Romberg Integral

A pure Ruby implementation of Romberg numerical integration in one variable.

Add this line to your application's Gemfile:

gem 'romberg_integral'

And then execute:

$ bundle

Or install it yourself as:

$ gem install romberg_integral

require "romberg_integral"

# Numerically integrate 1/x between 1 and 10
ri = RombergIntegral.new

# If you wish to change the error thresholds from their default values:
ri.max_call_cnt = 1025
ri.min_call_cnt = 9
ri.relative_error = 1e-9
ri.absolute_error = 1e-40

estimate = ri.integral(1, 10) { |x| 1.0/x }
actual = Math.log 10
error = (actual - estimate.value).abs
puts (estimate.aborted ? "Failed": "Success")
puts "True error = #{error} after #{estimate.call_cnt} calls."
puts estimate

After checking out the repo, run bin/setup to install dependencies. Then, run rake test to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Bug reports and pull requests are welcome on GitHub at https://github.com/ericboesch/romberg_integral.

The gem is available as open source under the terms of the MIT License.