import { factory } from '../../utils/factory.js'; var name = 'sylvester'; var dependencies = ['typed', 'schur', 'matrixFromColumns', 'matrix', 'multiply', 'range', 'concat', 'transpose', 'index', 'subset', 'add', 'subtract', 'identity', 'lusolve', 'abs']; export var createSylvester = /* #__PURE__ */factory(name, dependencies, _ref => { var { typed, schur, matrixFromColumns, matrix, multiply, range, concat, transpose, index, subset, add, subtract, identity, lusolve, abs } = _ref; /** * * Solves the real-valued Sylvester equation AX+XB=C for X, where A, B and C are * matrices of appropriate dimensions, being A and B squared. Notice that other * equivalent definitions for the Sylvester equation exist and this function * assumes the one presented in the original publication of the the Bartels- * Stewart algorithm, which is implemented by this function. * https://en.wikipedia.org/wiki/Sylvester_equation * * Syntax: * * math.sylvester(A, B, C) * * Examples: * * const A = [[-1, -2], [1, 1]] * const B = [[2, -1], [1, -2]] * const C = [[-3, 2], [3, 0]] * math.sylvester(A, B, C) // returns DenseMatrix [[-0.25, 0.25], [1.5, -1.25]] * * See also: * * schur, lyap * * @param {Matrix | Array} A Matrix A * @param {Matrix | Array} B Matrix B * @param {Matrix | Array} C Matrix C * @return {Matrix | Array} Matrix X, solving the Sylvester equation */ return typed(name, { 'Matrix, Matrix, Matrix': _sylvester, 'Array, Matrix, Matrix': function Array_Matrix_Matrix(A, B, C) { return _sylvester(matrix(A), B, C); }, 'Array, Array, Matrix': function Array_Array_Matrix(A, B, C) { return _sylvester(matrix(A), matrix(B), C); }, 'Array, Matrix, Array': function Array_Matrix_Array(A, B, C) { return _sylvester(matrix(A), B, matrix(C)); }, 'Matrix, Array, Matrix': function Matrix_Array_Matrix(A, B, C) { return _sylvester(A, matrix(B), C); }, 'Matrix, Array, Array': function Matrix_Array_Array(A, B, C) { return _sylvester(A, matrix(B), matrix(C)); }, 'Matrix, Matrix, Array': function Matrix_Matrix_Array(A, B, C) { return _sylvester(A, B, matrix(C)); }, 'Array, Array, Array': function Array_Array_Array(A, B, C) { return _sylvester(matrix(A), matrix(B), matrix(C)).toArray(); } }); function _sylvester(A, B, C) { var n = B.size()[0]; var m = A.size()[0]; var sA = schur(A); var F = sA.T; var U = sA.U; var sB = schur(multiply(-1, B)); var G = sB.T; var V = sB.U; var D = multiply(multiply(transpose(U), C), V); var all = range(0, m); var y = []; var hc = (a, b) => concat(a, b, 1); var vc = (a, b) => concat(a, b, 0); for (var k = 0; k < n; k++) { if (k < n - 1 && abs(subset(G, index(k + 1, k))) > 1e-5) { var RHS = vc(subset(D, index(all, k)), subset(D, index(all, k + 1))); for (var j = 0; j < k; j++) { RHS = add(RHS, vc(multiply(y[j], subset(G, index(j, k))), multiply(y[j], subset(G, index(j, k + 1))))); } var gkk = multiply(identity(m), multiply(-1, subset(G, index(k, k)))); var gmk = multiply(identity(m), multiply(-1, subset(G, index(k + 1, k)))); var gkm = multiply(identity(m), multiply(-1, subset(G, index(k, k + 1)))); var gmm = multiply(identity(m), multiply(-1, subset(G, index(k + 1, k + 1)))); var LHS = vc(hc(add(F, gkk), gmk), hc(gkm, add(F, gmm))); var yAux = lusolve(LHS, RHS); y[k] = yAux.subset(index(range(0, m), 0)); y[k + 1] = yAux.subset(index(range(m, 2 * m), 0)); k++; } else { var _RHS = subset(D, index(all, k)); for (var _j = 0; _j < k; _j++) { _RHS = add(_RHS, multiply(y[_j], subset(G, index(_j, k)))); } var _gkk = subset(G, index(k, k)); var _LHS = subtract(F, multiply(_gkk, identity(m))); y[k] = lusolve(_LHS, _RHS); } } var Y = matrix(matrixFromColumns(...y)); var X = multiply(U, multiply(Y, transpose(V))); return X; } });