diff options
Diffstat (limited to 'ext/bigdecimal/lib/bigdecimal/ludcmp.rb')
| -rw-r--r-- | ext/bigdecimal/lib/bigdecimal/ludcmp.rb | 9 |
1 files changed, 8 insertions, 1 deletions
diff --git a/ext/bigdecimal/lib/bigdecimal/ludcmp.rb b/ext/bigdecimal/lib/bigdecimal/ludcmp.rb index 1d5d3170cc..8f4888725e 100644 --- a/ext/bigdecimal/lib/bigdecimal/ludcmp.rb +++ b/ext/bigdecimal/lib/bigdecimal/ludcmp.rb @@ -1,7 +1,8 @@ # -# ludcmp.rb +# 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 = [] @@ -52,6 +53,12 @@ module LUSolve 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 |