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authorChristoph Groth <christoph.groth@cea.fr>2018-06-05 11:55:07 +0200
committerChristoph Groth <christoph.groth@cea.fr>2018-12-20 14:52:49 +0100
commit2c5446877794b7a900bb97f084f837253d78417a (patch)
tree57a0819d6f6ca8398fdd7fae832e1439349767d8 /README.rst
parent2a35d8d25092cd402c6db518474c3760ed10f285 (diff)
Lyness-Kaganove benchmark
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Vquad
=====
-Vquad is a work-in-progress towards a general-purpose, robust, efficient, and parallel library for numerical integration.
+Vquad is a work-in-progress towards a general-purpose, robust, efficient, and
+parallel library for numerical integration.
History
-------
-Vquad is based on algorithm 4 from the article "Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants", Pedro Gonnet, ACM TOMS 37, 26 (2010).
+Vquad is based on algorithm 4 from the article "Increasing the Reliability of
+Adaptive Quadrature Using Explicit Interpolants", Pedro Gonnet, ACM TOMS 37,
+26 (2010).
+
+Usage example
+-------------
+
+```
+import numpy
+import vquad
+
+# Simple usage.
+igral, err = vquad.vquad(numpy.cos, -1, 1, rtol=1e-10)
+
+# Object interface.
+it = vquad.Vquad(numpy.cos, -1, 1)
+igral, err = it.improve_until(rtol=1e-10)
+
+# Evaluate interpolant.
+xs = numpy.linspace(-1, 1, 101)
+ys = it(xs)
+```
+
+Benachmarks and tests
+---------------------
+
+Vquad includes extensive tests and benchmarks. The tests focus on verifying
+correctness and can be run with
+```
+python3 -m pytest -s
+```
+The `-s` shows some statistics that are gathered during the testing.
+
+The benchmarks take longer to run and allow to quantitatively compare the
+performance of the algorithm. The benchmark is run by executing the vquad
+module. To get help, run:
+```
+python3 -m vquad -h
+```