188 lines
5.2 KiB
JavaScript
188 lines
5.2 KiB
JavaScript
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"use strict";
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Object.defineProperty(exports, "__esModule", {
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value: true
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});
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exports.createCsLu = void 0;
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var _factory = require("../../../utils/factory.js");
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var _csSpsolve = require("./csSpsolve.js");
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// Copyright (c) 2006-2024, Timothy A. Davis, All Rights Reserved.
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// SPDX-License-Identifier: LGPL-2.1+
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// https://github.com/DrTimothyAldenDavis/SuiteSparse/tree/dev/CSparse/Source
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const name = 'csLu';
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const dependencies = ['abs', 'divideScalar', 'multiply', 'subtract', 'larger', 'largerEq', 'SparseMatrix'];
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const createCsLu = exports.createCsLu = /* #__PURE__ */(0, _factory.factory)(name, dependencies, _ref => {
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let {
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abs,
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divideScalar,
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multiply,
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subtract,
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larger,
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largerEq,
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SparseMatrix
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} = _ref;
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const csSpsolve = (0, _csSpsolve.createCsSpsolve)({
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divideScalar,
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multiply,
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subtract
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});
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/**
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* Computes the numeric LU factorization of the sparse matrix A. Implements a Left-looking LU factorization
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* algorithm that computes L and U one column at a tume. At the kth step, it access columns 1 to k-1 of L
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* and column k of A. Given the fill-reducing column ordering q (see parameter s) computes L, U and pinv so
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* L * U = A(p, q), where p is the inverse of pinv.
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*
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* @param {Matrix} m The A Matrix to factorize
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* @param {Object} s The symbolic analysis from csSqr(). Provides the fill-reducing
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* column ordering q
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* @param {Number} tol Partial pivoting threshold (1 for partial pivoting)
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*
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* @return {Number} The numeric LU factorization of A or null
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*/
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return function csLu(m, s, tol) {
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// validate input
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if (!m) {
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return null;
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}
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// m arrays
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const size = m._size;
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// columns
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const n = size[1];
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// symbolic analysis result
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let q;
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let lnz = 100;
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let unz = 100;
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// update symbolic analysis parameters
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if (s) {
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q = s.q;
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lnz = s.lnz || lnz;
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unz = s.unz || unz;
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}
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// L arrays
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const lvalues = []; // (lnz)
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const lindex = []; // (lnz)
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const lptr = []; // (n + 1)
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// L
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const L = new SparseMatrix({
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values: lvalues,
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index: lindex,
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ptr: lptr,
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size: [n, n]
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});
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// U arrays
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const uvalues = []; // (unz)
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const uindex = []; // (unz)
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const uptr = []; // (n + 1)
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// U
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const U = new SparseMatrix({
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values: uvalues,
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index: uindex,
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ptr: uptr,
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size: [n, n]
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});
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// inverse of permutation vector
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const pinv = []; // (n)
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// vars
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let i, p;
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// allocate arrays
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const x = []; // (n)
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const xi = []; // (2 * n)
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// initialize variables
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for (i = 0; i < n; i++) {
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// clear workspace
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x[i] = 0;
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// no rows pivotal yet
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pinv[i] = -1;
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// no cols of L yet
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lptr[i + 1] = 0;
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}
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// reset number of nonzero elements in L and U
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lnz = 0;
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unz = 0;
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// compute L(:,k) and U(:,k)
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for (let k = 0; k < n; k++) {
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// update ptr
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lptr[k] = lnz;
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uptr[k] = unz;
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// apply column permutations if needed
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const col = q ? q[k] : k;
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// solve triangular system, x = L\A(:,col)
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const top = csSpsolve(L, m, col, xi, x, pinv, 1);
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// find pivot
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let ipiv = -1;
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let a = -1;
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// loop xi[] from top -> n
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for (p = top; p < n; p++) {
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// x[i] is nonzero
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i = xi[p];
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// check row i is not yet pivotal
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if (pinv[i] < 0) {
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// absolute value of x[i]
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const xabs = abs(x[i]);
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// check absoulte value is greater than pivot value
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if (larger(xabs, a)) {
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// largest pivot candidate so far
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a = xabs;
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ipiv = i;
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}
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} else {
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// x(i) is the entry U(pinv[i],k)
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uindex[unz] = pinv[i];
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uvalues[unz++] = x[i];
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}
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}
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// validate we found a valid pivot
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if (ipiv === -1 || a <= 0) {
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return null;
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}
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// update actual pivot column, give preference to diagonal value
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if (pinv[col] < 0 && largerEq(abs(x[col]), multiply(a, tol))) {
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ipiv = col;
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}
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// the chosen pivot
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const pivot = x[ipiv];
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// last entry in U(:,k) is U(k,k)
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uindex[unz] = k;
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uvalues[unz++] = pivot;
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// ipiv is the kth pivot row
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pinv[ipiv] = k;
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// first entry in L(:,k) is L(k,k) = 1
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lindex[lnz] = ipiv;
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lvalues[lnz++] = 1;
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// L(k+1:n,k) = x / pivot
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for (p = top; p < n; p++) {
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// row
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i = xi[p];
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// check x(i) is an entry in L(:,k)
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if (pinv[i] < 0) {
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// save unpermuted row in L
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lindex[lnz] = i;
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// scale pivot column
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lvalues[lnz++] = divideScalar(x[i], pivot);
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}
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// x[0..n-1] = 0 for next k
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x[i] = 0;
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}
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}
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// update ptr
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lptr[n] = lnz;
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uptr[n] = unz;
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// fix row indices of L for final pinv
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for (p = 0; p < lnz; p++) {
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lindex[p] = pinv[lindex[p]];
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}
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// trim arrays
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lvalues.splice(lnz, lvalues.length - lnz);
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lindex.splice(lnz, lindex.length - lnz);
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uvalues.splice(unz, uvalues.length - unz);
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uindex.splice(unz, uindex.length - unz);
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// return LU factor
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return {
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L,
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U,
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pinv
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};
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};
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});
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