newton.rb

Path: bigdecimal/lib/bigdecimal/newton.rb
Last Update: Tue Mar 13 02:04:06 -0500 2007

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 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.

On exit, x is the solution vector.

Required files

bigdecimal/ludcmp   bigdecimal/jacobian  

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