'use strict'; var isArray = Array.isArray; function factory (type, config, load, typed) { var matrix = load(require('../../../type/matrix/function/matrix')); var lup = load(require('../decomposition/lup')); var slu = load(require('../decomposition/slu')); var cs_ipvec = load(require('../sparse/cs_ipvec')); var solveValidation = load(require('./utils/solveValidation')); var usolve = load(require('./usolve')); var lsolve = load(require('./lsolve')); /** * 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: * * var m = [[1, 0, 0, 0], [0, 2, 0, 0], [0, 0, 3, 0], [0, 0, 0, 4]]; * * var x = math.lusolve(m, [-1, -1, -1, -1]); // x = [[-1], [-0.5], [-1/3], [-0.25]] * * var f = math.lup(m); * var x1 = math.lusolve(f, [-1, -1, -1, -1]); // x1 = [[-1], [-0.5], [-1/3], [-0.25]] * var x2 = math.lusolve(f, [1, 2, 1, -1]); // x2 = [[1], [1], [1/3], [-0.25]] * * var a = [[-2, 3], [2, 1]]; * var b = [11, 9]; * var x = lusolve(a, b); // [[-5.5], [20]] * * 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 */ var lusolve = typed('lusolve', { 'Array, Array | Matrix': function (a, b) { // convert a to matrix a = matrix(a); // matrix lup decomposition var d = lup(a); // solve var x = _lusolve(d.L, d.U, d.p, null, b); // convert result to array return x.valueOf(); }, 'DenseMatrix, Array | Matrix': function (a, b) { // matrix lup decomposition var d = lup(a); // solve return _lusolve(d.L, d.U, d.p, null, b); }, 'SparseMatrix, Array | Matrix': function (a, b) { // matrix lup decomposition var d = lup(a); // solve return _lusolve(d.L, d.U, d.p, null, b); }, 'SparseMatrix, Array | Matrix, number, number': function (a, b, order, threshold) { // matrix lu decomposition var d = slu(a, order, threshold); // solve return _lusolve(d.L, d.U, d.p, d.q, b); }, 'Object, Array | Matrix': function (d, b) { // solve return _lusolve(d.L, d.U, d.p, d.q, b); } }); var _toMatrix = function (a) { // check it is a matrix if (type.isMatrix(a)) return a; // check array if (isArray(a)) return matrix(a); // throw throw new TypeError('Invalid Matrix LU decomposition'); }; var _lusolve = function (l, u, p, q, b) { // verify L, U, P l = _toMatrix(l); u = _toMatrix(u); // validate matrix and vector b = solveValidation(l, b, false); // apply row permutations if needed (b is a DenseMatrix) if (p) b._data = cs_ipvec(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 = cs_ipvec(q, x._data); // return solution return x; }; return lusolve; } exports.name = 'lusolve'; exports.factory = factory;