import { factory } from '../../../utils/factory.js'; import { createCsSpsolve } from './csSpsolve.js'; var name = 'csLu'; var dependencies = ['abs', 'divideScalar', 'multiply', 'subtract', 'larger', 'largerEq', 'SparseMatrix']; export var createCsLu = /* #__PURE__ */factory(name, dependencies, _ref => { var { abs, divideScalar, multiply, subtract, larger, largerEq, SparseMatrix } = _ref; var csSpsolve = createCsSpsolve({ divideScalar, multiply, subtract }); /** * Computes the numeric LU factorization of the sparse matrix A. Implements a Left-looking LU factorization * algorithm that computes L and U one column at a tume. At the kth step, it access columns 1 to k-1 of L * and column k of A. Given the fill-reducing column ordering q (see parameter s) computes L, U and pinv so * L * U = A(p, q), where p is the inverse of pinv. * * @param {Matrix} m The A Matrix to factorize * @param {Object} s The symbolic analysis from csSqr(). Provides the fill-reducing * column ordering q * @param {Number} tol Partial pivoting threshold (1 for partial pivoting) * * @return {Number} The numeric LU factorization of A or null * * Reference: http://faculty.cse.tamu.edu/davis/publications.html */ return function csLu(m, s, tol) { // validate input if (!m) { return null; } // m arrays var size = m._size; // columns var n = size[1]; // symbolic analysis result var q; var lnz = 100; var unz = 100; // update symbolic analysis parameters if (s) { q = s.q; lnz = s.lnz || lnz; unz = s.unz || unz; } // L arrays var lvalues = []; // (lnz) var lindex = []; // (lnz) var lptr = []; // (n + 1) // L var L = new SparseMatrix({ values: lvalues, index: lindex, ptr: lptr, size: [n, n] }); // U arrays var uvalues = []; // (unz) var uindex = []; // (unz) var uptr = []; // (n + 1) // U var U = new SparseMatrix({ values: uvalues, index: uindex, ptr: uptr, size: [n, n] }); // inverse of permutation vector var pinv = []; // (n) // vars var i, p; // allocate arrays var x = []; // (n) var xi = []; // (2 * n) // initialize variables for (i = 0; i < n; i++) { // clear workspace x[i] = 0; // no rows pivotal yet pinv[i] = -1; // no cols of L yet lptr[i + 1] = 0; } // reset number of nonzero elements in L and U lnz = 0; unz = 0; // compute L(:,k) and U(:,k) for (var k = 0; k < n; k++) { // update ptr lptr[k] = lnz; uptr[k] = unz; // apply column permutations if needed var col = q ? q[k] : k; // solve triangular system, x = L\A(:,col) var top = csSpsolve(L, m, col, xi, x, pinv, 1); // find pivot var ipiv = -1; var a = -1; // loop xi[] from top -> n for (p = top; p < n; p++) { // x[i] is nonzero i = xi[p]; // check row i is not yet pivotal if (pinv[i] < 0) { // absolute value of x[i] var xabs = abs(x[i]); // check absoulte value is greater than pivot value if (larger(xabs, a)) { // largest pivot candidate so far a = xabs; ipiv = i; } } else { // x(i) is the entry U(pinv[i],k) uindex[unz] = pinv[i]; uvalues[unz++] = x[i]; } } // validate we found a valid pivot if (ipiv === -1 || a <= 0) { return null; } // update actual pivot column, give preference to diagonal value if (pinv[col] < 0 && largerEq(abs(x[col]), multiply(a, tol))) { ipiv = col; } // the chosen pivot var pivot = x[ipiv]; // last entry in U(:,k) is U(k,k) uindex[unz] = k; uvalues[unz++] = pivot; // ipiv is the kth pivot row pinv[ipiv] = k; // first entry in L(:,k) is L(k,k) = 1 lindex[lnz] = ipiv; lvalues[lnz++] = 1; // L(k+1:n,k) = x / pivot for (p = top; p < n; p++) { // row i = xi[p]; // check x(i) is an entry in L(:,k) if (pinv[i] < 0) { // save unpermuted row in L lindex[lnz] = i; // scale pivot column lvalues[lnz++] = divideScalar(x[i], pivot); } // x[0..n-1] = 0 for next k x[i] = 0; } } // update ptr lptr[n] = lnz; uptr[n] = unz; // fix row indices of L for final pinv for (p = 0; p < lnz; p++) { lindex[p] = pinv[lindex[p]]; } // trim arrays lvalues.splice(lnz, lvalues.length - lnz); lindex.splice(lnz, lindex.length - lnz); uvalues.splice(unz, uvalues.length - unz); uindex.splice(unz, uindex.length - unz); // return LU factor return { L: L, U: U, pinv: pinv }; }; });