module
Newton
v2_4_6 -
Show latest stable
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.
Included modules
- Jacobian
- LUSolve
Files
- ext/bigdecimal/lib/bigdecimal/newton.rb