Compare ⋅ aurelio-amerio/MultiQuad.jl

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src/MultiQuad.jl changed.

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@@ -1,13 +1,19 @@

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module MultiQuad

using QuadGK, Cuba, Unitful
using QuadGK, Cuba, HCubature, Unitful

export quad, dblquad, tplquad

@doc raw"""
    quad(arg::Function, x1, x2; method = :quadgk, kwargs...)

Performs the integral ``\int_{x1}^{x2}f(x)dx``

Available integration methods:
- `:suave`
- `:vegas`
- `:quadgk`

See [QuadGK](https://github.com/JuliaMath/QuadGK.jl) and [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.

# Examples

@@ -63,7 +69,16 @@

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    dblquad(arg::Function, x1, x2, y1::Function, y2::Function; method = :cuhre, kwargs...)

Performs the integral ``\int_{x1}^{x2}\int_{y1(x)}^{y2(x)}f(y,x)dydx``
See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.

Available integration methods:
- `:cuhre`
- `:divonne`
- `:suave`
- `:vegas`
- `:hcubature`

See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments fro the `:cuhre`, `:divonne`, `:suave` and `:vegas` methods.
See [HCubature](https://github.com/stevengj/HCubature.jl) for all the available keywords for the `:hcubature` method.

# Examples
```jldoctest

@@ -98,6 +113,8 @@

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        integrate = suave
    elseif method == :vegas
        integrate = vegas
    elseif method == :hcubature
        integrate = hcubature
    else
        ex = ErrorException("Integration method $method is not supported!")
        throw(ex)

@@ -110,11 +127,21 @@

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    arg2(a, b) = ustrip(units, (x2 - x1) * arg1(a, (x2 - x1) * b + x1))::Float64

    function integrand(x, f)
        f[1] = arg2(x[1], x[2])
    end
    if method == :hcubature
        function integrand(arr)
            return arg2(arr[1], arr[2])
        end

        min_arr = [0, 0]
        max_arr = [1, 1]
        result, err = integrate(integrand, min_arr, max_arr; kwargs...)
    else
        function integrand2(x, f)
            f[1] = arg2(x[1], x[2])
        end

    result, err = integrate(integrand, 2, 1; kwargs...)
        result, err = integrate(integrand2, 2, 1; kwargs...)
    end

    if units == Unitful.NoUnits
        return result[1], err[1]

@@ -127,7 +154,16 @@

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    tplquad(arg::Function, x1, x2, y1::Function, y2::Function, z1::Function, z2::Function; method = :cuhre, kwargs...)

Performs the integral ``\int_{x1}^{x2}\int_{y1(x)}^{y2(x)}\int_{z1(x,y)}^{z2(x,y)}f(z,y,x)dzdydx``
See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.

Available integration methods:
- `:cuhre`
- `:divonne`
- `:suave`
- `:vegas`
- `:hcubature`

See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments fro the `:cuhre`, `:divonne`, `:suave` and `:vegas` methods.
See [HCubature](https://github.com/stevengj/HCubature.jl) for all the available keywords for the `:hcubature` method.

# Examples
```jldoctest

@@ -164,6 +200,8 @@

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        integrate = suave
    elseif method == :vegas
        integrate = vegas
    elseif method == :hcubature
        integrate = hcubature
    else
        ex = ErrorException("Integration method $method is not supported!")
        throw(ex)

@@ -181,11 +219,21 @@

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    arg2(a, b, c) =
        ustrip(units, (x2 - x1) * arg1(a, b, (x2 - x1) * c + x1))::Float64

    function integrand(x, f)
        f[1] = arg2(x[1], x[2], x[3])
    end
    if method == :hcubature
        function integrand(arr)
            return arg2(arr[1], arr[2], arr[3])
        end

        min_arr = [0, 0, 0]
        max_arr = [1, 1, 1]
        result, err = integrate(integrand, min_arr, max_arr; kwargs...)
    else
        function integrand2(x, f)
            f[1] = arg2(x[1], x[2], x[3])
        end

    result, err = integrate(integrand, 3, 1; kwargs...)
        result, err = integrate(integrand2, 3, 1; kwargs...)
    end

    if units == Unitful.NoUnits
        return result[1], err[1]

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Merge pull request #5 from aurelio-amerio/new_method

aurelio-amerio

53a46aa

CI Passed

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updated package version

aurelio-amerio

6445fd0

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Added HCubature as an integration method

aurelio-amerio

4d5f621

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+16

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updated dependencies and [compat] entry

aurelio-amerio

607ecdd

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Files		•	•	•	Coverage
src/MultiQuad.jl	+16	+16	ø	ø	100.00%
Project Totals (1 files)	73	73	0	0	100.00%

110	127
111	128		arg2(a, b) = ustrip(units, (x2 - x1) * arg1(a, (x2 - x1) * b + x1))::Float64
112	129
113		-	function integrand(x, f)
114		-	f[1] = arg2(x[1], x[2])
115		-	end
	130	+	if method == :hcubature
	131	+	function integrand(arr)
	132	+	return arg2(arr[1], arr[2])
	133	+	end
	134	+
	135	+	min_arr = [0, 0]
	136	+	max_arr = [1, 1]
	137	+	result, err = integrate(integrand, min_arr, max_arr; kwargs...)
	138	+	else
	139	+	function integrand2(x, f)
	140	+	f[1] = arg2(x[1], x[2])
	141	+	end
116	142
117		-	result, err = integrate(integrand, 2, 1; kwargs...)
	143	+	result, err = integrate(integrand2, 2, 1; kwargs...)
	144	+	end
118	145
119	146		if units == Unitful.NoUnits
120	147		return result[1], err[1]

127	154		tplquad(arg::Function, x1, x2, y1::Function, y2::Function, z1::Function, z2::Function; method = :cuhre, kwargs...)
128	155
129	156		Performs the integral ``\int_{x1}^{x2}\int_{y1(x)}^{y2(x)}\int_{z1(x,y)}^{z2(x,y)}f(z,y,x)dzdydx``
130		-	See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.
	157	+
	158	+	Available integration methods:
	159	+	- `:cuhre`
	160	+	- `:divonne`
	161	+	- `:suave`
	162	+	- `:vegas`
	163	+	- `:hcubature`
	164	+
	165	+	See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments fro the `:cuhre`, `:divonne`, `:suave` and `:vegas` methods.
	166	+	See [HCubature](https://github.com/stevengj/HCubature.jl) for all the available keywords for the `:hcubature` method.
131	167
132	168		# Examples
133	169		```jldoctest

164	200		integrate = suave
165	201		elseif method == :vegas
166	202		integrate = vegas
	203	+	elseif method == :hcubature
	204	+	integrate = hcubature
167	205		else
168	206		ex = ErrorException("Integration method $method is not supported!")
169	207		throw(ex)

181	219		arg2(a, b, c) =
182	220		ustrip(units, (x2 - x1) * arg1(a, b, (x2 - x1) * c + x1))::Float64
183	221
184		-	function integrand(x, f)
185		-	f[1] = arg2(x[1], x[2], x[3])
186		-	end
	222	+	if method == :hcubature
	223	+	function integrand(arr)
	224	+	return arg2(arr[1], arr[2], arr[3])
	225	+	end
	226	+
	227	+	min_arr = [0, 0, 0]
	228	+	max_arr = [1, 1, 1]
	229	+	result, err = integrate(integrand, min_arr, max_arr; kwargs...)
	230	+	else
	231	+	function integrand2(x, f)
	232	+	f[1] = arg2(x[1], x[2], x[3])
	233	+	end
187	234
188		-	result, err = integrate(integrand, 3, 1; kwargs...)
	235	+	result, err = integrate(integrand2, 3, 1; kwargs...)
	236	+	end
189	237
190	238		if units == Unitful.NoUnits
191	239		return result[1], err[1]

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4 Commits

1	1		module MultiQuad
2	2
3		-	using QuadGK, Cuba, Unitful
	3	+	using QuadGK, Cuba, HCubature, Unitful
4	4
5	5		export quad, dblquad, tplquad
6	6
7	7		@doc raw"""
8	8		quad(arg::Function, x1, x2; method = :quadgk, kwargs...)
9	9
10	10		Performs the integral ``\int_{x1}^{x2}f(x)dx``
	11	+
	12	+	Available integration methods:
	13	+	- `:suave`
	14	+	- `:vegas`
	15	+	- `:quadgk`
	16	+
11	17		See [QuadGK](https://github.com/JuliaMath/QuadGK.jl) and [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.
12	18
13	19		# Examples

63	69		dblquad(arg::Function, x1, x2, y1::Function, y2::Function; method = :cuhre, kwargs...)
64	70
65	71		Performs the integral ``\int_{x1}^{x2}\int_{y1(x)}^{y2(x)}f(y,x)dydx``
66		-	See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments.
	72	+
	73	+	Available integration methods:
	74	+	- `:cuhre`
	75	+	- `:divonne`
	76	+	- `:suave`
	77	+	- `:vegas`
	78	+	- `:hcubature`
	79	+
	80	+	See [Cuba.jl](https://giordano.github.io/Cuba.jl/stable/) for all the available keyword arguments fro the `:cuhre`, `:divonne`, `:suave` and `:vegas` methods.
	81	+	See [HCubature](https://github.com/stevengj/HCubature.jl) for all the available keywords for the `:hcubature` method.
67	82
68	83		# Examples
69	84		```jldoctest

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