newton.rb

Path: bigdecimal/lib/bigdecimal/newton.rb
Last Update: Sat Oct 15 23:43:50 AUS Eastern Standard Time 2005

newton.rb

Solves 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 solution vector.
       f is the object to be solved which must have following methods.

  f ... Object to compute Jacobian matrix of the equation systems.
      [Methods required for f]
        f.values(x) returns 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       convergence criterion
  x ... initial values

Required files

bigdecimal/ludcmp   bigdecimal/jacobian  

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