196 lines
5.5 KiB
JavaScript
196 lines
5.5 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.createUsolveAll = 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 = 'usolveAll';
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const dependencies = ['typed', 'matrix', 'divideScalar', 'multiplyScalar', 'subtractScalar', 'equalScalar', 'DenseMatrix'];
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const createUsolveAll = exports.createUsolveAll = /* #__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 all solutions of a linear equation system by backward substitution. Matrix must be an upper triangular matrix.
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*
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* `U * x = b`
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*
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* Syntax:
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*
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* math.usolveAll(U, 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 = usolveAll(a, b) // [ [[8], [9]] ]
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*
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* See also:
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*
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* usolve, lup, slu, usolve, lusolve
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*
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* @param {Matrix, Array} U A N x N matrix or array (U)
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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[]} An array of affine-independent column vectors (x) that solve the linear system
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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 _sparseBackwardSubstitution(m, b);
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},
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'DenseMatrix, Array | Matrix': function (m, b) {
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return _denseBackwardSubstitution(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 = _denseBackwardSubstitution(m, b);
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return R.map(r => r.valueOf());
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}
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});
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function _denseBackwardSubstitution(m, b_) {
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// the algorithm is derived from
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// https://www.overleaf.com/read/csvgqdxggyjv
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// array of right-hand sides
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const B = [solveValidation(m, b_, true)._data.map(e => e[0])];
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const M = m._data;
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const rows = m._size[0];
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const columns = m._size[1];
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// loop columns backwards
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for (let i = columns - 1; i >= 0; i--) {
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let L = B.length;
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// loop right-hand sides
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for (let k = 0; k < L; k++) {
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const b = B[k];
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if (!equalScalar(M[i][i], 0)) {
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// non-singular row
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b[i] = divideScalar(b[i], M[i][i]);
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for (let j = i - 1; j >= 0; j--) {
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// b[j] -= b[i] * M[j,i]
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b[j] = subtractScalar(b[j], multiplyScalar(b[i], M[j][i]));
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}
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} else if (!equalScalar(b[i], 0)) {
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// singular row, nonzero RHS
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if (k === 0) {
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// There is no valid solution
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return [];
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} else {
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// This RHS is invalid but other solutions may still exist
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B.splice(k, 1);
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k -= 1;
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L -= 1;
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}
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} else if (k === 0) {
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// singular row, RHS is zero
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const bNew = [...b];
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bNew[i] = 1;
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for (let j = i - 1; j >= 0; j--) {
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bNew[j] = subtractScalar(bNew[j], M[j][i]);
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}
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B.push(bNew);
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}
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}
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}
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return B.map(x => new DenseMatrix({
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data: x.map(e => [e]),
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size: [rows, 1]
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}));
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}
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function _sparseBackwardSubstitution(m, b_) {
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// array of right-hand sides
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const B = [solveValidation(m, b_, true)._data.map(e => e[0])];
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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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// loop columns backwards
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for (let i = columns - 1; i >= 0; i--) {
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let L = B.length;
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// loop right-hand sides
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for (let k = 0; k < L; k++) {
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const b = B[k];
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// values & indices (column i)
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const iValues = [];
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const iIndices = [];
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// first & last indeces in column
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const firstIndex = ptr[i];
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const lastIndex = ptr[i + 1];
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// find the value at [i, i]
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let Mii = 0;
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for (let j = lastIndex - 1; j >= firstIndex; j--) {
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const J = index[j];
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// check row
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if (J === i) {
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Mii = values[j];
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} else if (J < i) {
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// store upper triangular
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iValues.push(values[j]);
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iIndices.push(J);
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}
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}
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if (!equalScalar(Mii, 0)) {
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// non-singular row
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b[i] = divideScalar(b[i], Mii);
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// loop upper triangular
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for (let j = 0, lastIndex = iIndices.length; j < lastIndex; j++) {
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const J = iIndices[j];
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b[J] = subtractScalar(b[J], multiplyScalar(b[i], iValues[j]));
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}
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} else if (!equalScalar(b[i], 0)) {
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// singular row, nonzero RHS
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if (k === 0) {
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// There is no valid solution
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return [];
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} else {
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// This RHS is invalid but other solutions may still exist
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B.splice(k, 1);
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k -= 1;
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L -= 1;
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}
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} else if (k === 0) {
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// singular row, RHS is zero
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const bNew = [...b];
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bNew[i] = 1;
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// loop upper triangular
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for (let j = 0, lastIndex = iIndices.length; j < lastIndex; j++) {
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const J = iIndices[j];
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bNew[J] = subtractScalar(bNew[J], iValues[j]);
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}
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B.push(bNew);
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}
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}
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}
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return B.map(x => new DenseMatrix({
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data: x.map(e => [e]),
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size: [rows, 1]
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}));
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}
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}); |