summaryrefslogtreecommitdiff
path: root/ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb
diff options
context:
space:
mode:
Diffstat (limited to 'ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb')
-rw-r--r--ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb77
1 files changed, 0 insertions, 77 deletions
diff --git a/ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb b/ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb
deleted file mode 100644
index 59ac0f7f04..0000000000
--- a/ruby_1_8_6/ext/bigdecimal/lib/bigdecimal/newton.rb
+++ /dev/null
@@ -1,77 +0,0 @@
-#
-# newton.rb
-#
-# Solves the nonlinear algebraic equation system f = 0 by Newton's method.
-# This program is not dependent on BigDecimal.
-#
-# To call:
-# n = nlsolve(f,x)
-# where n is the number of iterations required,
-# x is the initial value vector
-# f is an Object which is used to compute the values of the equations to be solved.
-# 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.
-#
-# On exit, x is the solution vector.
-#
-require "bigdecimal/ludcmp"
-require "bigdecimal/jacobian"
-
-module Newton
- include LUSolve
- include Jacobian
-
- def norm(fv,zero=0.0)
- s = zero
- n = fv.size
- for i in 0...n do
- s += fv[i]*fv[i]
- end
- s
- end
-
- def nlsolve(f,x)
- nRetry = 0
- n = x.size
-
- f0 = f.values(x)
- zero = f.zero
- one = f.one
- two = f.two
- p5 = one/two
- d = norm(f0,zero)
- minfact = f.ten*f.ten*f.ten
- minfact = one/minfact
- e = f.eps
- while d >= e do
- nRetry += 1
- # Not yet converged. => Compute Jacobian matrix
- dfdx = jacobian(f,f0,x)
- # Solve dfdx*dx = -f0 to estimate dx
- dx = lusolve(dfdx,f0,ludecomp(dfdx,n,zero,one),zero)
- fact = two
- xs = x.dup
- begin
- fact *= p5
- if fact < minfact then
- raise "Failed to reduce function values."
- end
- for i in 0...n do
- x[i] = xs[i] - dx[i]*fact
- end
- f0 = f.values(x)
- dn = norm(f0,zero)
- end while(dn>=d)
- d = dn
- end
- nRetry
- end
-end