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| author | Benjamin Sanders <ben@Benjamins-MacBook-Pro.local> | 2025-10-11 10:34:24 -0400 |
|---|---|---|
| committer | Benjamin Sanders <ben@Benjamins-MacBook-Pro.local> | 2025-10-11 10:34:24 -0400 |
| commit | 5571dc766e2143e39762ff0b47c41d1c2e154f4c (patch) | |
| tree | f4f124d314a7e76c04484515aa0fd1f2e271a601 /vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb | |
| parent | 359f3309c97fc894b63e0a295c76ab298504d635 (diff) | |
Vendor bundled gems for deployment
Diffstat (limited to 'vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb')
| -rw-r--r-- | vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb b/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb new file mode 100644 index 0000000..4448024 --- /dev/null +++ b/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/jacobian.rb @@ -0,0 +1,90 @@ +# frozen_string_literal: false + +require 'bigdecimal' + +# 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 2.0 +# 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 + module_function + + # Determines the equality of two numbers by comparing to zero, or using the epsilon value + 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 + deriv = [] + nRetry += 1 + if nRetry > 100 + 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 |
