jiangchengfeiyi-xiaochengxu/node_modules/mathjs/lib/cjs/function/algebra/sparse/csLu.js
2025-01-02 11:13:50 +08:00

188 lines
5.2 KiB
JavaScript

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