// Copyright 2011 The Closure Library Authors. All Rights Reserved. // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS-IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. /** * @fileoverview The Tridiagonal matrix algorithm solver solves a special * version of a sparse linear system Ax = b where A is tridiagonal. * * See http://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm * */ goog.provide('goog.math.tdma'); /** * Solves a linear system where the matrix is square tri-diagonal. That is, * given a system of equations: * * A * result = vecRight, * * this class computes result = inv(A) * vecRight, where A has the special form * of a tri-diagonal matrix: * * |dia(0) sup(0) 0 0 ... 0| * |sub(0) dia(1) sup(1) 0 ... 0| * A =| ... | * |0 ... 0 sub(n-2) dia(n-1) sup(n-1)| * |0 ... 0 0 sub(n-1) dia(n)| * * @param {!Array.} subDiag The sub diagonal of the matrix. * @param {!Array.} mainDiag The main diagonal of the matrix. * @param {!Array.} supDiag The super diagonal of the matrix. * @param {!Array.} vecRight The right vector of the system * of equations. * @param {Array.=} opt_result The optional array to store the result. * @return {!Array.} The vector that is the solution to the system. */ goog.math.tdma.solve = function( subDiag, mainDiag, supDiag, vecRight, opt_result) { // Make a local copy of the main diagonal and the right vector. mainDiag = mainDiag.slice(); vecRight = vecRight.slice(); // The dimension of the matrix. var nDim = mainDiag.length; // Construct a modified linear system of equations with the same solution // as the input one. for (var i = 1; i < nDim; ++i) { var m = subDiag[i - 1] / mainDiag[i - 1]; mainDiag[i] = mainDiag[i] - m * supDiag[i - 1]; vecRight[i] = vecRight[i] - m * vecRight[i - 1]; } // Solve the new system of equations by simple back-substitution. var result = opt_result || new Array(vecRight.length); result[nDim - 1] = vecRight[nDim - 1] / mainDiag[nDim - 1]; for (i = nDim - 2; i >= 0; --i) { result[i] = (vecRight[i] - supDiag[i] * result[i + 1]) / mainDiag[i]; } return result; };