More pathes from Tadasi Saito.
As discussed in ruby-dev ML: E,PI, etc are disabled. BigDecimal op String disabled. to_f changed. lib directory moved. git-svn-id: svn+ssh://ci.ruby-lang.org/ruby/trunk@4092 b2dd03c8-39d4-4d8f-98ff-823fe69b080e
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#
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# BigDecimal <-> Rational
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#
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class BigDecimal < Numeric
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# Convert BigDecimal to Rational
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def to_r
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sign,digits,base,power = self.split
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numerator = sign*digits.to_i
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denomi_power = power - digits.size # base is always 10
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if denomi_power < 0
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denominator = base ** (-denomi_power)
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else
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denominator = base ** denomi_power
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end
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Rational(numerator,denominator)
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end
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end
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class Rational < Numeric
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# Convert Rational to BigDecimal
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# to_d returns an array [quotient,residue]
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def to_d(nFig=0)
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num = self.numerator.to_s
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if nFig<=0
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nFig = BigDecimal.double_fig*2+1
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end
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BigDecimal.new(num).div(self.denominator,nFig)
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end
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end
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#
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# jacobian.rb
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#
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# Computes Jacobian matrix of f at x
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#
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module Jacobian
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def isEqual(a,b,zero=0.0,e=1.0e-8)
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aa = a.abs
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bb = b.abs
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if aa == zero && bb == zero then
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true
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else
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if ((a-b)/(aa+bb)).abs < e then
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true
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else
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false
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end
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end
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end
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def dfdxi(f,fx,x,i)
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nRetry = 0
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n = x.size
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xSave = x[i]
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ok = 0
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ratio = f.ten*f.ten*f.ten
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dx = x[i].abs/ratio
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dx = fx[i].abs/ratio if isEqual(dx,f.zero,f.zero,f.eps)
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dx = f.one/f.ten if isEqual(dx,f.zero,f.zero,f.eps)
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until ok>0 do
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s = f.zero
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deriv = []
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if(nRetry>100) then
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raize "Singular Jacobian matrix. No change at x[" + i.to_s + "]"
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end
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dx = dx*f.two
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x[i] += dx
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fxNew = f.values(x)
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for j in 0...n do
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if !isEqual(fxNew[j],fx[j],f.zero,f.eps) then
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ok += 1
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deriv <<= (fxNew[j]-fx[j])/dx
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else
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deriv <<= f.zero
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end
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end
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x[i] = xSave
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end
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deriv
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end
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def jacobian(f,fx,x)
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n = x.size
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dfdx = Array::new(n*n)
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for i in 0...n do
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df = dfdxi(f,fx,x,i)
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for j in 0...n do
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dfdx[j*n+i] = df[j]
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end
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end
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dfdx
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end
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end
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#
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# ludcmp.rb
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#
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module LUSolve
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def ludecomp(a,n,zero=0.0,one=1.0)
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ps = []
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scales = []
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for i in 0...n do # pick up largest(abs. val.) element in each row.
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ps <<= i
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nrmrow = zero
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ixn = i*n
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for j in 0...n do
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biggst = a[ixn+j].abs
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nrmrow = biggst if biggst>nrmrow
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end
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if nrmrow>zero then
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scales <<= one/nrmrow
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else
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raise "Singular matrix"
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end
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end
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n1 = n - 1
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for k in 0...n1 do # Gaussian elimination with partial pivoting.
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biggst = zero;
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for i in k...n do
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size = a[ps[i]*n+k].abs*scales[ps[i]]
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if size>biggst then
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biggst = size
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pividx = i
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end
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end
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raise "Singular matrix" if biggst<=zero
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if pividx!=k then
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j = ps[k]
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ps[k] = ps[pividx]
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ps[pividx] = j
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end
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pivot = a[ps[k]*n+k]
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for i in (k+1)...n do
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psin = ps[i]*n
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a[psin+k] = mult = a[psin+k]/pivot
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if mult!=zero then
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pskn = ps[k]*n
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for j in (k+1)...n do
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a[psin+j] -= mult*a[pskn+j]
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end
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end
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end
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end
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raise "Singular matrix" if a[ps[n1]*n+n1] == zero
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ps
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end
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def lusolve(a,b,ps,zero=0.0)
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n = ps.size
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x = []
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for i in 0...n do
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dot = zero
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psin = ps[i]*n
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for j in 0...i do
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dot = a[psin+j]*x[j] + dot
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end
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x <<= b[ps[i]] - dot
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end
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(n-1).downto(0) do |i|
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dot = zero
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psin = ps[i]*n
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for j in (i+1)...n do
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dot = a[psin+j]*x[j] + dot
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end
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x[i] = (x[i]-dot)/a[psin+i]
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end
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x
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end
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end
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#
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# newton.rb
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#
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# Solves nonlinear algebraic equation system f = 0 by Newton's method.
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# (This program is not dependent on BigDecimal)
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#
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# To call:
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# n = nlsolve(f,x)
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# where n is the number of iterations required.
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# x is the solution vector.
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# f is the object to be solved which must have following methods.
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#
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# f ... Object to compute Jacobian matrix of the equation systems.
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# [Methods required for f]
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# f.values(x) returns values of all functions at x.
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# f.zero returns 0.0
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# f.one returns 1.0
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# f.two returns 1.0
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# f.ten returns 10.0
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# f.eps convergence criterion
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# x ... initial values
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#
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require "ludcmp"
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require "jacobian"
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module Newton
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include LUSolve
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include Jacobian
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def norm(fv,zero=0.0)
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s = zero
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n = fv.size
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for i in 0...n do
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s += fv[i]*fv[i]
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end
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s
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end
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def nlsolve(f,x)
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nRetry = 0
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n = x.size
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f0 = f.values(x)
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zero = f.zero
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one = f.one
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two = f.two
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p5 = one/two
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d = norm(f0,zero)
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minfact = f.ten*f.ten*f.ten
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minfact = one/minfact
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e = f.eps
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while d >= e do
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nRetry += 1
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# Not yet converged. => Compute Jacobian matrix
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dfdx = jacobian(f,f0,x)
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# Solve dfdx*dx = -f0 to estimate dx
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dx = lusolve(dfdx,f0,ludecomp(dfdx,n,zero,one),zero)
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fact = two
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xs = x.dup
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begin
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fact *= p5
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if fact < minfact then
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raize "Failed to reduce function values."
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end
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for i in 0...n do
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x[i] = xs[i] - dx[i]*fact
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end
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f0 = f.values(x)
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dn = norm(f0,zero)
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end while(dn>=d)
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d = dn
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end
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nRetry
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end
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end
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