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5647 lines
139 KiB
5647 lines
139 KiB
'use strict';
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Object.defineProperty(exports, '__esModule', { value: true });
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var isAnyArray = require('is-any-array');
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var rescale = require('ml-array-rescale');
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const indent = ' '.repeat(2);
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const indentData = ' '.repeat(4);
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/**
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* @this {Matrix}
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* @returns {string}
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*/
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function inspectMatrix() {
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return inspectMatrixWithOptions(this);
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}
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function inspectMatrixWithOptions(matrix, options = {}) {
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const {
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maxRows = 15,
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maxColumns = 10,
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maxNumSize = 8,
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padMinus = 'auto',
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} = options;
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return `${matrix.constructor.name} {
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${indent}[
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${indentData}${inspectData(matrix, maxRows, maxColumns, maxNumSize, padMinus)}
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${indent}]
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${indent}rows: ${matrix.rows}
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${indent}columns: ${matrix.columns}
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}`;
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}
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function inspectData(matrix, maxRows, maxColumns, maxNumSize, padMinus) {
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const { rows, columns } = matrix;
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const maxI = Math.min(rows, maxRows);
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const maxJ = Math.min(columns, maxColumns);
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const result = [];
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if (padMinus === 'auto') {
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padMinus = false;
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loop: for (let i = 0; i < maxI; i++) {
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for (let j = 0; j < maxJ; j++) {
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if (matrix.get(i, j) < 0) {
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padMinus = true;
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break loop;
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}
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}
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}
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}
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for (let i = 0; i < maxI; i++) {
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let line = [];
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for (let j = 0; j < maxJ; j++) {
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line.push(formatNumber(matrix.get(i, j), maxNumSize, padMinus));
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}
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result.push(`${line.join(' ')}`);
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}
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if (maxJ !== columns) {
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result[result.length - 1] += ` ... ${columns - maxColumns} more columns`;
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}
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if (maxI !== rows) {
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result.push(`... ${rows - maxRows} more rows`);
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}
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return result.join(`\n${indentData}`);
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}
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function formatNumber(num, maxNumSize, padMinus) {
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return (
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num >= 0 && padMinus
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? ` ${formatNumber2(num, maxNumSize - 1)}`
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: formatNumber2(num, maxNumSize)
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).padEnd(maxNumSize);
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}
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function formatNumber2(num, len) {
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// small.length numbers should be as is
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let str = num.toString();
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if (str.length <= len) return str;
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// (7)'0.00123' is better then (7)'1.23e-2'
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// (8)'0.000123' is worse then (7)'1.23e-3',
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let fix = num.toFixed(len);
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if (fix.length > len) {
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fix = num.toFixed(Math.max(0, len - (fix.length - len)));
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}
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if (
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fix.length <= len &&
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!fix.startsWith('0.000') &&
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!fix.startsWith('-0.000')
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) {
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return fix;
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}
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// well, if it's still too long the user should've used longer numbers
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let exp = num.toExponential(len);
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if (exp.length > len) {
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exp = num.toExponential(Math.max(0, len - (exp.length - len)));
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}
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return exp.slice(0);
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}
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function installMathOperations(AbstractMatrix, Matrix) {
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AbstractMatrix.prototype.add = function add(value) {
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if (typeof value === 'number') return this.addS(value);
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return this.addM(value);
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};
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AbstractMatrix.prototype.addS = function addS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) + value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.addM = function addM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) + matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.add = function add(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.add(value);
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};
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AbstractMatrix.prototype.sub = function sub(value) {
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if (typeof value === 'number') return this.subS(value);
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return this.subM(value);
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};
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AbstractMatrix.prototype.subS = function subS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) - value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.subM = function subM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) - matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.sub = function sub(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.sub(value);
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};
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AbstractMatrix.prototype.subtract = AbstractMatrix.prototype.sub;
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AbstractMatrix.prototype.subtractS = AbstractMatrix.prototype.subS;
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AbstractMatrix.prototype.subtractM = AbstractMatrix.prototype.subM;
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AbstractMatrix.subtract = AbstractMatrix.sub;
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AbstractMatrix.prototype.mul = function mul(value) {
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if (typeof value === 'number') return this.mulS(value);
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return this.mulM(value);
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};
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AbstractMatrix.prototype.mulS = function mulS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) * value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.mulM = function mulM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) * matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.mul = function mul(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.mul(value);
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};
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AbstractMatrix.prototype.multiply = AbstractMatrix.prototype.mul;
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AbstractMatrix.prototype.multiplyS = AbstractMatrix.prototype.mulS;
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AbstractMatrix.prototype.multiplyM = AbstractMatrix.prototype.mulM;
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AbstractMatrix.multiply = AbstractMatrix.mul;
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AbstractMatrix.prototype.div = function div(value) {
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if (typeof value === 'number') return this.divS(value);
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return this.divM(value);
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};
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AbstractMatrix.prototype.divS = function divS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) / value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.divM = function divM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) / matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.div = function div(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.div(value);
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};
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AbstractMatrix.prototype.divide = AbstractMatrix.prototype.div;
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AbstractMatrix.prototype.divideS = AbstractMatrix.prototype.divS;
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AbstractMatrix.prototype.divideM = AbstractMatrix.prototype.divM;
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AbstractMatrix.divide = AbstractMatrix.div;
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AbstractMatrix.prototype.mod = function mod(value) {
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if (typeof value === 'number') return this.modS(value);
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return this.modM(value);
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};
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AbstractMatrix.prototype.modS = function modS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) % value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.modM = function modM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) % matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.mod = function mod(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.mod(value);
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};
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AbstractMatrix.prototype.modulus = AbstractMatrix.prototype.mod;
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AbstractMatrix.prototype.modulusS = AbstractMatrix.prototype.modS;
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AbstractMatrix.prototype.modulusM = AbstractMatrix.prototype.modM;
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AbstractMatrix.modulus = AbstractMatrix.mod;
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AbstractMatrix.prototype.and = function and(value) {
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if (typeof value === 'number') return this.andS(value);
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return this.andM(value);
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};
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AbstractMatrix.prototype.andS = function andS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) & value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.andM = function andM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) & matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.and = function and(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.and(value);
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};
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AbstractMatrix.prototype.or = function or(value) {
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if (typeof value === 'number') return this.orS(value);
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return this.orM(value);
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};
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AbstractMatrix.prototype.orS = function orS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) | value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.orM = function orM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) | matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.or = function or(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.or(value);
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};
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AbstractMatrix.prototype.xor = function xor(value) {
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if (typeof value === 'number') return this.xorS(value);
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return this.xorM(value);
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};
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AbstractMatrix.prototype.xorS = function xorS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) ^ value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.xorM = function xorM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) ^ matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.xor = function xor(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.xor(value);
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};
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AbstractMatrix.prototype.leftShift = function leftShift(value) {
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if (typeof value === 'number') return this.leftShiftS(value);
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return this.leftShiftM(value);
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};
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AbstractMatrix.prototype.leftShiftS = function leftShiftS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) << value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.leftShiftM = function leftShiftM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) << matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.leftShift = function leftShift(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.leftShift(value);
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};
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AbstractMatrix.prototype.signPropagatingRightShift = function signPropagatingRightShift(value) {
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if (typeof value === 'number') return this.signPropagatingRightShiftS(value);
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return this.signPropagatingRightShiftM(value);
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};
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AbstractMatrix.prototype.signPropagatingRightShiftS = function signPropagatingRightShiftS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) >> value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.signPropagatingRightShiftM = function signPropagatingRightShiftM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) >> matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.signPropagatingRightShift = function signPropagatingRightShift(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.signPropagatingRightShift(value);
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};
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AbstractMatrix.prototype.rightShift = function rightShift(value) {
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if (typeof value === 'number') return this.rightShiftS(value);
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return this.rightShiftM(value);
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};
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AbstractMatrix.prototype.rightShiftS = function rightShiftS(value) {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) >>> value);
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}
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}
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return this;
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};
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AbstractMatrix.prototype.rightShiftM = function rightShiftM(matrix) {
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matrix = Matrix.checkMatrix(matrix);
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if (this.rows !== matrix.rows ||
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this.columns !== matrix.columns) {
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throw new RangeError('Matrices dimensions must be equal');
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}
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, this.get(i, j) >>> matrix.get(i, j));
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}
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}
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return this;
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};
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AbstractMatrix.rightShift = function rightShift(matrix, value) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.rightShift(value);
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};
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AbstractMatrix.prototype.zeroFillRightShift = AbstractMatrix.prototype.rightShift;
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AbstractMatrix.prototype.zeroFillRightShiftS = AbstractMatrix.prototype.rightShiftS;
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AbstractMatrix.prototype.zeroFillRightShiftM = AbstractMatrix.prototype.rightShiftM;
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AbstractMatrix.zeroFillRightShift = AbstractMatrix.rightShift;
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AbstractMatrix.prototype.not = function not() {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, ~(this.get(i, j)));
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}
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}
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return this;
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};
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AbstractMatrix.not = function not(matrix) {
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const newMatrix = new Matrix(matrix);
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return newMatrix.not();
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};
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AbstractMatrix.prototype.abs = function abs() {
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for (let i = 0; i < this.rows; i++) {
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for (let j = 0; j < this.columns; j++) {
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this.set(i, j, Math.abs(this.get(i, j)));
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}
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}
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|
return this;
|
|
};
|
|
|
|
AbstractMatrix.abs = function abs(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.abs();
|
|
};
|
|
|
|
AbstractMatrix.prototype.acos = function acos() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.acos(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.acos = function acos(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.acos();
|
|
};
|
|
|
|
AbstractMatrix.prototype.acosh = function acosh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.acosh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.acosh = function acosh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.acosh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.asin = function asin() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.asin(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.asin = function asin(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.asin();
|
|
};
|
|
|
|
AbstractMatrix.prototype.asinh = function asinh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.asinh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.asinh = function asinh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.asinh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.atan = function atan() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.atan(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.atan = function atan(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.atan();
|
|
};
|
|
|
|
AbstractMatrix.prototype.atanh = function atanh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.atanh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.atanh = function atanh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.atanh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.cbrt = function cbrt() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.cbrt(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.cbrt = function cbrt(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.cbrt();
|
|
};
|
|
|
|
AbstractMatrix.prototype.ceil = function ceil() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.ceil(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.ceil = function ceil(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.ceil();
|
|
};
|
|
|
|
AbstractMatrix.prototype.clz32 = function clz32() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.clz32(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.clz32 = function clz32(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.clz32();
|
|
};
|
|
|
|
AbstractMatrix.prototype.cos = function cos() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.cos(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.cos = function cos(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.cos();
|
|
};
|
|
|
|
AbstractMatrix.prototype.cosh = function cosh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.cosh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.cosh = function cosh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.cosh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.exp = function exp() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.exp(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.exp = function exp(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.exp();
|
|
};
|
|
|
|
AbstractMatrix.prototype.expm1 = function expm1() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.expm1(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.expm1 = function expm1(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.expm1();
|
|
};
|
|
|
|
AbstractMatrix.prototype.floor = function floor() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.floor(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.floor = function floor(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.floor();
|
|
};
|
|
|
|
AbstractMatrix.prototype.fround = function fround() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.fround(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.fround = function fround(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.fround();
|
|
};
|
|
|
|
AbstractMatrix.prototype.log = function log() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.log(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.log = function log(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.log();
|
|
};
|
|
|
|
AbstractMatrix.prototype.log1p = function log1p() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.log1p(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.log1p = function log1p(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.log1p();
|
|
};
|
|
|
|
AbstractMatrix.prototype.log10 = function log10() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.log10(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.log10 = function log10(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.log10();
|
|
};
|
|
|
|
AbstractMatrix.prototype.log2 = function log2() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.log2(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.log2 = function log2(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.log2();
|
|
};
|
|
|
|
AbstractMatrix.prototype.round = function round() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.round(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.round = function round(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.round();
|
|
};
|
|
|
|
AbstractMatrix.prototype.sign = function sign() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.sign(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.sign = function sign(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.sign();
|
|
};
|
|
|
|
AbstractMatrix.prototype.sin = function sin() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.sin(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.sin = function sin(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.sin();
|
|
};
|
|
|
|
AbstractMatrix.prototype.sinh = function sinh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.sinh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.sinh = function sinh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.sinh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.sqrt = function sqrt() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.sqrt(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.sqrt = function sqrt(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.sqrt();
|
|
};
|
|
|
|
AbstractMatrix.prototype.tan = function tan() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.tan(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.tan = function tan(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.tan();
|
|
};
|
|
|
|
AbstractMatrix.prototype.tanh = function tanh() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.tanh(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.tanh = function tanh(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.tanh();
|
|
};
|
|
|
|
AbstractMatrix.prototype.trunc = function trunc() {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, Math.trunc(this.get(i, j)));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.trunc = function trunc(matrix) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.trunc();
|
|
};
|
|
|
|
AbstractMatrix.pow = function pow(matrix, arg0) {
|
|
const newMatrix = new Matrix(matrix);
|
|
return newMatrix.pow(arg0);
|
|
};
|
|
|
|
AbstractMatrix.prototype.pow = function pow(value) {
|
|
if (typeof value === 'number') return this.powS(value);
|
|
return this.powM(value);
|
|
};
|
|
|
|
AbstractMatrix.prototype.powS = function powS(value) {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) ** value);
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
|
|
AbstractMatrix.prototype.powM = function powM(matrix) {
|
|
matrix = Matrix.checkMatrix(matrix);
|
|
if (this.rows !== matrix.rows ||
|
|
this.columns !== matrix.columns) {
|
|
throw new RangeError('Matrices dimensions must be equal');
|
|
}
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) ** matrix.get(i, j));
|
|
}
|
|
}
|
|
return this;
|
|
};
|
|
}
|
|
|
|
/**
|
|
* @private
|
|
* Check that a row index is not out of bounds
|
|
* @param {Matrix} matrix
|
|
* @param {number} index
|
|
* @param {boolean} [outer]
|
|
*/
|
|
function checkRowIndex(matrix, index, outer) {
|
|
let max = outer ? matrix.rows : matrix.rows - 1;
|
|
if (index < 0 || index > max) {
|
|
throw new RangeError('Row index out of range');
|
|
}
|
|
}
|
|
|
|
/**
|
|
* @private
|
|
* Check that a column index is not out of bounds
|
|
* @param {Matrix} matrix
|
|
* @param {number} index
|
|
* @param {boolean} [outer]
|
|
*/
|
|
function checkColumnIndex(matrix, index, outer) {
|
|
let max = outer ? matrix.columns : matrix.columns - 1;
|
|
if (index < 0 || index > max) {
|
|
throw new RangeError('Column index out of range');
|
|
}
|
|
}
|
|
|
|
/**
|
|
* @private
|
|
* Check that the provided vector is an array with the right length
|
|
* @param {Matrix} matrix
|
|
* @param {Array|Matrix} vector
|
|
* @return {Array}
|
|
* @throws {RangeError}
|
|
*/
|
|
function checkRowVector(matrix, vector) {
|
|
if (vector.to1DArray) {
|
|
vector = vector.to1DArray();
|
|
}
|
|
if (vector.length !== matrix.columns) {
|
|
throw new RangeError(
|
|
'vector size must be the same as the number of columns',
|
|
);
|
|
}
|
|
return vector;
|
|
}
|
|
|
|
/**
|
|
* @private
|
|
* Check that the provided vector is an array with the right length
|
|
* @param {Matrix} matrix
|
|
* @param {Array|Matrix} vector
|
|
* @return {Array}
|
|
* @throws {RangeError}
|
|
*/
|
|
function checkColumnVector(matrix, vector) {
|
|
if (vector.to1DArray) {
|
|
vector = vector.to1DArray();
|
|
}
|
|
if (vector.length !== matrix.rows) {
|
|
throw new RangeError('vector size must be the same as the number of rows');
|
|
}
|
|
return vector;
|
|
}
|
|
|
|
function checkRowIndices(matrix, rowIndices) {
|
|
if (!isAnyArray.isAnyArray(rowIndices)) {
|
|
throw new TypeError('row indices must be an array');
|
|
}
|
|
|
|
for (let i = 0; i < rowIndices.length; i++) {
|
|
if (rowIndices[i] < 0 || rowIndices[i] >= matrix.rows) {
|
|
throw new RangeError('row indices are out of range');
|
|
}
|
|
}
|
|
}
|
|
|
|
function checkColumnIndices(matrix, columnIndices) {
|
|
if (!isAnyArray.isAnyArray(columnIndices)) {
|
|
throw new TypeError('column indices must be an array');
|
|
}
|
|
|
|
for (let i = 0; i < columnIndices.length; i++) {
|
|
if (columnIndices[i] < 0 || columnIndices[i] >= matrix.columns) {
|
|
throw new RangeError('column indices are out of range');
|
|
}
|
|
}
|
|
}
|
|
|
|
function checkRange(matrix, startRow, endRow, startColumn, endColumn) {
|
|
if (arguments.length !== 5) {
|
|
throw new RangeError('expected 4 arguments');
|
|
}
|
|
checkNumber('startRow', startRow);
|
|
checkNumber('endRow', endRow);
|
|
checkNumber('startColumn', startColumn);
|
|
checkNumber('endColumn', endColumn);
|
|
if (
|
|
startRow > endRow ||
|
|
startColumn > endColumn ||
|
|
startRow < 0 ||
|
|
startRow >= matrix.rows ||
|
|
endRow < 0 ||
|
|
endRow >= matrix.rows ||
|
|
startColumn < 0 ||
|
|
startColumn >= matrix.columns ||
|
|
endColumn < 0 ||
|
|
endColumn >= matrix.columns
|
|
) {
|
|
throw new RangeError('Submatrix indices are out of range');
|
|
}
|
|
}
|
|
|
|
function newArray(length, value = 0) {
|
|
let array = [];
|
|
for (let i = 0; i < length; i++) {
|
|
array.push(value);
|
|
}
|
|
return array;
|
|
}
|
|
|
|
function checkNumber(name, value) {
|
|
if (typeof value !== 'number') {
|
|
throw new TypeError(`${name} must be a number`);
|
|
}
|
|
}
|
|
|
|
function checkNonEmpty(matrix) {
|
|
if (matrix.isEmpty()) {
|
|
throw new Error('Empty matrix has no elements to index');
|
|
}
|
|
}
|
|
|
|
function sumByRow(matrix) {
|
|
let sum = newArray(matrix.rows);
|
|
for (let i = 0; i < matrix.rows; ++i) {
|
|
for (let j = 0; j < matrix.columns; ++j) {
|
|
sum[i] += matrix.get(i, j);
|
|
}
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
function sumByColumn(matrix) {
|
|
let sum = newArray(matrix.columns);
|
|
for (let i = 0; i < matrix.rows; ++i) {
|
|
for (let j = 0; j < matrix.columns; ++j) {
|
|
sum[j] += matrix.get(i, j);
|
|
}
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
function sumAll(matrix) {
|
|
let v = 0;
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
v += matrix.get(i, j);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
function productByRow(matrix) {
|
|
let sum = newArray(matrix.rows, 1);
|
|
for (let i = 0; i < matrix.rows; ++i) {
|
|
for (let j = 0; j < matrix.columns; ++j) {
|
|
sum[i] *= matrix.get(i, j);
|
|
}
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
function productByColumn(matrix) {
|
|
let sum = newArray(matrix.columns, 1);
|
|
for (let i = 0; i < matrix.rows; ++i) {
|
|
for (let j = 0; j < matrix.columns; ++j) {
|
|
sum[j] *= matrix.get(i, j);
|
|
}
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
function productAll(matrix) {
|
|
let v = 1;
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
v *= matrix.get(i, j);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
function varianceByRow(matrix, unbiased, mean) {
|
|
const rows = matrix.rows;
|
|
const cols = matrix.columns;
|
|
const variance = [];
|
|
|
|
for (let i = 0; i < rows; i++) {
|
|
let sum1 = 0;
|
|
let sum2 = 0;
|
|
let x = 0;
|
|
for (let j = 0; j < cols; j++) {
|
|
x = matrix.get(i, j) - mean[i];
|
|
sum1 += x;
|
|
sum2 += x * x;
|
|
}
|
|
if (unbiased) {
|
|
variance.push((sum2 - (sum1 * sum1) / cols) / (cols - 1));
|
|
} else {
|
|
variance.push((sum2 - (sum1 * sum1) / cols) / cols);
|
|
}
|
|
}
|
|
return variance;
|
|
}
|
|
|
|
function varianceByColumn(matrix, unbiased, mean) {
|
|
const rows = matrix.rows;
|
|
const cols = matrix.columns;
|
|
const variance = [];
|
|
|
|
for (let j = 0; j < cols; j++) {
|
|
let sum1 = 0;
|
|
let sum2 = 0;
|
|
let x = 0;
|
|
for (let i = 0; i < rows; i++) {
|
|
x = matrix.get(i, j) - mean[j];
|
|
sum1 += x;
|
|
sum2 += x * x;
|
|
}
|
|
if (unbiased) {
|
|
variance.push((sum2 - (sum1 * sum1) / rows) / (rows - 1));
|
|
} else {
|
|
variance.push((sum2 - (sum1 * sum1) / rows) / rows);
|
|
}
|
|
}
|
|
return variance;
|
|
}
|
|
|
|
function varianceAll(matrix, unbiased, mean) {
|
|
const rows = matrix.rows;
|
|
const cols = matrix.columns;
|
|
const size = rows * cols;
|
|
|
|
let sum1 = 0;
|
|
let sum2 = 0;
|
|
let x = 0;
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < cols; j++) {
|
|
x = matrix.get(i, j) - mean;
|
|
sum1 += x;
|
|
sum2 += x * x;
|
|
}
|
|
}
|
|
if (unbiased) {
|
|
return (sum2 - (sum1 * sum1) / size) / (size - 1);
|
|
} else {
|
|
return (sum2 - (sum1 * sum1) / size) / size;
|
|
}
|
|
}
|
|
|
|
function centerByRow(matrix, mean) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) - mean[i]);
|
|
}
|
|
}
|
|
}
|
|
|
|
function centerByColumn(matrix, mean) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) - mean[j]);
|
|
}
|
|
}
|
|
}
|
|
|
|
function centerAll(matrix, mean) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) - mean);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getScaleByRow(matrix) {
|
|
const scale = [];
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
let sum = 0;
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
sum += matrix.get(i, j) ** 2 / (matrix.columns - 1);
|
|
}
|
|
scale.push(Math.sqrt(sum));
|
|
}
|
|
return scale;
|
|
}
|
|
|
|
function scaleByRow(matrix, scale) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) / scale[i]);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getScaleByColumn(matrix) {
|
|
const scale = [];
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
let sum = 0;
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
sum += matrix.get(i, j) ** 2 / (matrix.rows - 1);
|
|
}
|
|
scale.push(Math.sqrt(sum));
|
|
}
|
|
return scale;
|
|
}
|
|
|
|
function scaleByColumn(matrix, scale) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) / scale[j]);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getScaleAll(matrix) {
|
|
const divider = matrix.size - 1;
|
|
let sum = 0;
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
sum += matrix.get(i, j) ** 2 / divider;
|
|
}
|
|
}
|
|
return Math.sqrt(sum);
|
|
}
|
|
|
|
function scaleAll(matrix, scale) {
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
matrix.set(i, j, matrix.get(i, j) / scale);
|
|
}
|
|
}
|
|
}
|
|
|
|
class AbstractMatrix {
|
|
static from1DArray(newRows, newColumns, newData) {
|
|
let length = newRows * newColumns;
|
|
if (length !== newData.length) {
|
|
throw new RangeError('data length does not match given dimensions');
|
|
}
|
|
let newMatrix = new Matrix(newRows, newColumns);
|
|
for (let row = 0; row < newRows; row++) {
|
|
for (let column = 0; column < newColumns; column++) {
|
|
newMatrix.set(row, column, newData[row * newColumns + column]);
|
|
}
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
static rowVector(newData) {
|
|
let vector = new Matrix(1, newData.length);
|
|
for (let i = 0; i < newData.length; i++) {
|
|
vector.set(0, i, newData[i]);
|
|
}
|
|
return vector;
|
|
}
|
|
|
|
static columnVector(newData) {
|
|
let vector = new Matrix(newData.length, 1);
|
|
for (let i = 0; i < newData.length; i++) {
|
|
vector.set(i, 0, newData[i]);
|
|
}
|
|
return vector;
|
|
}
|
|
|
|
static zeros(rows, columns) {
|
|
return new Matrix(rows, columns);
|
|
}
|
|
|
|
static ones(rows, columns) {
|
|
return new Matrix(rows, columns).fill(1);
|
|
}
|
|
|
|
static rand(rows, columns, options = {}) {
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { random = Math.random } = options;
|
|
let matrix = new Matrix(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
matrix.set(i, j, random());
|
|
}
|
|
}
|
|
return matrix;
|
|
}
|
|
|
|
static randInt(rows, columns, options = {}) {
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { min = 0, max = 1000, random = Math.random } = options;
|
|
if (!Number.isInteger(min)) throw new TypeError('min must be an integer');
|
|
if (!Number.isInteger(max)) throw new TypeError('max must be an integer');
|
|
if (min >= max) throw new RangeError('min must be smaller than max');
|
|
let interval = max - min;
|
|
let matrix = new Matrix(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
let value = min + Math.round(random() * interval);
|
|
matrix.set(i, j, value);
|
|
}
|
|
}
|
|
return matrix;
|
|
}
|
|
|
|
static eye(rows, columns, value) {
|
|
if (columns === undefined) columns = rows;
|
|
if (value === undefined) value = 1;
|
|
let min = Math.min(rows, columns);
|
|
let matrix = this.zeros(rows, columns);
|
|
for (let i = 0; i < min; i++) {
|
|
matrix.set(i, i, value);
|
|
}
|
|
return matrix;
|
|
}
|
|
|
|
static diag(data, rows, columns) {
|
|
let l = data.length;
|
|
if (rows === undefined) rows = l;
|
|
if (columns === undefined) columns = rows;
|
|
let min = Math.min(l, rows, columns);
|
|
let matrix = this.zeros(rows, columns);
|
|
for (let i = 0; i < min; i++) {
|
|
matrix.set(i, i, data[i]);
|
|
}
|
|
return matrix;
|
|
}
|
|
|
|
static min(matrix1, matrix2) {
|
|
matrix1 = this.checkMatrix(matrix1);
|
|
matrix2 = this.checkMatrix(matrix2);
|
|
let rows = matrix1.rows;
|
|
let columns = matrix1.columns;
|
|
let result = new Matrix(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
result.set(i, j, Math.min(matrix1.get(i, j), matrix2.get(i, j)));
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
static max(matrix1, matrix2) {
|
|
matrix1 = this.checkMatrix(matrix1);
|
|
matrix2 = this.checkMatrix(matrix2);
|
|
let rows = matrix1.rows;
|
|
let columns = matrix1.columns;
|
|
let result = new this(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
result.set(i, j, Math.max(matrix1.get(i, j), matrix2.get(i, j)));
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
static checkMatrix(value) {
|
|
return AbstractMatrix.isMatrix(value) ? value : new Matrix(value);
|
|
}
|
|
|
|
static isMatrix(value) {
|
|
return value != null && value.klass === 'Matrix';
|
|
}
|
|
|
|
get size() {
|
|
return this.rows * this.columns;
|
|
}
|
|
|
|
apply(callback) {
|
|
if (typeof callback !== 'function') {
|
|
throw new TypeError('callback must be a function');
|
|
}
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
callback.call(this, i, j);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
to1DArray() {
|
|
let array = [];
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
array.push(this.get(i, j));
|
|
}
|
|
}
|
|
return array;
|
|
}
|
|
|
|
to2DArray() {
|
|
let copy = [];
|
|
for (let i = 0; i < this.rows; i++) {
|
|
copy.push([]);
|
|
for (let j = 0; j < this.columns; j++) {
|
|
copy[i].push(this.get(i, j));
|
|
}
|
|
}
|
|
return copy;
|
|
}
|
|
|
|
toJSON() {
|
|
return this.to2DArray();
|
|
}
|
|
|
|
isRowVector() {
|
|
return this.rows === 1;
|
|
}
|
|
|
|
isColumnVector() {
|
|
return this.columns === 1;
|
|
}
|
|
|
|
isVector() {
|
|
return this.rows === 1 || this.columns === 1;
|
|
}
|
|
|
|
isSquare() {
|
|
return this.rows === this.columns;
|
|
}
|
|
|
|
isEmpty() {
|
|
return this.rows === 0 || this.columns === 0;
|
|
}
|
|
|
|
isSymmetric() {
|
|
if (this.isSquare()) {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j <= i; j++) {
|
|
if (this.get(i, j) !== this.get(j, i)) {
|
|
return false;
|
|
}
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
isDistance() {
|
|
if (!this.isSymmetric()) return false;
|
|
|
|
for (let i = 0; i < this.rows; i++) {
|
|
if (this.get(i, i) !== 0) return false;
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
isEchelonForm() {
|
|
let i = 0;
|
|
let j = 0;
|
|
let previousColumn = -1;
|
|
let isEchelonForm = true;
|
|
let checked = false;
|
|
while (i < this.rows && isEchelonForm) {
|
|
j = 0;
|
|
checked = false;
|
|
while (j < this.columns && checked === false) {
|
|
if (this.get(i, j) === 0) {
|
|
j++;
|
|
} else if (this.get(i, j) === 1 && j > previousColumn) {
|
|
checked = true;
|
|
previousColumn = j;
|
|
} else {
|
|
isEchelonForm = false;
|
|
checked = true;
|
|
}
|
|
}
|
|
i++;
|
|
}
|
|
return isEchelonForm;
|
|
}
|
|
|
|
isReducedEchelonForm() {
|
|
let i = 0;
|
|
let j = 0;
|
|
let previousColumn = -1;
|
|
let isReducedEchelonForm = true;
|
|
let checked = false;
|
|
while (i < this.rows && isReducedEchelonForm) {
|
|
j = 0;
|
|
checked = false;
|
|
while (j < this.columns && checked === false) {
|
|
if (this.get(i, j) === 0) {
|
|
j++;
|
|
} else if (this.get(i, j) === 1 && j > previousColumn) {
|
|
checked = true;
|
|
previousColumn = j;
|
|
} else {
|
|
isReducedEchelonForm = false;
|
|
checked = true;
|
|
}
|
|
}
|
|
for (let k = j + 1; k < this.rows; k++) {
|
|
if (this.get(i, k) !== 0) {
|
|
isReducedEchelonForm = false;
|
|
}
|
|
}
|
|
i++;
|
|
}
|
|
return isReducedEchelonForm;
|
|
}
|
|
|
|
echelonForm() {
|
|
let result = this.clone();
|
|
let h = 0;
|
|
let k = 0;
|
|
while (h < result.rows && k < result.columns) {
|
|
let iMax = h;
|
|
for (let i = h; i < result.rows; i++) {
|
|
if (result.get(i, k) > result.get(iMax, k)) {
|
|
iMax = i;
|
|
}
|
|
}
|
|
if (result.get(iMax, k) === 0) {
|
|
k++;
|
|
} else {
|
|
result.swapRows(h, iMax);
|
|
let tmp = result.get(h, k);
|
|
for (let j = k; j < result.columns; j++) {
|
|
result.set(h, j, result.get(h, j) / tmp);
|
|
}
|
|
for (let i = h + 1; i < result.rows; i++) {
|
|
let factor = result.get(i, k) / result.get(h, k);
|
|
result.set(i, k, 0);
|
|
for (let j = k + 1; j < result.columns; j++) {
|
|
result.set(i, j, result.get(i, j) - result.get(h, j) * factor);
|
|
}
|
|
}
|
|
h++;
|
|
k++;
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
reducedEchelonForm() {
|
|
let result = this.echelonForm();
|
|
let m = result.columns;
|
|
let n = result.rows;
|
|
let h = n - 1;
|
|
while (h >= 0) {
|
|
if (result.maxRow(h) === 0) {
|
|
h--;
|
|
} else {
|
|
let p = 0;
|
|
let pivot = false;
|
|
while (p < n && pivot === false) {
|
|
if (result.get(h, p) === 1) {
|
|
pivot = true;
|
|
} else {
|
|
p++;
|
|
}
|
|
}
|
|
for (let i = 0; i < h; i++) {
|
|
let factor = result.get(i, p);
|
|
for (let j = p; j < m; j++) {
|
|
let tmp = result.get(i, j) - factor * result.get(h, j);
|
|
result.set(i, j, tmp);
|
|
}
|
|
}
|
|
h--;
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
set() {
|
|
throw new Error('set method is unimplemented');
|
|
}
|
|
|
|
get() {
|
|
throw new Error('get method is unimplemented');
|
|
}
|
|
|
|
repeat(options = {}) {
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { rows = 1, columns = 1 } = options;
|
|
if (!Number.isInteger(rows) || rows <= 0) {
|
|
throw new TypeError('rows must be a positive integer');
|
|
}
|
|
if (!Number.isInteger(columns) || columns <= 0) {
|
|
throw new TypeError('columns must be a positive integer');
|
|
}
|
|
let matrix = new Matrix(this.rows * rows, this.columns * columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
matrix.setSubMatrix(this, this.rows * i, this.columns * j);
|
|
}
|
|
}
|
|
return matrix;
|
|
}
|
|
|
|
fill(value) {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, value);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
neg() {
|
|
return this.mulS(-1);
|
|
}
|
|
|
|
getRow(index) {
|
|
checkRowIndex(this, index);
|
|
let row = [];
|
|
for (let i = 0; i < this.columns; i++) {
|
|
row.push(this.get(index, i));
|
|
}
|
|
return row;
|
|
}
|
|
|
|
getRowVector(index) {
|
|
return Matrix.rowVector(this.getRow(index));
|
|
}
|
|
|
|
setRow(index, array) {
|
|
checkRowIndex(this, index);
|
|
array = checkRowVector(this, array);
|
|
for (let i = 0; i < this.columns; i++) {
|
|
this.set(index, i, array[i]);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
swapRows(row1, row2) {
|
|
checkRowIndex(this, row1);
|
|
checkRowIndex(this, row2);
|
|
for (let i = 0; i < this.columns; i++) {
|
|
let temp = this.get(row1, i);
|
|
this.set(row1, i, this.get(row2, i));
|
|
this.set(row2, i, temp);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
getColumn(index) {
|
|
checkColumnIndex(this, index);
|
|
let column = [];
|
|
for (let i = 0; i < this.rows; i++) {
|
|
column.push(this.get(i, index));
|
|
}
|
|
return column;
|
|
}
|
|
|
|
getColumnVector(index) {
|
|
return Matrix.columnVector(this.getColumn(index));
|
|
}
|
|
|
|
setColumn(index, array) {
|
|
checkColumnIndex(this, index);
|
|
array = checkColumnVector(this, array);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
this.set(i, index, array[i]);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
swapColumns(column1, column2) {
|
|
checkColumnIndex(this, column1);
|
|
checkColumnIndex(this, column2);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
let temp = this.get(i, column1);
|
|
this.set(i, column1, this.get(i, column2));
|
|
this.set(i, column2, temp);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
addRowVector(vector) {
|
|
vector = checkRowVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) + vector[j]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
subRowVector(vector) {
|
|
vector = checkRowVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) - vector[j]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
mulRowVector(vector) {
|
|
vector = checkRowVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) * vector[j]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
divRowVector(vector) {
|
|
vector = checkRowVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) / vector[j]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
addColumnVector(vector) {
|
|
vector = checkColumnVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) + vector[i]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
subColumnVector(vector) {
|
|
vector = checkColumnVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) - vector[i]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
mulColumnVector(vector) {
|
|
vector = checkColumnVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) * vector[i]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
divColumnVector(vector) {
|
|
vector = checkColumnVector(this, vector);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
this.set(i, j, this.get(i, j) / vector[i]);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
mulRow(index, value) {
|
|
checkRowIndex(this, index);
|
|
for (let i = 0; i < this.columns; i++) {
|
|
this.set(index, i, this.get(index, i) * value);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
mulColumn(index, value) {
|
|
checkColumnIndex(this, index);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
this.set(i, index, this.get(i, index) * value);
|
|
}
|
|
return this;
|
|
}
|
|
|
|
max(by) {
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
switch (by) {
|
|
case 'row': {
|
|
const max = new Array(this.rows).fill(Number.NEGATIVE_INFINITY);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) > max[row]) {
|
|
max[row] = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return max;
|
|
}
|
|
case 'column': {
|
|
const max = new Array(this.columns).fill(Number.NEGATIVE_INFINITY);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) > max[column]) {
|
|
max[column] = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return max;
|
|
}
|
|
case undefined: {
|
|
let max = this.get(0, 0);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) > max) {
|
|
max = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return max;
|
|
}
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
maxIndex() {
|
|
checkNonEmpty(this);
|
|
let v = this.get(0, 0);
|
|
let idx = [0, 0];
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
if (this.get(i, j) > v) {
|
|
v = this.get(i, j);
|
|
idx[0] = i;
|
|
idx[1] = j;
|
|
}
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
min(by) {
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
|
|
switch (by) {
|
|
case 'row': {
|
|
const min = new Array(this.rows).fill(Number.POSITIVE_INFINITY);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) < min[row]) {
|
|
min[row] = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return min;
|
|
}
|
|
case 'column': {
|
|
const min = new Array(this.columns).fill(Number.POSITIVE_INFINITY);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) < min[column]) {
|
|
min[column] = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return min;
|
|
}
|
|
case undefined: {
|
|
let min = this.get(0, 0);
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let column = 0; column < this.columns; column++) {
|
|
if (this.get(row, column) < min) {
|
|
min = this.get(row, column);
|
|
}
|
|
}
|
|
}
|
|
return min;
|
|
}
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
minIndex() {
|
|
checkNonEmpty(this);
|
|
let v = this.get(0, 0);
|
|
let idx = [0, 0];
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
if (this.get(i, j) < v) {
|
|
v = this.get(i, j);
|
|
idx[0] = i;
|
|
idx[1] = j;
|
|
}
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
maxRow(row) {
|
|
checkRowIndex(this, row);
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
let v = this.get(row, 0);
|
|
for (let i = 1; i < this.columns; i++) {
|
|
if (this.get(row, i) > v) {
|
|
v = this.get(row, i);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
maxRowIndex(row) {
|
|
checkRowIndex(this, row);
|
|
checkNonEmpty(this);
|
|
let v = this.get(row, 0);
|
|
let idx = [row, 0];
|
|
for (let i = 1; i < this.columns; i++) {
|
|
if (this.get(row, i) > v) {
|
|
v = this.get(row, i);
|
|
idx[1] = i;
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
minRow(row) {
|
|
checkRowIndex(this, row);
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
let v = this.get(row, 0);
|
|
for (let i = 1; i < this.columns; i++) {
|
|
if (this.get(row, i) < v) {
|
|
v = this.get(row, i);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
minRowIndex(row) {
|
|
checkRowIndex(this, row);
|
|
checkNonEmpty(this);
|
|
let v = this.get(row, 0);
|
|
let idx = [row, 0];
|
|
for (let i = 1; i < this.columns; i++) {
|
|
if (this.get(row, i) < v) {
|
|
v = this.get(row, i);
|
|
idx[1] = i;
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
maxColumn(column) {
|
|
checkColumnIndex(this, column);
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
let v = this.get(0, column);
|
|
for (let i = 1; i < this.rows; i++) {
|
|
if (this.get(i, column) > v) {
|
|
v = this.get(i, column);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
maxColumnIndex(column) {
|
|
checkColumnIndex(this, column);
|
|
checkNonEmpty(this);
|
|
let v = this.get(0, column);
|
|
let idx = [0, column];
|
|
for (let i = 1; i < this.rows; i++) {
|
|
if (this.get(i, column) > v) {
|
|
v = this.get(i, column);
|
|
idx[0] = i;
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
minColumn(column) {
|
|
checkColumnIndex(this, column);
|
|
if (this.isEmpty()) {
|
|
return NaN;
|
|
}
|
|
let v = this.get(0, column);
|
|
for (let i = 1; i < this.rows; i++) {
|
|
if (this.get(i, column) < v) {
|
|
v = this.get(i, column);
|
|
}
|
|
}
|
|
return v;
|
|
}
|
|
|
|
minColumnIndex(column) {
|
|
checkColumnIndex(this, column);
|
|
checkNonEmpty(this);
|
|
let v = this.get(0, column);
|
|
let idx = [0, column];
|
|
for (let i = 1; i < this.rows; i++) {
|
|
if (this.get(i, column) < v) {
|
|
v = this.get(i, column);
|
|
idx[0] = i;
|
|
}
|
|
}
|
|
return idx;
|
|
}
|
|
|
|
diag() {
|
|
let min = Math.min(this.rows, this.columns);
|
|
let diag = [];
|
|
for (let i = 0; i < min; i++) {
|
|
diag.push(this.get(i, i));
|
|
}
|
|
return diag;
|
|
}
|
|
|
|
norm(type = 'frobenius') {
|
|
switch (type) {
|
|
case 'max':
|
|
return this.max();
|
|
case 'frobenius':
|
|
return Math.sqrt(this.dot(this));
|
|
default:
|
|
throw new RangeError(`unknown norm type: ${type}`);
|
|
}
|
|
}
|
|
|
|
cumulativeSum() {
|
|
let sum = 0;
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
sum += this.get(i, j);
|
|
this.set(i, j, sum);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
dot(vector2) {
|
|
if (AbstractMatrix.isMatrix(vector2)) vector2 = vector2.to1DArray();
|
|
let vector1 = this.to1DArray();
|
|
if (vector1.length !== vector2.length) {
|
|
throw new RangeError('vectors do not have the same size');
|
|
}
|
|
let dot = 0;
|
|
for (let i = 0; i < vector1.length; i++) {
|
|
dot += vector1[i] * vector2[i];
|
|
}
|
|
return dot;
|
|
}
|
|
|
|
mmul(other) {
|
|
other = Matrix.checkMatrix(other);
|
|
|
|
let m = this.rows;
|
|
let n = this.columns;
|
|
let p = other.columns;
|
|
|
|
let result = new Matrix(m, p);
|
|
|
|
let Bcolj = new Float64Array(n);
|
|
for (let j = 0; j < p; j++) {
|
|
for (let k = 0; k < n; k++) {
|
|
Bcolj[k] = other.get(k, j);
|
|
}
|
|
|
|
for (let i = 0; i < m; i++) {
|
|
let s = 0;
|
|
for (let k = 0; k < n; k++) {
|
|
s += this.get(i, k) * Bcolj[k];
|
|
}
|
|
|
|
result.set(i, j, s);
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
mpow(scalar) {
|
|
if (!this.isSquare()) {
|
|
throw new RangeError('Matrix must be square');
|
|
}
|
|
if (!Number.isInteger(scalar) || scalar < 0) {
|
|
throw new RangeError('Exponent must be a non-negative integer');
|
|
}
|
|
// Russian Peasant exponentiation, i.e. exponentiation by squaring
|
|
let result = Matrix.eye(this.rows);
|
|
let bb = this;
|
|
// Note: Don't bit shift. In JS, that would truncate at 32 bits
|
|
for (let e = scalar; e >= 1; e /= 2) {
|
|
if ((e & 1) !== 0) {
|
|
result = result.mmul(bb);
|
|
}
|
|
bb = bb.mmul(bb);
|
|
}
|
|
return result;
|
|
}
|
|
|
|
strassen2x2(other) {
|
|
other = Matrix.checkMatrix(other);
|
|
let result = new Matrix(2, 2);
|
|
const a11 = this.get(0, 0);
|
|
const b11 = other.get(0, 0);
|
|
const a12 = this.get(0, 1);
|
|
const b12 = other.get(0, 1);
|
|
const a21 = this.get(1, 0);
|
|
const b21 = other.get(1, 0);
|
|
const a22 = this.get(1, 1);
|
|
const b22 = other.get(1, 1);
|
|
|
|
// Compute intermediate values.
|
|
const m1 = (a11 + a22) * (b11 + b22);
|
|
const m2 = (a21 + a22) * b11;
|
|
const m3 = a11 * (b12 - b22);
|
|
const m4 = a22 * (b21 - b11);
|
|
const m5 = (a11 + a12) * b22;
|
|
const m6 = (a21 - a11) * (b11 + b12);
|
|
const m7 = (a12 - a22) * (b21 + b22);
|
|
|
|
// Combine intermediate values into the output.
|
|
const c00 = m1 + m4 - m5 + m7;
|
|
const c01 = m3 + m5;
|
|
const c10 = m2 + m4;
|
|
const c11 = m1 - m2 + m3 + m6;
|
|
|
|
result.set(0, 0, c00);
|
|
result.set(0, 1, c01);
|
|
result.set(1, 0, c10);
|
|
result.set(1, 1, c11);
|
|
return result;
|
|
}
|
|
|
|
strassen3x3(other) {
|
|
other = Matrix.checkMatrix(other);
|
|
let result = new Matrix(3, 3);
|
|
|
|
const a00 = this.get(0, 0);
|
|
const a01 = this.get(0, 1);
|
|
const a02 = this.get(0, 2);
|
|
const a10 = this.get(1, 0);
|
|
const a11 = this.get(1, 1);
|
|
const a12 = this.get(1, 2);
|
|
const a20 = this.get(2, 0);
|
|
const a21 = this.get(2, 1);
|
|
const a22 = this.get(2, 2);
|
|
|
|
const b00 = other.get(0, 0);
|
|
const b01 = other.get(0, 1);
|
|
const b02 = other.get(0, 2);
|
|
const b10 = other.get(1, 0);
|
|
const b11 = other.get(1, 1);
|
|
const b12 = other.get(1, 2);
|
|
const b20 = other.get(2, 0);
|
|
const b21 = other.get(2, 1);
|
|
const b22 = other.get(2, 2);
|
|
|
|
const m1 = (a00 + a01 + a02 - a10 - a11 - a21 - a22) * b11;
|
|
const m2 = (a00 - a10) * (-b01 + b11);
|
|
const m3 = a11 * (-b00 + b01 + b10 - b11 - b12 - b20 + b22);
|
|
const m4 = (-a00 + a10 + a11) * (b00 - b01 + b11);
|
|
const m5 = (a10 + a11) * (-b00 + b01);
|
|
const m6 = a00 * b00;
|
|
const m7 = (-a00 + a20 + a21) * (b00 - b02 + b12);
|
|
const m8 = (-a00 + a20) * (b02 - b12);
|
|
const m9 = (a20 + a21) * (-b00 + b02);
|
|
const m10 = (a00 + a01 + a02 - a11 - a12 - a20 - a21) * b12;
|
|
const m11 = a21 * (-b00 + b02 + b10 - b11 - b12 - b20 + b21);
|
|
const m12 = (-a02 + a21 + a22) * (b11 + b20 - b21);
|
|
const m13 = (a02 - a22) * (b11 - b21);
|
|
const m14 = a02 * b20;
|
|
const m15 = (a21 + a22) * (-b20 + b21);
|
|
const m16 = (-a02 + a11 + a12) * (b12 + b20 - b22);
|
|
const m17 = (a02 - a12) * (b12 - b22);
|
|
const m18 = (a11 + a12) * (-b20 + b22);
|
|
const m19 = a01 * b10;
|
|
const m20 = a12 * b21;
|
|
const m21 = a10 * b02;
|
|
const m22 = a20 * b01;
|
|
const m23 = a22 * b22;
|
|
|
|
const c00 = m6 + m14 + m19;
|
|
const c01 = m1 + m4 + m5 + m6 + m12 + m14 + m15;
|
|
const c02 = m6 + m7 + m9 + m10 + m14 + m16 + m18;
|
|
const c10 = m2 + m3 + m4 + m6 + m14 + m16 + m17;
|
|
const c11 = m2 + m4 + m5 + m6 + m20;
|
|
const c12 = m14 + m16 + m17 + m18 + m21;
|
|
const c20 = m6 + m7 + m8 + m11 + m12 + m13 + m14;
|
|
const c21 = m12 + m13 + m14 + m15 + m22;
|
|
const c22 = m6 + m7 + m8 + m9 + m23;
|
|
|
|
result.set(0, 0, c00);
|
|
result.set(0, 1, c01);
|
|
result.set(0, 2, c02);
|
|
result.set(1, 0, c10);
|
|
result.set(1, 1, c11);
|
|
result.set(1, 2, c12);
|
|
result.set(2, 0, c20);
|
|
result.set(2, 1, c21);
|
|
result.set(2, 2, c22);
|
|
return result;
|
|
}
|
|
|
|
mmulStrassen(y) {
|
|
y = Matrix.checkMatrix(y);
|
|
let x = this.clone();
|
|
let r1 = x.rows;
|
|
let c1 = x.columns;
|
|
let r2 = y.rows;
|
|
let c2 = y.columns;
|
|
if (c1 !== r2) {
|
|
// eslint-disable-next-line no-console
|
|
console.warn(
|
|
`Multiplying ${r1} x ${c1} and ${r2} x ${c2} matrix: dimensions do not match.`,
|
|
);
|
|
}
|
|
|
|
// Put a matrix into the top left of a matrix of zeros.
|
|
// `rows` and `cols` are the dimensions of the output matrix.
|
|
function embed(mat, rows, cols) {
|
|
let r = mat.rows;
|
|
let c = mat.columns;
|
|
if (r === rows && c === cols) {
|
|
return mat;
|
|
} else {
|
|
let resultat = AbstractMatrix.zeros(rows, cols);
|
|
resultat = resultat.setSubMatrix(mat, 0, 0);
|
|
return resultat;
|
|
}
|
|
}
|
|
|
|
// Make sure both matrices are the same size.
|
|
// This is exclusively for simplicity:
|
|
// this algorithm can be implemented with matrices of different sizes.
|
|
|
|
let r = Math.max(r1, r2);
|
|
let c = Math.max(c1, c2);
|
|
x = embed(x, r, c);
|
|
y = embed(y, r, c);
|
|
|
|
// Our recursive multiplication function.
|
|
function blockMult(a, b, rows, cols) {
|
|
// For small matrices, resort to naive multiplication.
|
|
if (rows <= 512 || cols <= 512) {
|
|
return a.mmul(b); // a is equivalent to this
|
|
}
|
|
|
|
// Apply dynamic padding.
|
|
if (rows % 2 === 1 && cols % 2 === 1) {
|
|
a = embed(a, rows + 1, cols + 1);
|
|
b = embed(b, rows + 1, cols + 1);
|
|
} else if (rows % 2 === 1) {
|
|
a = embed(a, rows + 1, cols);
|
|
b = embed(b, rows + 1, cols);
|
|
} else if (cols % 2 === 1) {
|
|
a = embed(a, rows, cols + 1);
|
|
b = embed(b, rows, cols + 1);
|
|
}
|
|
|
|
let halfRows = parseInt(a.rows / 2, 10);
|
|
let halfCols = parseInt(a.columns / 2, 10);
|
|
// Subdivide input matrices.
|
|
let a11 = a.subMatrix(0, halfRows - 1, 0, halfCols - 1);
|
|
let b11 = b.subMatrix(0, halfRows - 1, 0, halfCols - 1);
|
|
|
|
let a12 = a.subMatrix(0, halfRows - 1, halfCols, a.columns - 1);
|
|
let b12 = b.subMatrix(0, halfRows - 1, halfCols, b.columns - 1);
|
|
|
|
let a21 = a.subMatrix(halfRows, a.rows - 1, 0, halfCols - 1);
|
|
let b21 = b.subMatrix(halfRows, b.rows - 1, 0, halfCols - 1);
|
|
|
|
let a22 = a.subMatrix(halfRows, a.rows - 1, halfCols, a.columns - 1);
|
|
let b22 = b.subMatrix(halfRows, b.rows - 1, halfCols, b.columns - 1);
|
|
|
|
// Compute intermediate values.
|
|
let m1 = blockMult(
|
|
AbstractMatrix.add(a11, a22),
|
|
AbstractMatrix.add(b11, b22),
|
|
halfRows,
|
|
halfCols,
|
|
);
|
|
let m2 = blockMult(AbstractMatrix.add(a21, a22), b11, halfRows, halfCols);
|
|
let m3 = blockMult(a11, AbstractMatrix.sub(b12, b22), halfRows, halfCols);
|
|
let m4 = blockMult(a22, AbstractMatrix.sub(b21, b11), halfRows, halfCols);
|
|
let m5 = blockMult(AbstractMatrix.add(a11, a12), b22, halfRows, halfCols);
|
|
let m6 = blockMult(
|
|
AbstractMatrix.sub(a21, a11),
|
|
AbstractMatrix.add(b11, b12),
|
|
halfRows,
|
|
halfCols,
|
|
);
|
|
let m7 = blockMult(
|
|
AbstractMatrix.sub(a12, a22),
|
|
AbstractMatrix.add(b21, b22),
|
|
halfRows,
|
|
halfCols,
|
|
);
|
|
|
|
// Combine intermediate values into the output.
|
|
let c11 = AbstractMatrix.add(m1, m4);
|
|
c11.sub(m5);
|
|
c11.add(m7);
|
|
let c12 = AbstractMatrix.add(m3, m5);
|
|
let c21 = AbstractMatrix.add(m2, m4);
|
|
let c22 = AbstractMatrix.sub(m1, m2);
|
|
c22.add(m3);
|
|
c22.add(m6);
|
|
|
|
// Crop output to the desired size (undo dynamic padding).
|
|
let result = AbstractMatrix.zeros(2 * c11.rows, 2 * c11.columns);
|
|
result = result.setSubMatrix(c11, 0, 0);
|
|
result = result.setSubMatrix(c12, c11.rows, 0);
|
|
result = result.setSubMatrix(c21, 0, c11.columns);
|
|
result = result.setSubMatrix(c22, c11.rows, c11.columns);
|
|
return result.subMatrix(0, rows - 1, 0, cols - 1);
|
|
}
|
|
|
|
return blockMult(x, y, r, c);
|
|
}
|
|
|
|
scaleRows(options = {}) {
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { min = 0, max = 1 } = options;
|
|
if (!Number.isFinite(min)) throw new TypeError('min must be a number');
|
|
if (!Number.isFinite(max)) throw new TypeError('max must be a number');
|
|
if (min >= max) throw new RangeError('min must be smaller than max');
|
|
let newMatrix = new Matrix(this.rows, this.columns);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
const row = this.getRow(i);
|
|
if (row.length > 0) {
|
|
rescale(row, { min, max, output: row });
|
|
}
|
|
newMatrix.setRow(i, row);
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
scaleColumns(options = {}) {
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { min = 0, max = 1 } = options;
|
|
if (!Number.isFinite(min)) throw new TypeError('min must be a number');
|
|
if (!Number.isFinite(max)) throw new TypeError('max must be a number');
|
|
if (min >= max) throw new RangeError('min must be smaller than max');
|
|
let newMatrix = new Matrix(this.rows, this.columns);
|
|
for (let i = 0; i < this.columns; i++) {
|
|
const column = this.getColumn(i);
|
|
if (column.length) {
|
|
rescale(column, {
|
|
min,
|
|
max,
|
|
output: column,
|
|
});
|
|
}
|
|
newMatrix.setColumn(i, column);
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
flipRows() {
|
|
const middle = Math.ceil(this.columns / 2);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < middle; j++) {
|
|
let first = this.get(i, j);
|
|
let last = this.get(i, this.columns - 1 - j);
|
|
this.set(i, j, last);
|
|
this.set(i, this.columns - 1 - j, first);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
flipColumns() {
|
|
const middle = Math.ceil(this.rows / 2);
|
|
for (let j = 0; j < this.columns; j++) {
|
|
for (let i = 0; i < middle; i++) {
|
|
let first = this.get(i, j);
|
|
let last = this.get(this.rows - 1 - i, j);
|
|
this.set(i, j, last);
|
|
this.set(this.rows - 1 - i, j, first);
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
kroneckerProduct(other) {
|
|
other = Matrix.checkMatrix(other);
|
|
|
|
let m = this.rows;
|
|
let n = this.columns;
|
|
let p = other.rows;
|
|
let q = other.columns;
|
|
|
|
let result = new Matrix(m * p, n * q);
|
|
for (let i = 0; i < m; i++) {
|
|
for (let j = 0; j < n; j++) {
|
|
for (let k = 0; k < p; k++) {
|
|
for (let l = 0; l < q; l++) {
|
|
result.set(p * i + k, q * j + l, this.get(i, j) * other.get(k, l));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
kroneckerSum(other) {
|
|
other = Matrix.checkMatrix(other);
|
|
if (!this.isSquare() || !other.isSquare()) {
|
|
throw new Error('Kronecker Sum needs two Square Matrices');
|
|
}
|
|
let m = this.rows;
|
|
let n = other.rows;
|
|
let AxI = this.kroneckerProduct(Matrix.eye(n, n));
|
|
let IxB = Matrix.eye(m, m).kroneckerProduct(other);
|
|
return AxI.add(IxB);
|
|
}
|
|
|
|
transpose() {
|
|
let result = new Matrix(this.columns, this.rows);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
for (let j = 0; j < this.columns; j++) {
|
|
result.set(j, i, this.get(i, j));
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
sortRows(compareFunction = compareNumbers) {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
this.setRow(i, this.getRow(i).sort(compareFunction));
|
|
}
|
|
return this;
|
|
}
|
|
|
|
sortColumns(compareFunction = compareNumbers) {
|
|
for (let i = 0; i < this.columns; i++) {
|
|
this.setColumn(i, this.getColumn(i).sort(compareFunction));
|
|
}
|
|
return this;
|
|
}
|
|
|
|
subMatrix(startRow, endRow, startColumn, endColumn) {
|
|
checkRange(this, startRow, endRow, startColumn, endColumn);
|
|
let newMatrix = new Matrix(
|
|
endRow - startRow + 1,
|
|
endColumn - startColumn + 1,
|
|
);
|
|
for (let i = startRow; i <= endRow; i++) {
|
|
for (let j = startColumn; j <= endColumn; j++) {
|
|
newMatrix.set(i - startRow, j - startColumn, this.get(i, j));
|
|
}
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
subMatrixRow(indices, startColumn, endColumn) {
|
|
if (startColumn === undefined) startColumn = 0;
|
|
if (endColumn === undefined) endColumn = this.columns - 1;
|
|
if (
|
|
startColumn > endColumn ||
|
|
startColumn < 0 ||
|
|
startColumn >= this.columns ||
|
|
endColumn < 0 ||
|
|
endColumn >= this.columns
|
|
) {
|
|
throw new RangeError('Argument out of range');
|
|
}
|
|
|
|
let newMatrix = new Matrix(indices.length, endColumn - startColumn + 1);
|
|
for (let i = 0; i < indices.length; i++) {
|
|
for (let j = startColumn; j <= endColumn; j++) {
|
|
if (indices[i] < 0 || indices[i] >= this.rows) {
|
|
throw new RangeError(`Row index out of range: ${indices[i]}`);
|
|
}
|
|
newMatrix.set(i, j - startColumn, this.get(indices[i], j));
|
|
}
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
subMatrixColumn(indices, startRow, endRow) {
|
|
if (startRow === undefined) startRow = 0;
|
|
if (endRow === undefined) endRow = this.rows - 1;
|
|
if (
|
|
startRow > endRow ||
|
|
startRow < 0 ||
|
|
startRow >= this.rows ||
|
|
endRow < 0 ||
|
|
endRow >= this.rows
|
|
) {
|
|
throw new RangeError('Argument out of range');
|
|
}
|
|
|
|
let newMatrix = new Matrix(endRow - startRow + 1, indices.length);
|
|
for (let i = 0; i < indices.length; i++) {
|
|
for (let j = startRow; j <= endRow; j++) {
|
|
if (indices[i] < 0 || indices[i] >= this.columns) {
|
|
throw new RangeError(`Column index out of range: ${indices[i]}`);
|
|
}
|
|
newMatrix.set(j - startRow, i, this.get(j, indices[i]));
|
|
}
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
setSubMatrix(matrix, startRow, startColumn) {
|
|
matrix = Matrix.checkMatrix(matrix);
|
|
if (matrix.isEmpty()) {
|
|
return this;
|
|
}
|
|
let endRow = startRow + matrix.rows - 1;
|
|
let endColumn = startColumn + matrix.columns - 1;
|
|
checkRange(this, startRow, endRow, startColumn, endColumn);
|
|
for (let i = 0; i < matrix.rows; i++) {
|
|
for (let j = 0; j < matrix.columns; j++) {
|
|
this.set(startRow + i, startColumn + j, matrix.get(i, j));
|
|
}
|
|
}
|
|
return this;
|
|
}
|
|
|
|
selection(rowIndices, columnIndices) {
|
|
checkRowIndices(this, rowIndices);
|
|
checkColumnIndices(this, columnIndices);
|
|
let newMatrix = new Matrix(rowIndices.length, columnIndices.length);
|
|
for (let i = 0; i < rowIndices.length; i++) {
|
|
let rowIndex = rowIndices[i];
|
|
for (let j = 0; j < columnIndices.length; j++) {
|
|
let columnIndex = columnIndices[j];
|
|
newMatrix.set(i, j, this.get(rowIndex, columnIndex));
|
|
}
|
|
}
|
|
return newMatrix;
|
|
}
|
|
|
|
trace() {
|
|
let min = Math.min(this.rows, this.columns);
|
|
let trace = 0;
|
|
for (let i = 0; i < min; i++) {
|
|
trace += this.get(i, i);
|
|
}
|
|
return trace;
|
|
}
|
|
|
|
clone() {
|
|
return this.constructor.copy(this, new Matrix(this.rows, this.columns));
|
|
}
|
|
|
|
/**
|
|
* @template {AbstractMatrix} M
|
|
* @param {AbstractMatrix} from
|
|
* @param {M} to
|
|
* @return {M}
|
|
*/
|
|
static copy(from, to) {
|
|
for (const [row, column, value] of from.entries()) {
|
|
to.set(row, column, value);
|
|
}
|
|
|
|
return to;
|
|
}
|
|
|
|
sum(by) {
|
|
switch (by) {
|
|
case 'row':
|
|
return sumByRow(this);
|
|
case 'column':
|
|
return sumByColumn(this);
|
|
case undefined:
|
|
return sumAll(this);
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
product(by) {
|
|
switch (by) {
|
|
case 'row':
|
|
return productByRow(this);
|
|
case 'column':
|
|
return productByColumn(this);
|
|
case undefined:
|
|
return productAll(this);
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
mean(by) {
|
|
const sum = this.sum(by);
|
|
switch (by) {
|
|
case 'row': {
|
|
for (let i = 0; i < this.rows; i++) {
|
|
sum[i] /= this.columns;
|
|
}
|
|
return sum;
|
|
}
|
|
case 'column': {
|
|
for (let i = 0; i < this.columns; i++) {
|
|
sum[i] /= this.rows;
|
|
}
|
|
return sum;
|
|
}
|
|
case undefined:
|
|
return sum / this.size;
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
variance(by, options = {}) {
|
|
if (typeof by === 'object') {
|
|
options = by;
|
|
by = undefined;
|
|
}
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { unbiased = true, mean = this.mean(by) } = options;
|
|
if (typeof unbiased !== 'boolean') {
|
|
throw new TypeError('unbiased must be a boolean');
|
|
}
|
|
switch (by) {
|
|
case 'row': {
|
|
if (!isAnyArray.isAnyArray(mean)) {
|
|
throw new TypeError('mean must be an array');
|
|
}
|
|
return varianceByRow(this, unbiased, mean);
|
|
}
|
|
case 'column': {
|
|
if (!isAnyArray.isAnyArray(mean)) {
|
|
throw new TypeError('mean must be an array');
|
|
}
|
|
return varianceByColumn(this, unbiased, mean);
|
|
}
|
|
case undefined: {
|
|
if (typeof mean !== 'number') {
|
|
throw new TypeError('mean must be a number');
|
|
}
|
|
return varianceAll(this, unbiased, mean);
|
|
}
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
standardDeviation(by, options) {
|
|
if (typeof by === 'object') {
|
|
options = by;
|
|
by = undefined;
|
|
}
|
|
const variance = this.variance(by, options);
|
|
if (by === undefined) {
|
|
return Math.sqrt(variance);
|
|
} else {
|
|
for (let i = 0; i < variance.length; i++) {
|
|
variance[i] = Math.sqrt(variance[i]);
|
|
}
|
|
return variance;
|
|
}
|
|
}
|
|
|
|
center(by, options = {}) {
|
|
if (typeof by === 'object') {
|
|
options = by;
|
|
by = undefined;
|
|
}
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
const { center = this.mean(by) } = options;
|
|
switch (by) {
|
|
case 'row': {
|
|
if (!isAnyArray.isAnyArray(center)) {
|
|
throw new TypeError('center must be an array');
|
|
}
|
|
centerByRow(this, center);
|
|
return this;
|
|
}
|
|
case 'column': {
|
|
if (!isAnyArray.isAnyArray(center)) {
|
|
throw new TypeError('center must be an array');
|
|
}
|
|
centerByColumn(this, center);
|
|
return this;
|
|
}
|
|
case undefined: {
|
|
if (typeof center !== 'number') {
|
|
throw new TypeError('center must be a number');
|
|
}
|
|
centerAll(this, center);
|
|
return this;
|
|
}
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
scale(by, options = {}) {
|
|
if (typeof by === 'object') {
|
|
options = by;
|
|
by = undefined;
|
|
}
|
|
if (typeof options !== 'object') {
|
|
throw new TypeError('options must be an object');
|
|
}
|
|
let scale = options.scale;
|
|
switch (by) {
|
|
case 'row': {
|
|
if (scale === undefined) {
|
|
scale = getScaleByRow(this);
|
|
} else if (!isAnyArray.isAnyArray(scale)) {
|
|
throw new TypeError('scale must be an array');
|
|
}
|
|
scaleByRow(this, scale);
|
|
return this;
|
|
}
|
|
case 'column': {
|
|
if (scale === undefined) {
|
|
scale = getScaleByColumn(this);
|
|
} else if (!isAnyArray.isAnyArray(scale)) {
|
|
throw new TypeError('scale must be an array');
|
|
}
|
|
scaleByColumn(this, scale);
|
|
return this;
|
|
}
|
|
case undefined: {
|
|
if (scale === undefined) {
|
|
scale = getScaleAll(this);
|
|
} else if (typeof scale !== 'number') {
|
|
throw new TypeError('scale must be a number');
|
|
}
|
|
scaleAll(this, scale);
|
|
return this;
|
|
}
|
|
default:
|
|
throw new Error(`invalid option: ${by}`);
|
|
}
|
|
}
|
|
|
|
toString(options) {
|
|
return inspectMatrixWithOptions(this, options);
|
|
}
|
|
|
|
[Symbol.iterator]() {
|
|
return this.entries();
|
|
}
|
|
|
|
/**
|
|
* iterator from left to right, from top to bottom
|
|
* yield [row, column, value]
|
|
* @returns {Generator<[number, number, number], void, void>}
|
|
*/
|
|
*entries() {
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let col = 0; col < this.columns; col++) {
|
|
yield [row, col, this.get(row, col)];
|
|
}
|
|
}
|
|
}
|
|
|
|
/**
|
|
* iterator from left to right, from top to bottom
|
|
* yield value
|
|
* @returns {Generator<number, void, void>}
|
|
*/
|
|
*values() {
|
|
for (let row = 0; row < this.rows; row++) {
|
|
for (let col = 0; col < this.columns; col++) {
|
|
yield this.get(row, col);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
AbstractMatrix.prototype.klass = 'Matrix';
|
|
if (typeof Symbol !== 'undefined') {
|
|
AbstractMatrix.prototype[Symbol.for('nodejs.util.inspect.custom')] =
|
|
inspectMatrix;
|
|
}
|
|
|
|
function compareNumbers(a, b) {
|
|
return a - b;
|
|
}
|
|
|
|
function isArrayOfNumbers(array) {
|
|
return array.every((element) => {
|
|
return typeof element === 'number';
|
|
});
|
|
}
|
|
|
|
// Synonyms
|
|
AbstractMatrix.random = AbstractMatrix.rand;
|
|
AbstractMatrix.randomInt = AbstractMatrix.randInt;
|
|
AbstractMatrix.diagonal = AbstractMatrix.diag;
|
|
AbstractMatrix.prototype.diagonal = AbstractMatrix.prototype.diag;
|
|
AbstractMatrix.identity = AbstractMatrix.eye;
|
|
AbstractMatrix.prototype.negate = AbstractMatrix.prototype.neg;
|
|
AbstractMatrix.prototype.tensorProduct =
|
|
AbstractMatrix.prototype.kroneckerProduct;
|
|
|
|
class Matrix extends AbstractMatrix {
|
|
/**
|
|
* @type {Float64Array[]}
|
|
*/
|
|
data;
|
|
|
|
/**
|
|
* Init an empty matrix
|
|
* @param {number} nRows
|
|
* @param {number} nColumns
|
|
*/
|
|
#initData(nRows, nColumns) {
|
|
this.data = [];
|
|
|
|
if (Number.isInteger(nColumns) && nColumns >= 0) {
|
|
for (let i = 0; i < nRows; i++) {
|
|
this.data.push(new Float64Array(nColumns));
|
|
}
|
|
} else {
|
|
throw new TypeError('nColumns must be a positive integer');
|
|
}
|
|
|
|
this.rows = nRows;
|
|
this.columns = nColumns;
|
|
}
|
|
|
|
constructor(nRows, nColumns) {
|
|
super();
|
|
if (Matrix.isMatrix(nRows)) {
|
|
this.#initData(nRows.rows, nRows.columns);
|
|
Matrix.copy(nRows, this);
|
|
} else if (Number.isInteger(nRows) && nRows >= 0) {
|
|
this.#initData(nRows, nColumns);
|
|
} else if (isAnyArray.isAnyArray(nRows)) {
|
|
// Copy the values from the 2D array
|
|
const arrayData = nRows;
|
|
nRows = arrayData.length;
|
|
nColumns = nRows ? arrayData[0].length : 0;
|
|
if (typeof nColumns !== 'number') {
|
|
throw new TypeError(
|
|
'Data must be a 2D array with at least one element',
|
|
);
|
|
}
|
|
this.data = [];
|
|
|
|
for (let i = 0; i < nRows; i++) {
|
|
if (arrayData[i].length !== nColumns) {
|
|
throw new RangeError('Inconsistent array dimensions');
|
|
}
|
|
if (!isArrayOfNumbers(arrayData[i])) {
|
|
throw new TypeError('Input data contains non-numeric values');
|
|
}
|
|
this.data.push(Float64Array.from(arrayData[i]));
|
|
}
|
|
|
|
this.rows = nRows;
|
|
this.columns = nColumns;
|
|
} else {
|
|
throw new TypeError(
|
|
'First argument must be a positive number or an array',
|
|
);
|
|
}
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.data[rowIndex][columnIndex] = value;
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.data[rowIndex][columnIndex];
|
|
}
|
|
|
|
removeRow(index) {
|
|
checkRowIndex(this, index);
|
|
this.data.splice(index, 1);
|
|
this.rows -= 1;
|
|
return this;
|
|
}
|
|
|
|
addRow(index, array) {
|
|
if (array === undefined) {
|
|
array = index;
|
|
index = this.rows;
|
|
}
|
|
checkRowIndex(this, index, true);
|
|
array = Float64Array.from(checkRowVector(this, array));
|
|
this.data.splice(index, 0, array);
|
|
this.rows += 1;
|
|
return this;
|
|
}
|
|
|
|
removeColumn(index) {
|
|
checkColumnIndex(this, index);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
const newRow = new Float64Array(this.columns - 1);
|
|
for (let j = 0; j < index; j++) {
|
|
newRow[j] = this.data[i][j];
|
|
}
|
|
for (let j = index + 1; j < this.columns; j++) {
|
|
newRow[j - 1] = this.data[i][j];
|
|
}
|
|
this.data[i] = newRow;
|
|
}
|
|
this.columns -= 1;
|
|
return this;
|
|
}
|
|
|
|
addColumn(index, array) {
|
|
if (typeof array === 'undefined') {
|
|
array = index;
|
|
index = this.columns;
|
|
}
|
|
checkColumnIndex(this, index, true);
|
|
array = checkColumnVector(this, array);
|
|
for (let i = 0; i < this.rows; i++) {
|
|
const newRow = new Float64Array(this.columns + 1);
|
|
let j = 0;
|
|
for (; j < index; j++) {
|
|
newRow[j] = this.data[i][j];
|
|
}
|
|
newRow[j++] = array[i];
|
|
for (; j < this.columns + 1; j++) {
|
|
newRow[j] = this.data[i][j - 1];
|
|
}
|
|
this.data[i] = newRow;
|
|
}
|
|
this.columns += 1;
|
|
return this;
|
|
}
|
|
}
|
|
|
|
installMathOperations(AbstractMatrix, Matrix);
|
|
|
|
/**
|
|
* @typedef {0 | 1 | number | boolean} Mask
|
|
*/
|
|
|
|
class SymmetricMatrix extends AbstractMatrix {
|
|
/** @type {Matrix} */
|
|
#matrix;
|
|
|
|
get size() {
|
|
return this.#matrix.size;
|
|
}
|
|
|
|
get rows() {
|
|
return this.#matrix.rows;
|
|
}
|
|
|
|
get columns() {
|
|
return this.#matrix.columns;
|
|
}
|
|
|
|
get diagonalSize() {
|
|
return this.rows;
|
|
}
|
|
|
|
/**
|
|
* not the same as matrix.isSymmetric()
|
|
* Here is to check if it's instanceof SymmetricMatrix without bundling issues
|
|
*
|
|
* @param value
|
|
* @returns {boolean}
|
|
*/
|
|
static isSymmetricMatrix(value) {
|
|
return Matrix.isMatrix(value) && value.klassType === 'SymmetricMatrix';
|
|
}
|
|
|
|
/**
|
|
* @param diagonalSize
|
|
* @return {SymmetricMatrix}
|
|
*/
|
|
static zeros(diagonalSize) {
|
|
return new this(diagonalSize);
|
|
}
|
|
|
|
/**
|
|
* @param diagonalSize
|
|
* @return {SymmetricMatrix}
|
|
*/
|
|
static ones(diagonalSize) {
|
|
return new this(diagonalSize).fill(1);
|
|
}
|
|
|
|
/**
|
|
* @param {number | AbstractMatrix | ArrayLike<ArrayLike<number>>} diagonalSize
|
|
* @return {this}
|
|
*/
|
|
constructor(diagonalSize) {
|
|
super();
|
|
|
|
if (Matrix.isMatrix(diagonalSize)) {
|
|
if (!diagonalSize.isSymmetric()) {
|
|
throw new TypeError('not symmetric data');
|
|
}
|
|
|
|
this.#matrix = Matrix.copy(
|
|
diagonalSize,
|
|
new Matrix(diagonalSize.rows, diagonalSize.rows),
|
|
);
|
|
} else if (Number.isInteger(diagonalSize) && diagonalSize >= 0) {
|
|
this.#matrix = new Matrix(diagonalSize, diagonalSize);
|
|
} else {
|
|
this.#matrix = new Matrix(diagonalSize);
|
|
|
|
if (!this.isSymmetric()) {
|
|
throw new TypeError('not symmetric data');
|
|
}
|
|
}
|
|
}
|
|
|
|
clone() {
|
|
const matrix = new SymmetricMatrix(this.diagonalSize);
|
|
|
|
for (const [row, col, value] of this.upperRightEntries()) {
|
|
matrix.set(row, col, value);
|
|
}
|
|
|
|
return matrix;
|
|
}
|
|
|
|
toMatrix() {
|
|
return new Matrix(this);
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.#matrix.get(rowIndex, columnIndex);
|
|
}
|
|
set(rowIndex, columnIndex, value) {
|
|
// symmetric set
|
|
this.#matrix.set(rowIndex, columnIndex, value);
|
|
this.#matrix.set(columnIndex, rowIndex, value);
|
|
|
|
return this;
|
|
}
|
|
|
|
removeCross(index) {
|
|
// symmetric remove side
|
|
this.#matrix.removeRow(index);
|
|
this.#matrix.removeColumn(index);
|
|
|
|
return this;
|
|
}
|
|
|
|
addCross(index, array) {
|
|
if (array === undefined) {
|
|
array = index;
|
|
index = this.diagonalSize;
|
|
}
|
|
|
|
const row = array.slice();
|
|
row.splice(index, 1);
|
|
|
|
this.#matrix.addRow(index, row);
|
|
this.#matrix.addColumn(index, array);
|
|
|
|
return this;
|
|
}
|
|
|
|
/**
|
|
* @param {Mask[]} mask
|
|
*/
|
|
applyMask(mask) {
|
|
if (mask.length !== this.diagonalSize) {
|
|
throw new RangeError('Mask size do not match with matrix size');
|
|
}
|
|
|
|
// prepare sides to remove from matrix from mask
|
|
/** @type {number[]} */
|
|
const sidesToRemove = [];
|
|
for (const [index, passthroughs] of mask.entries()) {
|
|
if (passthroughs) continue;
|
|
sidesToRemove.push(index);
|
|
}
|
|
// to remove from highest to lowest for no mutation shifting
|
|
sidesToRemove.reverse();
|
|
|
|
// remove sides
|
|
for (const sideIndex of sidesToRemove) {
|
|
this.removeCross(sideIndex);
|
|
}
|
|
|
|
return this;
|
|
}
|
|
|
|
/**
|
|
* Compact format upper-right corner of matrix
|
|
* iterate from left to right, from top to bottom.
|
|
*
|
|
* ```
|
|
* A B C D
|
|
* A 1 2 3 4
|
|
* B 2 5 6 7
|
|
* C 3 6 8 9
|
|
* D 4 7 9 10
|
|
* ```
|
|
*
|
|
* will return compact 1D array `[1, 2, 3, 4, 5, 6, 7, 8, 9, 10]`
|
|
*
|
|
* length is S(i=0, n=sideSize) => 10 for a 4 sideSized matrix
|
|
*
|
|
* @returns {number[]}
|
|
*/
|
|
toCompact() {
|
|
const { diagonalSize } = this;
|
|
|
|
/** @type {number[]} */
|
|
const compact = new Array((diagonalSize * (diagonalSize + 1)) / 2);
|
|
for (let col = 0, row = 0, index = 0; index < compact.length; index++) {
|
|
compact[index] = this.get(row, col);
|
|
|
|
if (++col >= diagonalSize) col = ++row;
|
|
}
|
|
|
|
return compact;
|
|
}
|
|
|
|
/**
|
|
* @param {number[]} compact
|
|
* @return {SymmetricMatrix}
|
|
*/
|
|
static fromCompact(compact) {
|
|
const compactSize = compact.length;
|
|
// compactSize = (sideSize * (sideSize + 1)) / 2
|
|
// https://mathsolver.microsoft.com/fr/solve-problem/y%20%3D%20%20x%20%60cdot%20%20%20%60frac%7B%20%20%60left(%20x%2B1%20%20%60right)%20%20%20%20%7D%7B%202%20%20%7D
|
|
// sideSize = (Sqrt(8 × compactSize + 1) - 1) / 2
|
|
const diagonalSize = (Math.sqrt(8 * compactSize + 1) - 1) / 2;
|
|
|
|
if (!Number.isInteger(diagonalSize)) {
|
|
throw new TypeError(
|
|
`This array is not a compact representation of a Symmetric Matrix, ${JSON.stringify(
|
|
compact,
|
|
)}`,
|
|
);
|
|
}
|
|
|
|
const matrix = new SymmetricMatrix(diagonalSize);
|
|
for (let col = 0, row = 0, index = 0; index < compactSize; index++) {
|
|
matrix.set(col, row, compact[index]);
|
|
if (++col >= diagonalSize) col = ++row;
|
|
}
|
|
|
|
return matrix;
|
|
}
|
|
|
|
/**
|
|
* half iterator upper-right-corner from left to right, from top to bottom
|
|
* yield [row, column, value]
|
|
*
|
|
* @returns {Generator<[number, number, number], void, void>}
|
|
*/
|
|
*upperRightEntries() {
|
|
for (let row = 0, col = 0; row < this.diagonalSize; void 0) {
|
|
const value = this.get(row, col);
|
|
|
|
yield [row, col, value];
|
|
|
|
// at the end of row, move cursor to next row at diagonal position
|
|
if (++col >= this.diagonalSize) col = ++row;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* half iterator upper-right-corner from left to right, from top to bottom
|
|
* yield value
|
|
*
|
|
* @returns {Generator<[number, number, number], void, void>}
|
|
*/
|
|
*upperRightValues() {
|
|
for (let row = 0, col = 0; row < this.diagonalSize; void 0) {
|
|
const value = this.get(row, col);
|
|
|
|
yield value;
|
|
|
|
// at the end of row, move cursor to next row at diagonal position
|
|
if (++col >= this.diagonalSize) col = ++row;
|
|
}
|
|
}
|
|
}
|
|
SymmetricMatrix.prototype.klassType = 'SymmetricMatrix';
|
|
|
|
class DistanceMatrix extends SymmetricMatrix {
|
|
/**
|
|
* not the same as matrix.isSymmetric()
|
|
* Here is to check if it's instanceof SymmetricMatrix without bundling issues
|
|
*
|
|
* @param value
|
|
* @returns {boolean}
|
|
*/
|
|
static isDistanceMatrix(value) {
|
|
return (
|
|
SymmetricMatrix.isSymmetricMatrix(value) &&
|
|
value.klassSubType === 'DistanceMatrix'
|
|
);
|
|
}
|
|
|
|
constructor(sideSize) {
|
|
super(sideSize);
|
|
|
|
if (!this.isDistance()) {
|
|
throw new TypeError('Provided arguments do no produce a distance matrix');
|
|
}
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
// distance matrix diagonal is 0
|
|
if (rowIndex === columnIndex) value = 0;
|
|
|
|
return super.set(rowIndex, columnIndex, value);
|
|
}
|
|
|
|
addCross(index, array) {
|
|
if (array === undefined) {
|
|
array = index;
|
|
index = this.diagonalSize;
|
|
}
|
|
|
|
// ensure distance
|
|
array = array.slice();
|
|
array[index] = 0;
|
|
|
|
return super.addCross(index, array);
|
|
}
|
|
|
|
toSymmetricMatrix() {
|
|
return new SymmetricMatrix(this);
|
|
}
|
|
|
|
clone() {
|
|
const matrix = new DistanceMatrix(this.diagonalSize);
|
|
|
|
for (const [row, col, value] of this.upperRightEntries()) {
|
|
if (row === col) continue;
|
|
matrix.set(row, col, value);
|
|
}
|
|
|
|
return matrix;
|
|
}
|
|
|
|
/**
|
|
* Compact format upper-right corner of matrix
|
|
* no diagonal (only zeros)
|
|
* iterable from left to right, from top to bottom.
|
|
*
|
|
* ```
|
|
* A B C D
|
|
* A 0 1 2 3
|
|
* B 1 0 4 5
|
|
* C 2 4 0 6
|
|
* D 3 5 6 0
|
|
* ```
|
|
*
|
|
* will return compact 1D array `[1, 2, 3, 4, 5, 6]`
|
|
*
|
|
* length is S(i=0, n=sideSize-1) => 6 for a 4 side sized matrix
|
|
*
|
|
* @returns {number[]}
|
|
*/
|
|
toCompact() {
|
|
const { diagonalSize } = this;
|
|
const compactLength = ((diagonalSize - 1) * diagonalSize) / 2;
|
|
|
|
/** @type {number[]} */
|
|
const compact = new Array(compactLength);
|
|
for (let col = 1, row = 0, index = 0; index < compact.length; index++) {
|
|
compact[index] = this.get(row, col);
|
|
|
|
if (++col >= diagonalSize) col = ++row + 1;
|
|
}
|
|
|
|
return compact;
|
|
}
|
|
|
|
/**
|
|
* @param {number[]} compact
|
|
*/
|
|
static fromCompact(compact) {
|
|
const compactSize = compact.length;
|
|
|
|
if (compactSize === 0) {
|
|
return new this(0);
|
|
}
|
|
|
|
// compactSize in Natural integer range ]0;∞]
|
|
// compactSize = (sideSize * (sideSize - 1)) / 2
|
|
// sideSize = (Sqrt(8 × compactSize + 1) + 1) / 2
|
|
const diagonalSize = (Math.sqrt(8 * compactSize + 1) + 1) / 2;
|
|
|
|
if (!Number.isInteger(diagonalSize)) {
|
|
throw new TypeError(
|
|
`This array is not a compact representation of a DistanceMatrix, ${JSON.stringify(
|
|
compact,
|
|
)}`,
|
|
);
|
|
}
|
|
|
|
const matrix = new this(diagonalSize);
|
|
for (let col = 1, row = 0, index = 0; index < compactSize; index++) {
|
|
matrix.set(col, row, compact[index]);
|
|
if (++col >= diagonalSize) col = ++row + 1;
|
|
}
|
|
|
|
return matrix;
|
|
}
|
|
}
|
|
DistanceMatrix.prototype.klassSubType = 'DistanceMatrix';
|
|
|
|
class BaseView extends AbstractMatrix {
|
|
constructor(matrix, rows, columns) {
|
|
super();
|
|
this.matrix = matrix;
|
|
this.rows = rows;
|
|
this.columns = columns;
|
|
}
|
|
}
|
|
|
|
class MatrixColumnView extends BaseView {
|
|
constructor(matrix, column) {
|
|
checkColumnIndex(matrix, column);
|
|
super(matrix, matrix.rows, 1);
|
|
this.column = column;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(rowIndex, this.column, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex) {
|
|
return this.matrix.get(rowIndex, this.column);
|
|
}
|
|
}
|
|
|
|
class MatrixColumnSelectionView extends BaseView {
|
|
constructor(matrix, columnIndices) {
|
|
checkColumnIndices(matrix, columnIndices);
|
|
super(matrix, matrix.rows, columnIndices.length);
|
|
this.columnIndices = columnIndices;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(rowIndex, this.columnIndices[columnIndex], value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(rowIndex, this.columnIndices[columnIndex]);
|
|
}
|
|
}
|
|
|
|
class MatrixFlipColumnView extends BaseView {
|
|
constructor(matrix) {
|
|
super(matrix, matrix.rows, matrix.columns);
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(rowIndex, this.columns - columnIndex - 1, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(rowIndex, this.columns - columnIndex - 1);
|
|
}
|
|
}
|
|
|
|
class MatrixFlipRowView extends BaseView {
|
|
constructor(matrix) {
|
|
super(matrix, matrix.rows, matrix.columns);
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(this.rows - rowIndex - 1, columnIndex, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(this.rows - rowIndex - 1, columnIndex);
|
|
}
|
|
}
|
|
|
|
class MatrixRowView extends BaseView {
|
|
constructor(matrix, row) {
|
|
checkRowIndex(matrix, row);
|
|
super(matrix, 1, matrix.columns);
|
|
this.row = row;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(this.row, columnIndex, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(this.row, columnIndex);
|
|
}
|
|
}
|
|
|
|
class MatrixRowSelectionView extends BaseView {
|
|
constructor(matrix, rowIndices) {
|
|
checkRowIndices(matrix, rowIndices);
|
|
super(matrix, rowIndices.length, matrix.columns);
|
|
this.rowIndices = rowIndices;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(this.rowIndices[rowIndex], columnIndex, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(this.rowIndices[rowIndex], columnIndex);
|
|
}
|
|
}
|
|
|
|
class MatrixSelectionView extends BaseView {
|
|
constructor(matrix, rowIndices, columnIndices) {
|
|
checkRowIndices(matrix, rowIndices);
|
|
checkColumnIndices(matrix, columnIndices);
|
|
super(matrix, rowIndices.length, columnIndices.length);
|
|
this.rowIndices = rowIndices;
|
|
this.columnIndices = columnIndices;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(
|
|
this.rowIndices[rowIndex],
|
|
this.columnIndices[columnIndex],
|
|
value,
|
|
);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(
|
|
this.rowIndices[rowIndex],
|
|
this.columnIndices[columnIndex],
|
|
);
|
|
}
|
|
}
|
|
|
|
class MatrixSubView extends BaseView {
|
|
constructor(matrix, startRow, endRow, startColumn, endColumn) {
|
|
checkRange(matrix, startRow, endRow, startColumn, endColumn);
|
|
super(matrix, endRow - startRow + 1, endColumn - startColumn + 1);
|
|
this.startRow = startRow;
|
|
this.startColumn = startColumn;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(
|
|
this.startRow + rowIndex,
|
|
this.startColumn + columnIndex,
|
|
value,
|
|
);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(
|
|
this.startRow + rowIndex,
|
|
this.startColumn + columnIndex,
|
|
);
|
|
}
|
|
}
|
|
|
|
class MatrixTransposeView extends BaseView {
|
|
constructor(matrix) {
|
|
super(matrix, matrix.columns, matrix.rows);
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.matrix.set(columnIndex, rowIndex, value);
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.matrix.get(columnIndex, rowIndex);
|
|
}
|
|
}
|
|
|
|
class WrapperMatrix1D extends AbstractMatrix {
|
|
constructor(data, options = {}) {
|
|
const { rows = 1 } = options;
|
|
|
|
if (data.length % rows !== 0) {
|
|
throw new Error('the data length is not divisible by the number of rows');
|
|
}
|
|
super();
|
|
this.rows = rows;
|
|
this.columns = data.length / rows;
|
|
this.data = data;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
let index = this._calculateIndex(rowIndex, columnIndex);
|
|
this.data[index] = value;
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
let index = this._calculateIndex(rowIndex, columnIndex);
|
|
return this.data[index];
|
|
}
|
|
|
|
_calculateIndex(row, column) {
|
|
return row * this.columns + column;
|
|
}
|
|
}
|
|
|
|
class WrapperMatrix2D extends AbstractMatrix {
|
|
constructor(data) {
|
|
super();
|
|
this.data = data;
|
|
this.rows = data.length;
|
|
this.columns = data[0].length;
|
|
}
|
|
|
|
set(rowIndex, columnIndex, value) {
|
|
this.data[rowIndex][columnIndex] = value;
|
|
return this;
|
|
}
|
|
|
|
get(rowIndex, columnIndex) {
|
|
return this.data[rowIndex][columnIndex];
|
|
}
|
|
}
|
|
|
|
function wrap(array, options) {
|
|
if (isAnyArray.isAnyArray(array)) {
|
|
if (array[0] && isAnyArray.isAnyArray(array[0])) {
|
|
return new WrapperMatrix2D(array);
|
|
} else {
|
|
return new WrapperMatrix1D(array, options);
|
|
}
|
|
} else {
|
|
throw new Error('the argument is not an array');
|
|
}
|
|
}
|
|
|
|
class LuDecomposition {
|
|
constructor(matrix) {
|
|
matrix = WrapperMatrix2D.checkMatrix(matrix);
|
|
|
|
let lu = matrix.clone();
|
|
let rows = lu.rows;
|
|
let columns = lu.columns;
|
|
let pivotVector = new Float64Array(rows);
|
|
let pivotSign = 1;
|
|
let i, j, k, p, s, t, v;
|
|
let LUcolj, kmax;
|
|
|
|
for (i = 0; i < rows; i++) {
|
|
pivotVector[i] = i;
|
|
}
|
|
|
|
LUcolj = new Float64Array(rows);
|
|
|
|
for (j = 0; j < columns; j++) {
|
|
for (i = 0; i < rows; i++) {
|
|
LUcolj[i] = lu.get(i, j);
|
|
}
|
|
|
|
for (i = 0; i < rows; i++) {
|
|
kmax = Math.min(i, j);
|
|
s = 0;
|
|
for (k = 0; k < kmax; k++) {
|
|
s += lu.get(i, k) * LUcolj[k];
|
|
}
|
|
LUcolj[i] -= s;
|
|
lu.set(i, j, LUcolj[i]);
|
|
}
|
|
|
|
p = j;
|
|
for (i = j + 1; i < rows; i++) {
|
|
if (Math.abs(LUcolj[i]) > Math.abs(LUcolj[p])) {
|
|
p = i;
|
|
}
|
|
}
|
|
|
|
if (p !== j) {
|
|
for (k = 0; k < columns; k++) {
|
|
t = lu.get(p, k);
|
|
lu.set(p, k, lu.get(j, k));
|
|
lu.set(j, k, t);
|
|
}
|
|
|
|
v = pivotVector[p];
|
|
pivotVector[p] = pivotVector[j];
|
|
pivotVector[j] = v;
|
|
|
|
pivotSign = -pivotSign;
|
|
}
|
|
|
|
if (j < rows && lu.get(j, j) !== 0) {
|
|
for (i = j + 1; i < rows; i++) {
|
|
lu.set(i, j, lu.get(i, j) / lu.get(j, j));
|
|
}
|
|
}
|
|
}
|
|
|
|
this.LU = lu;
|
|
this.pivotVector = pivotVector;
|
|
this.pivotSign = pivotSign;
|
|
}
|
|
|
|
isSingular() {
|
|
let data = this.LU;
|
|
let col = data.columns;
|
|
for (let j = 0; j < col; j++) {
|
|
if (data.get(j, j) === 0) {
|
|
return true;
|
|
}
|
|
}
|
|
return false;
|
|
}
|
|
|
|
solve(value) {
|
|
value = Matrix.checkMatrix(value);
|
|
|
|
let lu = this.LU;
|
|
let rows = lu.rows;
|
|
|
|
if (rows !== value.rows) {
|
|
throw new Error('Invalid matrix dimensions');
|
|
}
|
|
if (this.isSingular()) {
|
|
throw new Error('LU matrix is singular');
|
|
}
|
|
|
|
let count = value.columns;
|
|
let X = value.subMatrixRow(this.pivotVector, 0, count - 1);
|
|
let columns = lu.columns;
|
|
let i, j, k;
|
|
|
|
for (k = 0; k < columns; k++) {
|
|
for (i = k + 1; i < columns; i++) {
|
|
for (j = 0; j < count; j++) {
|
|
X.set(i, j, X.get(i, j) - X.get(k, j) * lu.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
for (k = columns - 1; k >= 0; k--) {
|
|
for (j = 0; j < count; j++) {
|
|
X.set(k, j, X.get(k, j) / lu.get(k, k));
|
|
}
|
|
for (i = 0; i < k; i++) {
|
|
for (j = 0; j < count; j++) {
|
|
X.set(i, j, X.get(i, j) - X.get(k, j) * lu.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
|
|
get determinant() {
|
|
let data = this.LU;
|
|
if (!data.isSquare()) {
|
|
throw new Error('Matrix must be square');
|
|
}
|
|
let determinant = this.pivotSign;
|
|
let col = data.columns;
|
|
for (let j = 0; j < col; j++) {
|
|
determinant *= data.get(j, j);
|
|
}
|
|
return determinant;
|
|
}
|
|
|
|
get lowerTriangularMatrix() {
|
|
let data = this.LU;
|
|
let rows = data.rows;
|
|
let columns = data.columns;
|
|
let X = new Matrix(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
if (i > j) {
|
|
X.set(i, j, data.get(i, j));
|
|
} else if (i === j) {
|
|
X.set(i, j, 1);
|
|
} else {
|
|
X.set(i, j, 0);
|
|
}
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
|
|
get upperTriangularMatrix() {
|
|
let data = this.LU;
|
|
let rows = data.rows;
|
|
let columns = data.columns;
|
|
let X = new Matrix(rows, columns);
|
|
for (let i = 0; i < rows; i++) {
|
|
for (let j = 0; j < columns; j++) {
|
|
if (i <= j) {
|
|
X.set(i, j, data.get(i, j));
|
|
} else {
|
|
X.set(i, j, 0);
|
|
}
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
|
|
get pivotPermutationVector() {
|
|
return Array.from(this.pivotVector);
|
|
}
|
|
}
|
|
|
|
function hypotenuse(a, b) {
|
|
let r = 0;
|
|
if (Math.abs(a) > Math.abs(b)) {
|
|
r = b / a;
|
|
return Math.abs(a) * Math.sqrt(1 + r * r);
|
|
}
|
|
if (b !== 0) {
|
|
r = a / b;
|
|
return Math.abs(b) * Math.sqrt(1 + r * r);
|
|
}
|
|
return 0;
|
|
}
|
|
|
|
class QrDecomposition {
|
|
constructor(value) {
|
|
value = WrapperMatrix2D.checkMatrix(value);
|
|
|
|
let qr = value.clone();
|
|
let m = value.rows;
|
|
let n = value.columns;
|
|
let rdiag = new Float64Array(n);
|
|
let i, j, k, s;
|
|
|
|
for (k = 0; k < n; k++) {
|
|
let nrm = 0;
|
|
for (i = k; i < m; i++) {
|
|
nrm = hypotenuse(nrm, qr.get(i, k));
|
|
}
|
|
if (nrm !== 0) {
|
|
if (qr.get(k, k) < 0) {
|
|
nrm = -nrm;
|
|
}
|
|
for (i = k; i < m; i++) {
|
|
qr.set(i, k, qr.get(i, k) / nrm);
|
|
}
|
|
qr.set(k, k, qr.get(k, k) + 1);
|
|
for (j = k + 1; j < n; j++) {
|
|
s = 0;
|
|
for (i = k; i < m; i++) {
|
|
s += qr.get(i, k) * qr.get(i, j);
|
|
}
|
|
s = -s / qr.get(k, k);
|
|
for (i = k; i < m; i++) {
|
|
qr.set(i, j, qr.get(i, j) + s * qr.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
rdiag[k] = -nrm;
|
|
}
|
|
|
|
this.QR = qr;
|
|
this.Rdiag = rdiag;
|
|
}
|
|
|
|
solve(value) {
|
|
value = Matrix.checkMatrix(value);
|
|
|
|
let qr = this.QR;
|
|
let m = qr.rows;
|
|
|
|
if (value.rows !== m) {
|
|
throw new Error('Matrix row dimensions must agree');
|
|
}
|
|
if (!this.isFullRank()) {
|
|
throw new Error('Matrix is rank deficient');
|
|
}
|
|
|
|
let count = value.columns;
|
|
let X = value.clone();
|
|
let n = qr.columns;
|
|
let i, j, k, s;
|
|
|
|
for (k = 0; k < n; k++) {
|
|
for (j = 0; j < count; j++) {
|
|
s = 0;
|
|
for (i = k; i < m; i++) {
|
|
s += qr.get(i, k) * X.get(i, j);
|
|
}
|
|
s = -s / qr.get(k, k);
|
|
for (i = k; i < m; i++) {
|
|
X.set(i, j, X.get(i, j) + s * qr.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
for (k = n - 1; k >= 0; k--) {
|
|
for (j = 0; j < count; j++) {
|
|
X.set(k, j, X.get(k, j) / this.Rdiag[k]);
|
|
}
|
|
for (i = 0; i < k; i++) {
|
|
for (j = 0; j < count; j++) {
|
|
X.set(i, j, X.get(i, j) - X.get(k, j) * qr.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
|
|
return X.subMatrix(0, n - 1, 0, count - 1);
|
|
}
|
|
|
|
isFullRank() {
|
|
let columns = this.QR.columns;
|
|
for (let i = 0; i < columns; i++) {
|
|
if (this.Rdiag[i] === 0) {
|
|
return false;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
get upperTriangularMatrix() {
|
|
let qr = this.QR;
|
|
let n = qr.columns;
|
|
let X = new Matrix(n, n);
|
|
let i, j;
|
|
for (i = 0; i < n; i++) {
|
|
for (j = 0; j < n; j++) {
|
|
if (i < j) {
|
|
X.set(i, j, qr.get(i, j));
|
|
} else if (i === j) {
|
|
X.set(i, j, this.Rdiag[i]);
|
|
} else {
|
|
X.set(i, j, 0);
|
|
}
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
|
|
get orthogonalMatrix() {
|
|
let qr = this.QR;
|
|
let rows = qr.rows;
|
|
let columns = qr.columns;
|
|
let X = new Matrix(rows, columns);
|
|
let i, j, k, s;
|
|
|
|
for (k = columns - 1; k >= 0; k--) {
|
|
for (i = 0; i < rows; i++) {
|
|
X.set(i, k, 0);
|
|
}
|
|
X.set(k, k, 1);
|
|
for (j = k; j < columns; j++) {
|
|
if (qr.get(k, k) !== 0) {
|
|
s = 0;
|
|
for (i = k; i < rows; i++) {
|
|
s += qr.get(i, k) * X.get(i, j);
|
|
}
|
|
|
|
s = -s / qr.get(k, k);
|
|
|
|
for (i = k; i < rows; i++) {
|
|
X.set(i, j, X.get(i, j) + s * qr.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
}
|
|
|
|
class SingularValueDecomposition {
|
|
constructor(value, options = {}) {
|
|
value = WrapperMatrix2D.checkMatrix(value);
|
|
|
|
if (value.isEmpty()) {
|
|
throw new Error('Matrix must be non-empty');
|
|
}
|
|
|
|
let m = value.rows;
|
|
let n = value.columns;
|
|
|
|
const {
|
|
computeLeftSingularVectors = true,
|
|
computeRightSingularVectors = true,
|
|
autoTranspose = false,
|
|
} = options;
|
|
|
|
let wantu = Boolean(computeLeftSingularVectors);
|
|
let wantv = Boolean(computeRightSingularVectors);
|
|
|
|
let swapped = false;
|
|
let a;
|
|
if (m < n) {
|
|
if (!autoTranspose) {
|
|
a = value.clone();
|
|
// eslint-disable-next-line no-console
|
|
console.warn(
|
|
'Computing SVD on a matrix with more columns than rows. Consider enabling autoTranspose',
|
|
);
|
|
} else {
|
|
a = value.transpose();
|
|
m = a.rows;
|
|
n = a.columns;
|
|
swapped = true;
|
|
let aux = wantu;
|
|
wantu = wantv;
|
|
wantv = aux;
|
|
}
|
|
} else {
|
|
a = value.clone();
|
|
}
|
|
|
|
let nu = Math.min(m, n);
|
|
let ni = Math.min(m + 1, n);
|
|
let s = new Float64Array(ni);
|
|
let U = new Matrix(m, nu);
|
|
let V = new Matrix(n, n);
|
|
|
|
let e = new Float64Array(n);
|
|
let work = new Float64Array(m);
|
|
|
|
let si = new Float64Array(ni);
|
|
for (let i = 0; i < ni; i++) si[i] = i;
|
|
|
|
let nct = Math.min(m - 1, n);
|
|
let nrt = Math.max(0, Math.min(n - 2, m));
|
|
let mrc = Math.max(nct, nrt);
|
|
|
|
for (let k = 0; k < mrc; k++) {
|
|
if (k < nct) {
|
|
s[k] = 0;
|
|
for (let i = k; i < m; i++) {
|
|
s[k] = hypotenuse(s[k], a.get(i, k));
|
|
}
|
|
if (s[k] !== 0) {
|
|
if (a.get(k, k) < 0) {
|
|
s[k] = -s[k];
|
|
}
|
|
for (let i = k; i < m; i++) {
|
|
a.set(i, k, a.get(i, k) / s[k]);
|
|
}
|
|
a.set(k, k, a.get(k, k) + 1);
|
|
}
|
|
s[k] = -s[k];
|
|
}
|
|
|
|
for (let j = k + 1; j < n; j++) {
|
|
if (k < nct && s[k] !== 0) {
|
|
let t = 0;
|
|
for (let i = k; i < m; i++) {
|
|
t += a.get(i, k) * a.get(i, j);
|
|
}
|
|
t = -t / a.get(k, k);
|
|
for (let i = k; i < m; i++) {
|
|
a.set(i, j, a.get(i, j) + t * a.get(i, k));
|
|
}
|
|
}
|
|
e[j] = a.get(k, j);
|
|
}
|
|
|
|
if (wantu && k < nct) {
|
|
for (let i = k; i < m; i++) {
|
|
U.set(i, k, a.get(i, k));
|
|
}
|
|
}
|
|
|
|
if (k < nrt) {
|
|
e[k] = 0;
|
|
for (let i = k + 1; i < n; i++) {
|
|
e[k] = hypotenuse(e[k], e[i]);
|
|
}
|
|
if (e[k] !== 0) {
|
|
if (e[k + 1] < 0) {
|
|
e[k] = 0 - e[k];
|
|
}
|
|
for (let i = k + 1; i < n; i++) {
|
|
e[i] /= e[k];
|
|
}
|
|
e[k + 1] += 1;
|
|
}
|
|
e[k] = -e[k];
|
|
if (k + 1 < m && e[k] !== 0) {
|
|
for (let i = k + 1; i < m; i++) {
|
|
work[i] = 0;
|
|
}
|
|
for (let i = k + 1; i < m; i++) {
|
|
for (let j = k + 1; j < n; j++) {
|
|
work[i] += e[j] * a.get(i, j);
|
|
}
|
|
}
|
|
for (let j = k + 1; j < n; j++) {
|
|
let t = -e[j] / e[k + 1];
|
|
for (let i = k + 1; i < m; i++) {
|
|
a.set(i, j, a.get(i, j) + t * work[i]);
|
|
}
|
|
}
|
|
}
|
|
if (wantv) {
|
|
for (let i = k + 1; i < n; i++) {
|
|
V.set(i, k, e[i]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
let p = Math.min(n, m + 1);
|
|
if (nct < n) {
|
|
s[nct] = a.get(nct, nct);
|
|
}
|
|
if (m < p) {
|
|
s[p - 1] = 0;
|
|
}
|
|
if (nrt + 1 < p) {
|
|
e[nrt] = a.get(nrt, p - 1);
|
|
}
|
|
e[p - 1] = 0;
|
|
|
|
if (wantu) {
|
|
for (let j = nct; j < nu; j++) {
|
|
for (let i = 0; i < m; i++) {
|
|
U.set(i, j, 0);
|
|
}
|
|
U.set(j, j, 1);
|
|
}
|
|
for (let k = nct - 1; k >= 0; k--) {
|
|
if (s[k] !== 0) {
|
|
for (let j = k + 1; j < nu; j++) {
|
|
let t = 0;
|
|
for (let i = k; i < m; i++) {
|
|
t += U.get(i, k) * U.get(i, j);
|
|
}
|
|
t = -t / U.get(k, k);
|
|
for (let i = k; i < m; i++) {
|
|
U.set(i, j, U.get(i, j) + t * U.get(i, k));
|
|
}
|
|
}
|
|
for (let i = k; i < m; i++) {
|
|
U.set(i, k, -U.get(i, k));
|
|
}
|
|
U.set(k, k, 1 + U.get(k, k));
|
|
for (let i = 0; i < k - 1; i++) {
|
|
U.set(i, k, 0);
|
|
}
|
|
} else {
|
|
for (let i = 0; i < m; i++) {
|
|
U.set(i, k, 0);
|
|
}
|
|
U.set(k, k, 1);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (wantv) {
|
|
for (let k = n - 1; k >= 0; k--) {
|
|
if (k < nrt && e[k] !== 0) {
|
|
for (let j = k + 1; j < n; j++) {
|
|
let t = 0;
|
|
for (let i = k + 1; i < n; i++) {
|
|
t += V.get(i, k) * V.get(i, j);
|
|
}
|
|
t = -t / V.get(k + 1, k);
|
|
for (let i = k + 1; i < n; i++) {
|
|
V.set(i, j, V.get(i, j) + t * V.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
for (let i = 0; i < n; i++) {
|
|
V.set(i, k, 0);
|
|
}
|
|
V.set(k, k, 1);
|
|
}
|
|
}
|
|
|
|
let pp = p - 1;
|
|
let eps = Number.EPSILON;
|
|
while (p > 0) {
|
|
let k, kase;
|
|
for (k = p - 2; k >= -1; k--) {
|
|
if (k === -1) {
|
|
break;
|
|
}
|
|
const alpha =
|
|
Number.MIN_VALUE + eps * Math.abs(s[k] + Math.abs(s[k + 1]));
|
|
if (Math.abs(e[k]) <= alpha || Number.isNaN(e[k])) {
|
|
e[k] = 0;
|
|
break;
|
|
}
|
|
}
|
|
if (k === p - 2) {
|
|
kase = 4;
|
|
} else {
|
|
let ks;
|
|
for (ks = p - 1; ks >= k; ks--) {
|
|
if (ks === k) {
|
|
break;
|
|
}
|
|
let t =
|
|
(ks !== p ? Math.abs(e[ks]) : 0) +
|
|
(ks !== k + 1 ? Math.abs(e[ks - 1]) : 0);
|
|
if (Math.abs(s[ks]) <= eps * t) {
|
|
s[ks] = 0;
|
|
break;
|
|
}
|
|
}
|
|
if (ks === k) {
|
|
kase = 3;
|
|
} else if (ks === p - 1) {
|
|
kase = 1;
|
|
} else {
|
|
kase = 2;
|
|
k = ks;
|
|
}
|
|
}
|
|
|
|
k++;
|
|
|
|
switch (kase) {
|
|
case 1: {
|
|
let f = e[p - 2];
|
|
e[p - 2] = 0;
|
|
for (let j = p - 2; j >= k; j--) {
|
|
let t = hypotenuse(s[j], f);
|
|
let cs = s[j] / t;
|
|
let sn = f / t;
|
|
s[j] = t;
|
|
if (j !== k) {
|
|
f = -sn * e[j - 1];
|
|
e[j - 1] = cs * e[j - 1];
|
|
}
|
|
if (wantv) {
|
|
for (let i = 0; i < n; i++) {
|
|
t = cs * V.get(i, j) + sn * V.get(i, p - 1);
|
|
V.set(i, p - 1, -sn * V.get(i, j) + cs * V.get(i, p - 1));
|
|
V.set(i, j, t);
|
|
}
|
|
}
|
|
}
|
|
break;
|
|
}
|
|
case 2: {
|
|
let f = e[k - 1];
|
|
e[k - 1] = 0;
|
|
for (let j = k; j < p; j++) {
|
|
let t = hypotenuse(s[j], f);
|
|
let cs = s[j] / t;
|
|
let sn = f / t;
|
|
s[j] = t;
|
|
f = -sn * e[j];
|
|
e[j] = cs * e[j];
|
|
if (wantu) {
|
|
for (let i = 0; i < m; i++) {
|
|
t = cs * U.get(i, j) + sn * U.get(i, k - 1);
|
|
U.set(i, k - 1, -sn * U.get(i, j) + cs * U.get(i, k - 1));
|
|
U.set(i, j, t);
|
|
}
|
|
}
|
|
}
|
|
break;
|
|
}
|
|
case 3: {
|
|
const scale = Math.max(
|
|
Math.abs(s[p - 1]),
|
|
Math.abs(s[p - 2]),
|
|
Math.abs(e[p - 2]),
|
|
Math.abs(s[k]),
|
|
Math.abs(e[k]),
|
|
);
|
|
const sp = s[p - 1] / scale;
|
|
const spm1 = s[p - 2] / scale;
|
|
const epm1 = e[p - 2] / scale;
|
|
const sk = s[k] / scale;
|
|
const ek = e[k] / scale;
|
|
const b = ((spm1 + sp) * (spm1 - sp) + epm1 * epm1) / 2;
|
|
const c = sp * epm1 * (sp * epm1);
|
|
let shift = 0;
|
|
if (b !== 0 || c !== 0) {
|
|
if (b < 0) {
|
|
shift = 0 - Math.sqrt(b * b + c);
|
|
} else {
|
|
shift = Math.sqrt(b * b + c);
|
|
}
|
|
shift = c / (b + shift);
|
|
}
|
|
let f = (sk + sp) * (sk - sp) + shift;
|
|
let g = sk * ek;
|
|
for (let j = k; j < p - 1; j++) {
|
|
let t = hypotenuse(f, g);
|
|
if (t === 0) t = Number.MIN_VALUE;
|
|
let cs = f / t;
|
|
let sn = g / t;
|
|
if (j !== k) {
|
|
e[j - 1] = t;
|
|
}
|
|
f = cs * s[j] + sn * e[j];
|
|
e[j] = cs * e[j] - sn * s[j];
|
|
g = sn * s[j + 1];
|
|
s[j + 1] = cs * s[j + 1];
|
|
if (wantv) {
|
|
for (let i = 0; i < n; i++) {
|
|
t = cs * V.get(i, j) + sn * V.get(i, j + 1);
|
|
V.set(i, j + 1, -sn * V.get(i, j) + cs * V.get(i, j + 1));
|
|
V.set(i, j, t);
|
|
}
|
|
}
|
|
t = hypotenuse(f, g);
|
|
if (t === 0) t = Number.MIN_VALUE;
|
|
cs = f / t;
|
|
sn = g / t;
|
|
s[j] = t;
|
|
f = cs * e[j] + sn * s[j + 1];
|
|
s[j + 1] = -sn * e[j] + cs * s[j + 1];
|
|
g = sn * e[j + 1];
|
|
e[j + 1] = cs * e[j + 1];
|
|
if (wantu && j < m - 1) {
|
|
for (let i = 0; i < m; i++) {
|
|
t = cs * U.get(i, j) + sn * U.get(i, j + 1);
|
|
U.set(i, j + 1, -sn * U.get(i, j) + cs * U.get(i, j + 1));
|
|
U.set(i, j, t);
|
|
}
|
|
}
|
|
}
|
|
e[p - 2] = f;
|
|
break;
|
|
}
|
|
case 4: {
|
|
if (s[k] <= 0) {
|
|
s[k] = s[k] < 0 ? -s[k] : 0;
|
|
if (wantv) {
|
|
for (let i = 0; i <= pp; i++) {
|
|
V.set(i, k, -V.get(i, k));
|
|
}
|
|
}
|
|
}
|
|
while (k < pp) {
|
|
if (s[k] >= s[k + 1]) {
|
|
break;
|
|
}
|
|
let t = s[k];
|
|
s[k] = s[k + 1];
|
|
s[k + 1] = t;
|
|
if (wantv && k < n - 1) {
|
|
for (let i = 0; i < n; i++) {
|
|
t = V.get(i, k + 1);
|
|
V.set(i, k + 1, V.get(i, k));
|
|
V.set(i, k, t);
|
|
}
|
|
}
|
|
if (wantu && k < m - 1) {
|
|
for (let i = 0; i < m; i++) {
|
|
t = U.get(i, k + 1);
|
|
U.set(i, k + 1, U.get(i, k));
|
|
U.set(i, k, t);
|
|
}
|
|
}
|
|
k++;
|
|
}
|
|
p--;
|
|
break;
|
|
}
|
|
// no default
|
|
}
|
|
}
|
|
|
|
if (swapped) {
|
|
let tmp = V;
|
|
V = U;
|
|
U = tmp;
|
|
}
|
|
|
|
this.m = m;
|
|
this.n = n;
|
|
this.s = s;
|
|
this.U = U;
|
|
this.V = V;
|
|
}
|
|
|
|
solve(value) {
|
|
let Y = value;
|
|
let e = this.threshold;
|
|
let scols = this.s.length;
|
|
let Ls = Matrix.zeros(scols, scols);
|
|
|
|
for (let i = 0; i < scols; i++) {
|
|
if (Math.abs(this.s[i]) <= e) {
|
|
Ls.set(i, i, 0);
|
|
} else {
|
|
Ls.set(i, i, 1 / this.s[i]);
|
|
}
|
|
}
|
|
|
|
let U = this.U;
|
|
let V = this.rightSingularVectors;
|
|
|
|
let VL = V.mmul(Ls);
|
|
let vrows = V.rows;
|
|
let urows = U.rows;
|
|
let VLU = Matrix.zeros(vrows, urows);
|
|
|
|
for (let i = 0; i < vrows; i++) {
|
|
for (let j = 0; j < urows; j++) {
|
|
let sum = 0;
|
|
for (let k = 0; k < scols; k++) {
|
|
sum += VL.get(i, k) * U.get(j, k);
|
|
}
|
|
VLU.set(i, j, sum);
|
|
}
|
|
}
|
|
|
|
return VLU.mmul(Y);
|
|
}
|
|
|
|
solveForDiagonal(value) {
|
|
return this.solve(Matrix.diag(value));
|
|
}
|
|
|
|
inverse() {
|
|
let V = this.V;
|
|
let e = this.threshold;
|
|
let vrows = V.rows;
|
|
let vcols = V.columns;
|
|
let X = new Matrix(vrows, this.s.length);
|
|
|
|
for (let i = 0; i < vrows; i++) {
|
|
for (let j = 0; j < vcols; j++) {
|
|
if (Math.abs(this.s[j]) > e) {
|
|
X.set(i, j, V.get(i, j) / this.s[j]);
|
|
}
|
|
}
|
|
}
|
|
|
|
let U = this.U;
|
|
|
|
let urows = U.rows;
|
|
let ucols = U.columns;
|
|
let Y = new Matrix(vrows, urows);
|
|
|
|
for (let i = 0; i < vrows; i++) {
|
|
for (let j = 0; j < urows; j++) {
|
|
let sum = 0;
|
|
for (let k = 0; k < ucols; k++) {
|
|
sum += X.get(i, k) * U.get(j, k);
|
|
}
|
|
Y.set(i, j, sum);
|
|
}
|
|
}
|
|
|
|
return Y;
|
|
}
|
|
|
|
get condition() {
|
|
return this.s[0] / this.s[Math.min(this.m, this.n) - 1];
|
|
}
|
|
|
|
get norm2() {
|
|
return this.s[0];
|
|
}
|
|
|
|
get rank() {
|
|
let tol = Math.max(this.m, this.n) * this.s[0] * Number.EPSILON;
|
|
let r = 0;
|
|
let s = this.s;
|
|
for (let i = 0, ii = s.length; i < ii; i++) {
|
|
if (s[i] > tol) {
|
|
r++;
|
|
}
|
|
}
|
|
return r;
|
|
}
|
|
|
|
get diagonal() {
|
|
return Array.from(this.s);
|
|
}
|
|
|
|
get threshold() {
|
|
return (Number.EPSILON / 2) * Math.max(this.m, this.n) * this.s[0];
|
|
}
|
|
|
|
get leftSingularVectors() {
|
|
return this.U;
|
|
}
|
|
|
|
get rightSingularVectors() {
|
|
return this.V;
|
|
}
|
|
|
|
get diagonalMatrix() {
|
|
return Matrix.diag(this.s);
|
|
}
|
|
}
|
|
|
|
function inverse(matrix, useSVD = false) {
|
|
matrix = WrapperMatrix2D.checkMatrix(matrix);
|
|
if (useSVD) {
|
|
return new SingularValueDecomposition(matrix).inverse();
|
|
} else {
|
|
return solve(matrix, Matrix.eye(matrix.rows));
|
|
}
|
|
}
|
|
|
|
function solve(leftHandSide, rightHandSide, useSVD = false) {
|
|
leftHandSide = WrapperMatrix2D.checkMatrix(leftHandSide);
|
|
rightHandSide = WrapperMatrix2D.checkMatrix(rightHandSide);
|
|
if (useSVD) {
|
|
return new SingularValueDecomposition(leftHandSide).solve(rightHandSide);
|
|
} else {
|
|
return leftHandSide.isSquare()
|
|
? new LuDecomposition(leftHandSide).solve(rightHandSide)
|
|
: new QrDecomposition(leftHandSide).solve(rightHandSide);
|
|
}
|
|
}
|
|
|
|
function determinant(matrix) {
|
|
matrix = Matrix.checkMatrix(matrix);
|
|
if (matrix.isSquare()) {
|
|
if (matrix.columns === 0) {
|
|
return 1;
|
|
}
|
|
|
|
let a, b, c, d;
|
|
if (matrix.columns === 2) {
|
|
// 2 x 2 matrix
|
|
a = matrix.get(0, 0);
|
|
b = matrix.get(0, 1);
|
|
c = matrix.get(1, 0);
|
|
d = matrix.get(1, 1);
|
|
|
|
return a * d - b * c;
|
|
} else if (matrix.columns === 3) {
|
|
// 3 x 3 matrix
|
|
let subMatrix0, subMatrix1, subMatrix2;
|
|
subMatrix0 = new MatrixSelectionView(matrix, [1, 2], [1, 2]);
|
|
subMatrix1 = new MatrixSelectionView(matrix, [1, 2], [0, 2]);
|
|
subMatrix2 = new MatrixSelectionView(matrix, [1, 2], [0, 1]);
|
|
a = matrix.get(0, 0);
|
|
b = matrix.get(0, 1);
|
|
c = matrix.get(0, 2);
|
|
|
|
return (
|
|
a * determinant(subMatrix0) -
|
|
b * determinant(subMatrix1) +
|
|
c * determinant(subMatrix2)
|
|
);
|
|
} else {
|
|
// general purpose determinant using the LU decomposition
|
|
return new LuDecomposition(matrix).determinant;
|
|
}
|
|
} else {
|
|
throw Error('determinant can only be calculated for a square matrix');
|
|
}
|
|
}
|
|
|
|
function xrange(n, exception) {
|
|
let range = [];
|
|
for (let i = 0; i < n; i++) {
|
|
if (i !== exception) {
|
|
range.push(i);
|
|
}
|
|
}
|
|
return range;
|
|
}
|
|
|
|
function dependenciesOneRow(
|
|
error,
|
|
matrix,
|
|
index,
|
|
thresholdValue = 10e-10,
|
|
thresholdError = 10e-10,
|
|
) {
|
|
if (error > thresholdError) {
|
|
return new Array(matrix.rows + 1).fill(0);
|
|
} else {
|
|
let returnArray = matrix.addRow(index, [0]);
|
|
for (let i = 0; i < returnArray.rows; i++) {
|
|
if (Math.abs(returnArray.get(i, 0)) < thresholdValue) {
|
|
returnArray.set(i, 0, 0);
|
|
}
|
|
}
|
|
return returnArray.to1DArray();
|
|
}
|
|
}
|
|
|
|
function linearDependencies(matrix, options = {}) {
|
|
const { thresholdValue = 10e-10, thresholdError = 10e-10 } = options;
|
|
matrix = Matrix.checkMatrix(matrix);
|
|
|
|
let n = matrix.rows;
|
|
let results = new Matrix(n, n);
|
|
|
|
for (let i = 0; i < n; i++) {
|
|
let b = Matrix.columnVector(matrix.getRow(i));
|
|
let Abis = matrix.subMatrixRow(xrange(n, i)).transpose();
|
|
let svd = new SingularValueDecomposition(Abis);
|
|
let x = svd.solve(b);
|
|
let error = Matrix.sub(b, Abis.mmul(x)).abs().max();
|
|
results.setRow(
|
|
i,
|
|
dependenciesOneRow(error, x, i, thresholdValue, thresholdError),
|
|
);
|
|
}
|
|
return results;
|
|
}
|
|
|
|
function pseudoInverse(matrix, threshold = Number.EPSILON) {
|
|
matrix = Matrix.checkMatrix(matrix);
|
|
if (matrix.isEmpty()) {
|
|
// with a zero dimension, the pseudo-inverse is the transpose, since all 0xn and nx0 matrices are singular
|
|
// (0xn)*(nx0)*(0xn) = 0xn
|
|
// (nx0)*(0xn)*(nx0) = nx0
|
|
return matrix.transpose();
|
|
}
|
|
let svdSolution = new SingularValueDecomposition(matrix, { autoTranspose: true });
|
|
|
|
let U = svdSolution.leftSingularVectors;
|
|
let V = svdSolution.rightSingularVectors;
|
|
let s = svdSolution.diagonal;
|
|
|
|
for (let i = 0; i < s.length; i++) {
|
|
if (Math.abs(s[i]) > threshold) {
|
|
s[i] = 1.0 / s[i];
|
|
} else {
|
|
s[i] = 0.0;
|
|
}
|
|
}
|
|
|
|
return V.mmul(Matrix.diag(s).mmul(U.transpose()));
|
|
}
|
|
|
|
function covariance(xMatrix, yMatrix = xMatrix, options = {}) {
|
|
xMatrix = new Matrix(xMatrix);
|
|
let yIsSame = false;
|
|
if (
|
|
typeof yMatrix === 'object' &&
|
|
!Matrix.isMatrix(yMatrix) &&
|
|
!isAnyArray.isAnyArray(yMatrix)
|
|
) {
|
|
options = yMatrix;
|
|
yMatrix = xMatrix;
|
|
yIsSame = true;
|
|
} else {
|
|
yMatrix = new Matrix(yMatrix);
|
|
}
|
|
if (xMatrix.rows !== yMatrix.rows) {
|
|
throw new TypeError('Both matrices must have the same number of rows');
|
|
}
|
|
const { center = true } = options;
|
|
if (center) {
|
|
xMatrix = xMatrix.center('column');
|
|
if (!yIsSame) {
|
|
yMatrix = yMatrix.center('column');
|
|
}
|
|
}
|
|
const cov = xMatrix.transpose().mmul(yMatrix);
|
|
for (let i = 0; i < cov.rows; i++) {
|
|
for (let j = 0; j < cov.columns; j++) {
|
|
cov.set(i, j, cov.get(i, j) * (1 / (xMatrix.rows - 1)));
|
|
}
|
|
}
|
|
return cov;
|
|
}
|
|
|
|
function correlation(xMatrix, yMatrix = xMatrix, options = {}) {
|
|
xMatrix = new Matrix(xMatrix);
|
|
let yIsSame = false;
|
|
if (
|
|
typeof yMatrix === 'object' &&
|
|
!Matrix.isMatrix(yMatrix) &&
|
|
!isAnyArray.isAnyArray(yMatrix)
|
|
) {
|
|
options = yMatrix;
|
|
yMatrix = xMatrix;
|
|
yIsSame = true;
|
|
} else {
|
|
yMatrix = new Matrix(yMatrix);
|
|
}
|
|
if (xMatrix.rows !== yMatrix.rows) {
|
|
throw new TypeError('Both matrices must have the same number of rows');
|
|
}
|
|
|
|
const { center = true, scale = true } = options;
|
|
if (center) {
|
|
xMatrix.center('column');
|
|
if (!yIsSame) {
|
|
yMatrix.center('column');
|
|
}
|
|
}
|
|
if (scale) {
|
|
xMatrix.scale('column');
|
|
if (!yIsSame) {
|
|
yMatrix.scale('column');
|
|
}
|
|
}
|
|
|
|
const sdx = xMatrix.standardDeviation('column', { unbiased: true });
|
|
const sdy = yIsSame
|
|
? sdx
|
|
: yMatrix.standardDeviation('column', { unbiased: true });
|
|
|
|
const corr = xMatrix.transpose().mmul(yMatrix);
|
|
for (let i = 0; i < corr.rows; i++) {
|
|
for (let j = 0; j < corr.columns; j++) {
|
|
corr.set(
|
|
i,
|
|
j,
|
|
corr.get(i, j) * (1 / (sdx[i] * sdy[j])) * (1 / (xMatrix.rows - 1)),
|
|
);
|
|
}
|
|
}
|
|
return corr;
|
|
}
|
|
|
|
class EigenvalueDecomposition {
|
|
constructor(matrix, options = {}) {
|
|
const { assumeSymmetric = false } = options;
|
|
|
|
matrix = WrapperMatrix2D.checkMatrix(matrix);
|
|
if (!matrix.isSquare()) {
|
|
throw new Error('Matrix is not a square matrix');
|
|
}
|
|
|
|
if (matrix.isEmpty()) {
|
|
throw new Error('Matrix must be non-empty');
|
|
}
|
|
|
|
let n = matrix.columns;
|
|
let V = new Matrix(n, n);
|
|
let d = new Float64Array(n);
|
|
let e = new Float64Array(n);
|
|
let value = matrix;
|
|
let i, j;
|
|
|
|
let isSymmetric = false;
|
|
if (assumeSymmetric) {
|
|
isSymmetric = true;
|
|
} else {
|
|
isSymmetric = matrix.isSymmetric();
|
|
}
|
|
|
|
if (isSymmetric) {
|
|
for (i = 0; i < n; i++) {
|
|
for (j = 0; j < n; j++) {
|
|
V.set(i, j, value.get(i, j));
|
|
}
|
|
}
|
|
tred2(n, e, d, V);
|
|
tql2(n, e, d, V);
|
|
} else {
|
|
let H = new Matrix(n, n);
|
|
let ort = new Float64Array(n);
|
|
for (j = 0; j < n; j++) {
|
|
for (i = 0; i < n; i++) {
|
|
H.set(i, j, value.get(i, j));
|
|
}
|
|
}
|
|
orthes(n, H, ort, V);
|
|
hqr2(n, e, d, V, H);
|
|
}
|
|
|
|
this.n = n;
|
|
this.e = e;
|
|
this.d = d;
|
|
this.V = V;
|
|
}
|
|
|
|
get realEigenvalues() {
|
|
return Array.from(this.d);
|
|
}
|
|
|
|
get imaginaryEigenvalues() {
|
|
return Array.from(this.e);
|
|
}
|
|
|
|
get eigenvectorMatrix() {
|
|
return this.V;
|
|
}
|
|
|
|
get diagonalMatrix() {
|
|
let n = this.n;
|
|
let e = this.e;
|
|
let d = this.d;
|
|
let X = new Matrix(n, n);
|
|
let i, j;
|
|
for (i = 0; i < n; i++) {
|
|
for (j = 0; j < n; j++) {
|
|
X.set(i, j, 0);
|
|
}
|
|
X.set(i, i, d[i]);
|
|
if (e[i] > 0) {
|
|
X.set(i, i + 1, e[i]);
|
|
} else if (e[i] < 0) {
|
|
X.set(i, i - 1, e[i]);
|
|
}
|
|
}
|
|
return X;
|
|
}
|
|
}
|
|
|
|
function tred2(n, e, d, V) {
|
|
let f, g, h, i, j, k, hh, scale;
|
|
|
|
for (j = 0; j < n; j++) {
|
|
d[j] = V.get(n - 1, j);
|
|
}
|
|
|
|
for (i = n - 1; i > 0; i--) {
|
|
scale = 0;
|
|
h = 0;
|
|
for (k = 0; k < i; k++) {
|
|
scale = scale + Math.abs(d[k]);
|
|
}
|
|
|
|
if (scale === 0) {
|
|
e[i] = d[i - 1];
|
|
for (j = 0; j < i; j++) {
|
|
d[j] = V.get(i - 1, j);
|
|
V.set(i, j, 0);
|
|
V.set(j, i, 0);
|
|
}
|
|
} else {
|
|
for (k = 0; k < i; k++) {
|
|
d[k] /= scale;
|
|
h += d[k] * d[k];
|
|
}
|
|
|
|
f = d[i - 1];
|
|
g = Math.sqrt(h);
|
|
if (f > 0) {
|
|
g = -g;
|
|
}
|
|
|
|
e[i] = scale * g;
|
|
h = h - f * g;
|
|
d[i - 1] = f - g;
|
|
for (j = 0; j < i; j++) {
|
|
e[j] = 0;
|
|
}
|
|
|
|
for (j = 0; j < i; j++) {
|
|
f = d[j];
|
|
V.set(j, i, f);
|
|
g = e[j] + V.get(j, j) * f;
|
|
for (k = j + 1; k <= i - 1; k++) {
|
|
g += V.get(k, j) * d[k];
|
|
e[k] += V.get(k, j) * f;
|
|
}
|
|
e[j] = g;
|
|
}
|
|
|
|
f = 0;
|
|
for (j = 0; j < i; j++) {
|
|
e[j] /= h;
|
|
f += e[j] * d[j];
|
|
}
|
|
|
|
hh = f / (h + h);
|
|
for (j = 0; j < i; j++) {
|
|
e[j] -= hh * d[j];
|
|
}
|
|
|
|
for (j = 0; j < i; j++) {
|
|
f = d[j];
|
|
g = e[j];
|
|
for (k = j; k <= i - 1; k++) {
|
|
V.set(k, j, V.get(k, j) - (f * e[k] + g * d[k]));
|
|
}
|
|
d[j] = V.get(i - 1, j);
|
|
V.set(i, j, 0);
|
|
}
|
|
}
|
|
d[i] = h;
|
|
}
|
|
|
|
for (i = 0; i < n - 1; i++) {
|
|
V.set(n - 1, i, V.get(i, i));
|
|
V.set(i, i, 1);
|
|
h = d[i + 1];
|
|
if (h !== 0) {
|
|
for (k = 0; k <= i; k++) {
|
|
d[k] = V.get(k, i + 1) / h;
|
|
}
|
|
|
|
for (j = 0; j <= i; j++) {
|
|
g = 0;
|
|
for (k = 0; k <= i; k++) {
|
|
g += V.get(k, i + 1) * V.get(k, j);
|
|
}
|
|
for (k = 0; k <= i; k++) {
|
|
V.set(k, j, V.get(k, j) - g * d[k]);
|
|
}
|
|
}
|
|
}
|
|
|
|
for (k = 0; k <= i; k++) {
|
|
V.set(k, i + 1, 0);
|
|
}
|
|
}
|
|
|
|
for (j = 0; j < n; j++) {
|
|
d[j] = V.get(n - 1, j);
|
|
V.set(n - 1, j, 0);
|
|
}
|
|
|
|
V.set(n - 1, n - 1, 1);
|
|
e[0] = 0;
|
|
}
|
|
|
|
function tql2(n, e, d, V) {
|
|
let g, h, i, j, k, l, m, p, r, dl1, c, c2, c3, el1, s, s2;
|
|
|
|
for (i = 1; i < n; i++) {
|
|
e[i - 1] = e[i];
|
|
}
|
|
|
|
e[n - 1] = 0;
|
|
|
|
let f = 0;
|
|
let tst1 = 0;
|
|
let eps = Number.EPSILON;
|
|
|
|
for (l = 0; l < n; l++) {
|
|
tst1 = Math.max(tst1, Math.abs(d[l]) + Math.abs(e[l]));
|
|
m = l;
|
|
while (m < n) {
|
|
if (Math.abs(e[m]) <= eps * tst1) {
|
|
break;
|
|
}
|
|
m++;
|
|
}
|
|
|
|
if (m > l) {
|
|
do {
|
|
|
|
g = d[l];
|
|
p = (d[l + 1] - g) / (2 * e[l]);
|
|
r = hypotenuse(p, 1);
|
|
if (p < 0) {
|
|
r = -r;
|
|
}
|
|
|
|
d[l] = e[l] / (p + r);
|
|
d[l + 1] = e[l] * (p + r);
|
|
dl1 = d[l + 1];
|
|
h = g - d[l];
|
|
for (i = l + 2; i < n; i++) {
|
|
d[i] -= h;
|
|
}
|
|
|
|
f = f + h;
|
|
|
|
p = d[m];
|
|
c = 1;
|
|
c2 = c;
|
|
c3 = c;
|
|
el1 = e[l + 1];
|
|
s = 0;
|
|
s2 = 0;
|
|
for (i = m - 1; i >= l; i--) {
|
|
c3 = c2;
|
|
c2 = c;
|
|
s2 = s;
|
|
g = c * e[i];
|
|
h = c * p;
|
|
r = hypotenuse(p, e[i]);
|
|
e[i + 1] = s * r;
|
|
s = e[i] / r;
|
|
c = p / r;
|
|
p = c * d[i] - s * g;
|
|
d[i + 1] = h + s * (c * g + s * d[i]);
|
|
|
|
for (k = 0; k < n; k++) {
|
|
h = V.get(k, i + 1);
|
|
V.set(k, i + 1, s * V.get(k, i) + c * h);
|
|
V.set(k, i, c * V.get(k, i) - s * h);
|
|
}
|
|
}
|
|
|
|
p = (-s * s2 * c3 * el1 * e[l]) / dl1;
|
|
e[l] = s * p;
|
|
d[l] = c * p;
|
|
} while (Math.abs(e[l]) > eps * tst1);
|
|
}
|
|
d[l] = d[l] + f;
|
|
e[l] = 0;
|
|
}
|
|
|
|
for (i = 0; i < n - 1; i++) {
|
|
k = i;
|
|
p = d[i];
|
|
for (j = i + 1; j < n; j++) {
|
|
if (d[j] < p) {
|
|
k = j;
|
|
p = d[j];
|
|
}
|
|
}
|
|
|
|
if (k !== i) {
|
|
d[k] = d[i];
|
|
d[i] = p;
|
|
for (j = 0; j < n; j++) {
|
|
p = V.get(j, i);
|
|
V.set(j, i, V.get(j, k));
|
|
V.set(j, k, p);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function orthes(n, H, ort, V) {
|
|
let low = 0;
|
|
let high = n - 1;
|
|
let f, g, h, i, j, m;
|
|
let scale;
|
|
|
|
for (m = low + 1; m <= high - 1; m++) {
|
|
scale = 0;
|
|
for (i = m; i <= high; i++) {
|
|
scale = scale + Math.abs(H.get(i, m - 1));
|
|
}
|
|
|
|
if (scale !== 0) {
|
|
h = 0;
|
|
for (i = high; i >= m; i--) {
|
|
ort[i] = H.get(i, m - 1) / scale;
|
|
h += ort[i] * ort[i];
|
|
}
|
|
|
|
g = Math.sqrt(h);
|
|
if (ort[m] > 0) {
|
|
g = -g;
|
|
}
|
|
|
|
h = h - ort[m] * g;
|
|
ort[m] = ort[m] - g;
|
|
|
|
for (j = m; j < n; j++) {
|
|
f = 0;
|
|
for (i = high; i >= m; i--) {
|
|
f += ort[i] * H.get(i, j);
|
|
}
|
|
|
|
f = f / h;
|
|
for (i = m; i <= high; i++) {
|
|
H.set(i, j, H.get(i, j) - f * ort[i]);
|
|
}
|
|
}
|
|
|
|
for (i = 0; i <= high; i++) {
|
|
f = 0;
|
|
for (j = high; j >= m; j--) {
|
|
f += ort[j] * H.get(i, j);
|
|
}
|
|
|
|
f = f / h;
|
|
for (j = m; j <= high; j++) {
|
|
H.set(i, j, H.get(i, j) - f * ort[j]);
|
|
}
|
|
}
|
|
|
|
ort[m] = scale * ort[m];
|
|
H.set(m, m - 1, scale * g);
|
|
}
|
|
}
|
|
|
|
for (i = 0; i < n; i++) {
|
|
for (j = 0; j < n; j++) {
|
|
V.set(i, j, i === j ? 1 : 0);
|
|
}
|
|
}
|
|
|
|
for (m = high - 1; m >= low + 1; m--) {
|
|
if (H.get(m, m - 1) !== 0) {
|
|
for (i = m + 1; i <= high; i++) {
|
|
ort[i] = H.get(i, m - 1);
|
|
}
|
|
|
|
for (j = m; j <= high; j++) {
|
|
g = 0;
|
|
for (i = m; i <= high; i++) {
|
|
g += ort[i] * V.get(i, j);
|
|
}
|
|
|
|
g = g / ort[m] / H.get(m, m - 1);
|
|
for (i = m; i <= high; i++) {
|
|
V.set(i, j, V.get(i, j) + g * ort[i]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function hqr2(nn, e, d, V, H) {
|
|
let n = nn - 1;
|
|
let low = 0;
|
|
let high = nn - 1;
|
|
let eps = Number.EPSILON;
|
|
let exshift = 0;
|
|
let norm = 0;
|
|
let p = 0;
|
|
let q = 0;
|
|
let r = 0;
|
|
let s = 0;
|
|
let z = 0;
|
|
let iter = 0;
|
|
let i, j, k, l, m, t, w, x, y;
|
|
let ra, sa, vr, vi;
|
|
let notlast, cdivres;
|
|
|
|
for (i = 0; i < nn; i++) {
|
|
if (i < low || i > high) {
|
|
d[i] = H.get(i, i);
|
|
e[i] = 0;
|
|
}
|
|
|
|
for (j = Math.max(i - 1, 0); j < nn; j++) {
|
|
norm = norm + Math.abs(H.get(i, j));
|
|
}
|
|
}
|
|
|
|
while (n >= low) {
|
|
l = n;
|
|
while (l > low) {
|
|
s = Math.abs(H.get(l - 1, l - 1)) + Math.abs(H.get(l, l));
|
|
if (s === 0) {
|
|
s = norm;
|
|
}
|
|
if (Math.abs(H.get(l, l - 1)) < eps * s) {
|
|
break;
|
|
}
|
|
l--;
|
|
}
|
|
|
|
if (l === n) {
|
|
H.set(n, n, H.get(n, n) + exshift);
|
|
d[n] = H.get(n, n);
|
|
e[n] = 0;
|
|
n--;
|
|
iter = 0;
|
|
} else if (l === n - 1) {
|
|
w = H.get(n, n - 1) * H.get(n - 1, n);
|
|
p = (H.get(n - 1, n - 1) - H.get(n, n)) / 2;
|
|
q = p * p + w;
|
|
z = Math.sqrt(Math.abs(q));
|
|
H.set(n, n, H.get(n, n) + exshift);
|
|
H.set(n - 1, n - 1, H.get(n - 1, n - 1) + exshift);
|
|
x = H.get(n, n);
|
|
|
|
if (q >= 0) {
|
|
z = p >= 0 ? p + z : p - z;
|
|
d[n - 1] = x + z;
|
|
d[n] = d[n - 1];
|
|
if (z !== 0) {
|
|
d[n] = x - w / z;
|
|
}
|
|
e[n - 1] = 0;
|
|
e[n] = 0;
|
|
x = H.get(n, n - 1);
|
|
s = Math.abs(x) + Math.abs(z);
|
|
p = x / s;
|
|
q = z / s;
|
|
r = Math.sqrt(p * p + q * q);
|
|
p = p / r;
|
|
q = q / r;
|
|
|
|
for (j = n - 1; j < nn; j++) {
|
|
z = H.get(n - 1, j);
|
|
H.set(n - 1, j, q * z + p * H.get(n, j));
|
|
H.set(n, j, q * H.get(n, j) - p * z);
|
|
}
|
|
|
|
for (i = 0; i <= n; i++) {
|
|
z = H.get(i, n - 1);
|
|
H.set(i, n - 1, q * z + p * H.get(i, n));
|
|
H.set(i, n, q * H.get(i, n) - p * z);
|
|
}
|
|
|
|
for (i = low; i <= high; i++) {
|
|
z = V.get(i, n - 1);
|
|
V.set(i, n - 1, q * z + p * V.get(i, n));
|
|
V.set(i, n, q * V.get(i, n) - p * z);
|
|
}
|
|
} else {
|
|
d[n - 1] = x + p;
|
|
d[n] = x + p;
|
|
e[n - 1] = z;
|
|
e[n] = -z;
|
|
}
|
|
|
|
n = n - 2;
|
|
iter = 0;
|
|
} else {
|
|
x = H.get(n, n);
|
|
y = 0;
|
|
w = 0;
|
|
if (l < n) {
|
|
y = H.get(n - 1, n - 1);
|
|
w = H.get(n, n - 1) * H.get(n - 1, n);
|
|
}
|
|
|
|
if (iter === 10) {
|
|
exshift += x;
|
|
for (i = low; i <= n; i++) {
|
|
H.set(i, i, H.get(i, i) - x);
|
|
}
|
|
s = Math.abs(H.get(n, n - 1)) + Math.abs(H.get(n - 1, n - 2));
|
|
// eslint-disable-next-line no-multi-assign
|
|
x = y = 0.75 * s;
|
|
w = -0.4375 * s * s;
|
|
}
|
|
|
|
if (iter === 30) {
|
|
s = (y - x) / 2;
|
|
s = s * s + w;
|
|
if (s > 0) {
|
|
s = Math.sqrt(s);
|
|
if (y < x) {
|
|
s = -s;
|
|
}
|
|
s = x - w / ((y - x) / 2 + s);
|
|
for (i = low; i <= n; i++) {
|
|
H.set(i, i, H.get(i, i) - s);
|
|
}
|
|
exshift += s;
|
|
// eslint-disable-next-line no-multi-assign
|
|
x = y = w = 0.964;
|
|
}
|
|
}
|
|
|
|
iter = iter + 1;
|
|
|
|
m = n - 2;
|
|
while (m >= l) {
|
|
z = H.get(m, m);
|
|
r = x - z;
|
|
s = y - z;
|
|
p = (r * s - w) / H.get(m + 1, m) + H.get(m, m + 1);
|
|
q = H.get(m + 1, m + 1) - z - r - s;
|
|
r = H.get(m + 2, m + 1);
|
|
s = Math.abs(p) + Math.abs(q) + Math.abs(r);
|
|
p = p / s;
|
|
q = q / s;
|
|
r = r / s;
|
|
if (m === l) {
|
|
break;
|
|
}
|
|
if (
|
|
Math.abs(H.get(m, m - 1)) * (Math.abs(q) + Math.abs(r)) <
|
|
eps *
|
|
(Math.abs(p) *
|
|
(Math.abs(H.get(m - 1, m - 1)) +
|
|
Math.abs(z) +
|
|
Math.abs(H.get(m + 1, m + 1))))
|
|
) {
|
|
break;
|
|
}
|
|
m--;
|
|
}
|
|
|
|
for (i = m + 2; i <= n; i++) {
|
|
H.set(i, i - 2, 0);
|
|
if (i > m + 2) {
|
|
H.set(i, i - 3, 0);
|
|
}
|
|
}
|
|
|
|
for (k = m; k <= n - 1; k++) {
|
|
notlast = k !== n - 1;
|
|
if (k !== m) {
|
|
p = H.get(k, k - 1);
|
|
q = H.get(k + 1, k - 1);
|
|
r = notlast ? H.get(k + 2, k - 1) : 0;
|
|
x = Math.abs(p) + Math.abs(q) + Math.abs(r);
|
|
if (x !== 0) {
|
|
p = p / x;
|
|
q = q / x;
|
|
r = r / x;
|
|
}
|
|
}
|
|
|
|
if (x === 0) {
|
|
break;
|
|
}
|
|
|
|
s = Math.sqrt(p * p + q * q + r * r);
|
|
if (p < 0) {
|
|
s = -s;
|
|
}
|
|
|
|
if (s !== 0) {
|
|
if (k !== m) {
|
|
H.set(k, k - 1, -s * x);
|
|
} else if (l !== m) {
|
|
H.set(k, k - 1, -H.get(k, k - 1));
|
|
}
|
|
|
|
p = p + s;
|
|
x = p / s;
|
|
y = q / s;
|
|
z = r / s;
|
|
q = q / p;
|
|
r = r / p;
|
|
|
|
for (j = k; j < nn; j++) {
|
|
p = H.get(k, j) + q * H.get(k + 1, j);
|
|
if (notlast) {
|
|
p = p + r * H.get(k + 2, j);
|
|
H.set(k + 2, j, H.get(k + 2, j) - p * z);
|
|
}
|
|
|
|
H.set(k, j, H.get(k, j) - p * x);
|
|
H.set(k + 1, j, H.get(k + 1, j) - p * y);
|
|
}
|
|
|
|
for (i = 0; i <= Math.min(n, k + 3); i++) {
|
|
p = x * H.get(i, k) + y * H.get(i, k + 1);
|
|
if (notlast) {
|
|
p = p + z * H.get(i, k + 2);
|
|
H.set(i, k + 2, H.get(i, k + 2) - p * r);
|
|
}
|
|
|
|
H.set(i, k, H.get(i, k) - p);
|
|
H.set(i, k + 1, H.get(i, k + 1) - p * q);
|
|
}
|
|
|
|
for (i = low; i <= high; i++) {
|
|
p = x * V.get(i, k) + y * V.get(i, k + 1);
|
|
if (notlast) {
|
|
p = p + z * V.get(i, k + 2);
|
|
V.set(i, k + 2, V.get(i, k + 2) - p * r);
|
|
}
|
|
|
|
V.set(i, k, V.get(i, k) - p);
|
|
V.set(i, k + 1, V.get(i, k + 1) - p * q);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
if (norm === 0) {
|
|
return;
|
|
}
|
|
|
|
for (n = nn - 1; n >= 0; n--) {
|
|
p = d[n];
|
|
q = e[n];
|
|
|
|
if (q === 0) {
|
|
l = n;
|
|
H.set(n, n, 1);
|
|
for (i = n - 1; i >= 0; i--) {
|
|
w = H.get(i, i) - p;
|
|
r = 0;
|
|
for (j = l; j <= n; j++) {
|
|
r = r + H.get(i, j) * H.get(j, n);
|
|
}
|
|
|
|
if (e[i] < 0) {
|
|
z = w;
|
|
s = r;
|
|
} else {
|
|
l = i;
|
|
if (e[i] === 0) {
|
|
H.set(i, n, w !== 0 ? -r / w : -r / (eps * norm));
|
|
} else {
|
|
x = H.get(i, i + 1);
|
|
y = H.get(i + 1, i);
|
|
q = (d[i] - p) * (d[i] - p) + e[i] * e[i];
|
|
t = (x * s - z * r) / q;
|
|
H.set(i, n, t);
|
|
H.set(
|
|
i + 1,
|
|
n,
|
|
Math.abs(x) > Math.abs(z) ? (-r - w * t) / x : (-s - y * t) / z,
|
|
);
|
|
}
|
|
|
|
t = Math.abs(H.get(i, n));
|
|
if (eps * t * t > 1) {
|
|
for (j = i; j <= n; j++) {
|
|
H.set(j, n, H.get(j, n) / t);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
} else if (q < 0) {
|
|
l = n - 1;
|
|
|
|
if (Math.abs(H.get(n, n - 1)) > Math.abs(H.get(n - 1, n))) {
|
|
H.set(n - 1, n - 1, q / H.get(n, n - 1));
|
|
H.set(n - 1, n, -(H.get(n, n) - p) / H.get(n, n - 1));
|
|
} else {
|
|
cdivres = cdiv(0, -H.get(n - 1, n), H.get(n - 1, n - 1) - p, q);
|
|
H.set(n - 1, n - 1, cdivres[0]);
|
|
H.set(n - 1, n, cdivres[1]);
|
|
}
|
|
|
|
H.set(n, n - 1, 0);
|
|
H.set(n, n, 1);
|
|
for (i = n - 2; i >= 0; i--) {
|
|
ra = 0;
|
|
sa = 0;
|
|
for (j = l; j <= n; j++) {
|
|
ra = ra + H.get(i, j) * H.get(j, n - 1);
|
|
sa = sa + H.get(i, j) * H.get(j, n);
|
|
}
|
|
|
|
w = H.get(i, i) - p;
|
|
|
|
if (e[i] < 0) {
|
|
z = w;
|
|
r = ra;
|
|
s = sa;
|
|
} else {
|
|
l = i;
|
|
if (e[i] === 0) {
|
|
cdivres = cdiv(-ra, -sa, w, q);
|
|
H.set(i, n - 1, cdivres[0]);
|
|
H.set(i, n, cdivres[1]);
|
|
} else {
|
|
x = H.get(i, i + 1);
|
|
y = H.get(i + 1, i);
|
|
vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q;
|
|
vi = (d[i] - p) * 2 * q;
|
|
if (vr === 0 && vi === 0) {
|
|
vr =
|
|
eps *
|
|
norm *
|
|
(Math.abs(w) +
|
|
Math.abs(q) +
|
|
Math.abs(x) +
|
|
Math.abs(y) +
|
|
Math.abs(z));
|
|
}
|
|
cdivres = cdiv(
|
|
x * r - z * ra + q * sa,
|
|
x * s - z * sa - q * ra,
|
|
vr,
|
|
vi,
|
|
);
|
|
H.set(i, n - 1, cdivres[0]);
|
|
H.set(i, n, cdivres[1]);
|
|
if (Math.abs(x) > Math.abs(z) + Math.abs(q)) {
|
|
H.set(
|
|
i + 1,
|
|
n - 1,
|
|
(-ra - w * H.get(i, n - 1) + q * H.get(i, n)) / x,
|
|
);
|
|
H.set(
|
|
i + 1,
|
|
n,
|
|
(-sa - w * H.get(i, n) - q * H.get(i, n - 1)) / x,
|
|
);
|
|
} else {
|
|
cdivres = cdiv(
|
|
-r - y * H.get(i, n - 1),
|
|
-s - y * H.get(i, n),
|
|
z,
|
|
q,
|
|
);
|
|
H.set(i + 1, n - 1, cdivres[0]);
|
|
H.set(i + 1, n, cdivres[1]);
|
|
}
|
|
}
|
|
|
|
t = Math.max(Math.abs(H.get(i, n - 1)), Math.abs(H.get(i, n)));
|
|
if (eps * t * t > 1) {
|
|
for (j = i; j <= n; j++) {
|
|
H.set(j, n - 1, H.get(j, n - 1) / t);
|
|
H.set(j, n, H.get(j, n) / t);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
for (i = 0; i < nn; i++) {
|
|
if (i < low || i > high) {
|
|
for (j = i; j < nn; j++) {
|
|
V.set(i, j, H.get(i, j));
|
|
}
|
|
}
|
|
}
|
|
|
|
for (j = nn - 1; j >= low; j--) {
|
|
for (i = low; i <= high; i++) {
|
|
z = 0;
|
|
for (k = low; k <= Math.min(j, high); k++) {
|
|
z = z + V.get(i, k) * H.get(k, j);
|
|
}
|
|
V.set(i, j, z);
|
|
}
|
|
}
|
|
}
|
|
|
|
function cdiv(xr, xi, yr, yi) {
|
|
let r, d;
|
|
if (Math.abs(yr) > Math.abs(yi)) {
|
|
r = yi / yr;
|
|
d = yr + r * yi;
|
|
return [(xr + r * xi) / d, (xi - r * xr) / d];
|
|
} else {
|
|
r = yr / yi;
|
|
d = yi + r * yr;
|
|
return [(r * xr + xi) / d, (r * xi - xr) / d];
|
|
}
|
|
}
|
|
|
|
class CholeskyDecomposition {
|
|
constructor(value) {
|
|
value = WrapperMatrix2D.checkMatrix(value);
|
|
if (!value.isSymmetric()) {
|
|
throw new Error('Matrix is not symmetric');
|
|
}
|
|
|
|
let a = value;
|
|
let dimension = a.rows;
|
|
let l = new Matrix(dimension, dimension);
|
|
let positiveDefinite = true;
|
|
let i, j, k;
|
|
|
|
for (j = 0; j < dimension; j++) {
|
|
let d = 0;
|
|
for (k = 0; k < j; k++) {
|
|
let s = 0;
|
|
for (i = 0; i < k; i++) {
|
|
s += l.get(k, i) * l.get(j, i);
|
|
}
|
|
s = (a.get(j, k) - s) / l.get(k, k);
|
|
l.set(j, k, s);
|
|
d = d + s * s;
|
|
}
|
|
|
|
d = a.get(j, j) - d;
|
|
|
|
positiveDefinite &&= d > 0;
|
|
l.set(j, j, Math.sqrt(Math.max(d, 0)));
|
|
for (k = j + 1; k < dimension; k++) {
|
|
l.set(j, k, 0);
|
|
}
|
|
}
|
|
|
|
this.L = l;
|
|
this.positiveDefinite = positiveDefinite;
|
|
}
|
|
|
|
isPositiveDefinite() {
|
|
return this.positiveDefinite;
|
|
}
|
|
|
|
solve(value) {
|
|
value = WrapperMatrix2D.checkMatrix(value);
|
|
|
|
let l = this.L;
|
|
let dimension = l.rows;
|
|
|
|
if (value.rows !== dimension) {
|
|
throw new Error('Matrix dimensions do not match');
|
|
}
|
|
if (this.isPositiveDefinite() === false) {
|
|
throw new Error('Matrix is not positive definite');
|
|
}
|
|
|
|
let count = value.columns;
|
|
let B = value.clone();
|
|
let i, j, k;
|
|
|
|
for (k = 0; k < dimension; k++) {
|
|
for (j = 0; j < count; j++) {
|
|
for (i = 0; i < k; i++) {
|
|
B.set(k, j, B.get(k, j) - B.get(i, j) * l.get(k, i));
|
|
}
|
|
B.set(k, j, B.get(k, j) / l.get(k, k));
|
|
}
|
|
}
|
|
|
|
for (k = dimension - 1; k >= 0; k--) {
|
|
for (j = 0; j < count; j++) {
|
|
for (i = k + 1; i < dimension; i++) {
|
|
B.set(k, j, B.get(k, j) - B.get(i, j) * l.get(i, k));
|
|
}
|
|
B.set(k, j, B.get(k, j) / l.get(k, k));
|
|
}
|
|
}
|
|
|
|
return B;
|
|
}
|
|
|
|
get lowerTriangularMatrix() {
|
|
return this.L;
|
|
}
|
|
}
|
|
|
|
class nipals {
|
|
constructor(X, options = {}) {
|
|
X = WrapperMatrix2D.checkMatrix(X);
|
|
let { Y } = options;
|
|
const {
|
|
scaleScores = false,
|
|
maxIterations = 1000,
|
|
terminationCriteria = 1e-10,
|
|
} = options;
|
|
|
|
let u;
|
|
if (Y) {
|
|
if (isAnyArray.isAnyArray(Y) && typeof Y[0] === 'number') {
|
|
Y = Matrix.columnVector(Y);
|
|
} else {
|
|
Y = WrapperMatrix2D.checkMatrix(Y);
|
|
}
|
|
if (Y.rows !== X.rows) {
|
|
throw new Error('Y should have the same number of rows as X');
|
|
}
|
|
u = Y.getColumnVector(0);
|
|
} else {
|
|
u = X.getColumnVector(0);
|
|
}
|
|
|
|
let diff = 1;
|
|
let t, q, w, tOld;
|
|
|
|
for (
|
|
let counter = 0;
|
|
counter < maxIterations && diff > terminationCriteria;
|
|
counter++
|
|
) {
|
|
w = X.transpose().mmul(u).div(u.transpose().mmul(u).get(0, 0));
|
|
w = w.div(w.norm());
|
|
|
|
t = X.mmul(w).div(w.transpose().mmul(w).get(0, 0));
|
|
|
|
if (counter > 0) {
|
|
diff = t.clone().sub(tOld).pow(2).sum();
|
|
}
|
|
tOld = t.clone();
|
|
|
|
if (Y) {
|
|
q = Y.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
|
|
q = q.div(q.norm());
|
|
|
|
u = Y.mmul(q).div(q.transpose().mmul(q).get(0, 0));
|
|
} else {
|
|
u = t;
|
|
}
|
|
}
|
|
|
|
if (Y) {
|
|
let p = X.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
|
|
p = p.div(p.norm());
|
|
let xResidual = X.clone().sub(t.clone().mmul(p.transpose()));
|
|
let residual = u.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
|
|
let yResidual = Y.clone().sub(
|
|
t.clone().mulS(residual.get(0, 0)).mmul(q.transpose()),
|
|
);
|
|
|
|
this.t = t;
|
|
this.p = p.transpose();
|
|
this.w = w.transpose();
|
|
this.q = q;
|
|
this.u = u;
|
|
this.s = t.transpose().mmul(t);
|
|
this.xResidual = xResidual;
|
|
this.yResidual = yResidual;
|
|
this.betas = residual;
|
|
} else {
|
|
this.w = w.transpose();
|
|
this.s = t.transpose().mmul(t).sqrt();
|
|
if (scaleScores) {
|
|
this.t = t.clone().div(this.s.get(0, 0));
|
|
} else {
|
|
this.t = t;
|
|
}
|
|
this.xResidual = X.sub(t.mmul(w.transpose()));
|
|
}
|
|
}
|
|
}
|
|
|
|
exports.AbstractMatrix = AbstractMatrix;
|
|
exports.CHO = CholeskyDecomposition;
|
|
exports.CholeskyDecomposition = CholeskyDecomposition;
|
|
exports.DistanceMatrix = DistanceMatrix;
|
|
exports.EVD = EigenvalueDecomposition;
|
|
exports.EigenvalueDecomposition = EigenvalueDecomposition;
|
|
exports.LU = LuDecomposition;
|
|
exports.LuDecomposition = LuDecomposition;
|
|
exports.Matrix = Matrix;
|
|
exports.MatrixColumnSelectionView = MatrixColumnSelectionView;
|
|
exports.MatrixColumnView = MatrixColumnView;
|
|
exports.MatrixFlipColumnView = MatrixFlipColumnView;
|
|
exports.MatrixFlipRowView = MatrixFlipRowView;
|
|
exports.MatrixRowSelectionView = MatrixRowSelectionView;
|
|
exports.MatrixRowView = MatrixRowView;
|
|
exports.MatrixSelectionView = MatrixSelectionView;
|
|
exports.MatrixSubView = MatrixSubView;
|
|
exports.MatrixTransposeView = MatrixTransposeView;
|
|
exports.NIPALS = nipals;
|
|
exports.Nipals = nipals;
|
|
exports.QR = QrDecomposition;
|
|
exports.QrDecomposition = QrDecomposition;
|
|
exports.SVD = SingularValueDecomposition;
|
|
exports.SingularValueDecomposition = SingularValueDecomposition;
|
|
exports.SymmetricMatrix = SymmetricMatrix;
|
|
exports.WrapperMatrix1D = WrapperMatrix1D;
|
|
exports.WrapperMatrix2D = WrapperMatrix2D;
|
|
exports.correlation = correlation;
|
|
exports.covariance = covariance;
|
|
exports.default = Matrix;
|
|
exports.determinant = determinant;
|
|
exports.inverse = inverse;
|
|
exports.linearDependencies = linearDependencies;
|
|
exports.pseudoInverse = pseudoInverse;
|
|
exports.solve = solve;
|
|
exports.wrap = wrap;
|
|
|