@danielsimonjr/mathts-matrix 0.6.3 → 0.7.0

package/dist/index.d.ts

@@ -2278,6 +2278,23 @@ interface LUResult {
  * @throws {Error} if `A` is singular (zero pivot encountered).
  */
 declare function lu(A: DenseMatrix): LUResult;
+/**
+ * Solve the dense linear system `A · x = b` using a precomputed LU factorisation
+ * (from {@link lu}), where `P · A = L · U`.
+ *
+ * Applies the row permutation to `b` (`(P·b)[i] = b[P[i]]`), forward-substitutes
+ * the unit-lower-triangular `L`, then back-substitutes the upper-triangular `U`.
+ * Each call is O(n²), so factor **once** with `lu()` and call `luSolve` repeatedly
+ * to solve many right-hand sides against the same matrix — the pattern the stiff
+ * Rosenbrock/RODAS ODE steps use (the iteration matrix is solved against 3–6
+ * successive RHS per step).
+ *
+ * @param fac An `LUResult` produced by {@link lu}.
+ * @param b   Right-hand side vector of length `n` (`number[]` or `Float64Array`).
+ * @returns   The solution vector `x` as a `number[]` of length `n`.
+ * @throws {Error} if `b.length` does not equal the factor dimension `n`.
+ */
+declare function luSolve(fac: LUResult, b: ArrayLike<number>): number[];
 
 /**
  * Cholesky Decomposition (DenseMatrix primitive)
@@ -3024,4 +3041,4 @@ declare function initializeParallelMatrix(): Promise<void>;
  */
 declare function terminateParallelMatrix(): Promise<void>;
 
-export { BUILTIN_SHADERS, type BackendHints, BackendManager, BackendRegistry, type BackendType, BatchExecutor, type CholeskyResult, DEFAULT_BACKEND_HINTS, DEFAULT_EXTENDED_HINTS, DenseMatrix, type EigOptions, type EigResult, type ExpmOptions, type ExtendedBackendHints, GPUBackend, type GPUBackendOptions, type GPUBackendStatus, GPUMatrixBackend, type GPUMatrixBackendConfig, JSBackend, type LQResult, type LUResult, type LogmOptions, Matrix, type MatrixBackend, type MatrixEntry, type MatrixIndex, type MatrixType, type OperationType, ParallelBackend, type ParallelBackendConfig, type PinvOptions, type QLResult, type QROptions, type QRPivotedOptions, type QRPivotedResult, type QRResult, type RQResult, type SVDOptions, type SVDResult, type SchurOptions, type SchurResult, type SliceSpec, SparseMatrix, type SqrtmOptions, type SyncConfig, SyncManager, type SyncStrategy, WASMBackend, type WASMBackendConfig, type WasmFeatures, abs, add, backendManager, backendRegistry, cholesky, clearFeatureCache, column, cond, condest, createBackendManager, createGPUMatrixBackend, createParallelBackend, createSyncManager, createWASMBackend, destroyGlobalGPUBackend, detectWasmFeatures, diag, diagonal, divide, dotMultiply, eig, eigWasm, eigvals, eigvalsWasm, exp, getCachedFeatures, getGlobalGPUBackend, gpuMatrixBackend, identity, initializeGlobalGPUBackend, initializeParallelMatrix, isAtomicsAvailable, isDenseMatrix, isMatrix, isSharedMemoryAvailable, isSparseMatrix, isWasmAvailable, jsBackend, log, lowRankApprox, lq, lu, matrix, matrixExpm, matrixLogm, pinv as matrixPinv, matrixSchur, matrixSqrtm, max, mean, min, multiply, norm, norm2, normFro, ones, parallelBackend, parallelDiag, parallelDotMultiply, parallelIdentity, parallelMatrix, parallelMatrixAbs, parallelMatrixAdd, parallelMatrixColumn, parallelMatrixCos, parallelMatrixDiagonal, parallelMatrixDistance, parallelMatrixDivide, parallelMatrixDot, parallelMatrixExp, parallelMatrixHistogram, parallelMatrixLog, parallelMatrixMatvec, parallelMatrixMax, parallelMatrixMean, parallelMatrixMin, parallelMatrixMultiply, parallelMatrixNorm, parallelMatrixOperations, parallelMatrixOuter, parallelMatrixRow, parallelMatrixSin, parallelMatrixSize, parallelMatrixSqrt, parallelMatrixSquare, parallelMatrixStd, parallelMatrixSubset, parallelMatrixSubtract, parallelMatrixSum, parallelMatrixTan, parallelMatrixTrace, parallelMatrixTranspose, parallelMatrixVariance, parallelOnes, parallelRandom, parallelUnaryMinus, parallelZeros, pinv$1 as pinv, pow, powerIteration, ql, qr, qrPivoted, random, row, rq, singularValues, size, spectralRadiusWasm, sqrt, square, subset, subtract, sum, svd, svdWasm, terminateParallelMatrix, trace, transpose, typedMatrixOperations, unaryMinus, wasmBackend, zeros };
+export { BUILTIN_SHADERS, type BackendHints, BackendManager, BackendRegistry, type BackendType, BatchExecutor, type CholeskyResult, DEFAULT_BACKEND_HINTS, DEFAULT_EXTENDED_HINTS, DenseMatrix, type EigOptions, type EigResult, type ExpmOptions, type ExtendedBackendHints, GPUBackend, type GPUBackendOptions, type GPUBackendStatus, GPUMatrixBackend, type GPUMatrixBackendConfig, JSBackend, type LQResult, type LUResult, type LogmOptions, Matrix, type MatrixBackend, type MatrixEntry, type MatrixIndex, type MatrixType, type OperationType, ParallelBackend, type ParallelBackendConfig, type PinvOptions, type QLResult, type QROptions, type QRPivotedOptions, type QRPivotedResult, type QRResult, type RQResult, type SVDOptions, type SVDResult, type SchurOptions, type SchurResult, type SliceSpec, SparseMatrix, type SqrtmOptions, type SyncConfig, SyncManager, type SyncStrategy, WASMBackend, type WASMBackendConfig, type WasmFeatures, abs, add, backendManager, backendRegistry, cholesky, clearFeatureCache, column, cond, condest, createBackendManager, createGPUMatrixBackend, createParallelBackend, createSyncManager, createWASMBackend, destroyGlobalGPUBackend, detectWasmFeatures, diag, diagonal, divide, dotMultiply, eig, eigWasm, eigvals, eigvalsWasm, exp, getCachedFeatures, getGlobalGPUBackend, gpuMatrixBackend, identity, initializeGlobalGPUBackend, initializeParallelMatrix, isAtomicsAvailable, isDenseMatrix, isMatrix, isSharedMemoryAvailable, isSparseMatrix, isWasmAvailable, jsBackend, log, lowRankApprox, lq, lu, luSolve, matrix, matrixExpm, matrixLogm, pinv as matrixPinv, matrixSchur, matrixSqrtm, max, mean, min, multiply, norm, norm2, normFro, ones, parallelBackend, parallelDiag, parallelDotMultiply, parallelIdentity, parallelMatrix, parallelMatrixAbs, parallelMatrixAdd, parallelMatrixColumn, parallelMatrixCos, parallelMatrixDiagonal, parallelMatrixDistance, parallelMatrixDivide, parallelMatrixDot, parallelMatrixExp, parallelMatrixHistogram, parallelMatrixLog, parallelMatrixMatvec, parallelMatrixMax, parallelMatrixMean, parallelMatrixMin, parallelMatrixMultiply, parallelMatrixNorm, parallelMatrixOperations, parallelMatrixOuter, parallelMatrixRow, parallelMatrixSin, parallelMatrixSize, parallelMatrixSqrt, parallelMatrixSquare, parallelMatrixStd, parallelMatrixSubset, parallelMatrixSubtract, parallelMatrixSum, parallelMatrixTan, parallelMatrixTrace, parallelMatrixTranspose, parallelMatrixVariance, parallelOnes, parallelRandom, parallelUnaryMinus, parallelZeros, pinv$1 as pinv, pow, powerIteration, ql, qr, qrPivoted, random, row, rq, singularValues, size, spectralRadiusWasm, sqrt, square, subset, subtract, sum, svd, svdWasm, terminateParallelMatrix, trace, transpose, typedMatrixOperations, unaryMinus, wasmBackend, zeros };

package/dist/index.js

@@ -6492,6 +6492,30 @@ function lu(A) {
     P: perm
   };
 }
+function luSolve(fac, b) {
+  const n = fac.P.length;
+  if (b.length !== n) {
+    throw new Error(
+      `luSolve: right-hand side length ${b.length} does not match factor dimension ${n}`
+    );
+  }
+  const L = fac.L.toFloat64Array();
+  const U = fac.U.toFloat64Array();
+  const P = fac.P;
+  const y = new Array(n);
+  for (let i = 0; i < n; i++) {
+    let s = b[P[i]];
+    for (let k = 0; k < i; k++) s -= L[i * n + k] * y[k];
+    y[i] = s;
+  }
+  const x = new Array(n);
+  for (let i = n - 1; i >= 0; i--) {
+    let s = y[i];
+    for (let k = i + 1; k < n; k++) s -= U[i * n + k] * x[k];
+    x[i] = s / U[i * n + i];
+  }
+  return x;
+}
 
 // src/operations/cholesky.ts
 init_DenseMatrix();
@@ -7556,7 +7580,7 @@ function ql(A) {
 }
 
 // src/operations/condest.ts
-function luSolve(L, U, perm, n, b) {
+function luSolve2(L, U, perm, n, b) {
   const pb = new Array(n);
   for (let i = 0; i < n; i++) pb[i] = b[perm[i]];
   const y = new Array(n);
@@ -7646,7 +7670,7 @@ function condest(A, p = 1) {
     return Infinity;
   }
   const norm1Inv = hagerNormEstimate(
-    (v) => luSolve(L, U, perm, n, v),
+    (v) => luSolve2(L, U, perm, n, v),
     (v) => luSolveTranspose(L, U, perm, n, v),
     n
   );
@@ -8544,6 +8568,7 @@ export {
   lowRankApprox,
   lq,
   lu,
+  luSolve,
   matrix,
   matrixExpm,
   matrixLogm,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-matrix",
-  "version": "0.6.3",
+  "version": "0.7.0",
   "description": "Matrix operations for MathTS with WASM/WebGPU backend support",
   "author": "Daniel Simon Jr.",
   "license": "MIT",