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Diffstat (limited to 'trunk/ext/bigdecimal/lib/bigdecimal/newton.rb')
-rw-r--r-- | trunk/ext/bigdecimal/lib/bigdecimal/newton.rb | 77 |
1 files changed, 0 insertions, 77 deletions
diff --git a/trunk/ext/bigdecimal/lib/bigdecimal/newton.rb b/trunk/ext/bigdecimal/lib/bigdecimal/newton.rb deleted file mode 100644 index 59ac0f7f04..0000000000 --- a/trunk/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 |