@danielsimonjr/mathts-functions 0.44.0 → 0.46.0

package/dist/linalg-extra.d.ts

@@ -2,8 +2,12 @@ type Vec = readonly number[] | Float64Array;
 /**
  * Generalized eigenvalues of the pencil `A x = λ B x` (B nonsingular), via the
  * eigendecomposition of `B⁻¹A` — reusing `inv`, `multiply`, and the corrected
- * `eigs`. Eigenvalues match `scipy.linalg.eig(A, B)`. For ill-conditioned `B`
- * prefer a QZ solver (not yet available).
+ * `eigs` (Hessenberg + Francis double-shift). Eigenvalues match
+ * `scipy.linalg.eig(A, B)` across real, complex-pair and clustered spectra. For
+ * a *singular* or numerically near-singular `B` this squaring-free QZ formulation
+ * breaks down; extracting the pencil eigenvalues directly from the {@link qz}
+ * factors (`diag AA / diag BB`, with 2×2-block handling for complex pairs) is the
+ * future enhancement for that regime.
  */
 export declare function generalizedEig(A: readonly number[][], B: readonly number[][]): {
     values: Array<number | {
@@ -58,8 +62,10 @@ export declare function logdet(A: readonly number[][]): {
  * Generalized (QZ) Schur decomposition of the pencil `(A, B)` with `B` nonsingular:
  * returns orthogonal `Q`, `Z` and upper-(quasi-)triangular `AA`, `BB` with
  * `A = Q·AA·Zᵀ` and `B = Q·BB·Zᵀ`. Built from the real Schur of `B⁻¹A` (= Z S Zᵀ) and
- * the QR of `B·Z` (= Q·BB): then `AA = Qᵀ·A·Z`. Robust for real spectra; matches the
- * decomposition contract of `scipy.linalg.qz` (the factors are not unique).
+ * the QR of `B·Z` (= Q·BB): then `AA = Qᵀ·A·Z`. The Schur step is the hardened
+ * Hessenberg + Francis double-shift `matrixSchur` (see {@link realSchur}), so `qz`
+ * no longer stalls on non-symmetric `B⁻¹A` pencils; matches the decomposition
+ * contract of `scipy.linalg.qz` (the factors are not unique).
  */
 export declare function qz(A: readonly number[][], B: readonly number[][]): {
     AA: number[][];

package/dist/linalg-extra.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"linalg-extra.d.ts","sourceRoot":"","sources":["../src/linalg-extra.ts"],"names":[],"mappings":"AAuCA,KAAK,GAAG,GAAG,SAAS,MAAM,EAAE,GAAG,YAAY,CAAC;AAG5C;;;;;;;;;GASG;AACH,wBAAgB,cAAc,CAC5B,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,EACtB,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,GACrB;IAAE,MAAM,EAAE,KAAK,CAAC,MAAM,GAAG;QAAE,EAAE,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAAC,YAAY,CAAC,EAAE,OAAO,CAAA;CAAE,CAIhF;AAED,+EAA+E;AAC/E,wBAAgB,IAAI,CAAC,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,EAAE,CAAC,SAAI,GAAG,MAAM,EAAE,EAAE,CAE9D;AAED,+EAA+E;AAC/E,wBAAgB,IAAI,CAAC,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,EAAE,CAAC,SAAI,GAAG,MAAM,EAAE,EAAE,CAE9D;AAED;;;;GAIG;AACH,wBAAgB,MAAM,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,UAAU,UAAQ,GAAG,MAAM,EAAE,EAAE,CAMzE;AAED;;;GAGG;AACH,wBAAgB,QAAQ,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,GAAG,MAAM,EAAE,EAAE,CAQpD;AAED,2EAA2E;AAC3E,wBAAgB,SAAS,CAAC,CAAC,EAAE,GAAG,GAAG,MAAM,EAAE,EAAE,CAM5C;AAED;;;;GAIG;AACH,wBAAgB,SAAS,CAAC,MAAM,EAAE,GAAG,GAAG,MAAM,EAAE,EAAE,CASjD;AAED;;;;;;GAMG;AACH,wBAAgB,eAAe,CAC7B,SAAS,EAAE,SAAS,MAAM,EAAE,EAAE,EAC9B,IAAI,GAAE;IAAE,UAAU,CAAC,EAAE,OAAO,CAAA;CAAO,GAClC,MAAM,EAAE,EAAE,CAYZ;AAED;;;;GAIG;AACH,wBAAgB,MAAM,CAAC,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,GAAG;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CA2B9E;AAED;;;;;;;;GAQG;AACH,wBAAgB,EAAE,CAChB,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,EACtB,CAAC,EAAE,SAAS,MAAM,EAAE,EAAE,GACrB;IAAE,EAAE,EAAE,MAAM,EAAE,EAAE,CAAC;IAAC,EAAE,EAAE,MAAM,EAAE,EAAE,CAAC;IAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC;IAAC,CAAC,EAAE,MAAM,EAAE,EAAE,CAAA;CAAE,CASlE"}

package/dist/numeric/krylov.d.ts

@@ -15,8 +15,15 @@
  */
 /** A linear operator: either a dense matrix or a matvec callback `x -> A x`. */
 export type LinearOperatorInput = number[][] | ((x: number[]) => number[]);
-/** Preconditioner: `'jacobi'` (diagonal, dense-matrix only) or a custom `M⁻¹` callback. */
-export type Preconditioner = 'jacobi' | ((r: number[]) => number[]);
+/**
+ * Preconditioner. The three built-ins require a dense matrix (they read `A`'s
+ * entries): `'jacobi'` (diagonal `M⁻¹ = diag(1/Aᵢᵢ)`), `'ilu'` (ILU(0) —
+ * incomplete LU with zero fill on `A`'s sparsity pattern, for general `A`),
+ * `'ic'` (IC(0) — incomplete Cholesky, for symmetric positive-definite `A`).
+ * Or pass a custom `M⁻¹` callback (the only option that works with a
+ * matvec-only operator).
+ */
+export type Preconditioner = 'jacobi' | 'ilu' | 'ic' | ((r: number[]) => number[]);
 /** Common options accepted by every solver in this module. */
 export interface KrylovOptions {
     /** Initial guess (default: the zero vector). */
@@ -44,6 +51,31 @@ export interface KrylovResult {
     /** Final relative residual `‖b − A x‖₂ / ‖b‖₂`. */
     residual: number;
 }
+/**
+ * ILU(0) — incomplete LU factorization with zero fill. Returns unit-lower `L`
+ * and upper `U` (dense, with zeros outside `A`'s sparsity pattern) such that
+ * `(L·U)ᵢⱼ = Aᵢⱼ` on that pattern, dropping any fill that would arise outside
+ * it. The classic preconditioner for iterative solvers on general sparse `A`.
+ *
+ * @example
+ * incompleteLU([[4,1,0],[1,4,1],[0,1,4]]) // tridiagonal → exact LU (no fill)
+ */
+export declare function incompleteLU(a: readonly number[][]): {
+    L: number[][];
+    U: number[][];
+};
+/**
+ * IC(0) — incomplete Cholesky factorization with zero fill, for symmetric
+ * positive-definite `A`. Returns lower-triangular `L` on `A`'s sparsity pattern
+ * with `(L·Lᵀ)ᵢⱼ = Aᵢⱼ` there. Throws on a non-positive pivot (the `A`-is-SPD
+ * precondition failed).
+ *
+ * @example
+ * incompleteCholesky([[4,1,0],[1,4,1],[0,1,4]]) // tridiagonal → exact Cholesky
+ */
+export declare function incompleteCholesky(a: readonly number[][]): {
+    L: number[][];
+};
 /**
  * Conjugate Gradient (CG) — for symmetric positive-definite `A`.
  *
@@ -54,13 +86,19 @@ export declare function cg(a: LinearOperatorInput, b: number[], opts?: KrylovOpt
 /**
  * MINRES — for symmetric (possibly indefinite) `A`.
  *
- * Builds the preconditioned Lanczos tridiagonalization of `A` and, at each
- * step, solves the growing `(k+1) x k` tridiagonal least-squares problem
- * `min ||beta1 e1 - T_k y||` via a small dense Householder QR. This is the
- * textbook MINRES minimization restated directly (rather than the
- * incrementally-updated Givens-rotation form), which keeps it simple to
- * verify against a closed-form oracle at the cost of some redundant work
- * per iteration — acceptable since `maxIter` is bounded by `min(10n, 1000)`.
+ * The Paige–Saunders short-recurrence MINRES (Paige & Saunders 1975): a
+ * preconditioned Lanczos tridiagonalization coupled with an incrementally
+ * updated Givens-rotation QR of the tridiagonal. Each iteration does a fixed
+ * number of length-`n` vector operations (one matvec + a handful of `axpy`s)
+ * and **O(1)** scalar work — no growing least-squares is ever formed or
+ * solved. The solution is advanced through a running 3-term `w`-recurrence, so
+ * the whole solve is **O(k·n)** for `k` iterations rather than the O(k³) of the
+ * former "re-solve the growing `(k+1)×k` tridiagonal each step" formulation.
+ *
+ * With a preconditioner `M`, the loop converges the `M⁻¹`-norm relative
+ * residual `‖r_k‖_{M⁻¹} / ‖r_0‖_{M⁻¹}` (the estimate MINRES minimizes); for
+ * `M = I` this equals `‖b − A x‖₂ / ‖b‖₂`. The reported `residual`/`converged`
+ * are always computed from the true Euclidean residual (one final matvec).
  *
  * @example
  * minres([[0, 1], [1, 0]], [1, 2]) // => { x: [2, 1], converged: true, ... }

package/dist/numeric/krylov.d.ts.map

@@ -1 +1 @@
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package/dist/numeric/solveODE.d.ts

@@ -1,4 +1,29 @@
 import type { MathNumericType, MathArray, Unit } from '../types.js';
+/**
+ * An event function `g(t, y)` whose zero crossings `solveODE` locates. May carry scipy-style
+ * `terminal`/`direction` attributes directly on the function object.
+ *
+ * - `terminal`: `true` (stop at the first crossing), a positive integer (stop after that many
+ *   crossings), or omitted/`false` (record every crossing, never stop).
+ * - `direction`: `+1` (trigger only on `−`→`+` crossings), `−1` (only `+`→`−`), or `0`/omitted
+ *   (either direction).
+ *
+ * The state `y` is passed in the same shape the forcing function receives it (a `number[]` — a
+ * length-1 array for a scalar ODE).
+ */
+interface EventFunction {
+    (t: number, y: number[]): number;
+    terminal?: boolean | number;
+    direction?: number;
+}
+/** Object form of an ODE event: the function plus its `terminal`/`direction` attributes. */
+interface EventSpec {
+    event: (t: number, y: number[]) => number;
+    terminal?: boolean | number;
+    direction?: number;
+}
+/** One event, or an array of events, accepted by the `events` option. */
+type ODEEvents = EventFunction | EventSpec | Array<EventFunction | EventSpec>;
 /**
  * Options for ODE solver
  */
@@ -17,6 +42,13 @@ interface ODEOptions {
      * (n = state dimension). Ignored by the explicit RK23/RK45 methods.
      */
     jac?: (t: number, y: number[]) => number[][];
+    /**
+     * Event detection (scipy `solve_ivp`-style). One event function `g(t, y)` or an array of them;
+     * `solveODE` locates each zero crossing between accepted steps and reports it in `tEvents`/
+     * `yEvents`. A `terminal` event stops the integration at its crossing; `direction` filters the
+     * crossing sign. Requires plain-number state (throws otherwise). See {@link EventFunction}.
+     */
+    events?: ODEEvents;
 }
 /**
  * Forcing function type for ODE

package/dist/numeric/solveODE.d.ts.map

@@ -1 +1 @@
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package/dist/numeric/svds.d.ts

@@ -0,0 +1,32 @@
+/** Options accepted by {@link svds}. */
+export interface SvdsOptions {
+    /** Convergence tolerance forwarded to the Lanczos eigensolver (default 1e-10). */
+    tol?: number;
+    /** Maximum Lanczos steps (default `min(max(2k + 20, 20), dim)`). */
+    maxIter?: number;
+}
+/**
+ * Result of {@link svds}. Singular values are returned **descending**
+ * (`s[0]` largest — matching this library's full {@link svd}); note this is the
+ * opposite of `scipy.sparse.linalg.svds`, which returns them ascending.
+ * Singular vectors are stored as **columns**: `U[i][j]` is the `i`-th component
+ * of the `j`-th left singular vector (for `s[j]`), and likewise `V` for the
+ * right singular vectors.
+ */
+export interface SvdsResult {
+    /** Left singular vectors, `m × k`, as columns. */
+    U: number[][];
+    /** The `k` largest singular values, descending. */
+    s: number[];
+    /** Right singular vectors, `n × k`, as columns. */
+    V: number[][];
+}
+/**
+ * The `k` largest singular triplets of `A` (dense `m × n`) via Lanczos on the
+ * smaller normal operator.
+ *
+ * @example
+ * svds([[1,2,0],[0,3,1],[4,0,2]], 2) // => { U, s: [σ₁, σ₂] (descending), V }
+ */
+export declare function svds(A: number[][], k?: number, opts?: SvdsOptions): SvdsResult;
+//# sourceMappingURL=svds.d.ts.map

package/dist/numeric/svds.d.ts.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.44.0",
+  "version": "0.46.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",
@@ -37,7 +37,7 @@
     "@danielsimonjr/mathts-core": "^0.13.0",
     "@danielsimonjr/mathts-expression": "^0.6.7",
     "@danielsimonjr/mathts-gpu": "^0.2.0",
-    "@danielsimonjr/mathts-matrix": "^0.6.3",
+    "@danielsimonjr/mathts-matrix": "^0.7.0",
     "@danielsimonjr/mathts-parallel": "^0.6.3",
     "bignumber.js": "^9.1.2",
     "complex.js": "^2.2.5",