Sparse Matrix LU decomposition using full pivoting #385
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Conflicts: lib/type/matrix/SparseMatrix.js
Conflicts: lib/type/matrix/SparseMatrix.js
…parse Conflicts: lib/type/matrix/SparseMatrix.js
josdejong
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May 31, 2015
Sparse Matrix LU decomposition using full pivoting
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thanks a lot, impressive job again! Do we have to add credit to the SuiteSparse library somewhere (besides references in the code comments)? |
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I did not find that information anywhere, I will look in more details and let you know. |
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I had a quick look but didn't see anything either. It's at least neat that you included references in the code comments. |
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This pull request adds Sparse Matrix algorithms for LU decomposition using full pivoting to mathjs. The algorithms are a port from SuiteSparse library(C language) to JavaScript. The algorithms have been adapted to work with mathjs arithmetic operations so they will work fine with all supported data types.
An important feature of this implementation is that it adds the ability to order the Sparse Matrix to avoid introducing non-zero entries in the solution keeping the resulting matrices with a density of the same order as the original matrix.
The
lusolve()function has been modified to accept LU decomposition using full pivoing (A[p,q] = L * U)Only one new public API function is introduced to mathjs (
slu()). The SuiteSparse library port is kept private to mathjs.