lsolve.js 4.7 KB

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