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Diffstat (limited to 'trunk/ext/bigdecimal/lib/bigdecimal/jacobian.rb')
-rw-r--r-- | trunk/ext/bigdecimal/lib/bigdecimal/jacobian.rb | 85 |
1 files changed, 0 insertions, 85 deletions
diff --git a/trunk/ext/bigdecimal/lib/bigdecimal/jacobian.rb b/trunk/ext/bigdecimal/lib/bigdecimal/jacobian.rb deleted file mode 100644 index 8c36ad14fc..0000000000 --- a/trunk/ext/bigdecimal/lib/bigdecimal/jacobian.rb +++ /dev/null @@ -1,85 +0,0 @@ -# -# require 'bigdecimal/jacobian' -# -# 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 - if aa == zero && bb == zero then - true - else - if ((a-b)/(aa+bb)).abs < e then - true - else - false - 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 - 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 - raise "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 - - # 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) - 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 |