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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/newton.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/newton.rb')
| -rw-r--r-- | vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/newton.rb | 80 |
1 files changed, 80 insertions, 0 deletions
diff --git a/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/newton.rb b/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/newton.rb new file mode 100644 index 0000000..85bacb7 --- /dev/null +++ b/vendor/bundle/ruby/3.4.0/gems/bigdecimal-3.2.2/lib/bigdecimal/newton.rb @@ -0,0 +1,80 @@ +# frozen_string_literal: false +require "bigdecimal/ludcmp" +require "bigdecimal/jacobian" + +# +# 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 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. +# +# On exit, x is the solution vector. +# +module Newton + include LUSolve + include Jacobian + module_function + + def norm(fv,zero=0.0) # :nodoc: + s = zero + n = fv.size + for i in 0...n do + s += fv[i]*fv[i] + end + s + end + + # See also Newton + 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 |
