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Minimization algorithms on pure Ruby
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boutil/minimization
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= minimization * http://github.com/clbustos/minimization == DESCRIPTION: Minimization algorithms on pure Ruby. == FEATURES/PROBLEMS: Unidimensional: * Newton-Rahpson (requires first and second derivative) * Golden Section * Brent (Port of GSL code) If you needs speed, use rb-gsl == SYNOPSIS: d=Minimization::Brent.new(-1000,20000 , proc {|x| x**2}) d.iterate puts d.x_minimum puts d.f_minimum == REQUIREMENTS: * Pure Ruby == INSTALL: sudo gem install minimization == API: http://ruby-statsample.rubyforge.org/minimization/ == LICENSE: GPL-2 (See LICENSE.txt)
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