simple-squiggle

A restricted subset of Squiggle
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csSpsolve.js (2850B)


      1 import { csReach } from './csReach.js';
      2 import { factory } from '../../../utils/factory.js';
      3 var name = 'csSpsolve';
      4 var dependencies = ['divideScalar', 'multiply', 'subtract'];
      5 export var createCsSpsolve = /* #__PURE__ */factory(name, dependencies, _ref => {
      6   var {
      7     divideScalar,
      8     multiply,
      9     subtract
     10   } = _ref;
     11 
     12   /**
     13    * The function csSpsolve() computes the solution to G * x = bk, where bk is the
     14    * kth column of B. When lo is true, the function assumes G = L is lower triangular with the
     15    * diagonal entry as the first entry in each column. When lo is true, the function assumes G = U
     16    * is upper triangular with the diagonal entry as the last entry in each column.
     17    *
     18    * @param {Matrix}  g               The G matrix
     19    * @param {Matrix}  b               The B matrix
     20    * @param {Number}  k               The kth column in B
     21    * @param {Array}   xi              The nonzero pattern xi[top] .. xi[n - 1], an array of size = 2 * n
     22    *                                  The first n entries is the nonzero pattern, the last n entries is the stack
     23    * @param {Array}   x               The soluton to the linear system G * x = b
     24    * @param {Array}   pinv            The inverse row permutation vector, must be null for L * x = b
     25    * @param {boolean} lo              The lower (true) upper triangular (false) flag
     26    *
     27    * @return {Number}                 The index for the nonzero pattern
     28    *
     29    * Reference: http://faculty.cse.tamu.edu/davis/publications.html
     30    */
     31   return function csSpsolve(g, b, k, xi, x, pinv, lo) {
     32     // g arrays
     33     var gvalues = g._values;
     34     var gindex = g._index;
     35     var gptr = g._ptr;
     36     var gsize = g._size; // columns
     37 
     38     var n = gsize[1]; // b arrays
     39 
     40     var bvalues = b._values;
     41     var bindex = b._index;
     42     var bptr = b._ptr; // vars
     43 
     44     var p, p0, p1, q; // xi[top..n-1] = csReach(B(:,k))
     45 
     46     var top = csReach(g, b, k, xi, pinv); // clear x
     47 
     48     for (p = top; p < n; p++) {
     49       x[xi[p]] = 0;
     50     } // scatter b
     51 
     52 
     53     for (p0 = bptr[k], p1 = bptr[k + 1], p = p0; p < p1; p++) {
     54       x[bindex[p]] = bvalues[p];
     55     } // loop columns
     56 
     57 
     58     for (var px = top; px < n; px++) {
     59       // x array index for px
     60       var j = xi[px]; // apply permutation vector (U x = b), j maps to column J of G
     61 
     62       var J = pinv ? pinv[j] : j; // check column J is empty
     63 
     64       if (J < 0) {
     65         continue;
     66       } // column value indeces in G, p0 <= p < p1
     67 
     68 
     69       p0 = gptr[J];
     70       p1 = gptr[J + 1]; // x(j) /= G(j,j)
     71 
     72       x[j] = divideScalar(x[j], gvalues[lo ? p0 : p1 - 1]); // first entry L(j,j)
     73 
     74       p = lo ? p0 + 1 : p0;
     75       q = lo ? p1 : p1 - 1; // loop
     76 
     77       for (; p < q; p++) {
     78         // row
     79         var i = gindex[p]; // x(i) -= G(i,j) * x(j)
     80 
     81         x[i] = subtract(x[i], multiply(gvalues[p], x[j]));
     82       }
     83     } // return top of stack
     84 
     85 
     86     return top;
     87   };
     88 });