163 lines
4.5 KiB
JavaScript
163 lines
4.5 KiB
JavaScript
"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.createLsolve = void 0;
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var _factory = require("../../../utils/factory.js");
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var _solveValidation = require("./utils/solveValidation.js");
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const name = 'lsolve';
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const dependencies = ['typed', 'matrix', 'divideScalar', 'multiplyScalar', 'subtractScalar', 'equalScalar', 'DenseMatrix'];
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const createLsolve = exports.createLsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, _ref => {
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let {
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typed,
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matrix,
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divideScalar,
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multiplyScalar,
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subtractScalar,
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equalScalar,
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DenseMatrix
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} = _ref;
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const solveValidation = (0, _solveValidation.createSolveValidation)({
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DenseMatrix
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});
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/**
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* Finds one solution of a linear equation system by forwards substitution. Matrix must be a lower triangular matrix. Throws an error if there's no solution.
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*
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* `L * x = b`
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*
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* Syntax:
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*
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* math.lsolve(L, b)
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*
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* Examples:
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*
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* const a = [[-2, 3], [2, 1]]
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* const b = [11, 9]
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* const x = lsolve(a, b) // [[-5.5], [20]]
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*
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* See also:
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*
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* lsolveAll, lup, slu, usolve, lusolve
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*
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* @param {Matrix, Array} L A N x N matrix or array (L)
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* @param {Matrix, Array} b A column vector with the b values
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*
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* @return {DenseMatrix | Array} A column vector with the linear system solution (x)
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*/
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return typed(name, {
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'SparseMatrix, Array | Matrix': function (m, b) {
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return _sparseForwardSubstitution(m, b);
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},
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'DenseMatrix, Array | Matrix': function (m, b) {
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return _denseForwardSubstitution(m, b);
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},
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'Array, Array | Matrix': function (a, b) {
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const m = matrix(a);
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const r = _denseForwardSubstitution(m, b);
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return r.valueOf();
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}
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});
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function _denseForwardSubstitution(m, b) {
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// validate matrix and vector, return copy of column vector b
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b = solveValidation(m, b, true);
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const bdata = b._data;
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const rows = m._size[0];
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const columns = m._size[1];
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// result
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const x = [];
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const mdata = m._data;
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// loop columns
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for (let j = 0; j < columns; j++) {
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const bj = bdata[j][0] || 0;
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let xj;
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if (!equalScalar(bj, 0)) {
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// non-degenerate row, find solution
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const vjj = mdata[j][j];
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if (equalScalar(vjj, 0)) {
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throw new Error('Linear system cannot be solved since matrix is singular');
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}
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xj = divideScalar(bj, vjj);
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// loop rows
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for (let i = j + 1; i < rows; i++) {
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bdata[i] = [subtractScalar(bdata[i][0] || 0, multiplyScalar(xj, mdata[i][j]))];
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}
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} else {
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// degenerate row, we can choose any value
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xj = 0;
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}
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x[j] = [xj];
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}
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return new DenseMatrix({
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data: x,
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size: [rows, 1]
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});
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}
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function _sparseForwardSubstitution(m, b) {
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// validate matrix and vector, return copy of column vector b
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b = solveValidation(m, b, true);
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const bdata = b._data;
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const rows = m._size[0];
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const columns = m._size[1];
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const values = m._values;
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const index = m._index;
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const ptr = m._ptr;
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// result
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const x = [];
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// loop columns
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for (let j = 0; j < columns; j++) {
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const bj = bdata[j][0] || 0;
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if (!equalScalar(bj, 0)) {
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// non-degenerate row, find solution
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let vjj = 0;
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// matrix values & indices (column j)
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const jValues = [];
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const jIndices = [];
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// first and last index in the column
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const firstIndex = ptr[j];
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const lastIndex = ptr[j + 1];
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// values in column, find value at [j, j]
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for (let k = firstIndex; k < lastIndex; k++) {
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const i = index[k];
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// check row (rows are not sorted!)
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if (i === j) {
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vjj = values[k];
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} else if (i > j) {
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// store lower triangular
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jValues.push(values[k]);
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jIndices.push(i);
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}
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}
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// at this point we must have a value in vjj
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if (equalScalar(vjj, 0)) {
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throw new Error('Linear system cannot be solved since matrix is singular');
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}
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const xj = divideScalar(bj, vjj);
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for (let k = 0, l = jIndices.length; k < l; k++) {
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const i = jIndices[k];
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bdata[i] = [subtractScalar(bdata[i][0] || 0, multiplyScalar(xj, jValues[k]))];
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}
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x[j] = [xj];
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} else {
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// degenerate row, we can choose any value
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x[j] = [0];
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}
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}
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return new DenseMatrix({
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data: x,
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size: [rows, 1]
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});
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}
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}); |