https://github.com/mikolalysenko/ndarray-lu-solve

solve a system of linear equations from an LU decomposition
https://github.com/mikolalysenko/ndarray-lu-solve

Last synced: 7 days ago
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solve a system of linear equations from an LU decomposition

• Host: GitHub
• URL: https://github.com/mikolalysenko/ndarray-lu-solve
• Owner: mikolalysenko
• License: other
• Created: 2014-05-27T22:10:46.000Z (over 10 years ago)
• Default Branch: master
• Last Pushed: 2014-05-29T12:00:20.000Z (over 10 years ago)
• Last Synced: 2024-12-16T22:35:15.756Z (10 days ago)
• Language: JavaScript
• Size: 326 KB
• Stars: 0
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: readme.markdown
  • License: LICENSE

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README

        
# ndarray-lu-solve

solve a system of linear equations from an LU decomposition

[![testling badge](https://ci.testling.com/substack/ndarray-lu-solve.png)](https://ci.testling.com/substack/ndarray-lu-solve)

[![build status](https://secure.travis-ci.org/substack/ndarray-lu-solve.png)](http://travis-ci.org/substack/ndarray-lu-solve)

# example

``` js

var solve = require('ndarray-lu-solve');

var show = require('ndarray-show');

var crout = require('ndarray-crout-decomposition');

var ndarray = require('ndarray');

var zeros = require('zeros');

var A = ndarray(

    [ 2, 1, -1, 8, -3, -1, 2, -11, -2, 1, 2, -3 ],

    [ 4, 3 ], [ 1, 4 ]

);

var L = zeros([ 3, 3 ]);

var U = zeros([ 3, 3 ]);

crout(A.hi(3,3), L, U);

var X = ndarray(new Float64Array(3));

var Y = ndarray(new Float64Array(3));

var solution = solve(L, U, A.lo(3,0).pick(0), X, Y);

console.log('input:\n' + show(A), '\n');

console.log('solution:\n' + show(solution));

```

output:

```

input:

   2.000    1.000   -1.000    8.000

  -3.000   -1.000    2.000  -11.000

  -2.000    1.000    2.000   -3.000 

solution:

   2.000    3.000   -1.000

```

# methods

``` js

var solve = require('ndarray-lu-solve')

```

## var solution = solve(L, U, B, X, Y)

Given an `L` and `U` ndarrays from a decomposition and a vector `B`, solve the

system `LY = B` for `Y` and `UX = Y` for `X`.

The `solution` is written to `X` as the computation procedes but is also the

return value.

Optional `X` and `Y` parameters are modified in-place and contain elements of

the result. If not given, `X` and `Y` will be allocated.

# install

With [npm](https://npmjs.org) do:

```

npm install ndarray-lu-solve

```

# license

MIT