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# frozen_string_literal: false
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require 'bigdecimal'
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#
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# Solves a*x = b for x, using LU decomposition.
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#
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module LUSolve
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module_function
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# Performs LU decomposition of the n by n matrix a.
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def ludecomp(a,n,zero=0,one=1)
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prec = BigDecimal.limit(nil)
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ps = []
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scales = []
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for i in 0...n do # pick up largest(abs. val.) element in each row.
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ps <<= i
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nrmrow = zero
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ixn = i*n
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for j in 0...n do
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biggst = a[ixn+j].abs
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nrmrow = biggst if biggst>nrmrow
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end
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if nrmrow>zero then
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scales <<= one.div(nrmrow,prec)
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else
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raise "Singular matrix"
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end
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end
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n1 = n - 1
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for k in 0...n1 do # Gaussian elimination with partial pivoting.
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biggst = zero;
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for i in k...n do
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size = a[ps[i]*n+k].abs*scales[ps[i]]
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if size>biggst then
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biggst = size
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pividx = i
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end
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end
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raise "Singular matrix" if biggst<=zero
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if pividx!=k then
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j = ps[k]
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ps[k] = ps[pividx]
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ps[pividx] = j
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end
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pivot = a[ps[k]*n+k]
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for i in (k+1)...n do
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psin = ps[i]*n
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a[psin+k] = mult = a[psin+k].div(pivot,prec)
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if mult!=zero then
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pskn = ps[k]*n
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for j in (k+1)...n do
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a[psin+j] -= mult.mult(a[pskn+j],prec)
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end
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end
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end
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end
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raise "Singular matrix" if a[ps[n1]*n+n1] == zero
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ps
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end
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# Solves a*x = b for x, using LU decomposition.
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#
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# a is a matrix, b is a constant vector, x is the solution vector.
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#
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# ps is the pivot, a vector which indicates the permutation of rows performed
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# during LU decomposition.
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def lusolve(a,b,ps,zero=0.0)
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prec = BigDecimal.limit(nil)
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n = ps.size
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x = []
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for i in 0...n do
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dot = zero
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psin = ps[i]*n
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for j in 0...i do
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dot = a[psin+j].mult(x[j],prec) + dot
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end
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x <<= b[ps[i]] - dot
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end
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(n-1).downto(0) do |i|
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dot = zero
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psin = ps[i]*n
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for j in (i+1)...n do
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dot = a[psin+j].mult(x[j],prec) + dot
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end
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x[i] = (x[i]-dot).div(a[psin+i],prec)
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end
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x
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end
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end
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