summaryrefslogtreecommitdiff
path: root/ext/bigdecimal/lib/bigdecimal/jacobian.rb
diff options
context:
space:
mode:
Diffstat (limited to 'ext/bigdecimal/lib/bigdecimal/jacobian.rb')
-rw-r--r--ext/bigdecimal/lib/bigdecimal/jacobian.rb26
1 files changed, 24 insertions, 2 deletions
diff --git a/ext/bigdecimal/lib/bigdecimal/jacobian.rb b/ext/bigdecimal/lib/bigdecimal/jacobian.rb
index 34a60ae..d80eeab 100644
--- a/ext/bigdecimal/lib/bigdecimal/jacobian.rb
+++ b/ext/bigdecimal/lib/bigdecimal/jacobian.rb
@@ -1,9 +1,27 @@
#
-# jacobian.rb
+# require 'bigdecimal/jacobian'
#
-# Computes Jacobian matrix of f at x
+# 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 1.0
+# 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
+ #--
def isEqual(a,b,zero=0.0,e=1.0e-8)
aa = a.abs
bb = b.abs
@@ -17,7 +35,10 @@ module Jacobian
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
@@ -49,6 +70,7 @@ module Jacobian
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)