lsolve.js (4725B)
1 "use strict"; 2 3 Object.defineProperty(exports, "__esModule", { 4 value: true 5 }); 6 exports.createLsolve = void 0; 7 8 var _factory = require("../../../utils/factory.js"); 9 10 var _solveValidation = require("./utils/solveValidation.js"); 11 12 var name = 'lsolve'; 13 var dependencies = ['typed', 'matrix', 'divideScalar', 'multiplyScalar', 'subtract', 'equalScalar', 'DenseMatrix']; 14 var createLsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, function (_ref) { 15 var typed = _ref.typed, 16 matrix = _ref.matrix, 17 divideScalar = _ref.divideScalar, 18 multiplyScalar = _ref.multiplyScalar, 19 subtract = _ref.subtract, 20 equalScalar = _ref.equalScalar, 21 DenseMatrix = _ref.DenseMatrix; 22 var solveValidation = (0, _solveValidation.createSolveValidation)({ 23 DenseMatrix: DenseMatrix 24 }); 25 /** 26 * 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. 27 * 28 * `L * x = b` 29 * 30 * Syntax: 31 * 32 * math.lsolve(L, b) 33 * 34 * Examples: 35 * 36 * const a = [[-2, 3], [2, 1]] 37 * const b = [11, 9] 38 * const x = lsolve(a, b) // [[-5.5], [20]] 39 * 40 * See also: 41 * 42 * lsolveAll, lup, slu, usolve, lusolve 43 * 44 * @param {Matrix, Array} L A N x N matrix or array (L) 45 * @param {Matrix, Array} b A column vector with the b values 46 * 47 * @return {DenseMatrix | Array} A column vector with the linear system solution (x) 48 */ 49 50 return typed(name, { 51 'SparseMatrix, Array | Matrix': function SparseMatrixArrayMatrix(m, b) { 52 return _sparseForwardSubstitution(m, b); 53 }, 54 'DenseMatrix, Array | Matrix': function DenseMatrixArrayMatrix(m, b) { 55 return _denseForwardSubstitution(m, b); 56 }, 57 'Array, Array | Matrix': function ArrayArrayMatrix(a, b) { 58 var m = matrix(a); 59 60 var r = _denseForwardSubstitution(m, b); 61 62 return r.valueOf(); 63 } 64 }); 65 66 function _denseForwardSubstitution(m, b) { 67 // validate matrix and vector, return copy of column vector b 68 b = solveValidation(m, b, true); 69 var bdata = b._data; 70 var rows = m._size[0]; 71 var columns = m._size[1]; // result 72 73 var x = []; 74 var mdata = m._data; // loop columns 75 76 for (var j = 0; j < columns; j++) { 77 var bj = bdata[j][0] || 0; 78 var xj = void 0; 79 80 if (!equalScalar(bj, 0)) { 81 // non-degenerate row, find solution 82 var vjj = mdata[j][j]; 83 84 if (equalScalar(vjj, 0)) { 85 throw new Error('Linear system cannot be solved since matrix is singular'); 86 } 87 88 xj = divideScalar(bj, vjj); // loop rows 89 90 for (var i = j + 1; i < rows; i++) { 91 bdata[i] = [subtract(bdata[i][0] || 0, multiplyScalar(xj, mdata[i][j]))]; 92 } 93 } else { 94 // degenerate row, we can choose any value 95 xj = 0; 96 } 97 98 x[j] = [xj]; 99 } 100 101 return new DenseMatrix({ 102 data: x, 103 size: [rows, 1] 104 }); 105 } 106 107 function _sparseForwardSubstitution(m, b) { 108 // validate matrix and vector, return copy of column vector b 109 b = solveValidation(m, b, true); 110 var bdata = b._data; 111 var rows = m._size[0]; 112 var columns = m._size[1]; 113 var values = m._values; 114 var index = m._index; 115 var ptr = m._ptr; // result 116 117 var x = []; // loop columns 118 119 for (var j = 0; j < columns; j++) { 120 var bj = bdata[j][0] || 0; 121 122 if (!equalScalar(bj, 0)) { 123 // non-degenerate row, find solution 124 var vjj = 0; // matrix values & indices (column j) 125 126 var jValues = []; 127 var jIndices = []; // first and last index in the column 128 129 var firstIndex = ptr[j]; 130 var lastIndex = ptr[j + 1]; // values in column, find value at [j, j] 131 132 for (var k = firstIndex; k < lastIndex; k++) { 133 var i = index[k]; // check row (rows are not sorted!) 134 135 if (i === j) { 136 vjj = values[k]; 137 } else if (i > j) { 138 // store lower triangular 139 jValues.push(values[k]); 140 jIndices.push(i); 141 } 142 } // at this point we must have a value in vjj 143 144 145 if (equalScalar(vjj, 0)) { 146 throw new Error('Linear system cannot be solved since matrix is singular'); 147 } 148 149 var xj = divideScalar(bj, vjj); 150 151 for (var _k = 0, l = jIndices.length; _k < l; _k++) { 152 var _i = jIndices[_k]; 153 bdata[_i] = [subtract(bdata[_i][0] || 0, multiplyScalar(xj, jValues[_k]))]; 154 } 155 156 x[j] = [xj]; 157 } else { 158 // degenerate row, we can choose any value 159 x[j] = [0]; 160 } 161 } 162 163 return new DenseMatrix({ 164 data: x, 165 size: [rows, 1] 166 }); 167 } 168 }); 169 exports.createLsolve = createLsolve;