Numo::GSL::Integration

numo-gsl-integration provides numerical integration routines from the GNU Scientific Library (GSL) under the Numo::GSL::Integration namespace. It can be installed and loaded without numo-gsl or numo-gsl-alt.

Requirements

Ruby 3.2 or later
GNU Scientific Library (GSL) 2.8 or later
gsl-config available in PATH

GSL itself must be installed separately.

Installation

Add the gem to your Gemfile:

gem "numo-gsl-integration"

Then run:

bundle install

The native extension uses gsl-config to locate the GSL headers and libraries.

Usage

Load the library:

require "numo/gsl/integration"

For example, use qag to integrate a function over a finite interval:

result, error = Numo::GSL::Integration.qag(0.0, 1.0) do |x|
  x * x
end

Supported routines

Method	Interval	Intended use
`qng`	Finite	Non-adaptive integration of smooth functions
`qag`	Finite	General-purpose adaptive integration
`qags`	Finite	Functions with integrable singularities or discontinuities
`qagp`	Finite	Known singular or discontinuity points
`qagi`	Infinite	Integration over the entire real line
`qagiu`	Semi-infinite	Integration from a finite lower bound to positive infinity
`qagil`	Semi-infinite	Integration from negative infinity to a finite upper bound
`qawc`	Finite	Cauchy principal value with a known singular point
`qaws`	Finite	Algebraic and logarithmic endpoint singularities
`qawo`	Finite	Sine- or cosine-weighted oscillatory integrals
`qawf`	Semi-infinite	Sine- or cosine-weighted Fourier integrals
`cquad`	Finite	Difficult integrands and endpoint singularities
`romberg`	Finite	Smooth functions with extrapolated trapezoidal integration
`glfixed`	Finite	Fixed-order Gauss-Legendre integration of smooth functions
`fixed`	Rule-dependent	Fixed-order Gaussian quadrature with selectable weight functions
`lebedev`	Unit sphere	Lebedev quadrature over the surface of the unit sphere

See Integration routines for parameters and examples.

Documentation

License

This project is licensed under the GNU General Public License version 3 or later. See the LICENSE file for the full license text.