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105 lines
2.9 KiB
JavaScript
105 lines
2.9 KiB
JavaScript
const assert = require('assert')
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const approx = require('../../../../tools/approx')
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const math = require('../../../../src/main').create()
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math.import(require('../../../../src/function/algebra/sparse/cs_permute'))
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math.import(require('../../../../src/function/algebra/sparse/cs_lu'))
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math.import(require('../../../../src/function/algebra/sparse/cs_sqr'))
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const cs_permute = math.sparse.cs_permute
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const cs_lu = math.sparse.cs_lu
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const cs_sqr = math.sparse.cs_sqr
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describe('cs_lu', function () {
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it('should decompose matrix, 2 x 2, no symbolic ordering and analysis, partial pivoting', function () {
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const m = math.sparse([[2, 1], [1, 4]])
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// partial pivoting
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const r = cs_lu(m, null, 1)
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// L
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assert.deepEqual(r.L.valueOf(), [[1, 0], [0.5, 1]])
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// U
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assert.deepEqual(r.U.valueOf(), [[2, 1], [0, 3.5]])
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// P
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assert.deepEqual(r.pinv, [0, 1])
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// verify
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approx.deepEqual(cs_permute(m, r.pinv, null, true), math.multiply(r.L, r.U))
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})
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it('should decompose matrix, 4 x 4, natural ordering (order=0), partial pivoting', function () {
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const m = math.sparse(
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[
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[4.5, 0, 3.2, 0],
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[3.1, 2.9, 0, 0.9],
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[0, 1.7, 3, 0],
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[3.5, 0.4, 0, 1]
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])
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// symbolic ordering and analysis, order = 0
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const s = cs_sqr(0, m, false)
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// partial pivoting
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const r = cs_lu(m, s, 1)
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// verify
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approx.deepEqual(cs_permute(m, r.pinv, s.q, true).valueOf(), math.multiply(r.L, r.U).valueOf())
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})
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it('should decompose matrix, 4 x 4, amd(A+A\') (order=1), partial pivoting', function () {
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const m = math.sparse(
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[
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[4.5, 0, 3.2, 0],
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[3.1, 2.9, 0, 0.9],
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[0, 1.7, 3, 0],
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[3.5, 0.4, 0, 1]
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])
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// symbolic ordering and analysis, order = 1
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const s = cs_sqr(1, m, false)
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// partial pivoting
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const r = cs_lu(m, s, 1)
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// verify
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approx.deepEqual(cs_permute(m, r.pinv, s.q, true).valueOf(), math.multiply(r.L, r.U).valueOf())
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})
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it('should decompose matrix, 4 x 4, amd(A\'*A) (order=2), partial pivoting', function () {
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const m = math.sparse(
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[
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[4.5, 0, 3.2, 0],
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[3.1, 2.9, 0, 0.9],
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[0, 1.7, 3, 0],
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[3.5, 0.4, 0, 1]
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])
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// symbolic ordering and analysis, order = 2
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const s = cs_sqr(2, m, false)
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// partial pivoting
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const r = cs_lu(m, s, 1)
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// verify
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approx.deepEqual(cs_permute(m, r.pinv, s.q, true).valueOf(), math.multiply(r.L, r.U).valueOf())
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})
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it('should decompose matrix, 4 x 4, amd(A\'*A) (order=3), partial pivoting', function () {
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const m = math.sparse(
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[
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[4.5, 0, 3.2, 0],
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[3.1, 2.9, 0, 0.9],
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[0, 1.7, 3, 0],
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[3.5, 0.4, 0, 1]
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])
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// symbolic ordering and analysis, order = 3
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const s = cs_sqr(3, m, false)
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// partial pivoting
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const r = cs_lu(m, s, 1)
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// verify
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approx.deepEqual(cs_permute(m, r.pinv, s.q, true).valueOf(), math.multiply(r.L, r.U).valueOf())
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})
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})
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