bigdecimal 1.1.0

data/bigdecimal.gemspec

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+# -*- ruby -*-
+_VERSION = "1.1.0"
+
+Gem::Specification.new do |s|
+  s.name = "bigdecimal"
+  s.version = _VERSION
+  s.date = "2011-07-30"
+  s.summary = "Arbitrary-precision decimal floating-point number library."
+  s.homepage = "http://www.ruby-lang.org"
+  s.email = "mrkn@mrkn.jp"
+  s.description = "This library provides arbitrary-precision decimal floating-point number class."
+  s.authors = ["Kenta Murata", "Shigeo Kobayashi"]
+  s.require_path = %[.]
+  s.files = %w[
+    bigdecimal.gemspec
+    bigdecimal.c
+    bigdecimal.h
+    README
+    depend extconf.rb
+    lib/bigdecimal/jacobian.rb
+    lib/bigdecimal/ludcmp.rb
+    lib/bigdecimal/math.rb
+    lib/bigdecimal/newton.rb
+    lib/bigdecimal/util.rb
+    sample/linear.rb
+    sample/nlsolve.rb
+    sample/pi.rb
+  ]
+  s.extensions = %w[extconf.rb]
+end

data/bigdecimal.h

@@ -0,0 +1,291 @@
+/*
+ *
+ * Ruby BigDecimal(Variable decimal precision) extension library.
+ *
+ * Copyright(C) 2002 by Shigeo Kobayashi(shigeo@tinyforest.gr.jp)
+ *
+ * You may distribute under the terms of either the GNU General Public
+ * License or the Artistic License, as specified in the README file
+ * of this BigDecimal distribution.
+ *
+ * NOTES:
+ *   2003-03-28 V1.0 checked in.
+ *
+ */
+
+#ifndef  RUBY_BIG_DECIMAL_H
+#define  RUBY_BIG_DECIMAL_H 1
+
+#include "ruby/ruby.h"
+#include <float.h>
+
+#if defined(__cplusplus)
+extern "C" {
+#if 0
+} /* satisfy cc-mode */
+#endif
+#endif
+
+#ifndef HAVE_LABS
+static inline long
+labs(long const x)
+{
+    if (x < 0) return -x;
+    return x;
+}
+#endif
+
+#ifndef HAVE_LLABS
+static inline LONG_LONG
+llabs(LONG_LONG const x)
+{
+    if (x < 0) return -x;
+    return x;
+}
+#endif
+
+#ifdef vabs
+# undef vabs
+#endif
+#if SIZEOF_VALUE <= SIZEOF_INT
+# define vabs abs
+#elif SIZEOF_VALUE <= SIZEOF_LONG
+# define vabs labs
+#elif SIZEOF_VALUE <= SIZEOF_LONG_LONG
+# define vabs llabs
+#endif
+
+extern VALUE rb_cBigDecimal;
+
+#if 0 || SIZEOF_BDIGITS >= 16
+# define RMPD_COMPONENT_FIGURES 38
+# define RMPD_BASE ((BDIGIT)100000000000000000000000000000000000000U)
+#elif SIZEOF_BDIGITS >= 8
+# define RMPD_COMPONENT_FIGURES 19
+# define RMPD_BASE ((BDIGIT)10000000000000000000U)
+#elif SIZEOF_BDIGITS >= 4
+# define RMPD_COMPONENT_FIGURES 9
+# define RMPD_BASE ((BDIGIT)1000000000U)
+#elif SIZEOF_BDIGITS >= 2
+# define RMPD_COMPONENT_FIGURES 4
+# define RMPD_BASE ((BDIGIT)10000U)
+#else
+# define RMPD_COMPONENT_FIGURES 2
+# define RMPD_BASE ((BDIGIT)100U)
+#endif
+
+
+/*
+ *  NaN & Infinity
+ */
+#define SZ_NaN  "NaN"
+#define SZ_INF  "Infinity"
+#define SZ_PINF "+Infinity"
+#define SZ_NINF "-Infinity"
+
+/*
+ *   #define VP_EXPORT other than static to let VP_ routines
+ *   be called from outside of this module.
+ */
+#define VP_EXPORT static
+
+/* Exception codes */
+#define VP_EXCEPTION_ALL        ((unsigned short)0x00FF)
+#define VP_EXCEPTION_INFINITY   ((unsigned short)0x0001)
+#define VP_EXCEPTION_NaN        ((unsigned short)0x0002)
+#define VP_EXCEPTION_UNDERFLOW  ((unsigned short)0x0004)
+#define VP_EXCEPTION_OVERFLOW   ((unsigned short)0x0001) /* 0x0008) */
+#define VP_EXCEPTION_ZERODIVIDE ((unsigned short)0x0010)
+
+/* Following 2 exceptions cann't controlled by user */
+#define VP_EXCEPTION_OP         ((unsigned short)0x0020)
+#define VP_EXCEPTION_MEMORY     ((unsigned short)0x0040)
+
+#define RMPD_EXCEPTION_MODE_DEFAULT 0U
+
+/* Computation mode */
+#define VP_ROUND_MODE            ((unsigned short)0x0100)
+#define VP_ROUND_UP         1
+#define VP_ROUND_DOWN       2
+#define VP_ROUND_HALF_UP    3
+#define VP_ROUND_HALF_DOWN  4
+#define VP_ROUND_CEIL       5
+#define VP_ROUND_FLOOR      6
+#define VP_ROUND_HALF_EVEN  7
+
+#define RMPD_ROUNDING_MODE_DEFAULT  VP_ROUND_HALF_UP
+
+#define VP_SIGN_NaN                0 /* NaN                      */
+#define VP_SIGN_POSITIVE_ZERO      1 /* Positive zero            */
+#define VP_SIGN_NEGATIVE_ZERO     -1 /* Negative zero            */
+#define VP_SIGN_POSITIVE_FINITE    2 /* Positive finite number   */
+#define VP_SIGN_NEGATIVE_FINITE   -2 /* Negative finite number   */
+#define VP_SIGN_POSITIVE_INFINITE  3 /* Positive infinite number */
+#define VP_SIGN_NEGATIVE_INFINITE -3 /* Negative infinite number */
+
+#ifdef __GNUC__
+#define	FLEXIBLE_ARRAY_SIZE 0
+#else
+#define	FLEXIBLE_ARRAY_SIZE 1
+#endif
+
+/*
+ * VP representation
+ *  r = 0.xxxxxxxxx *BASE**exponent
+ */
+typedef struct {
+    VALUE  obj;     /* Back pointer(VALUE) for Ruby object.     */
+    size_t MaxPrec; /* Maximum precision size                   */
+                    /* This is the actual size of pfrac[]       */
+                    /*(frac[0] to frac[MaxPrec] are available). */
+    size_t Prec;    /* Current precision size.                  */
+                    /* This indicates how much the.             */
+                    /* the array frac[] is actually used.       */
+    SIGNED_VALUE exponent; /* Exponent part.                    */
+    short  sign;    /* Attributes of the value.                 */
+                    /*
+                     *        ==0 : NaN
+                     *          1 : Positive zero
+                     *         -1 : Negative zero
+                     *          2 : Positive number
+                     *         -2 : Negative number
+                     *          3 : Positive infinite number
+                     *         -3 : Negative infinite number
+                     */
+    short  flag;    /* Not used in vp_routines,space for user.  */
+    BDIGIT frac[FLEXIBLE_ARRAY_SIZE]; /* Array of fraction part. */
+} Real;
+
+/*
+ *  ------------------
+ *   EXPORTables.
+ *  ------------------
+ */
+
+VP_EXPORT  Real *
+VpNewRbClass(size_t mx, char const *str, VALUE klass);
+
+VP_EXPORT  Real *VpCreateRbObject(size_t mx,const char *str);
+
+static inline BDIGIT
+rmpd_base_value(void) { return RMPD_BASE; }
+static inline size_t
+rmpd_component_figures(void) { return RMPD_COMPONENT_FIGURES; }
+static inline size_t
+rmpd_double_figures(void) { return 1+DBL_DIG; }
+
+#define VpBaseFig() rmpd_component_figures()
+#define VpDblFig() rmpd_double_figures()
+#define VpBaseVal() rmpd_base_value()
+
+/* Zero,Inf,NaN (isinf(),isnan() used to check) */
+VP_EXPORT double VpGetDoubleNaN(void);
+VP_EXPORT double VpGetDoublePosInf(void);
+VP_EXPORT double VpGetDoubleNegInf(void);
+VP_EXPORT double VpGetDoubleNegZero(void);
+
+/* These 2 functions added at v1.1.7 */
+VP_EXPORT size_t VpGetPrecLimit(void);
+VP_EXPORT size_t VpSetPrecLimit(size_t n);
+
+/* Round mode */
+VP_EXPORT int            VpIsRoundMode(unsigned short n);
+VP_EXPORT unsigned short VpGetRoundMode(void);
+VP_EXPORT unsigned short VpSetRoundMode(unsigned short n);
+
+VP_EXPORT int VpException(unsigned short f,const char *str,int always);
+#if 0  /* unused */
+VP_EXPORT int VpIsNegDoubleZero(double v);
+#endif
+VP_EXPORT size_t VpNumOfChars(Real *vp,const char *pszFmt);
+VP_EXPORT size_t VpInit(BDIGIT BaseVal);
+VP_EXPORT void *VpMemAlloc(size_t mb);
+VP_EXPORT void *VpMemRealloc(void *ptr, size_t mb);
+VP_EXPORT void VpFree(Real *pv);
+VP_EXPORT Real *VpAlloc(size_t mx, const char *szVal);
+VP_EXPORT size_t VpAsgn(Real *c, Real *a, int isw);
+VP_EXPORT size_t VpAddSub(Real *c,Real *a,Real *b,int operation);
+VP_EXPORT size_t VpMult(Real *c,Real *a,Real *b);
+VP_EXPORT size_t VpDivd(Real *c,Real *r,Real *a,Real *b);
+VP_EXPORT int VpComp(Real *a,Real *b);
+VP_EXPORT ssize_t VpExponent10(Real *a);
+VP_EXPORT void VpSzMantissa(Real *a,char *psz);
+VP_EXPORT int VpToSpecialString(Real *a,char *psz,int fPlus);
+VP_EXPORT void VpToString(Real *a, char *psz, size_t fFmt, int fPlus);
+VP_EXPORT void VpToFString(Real *a, char *psz, size_t fFmt, int fPlus);
+VP_EXPORT int VpCtoV(Real *a, const char *int_chr, size_t ni, const char *frac, size_t nf, const char *exp_chr, size_t ne);
+VP_EXPORT int VpVtoD(double *d, SIGNED_VALUE *e, Real *m);
+VP_EXPORT void VpDtoV(Real *m,double d);
+#if 0  /* unused */
+VP_EXPORT void VpItoV(Real *m,S_INT ival);
+#endif
+VP_EXPORT int VpSqrt(Real *y,Real *x);
+VP_EXPORT int VpActiveRound(Real *y, Real *x, unsigned short f, ssize_t il);
+VP_EXPORT int VpMidRound(Real *y, unsigned short f, ssize_t nf);
+VP_EXPORT int VpLeftRound(Real *y, unsigned short f, ssize_t nf);
+VP_EXPORT void VpFrac(Real *y, Real *x);
+VP_EXPORT int VpPower(Real *y, Real *x, SIGNED_VALUE n);
+
+/* VP constants */
+VP_EXPORT Real *VpOne(void);
+
+/*
+ *  ------------------
+ *  MACRO definitions.
+ *  ------------------
+ */
+#define Abs(a)     (((a)>= 0)?(a):(-(a)))
+#define Max(a, b)  (((a)>(b))?(a):(b))
+#define Min(a, b)  (((a)>(b))?(b):(a))
+
+#define VpMaxPrec(a)   ((a)->MaxPrec)
+#define VpPrec(a)      ((a)->Prec)
+#define VpGetFlag(a)   ((a)->flag)
+
+/* Sign */
+
+/* VpGetSign(a) returns 1,-1 if a>0,a<0 respectively */
+#define VpGetSign(a) (((a)->sign>0)?1:(-1))
+/* Change sign of a to a>0,a<0 if s = 1,-1 respectively */
+#define VpChangeSign(a,s) {if((s)>0) (a)->sign=(short)Abs((ssize_t)(a)->sign);else (a)->sign=-(short)Abs((ssize_t)(a)->sign);}
+/* Sets sign of a to a>0,a<0 if s = 1,-1 respectively */
+#define VpSetSign(a,s)    {if((s)>0) (a)->sign=(short)VP_SIGN_POSITIVE_FINITE;else (a)->sign=(short)VP_SIGN_NEGATIVE_FINITE;}
+
+/* 1 */
+#define VpSetOne(a)       {(a)->Prec=(a)->exponent=(a)->frac[0]=1;(a)->sign=VP_SIGN_POSITIVE_FINITE;}
+
+/* ZEROs */
+#define VpIsPosZero(a)  ((a)->sign==VP_SIGN_POSITIVE_ZERO)
+#define VpIsNegZero(a)  ((a)->sign==VP_SIGN_NEGATIVE_ZERO)
+#define VpIsZero(a)     (VpIsPosZero(a) || VpIsNegZero(a))
+#define VpSetPosZero(a) ((a)->frac[0]=0,(a)->Prec=1,(a)->sign=VP_SIGN_POSITIVE_ZERO)
+#define VpSetNegZero(a) ((a)->frac[0]=0,(a)->Prec=1,(a)->sign=VP_SIGN_NEGATIVE_ZERO)
+#define VpSetZero(a,s)  ( ((s)>0)?VpSetPosZero(a):VpSetNegZero(a) )
+
+/* NaN */
+#define VpIsNaN(a)      ((a)->sign==VP_SIGN_NaN)
+#define VpSetNaN(a)     ((a)->frac[0]=0,(a)->Prec=1,(a)->sign=VP_SIGN_NaN)
+
+/* Infinity */
+#define VpIsPosInf(a)   ((a)->sign==VP_SIGN_POSITIVE_INFINITE)
+#define VpIsNegInf(a)   ((a)->sign==VP_SIGN_NEGATIVE_INFINITE)
+#define VpIsInf(a)      (VpIsPosInf(a) || VpIsNegInf(a))
+#define VpIsDef(a)      ( !(VpIsNaN(a)||VpIsInf(a)) )
+#define VpSetPosInf(a)  ((a)->frac[0]=0,(a)->Prec=1,(a)->sign=VP_SIGN_POSITIVE_INFINITE)
+#define VpSetNegInf(a)  ((a)->frac[0]=0,(a)->Prec=1,(a)->sign=VP_SIGN_NEGATIVE_INFINITE)
+#define VpSetInf(a,s)   ( ((s)>0)?VpSetPosInf(a):VpSetNegInf(a) )
+#define VpHasVal(a)     (a->frac[0])
+#define VpIsOne(a)      ((a->Prec==1)&&(a->frac[0]==1)&&(a->exponent==1))
+#define VpExponent(a)   (a->exponent)
+#ifdef BIGDECIMAL_DEBUG
+int VpVarCheck(Real * v);
+VP_EXPORT int VPrint(FILE *fp,const char *cntl_chr,Real *a);
+#endif /* BIGDECIMAL_DEBUG */
+
+#if defined(__cplusplus)
+#if 0
+{ /* satisfy cc-mode */
+#endif
+}  /* extern "C" { */
+#endif
+#endif /* RUBY_BIG_DECIMAL_H */

data/depend

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+bigdecimal.o: bigdecimal.c bigdecimal.h $(hdrdir)/ruby.h

data/extconf.rb

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+require 'mkmf'
+
+have_func("labs", "stdlib.h")
+have_func("llabs", "stdlib.h")
+
+create_makefile('bigdecimal')

data/lib/bigdecimal/jacobian.rb

@@ -0,0 +1,87 @@
+#
+# 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
+  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
+      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

data/lib/bigdecimal/ludcmp.rb

@@ -0,0 +1,88 @@
+require 'bigdecimal'
+
+#
+# Solves a*x = b for x, using LU decomposition.
+#
+module LUSolve
+  module_function
+
+  # Performs LU decomposition of the n by n matrix a.
+  def ludecomp(a,n,zero=0,one=1)
+    prec = BigDecimal.limit(nil)
+    ps     = []
+    scales = []
+    for i in 0...n do  # pick up largest(abs. val.) element in each row.
+      ps <<= i
+      nrmrow  = zero
+      ixn = i*n
+      for j in 0...n do
+        biggst = a[ixn+j].abs
+        nrmrow = biggst if biggst>nrmrow
+      end
+      if nrmrow>zero then
+        scales <<= one.div(nrmrow,prec)
+      else
+        raise "Singular matrix"
+      end
+    end
+    n1          = n - 1
+    for k in 0...n1 do # Gaussian elimination with partial pivoting.
+      biggst  = zero;
+      for i in k...n do
+        size = a[ps[i]*n+k].abs*scales[ps[i]]
+        if size>biggst then
+          biggst = size
+          pividx  = i
+        end
+      end
+      raise "Singular matrix" if biggst<=zero
+      if pividx!=k then
+        j = ps[k]
+        ps[k] = ps[pividx]
+        ps[pividx] = j
+      end
+      pivot   = a[ps[k]*n+k]
+      for i in (k+1)...n do
+        psin = ps[i]*n
+        a[psin+k] = mult = a[psin+k].div(pivot,prec)
+        if mult!=zero then
+          pskn = ps[k]*n
+          for j in (k+1)...n do
+            a[psin+j] -= mult.mult(a[pskn+j],prec)
+          end
+        end
+      end
+    end
+    raise "Singular matrix" if a[ps[n1]*n+n1] == zero
+    ps
+  end
+
+  # Solves a*x = b for x, using LU decomposition.
+  #
+  # a is a matrix, b is a constant vector, x is the solution vector.
+  #
+  # ps is the pivot, a vector which indicates the permutation of rows performed
+  # during LU decomposition.
+  def lusolve(a,b,ps,zero=0.0)
+    prec = BigDecimal.limit(nil)
+    n = ps.size
+    x = []
+    for i in 0...n do
+      dot = zero
+      psin = ps[i]*n
+      for j in 0...i do
+        dot = a[psin+j].mult(x[j],prec) + dot
+      end
+      x <<= b[ps[i]] - dot
+    end
+    (n-1).downto(0) do |i|
+      dot = zero
+      psin = ps[i]*n
+      for j in (i+1)...n do
+        dot = a[psin+j].mult(x[j],prec) + dot
+      end
+      x[i]  = (x[i]-dot).div(a[psin+i],prec)
+    end
+    x
+  end
+end