@danielsimonjr/mathts-functions 0.6.0 → 0.8.0

package/dist/linalg-extra.d.ts

@@ -54,5 +54,18 @@ export declare function logdet(A: readonly number[][]): {
     sign: number;
     value: 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).
+ */
+export declare function qz(A: readonly number[][], B: readonly number[][]): {
+    AA: number[][];
+    BB: number[][];
+    Q: number[][];
+    Z: number[][];
+};
 export {};
 //# sourceMappingURL=linalg-extra.d.ts.map

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

@@ -1 +1 @@
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package/dist/numeric-extra.d.ts.map

@@ -1 +1 @@
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package/dist/optimization-extra.d.ts

@@ -0,0 +1,41 @@
+export interface OptimizeResult {
+    x: number[];
+    fx: number;
+    iterations: number;
+    converged: boolean;
+}
+/**
+ * Nelder–Mead downhill-simplex minimization of `f: ℝⁿ → ℝ` from `x0`. Derivative-free.
+ * Matches `scipy.optimize.minimize(method='Nelder-Mead')` to the requested tolerance.
+ */
+export declare function nelderMead(f: (x: number[]) => number, x0: readonly number[], opts?: {
+    maxIter?: number;
+    tol?: number;
+    step?: number;
+}): OptimizeResult;
+/**
+ * Gradient-descent minimization with optional backtracking line search. `grad` may
+ * be supplied; otherwise a central-difference gradient is used.
+ */
+export declare function gradientDescent(f: (x: number[]) => number, x0: readonly number[], opts?: {
+    grad?: (x: number[]) => number[];
+    rate?: number;
+    maxIter?: number;
+    tol?: number;
+}): OptimizeResult;
+export interface LMResult {
+    x: number[];
+    residualNorm: number;
+    iterations: number;
+    converged: boolean;
+}
+/**
+ * Levenberg–Marquardt nonlinear least squares: minimize ½‖r(x)‖² for a vector
+ * residual `r`. Numeric Jacobian; damped normal equations `(JᵀJ + λI)δ = Jᵀr`
+ * solved via the matrix `inv`. Mirrors `scipy.optimize.least_squares(method='lm')`.
+ */
+export declare function levenbergMarquardt(residual: (x: number[]) => number[], x0: readonly number[], opts?: {
+    maxIter?: number;
+    tol?: number;
+}): LMResult;
+//# sourceMappingURL=optimization-extra.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/regression-extra.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"regression-extra.d.ts","sourceRoot":"","sources":["../src/regression-extra.ts"],"names":[],"mappings":"AAQA,KAAK,GAAG,GAAG,SAAS,MAAM,EAAE,GAAG,YAAY,CAAC;AAI5C,MAAM,WAAW,gBAAgB;IAC/B,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;CAChB;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,GAAG,GAAG,gBAAgB,CA6BjE"}

package/dist/signal-filter-extra.d.ts

@@ -0,0 +1,35 @@
+type Vec = readonly number[] | Float64Array;
+/**
+ * FIR lowpass filter coefficients by the windowed-sinc method (Hamming window,
+ * normalized to unit DC gain) — `scipy.signal.firwin(numtaps, cutoff)` with the
+ * default window. `cutoff` is normalized to Nyquist (1 = Nyquist).
+ */
+export declare function firwin(numtaps: number, cutoff: number): number[];
+/**
+ * Apply an IIR/FIR filter with coefficients `b` (numerator), `a` (denominator) to
+ * `x` (direct form II transposed). `a[0]` normalizes. Matches `scipy.signal.lfilter`.
+ */
+export declare function lfilter(b: Vec, a: Vec, x: Vec): number[];
+/**
+ * Steady-state initial conditions for `lfilter` so a constant input is unchanged at
+ * the boundary — `scipy.signal.lfilter_zi`. Solves `(I − Aᵀ) zi = B` where `A` is the
+ * companion matrix of `a` and `B = b[1:] − a[1:]·b[0]`. Reuses `companion` + `inv`.
+ */
+export declare function lfilterZi(b: Vec, a: Vec): number[];
+/**
+ * Zero-phase forward–backward filtering (`scipy.signal.filtfilt`), with odd
+ * reflection padding (default pad length `3·max(len a, len b)`). The squared
+ * magnitude response is applied with no phase distortion.
+ */
+export declare function filtfilt(b: Vec, a: Vec, x: Vec): number[];
+/**
+ * Butterworth IIR filter design — returns `{ b, a }` transfer-function coefficients.
+ * `N` is the order, `Wn` the cutoff normalized to Nyquist (0..1). Lowpass only
+ * (`btype='low'`, the common case). Matches `scipy.signal.butter(N, Wn)`.
+ */
+export declare function butter(N: number, Wn: number): {
+    b: number[];
+    a: number[];
+};
+export {};
+//# sourceMappingURL=signal-filter-extra.d.ts.map

package/dist/signal-filter-extra.d.ts.map

@@ -0,0 +1 @@
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package/dist/timeseries-extra.d.ts.map

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

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.6.0",
+  "version": "0.8.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",
@@ -33,7 +33,7 @@
     "build:prod": "tsup src/index.ts --format esm --clean --minify --treeshake"
   },
   "dependencies": {
-    "@danielsimonjr/mathts-core": "^0.3.0",
+    "@danielsimonjr/mathts-core": "^0.3.1",
     "@danielsimonjr/mathts-expression": "^0.4.2",
     "@danielsimonjr/mathts-matrix": "^0.1.12",
     "@danielsimonjr/mathts-parallel": "^0.3.0",