mathjs 7.2.0 → 7.5.1

package/lib/function/algebra/solver/lsolveAll.js

@@ -0,0 +1,223 @@
+"use strict";
+
+Object.defineProperty(exports, "__esModule", {
+  value: true
+});
+exports.createLsolveAll = void 0;
+
+var _factory = require("../../../utils/factory");
+
+var _solveValidation = require("./utils/solveValidation");
+
+function _toConsumableArray(arr) { return _arrayWithoutHoles(arr) || _iterableToArray(arr) || _unsupportedIterableToArray(arr) || _nonIterableSpread(); }
+
+function _nonIterableSpread() { throw new TypeError("Invalid attempt to spread non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method."); }
+
+function _unsupportedIterableToArray(o, minLen) { if (!o) return; if (typeof o === "string") return _arrayLikeToArray(o, minLen); var n = Object.prototype.toString.call(o).slice(8, -1); if (n === "Object" && o.constructor) n = o.constructor.name; if (n === "Map" || n === "Set") return Array.from(o); if (n === "Arguments" || /^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(n)) return _arrayLikeToArray(o, minLen); }
+
+function _iterableToArray(iter) { if (typeof Symbol !== "undefined" && Symbol.iterator in Object(iter)) return Array.from(iter); }
+
+function _arrayWithoutHoles(arr) { if (Array.isArray(arr)) return _arrayLikeToArray(arr); }
+
+function _arrayLikeToArray(arr, len) { if (len == null || len > arr.length) len = arr.length; for (var i = 0, arr2 = new Array(len); i < len; i++) { arr2[i] = arr[i]; } return arr2; }
+
+var name = 'lsolveAll';
+var dependencies = ['typed', 'matrix', 'divideScalar', 'multiplyScalar', 'subtract', 'equalScalar', 'DenseMatrix'];
+var createLsolveAll = /* #__PURE__ */(0, _factory.factory)(name, dependencies, function (_ref) {
+  var typed = _ref.typed,
+      matrix = _ref.matrix,
+      divideScalar = _ref.divideScalar,
+      multiplyScalar = _ref.multiplyScalar,
+      subtract = _ref.subtract,
+      equalScalar = _ref.equalScalar,
+      DenseMatrix = _ref.DenseMatrix;
+  var solveValidation = (0, _solveValidation.createSolveValidation)({
+    DenseMatrix: DenseMatrix
+  });
+  /**
+   * Finds all solutions of a linear equation system by forwards substitution. Matrix must be a lower triangular matrix.
+   *
+   * `L * x = b`
+   *
+   * Syntax:
+   *
+   *    math.lsolve(L, b)
+   *
+   * Examples:
+   *
+   *    const a = [[-2, 3], [2, 1]]
+   *    const b = [11, 9]
+   *    const x = lsolve(a, b)  // [ [[-5.5], [20]] ]
+   *
+   * See also:
+   *
+   *    lsolve, 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[]}  An array of affine-independent column vectors (x) that solve the linear system
+   */
+
+  return typed(name, {
+    'SparseMatrix, Array | Matrix': function SparseMatrixArrayMatrix(m, b) {
+      return _sparseForwardSubstitution(m, b);
+    },
+    'DenseMatrix, Array | Matrix': function DenseMatrixArrayMatrix(m, b) {
+      return _denseForwardSubstitution(m, b);
+    },
+    'Array, Array | Matrix': function ArrayArrayMatrix(a, b) {
+      var m = matrix(a);
+
+      var R = _denseForwardSubstitution(m, b);
+
+      return R.map(function (r) {
+        return r.valueOf();
+      });
+    }
+  });
+
+  function _denseForwardSubstitution(m, b_) {
+    // the algorithm is derived from
+    // https://www.overleaf.com/project/5e6c87c554a3190001a3fc93
+    // array of right-hand sides
+    var B = [solveValidation(m, b_, true)._data.map(function (e) {
+      return e[0];
+    })];
+    var M = m._data;
+    var rows = m._size[0];
+    var columns = m._size[1]; // loop columns
+
+    for (var i = 0; i < columns; i++) {
+      var L = B.length; // loop right-hand sides
+
+      for (var k = 0; k < L; k++) {
+        var b = B[k];
+
+        if (!equalScalar(M[i][i], 0)) {
+          // non-singular row
+          b[i] = divideScalar(b[i], M[i][i]);
+
+          for (var j = i + 1; j < columns; j++) {
+            // b[j] -= b[i] * M[j,i]
+            b[j] = subtract(b[j], multiplyScalar(b[i], M[j][i]));
+          }
+        } else if (!equalScalar(b[i], 0)) {
+          // singular row, nonzero RHS
+          if (k === 0) {
+            // There is no valid solution
+            return [];
+          } else {
+            // This RHS is invalid but other solutions may still exist
+            B.splice(k, 1);
+            k -= 1;
+            L -= 1;
+          }
+        } else if (k === 0) {
+          // singular row, RHS is zero
+          var bNew = _toConsumableArray(b);
+
+          bNew[i] = 1;
+
+          for (var _j = i + 1; _j < columns; _j++) {
+            bNew[_j] = subtract(bNew[_j], M[_j][i]);
+          }
+
+          B.push(bNew);
+        }
+      }
+    }
+
+    return B.map(function (x) {
+      return new DenseMatrix({
+        data: x.map(function (e) {
+          return [e];
+        }),
+        size: [rows, 1]
+      });
+    });
+  }
+
+  function _sparseForwardSubstitution(m, b_) {
+    // array of right-hand sides
+    var B = [solveValidation(m, b_, true)._data.map(function (e) {
+      return e[0];
+    })];
+    var rows = m._size[0];
+    var columns = m._size[1];
+    var values = m._values;
+    var index = m._index;
+    var ptr = m._ptr; // loop columns
+
+    for (var i = 0; i < columns; i++) {
+      var L = B.length; // loop right-hand sides
+
+      for (var k = 0; k < L; k++) {
+        var b = B[k]; // values & indices (column i)
+
+        var iValues = [];
+        var iIndices = []; // first & last indeces in column
+
+        var firstIndex = ptr[i];
+        var lastIndex = ptr[i + 1]; // find the value at [i, i]
+
+        var Mii = 0;
+
+        for (var j = firstIndex; j < lastIndex; j++) {
+          var J = index[j]; // check row
+
+          if (J === i) {
+            Mii = values[j];
+          } else if (J > i) {
+            // store lower triangular
+            iValues.push(values[j]);
+            iIndices.push(J);
+          }
+        }
+
+        if (!equalScalar(Mii, 0)) {
+          // non-singular row
+          b[i] = divideScalar(b[i], Mii);
+
+          for (var _j2 = 0, _lastIndex = iIndices.length; _j2 < _lastIndex; _j2++) {
+            var _J = iIndices[_j2];
+            b[_J] = subtract(b[_J], multiplyScalar(b[i], iValues[_j2]));
+          }
+        } else if (!equalScalar(b[i], 0)) {
+          // singular row, nonzero RHS
+          if (k === 0) {
+            // There is no valid solution
+            return [];
+          } else {
+            // This RHS is invalid but other solutions may still exist
+            B.splice(k, 1);
+            k -= 1;
+            L -= 1;
+          }
+        } else if (k === 0) {
+          // singular row, RHS is zero
+          var bNew = _toConsumableArray(b);
+
+          bNew[i] = 1;
+
+          for (var _j3 = 0, _lastIndex2 = iIndices.length; _j3 < _lastIndex2; _j3++) {
+            var _J2 = iIndices[_j3];
+            bNew[_J2] = subtract(bNew[_J2], iValues[_j3]);
+          }
+
+          B.push(bNew);
+        }
+      }
+    }
+
+    return B.map(function (x) {
+      return new DenseMatrix({
+        data: x.map(function (e) {
+          return [e];
+        }),
+        size: [rows, 1]
+      });
+    });
+  }
+});
+exports.createLsolveAll = createLsolveAll;

package/lib/function/algebra/solver/lusolve.js

@@ -62,63 +62,49 @@ var createLusolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, fun
 
   return typed(name, {
     'Array, Array | Matrix': function ArrayArrayMatrix(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
+      a = matrix(a);
+      var d = lup(a);
 
+      var x = _lusolve(d.L, d.U, d.p, null, b);
 
       return x.valueOf();
     },
     'DenseMatrix, Array | Matrix': function DenseMatrixArrayMatrix(a, b) {
-      // matrix lup decomposition
-      var d = lup(a); // solve
-
+      var d = lup(a);
       return _lusolve(d.L, d.U, d.p, null, b);
     },
     'SparseMatrix, Array | Matrix': function SparseMatrixArrayMatrix(a, b) {
-      // matrix lup decomposition
-      var d = lup(a); // solve
-
+      var d = lup(a);
       return _lusolve(d.L, d.U, d.p, null, b);
     },
     'SparseMatrix, Array | Matrix, number, number': function SparseMatrixArrayMatrixNumberNumber(a, b, order, threshold) {
-      // matrix lu decomposition
-      var d = slu(a, order, threshold); // solve
-
+      var d = slu(a, order, threshold);
       return _lusolve(d.L, d.U, d.p, d.q, b);
     },
     'Object, Array | Matrix': function ObjectArrayMatrix(d, b) {
-      // solve
       return _lusolve(d.L, d.U, d.p, d.q, b);
     }
   });
 
   function _toMatrix(a) {
-    // check it is a matrix
     if ((0, _is.isMatrix)(a)) {
       return a;
-    } // check array
-
+    }
 
     if ((0, _is.isArray)(a)) {
       return matrix(a);
-    } // throw
-
+    }
 
     throw new TypeError('Invalid Matrix LU decomposition');
   }
 
   function _lusolve(l, u, p, q, b) {
-    // verify L, U, P
+    // verify decomposition
     l = _toMatrix(l);
-    u = _toMatrix(u); // validate matrix and vector
-
-    b = solveValidation(l, b, false); // apply row permutations if needed (b is a DenseMatrix)
+    u = _toMatrix(u); // apply row permutations if needed (b is a DenseMatrix)
 
     if (p) {
+      b = solveValidation(l, b, true);
       b._data = (0, _csIpvec.csIpvec)(p, b._data);
     } // use forward substitution to resolve L * y = b
 
@@ -129,8 +115,7 @@ var createLusolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, fun
 
     if (q) {
       x._data = (0, _csIpvec.csIpvec)(q, x._data);
-    } // return solution
-
+    }
 
     return x;
   }

package/lib/function/algebra/solver/usolve.js

@@ -23,7 +23,7 @@ var createUsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, func
     DenseMatrix: DenseMatrix
   });
   /**
-   * Solves the linear equation system by backward substitution. Matrix must be an upper triangular matrix.
+   * Finds one solution of a linear equation system by backward substitution. Matrix must be an upper triangular matrix. Throws an error if there's no solution.
    *
    * `U * x = b`
    *
@@ -39,7 +39,7 @@ var createUsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, func
    *
    * See also:
    *
-   *    lup, slu, usolve, lusolve
+   *    usolveAll, lup, slu, usolve, lusolve
    *
    * @param {Matrix, Array} U       A N x N matrix or array (U)
    * @param {Matrix, Array} b       A column vector with the b values
@@ -49,68 +49,59 @@ var createUsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, func
 
   return typed(name, {
     'SparseMatrix, Array | Matrix': function SparseMatrixArrayMatrix(m, b) {
-      // process matrix
       return _sparseBackwardSubstitution(m, b);
     },
     'DenseMatrix, Array | Matrix': function DenseMatrixArrayMatrix(m, b) {
-      // process matrix
       return _denseBackwardSubstitution(m, b);
     },
     'Array, Array | Matrix': function ArrayArrayMatrix(a, b) {
-      // create dense matrix from array
-      var m = matrix(a); // use matrix implementation
-
-      var r = _denseBackwardSubstitution(m, b); // result
+      var m = matrix(a);
 
+      var r = _denseBackwardSubstitution(m, b);
 
       return r.valueOf();
     }
   });
 
   function _denseBackwardSubstitution(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
-
+    // make b into a column vector
+    b = solveValidation(m, b, true);
+    var bdata = b._data;
     var rows = m._size[0];
     var columns = m._size[1]; // result
 
-    var x = []; // arrays
-
-    var data = m._data; // backward solve m * x = b, loop columns (backwards)
+    var x = [];
+    var mdata = m._data; // loop columns backwards
 
     for (var j = columns - 1; j >= 0; j--) {
       // b[j]
       var bj = bdata[j][0] || 0; // x[j]
 
-      var xj = void 0; // backward substitution (outer product) avoids inner looping when bj === 0
+      var xj = void 0;
 
       if (!equalScalar(bj, 0)) {
-        // value @ [j, j]
-        var vjj = data[j][j]; // check vjj
+        // value at [j, j]
+        var vjj = mdata[j][j];
 
         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 >= 0; i--) {
           // update copy of b
-          bdata[i] = [subtract(bdata[i][0] || 0, multiplyScalar(xj, data[i][j]))];
+          bdata[i] = [subtract(bdata[i][0] || 0, multiplyScalar(xj, mdata[i][j]))];
         }
       } else {
-        // zero value @ j
+        // zero value at j
         xj = 0;
       } // update x
 
 
       x[j] = [xj];
-    } // return column vector
-
+    }
 
     return new DenseMatrix({
       data: x,
@@ -119,74 +110,60 @@ var createUsolve = /* #__PURE__ */(0, _factory.factory)(name, dependencies, func
   }
 
   function _sparseBackwardSubstitution(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
-
+    // make b into a column vector
+    b = solveValidation(m, b, true);
+    var bdata = b._data;
     var rows = m._size[0];
-    var columns = m._size[1]; // matrix arrays
-
+    var columns = m._size[1];
     var values = m._values;
     var index = m._index;
-    var ptr = m._ptr; // vars
-
-    var i, k; // result
+    var ptr = m._ptr; // result
 
-    var x = []; // backward solve m * x = b, loop columns (backwards)
+    var x = []; // loop columns backwards
 
     for (var j = columns - 1; j >= 0; j--) {
-      // b[j]
-      var bj = bdata[j][0] || 0; // backward substitution (outer product) avoids inner looping when bj === 0
+      var bj = bdata[j][0] || 0;
 
       if (!equalScalar(bj, 0)) {
-        // value @ [j, j]
+        // non-degenerate row, find solution
         var vjj = 0; // upper triangular matrix values & index (column j)
 
-        var jvalues = [];
-        var jindex = []; // first & last indeces in column
+        var jValues = [];
+        var jIndices = []; // first & last indeces in column
 
-        var f = ptr[j];
-        var l = ptr[j + 1]; // values in column, find value @ [j, j], loop backwards
+        var firstIndex = ptr[j];
+        var lastIndex = ptr[j + 1]; // values in column, find value at [j, j], loop backwards
 
-        for (k = l - 1; k >= f; k--) {
-          // row
-          i = index[k]; // check row
+        for (var k = lastIndex - 1; k >= firstIndex; k--) {
+          var i = index[k]; // check row (rows are not sorted!)
 
           if (i === j) {
-            // update vjj
             vjj = values[k];
           } else if (i < j) {
             // store upper triangular
-            jvalues.push(values[k]);
-            jindex.push(i);
+            jValues.push(values[k]);
+            jIndices.push(i);
           }
-        } // at this point we must have a value @ [j, j]
+        } // at this point we must have a value in vjj
 
 
         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 upper triangular
-
-        for (k = 0, l = jindex.length; k < l; k++) {
-          // row
-          i = jindex[k]; // update copy of b
+        }
 
-          bdata[i] = [subtract(bdata[i][0], multiplyScalar(xj, jvalues[k]))];
-        } // update x
+        var xj = divideScalar(bj, vjj);
 
+        for (var _k = 0, _lastIndex = jIndices.length; _k < _lastIndex; _k++) {
+          var _i = jIndices[_k];
+          bdata[_i] = [subtract(bdata[_i][0], multiplyScalar(xj, jValues[_k]))];
+        }
 
         x[j] = [xj];
       } else {
-        // update x
+        // degenerate row, we can choose any value
         x[j] = [0];
       }
-    } // return vector
-
+    }
 
     return new DenseMatrix({
       data: x,