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-rw-r--r--ext/bigdecimal/lib/jacobian.rb63
1 files changed, 0 insertions, 63 deletions
diff --git a/ext/bigdecimal/lib/jacobian.rb b/ext/bigdecimal/lib/jacobian.rb
deleted file mode 100644
index 34a60ae67a..0000000000
--- a/ext/bigdecimal/lib/jacobian.rb
+++ /dev/null
@@ -1,63 +0,0 @@
-#
-# jacobian.rb
-#
-# Computes Jacobian matrix of f at x
-#
-module Jacobian
- 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
-
- 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
- s = f.zero
- deriv = []
- if(nRetry>100) then
- raize "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
-
- 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