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- // Copyright ©2015 The Gonum Authors. All rights reserved.
- // Use of this source code is governed by a BSD-style
- // license that can be found in the LICENSE file.
- package mat
- import (
- "gonum.org/v1/gonum/blas"
- "gonum.org/v1/gonum/blas/blas64"
- "gonum.org/v1/gonum/lapack/lapack64"
- )
- // Solve finds a minimum-norm solution to a system of linear equations defined
- // by the matrices A and B. If A is singular or near-singular, a Condition error
- // is returned. See the documentation for Condition for more information.
- //
- // The minimization problem solved depends on the input parameters:
- // - if m >= n, find X such that ||A*X - B||_2 is minimized,
- // - if m < n, find the minimum norm solution of A * X = B.
- // The solution matrix, X, is stored in-place into the receiver.
- func (m *Dense) Solve(a, b Matrix) error {
- ar, ac := a.Dims()
- br, bc := b.Dims()
- if ar != br {
- panic(ErrShape)
- }
- m.reuseAs(ac, bc)
- // TODO(btracey): Add special cases for SymDense, etc.
- aU, aTrans := untranspose(a)
- bU, bTrans := untranspose(b)
- switch rma := aU.(type) {
- case RawTriangular:
- side := blas.Left
- tA := blas.NoTrans
- if aTrans {
- tA = blas.Trans
- }
- switch rm := bU.(type) {
- case RawMatrixer:
- if m != bU || bTrans {
- if m == bU || m.checkOverlap(rm.RawMatrix()) {
- tmp := getWorkspace(br, bc, false)
- tmp.Copy(b)
- m.Copy(tmp)
- putWorkspace(tmp)
- break
- }
- m.Copy(b)
- }
- default:
- if m != bU {
- m.Copy(b)
- } else if bTrans {
- // m and b share data so Copy cannot be used directly.
- tmp := getWorkspace(br, bc, false)
- tmp.Copy(b)
- m.Copy(tmp)
- putWorkspace(tmp)
- }
- }
- rm := rma.RawTriangular()
- blas64.Trsm(side, tA, 1, rm, m.mat)
- work := getFloats(3*rm.N, false)
- iwork := getInts(rm.N, false)
- cond := lapack64.Trcon(CondNorm, rm, work, iwork)
- putFloats(work)
- putInts(iwork)
- if cond > ConditionTolerance {
- return Condition(cond)
- }
- return nil
- }
- switch {
- case ar == ac:
- if a == b {
- // x = I.
- if ar == 1 {
- m.mat.Data[0] = 1
- return nil
- }
- for i := 0; i < ar; i++ {
- v := m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+ac]
- zero(v)
- v[i] = 1
- }
- return nil
- }
- var lu LU
- lu.Factorize(a)
- return lu.SolveTo(m, false, b)
- case ar > ac:
- var qr QR
- qr.Factorize(a)
- return qr.SolveTo(m, false, b)
- default:
- var lq LQ
- lq.Factorize(a)
- return lq.SolveTo(m, false, b)
- }
- }
- // SolveVec finds a minimum-norm solution to a system of linear equations defined
- // by the matrix a and the right-hand side column vector b. If A is singular or
- // near-singular, a Condition error is returned. See the documentation for
- // Dense.Solve for more information.
- func (v *VecDense) SolveVec(a Matrix, b Vector) error {
- if _, bc := b.Dims(); bc != 1 {
- panic(ErrShape)
- }
- _, c := a.Dims()
- // The Solve implementation is non-trivial, so rather than duplicate the code,
- // instead recast the VecDenses as Dense and call the matrix code.
- if rv, ok := b.(RawVectorer); ok {
- bmat := rv.RawVector()
- if v != b {
- v.checkOverlap(bmat)
- }
- v.reuseAs(c)
- m := v.asDense()
- // We conditionally create bm as m when b and v are identical
- // to prevent the overlap detection code from identifying m
- // and bm as overlapping but not identical.
- bm := m
- if v != b {
- b := VecDense{mat: bmat}
- bm = b.asDense()
- }
- return m.Solve(a, bm)
- }
- v.reuseAs(c)
- m := v.asDense()
- return m.Solve(a, b)
- }
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