RubyGems - savant-echo - Versions diffs - 1.0.4 → 1.0.5 - Mend

savant-echo 1.0.4 → 1.0.5

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data/bin/alexa-0.1.2-osx/lib/ruby/lib/ruby/2.2.0/matrix/eigenvalue_decomposition.rb DELETED Viewed

@@ -1,882 +0,0 @@
-class Matrix
-  # Adapted from JAMA: http://math.nist.gov/javanumerics/jama/
-  # Eigenvalues and eigenvectors of a real matrix.
-  #
-  # Computes the eigenvalues and eigenvectors of a matrix A.
-  #
-  # If A is diagonalizable, this provides matrices V and D
-  # such that A = V*D*V.inv, where D is the diagonal matrix with entries
-  # equal to the eigenvalues and V is formed by the eigenvectors.
-  #
-  # If A is symmetric, then V is orthogonal and thus A = V*D*V.t
-  class EigenvalueDecomposition
-    # Constructs the eigenvalue decomposition for a square matrix +A+
-    #
-    def initialize(a)
-      # @d, @e: Arrays for internal storage of eigenvalues.
-      # @v: Array for internal storage of eigenvectors.
-      # @h: Array for internal storage of nonsymmetric Hessenberg form.
-      raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
-      @size = a.row_count
-      @d = Array.new(@size, 0)
-      @e = Array.new(@size, 0)
-      if (@symmetric = a.symmetric?)
-        @v = a.to_a
-        tridiagonalize
-        diagonalize
-      else
-        @v = Array.new(@size) { Array.new(@size, 0) }
-        @h = a.to_a
-        @ort = Array.new(@size, 0)
-        reduce_to_hessenberg
-        hessenberg_to_real_schur
-      end
-    end
-    # Returns the eigenvector matrix +V+
-    #
-    def eigenvector_matrix
-      Matrix.send(:new, build_eigenvectors.transpose)
-    end
-    alias v eigenvector_matrix
-    # Returns the inverse of the eigenvector matrix +V+
-    #
-    def eigenvector_matrix_inv
-      r = Matrix.send(:new, build_eigenvectors)
-      r = r.transpose.inverse unless @symmetric
-      r
-    end
-    alias v_inv eigenvector_matrix_inv
-    # Returns the eigenvalues in an array
-    #
-    def eigenvalues
-      values = @d.dup
-      @e.each_with_index{|imag, i| values[i] = Complex(values[i], imag) unless imag == 0}
-      values
-    end
-    # Returns an array of the eigenvectors
-    #
-    def eigenvectors
-      build_eigenvectors.map{|ev| Vector.send(:new, ev)}
-    end
-    # Returns the block diagonal eigenvalue matrix +D+
-    #
-    def eigenvalue_matrix
-      Matrix.diagonal(*eigenvalues)
-    end
-    alias d eigenvalue_matrix
-    # Returns [eigenvector_matrix, eigenvalue_matrix, eigenvector_matrix_inv]
-    #
-    def to_ary
-      [v, d, v_inv]
-    end
-    alias_method :to_a, :to_ary
-  private
-    def build_eigenvectors
-      # JAMA stores complex eigenvectors in a strange way
-      # See http://web.archive.org/web/20111016032731/http://cio.nist.gov/esd/emaildir/lists/jama/msg01021.html
-      @e.each_with_index.map do |imag, i|
-        if imag == 0
-          Array.new(@size){|j| @v[j][i]}
-        elsif imag > 0
-          Array.new(@size){|j| Complex(@v[j][i], @v[j][i+1])}
-        else
-          Array.new(@size){|j| Complex(@v[j][i-1], -@v[j][i])}
-        end
-      end
-    end
-    # Complex scalar division.
-    def cdiv(xr, xi, yr, yi)
-      if (yr.abs > yi.abs)
-        r = yi/yr
-        d = yr + r*yi
-        [(xr + r*xi)/d, (xi - r*xr)/d]
-      else
-        r = yr/yi
-        d = yi + r*yr
-        [(r*xr + xi)/d, (r*xi - xr)/d]
-      end
-    end
-    # Symmetric Householder reduction to tridiagonal form.
-    def tridiagonalize
-      #  This is derived from the Algol procedures tred2 by
-      #  Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
-      #  Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
-      #  Fortran subroutine in EISPACK.
-        @size.times do |j|
-          @d[j] = @v[@size-1][j]
-        end
-        # Householder reduction to tridiagonal form.
-        (@size-1).downto(0+1) do |i|
-          # Scale to avoid under/overflow.
-          scale = 0.0
-          h = 0.0
-          i.times do |k|
-            scale = scale + @d[k].abs
-          end
-          if (scale == 0.0)
-            @e[i] = @d[i-1]
-            i.times do |j|
-              @d[j] = @v[i-1][j]
-              @v[i][j] = 0.0
-              @v[j][i] = 0.0
-            end
-          else
-            # Generate Householder vector.
-            i.times do |k|
-              @d[k] /= scale
-              h += @d[k] * @d[k]
-            end
-            f = @d[i-1]
-            g = Math.sqrt(h)
-            if (f > 0)
-              g = -g
-            end
-            @e[i] = scale * g
-            h -= f * g
-            @d[i-1] = f - g
-            i.times do |j|
-              @e[j] = 0.0
-            end
-            # Apply similarity transformation to remaining columns.
-            i.times do |j|
-              f = @d[j]
-              @v[j][i] = f
-              g = @e[j] + @v[j][j] * f
-              (j+1).upto(i-1) do |k|
-                g += @v[k][j] * @d[k]
-                @e[k] += @v[k][j] * f
-              end
-              @e[j] = g
-            end
-            f = 0.0
-            i.times do |j|
-              @e[j] /= h
-              f += @e[j] * @d[j]
-            end
-            hh = f / (h + h)
-            i.times do |j|
-              @e[j] -= hh * @d[j]
-            end
-            i.times do |j|
-              f = @d[j]
-              g = @e[j]
-              j.upto(i-1) do |k|
-                @v[k][j] -= (f * @e[k] + g * @d[k])
-              end
-              @d[j] = @v[i-1][j]
-              @v[i][j] = 0.0
-            end
-          end
-          @d[i] = h
-        end
-        # Accumulate transformations.
-        0.upto(@size-1-1) do |i|
-          @v[@size-1][i] = @v[i][i]
-          @v[i][i] = 1.0
-          h = @d[i+1]
-          if (h != 0.0)
-            0.upto(i) do |k|
-              @d[k] = @v[k][i+1] / h
-            end
-            0.upto(i) do |j|
-              g = 0.0
-              0.upto(i) do |k|
-                g += @v[k][i+1] * @v[k][j]
-              end
-              0.upto(i) do |k|
-                @v[k][j] -= g * @d[k]
-              end
-            end
-          end
-          0.upto(i) do |k|
-            @v[k][i+1] = 0.0
-          end
-        end
-        @size.times do |j|
-          @d[j] = @v[@size-1][j]
-          @v[@size-1][j] = 0.0
-        end
-        @v[@size-1][@size-1] = 1.0
-        @e[0] = 0.0
-      end
-    # Symmetric tridiagonal QL algorithm.
-    def diagonalize
-      #  This is derived from the Algol procedures tql2, by
-      #  Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
-      #  Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
-      #  Fortran subroutine in EISPACK.
-      1.upto(@size-1) do |i|
-        @e[i-1] = @e[i]
-      end
-      @e[@size-1] = 0.0
-      f = 0.0
-      tst1 = 0.0
-      eps = Float::EPSILON
-      @size.times do |l|
-        # Find small subdiagonal element
-        tst1 = [tst1, @d[l].abs + @e[l].abs].max
-        m = l
-        while (m < @size) do
-          if (@e[m].abs <= eps*tst1)
-            break
-          end
-          m+=1
-        end
-        # If m == l, @d[l] is an eigenvalue,
-        # otherwise, iterate.
-        if (m > l)
-          iter = 0
-          begin
-            iter = iter + 1  # (Could check iteration count here.)
-            # Compute implicit shift
-            g = @d[l]
-            p = (@d[l+1] - g) / (2.0 * @e[l])
-            r = Math.hypot(p, 1.0)
-            if (p < 0)
-              r = -r
-            end
-            @d[l] = @e[l] / (p + r)
-            @d[l+1] = @e[l] * (p + r)
-            dl1 = @d[l+1]
-            h = g - @d[l]
-            (l+2).upto(@size-1) do |i|
-              @d[i] -= h
-            end
-            f += h
-            # Implicit QL transformation.
-            p = @d[m]
-            c = 1.0
-            c2 = c
-            c3 = c
-            el1 = @e[l+1]
-            s = 0.0
-            s2 = 0.0
-            (m-1).downto(l) do |i|
-              c3 = c2
-              c2 = c
-              s2 = s
-              g = c * @e[i]
-              h = c * p
-              r = Math.hypot(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])
-              # Accumulate transformation.
-              @size.times do |k|
-                h = @v[k][i+1]
-                @v[k][i+1] = s * @v[k][i] + c * h
-                @v[k][i] = c * @v[k][i] - s * h
-              end
-            end
-            p = -s * s2 * c3 * el1 * @e[l] / dl1
-            @e[l] = s * p
-            @d[l] = c * p
-            # Check for convergence.
-          end while (@e[l].abs > eps*tst1)
-        end
-        @d[l] = @d[l] + f
-        @e[l] = 0.0
-      end
-      # Sort eigenvalues and corresponding vectors.
-      0.upto(@size-2) do |i|
-        k = i
-        p = @d[i]
-        (i+1).upto(@size-1) do |j|
-          if (@d[j] < p)
-            k = j
-            p = @d[j]
-          end
-        end
-        if (k != i)
-          @d[k] = @d[i]
-          @d[i] = p
-          @size.times do |j|
-            p = @v[j][i]
-            @v[j][i] = @v[j][k]
-            @v[j][k] = p
-          end
-        end
-      end
-    end
-    # Nonsymmetric reduction to Hessenberg form.
-    def reduce_to_hessenberg
-      #  This is derived from the Algol procedures orthes and ortran,
-      #  by Martin and Wilkinson, Handbook for Auto. Comp.,
-      #  Vol.ii-Linear Algebra, and the corresponding
-      #  Fortran subroutines in EISPACK.
-      low = 0
-      high = @size-1
-      (low+1).upto(high-1) do |m|
-        # Scale column.
-        scale = 0.0
-        m.upto(high) do |i|
-          scale = scale + @h[i][m-1].abs
-        end
-        if (scale != 0.0)
-          # Compute Householder transformation.
-          h = 0.0
-          high.downto(m) do |i|
-            @ort[i] = @h[i][m-1]/scale
-            h += @ort[i] * @ort[i]
-          end
-          g = Math.sqrt(h)
-          if (@ort[m] > 0)
-            g = -g
-          end
-          h -= @ort[m] * g
-          @ort[m] = @ort[m] - g
-          # Apply Householder similarity transformation
-          # @h = (I-u*u'/h)*@h*(I-u*u')/h)
-          m.upto(@size-1) do |j|
-            f = 0.0
-            high.downto(m) do |i|
-              f += @ort[i]*@h[i][j]
-            end
-            f = f/h
-            m.upto(high) do |i|
-              @h[i][j] -= f*@ort[i]
-            end
-          end
-          0.upto(high) do |i|
-            f = 0.0
-            high.downto(m) do |j|
-              f += @ort[j]*@h[i][j]
-            end
-            f = f/h
-            m.upto(high) do |j|
-              @h[i][j] -= f*@ort[j]
-            end
-          end
-          @ort[m] = scale*@ort[m]
-          @h[m][m-1] = scale*g
-        end
-      end
-      # Accumulate transformations (Algol's ortran).
-      @size.times do |i|
-        @size.times do |j|
-          @v[i][j] = (i == j ? 1.0 : 0.0)
-        end
-      end
-      (high-1).downto(low+1) do |m|
-        if (@h[m][m-1] != 0.0)
-          (m+1).upto(high) do |i|
-            @ort[i] = @h[i][m-1]
-          end
-          m.upto(high) do |j|
-            g = 0.0
-            m.upto(high) do |i|
-              g += @ort[i] * @v[i][j]
-            end
-            # Double division avoids possible underflow
-            g = (g / @ort[m]) / @h[m][m-1]
-            m.upto(high) do |i|
-              @v[i][j] += g * @ort[i]
-            end
-          end
-        end
-      end
-    end
-    # Nonsymmetric reduction from Hessenberg to real Schur form.
-    def hessenberg_to_real_schur
-      #  This is derived from the Algol procedure hqr2,
-      #  by Martin and Wilkinson, Handbook for Auto. Comp.,
-      #  Vol.ii-Linear Algebra, and the corresponding
-      #  Fortran subroutine in EISPACK.
-      # Initialize
-      nn = @size
-      n = nn-1
-      low = 0
-      high = nn-1
-      eps = Float::EPSILON
-      exshift = 0.0
-      p=q=r=s=z=0
-      # Store roots isolated by balanc and compute matrix norm
-      norm = 0.0
-      nn.times do |i|
-        if (i < low || i > high)
-          @d[i] = @h[i][i]
-          @e[i] = 0.0
-        end
-        ([i-1, 0].max).upto(nn-1) do |j|
-          norm = norm + @h[i][j].abs
-        end
-      end
-      # Outer loop over eigenvalue index
-      iter = 0
-      while (n >= low) do
-        # Look for single small sub-diagonal element
-        l = n
-        while (l > low) do
-          s = @h[l-1][l-1].abs + @h[l][l].abs
-          if (s == 0.0)
-            s = norm
-          end
-          if (@h[l][l-1].abs < eps * s)
-            break
-          end
-          l-=1
-        end
-        # Check for convergence
-        # One root found
-        if (l == n)
-          @h[n][n] = @h[n][n] + exshift
-          @d[n] = @h[n][n]
-          @e[n] = 0.0
-          n-=1
-          iter = 0
-        # Two roots found
-        elsif (l == n-1)
-          w = @h[n][n-1] * @h[n-1][n]
-          p = (@h[n-1][n-1] - @h[n][n]) / 2.0
-          q = p * p + w
-          z = Math.sqrt(q.abs)
-          @h[n][n] = @h[n][n] + exshift
-          @h[n-1][n-1] = @h[n-1][n-1] + exshift
-          x = @h[n][n]
-          # Real pair
-          if (q >= 0)
-            if (p >= 0)
-              z = p + z
-            else
-              z = p - z
-            end
-            @d[n-1] = x + z
-            @d[n] = @d[n-1]
-            if (z != 0.0)
-              @d[n] = x - w / z
-            end
-            @e[n-1] = 0.0
-            @e[n] = 0.0
-            x = @h[n][n-1]
-            s = x.abs + z.abs
-            p = x / s
-            q = z / s
-            r = Math.sqrt(p * p+q * q)
-            p /= r
-            q /= r
-            # Row modification
-            (n-1).upto(nn-1) do |j|
-              z = @h[n-1][j]
-              @h[n-1][j] = q * z + p * @h[n][j]
-              @h[n][j] = q * @h[n][j] - p * z
-            end
-            # Column modification
-            0.upto(n) do |i|
-              z = @h[i][n-1]
-              @h[i][n-1] = q * z + p * @h[i][n]
-              @h[i][n] = q * @h[i][n] - p * z
-            end
-            # Accumulate transformations
-            low.upto(high) do |i|
-              z = @v[i][n-1]
-              @v[i][n-1] = q * z + p * @v[i][n]
-              @v[i][n] = q * @v[i][n] - p * z
-            end
-          # Complex pair
-          else
-            @d[n-1] = x + p
-            @d[n] = x + p
-            @e[n-1] = z
-            @e[n] = -z
-          end
-          n -= 2
-          iter = 0
-        # No convergence yet
-        else
-          # Form shift
-          x = @h[n][n]
-          y = 0.0
-          w = 0.0
-          if (l < n)
-            y = @h[n-1][n-1]
-            w = @h[n][n-1] * @h[n-1][n]
-          end
-          # Wilkinson's original ad hoc shift
-          if (iter == 10)
-            exshift += x
-            low.upto(n) do |i|
-              @h[i][i] -= x
-            end
-            s = @h[n][n-1].abs + @h[n-1][n-2].abs
-            x = y = 0.75 * s
-            w = -0.4375 * s * s
-          end
-          # MATLAB's new ad hoc shift
-          if (iter == 30)
-             s = (y - x) / 2.0
-             s *= s + w
-             if (s > 0)
-                s = Math.sqrt(s)
-                if (y < x)
-                  s = -s
-                end
-                s = x - w / ((y - x) / 2.0 + s)
-                low.upto(n) do |i|
-                  @h[i][i] -= s
-                end
-                exshift += s
-                x = y = w = 0.964
-             end
-          end
-          iter = iter + 1  # (Could check iteration count here.)
-          # Look for two consecutive small sub-diagonal elements
-          m = n-2
-          while (m >= l) do
-            z = @h[m][m]
-            r = x - z
-            s = y - z
-            p = (r * s - w) / @h[m+1][m] + @h[m][m+1]
-            q = @h[m+1][m+1] - z - r - s
-            r = @h[m+2][m+1]
-            s = p.abs + q.abs + r.abs
-            p /= s
-            q /= s
-            r /= s
-            if (m == l)
-              break
-            end
-            if (@h[m][m-1].abs * (q.abs + r.abs) <
-              eps * (p.abs * (@h[m-1][m-1].abs + z.abs +
-              @h[m+1][m+1].abs)))
-                break
-            end
-            m-=1
-          end
-          (m+2).upto(n) do |i|
-            @h[i][i-2] = 0.0
-            if (i > m+2)
-              @h[i][i-3] = 0.0
-            end
-          end
-          # Double QR step involving rows l:n and columns m:n
-          m.upto(n-1) do |k|
-            notlast = (k != n-1)
-            if (k != m)
-              p = @h[k][k-1]
-              q = @h[k+1][k-1]
-              r = (notlast ? @h[k+2][k-1] : 0.0)
-              x = p.abs + q.abs + r.abs
-              next if x == 0
-              p /= x
-              q /= x
-              r /= x
-            end
-            s = Math.sqrt(p * p + q * q + r * r)
-            if (p < 0)
-              s = -s
-            end
-            if (s != 0)
-              if (k != m)
-                @h[k][k-1] = -s * x
-              elsif (l != m)
-                @h[k][k-1] = -@h[k][k-1]
-              end
-              p += s
-              x = p / s
-              y = q / s
-              z = r / s
-              q /= p
-              r /= p
-              # Row modification
-              k.upto(nn-1) do |j|
-                p = @h[k][j] + q * @h[k+1][j]
-                if (notlast)
-                  p += r * @h[k+2][j]
-                  @h[k+2][j] = @h[k+2][j] - p * z
-                end
-                @h[k][j] = @h[k][j] - p * x
-                @h[k+1][j] = @h[k+1][j] - p * y
-              end
-              # Column modification
-              0.upto([n, k+3].min) do |i|
-                p = x * @h[i][k] + y * @h[i][k+1]
-                if (notlast)
-                  p += z * @h[i][k+2]
-                  @h[i][k+2] = @h[i][k+2] - p * r
-                end
-                @h[i][k] = @h[i][k] - p
-                @h[i][k+1] = @h[i][k+1] - p * q
-              end
-              # Accumulate transformations
-              low.upto(high) do |i|
-                p = x * @v[i][k] + y * @v[i][k+1]
-                if (notlast)
-                  p += z * @v[i][k+2]
-                  @v[i][k+2] = @v[i][k+2] - p * r
-                end
-                @v[i][k] = @v[i][k] - p
-                @v[i][k+1] = @v[i][k+1] - p * q
-              end
-            end  # (s != 0)
-          end  # k loop
-        end  # check convergence
-      end  # while (n >= low)
-      # Backsubstitute to find vectors of upper triangular form
-      if (norm == 0.0)
-        return
-      end
-      (nn-1).downto(0) do |n|
-        p = @d[n]
-        q = @e[n]
-        # Real vector
-        if (q == 0)
-          l = n
-          @h[n][n] = 1.0
-          (n-1).downto(0) do |i|
-            w = @h[i][i] - p
-            r = 0.0
-            l.upto(n) do |j|
-              r += @h[i][j] * @h[j][n]
-            end
-            if (@e[i] < 0.0)
-              z = w
-              s = r
-            else
-              l = i
-              if (@e[i] == 0.0)
-                if (w != 0.0)
-                  @h[i][n] = -r / w
-                else
-                  @h[i][n] = -r / (eps * norm)
-                end
-              # Solve real equations
-              else
-                x = @h[i][i+1]
-                y = @h[i+1][i]
-                q = (@d[i] - p) * (@d[i] - p) + @e[i] * @e[i]
-                t = (x * s - z * r) / q
-                @h[i][n] = t
-                if (x.abs > z.abs)
-                  @h[i+1][n] = (-r - w * t) / x
-                else
-                  @h[i+1][n] = (-s - y * t) / z
-                end
-              end
-              # Overflow control
-              t = @h[i][n].abs
-              if ((eps * t) * t > 1)
-                i.upto(n) do |j|
-                  @h[j][n] = @h[j][n] / t
-                end
-              end
-            end
-          end
-        # Complex vector
-        elsif (q < 0)
-          l = n-1
-          # Last vector component imaginary so matrix is triangular
-          if (@h[n][n-1].abs > @h[n-1][n].abs)
-            @h[n-1][n-1] = q / @h[n][n-1]
-            @h[n-1][n] = -(@h[n][n] - p) / @h[n][n-1]
-          else
-            cdivr, cdivi = cdiv(0.0, -@h[n-1][n], @h[n-1][n-1]-p, q)
-            @h[n-1][n-1] = cdivr
-            @h[n-1][n] = cdivi
-          end
-          @h[n][n-1] = 0.0
-          @h[n][n] = 1.0
-          (n-2).downto(0) do |i|
-            ra = 0.0
-            sa = 0.0
-            l.upto(n) do |j|
-              ra = ra + @h[i][j] * @h[j][n-1]
-              sa = sa + @h[i][j] * @h[j][n]
-            end
-            w = @h[i][i] - p
-            if (@e[i] < 0.0)
-              z = w
-              r = ra
-              s = sa
-            else
-              l = i
-              if (@e[i] == 0)
-                cdivr, cdivi = cdiv(-ra, -sa, w, q)
-                @h[i][n-1] = cdivr
-                @h[i][n] = cdivi
-              else
-                # Solve complex equations
-                x = @h[i][i+1]
-                y = @h[i+1][i]
-                vr = (@d[i] - p) * (@d[i] - p) + @e[i] * @e[i] - q * q
-                vi = (@d[i] - p) * 2.0 * q
-                if (vr == 0.0 && vi == 0.0)
-                  vr = eps * norm * (w.abs + q.abs +
-                  x.abs + y.abs + z.abs)
-                end
-                cdivr, cdivi = cdiv(x*r-z*ra+q*sa, x*s-z*sa-q*ra, vr, vi)
-                @h[i][n-1] = cdivr
-                @h[i][n] = cdivi
-                if (x.abs > (z.abs + q.abs))
-                  @h[i+1][n-1] = (-ra - w * @h[i][n-1] + q * @h[i][n]) / x
-                  @h[i+1][n] = (-sa - w * @h[i][n] - q * @h[i][n-1]) / x
-                else
-                  cdivr, cdivi = cdiv(-r-y*@h[i][n-1], -s-y*@h[i][n], z, q)
-                  @h[i+1][n-1] = cdivr
-                  @h[i+1][n] = cdivi
-                end
-              end
-              # Overflow control
-              t = [@h[i][n-1].abs, @h[i][n].abs].max
-              if ((eps * t) * t > 1)
-                i.upto(n) do |j|
-                  @h[j][n-1] = @h[j][n-1] / t
-                  @h[j][n] = @h[j][n] / t
-                end
-              end
-            end
-          end
-        end
-      end
-      # Vectors of isolated roots
-      nn.times do |i|
-        if (i < low || i > high)
-          i.upto(nn-1) do |j|
-            @v[i][j] = @h[i][j]
-          end
-        end
-      end
-      # Back transformation to get eigenvectors of original matrix
-      (nn-1).downto(low) do |j|
-        low.upto(high) do |i|
-          z = 0.0
-          low.upto([j, high].min) do |k|
-            z += @v[i][k] * @h[k][j]
-          end
-          @v[i][j] = z
-        end
-      end
-    end
-  end
-end