ray 0.0.0.pre1 → 0.0.0.pre2

data/psp/bigdecimal/bigdecimal.h

@@ -0,0 +1,216 @@
+/*
+ *
+ * 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  ____BIG_DECIMAL__H____
+#define  ____BIG_DECIMAL__H____
+
+#if defined(__cplusplus)
+extern "C" {
+#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 
+
+#define U_LONG unsigned long
+#define S_LONG long
+#define U_INT  unsigned int
+#define S_INT  int
+
+/* 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)0x0001) /* 0x0010) */
+
+/* Following 2 exceptions cann't controlled by user */
+#define VP_EXCEPTION_OP         ((unsigned short)0x0020)
+#define VP_EXCEPTION_MEMORY     ((unsigned short)0x0040)
+
+/* 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 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 */
+
+/*
+ * VP representation
+ *  r = 0.xxxxxxxxx *BASE**exponent
+ */
+typedef struct {
+    VALUE  obj;     /* Back pointer(VALUE) for Ruby object.     */
+    U_LONG MaxPrec; /* Maximum precision size                   */
+                    /* This is the actual size of pfrac[]       */
+                    /*(frac[0] to frac[MaxPrec] are available). */
+    U_LONG Prec;    /* Current precision size.                  */
+                    /* This indicates how much the.             */
+                    /* the array frac[] is actually used.       */
+    S_INT  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.  */
+    U_LONG frac[1]; /* Pointer to array of fraction part.       */
+} Real;
+
+/*  
+ *  ------------------
+ *   EXPORTables.
+ *  ------------------
+ */
+
+VP_EXPORT  Real *
+VpNewRbClass(U_LONG mx,char *str,VALUE klass);
+
+VP_EXPORT  Real *VpCreateRbObject(U_LONG mx,const char *str);
+
+VP_EXPORT U_LONG VpBaseFig(void);
+VP_EXPORT U_LONG VpDblFig(void);
+VP_EXPORT U_LONG VpBaseVal(void);
+
+/* 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 U_LONG VpGetPrecLimit(void);
+VP_EXPORT U_LONG VpSetPrecLimit(U_LONG n);
+
+/* Round mode */
+VP_EXPORT int           VpIsRoundMode(unsigned long n);
+VP_EXPORT unsigned long VpGetRoundMode(void);
+VP_EXPORT unsigned long VpSetRoundMode(unsigned long n);
+
+VP_EXPORT int VpException(unsigned short f,const char *str,int always);
+VP_EXPORT int VpIsNegDoubleZero(double v);
+VP_EXPORT U_LONG VpNumOfChars(Real *vp,const char *pszFmt);
+VP_EXPORT U_LONG VpInit(U_LONG BaseVal);
+VP_EXPORT void *VpMemAlloc(U_LONG mb);
+VP_EXPORT void VpFree(Real *pv);
+VP_EXPORT Real *VpAlloc(U_LONG mx, const char *szVal);
+VP_EXPORT int VpAsgn(Real *c,Real *a,int isw);
+VP_EXPORT int VpAddSub(Real *c,Real *a,Real *b,int operation);
+VP_EXPORT int VpMult(Real *c,Real *a,Real *b);
+VP_EXPORT int VpDivd(Real *c,Real *r,Real *a,Real *b);
+VP_EXPORT int VpComp(Real *a,Real *b);
+VP_EXPORT S_LONG 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,int fFmt,int fPlus);
+VP_EXPORT void VpToFString(Real *a,char *psz,int fFmt,int fPlus);
+VP_EXPORT int VpCtoV(Real *a,const char *int_chr,U_LONG ni,const char *frac,U_LONG nf,const char *exp_chr,U_LONG ne);
+VP_EXPORT int VpVtoD(double *d,S_LONG *e,Real *m);
+VP_EXPORT void VpDtoV(Real *m,double d);
+VP_EXPORT void VpItoV(Real *m,S_INT ival);
+VP_EXPORT int VpSqrt(Real *y,Real *x);
+VP_EXPORT int VpActiveRound(Real *y,Real *x,int f,int il);
+VP_EXPORT int VpMidRound(Real *y, int f, int nf);
+VP_EXPORT int VpLeftRound(Real *y, int f, int nf);
+VP_EXPORT void VpFrac(Real *y,Real *x);
+VP_EXPORT int VpPower(Real *y,Real *x,S_INT 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((S_LONG)(a)->sign);else (a)->sign=-(short)Abs((S_LONG)(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)->frac[0]=(a)->exponent=(a)->Prec=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 _DEBUG
+int VpVarCheck(Real * v);
+VP_EXPORT int VPrint(FILE *fp,char *cntl_chr,Real *a);
+#endif /* _DEBUG */
+
+#if defined(__cplusplus)
+}  /* extern "C" { */
+#endif
+#endif /* ____BIG_DECIMAL__H____ */

data/psp/bigdecimal/lib/bigdecimal/jacobian.rb

@@ -0,0 +1,85 @@
+#
+# 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
+  #--
+  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
+         raize "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/psp/bigdecimal/lib/bigdecimal/ludcmp.rb

@@ -0,0 +1,84 @@
+#
+# Solves a*x = b for x, using LU decomposition.
+#
+module LUSolve
+  # 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/psp/bigdecimal/lib/bigdecimal/math.rb

@@ -0,0 +1,235 @@
+#
+#--
+# Contents:
+#   sqrt(x, prec)
+#   sin (x, prec)
+#   cos (x, prec)
+#   atan(x, prec)  Note: |x|<1, x=0.9999 may not converge.
+#   exp (x, prec)
+#   log (x, prec)
+#   PI  (prec)
+#   E   (prec) == exp(1.0,prec)
+#
+# where:
+#   x    ... BigDecimal number to be computed.
+#            |x| must be small enough to get convergence.
+#   prec ... Number of digits to be obtained.
+#++
+#
+# Provides mathematical functions.
+#
+# Example:
+#
+#   require "bigdecimal"
+#   require "bigdecimal/math"
+#
+#   include BigMath
+#
+#   a = BigDecimal((PI(100)/2).to_s)
+#   puts sin(a,100) # -> 0.10000000000000000000......E1
+#
+module BigMath
+
+  # Computes the square root of x to the specified number of digits of 
+  # precision.
+  #
+  # BigDecimal.new('2').sqrt(16).to_s 
+  #  -> "0.14142135623730950488016887242096975E1"
+  #
+  def sqrt(x,prec)
+    x.sqrt(prec)
+  end
+
+  # Computes the sine of x to the specified number of digits of precision.
+  #
+  # If x is infinite or NaN, returns NaN.
+  def sin(x, prec)
+    raise ArgumentError, "Zero or negative precision for sin" if prec <= 0
+    return BigDecimal("NaN") if x.infinite? || x.nan?
+    n    = prec + BigDecimal.double_fig
+    one  = BigDecimal("1")
+    two  = BigDecimal("2")
+    x1   = x
+    x2   = x.mult(x,n)
+    sign = 1
+    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
+      sign = -sign
+      x1  = x2.mult(x1,n)
+      i  += two
+      z  *= (i-one) * i
+      d   = sign * x1.div(z,m)
+      y  += d
+    end
+    y
+  end
+
+  # Computes the cosine of x to the specified number of digits of precision.
+  #
+  # If x is infinite or NaN, returns NaN.
+  def cos(x, prec)
+    raise ArgumentError, "Zero or negative precision for cos" if prec <= 0
+    return BigDecimal("NaN") if x.infinite? || x.nan?
+    n    = prec + BigDecimal.double_fig
+    one  = BigDecimal("1")
+    two  = BigDecimal("2")
+    x1 = one
+    x2 = x.mult(x,n)
+    sign = 1
+    y = one
+    d = y
+    i = BigDecimal("0")
+    z = one
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      sign = -sign
+      x1  = x2.mult(x1,n)
+      i  += two
+      z  *= (i-one) * i
+      d   = sign * x1.div(z,m)
+      y  += d
+    end
+    y
+  end
+
+  # Computes the arctangent of x to the specified number of digits of precision.
+  #
+  # If x is infinite or NaN, returns NaN.
+  # Raises an argument error if x > 1.
+  def atan(x, prec)
+    raise ArgumentError, "Zero or negative precision for atan" if prec <= 0
+    return BigDecimal("NaN") if x.infinite? || x.nan?
+    raise ArgumentError, "x.abs must be less than 1.0" if x.abs>=1
+    n    = prec + BigDecimal.double_fig
+    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
+  end
+
+  # Computes the value of e (the base of natural logarithms) raised to the 
+  # power of x, to the specified number of digits of precision.
+  #
+  # If x is infinite or NaN, returns NaN.
+  #
+  # BigMath::exp(BigDecimal.new('1'), 10).to_s
+  # -> "0.271828182845904523536028752390026306410273E1"
+  def exp(x, prec)
+    raise ArgumentError, "Zero or negative precision for exp" if prec <= 0
+    return BigDecimal("NaN") if x.infinite? || x.nan?
+    n    = prec + BigDecimal.double_fig
+    one  = BigDecimal("1")
+    x1 = one
+    y  = one
+    d  = y
+    z  = one
+    i  = 0
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      x1  = x1.mult(x,n)
+      i += 1
+      z *= i
+      d  = x1.div(z,m)
+      y += d
+    end
+    y
+  end
+
+  # Computes the natural logarithm of x to the specified number of digits 
+  # of precision.
+  #
+  # Returns x if x is infinite or NaN.
+  #
+  def log(x, prec)
+    raise ArgumentError, "Zero or negative argument for log" if x <= 0 || prec <= 0
+    return x if x.infinite? || x.nan?
+    one = BigDecimal("1")
+    two = BigDecimal("2")
+    n  = prec + BigDecimal.double_fig
+    x  = (x - one).div(x + one,n)
+    x2 = x.mult(x,n)
+    y  = x
+    d  = y
+    i = one
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      x  = x2.mult(x,n)
+      i += two
+      d  = x.div(i,m)
+      y += d
+    end
+    y*two
+  end
+
+  # Computes the value of pi to the specified number of digits of precision.
+  def PI(prec)
+    raise ArgumentError, "Zero or negative argument for PI" if prec <= 0
+    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
+    w = 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
+    w = 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
+  end
+
+  # Computes e (the base of natural logarithms) to the specified number of
+  # digits of precision.
+  def E(prec)
+    raise ArgumentError, "Zero or negative precision for E" if prec <= 0
+    n    = prec + BigDecimal.double_fig
+    one  = BigDecimal("1")
+    y  = one
+    d  = y
+    z  = one
+    i  = 0
+    while d.nonzero? && ((m = n - (y.exponent - d.exponent).abs) > 0)
+      m = BigDecimal.double_fig if m < BigDecimal.double_fig
+      i += 1
+      z *= i
+      d  = one.div(z,m)
+      y += d
+    end
+    y
+  end
+end