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- import { isArray, isMatrix } from '../../../utils/is.js';
- import { factory } from '../../../utils/factory.js';
- import { createSolveValidation } from './utils/solveValidation.js';
- import { csIpvec } from '../sparse/csIpvec.js';
- var name = 'lusolve';
- var dependencies = ['typed', 'matrix', 'lup', 'slu', 'usolve', 'lsolve', 'DenseMatrix'];
- export var createLusolve = /* #__PURE__ */factory(name, dependencies, _ref => {
- var {
- typed,
- matrix,
- lup,
- slu,
- usolve,
- lsolve,
- DenseMatrix
- } = _ref;
- var solveValidation = createSolveValidation({
- DenseMatrix
- });
- /**
- * Solves the linear system `A * x = b` where `A` is an [n x n] matrix and `b` is a [n] column vector.
- *
- * Syntax:
- *
- * math.lusolve(A, b) // returns column vector with the solution to the linear system A * x = b
- * math.lusolve(lup, b) // returns column vector with the solution to the linear system A * x = b, lup = math.lup(A)
- *
- * Examples:
- *
- * const m = [[1, 0, 0, 0], [0, 2, 0, 0], [0, 0, 3, 0], [0, 0, 0, 4]]
- *
- * const x = math.lusolve(m, [-1, -1, -1, -1]) // x = [[-1], [-0.5], [-1/3], [-0.25]]
- *
- * const f = math.lup(m)
- * const x1 = math.lusolve(f, [-1, -1, -1, -1]) // x1 = [[-1], [-0.5], [-1/3], [-0.25]]
- * const x2 = math.lusolve(f, [1, 2, 1, -1]) // x2 = [[1], [1], [1/3], [-0.25]]
- *
- * const a = [[-2, 3], [2, 1]]
- * const b = [11, 9]
- * const x = math.lusolve(a, b) // [[2], [5]]
- *
- * See also:
- *
- * lup, slu, lsolve, usolve
- *
- * @param {Matrix | Array | Object} A Invertible Matrix or the Matrix LU decomposition
- * @param {Matrix | Array} b Column Vector
- * @param {number} [order] The Symbolic Ordering and Analysis order, see slu for details. Matrix must be a SparseMatrix
- * @param {Number} [threshold] Partial pivoting threshold (1 for partial pivoting), see slu for details. Matrix must be a SparseMatrix.
- *
- * @return {DenseMatrix | Array} Column vector with the solution to the linear system A * x = b
- */
- return typed(name, {
- 'Array, Array | Matrix': function ArrayArrayMatrix(a, b) {
- a = matrix(a);
- var d = lup(a);
- var x = _lusolve(d.L, d.U, d.p, null, b);
- return x.valueOf();
- },
- 'DenseMatrix, Array | Matrix': function DenseMatrixArrayMatrix(a, b) {
- var d = lup(a);
- return _lusolve(d.L, d.U, d.p, null, b);
- },
- 'SparseMatrix, Array | Matrix': function SparseMatrixArrayMatrix(a, b) {
- var d = lup(a);
- return _lusolve(d.L, d.U, d.p, null, b);
- },
- 'SparseMatrix, Array | Matrix, number, number': function SparseMatrixArrayMatrixNumberNumber(a, b, order, threshold) {
- var d = slu(a, order, threshold);
- return _lusolve(d.L, d.U, d.p, d.q, b);
- },
- 'Object, Array | Matrix': function ObjectArrayMatrix(d, b) {
- return _lusolve(d.L, d.U, d.p, d.q, b);
- }
- });
- function _toMatrix(a) {
- if (isMatrix(a)) {
- return a;
- }
- if (isArray(a)) {
- return matrix(a);
- }
- throw new TypeError('Invalid Matrix LU decomposition');
- }
- function _lusolve(l, u, p, q, b) {
- // verify decomposition
- l = _toMatrix(l);
- u = _toMatrix(u);
- // apply row permutations if needed (b is a DenseMatrix)
- if (p) {
- b = solveValidation(l, b, true);
- b._data = csIpvec(p, b._data);
- }
- // use forward substitution to resolve L * y = b
- var y = lsolve(l, b);
- // use backward substitution to resolve U * x = y
- var x = usolve(u, y);
- // apply column permutations if needed (x is a DenseMatrix)
- if (q) {
- x._data = csIpvec(q, x._data);
- }
- return x;
- }
- });
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