bigdecimal 3.2.2 → 4.1.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -2,6 +2,8 @@
2
2
  require "bigdecimal/ludcmp"
3
3
  require "bigdecimal/jacobian"
4
4
 
5
+ warn "'bigdecimal/newton' is deprecated and will be removed in a future release."
6
+
5
7
  #
6
8
  # newton.rb
7
9
  #
@@ -1,4 +1,4 @@
1
- # frozen_string_literal: false
1
+ # frozen_string_literal: true
2
2
  #
3
3
  #--
4
4
  # bigdecimal/util extends various native classes to provide the #to_d method,
@@ -119,8 +119,11 @@ class Rational < Numeric
119
119
  #
120
120
  # Returns the value as a BigDecimal.
121
121
  #
122
- # The required +precision+ parameter is used to determine the number of
123
- # significant digits for the result.
122
+ # The +precision+ parameter is used to determine the number of
123
+ # significant digits for the result. When +precision+ is set to +0+,
124
+ # the number of digits to represent the float being converted is determined
125
+ # automatically.
126
+ # The default +precision+ is +0+.
124
127
  #
125
128
  # require 'bigdecimal'
126
129
  # require 'bigdecimal/util'
@@ -129,7 +132,7 @@ class Rational < Numeric
129
132
  #
130
133
  # See also Kernel.BigDecimal.
131
134
  #
132
- def to_d(precision)
135
+ def to_d(precision=0)
133
136
  BigDecimal(self, precision)
134
137
  end
135
138
  end
@@ -141,29 +144,27 @@ class Complex < Numeric
141
144
  # cmp.to_d(precision) -> bigdecimal
142
145
  #
143
146
  # Returns the value as a BigDecimal.
147
+ # If the imaginary part is not +0+, an error is raised
144
148
  #
145
- # The +precision+ parameter is required for a rational complex number.
146
- # This parameter is used to determine the number of significant digits
147
- # for the result.
149
+ # The +precision+ parameter is used to determine the number of
150
+ # significant digits for the result. When +precision+ is set to +0+,
151
+ # the number of digits to represent the float being converted is determined
152
+ # automatically.
153
+ # The default +precision+ is +0+.
148
154
  #
149
155
  # require 'bigdecimal'
150
156
  # require 'bigdecimal/util'
151
157
  #
152
158
  # Complex(0.1234567, 0).to_d(4) # => 0.1235e0
153
159
  # Complex(Rational(22, 7), 0).to_d(3) # => 0.314e1
160
+ # Complex(1, 1).to_d # raises ArgumentError
154
161
  #
155
162
  # See also Kernel.BigDecimal.
156
163
  #
157
- def to_d(*args)
164
+ def to_d(precision=0)
158
165
  BigDecimal(self) unless self.imag.zero? # to raise error
159
166
 
160
- if args.length == 0
161
- case self.real
162
- when Rational
163
- BigDecimal(self.real) # to raise error
164
- end
165
- end
166
- self.real.to_d(*args)
167
+ BigDecimal(self.real, precision)
167
168
  end
168
169
  end
169
170
 
data/lib/bigdecimal.rb CHANGED
@@ -1,5 +1,396 @@
1
1
  if RUBY_ENGINE == 'jruby'
2
2
  JRuby::Util.load_ext("org.jruby.ext.bigdecimal.BigDecimalLibrary")
3
+
4
+ class BigDecimal
5
+ def _decimal_shift(i) # :nodoc:
6
+ to_java.move_point_right(i).to_d
7
+ end
8
+ end
3
9
  else
4
10
  require 'bigdecimal.so'
5
11
  end
12
+
13
+ class BigDecimal
14
+ module Internal # :nodoc:
15
+ # Default extra precision for intermediate calculations
16
+ # This value is currently the same as BigDecimal.double_fig, but defined separately for future changes.
17
+ EXTRA_PREC = 16
18
+
19
+ # Coerce x to BigDecimal with the specified precision.
20
+ # TODO: some methods (example: BigMath.exp) require more precision than specified to coerce.
21
+ def self.coerce_to_bigdecimal(x, prec, method_name) # :nodoc:
22
+ case x
23
+ when BigDecimal
24
+ return x
25
+ when Integer, Float
26
+ return BigDecimal(x, 0)
27
+ when Rational
28
+ return BigDecimal(x, [prec, 2 * BigDecimal.double_fig].max)
29
+ end
30
+ raise ArgumentError, "#{x.inspect} can't be coerced into BigDecimal"
31
+ end
32
+
33
+ def self.coerce_validate_prec(prec, method_name, accept_zero: false) # :nodoc:
34
+ unless Integer === prec
35
+ original = prec
36
+ # Emulate Integer.try_convert for ruby < 3.1
37
+ if prec.respond_to?(:to_int)
38
+ prec = prec.to_int
39
+ else
40
+ raise TypeError, "no implicit conversion of #{original.class} into Integer"
41
+ end
42
+ raise TypeError, "can't convert #{original.class} to Integer" unless Integer === prec
43
+ end
44
+
45
+ if accept_zero
46
+ raise ArgumentError, "Negative precision for #{method_name}" if prec < 0
47
+ else
48
+ raise ArgumentError, "Zero or negative precision for #{method_name}" if prec <= 0
49
+ end
50
+ prec
51
+ end
52
+
53
+ def self.infinity_computation_result # :nodoc:
54
+ if BigDecimal.mode(BigDecimal::EXCEPTION_ALL).anybits?(BigDecimal::EXCEPTION_INFINITY)
55
+ raise FloatDomainError, "Computation results in 'Infinity'"
56
+ end
57
+ BigDecimal::INFINITY
58
+ end
59
+
60
+ def self.nan_computation_result # :nodoc:
61
+ if BigDecimal.mode(BigDecimal::EXCEPTION_ALL).anybits?(BigDecimal::EXCEPTION_NaN)
62
+ raise FloatDomainError, "Computation results to 'NaN'"
63
+ end
64
+ BigDecimal::NAN
65
+ end
66
+
67
+ # Iteration for Newton's method with increasing precision
68
+ def self.newton_loop(prec, initial_precision: BigDecimal.double_fig / 2, safe_margin: 2) # :nodoc:
69
+ precs = []
70
+ while prec > initial_precision
71
+ precs << prec
72
+ prec = (precs.last + 1) / 2 + safe_margin
73
+ end
74
+ precs.reverse_each do |p|
75
+ yield p
76
+ end
77
+ end
78
+
79
+ # Fast and rough conversion to float for mathematical calculations.
80
+ # Bigdecimal#to_f is slow when n_significant_digits is large.
81
+ # This is because to_f internally converts BigDecimal to String
82
+ # to get the exact nearest float representation.
83
+ # TODO: Remove this workaround when BigDecimal#to_f is optimized.
84
+ def self.fast_to_f(x) # :nodoc:
85
+ x.n_significant_digits < 40 ? x.to_f : x.mult(1, 20).to_f
86
+ end
87
+
88
+ # Calculates Math.log(x.to_f) considering large or small exponent
89
+ def self.float_log(x) # :nodoc:
90
+ Math.log(fast_to_f(x._decimal_shift(-x.exponent))) + x.exponent * Math.log(10)
91
+ end
92
+
93
+ # Calculating Taylor series sum using binary splitting method
94
+ # Calculates f(x) = (x/d0)*(1+(x/d1)*(1+(x/d2)*(1+(x/d3)*(1+...))))
95
+ # x.n_significant_digits or ds.size must be small to be performant.
96
+ def self.taylor_sum_binary_splitting(x, ds, prec) # :nodoc:
97
+ fs = ds.map {|d| [0, BigDecimal(d)] }
98
+ # fs = [[a0, a1], [b0, b1], [c0, c1], ...]
99
+ # f(x) = a0/a1+(x/a1)*(1+b0/b1+(x/b1)*(1+c0/c1+(x/c1)*(1+d0/d1+(x/d1)*(1+...))))
100
+ while fs.size > 1
101
+ # Merge two adjacent fractions
102
+ # from: (1 + a0/a1 + x/a1 * (1 + b0/b1 + x/b1 * rest))
103
+ # to: (1 + (a0*b1+x*(b0+b1))/(a1*b1) + (x*x)/(a1*b1) * rest)
104
+ xn = xn ? xn.mult(xn, prec) : x
105
+ fs = fs.each_slice(2).map do |(a, b)|
106
+ b ||= [0, BigDecimal(1)._decimal_shift([xn.exponent, 0].max + 2)]
107
+ [
108
+ (a[0] * b[1]).add(xn * (b[0] + b[1]), prec),
109
+ a[1].mult(b[1], prec)
110
+ ]
111
+ end
112
+ end
113
+ BigDecimal(fs[0][0]).div(fs[0][1], prec)
114
+ end
115
+ end
116
+
117
+ # call-seq:
118
+ # self ** other -> bigdecimal
119
+ #
120
+ # Returns the \BigDecimal value of +self+ raised to power +other+:
121
+ #
122
+ # b = BigDecimal('3.14')
123
+ # b ** 2 # => 0.98596e1
124
+ # b ** 2.0 # => 0.98596e1
125
+ # b ** Rational(2, 1) # => 0.98596e1
126
+ #
127
+ # Related: BigDecimal#power.
128
+ #
129
+ def **(y)
130
+ case y
131
+ when BigDecimal, Integer, Float, Rational
132
+ power(y)
133
+ when nil
134
+ raise TypeError, 'wrong argument type NilClass'
135
+ else
136
+ x, y = y.coerce(self)
137
+ x**y
138
+ end
139
+ end
140
+
141
+ # call-seq:
142
+ # power(n)
143
+ # power(n, prec)
144
+ #
145
+ # Returns the value raised to the power of n.
146
+ #
147
+ # Also available as the operator **.
148
+ #
149
+ def power(y, prec = 0)
150
+ prec = Internal.coerce_validate_prec(prec, :power, accept_zero: true)
151
+ x = self
152
+ y = Internal.coerce_to_bigdecimal(y, prec.nonzero? || n_significant_digits, :power)
153
+
154
+ return Internal.nan_computation_result if x.nan? || y.nan?
155
+ return BigDecimal(1) if y.zero?
156
+
157
+ if y.infinite?
158
+ if x < 0
159
+ return BigDecimal(0) if x < -1 && y.negative?
160
+ return BigDecimal(0) if x > -1 && y.positive?
161
+ raise Math::DomainError, 'Result undefined for negative base raised to infinite power'
162
+ elsif x < 1
163
+ return y.positive? ? BigDecimal(0) : BigDecimal::Internal.infinity_computation_result
164
+ elsif x == 1
165
+ return BigDecimal(1)
166
+ else
167
+ return y.positive? ? BigDecimal::Internal.infinity_computation_result : BigDecimal(0)
168
+ end
169
+ end
170
+
171
+ if x.infinite? && y < 0
172
+ # Computation result will be +0 or -0. Avoid overflow.
173
+ neg = x < 0 && y.frac.zero? && y % 2 == 1
174
+ return neg ? -BigDecimal(0) : BigDecimal(0)
175
+ end
176
+
177
+ if x.zero?
178
+ return BigDecimal(1) if y.zero?
179
+ return BigDecimal(0) if y > 0
180
+ if y.frac.zero? && y % 2 == 1 && x.sign == -1
181
+ return -BigDecimal::Internal.infinity_computation_result
182
+ else
183
+ return BigDecimal::Internal.infinity_computation_result
184
+ end
185
+ elsif x < 0
186
+ if y.frac.zero?
187
+ if y % 2 == 0
188
+ return (-x).power(y, prec)
189
+ else
190
+ return -(-x).power(y, prec)
191
+ end
192
+ else
193
+ raise Math::DomainError, 'Computation results in complex number'
194
+ end
195
+ elsif x == 1
196
+ return BigDecimal(1)
197
+ end
198
+
199
+ limit = BigDecimal.limit
200
+ frac_part = y.frac
201
+
202
+ if frac_part.zero? && prec.zero? && limit.zero?
203
+ # Infinite precision calculation for `x ** int` and `x.power(int)`
204
+ int_part = y.fix.to_i
205
+ int_part = -int_part if (neg = int_part < 0)
206
+ ans = BigDecimal(1)
207
+ n = 1
208
+ xn = x
209
+ while true
210
+ ans *= xn if int_part.allbits?(n)
211
+ n <<= 1
212
+ break if n > int_part
213
+ xn *= xn
214
+ # Detect overflow/underflow before consuming infinite memory
215
+ if (xn.exponent.abs - 1) * int_part / n >= 0x7FFFFFFFFFFFFFFF
216
+ return ((xn.exponent > 0) ^ neg ? BigDecimal::Internal.infinity_computation_result : BigDecimal(0)) * (int_part.even? || x > 0 ? 1 : -1)
217
+ end
218
+ end
219
+ return neg ? BigDecimal(1) / ans : ans
220
+ end
221
+
222
+ result_prec = prec.nonzero? || [x.n_significant_digits, y.n_significant_digits, BigDecimal.double_fig].max + BigDecimal.double_fig
223
+ result_prec = [result_prec, limit].min if prec.zero? && limit.nonzero?
224
+
225
+ prec2 = result_prec + BigDecimal::Internal::EXTRA_PREC
226
+
227
+ if y < 0
228
+ inv = x.power(-y, prec2)
229
+ return BigDecimal(0) if inv.infinite?
230
+ return BigDecimal::Internal.infinity_computation_result if inv.zero?
231
+ return BigDecimal(1).div(inv, result_prec)
232
+ end
233
+
234
+ if frac_part.zero? && y.exponent < Math.log(result_prec) * 5 + 20
235
+ # Use exponentiation by squaring if y is an integer and not too large
236
+ pow_prec = prec2 + y.exponent
237
+ n = 1
238
+ xn = x
239
+ ans = BigDecimal(1)
240
+ int_part = y.fix.to_i
241
+ while true
242
+ ans = ans.mult(xn, pow_prec) if int_part.allbits?(n)
243
+ n <<= 1
244
+ break if n > int_part
245
+ xn = xn.mult(xn, pow_prec)
246
+ end
247
+ ans.mult(1, result_prec)
248
+ else
249
+ if x > 1 && x.finite?
250
+ # To calculate exp(z, prec), z needs prec+max(z.exponent, 0) precision if z > 0.
251
+ # Estimate (y*log(x)).exponent
252
+ logx_exponent = x < 2 ? (x - 1).exponent : Math.log10(x.exponent).round
253
+ ylogx_exponent = y.exponent + logx_exponent
254
+ prec2 += [ylogx_exponent, 0].max
255
+ end
256
+ BigMath.exp(BigMath.log(x, prec2).mult(y, prec2), result_prec)
257
+ end
258
+ end
259
+
260
+ # Returns the square root of the value.
261
+ #
262
+ # Result has at least prec significant digits.
263
+ #
264
+ def sqrt(prec)
265
+ prec = Internal.coerce_validate_prec(prec, :sqrt, accept_zero: true)
266
+ return Internal.infinity_computation_result if infinite? == 1
267
+
268
+ raise FloatDomainError, 'sqrt of negative value' if self < 0
269
+ raise FloatDomainError, "sqrt of 'NaN'(Not a Number)" if nan?
270
+ return self if zero?
271
+
272
+ if prec == 0
273
+ limit = BigDecimal.limit
274
+ prec = n_significant_digits + BigDecimal.double_fig
275
+ prec = [limit, prec].min if limit.nonzero?
276
+ end
277
+
278
+ ex = exponent / 2
279
+ x = _decimal_shift(-2 * ex)
280
+ y = BigDecimal(Math.sqrt(BigDecimal::Internal.fast_to_f(x)), 0)
281
+ Internal.newton_loop(prec + BigDecimal::Internal::EXTRA_PREC) do |p|
282
+ y = y.add(x.div(y, p), p).div(2, p)
283
+ end
284
+ y._decimal_shift(ex).mult(1, prec)
285
+ end
286
+ end
287
+
288
+ # Core BigMath methods for BigDecimal (log, exp) are defined here.
289
+ # Other methods (sin, cos, atan) are defined in 'bigdecimal/math.rb'.
290
+ module BigMath
291
+ module_function
292
+
293
+ # call-seq:
294
+ # BigMath.log(decimal, numeric) -> BigDecimal
295
+ #
296
+ # Computes the natural logarithm of +decimal+ to the specified number of
297
+ # digits of precision, +numeric+.
298
+ #
299
+ # If +decimal+ is zero or negative, raises Math::DomainError.
300
+ #
301
+ # If +decimal+ is positive infinity, returns Infinity.
302
+ #
303
+ # If +decimal+ is NaN, returns NaN.
304
+ #
305
+ def log(x, prec)
306
+ prec = BigDecimal::Internal.coerce_validate_prec(prec, :log)
307
+ raise Math::DomainError, 'Complex argument for BigMath.log' if Complex === x
308
+
309
+ x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :log)
310
+ return BigDecimal::Internal.nan_computation_result if x.nan?
311
+ raise Math::DomainError, 'Negative argument for log' if x < 0
312
+ return -BigDecimal::Internal.infinity_computation_result if x.zero?
313
+ return BigDecimal::Internal.infinity_computation_result if x.infinite?
314
+ return BigDecimal(0) if x == 1
315
+
316
+ prec2 = prec + BigDecimal::Internal::EXTRA_PREC
317
+
318
+ # Reduce x to near 1
319
+ if x > 1.01 || x < 0.99
320
+ # log(x) = log(x/exp(logx_approx)) + logx_approx
321
+ logx_approx = BigDecimal(BigDecimal::Internal.float_log(x), 0)
322
+ x = x.div(exp(logx_approx, prec2), prec2)
323
+ else
324
+ logx_approx = BigDecimal(0)
325
+ end
326
+
327
+ # Solve exp(y) - x = 0 with Newton's method
328
+ # Repeat: y -= (exp(y) - x) / exp(y)
329
+ y = BigDecimal(BigDecimal::Internal.float_log(x), 0)
330
+ exp_additional_prec = [-(x - 1).exponent, 0].max
331
+ BigDecimal::Internal.newton_loop(prec2) do |p|
332
+ expy = exp(y, p + exp_additional_prec)
333
+ y = y.sub(expy.sub(x, p).div(expy, p), p)
334
+ end
335
+ y.add(logx_approx, prec)
336
+ end
337
+
338
+ private_class_method def _exp_binary_splitting(x, prec) # :nodoc:
339
+ return BigDecimal(1) if x.zero?
340
+ # Find k that satisfies x**k / k! < 10**(-prec)
341
+ log10 = Math.log(10)
342
+ logx = BigDecimal::Internal.float_log(x.abs)
343
+ step = (1..).bsearch { |k| Math.lgamma(k + 1)[0] - k * logx > prec * log10 }
344
+ # exp(x)-1 = x*(1+x/2*(1+x/3*(1+x/4*(1+x/5*(1+...)))))
345
+ 1 + BigDecimal::Internal.taylor_sum_binary_splitting(x, [*1..step], prec)
346
+ end
347
+
348
+ # call-seq:
349
+ # BigMath.exp(decimal, numeric) -> BigDecimal
350
+ #
351
+ # Computes the value of e (the base of natural logarithms) raised to the
352
+ # power of +decimal+, to the specified number of digits of precision.
353
+ #
354
+ # If +decimal+ is infinity, returns Infinity.
355
+ #
356
+ # If +decimal+ is NaN, returns NaN.
357
+ #
358
+ def exp(x, prec)
359
+ prec = BigDecimal::Internal.coerce_validate_prec(prec, :exp)
360
+ x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :exp)
361
+ return BigDecimal::Internal.nan_computation_result if x.nan?
362
+ return x.positive? ? BigDecimal::Internal.infinity_computation_result : BigDecimal(0) if x.infinite?
363
+ return BigDecimal(1) if x.zero?
364
+
365
+ # exp(x * 10**cnt) = exp(x)**(10**cnt)
366
+ cnt = x < -1 || x > 1 ? x.exponent : 0
367
+ prec2 = prec + BigDecimal::Internal::EXTRA_PREC + cnt
368
+ x = x._decimal_shift(-cnt)
369
+
370
+ # Decimal form of bit-burst algorithm
371
+ # Calculate exp(x.xxxxxxxxxxxxxxxx) as
372
+ # exp(x.xx) * exp(0.00xx) * exp(0.0000xxxx) * exp(0.00000000xxxxxxxx)
373
+ x = x.mult(1, prec2)
374
+ n = 2
375
+ y = BigDecimal(1)
376
+ BigDecimal.save_limit do
377
+ BigDecimal.limit(0)
378
+ while x != 0 do
379
+ partial_x = x.truncate(n)
380
+ x -= partial_x
381
+ y = y.mult(_exp_binary_splitting(partial_x, prec2), prec2)
382
+ n *= 2
383
+ end
384
+ end
385
+
386
+ # calculate exp(x * 10**cnt) from exp(x)
387
+ # exp(x * 10**k) = exp(x * 10**(k - 1)) ** 10
388
+ cnt.times do
389
+ y2 = y.mult(y, prec2)
390
+ y5 = y2.mult(y2, prec2).mult(y, prec2)
391
+ y = y5.mult(y5, prec2)
392
+ end
393
+
394
+ y.mult(1, prec)
395
+ end
396
+ end
data/sample/linear.rb CHANGED
@@ -1,6 +1,3 @@
1
- #!/usr/local/bin/ruby
2
- # frozen_string_literal: false
3
-
4
1
  #
5
2
  # linear.rb
6
3
  #
@@ -13,62 +10,101 @@
13
10
 
14
11
  # :stopdoc:
15
12
  require "bigdecimal"
16
- require "bigdecimal/ludcmp"
17
13
 
18
- #
19
- # NOTE:
20
- # Change following BigDecimal.limit() if needed.
21
- BigDecimal.limit(100)
22
- #
14
+ # Requires gem matrix
15
+ require "matrix"
16
+
17
+ class PrecisionSpecifiedValue
18
+ # NOTE:
19
+ # Change following PREC if needed.
20
+
21
+ attr_reader :value
22
+ def initialize(value, prec)
23
+ @value = BigDecimal(value)
24
+ @prec = prec
25
+ end
26
+
27
+ def unwrap(value)
28
+ PrecisionSpecifiedValue === value ? value.value : value
29
+ end
30
+
31
+ def coerce(other)
32
+ [self.class.new(unwrap(other), @prec), self]
33
+ end
34
+
35
+ def abs
36
+ self.class.new(@value.abs, @prec)
37
+ end
38
+
39
+ def >(other)
40
+ @value > unwrap(other)
41
+ end
42
+
43
+ def <(other)
44
+ @value < unwrap(other)
45
+ end
46
+
47
+ def -(other)
48
+ self.class.new(@value.sub(unwrap(other), @prec), @prec)
49
+ end
50
+
51
+ def +(other)
52
+ self.class.new(@value.add(unwrap(other), @prec), @prec)
53
+ end
54
+
55
+ def *(other)
56
+ self.class.new(@value.mult(unwrap(other), @prec), @prec)
57
+ end
58
+
59
+ def quo(other)
60
+ self.class.new(@value.div(unwrap(other), @prec), @prec)
61
+ end
62
+ end
63
+
64
+ return if __FILE__ != $0
23
65
 
24
- include LUSolve
25
66
  def rd_order(na)
26
- printf("Number of equations ?") if(na <= 0)
27
- n = ARGF.gets().to_i
67
+ printf("Number of equations ?") if(na <= 0)
68
+ ARGF.gets().to_i
28
69
  end
29
70
 
30
- na = ARGV.size
31
- zero = BigDecimal("0.0")
32
- one = BigDecimal("1.0")
71
+ na = ARGV.size
33
72
 
34
73
  while (n=rd_order(na))>0
35
74
  a = []
36
- as= []
37
75
  b = []
38
76
  if na <= 0
39
77
  # Read data from console.
40
78
  printf("\nEnter coefficient matrix element A[i,j]\n")
41
79
  for i in 0...n do
42
- for j in 0...n do
80
+ a << n.times.map do |j|
43
81
  printf("A[%d,%d]? ",i,j); s = ARGF.gets
44
- a << BigDecimal(s)
45
- as << BigDecimal(s)
82
+ BigDecimal(s)
46
83
  end
47
84
  printf("Contatant vector element b[%d] ? ",i)
48
85
  b << BigDecimal(ARGF.gets)
49
86
  end
50
87
  else
51
- # Read data from specified file.
52
- printf("Coefficient matrix and constant vector.\n")
53
- for i in 0...n do
54
- s = ARGF.gets
55
- printf("%d) %s",i,s)
56
- s = s.split
57
- for j in 0...n do
58
- a << BigDecimal(s[j])
59
- as << BigDecimal(s[j])
60
- end
61
- b << BigDecimal(s[n])
62
- end
88
+ # Read data from specified file.
89
+ printf("Coefficient matrix and constant vector.\n")
90
+ for i in 0...n do
91
+ s = ARGF.gets
92
+ printf("%d) %s",i,s)
93
+ s = s.split
94
+ a << n.times.map {|j| BigDecimal(s[j]) }
95
+ b << BigDecimal(s[n])
96
+ end
63
97
  end
64
- x = lusolve(a,b,ludecomp(a,n,zero,one),zero)
98
+
99
+ prec = 100
100
+ matrix = Matrix[*a.map {|row| row.map {|v| PrecisionSpecifiedValue.new(v, prec) } }]
101
+ vector = b.map {|v| PrecisionSpecifiedValue.new(v, prec) }
102
+ x = matrix.lup.solve(vector).map(&:value)
103
+
65
104
  printf("Answer(x[i] & (A*x-b)[i]) follows\n")
66
105
  for i in 0...n do
67
106
  printf("x[%d]=%s ",i,x[i].to_s)
68
- s = zero
69
- for j in 0...n do
70
- s = s + as[i*n+j]*x[j]
71
- end
72
- printf(" & %s\n",(s-b[i]).to_s)
107
+ diff = a[i].zip(x).sum {|aij, xj| aij*xj }.sub(b[i], 10)
108
+ printf(" & %s\n", diff.to_s)
73
109
  end
74
110
  end
data/sample/nlsolve.rb CHANGED
@@ -1,40 +1,57 @@
1
- #!/usr/local/bin/ruby
2
- # frozen_string_literal: false
3
-
4
1
  #
5
2
  # nlsolve.rb
6
3
  # An example for solving nonlinear algebraic equation system.
7
4
  #
8
5
 
9
6
  require "bigdecimal"
10
- require "bigdecimal/newton"
11
- include Newton
7
+ require_relative "linear"
12
8
 
13
- class Function # :nodoc: all
14
- def initialize()
15
- @zero = BigDecimal("0.0")
16
- @one = BigDecimal("1.0")
17
- @two = BigDecimal("2.0")
18
- @ten = BigDecimal("10.0")
19
- @eps = BigDecimal("1.0e-16")
20
- end
21
- def zero;@zero;end
22
- def one ;@one ;end
23
- def two ;@two ;end
24
- def ten ;@ten ;end
25
- def eps ;@eps ;end
26
- def values(x) # <= defines functions solved
27
- f = []
28
- f1 = x[0]*x[0] + x[1]*x[1] - @two # f1 = x**2 + y**2 - 2 => 0
29
- f2 = x[0] - x[1] # f2 = x - y => 0
30
- f <<= f1
31
- f <<= f2
32
- f
9
+ # Requires gem matrix
10
+ require "matrix"
11
+
12
+ # :stopdoc:
13
+
14
+ def func((x, y)) # defines functions solved
15
+ [
16
+ x**2 + y**2 - 2,
17
+ (x - 1)**2 + (y + 1)**2 - 3
18
+ ]
19
+ end
20
+
21
+ def jacobian(x, f, delta, prec)
22
+ dim = x.size
23
+ dim.times.map do |i|
24
+ xplus = Array.new(dim) {|j| x[i] + (j == i ? delta : 0) }
25
+ xminus = Array.new(dim) {|j| x[i] - (j == i ? delta : 0) }
26
+ yplus = f.call(xplus)
27
+ yminus = f.call(xminus)
28
+ yplus.zip(yminus).map {|p, m| (p - m).div(2 * delta, prec) }
29
+ end.transpose
30
+ end
31
+
32
+ def nlsolve(initial_x, prec:, max_iteration: 100, &f)
33
+ initial_x = initial_x.map {|v| BigDecimal(v) }
34
+ x = initial_x
35
+ delta = BigDecimal(0.01)
36
+ calc_prec = prec + 10
37
+ max_iteration.times do |iteration|
38
+ # Newton step
39
+ jacobian = jacobian(x, f, delta, calc_prec)
40
+ matrix = Matrix[*jacobian.map {|row| row.map {|v| PrecisionSpecifiedValue.new(v, calc_prec) } }]
41
+ y = f.call(x)
42
+ vector = y.map {|v| PrecisionSpecifiedValue.new(v, calc_prec) }
43
+ dx = matrix.lup.solve(vector).map(&:value)
44
+ x_prev = x
45
+ x = x.zip(dx).map {|xi, di| xi.sub(di, prec) }
46
+ movement = x_prev.zip(x).map {|xn, xi| (xn - xi).abs }.max
47
+ delta = [movement, delta].min.mult(1, 10)
48
+ break if movement.zero? || movement.exponent < -prec
33
49
  end
50
+ x
34
51
  end
35
52
 
36
- f = BigDecimal.limit(100)
37
- f = Function.new
38
- x = [f.zero,f.zero] # Initial values
39
- n = nlsolve(f,x)
40
- p x
53
+ initial_value = [1, 1]
54
+ ans = nlsolve(initial_value, prec: 100) {|x| func(x) }
55
+ diff = func(ans).map {|v| v.mult(1, 10) }
56
+ p(ans:)
57
+ p(diff:)