneStep_Cash_Karp_RK45 < Cash_Karp_RK4
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SAFETY = 0.9
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PGROW = -0.2
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PSHRNK = -0.25
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@@ -45,7 +48,3 @@ class OneStep_Cash_Karp_RK45 < Cash_Karp_RK4
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end
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end
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-
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if __FILE__ == $0
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-
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-
end
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data/lib/integrator/version.rb
CHANGED
data/test/test_helper.rb
CHANGED
@@ -1,2 +1,2 @@
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require 'test/unit'
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-
require File.dirname(__FILE__) + '/../lib/integrator'
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#require File.dirname(__FILE__) + '/../lib/integrator'
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data/test/test_integrator.rb
CHANGED
@@ -1,11 +1,65 @@
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require File.dirname(__FILE__) + '/test_helper.rb'
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require 'integrator/adaptive.rb'
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require 'integrator/rkck.rb'
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require 'integrator/rkqs.rb'
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class TestIntegrator < Test::Unit::TestCase
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def setup
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# Test both fixed-step and adaptive integrators
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@fixed_integrator = Cash_Karp_RK4.new()
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@ad_integrator = Adaptive_Cash_Karp_RK45.new()
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end
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-
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def
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-
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+
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def assert_within_epsilon(actual, expected)
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if expected.kind_of?(Vector)
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expected.collect2(actual) { |x, y|
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assert_within_epsilon(x, y)
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}
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else
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(actual - expected).abs / expected < 0.001 or
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raise "Values don't match! Actual was #{actual}, not #{expected}!"
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end
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end
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def test_a_w_e
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assert_within_epsilon(10000.0, 10000.00001)
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assert_within_epsilon(10000.0, 10001)
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end
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def test_const_func
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const_deriv_proc = proc do |x, y|
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y.collect { |yi| 0.1 }
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end
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constvec = Vector.elements([1.0] * 100)
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constderiv = const_deriv_proc.call(0, constvec)
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# Integrate a constant derivative over a distance of 1.0
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yout, yerr = @fixed_integrator.integrate_fixed_step(constvec, constderiv,
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0.0, 1.0,
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const_deriv_proc)
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assert_within_epsilon(yout, Vector.elements([ 1.1 ] * 100))
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end
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def test_exp_func
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# This takes the derivative of e^x for each vector element.
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# The derivative of e^x is just e^x again.
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exp_deriv_proc = proc do |x, y|
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y.collect { |yi| yi }
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end
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onevec = Vector.elements([1.0] * 100)
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expderiv = exp_deriv_proc.call(0, onevec)
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dist = 0.01 # Keep this small because we only make one integration step
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# Integrate e^x over a distance of 1.0, starting at e^0 == 1.0
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yout, yerr = @fixed_integrator.integrate_fixed_step(onevec, expderiv,
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0.0, dist,
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exp_deriv_proc)
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assert_within_epsilon(yout, Vector.elements([ Math::E ** dist ] * 100))
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y = @ad_integrator.adaptive_integrate(onevec, 0.0, 1.0, 0.001, 0.01,
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0.0001, exp_deriv_proc)
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assert_within_epsilon(y, Vector.elements( [ Math::E ] * 100 ))
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end
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end
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metadata
CHANGED
@@ -3,8 +3,8 @@ rubygems_version: 0.8.11
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specification_version: 1
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name: integrator
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version: !ruby/object:Gem::Version
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-
version: 0.0.
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-
date: 2007-10-
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version: 0.0.2
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date: 2007-10-15 00:00:00 -07:00
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summary: Numerical integration framework
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require_paths:
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- lib
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