diff options
author | yugui <yugui@b2dd03c8-39d4-4d8f-98ff-823fe69b080e> | 2008-08-25 15:13:14 +0000 |
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committer | yugui <yugui@b2dd03c8-39d4-4d8f-98ff-823fe69b080e> | 2008-08-25 15:13:14 +0000 |
commit | d0233291bc8a5068e52c69c210e5979e5324b5bc (patch) | |
tree | 7d9459449c33792c63eeb7baa071e76352e0baab /trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb | |
parent | 0dc342de848a642ecce8db697b8fecd83a63e117 (diff) | |
parent | 72eaacaa15256ab95c3b52ea386f88586fb9da40 (diff) |
re-adding tag v1_9_0_4 as an alias of trunk@18848v1_9_0_4
git-svn-id: svn+ssh://ci.ruby-lang.org/ruby/tags/v1_9_0_4@18849 b2dd03c8-39d4-4d8f-98ff-823fe69b080e
Diffstat (limited to 'trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb')
-rw-r--r-- | trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb | 84 |
1 files changed, 0 insertions, 84 deletions
diff --git a/trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb b/trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb deleted file mode 100644 index 8f4888725e..0000000000 --- a/trunk/ext/bigdecimal/lib/bigdecimal/ludcmp.rb +++ /dev/null @@ -1,84 +0,0 @@ -# -# Solves a*x = b for x, using LU decomposition. -# -module LUSolve - # Performs LU decomposition of the n by n matrix a. - def ludecomp(a,n,zero=0,one=1) - prec = BigDecimal.limit(nil) - ps = [] - scales = [] - for i in 0...n do # pick up largest(abs. val.) element in each row. - ps <<= i - nrmrow = zero - ixn = i*n - for j in 0...n do - biggst = a[ixn+j].abs - nrmrow = biggst if biggst>nrmrow - end - if nrmrow>zero then - scales <<= one.div(nrmrow,prec) - else - raise "Singular matrix" - end - end - n1 = n - 1 - for k in 0...n1 do # Gaussian elimination with partial pivoting. - biggst = zero; - for i in k...n do - size = a[ps[i]*n+k].abs*scales[ps[i]] - if size>biggst then - biggst = size - pividx = i - end - end - raise "Singular matrix" if biggst<=zero - if pividx!=k then - j = ps[k] - ps[k] = ps[pividx] - ps[pividx] = j - end - pivot = a[ps[k]*n+k] - for i in (k+1)...n do - psin = ps[i]*n - a[psin+k] = mult = a[psin+k].div(pivot,prec) - if mult!=zero then - pskn = ps[k]*n - for j in (k+1)...n do - a[psin+j] -= mult.mult(a[pskn+j],prec) - end - end - end - end - raise "Singular matrix" if a[ps[n1]*n+n1] == zero - ps - end - - # Solves a*x = b for x, using LU decomposition. - # - # a is a matrix, b is a constant vector, x is the solution vector. - # - # ps is the pivot, a vector which indicates the permutation of rows performed - # during LU decomposition. - def lusolve(a,b,ps,zero=0.0) - prec = BigDecimal.limit(nil) - n = ps.size - x = [] - for i in 0...n do - dot = zero - psin = ps[i]*n - for j in 0...i do - dot = a[psin+j].mult(x[j],prec) + dot - end - x <<= b[ps[i]] - dot - end - (n-1).downto(0) do |i| - dot = zero - psin = ps[i]*n - for j in (i+1)...n do - dot = a[psin+j].mult(x[j],prec) + dot - end - x[i] = (x[i]-dot).div(a[psin+i],prec) - end - x - end -end |