perf.mjs

import * as mathjs from 'mathjs';
import mat from './mat.mjs';

const m = [
  [3, -1, 2],
  [4,  1, 0],
  [-3, 2, 1],
  [1,  1, 5],
  [-2, 0, 3],
];

const b = [[10], [10], [-5], [15], [0]];

const m2 = [
  [1, 0, 0, 0], 
  [0, 2, 0, 0], 
  [0, 0, 3, 0], 
  [0, 0, 0, 4]
];
const b2 = [[-1], [-1], [-1], [-1]];


function qrsolve(A, b) {
  const { Q, R } = mathjs.qr(A);
  const dim1 = A[0].length;

  return mathjs.multiply(
    mathjs.inv(R.slice(0, dim1)),
    mathjs.transpose(Q).slice(0, dim1),
    b,
  );
}

function run(label, fn) {
  console.time(label);

  for (let i = 0; i < 1e6; i++) {
    fn();
  }

  console.timeEnd(label);
}

run('qrsolve()', () => qrsolve(m, b));
run('mat.QRDecomposition()', () => mat.QRDecomposition(m, b))
run('mathjs.lusolve()', () => mathjs.lusolve(m2, b2));
run('mat.LUDecomposition()', () => mat.LUDecomposition(m2, b2))