diff options
Diffstat (limited to 'ext/bigdecimal/lib/bigdecimal/jacobian.rb')
| -rw-r--r-- | ext/bigdecimal/lib/bigdecimal/jacobian.rb | 26 |
1 files changed, 24 insertions, 2 deletions
diff --git a/ext/bigdecimal/lib/bigdecimal/jacobian.rb b/ext/bigdecimal/lib/bigdecimal/jacobian.rb index 34a60ae67a..d80eeab901 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) |