FM / bigdecimal

/opt/cpanel/ea-ruby27/root/usr/share/ruby/ruby-2.7.8/bigdecimal/

/opt/cpanel/ea-ruby27/root/usr/share/ruby/ruby-2.7.8/bigdecimal

Name	Size	Mode	Actions
bigdecimal/	-	0755	rm
jacobian.rb	2141	0644	edit dl rm
ludcmp.rb	2177	0644	edit dl rm
math.rb	5785	0644	edit dl rm
newton.rb	1882	0644	edit dl rm
util.rb	2998	0644	edit dl rm

Edit: /opt/cpanel/ea-ruby27/root/usr/share/ruby/ruby-2.7.8/bigdecimal/ludcmp.rb (2177B)

# frozen_string_literal: false
require 'bigdecimal'

#
# Solves a*x = b for x, using LU decomposition.
#
module LUSolve
  module_function

# 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

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