The Minimization gem now supports the following unidimensional function minimizations provided by GSL. The supported methods include the pure Ruby implementations of:
- Golden Section
- Quad Golden
Of these, the Golden Section, Brent, and Quad Golden are also available via Minimization’s GSL interface (and are thus faster). Everything is organized in such a way that the faster C code (i.e., GSL) will be executed when GSL is available, but that otherwise the Ruby implementation will be used. I still have to beautify the code and add documentation.
The Integration gem has been transitioned from Hoe to Bundler. For Gauss–Kronrod Quadrature, I have hard-coded the values of nodes and weights (for 15, 21, 31, 41, and 61 points) — which were already hardcoded in the case of the Gauss quadrature.
Additionally, I added basic methods like Simpson’s Three-Eighths Method, Milne’s Method, Boole’s Quadrature and Open Trapezoid.
This week, I will be reviewing a pull request which aims to change the structure of the whole Integration gem.
After that I plan to implement more adaptive methods and incorporate the non-adaptive methods under a single Newton–Cotes function.
Lastly, I am brainstorming designs for symbolic integration using JScience and JRuby.