ed-precompiled_bigdecimal 3.3.1

data/ext/bigdecimal/missing.c

@@ -0,0 +1,28 @@
+#include <ruby/ruby.h>
+
+#ifdef HAVE_RUBY_ATOMIC_H
+# include <ruby/atomic.h>
+#endif
+
+#ifdef RUBY_ATOMIC_PTR_CAS
+# define ATOMIC_PTR_CAS(var, old, new) RUBY_ATOMIC_PTR_CAS(var, old, new)
+#endif
+
+#if defined(__GNUC__) && (__GNUC__ > 4 || (__GNUC__ == 4 && __GNUC_MINOR__ >= 6))
+/* GCC warns about unknown sanitizer, which is annoying. */
+# undef NO_SANITIZE
+# define NO_SANITIZE(x, y) \
+    _Pragma("GCC diagnostic push") \
+    _Pragma("GCC diagnostic ignored \"-Wattributes\"") \
+    __attribute__((__no_sanitize__(x))) y; \
+    _Pragma("GCC diagnostic pop") \
+    y
+#endif
+
+#undef strtod
+#define strtod BigDecimal_strtod
+#undef dtoa
+#define dtoa BigDecimal_dtoa
+#undef hdtoa
+#define hdtoa BigDecimal_hdtoa
+#include "missing/dtoa.c"

data/ext/bigdecimal/missing.h

@@ -0,0 +1,104 @@
+#ifndef MISSING_H
+#define MISSING_H 1
+
+#if defined(__cplusplus)
+extern "C" {
+#if 0
+} /* satisfy cc-mode */
+#endif
+#endif
+
+#ifndef RB_UNUSED_VAR
+# if defined(_MSC_VER) && _MSC_VER >= 1911
+#  define RB_UNUSED_VAR(x) x [[maybe_unused]]
+
+# elif defined(__has_cpp_attribute) && __has_cpp_attribute(maybe_unused)
+#  define RB_UNUSED_VAR(x) x [[maybe_unused]]
+
+# elif defined(__has_c_attribute) && __has_c_attribute(maybe_unused)
+#  define RB_UNUSED_VAR(x) x [[maybe_unused]]
+
+# elif defined(__GNUC__)
+#  define RB_UNUSED_VAR(x) x __attribute__ ((unused))
+
+# else
+#  define RB_UNUSED_VAR(x) x
+# endif
+#endif /* RB_UNUSED_VAR */
+
+#if defined(_MSC_VER) && _MSC_VER >= 1310
+# define HAVE___ASSUME 1
+
+#elif defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1300
+# define HAVE___ASSUME 1
+#endif
+
+#ifndef UNREACHABLE
+# if __has_builtin(__builtin_unreachable)
+#  define UNREACHABLE __builtin_unreachable()
+
+# elif defined(HAVE___ASSUME)
+#  define UNREACHABLE __assume(0)
+
+# else
+#  define UNREACHABLE		/* unreachable */
+# endif
+#endif /* UNREACHABLE */
+
+/* bool */
+
+#ifndef __bool_true_false_are_defined
+# include <stdbool.h>
+#endif
+
+/* dtoa */
+char *BigDecimal_dtoa(double d_, int mode, int ndigits, int *decpt, int *sign, char **rve);
+
+/* complex */
+
+#ifndef HAVE_RB_COMPLEX_REAL
+static inline VALUE
+rb_complex_real(VALUE cmp)
+{
+#ifdef RCOMPLEX
+  return RCOMPLEX(cmp)->real;
+#else
+  return rb_funcall(cmp, rb_intern("real"), 0);
+#endif
+}
+#endif
+
+#ifndef HAVE_RB_COMPLEX_IMAG
+static inline VALUE
+rb_complex_imag(VALUE cmp)
+{
+# ifdef RCOMPLEX
+  return RCOMPLEX(cmp)->imag;
+# else
+  return rb_funcall(cmp, rb_intern("imag"), 0);
+# endif
+}
+#endif
+
+/* st */
+
+#ifndef ST2FIX
+# undef RB_ST2FIX
+# define RB_ST2FIX(h) LONG2FIX((long)(h))
+# define ST2FIX(h) RB_ST2FIX(h)
+#endif
+
+/* warning */
+
+#if !defined(HAVE_RB_CATEGORY_WARN) || !defined(HAVE_CONST_RB_WARN_CATEGORY_DEPRECATED)
+#   define rb_category_warn(category, ...) rb_warn(__VA_ARGS__)
+#endif
+
+#if defined(__cplusplus)
+#if 0
+{ /* satisfy cc-mode */
+#endif
+}  /* extern "C" { */
+#endif
+
+#endif /* MISSING_H */

data/ext/bigdecimal/static_assert.h

@@ -0,0 +1,54 @@
+#ifndef BIGDECIMAL_STATIC_ASSERT_H
+#define BIGDECIMAL_STATIC_ASSERT_H
+
+#include "feature.h"
+
+#ifdef HAVE_RUBY_INTERNAL_STATIC_ASSERT_H
+# include <ruby/internal/static_assert.h>
+#endif
+
+#ifdef RBIMPL_STATIC_ASSERT
+# define STATIC_ASSERT RBIMPL_STATIC_ASSERT
+#endif
+
+#ifndef STATIC_ASSERT
+# /* The following section is copied from CRuby's static_assert.h */
+
+# if defined(__cplusplus) && defined(__cpp_static_assert)
+#  /* https://isocpp.org/std/standing-documents/sd-6-sg10-feature-test-recommendations */
+#  define BIGDECIMAL_STATIC_ASSERT0 static_assert
+
+# elif defined(__cplusplus) && defined(_MSC_VER) && _MSC_VER >= 1600
+#  define BIGDECIMAL_STATIC_ASSERT0 static_assert
+
+# elif defined(__INTEL_CXX11_MODE__)
+#  define BIGDECIMAL_STATIC_ASSERT0 static_assert
+
+# elif defined(__cplusplus) && __cplusplus >= 201103L
+#  define BIGDECIMAL_STATIC_ASSERT0 static_assert
+
+# elif defined(__cplusplus) && __has_extension(cxx_static_assert)
+#  define BIGDECIMAL_STATIC_ASSERT0 __extension__ static_assert
+
+# elif defined(__STDC_VERSION__) && __has_extension(c_static_assert)
+#  define BIGDECIMAL_STATIC_ASSERT0 __extension__ _Static_assert
+
+# elif defined(__STDC_VERSION__) && defined(__GNUC__) && (__GNUC__ > 4 || (__GNUC__ == 4 && __GNUC_MINOR__ >= 6))
+#  define BIGDECIMAL_STATIC_ASSERT0 __extension__ _Static_assert
+#endif
+
+# if defined(__DOXYGEN__)
+#  define STATIC_ASSERT static_assert
+
+# elif defined(BIGDECIMAL_STATIC_ASSERT0)
+#  define STATIC_ASSERT(name, expr) \
+    BIGDECIMAL_STATIC_ASSERT0(expr, #name ": " #expr)
+
+# else
+#  define STATIC_ASSERT(name, expr) \
+    typedef int static_assert_ ## name ## _check[1 - 2 * !(expr)]
+# endif
+#endif /* STATIC_ASSERT */
+
+
+#endif /* BIGDECIMAL_STATIC_ASSERT_H */

data/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

data/lib/bigdecimal/ludcmp.rb

@@ -0,0 +1,89 @@
+# frozen_string_literal: false
+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

data/lib/bigdecimal/math.rb

@@ -0,0 +1,249 @@
+# frozen_string_literal: false
+require 'bigdecimal'
+
+#
+#--
+# Contents:
+#   sqrt(x, prec)
+#   sin (x, prec)
+#   cos (x, prec)
+#   tan (x, prec)
+#   atan(x, prec)
+#   PI  (prec)
+#   E   (prec) == exp(1.0,prec)
+#
+# where:
+#   x    ... BigDecimal number to be computed.
+#   prec ... Number of digits to be obtained.
+#++
+#
+# Provides mathematical functions.
+#
+# Example:
+#
+#   require "bigdecimal/math"
+#
+#   include BigMath
+#
+#   a = BigDecimal((PI(49)/2).to_s)
+#   puts sin(a,100) # => 0.9999999999...9999999986e0
+#
+module BigMath
+  module_function
+
+  # call-seq:
+  #   sqrt(decimal, numeric) -> BigDecimal
+  #
+  # Computes the square root of +decimal+ to the specified number of digits of
+  # precision, +numeric+.
+  #
+  #   BigMath.sqrt(BigDecimal('2'), 32).to_s
+  #   #=> "0.14142135623730950488016887242097e1"
+  #
+  def sqrt(x, prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :sqrt)
+    x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sqrt)
+    x.sqrt(prec)
+  end
+
+
+  # Returns [sign, reduced_x] where reduced_x is in -pi/2..pi/2
+  # and satisfies sin(x) = sign * sin(reduced_x)
+  # If add_half_pi is true, adds pi/2 to x before reduction.
+  # Precision of pi is adjusted to ensure reduced_x has the required precision.
+  private_class_method def _sin_periodic_reduction(x, prec, add_half_pi: false) # :nodoc:
+    return [1, x] if -Math::PI/2 <= x && x <= Math::PI/2 && !add_half_pi
+
+    mod_prec = prec + BigDecimal.double_fig
+    pi_extra_prec = [x.exponent, 0].max + BigDecimal.double_fig
+    while true
+      pi = PI(mod_prec + pi_extra_prec)
+      half_pi = pi / 2
+      div, mod = (add_half_pi ? x + pi : x + half_pi).divmod(pi)
+      mod -= half_pi
+      if mod.zero? || mod_prec + mod.exponent <= 0
+        # mod is too small to estimate required pi precision
+        mod_prec = mod_prec * 3 / 2 + BigDecimal.double_fig
+      elsif mod_prec + mod.exponent < prec
+        # Estimate required precision of pi
+        mod_prec = prec - mod.exponent + BigDecimal.double_fig
+      else
+        return [div % 2 == 0 ? 1 : -1, mod.mult(1, prec)]
+      end
+    end
+  end
+
+  # call-seq:
+  #   sin(decimal, numeric) -> BigDecimal
+  #
+  # Computes the sine of +decimal+ to the specified number of digits of
+  # precision, +numeric+.
+  #
+  # If +decimal+ is Infinity or NaN, returns NaN.
+  #
+  #   BigMath.sin(BigMath.PI(5)/4, 32).to_s
+  #   #=> "0.70710807985947359435812921837984e0"
+  #
+  def sin(x, prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :sin)
+    x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :sin)
+    return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan?
+    n    = prec + BigDecimal.double_fig
+    one  = BigDecimal("1")
+    two  = BigDecimal("2")
+    sign, x = _sin_periodic_reduction(x, n)
+    x1   = x
+    x2   = x.mult(x,n)
+    y    = x
+    d    = y
+    i    = one
+    z    = one
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      x1  = -x2.mult(x1,n)
+      i  += two
+      z  *= (i-one) * i
+      d   = x1.div(z,m)
+      y  += d
+    end
+    y = BigDecimal("1") if y > 1
+    y.mult(sign, prec)
+  end
+
+  # call-seq:
+  #   cos(decimal, numeric) -> BigDecimal
+  #
+  # Computes the cosine of +decimal+ to the specified number of digits of
+  # precision, +numeric+.
+  #
+  # If +decimal+ is Infinity or NaN, returns NaN.
+  #
+  #   BigMath.cos(BigMath.PI(16), 32).to_s
+  #   #=> "-0.99999999999999999999999999999997e0"
+  #
+  def cos(x, prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :cos)
+    x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :cos)
+    return BigDecimal::Internal.nan_computation_result if x.infinite? || x.nan?
+    sign, x = _sin_periodic_reduction(x, prec + BigDecimal.double_fig, add_half_pi: true)
+    sign * sin(x, prec)
+  end
+
+  # call-seq:
+  #   tan(decimal, numeric) -> BigDecimal
+  #
+  # Computes the tangent of +decimal+ to the specified number of digits of
+  # precision, +numeric+.
+  #
+  # If +decimal+ is Infinity or NaN, returns NaN.
+  #
+  #   BigMath.tan(BigDecimal("0.0"), 4).to_s
+  #   #=> "0.0"
+  #
+  #   BigMath.tan(BigMath.PI(24) / 4, 32).to_s
+  #   #=> "0.99999999999999999999999830836025e0"
+  #
+  def tan(x, prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :tan)
+    sin(x, prec + BigDecimal.double_fig).div(cos(x, prec + BigDecimal.double_fig), prec)
+  end
+
+  # call-seq:
+  #   atan(decimal, numeric) -> BigDecimal
+  #
+  # Computes the arctangent of +decimal+ to the specified number of digits of
+  # precision, +numeric+.
+  #
+  # If +decimal+ is NaN, returns NaN.
+  #
+  #   BigMath.atan(BigDecimal('-1'), 32).to_s
+  #   #=> "-0.78539816339744830961566084581988e0"
+  #
+  def atan(x, prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :atan)
+    x = BigDecimal::Internal.coerce_to_bigdecimal(x, prec, :atan)
+    return BigDecimal::Internal.nan_computation_result if x.nan?
+    n = prec + BigDecimal.double_fig
+    pi = PI(n)
+    x = -x if neg = x < 0
+    return pi.div(neg ? -2 : 2, prec) if x.infinite?
+    return pi.div(neg ? -4 : 4, prec) if x.round(prec) == 1
+    x = BigDecimal("1").div(x, n) if inv = x > 1
+    x = (-1 + sqrt(1 + x.mult(x, n), n)).div(x, n) if dbl = x > 0.5
+    y = x
+    d = y
+    t = x
+    r = BigDecimal("3")
+    x2 = x.mult(x,n)
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      t = -t.mult(x2,n)
+      d = t.div(r,m)
+      y += d
+      r += 2
+    end
+    y *= 2 if dbl
+    y = pi / 2 - y if inv
+    y = -y if neg
+    y.mult(1, prec)
+  end
+
+  # call-seq:
+  #   PI(numeric) -> BigDecimal
+  #
+  # Computes the value of pi to the specified number of digits of precision,
+  # +numeric+.
+  #
+  #   BigMath.PI(32).to_s
+  #   #=> "0.31415926535897932384626433832795e1"
+  #
+  def PI(prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :PI)
+    n      = prec + BigDecimal.double_fig
+    zero   = BigDecimal("0")
+    one    = BigDecimal("1")
+    two    = BigDecimal("2")
+
+    m25    = BigDecimal("-0.04")
+    m57121 = BigDecimal("-57121")
+
+    pi     = zero
+
+    d = one
+    k = one
+    t = BigDecimal("-80")
+    while d.nonzero? && ((m = n - (pi.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      t   = t*m25
+      d   = t.div(k,m)
+      k   = k+two
+      pi  = pi + d
+    end
+
+    d = one
+    k = one
+    t = BigDecimal("956")
+    while d.nonzero? && ((m = n - (pi.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      t   = t.div(m57121,n)
+      d   = t.div(k,m)
+      pi  = pi + d
+      k   = k+two
+    end
+    pi.mult(1, prec)
+  end
+
+  # call-seq:
+  #   E(numeric) -> BigDecimal
+  #
+  # Computes e (the base of natural logarithms) to the specified number of
+  # digits of precision, +numeric+.
+  #
+  #   BigMath.E(32).to_s
+  #   #=> "0.27182818284590452353602874713527e1"
+  #
+  def E(prec)
+    prec = BigDecimal::Internal.coerce_validate_prec(prec, :E)
+    BigMath.exp(1, prec)
+  end
+end

data/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