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diff --git a/ext/bigdecimal/lib/bigdecimal/jacobian.rb b/ext/bigdecimal/lib/bigdecimal/jacobian.rb
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--- a/ext/bigdecimal/lib/bigdecimal/jacobian.rb
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-# frozen_string_literal: false
-
-require 'bigdecimal'
-
-# require 'bigdecimal/jacobian'
-#
-# Provides methods to compute the Jacobian matrix of a set of equations at a
-# point x. In the methods below:
-#
-# f is an Object which is used to compute the Jacobian matrix of the equations.
-# It must provide the following methods:
-#
-# f.values(x):: returns the values of all functions at x
-#
-# f.zero:: returns 0.0
-# f.one:: returns 1.0
-# f.two:: returns 2.0
-# f.ten:: returns 10.0
-#
-# f.eps:: returns the convergence criterion (epsilon value) used to determine whether two values are considered equal. If |a-b| < epsilon, the two values are considered equal.
-#
-# x is the point at which to compute the Jacobian.
-#
-# fx is f.values(x).
-#
-module Jacobian
- module_function
-
- # Determines the equality of two numbers by comparing to zero, or using the epsilon value
- def isEqual(a,b,zero=0.0,e=1.0e-8)
- aa = a.abs
- bb = b.abs
- if aa == zero && bb == zero then
- true
- else
- if ((a-b)/(aa+bb)).abs < e then
- true
- else
- false
- end
- end
- end
-
-
- # Computes the derivative of f[i] at x[i].
- # fx is the value of f at x.
- def dfdxi(f,fx,x,i)
- nRetry = 0
- n = x.size
- xSave = x[i]
- ok = 0
- ratio = f.ten*f.ten*f.ten
- dx = x[i].abs/ratio
- dx = fx[i].abs/ratio if isEqual(dx,f.zero,f.zero,f.eps)
- dx = f.one/f.ten if isEqual(dx,f.zero,f.zero,f.eps)
- until ok>0 do
- deriv = []
- nRetry += 1
- if nRetry > 100
- raise "Singular Jacobian matrix. No change at x[" + i.to_s + "]"
- end
- dx = dx*f.two
- x[i] += dx
- fxNew = f.values(x)
- for j in 0...n do
- if !isEqual(fxNew[j],fx[j],f.zero,f.eps) then
- ok += 1
- deriv <<= (fxNew[j]-fx[j])/dx
- else
- deriv <<= f.zero
- end
- end
- x[i] = xSave
- end
- deriv
- end
-
- # Computes the Jacobian of f at x. fx is the value of f at x.
- def jacobian(f,fx,x)
- n = x.size
- dfdx = Array.new(n*n)
- for i in 0...n do
- df = dfdxi(f,fx,x,i)
- for j in 0...n do
- dfdx[j*n+i] = df[j]
- end
- end
- dfdx
- end
-end