Editor’s Note: We have two students working on numerical minimization and integration this summer, Rajat and Lahiru. Rajat’s introductory post appeared two weeks ago.

Introduction

I’m Lahiru Lasandun and I’m an undergraduate of University of Moratuwa, Sri Lanka. I’ve been selected for Google Summer of Code 2014 for SciRuby’s Minimization and Integration projects.

I was working with SciRuby about a month before GSOC started and did some tests on how to enhance the performance of these numerical computations. My first idea was to use multi-threading. With the instuctions and guidance of mentors, I tested more methods such as Erlang multi-processing, the AKKA package of multi-threading, and finally OpenCL. The final decision was to use OpenCL to enhance computation power of these mathematical computations with the support of multi-cores and GPUs.

Minimization Gem

After GSOC started, I began working on SciRuby’s Minimization gem. I proposed multidimensional minimization methods for the Minimization gem, which already had plenty of unidimensional minimization methods. I chose two non-gradient and two gradient minimization methods as well as simulated annealing.

Integration Gem

For Integration, I proposed to replicate some unidimensional integration methods from the GNU Scientific Library, GSL. Additionally, I proposed to add OpenCL support to enhance performance of integration methods.

Current Progress

Currently, I am working on Nelder–Mead multidimensional minimization method which is a non-gradient method, including working on the relevant test cases.