mathjs/lib/function/algebra/sparse/sparse_spsolve.js
Rogelio J. Baucells 9ab61740e7 sparse algorithms
2015-04-22 23:15:04 -04:00

82 lines
2.7 KiB
JavaScript

'use strict';
function factory (type, config, load) {
var divideScalar = load(require('../../arithmetic/divideScalar'));
var multiply = load(require('../../arithmetic/multiply'));
var subtract = load(require('../../arithmetic/subtract'));
var sparse_reach = load(require('./sparse_reach'));
/**
* The function sparse_spsolve() computes the solution to G * x = bk, where bk is the
* kth column of B. When lo is true, the function assumes G = L is lower triangular with the
* diagonal entry as the first entry in each column. When lo is true, the function assumes G = U
* is upper triangular with the diagonal entry as the last entry in each column.
*
* @param {Matrix} g The G matrix
* @param {Matrix} b The B matrix
* @param {Number} k The kth column in B
* @param {Array} xi The nonzero pattern xi[top] .. xi[n - 1], an array of size = 2 * n
* @param {Array} x The soluton to the linear system G * x = b
* @param {Array} pinv The permutation vector, must be null for L * x = b
* @param {boolean} lo The lower (true) upper triangular (false) flag
*
* @return {Number} The index for the nonzero pattern
*
* Reference: http://faculty.cse.tamu.edu/davis/publications.html
*/
var sparse_spsolve = function (g, b, k, xi, x, pinv, lo) {
// g arrays
var values = g._values;
var index = g._index;
var ptr = g._ptr;
var size = g._size;
// columns
var n = size[1];
// vars
var p, p0, p1, q;
// xi[top..n-1] = sparse_reach(B(:,k))
var top = sparse_reach(g, b, k, xi, pinv);
// clear x
for (p = top; p < n; p++)
x[xi[p]] = 0;
// scatter b
for (p0 = ptr[k], p1 = ptr[k + 1], p = p0; p < p1; p++)
x[index[p]] = values[p];
// loop columns
for (var px = top; px < n; px++) {
// x array index for px
var j = xi[px];
// apply permutation vector (U x = b), j maps to column J of G
var J = pinv ? pinv[j] : j;
// check column J is empty
if (J < 0)
continue;
// column value indeces in G, p0 <= p < p1
p0 = ptr[J];
p1 = ptr[J + 1];
// x(j) /= G(j,j)
x[j] = divideScalar(x[j], values[lo ? p0 : (p1 - 1)]);
// first entry L(j,j)
p = lo ? (p0 + 1) : p0;
q = lo ? (p1) : (p1 - 1);
// loop
for ( ; p < q ; p++) {
// row
var i = index[p];
// x(i) -= G(i,j) * x(j)
x[i] = subtract(x[i], multiply(values[p], x[j]));
}
}
// return top of stack
return top;
};
return sparse_spsolve;
}
exports.name = 'sparse_spsolve';
exports.path = 'sparse';
exports.factory = factory;