'use strict'; function factory (type, config, load, typed) { var matrix = load(require('../../../type/matrix/function/matrix')); var divideScalar = load(require('../../arithmetic/divideScalar')); var multiplyScalar = load(require('../../arithmetic/multiplyScalar')); var subtract = load(require('../../arithmetic/subtract')); var equalScalar = load(require('../../relational/equalScalar')); var solveValidation = load(require('./utils/solveValidation')); var DenseMatrix = type.DenseMatrix; /** * Solves the linear equation system by forwards substitution. Matrix must be a lower triangular matrix. * * `L * x = b` * * Syntax: * * math.lsolve(L, b); * * Examples: * * var a = [[-2, 3], [2, 1]]; * var b = [11, 9]; * var x = lsolve(a, b); // [[-5.5], [20]] * * See also: * * lup, slu, usolve, lusolve * * @param {Matrix, Array} L A N x N matrix or array (L) * @param {Matrix, Array} b A column vector with the b values * * @return {DenseMatrix | Array} A column vector with the linear system solution (x) */ var lsolve = typed('lsolve', { 'SparseMatrix, Array | Matrix': function (m, b) { // process matrix return _sparseForwardSubstitution(m, b); }, 'DenseMatrix, Array | Matrix': function (m, b) { // process matrix return _denseForwardSubstitution(m, b); }, 'Array, Array | Matrix': function (a, b) { // create dense matrix from array var m = matrix(a); // use matrix implementation var r = _denseForwardSubstitution(m, b); // result return r.valueOf(); } }); var _denseForwardSubstitution = function (m, b) { // validate matrix and vector, return copy of column vector b b = solveValidation(m, b, true); // column vector data var bdata = b._data; // rows & columns var rows = m._size[0]; var columns = m._size[1]; // result var x = []; // data var data = m._data; // forward solve m * x = b, loop columns for (var j = 0; j < columns; j++) { // b[j] var bj = bdata[j][0] || 0; // x[j] var xj; // forward substitution (outer product) avoids inner looping when bj == 0 if (!equalScalar(bj, 0)) { // value @ [j, j] var vjj = data[j][j]; // check vjj if (equalScalar(vjj, 0)) { // system cannot be solved throw new Error('Linear system cannot be solved since matrix is singular'); } // calculate xj xj = divideScalar(bj, vjj); // loop rows for (var i = j + 1; i < rows; i++) { // update copy of b bdata[i] = [subtract(bdata[i][0] || 0, multiplyScalar(xj, data[i][j]))]; } } else { // zero @ j xj = 0; } // update x x[j] = [xj]; } // return vector return new DenseMatrix({ data: x, size: [rows, 1] }); }; var _sparseForwardSubstitution = function (m, b) { // validate matrix and vector, return copy of column vector b b = solveValidation(m, b, true); // column vector data var bdata = b._data; // rows & columns var rows = m._size[0]; var columns = m._size[1]; // matrix arrays var values = m._values; var index = m._index; var ptr = m._ptr; // vars var i, k; // result var x = []; // forward solve m * x = b, loop columns for (var j = 0; j < columns; j++) { // b[j] var bj = bdata[j][0] || 0; // forward substitution (outer product) avoids inner looping when bj == 0 if (!equalScalar(bj, 0)) { // value @ [j, j] var vjj = 0; // lower triangular matrix values & index (column j) var jvalues = []; var jindex = []; // last index in column var l = ptr[j + 1]; // values in column, find value @ [j, j] for (k = ptr[j]; k < l; k++) { // row i = index[k]; // check row (rows are not sorted!) if (i === j) { // update vjj vjj = values[k]; } else if (i > j) { // store lower triangular jvalues.push(values[k]); jindex.push(i); } } // at this point we must have a value @ [j, j] if (equalScalar(vjj, 0)) { // system cannot be solved, there is no value @ [j, j] throw new Error('Linear system cannot be solved since matrix is singular'); } // calculate xj var xj = divideScalar(bj, vjj); // loop lower triangular for (k = 0, l = jindex.length; k < l; k++) { // row i = jindex[k]; // update copy of b bdata[i] = [subtract(bdata[i][0] || 0, multiplyScalar(xj, jvalues[k]))]; } // update x x[j] = [xj]; } else { // update x x[j] = [0]; } } // return vector return new DenseMatrix({ data: x, size: [rows, 1] }); }; return lsolve; } exports.name = 'lsolve'; exports.factory = factory;