@danielsimonjr/mathts-matrix 0.1.8 → 0.1.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/chunk-HT4ZF3LN.js +886 -0
- package/dist/{eig-A5GJGSJJ.js → eig-G72TLEBA.js} +1 -1
- package/dist/index.d.ts +42 -337
- package/dist/index.js +192 -1190
- package/dist/wasm/mathts-as.wasm +0 -0
- package/dist/wasm/wasm-manifest.json +1 -1
- package/package.json +61 -61
- package/dist/chunk-VCPLE6ED.js +0 -473
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@@ -0,0 +1,886 @@
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// src/operations/common.ts
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function eye(n) {
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3
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return Array.from(
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{ length: n },
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(_, i) => Array.from({ length: n }, (_2, j) => i === j ? 1 : 0)
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);
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}
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function cloneMatrix(A) {
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return A.map((row) => [...row]);
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}
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function transpose(A) {
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const m = A.length;
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const n = A[0].length;
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return Array.from({ length: n }, (_, j) => Array.from({ length: m }, (_2, i) => A[i][j]));
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}
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function isSymmetric(matrix, tolerance = 1e-10) {
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const n = matrix.length;
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if (n === 0) return true;
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if (matrix[0].length !== n) return false;
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for (let i = 0; i < n; i++) {
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for (let j = i + 1; j < n; j++) {
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if (Math.abs(matrix[i][j] - matrix[j][i]) > tolerance) {
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return false;
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}
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}
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}
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return true;
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}
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function matMul(A, B) {
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const m = A.length;
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const p = A[0].length;
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const n = B[0].length;
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const C = Array.from({ length: m }, () => new Array(n).fill(0));
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for (let i = 0; i < m; i++) {
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for (let k = 0; k < p; k++) {
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const aik = A[i][k];
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if (aik === 0) continue;
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for (let j = 0; j < n; j++) C[i][j] += aik * B[k][j];
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}
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}
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return C;
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}
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function matAdd(A, B) {
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const n = A.length;
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return Array.from(
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{ length: n },
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(_, i) => Array.from({ length: n }, (_2, j) => A[i][j] + B[i][j])
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);
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}
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function matSub(A, B) {
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const n = A.length;
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return Array.from(
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{ length: n },
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(_, i) => Array.from({ length: n }, (_2, j) => A[i][j] - B[i][j])
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);
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}
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function matScale(A, c) {
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return A.map((row) => row.map((v) => v * c));
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}
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function normInf(A) {
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let mx = 0;
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for (const row of A) for (const v of row) if (Math.abs(v) > mx) mx = Math.abs(v);
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return mx;
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}
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function norm1(A) {
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const m = A.length;
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const n = A[0].length;
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let maxColSum = 0;
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for (let j = 0; j < n; j++) {
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let colSum = 0;
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for (let i = 0; i < m; i++) colSum += Math.abs(A[i][j]);
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if (colSum > maxColSum) maxColSum = colSum;
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}
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return maxColSum;
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}
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function householder(x, degenerateBeta = -2) {
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const n = x.length;
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let sigma = 0;
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for (let i = 1; i < n; i++) {
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sigma += x[i] * x[i];
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}
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const v = [...x];
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v[0] = 1;
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if (sigma === 0 && x[0] >= 0) {
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return { v, beta: 0 };
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} else if (sigma === 0 && x[0] < 0) {
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return { v, beta: degenerateBeta };
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} else {
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const mu = Math.sqrt(x[0] * x[0] + sigma);
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if (x[0] <= 0) {
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v[0] = x[0] - mu;
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} else {
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v[0] = -sigma / (x[0] + mu);
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}
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const beta = 2 * v[0] * v[0] / (sigma + v[0] * v[0]);
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const v0 = v[0];
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for (let i = 0; i < n; i++) {
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v[i] /= v0;
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}
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return { v, beta };
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}
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}
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function applyHouseholderLeft(A, v, beta, startRow, startCol) {
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const n = A[0].length;
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const len = v.length;
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for (let j = startCol; j < n; j++) {
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let dot = 0;
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for (let i = 0; i < len; i++) {
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dot += v[i] * A[startRow + i][j];
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}
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dot *= beta;
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for (let i = 0; i < len; i++) {
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A[startRow + i][j] -= dot * v[i];
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}
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}
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}
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function applyHouseholderRight(A, v, beta, startRow, startCol) {
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const m = A.length;
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const len = v.length;
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for (let i = startRow; i < m; i++) {
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let dot = 0;
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for (let j = 0; j < len; j++) {
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dot += A[i][startCol + j] * v[j];
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}
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dot *= beta;
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for (let j = 0; j < len; j++) {
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A[i][startCol + j] -= dot * v[j];
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}
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}
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}
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// src/operations/eig.ts
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var DEFAULT_MAX_ITERATIONS = 1e3;
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var DEFAULT_TOLERANCE = 1e-12;
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function hessenberg(A) {
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const n = A.length;
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const H = cloneMatrix(A);
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const Q = eye(n);
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for (let k = 0; k < n - 2; k++) {
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const x = [];
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for (let i = k + 1; i < n; i++) {
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x.push(H[i][k]);
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}
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const { v, beta } = householder(x);
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if (beta !== 0) {
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applyHouseholderLeft(H, v, beta, k + 1, k);
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applyHouseholderRight(H, v, beta, 0, k + 1);
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applyHouseholderRight(Q, v, beta, 0, k + 1);
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}
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}
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for (let i = 0; i < n; i++) {
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for (let j = 0; j < i - 1; j++) {
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H[i][j] = 0;
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}
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}
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return { H, Q };
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}
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function givens(a, b) {
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if (b === 0) {
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return { c: 1, s: 0 };
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} else if (Math.abs(b) > Math.abs(a)) {
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const t = -a / b;
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const s = 1 / Math.sqrt(1 + t * t);
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return { c: s * t, s };
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} else {
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const t = -b / a;
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const c = 1 / Math.sqrt(1 + t * t);
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return { c, s: c * t };
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}
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}
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function applyGivensLeft(A, c, s, i, k, startCol) {
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const n = A[0].length;
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for (let j = startCol; j < n; j++) {
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const temp = c * A[i][j] - s * A[k][j];
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A[k][j] = s * A[i][j] + c * A[k][j];
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A[i][j] = temp;
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}
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}
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function applyGivensRight(A, c, s, i, k, startRow) {
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const m = A.length;
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for (let j = startRow; j < m; j++) {
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const temp = c * A[j][i] - s * A[j][k];
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A[j][k] = s * A[j][i] + c * A[j][k];
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A[j][i] = temp;
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}
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}
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function qrStep(H, Q, start, end) {
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const n = end - start + 1;
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if (n < 2) return;
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const a = H[end - 1][end - 1];
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const b = H[end - 1][end];
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const c = H[end][end - 1];
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const d = H[end][end];
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const trace = a + d;
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const det = a * d - b * c;
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const disc = trace * trace - 4 * det;
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let shift;
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if (disc >= 0) {
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const sqrtDisc = Math.sqrt(disc);
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const e1 = (trace + sqrtDisc) / 2;
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const e2 = (trace - sqrtDisc) / 2;
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shift = Math.abs(e1 - d) < Math.abs(e2 - d) ? e1 : e2;
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} else {
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shift = d;
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}
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let x = H[start][start] - shift;
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let y = H[start + 1][start];
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for (let k = start; k < end; k++) {
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const { c: c2, s } = givens(x, y);
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applyGivensLeft(H, c2, s, k, k + 1, Math.max(0, k - 1));
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applyGivensRight(H, c2, s, k, k + 1, 0);
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applyGivensRight(Q, c2, s, k, k + 1, 0);
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if (k < end - 1) {
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x = H[k + 1][k];
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y = H[k + 2][k];
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}
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}
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}
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function extractEigenvalues(H, tolerance) {
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const n = H.length;
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const eigenvalues = [];
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let i = 0;
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while (i < n) {
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if (i === n - 1 || Math.abs(H[i + 1][i]) <= tolerance) {
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eigenvalues.push({ re: H[i][i], im: 0 });
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i++;
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} else {
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const a = H[i][i];
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const b = H[i][i + 1];
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const c = H[i + 1][i];
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const d = H[i + 1][i + 1];
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const trace = a + d;
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const det = a * d - b * c;
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const disc = trace * trace - 4 * det;
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if (disc >= 0) {
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const sqrtDisc = Math.sqrt(disc);
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eigenvalues.push({ re: (trace + sqrtDisc) / 2, im: 0 });
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eigenvalues.push({ re: (trace - sqrtDisc) / 2, im: 0 });
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} else {
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const realPart = trace / 2;
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const imagPart = Math.sqrt(-disc) / 2;
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eigenvalues.push({ re: realPart, im: imagPart });
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eigenvalues.push({ re: realPart, im: -imagPart });
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}
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i += 2;
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}
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}
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return eigenvalues;
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}
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function inverseIteration(A, eigenvalue, tolerance, maxIterations) {
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const n = A.length;
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if (eigenvalue.im !== 0) {
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return new Array(n).fill(0);
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}
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const lambda = eigenvalue.re;
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const shifted = cloneMatrix(A);
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for (let i = 0; i < n; i++) {
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shifted[i][i] -= lambda;
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}
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for (let i = 0; i < n; i++) {
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shifted[i][i] += tolerance * 1e3;
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}
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const LU = cloneMatrix(shifted);
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const perm = Array.from({ length: n }, (_, i) => i);
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for (let k = 0; k < n; k++) {
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let maxVal = Math.abs(LU[k][k]);
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let maxIdx = k;
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for (let i = k + 1; i < n; i++) {
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if (Math.abs(LU[i][k]) > maxVal) {
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maxVal = Math.abs(LU[i][k]);
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maxIdx = i;
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}
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}
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if (maxIdx !== k) {
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[LU[k], LU[maxIdx]] = [LU[maxIdx], LU[k]];
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[perm[k], perm[maxIdx]] = [perm[maxIdx], perm[k]];
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}
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if (Math.abs(LU[k][k]) < tolerance) {
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LU[k][k] = tolerance;
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}
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for (let i = k + 1; i < n; i++) {
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LU[i][k] /= LU[k][k];
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for (let j = k + 1; j < n; j++) {
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LU[i][j] -= LU[i][k] * LU[k][j];
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}
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}
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}
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const v = new Array(n).fill(1);
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let prevNorm = 0;
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for (let iter = 0; iter < maxIterations; iter++) {
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const y = new Array(n).fill(0);
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const b = new Array(n);
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for (let i = 0; i < n; i++) {
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b[i] = v[perm[i]];
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}
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for (let i = 0; i < n; i++) {
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y[i] = b[i];
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for (let j = 0; j < i; j++) {
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|
+
y[i] -= LU[i][j] * y[j];
|
|
300
|
+
}
|
|
301
|
+
}
|
|
302
|
+
const x = new Array(n).fill(0);
|
|
303
|
+
for (let i = n - 1; i >= 0; i--) {
|
|
304
|
+
x[i] = y[i];
|
|
305
|
+
for (let j = i + 1; j < n; j++) {
|
|
306
|
+
x[i] -= LU[i][j] * x[j];
|
|
307
|
+
}
|
|
308
|
+
x[i] /= LU[i][i];
|
|
309
|
+
}
|
|
310
|
+
let norm = 0;
|
|
311
|
+
for (let i = 0; i < n; i++) {
|
|
312
|
+
norm += x[i] * x[i];
|
|
313
|
+
}
|
|
314
|
+
norm = Math.sqrt(norm);
|
|
315
|
+
if (norm < tolerance) {
|
|
316
|
+
return x;
|
|
317
|
+
}
|
|
318
|
+
for (let i = 0; i < n; i++) {
|
|
319
|
+
v[i] = x[i] / norm;
|
|
320
|
+
}
|
|
321
|
+
if (Math.abs(norm - prevNorm) < tolerance * norm) {
|
|
322
|
+
break;
|
|
323
|
+
}
|
|
324
|
+
prevNorm = norm;
|
|
325
|
+
}
|
|
326
|
+
return v;
|
|
327
|
+
}
|
|
328
|
+
var EIG_GEN_EPS = 2220446049250313e-31;
|
|
329
|
+
function cdiv(xr, xi, yr, yi) {
|
|
330
|
+
let rr;
|
|
331
|
+
let d;
|
|
332
|
+
if (Math.abs(yr) > Math.abs(yi)) {
|
|
333
|
+
rr = yi / yr;
|
|
334
|
+
d = yr + rr * yi;
|
|
335
|
+
return { r: (xr + rr * xi) / d, i: (xi - rr * xr) / d };
|
|
336
|
+
} else {
|
|
337
|
+
rr = yr / yi;
|
|
338
|
+
d = yi + rr * yr;
|
|
339
|
+
return { r: (rr * xr + xi) / d, i: (rr * xi - xr) / d };
|
|
340
|
+
}
|
|
341
|
+
}
|
|
342
|
+
function orthesGeneral(H, V, ort, nn) {
|
|
343
|
+
const low = 0;
|
|
344
|
+
const high = nn - 1;
|
|
345
|
+
for (let m = low + 1; m <= high - 1; m++) {
|
|
346
|
+
let scale = 0;
|
|
347
|
+
for (let i = m; i <= high; i++) {
|
|
348
|
+
scale += Math.abs(H[i * nn + (m - 1)]);
|
|
349
|
+
}
|
|
350
|
+
if (scale !== 0) {
|
|
351
|
+
let h = 0;
|
|
352
|
+
for (let i = high; i >= m; i--) {
|
|
353
|
+
ort[i] = H[i * nn + (m - 1)] / scale;
|
|
354
|
+
h += ort[i] * ort[i];
|
|
355
|
+
}
|
|
356
|
+
let g = Math.sqrt(h);
|
|
357
|
+
if (ort[m] > 0) g = -g;
|
|
358
|
+
h = h - ort[m] * g;
|
|
359
|
+
ort[m] = ort[m] - g;
|
|
360
|
+
for (let j = m; j < nn; j++) {
|
|
361
|
+
let f = 0;
|
|
362
|
+
for (let i = high; i >= m; i--) f += ort[i] * H[i * nn + j];
|
|
363
|
+
f = f / h;
|
|
364
|
+
for (let i = m; i <= high; i++) H[i * nn + j] -= f * ort[i];
|
|
365
|
+
}
|
|
366
|
+
for (let i = 0; i <= high; i++) {
|
|
367
|
+
let f = 0;
|
|
368
|
+
for (let j = high; j >= m; j--) f += ort[j] * H[i * nn + j];
|
|
369
|
+
f = f / h;
|
|
370
|
+
for (let j = m; j <= high; j++) H[i * nn + j] -= f * ort[j];
|
|
371
|
+
}
|
|
372
|
+
ort[m] = scale * ort[m];
|
|
373
|
+
H[m * nn + (m - 1)] = scale * g;
|
|
374
|
+
}
|
|
375
|
+
}
|
|
376
|
+
for (let m = high - 1; m >= low + 1; m--) {
|
|
377
|
+
if (H[m * nn + (m - 1)] !== 0) {
|
|
378
|
+
for (let i = m + 1; i <= high; i++) ort[i] = H[i * nn + (m - 1)];
|
|
379
|
+
for (let j = m; j <= high; j++) {
|
|
380
|
+
let g = 0;
|
|
381
|
+
for (let i = m; i <= high; i++) g += ort[i] * V[i * nn + j];
|
|
382
|
+
g = g / ort[m] / H[m * nn + (m - 1)];
|
|
383
|
+
for (let i = m; i <= high; i++) V[i * nn + j] += g * ort[i];
|
|
384
|
+
}
|
|
385
|
+
}
|
|
386
|
+
}
|
|
387
|
+
}
|
|
388
|
+
function eigGeneral(A, computeVectors, symmetric) {
|
|
389
|
+
const nn = A.length;
|
|
390
|
+
const eps = EIG_GEN_EPS;
|
|
391
|
+
const H = new Float64Array(nn * nn);
|
|
392
|
+
for (let i = 0; i < nn; i++) {
|
|
393
|
+
for (let j = 0; j < nn; j++) H[i * nn + j] = A[i][j];
|
|
394
|
+
}
|
|
395
|
+
const V = new Float64Array(nn * nn);
|
|
396
|
+
for (let i = 0; i < nn; i++) V[i * nn + i] = 1;
|
|
397
|
+
const d = new Float64Array(nn);
|
|
398
|
+
const e = new Float64Array(nn);
|
|
399
|
+
const ort = new Float64Array(nn);
|
|
400
|
+
orthesGeneral(H, V, ort, nn);
|
|
401
|
+
const low = 0;
|
|
402
|
+
const high = nn - 1;
|
|
403
|
+
let exshift = 0;
|
|
404
|
+
let p = 0;
|
|
405
|
+
let q = 0;
|
|
406
|
+
let r = 0;
|
|
407
|
+
let s = 0;
|
|
408
|
+
let z = 0;
|
|
409
|
+
let t;
|
|
410
|
+
let w;
|
|
411
|
+
let x;
|
|
412
|
+
let y;
|
|
413
|
+
let norm = 0;
|
|
414
|
+
for (let i = 0; i < nn; i++) {
|
|
415
|
+
for (let j = Math.max(i - 1, 0); j < nn; j++) {
|
|
416
|
+
norm += Math.abs(H[i * nn + j]);
|
|
417
|
+
}
|
|
418
|
+
}
|
|
419
|
+
let nIdx = nn - 1;
|
|
420
|
+
let iter = 0;
|
|
421
|
+
while (nIdx >= low) {
|
|
422
|
+
let l = nIdx;
|
|
423
|
+
while (l > low) {
|
|
424
|
+
s = Math.abs(H[(l - 1) * nn + (l - 1)]) + Math.abs(H[l * nn + l]);
|
|
425
|
+
if (s === 0) s = norm;
|
|
426
|
+
if (Math.abs(H[l * nn + (l - 1)]) < eps * s) break;
|
|
427
|
+
l--;
|
|
428
|
+
}
|
|
429
|
+
if (l === nIdx) {
|
|
430
|
+
H[nIdx * nn + nIdx] = H[nIdx * nn + nIdx] + exshift;
|
|
431
|
+
d[nIdx] = H[nIdx * nn + nIdx];
|
|
432
|
+
e[nIdx] = 0;
|
|
433
|
+
nIdx--;
|
|
434
|
+
iter = 0;
|
|
435
|
+
} else if (l === nIdx - 1) {
|
|
436
|
+
w = H[nIdx * nn + (nIdx - 1)] * H[(nIdx - 1) * nn + nIdx];
|
|
437
|
+
p = (H[(nIdx - 1) * nn + (nIdx - 1)] - H[nIdx * nn + nIdx]) / 2;
|
|
438
|
+
q = p * p + w;
|
|
439
|
+
z = Math.sqrt(Math.abs(q));
|
|
440
|
+
H[nIdx * nn + nIdx] = H[nIdx * nn + nIdx] + exshift;
|
|
441
|
+
H[(nIdx - 1) * nn + (nIdx - 1)] = H[(nIdx - 1) * nn + (nIdx - 1)] + exshift;
|
|
442
|
+
x = H[nIdx * nn + nIdx];
|
|
443
|
+
if (q >= 0) {
|
|
444
|
+
z = p >= 0 ? p + z : p - z;
|
|
445
|
+
d[nIdx - 1] = x + z;
|
|
446
|
+
d[nIdx] = d[nIdx - 1];
|
|
447
|
+
if (z !== 0) d[nIdx] = x - w / z;
|
|
448
|
+
e[nIdx - 1] = 0;
|
|
449
|
+
e[nIdx] = 0;
|
|
450
|
+
x = H[nIdx * nn + (nIdx - 1)];
|
|
451
|
+
s = Math.abs(x) + Math.abs(z);
|
|
452
|
+
p = x / s;
|
|
453
|
+
q = z / s;
|
|
454
|
+
r = Math.sqrt(p * p + q * q);
|
|
455
|
+
p = p / r;
|
|
456
|
+
q = q / r;
|
|
457
|
+
for (let j = nIdx - 1; j < nn; j++) {
|
|
458
|
+
z = H[(nIdx - 1) * nn + j];
|
|
459
|
+
H[(nIdx - 1) * nn + j] = q * z + p * H[nIdx * nn + j];
|
|
460
|
+
H[nIdx * nn + j] = q * H[nIdx * nn + j] - p * z;
|
|
461
|
+
}
|
|
462
|
+
for (let i = 0; i <= nIdx; i++) {
|
|
463
|
+
z = H[i * nn + (nIdx - 1)];
|
|
464
|
+
H[i * nn + (nIdx - 1)] = q * z + p * H[i * nn + nIdx];
|
|
465
|
+
H[i * nn + nIdx] = q * H[i * nn + nIdx] - p * z;
|
|
466
|
+
}
|
|
467
|
+
for (let i = low; i <= high; i++) {
|
|
468
|
+
z = V[i * nn + (nIdx - 1)];
|
|
469
|
+
V[i * nn + (nIdx - 1)] = q * z + p * V[i * nn + nIdx];
|
|
470
|
+
V[i * nn + nIdx] = q * V[i * nn + nIdx] - p * z;
|
|
471
|
+
}
|
|
472
|
+
} else {
|
|
473
|
+
d[nIdx - 1] = x + p;
|
|
474
|
+
d[nIdx] = x + p;
|
|
475
|
+
e[nIdx - 1] = z;
|
|
476
|
+
e[nIdx] = -z;
|
|
477
|
+
}
|
|
478
|
+
nIdx = nIdx - 2;
|
|
479
|
+
iter = 0;
|
|
480
|
+
} else {
|
|
481
|
+
x = H[nIdx * nn + nIdx];
|
|
482
|
+
y = 0;
|
|
483
|
+
w = 0;
|
|
484
|
+
if (l < nIdx) {
|
|
485
|
+
y = H[(nIdx - 1) * nn + (nIdx - 1)];
|
|
486
|
+
w = H[nIdx * nn + (nIdx - 1)] * H[(nIdx - 1) * nn + nIdx];
|
|
487
|
+
}
|
|
488
|
+
if (iter === 10) {
|
|
489
|
+
exshift += x;
|
|
490
|
+
for (let i = low; i <= nIdx; i++) H[i * nn + i] -= x;
|
|
491
|
+
s = Math.abs(H[nIdx * nn + (nIdx - 1)]) + Math.abs(H[(nIdx - 1) * nn + (nIdx - 2)]);
|
|
492
|
+
x = y = 0.75 * s;
|
|
493
|
+
w = -0.4375 * s * s;
|
|
494
|
+
}
|
|
495
|
+
if (iter === 30) {
|
|
496
|
+
s = (y - x) / 2;
|
|
497
|
+
s = s * s + w;
|
|
498
|
+
if (s > 0) {
|
|
499
|
+
s = Math.sqrt(s);
|
|
500
|
+
if (y < x) s = -s;
|
|
501
|
+
s = x - w / ((y - x) / 2 + s);
|
|
502
|
+
for (let i = low; i <= nIdx; i++) H[i * nn + i] -= s;
|
|
503
|
+
exshift += s;
|
|
504
|
+
x = y = w = 0.964;
|
|
505
|
+
}
|
|
506
|
+
}
|
|
507
|
+
iter = iter + 1;
|
|
508
|
+
let m = nIdx - 2;
|
|
509
|
+
while (m >= l) {
|
|
510
|
+
z = H[m * nn + m];
|
|
511
|
+
r = x - z;
|
|
512
|
+
s = y - z;
|
|
513
|
+
p = (r * s - w) / H[(m + 1) * nn + m] + H[m * nn + (m + 1)];
|
|
514
|
+
q = H[(m + 1) * nn + (m + 1)] - z - r - s;
|
|
515
|
+
r = H[(m + 2) * nn + (m + 1)];
|
|
516
|
+
s = Math.abs(p) + Math.abs(q) + Math.abs(r);
|
|
517
|
+
p = p / s;
|
|
518
|
+
q = q / s;
|
|
519
|
+
r = r / s;
|
|
520
|
+
if (m === l) break;
|
|
521
|
+
if (Math.abs(H[m * nn + (m - 1)]) * (Math.abs(q) + Math.abs(r)) < eps * (Math.abs(p) * (Math.abs(H[(m - 1) * nn + (m - 1)]) + Math.abs(z) + Math.abs(H[(m + 1) * nn + (m + 1)])))) {
|
|
522
|
+
break;
|
|
523
|
+
}
|
|
524
|
+
m--;
|
|
525
|
+
}
|
|
526
|
+
for (let i = m + 2; i <= nIdx; i++) {
|
|
527
|
+
H[i * nn + (i - 2)] = 0;
|
|
528
|
+
if (i > m + 2) H[i * nn + (i - 3)] = 0;
|
|
529
|
+
}
|
|
530
|
+
for (let k = m; k <= nIdx - 1; k++) {
|
|
531
|
+
const notlast = k !== nIdx - 1;
|
|
532
|
+
if (k !== m) {
|
|
533
|
+
p = H[k * nn + (k - 1)];
|
|
534
|
+
q = H[(k + 1) * nn + (k - 1)];
|
|
535
|
+
r = notlast ? H[(k + 2) * nn + (k - 1)] : 0;
|
|
536
|
+
x = Math.abs(p) + Math.abs(q) + Math.abs(r);
|
|
537
|
+
if (x !== 0) {
|
|
538
|
+
p = p / x;
|
|
539
|
+
q = q / x;
|
|
540
|
+
r = r / x;
|
|
541
|
+
}
|
|
542
|
+
}
|
|
543
|
+
if (x === 0) break;
|
|
544
|
+
s = Math.sqrt(p * p + q * q + r * r);
|
|
545
|
+
if (p < 0) s = -s;
|
|
546
|
+
if (s !== 0) {
|
|
547
|
+
if (k !== m) {
|
|
548
|
+
H[k * nn + (k - 1)] = -s * x;
|
|
549
|
+
} else if (l !== m) {
|
|
550
|
+
H[k * nn + (k - 1)] = -H[k * nn + (k - 1)];
|
|
551
|
+
}
|
|
552
|
+
p = p + s;
|
|
553
|
+
x = p / s;
|
|
554
|
+
y = q / s;
|
|
555
|
+
z = r / s;
|
|
556
|
+
q = q / p;
|
|
557
|
+
r = r / p;
|
|
558
|
+
for (let j = k; j < nn; j++) {
|
|
559
|
+
p = H[k * nn + j] + q * H[(k + 1) * nn + j];
|
|
560
|
+
if (notlast) {
|
|
561
|
+
p = p + r * H[(k + 2) * nn + j];
|
|
562
|
+
H[(k + 2) * nn + j] = H[(k + 2) * nn + j] - p * z;
|
|
563
|
+
}
|
|
564
|
+
H[k * nn + j] = H[k * nn + j] - p * x;
|
|
565
|
+
H[(k + 1) * nn + j] = H[(k + 1) * nn + j] - p * y;
|
|
566
|
+
}
|
|
567
|
+
const colEnd = Math.min(nIdx, k + 3);
|
|
568
|
+
for (let i = 0; i <= colEnd; i++) {
|
|
569
|
+
p = x * H[i * nn + k] + y * H[i * nn + (k + 1)];
|
|
570
|
+
if (notlast) {
|
|
571
|
+
p = p + z * H[i * nn + (k + 2)];
|
|
572
|
+
H[i * nn + (k + 2)] = H[i * nn + (k + 2)] - p * r;
|
|
573
|
+
}
|
|
574
|
+
H[i * nn + k] = H[i * nn + k] - p;
|
|
575
|
+
H[i * nn + (k + 1)] = H[i * nn + (k + 1)] - p * q;
|
|
576
|
+
}
|
|
577
|
+
for (let i = low; i <= high; i++) {
|
|
578
|
+
p = x * V[i * nn + k] + y * V[i * nn + (k + 1)];
|
|
579
|
+
if (notlast) {
|
|
580
|
+
p = p + z * V[i * nn + (k + 2)];
|
|
581
|
+
V[i * nn + (k + 2)] = V[i * nn + (k + 2)] - p * r;
|
|
582
|
+
}
|
|
583
|
+
V[i * nn + k] = V[i * nn + k] - p;
|
|
584
|
+
V[i * nn + (k + 1)] = V[i * nn + (k + 1)] - p * q;
|
|
585
|
+
}
|
|
586
|
+
}
|
|
587
|
+
}
|
|
588
|
+
}
|
|
589
|
+
}
|
|
590
|
+
if (norm !== 0) {
|
|
591
|
+
for (nIdx = nn - 1; nIdx >= 0; nIdx--) {
|
|
592
|
+
p = d[nIdx];
|
|
593
|
+
q = e[nIdx];
|
|
594
|
+
if (q === 0) {
|
|
595
|
+
let l = nIdx;
|
|
596
|
+
H[nIdx * nn + nIdx] = 1;
|
|
597
|
+
for (let i = nIdx - 1; i >= 0; i--) {
|
|
598
|
+
w = H[i * nn + i] - p;
|
|
599
|
+
r = 0;
|
|
600
|
+
for (let j = l; j <= nIdx; j++) r += H[i * nn + j] * H[j * nn + nIdx];
|
|
601
|
+
if (e[i] < 0) {
|
|
602
|
+
z = w;
|
|
603
|
+
s = r;
|
|
604
|
+
} else {
|
|
605
|
+
l = i;
|
|
606
|
+
if (e[i] === 0) {
|
|
607
|
+
H[i * nn + nIdx] = w !== 0 ? -r / w : -r / (eps * norm);
|
|
608
|
+
} else {
|
|
609
|
+
x = H[i * nn + (i + 1)];
|
|
610
|
+
y = H[(i + 1) * nn + i];
|
|
611
|
+
q = (d[i] - p) * (d[i] - p) + e[i] * e[i];
|
|
612
|
+
t = (x * s - z * r) / q;
|
|
613
|
+
H[i * nn + nIdx] = t;
|
|
614
|
+
if (Math.abs(x) > Math.abs(z)) {
|
|
615
|
+
H[(i + 1) * nn + nIdx] = (-r - w * t) / x;
|
|
616
|
+
} else {
|
|
617
|
+
H[(i + 1) * nn + nIdx] = (-s - y * t) / z;
|
|
618
|
+
}
|
|
619
|
+
}
|
|
620
|
+
t = Math.abs(H[i * nn + nIdx]);
|
|
621
|
+
if (eps * t * t > 1) {
|
|
622
|
+
for (let j = i; j <= nIdx; j++) H[j * nn + nIdx] = H[j * nn + nIdx] / t;
|
|
623
|
+
}
|
|
624
|
+
}
|
|
625
|
+
}
|
|
626
|
+
} else if (q < 0) {
|
|
627
|
+
let l = nIdx - 1;
|
|
628
|
+
if (Math.abs(H[nIdx * nn + (nIdx - 1)]) > Math.abs(H[(nIdx - 1) * nn + nIdx])) {
|
|
629
|
+
H[(nIdx - 1) * nn + (nIdx - 1)] = q / H[nIdx * nn + (nIdx - 1)];
|
|
630
|
+
H[(nIdx - 1) * nn + nIdx] = -(H[nIdx * nn + nIdx] - p) / H[nIdx * nn + (nIdx - 1)];
|
|
631
|
+
} else {
|
|
632
|
+
const cd = cdiv(0, -H[(nIdx - 1) * nn + nIdx], H[(nIdx - 1) * nn + (nIdx - 1)] - p, q);
|
|
633
|
+
H[(nIdx - 1) * nn + (nIdx - 1)] = cd.r;
|
|
634
|
+
H[(nIdx - 1) * nn + nIdx] = cd.i;
|
|
635
|
+
}
|
|
636
|
+
H[nIdx * nn + (nIdx - 1)] = 0;
|
|
637
|
+
H[nIdx * nn + nIdx] = 1;
|
|
638
|
+
for (let i = nIdx - 2; i >= 0; i--) {
|
|
639
|
+
let ra = 0;
|
|
640
|
+
let sa = 0;
|
|
641
|
+
for (let j = l; j <= nIdx; j++) {
|
|
642
|
+
ra += H[i * nn + j] * H[j * nn + (nIdx - 1)];
|
|
643
|
+
sa += H[i * nn + j] * H[j * nn + nIdx];
|
|
644
|
+
}
|
|
645
|
+
w = H[i * nn + i] - p;
|
|
646
|
+
if (e[i] < 0) {
|
|
647
|
+
z = w;
|
|
648
|
+
r = ra;
|
|
649
|
+
s = sa;
|
|
650
|
+
} else {
|
|
651
|
+
l = i;
|
|
652
|
+
if (e[i] === 0) {
|
|
653
|
+
const cd = cdiv(-ra, -sa, w, q);
|
|
654
|
+
H[i * nn + (nIdx - 1)] = cd.r;
|
|
655
|
+
H[i * nn + nIdx] = cd.i;
|
|
656
|
+
} else {
|
|
657
|
+
x = H[i * nn + (i + 1)];
|
|
658
|
+
y = H[(i + 1) * nn + i];
|
|
659
|
+
let vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q;
|
|
660
|
+
const vi = (d[i] - p) * 2 * q;
|
|
661
|
+
if (vr === 0 && vi === 0) {
|
|
662
|
+
vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math.abs(z));
|
|
663
|
+
}
|
|
664
|
+
const cd = cdiv(x * r - z * ra + q * sa, x * s - z * sa - q * ra, vr, vi);
|
|
665
|
+
H[i * nn + (nIdx - 1)] = cd.r;
|
|
666
|
+
H[i * nn + nIdx] = cd.i;
|
|
667
|
+
if (Math.abs(x) > Math.abs(z) + Math.abs(q)) {
|
|
668
|
+
H[(i + 1) * nn + (nIdx - 1)] = (-ra - w * H[i * nn + (nIdx - 1)] + q * H[i * nn + nIdx]) / x;
|
|
669
|
+
H[(i + 1) * nn + nIdx] = (-sa - w * H[i * nn + nIdx] - q * H[i * nn + (nIdx - 1)]) / x;
|
|
670
|
+
} else {
|
|
671
|
+
const cd2 = cdiv(
|
|
672
|
+
-r - y * H[i * nn + (nIdx - 1)],
|
|
673
|
+
-s - y * H[i * nn + nIdx],
|
|
674
|
+
z,
|
|
675
|
+
q
|
|
676
|
+
);
|
|
677
|
+
H[(i + 1) * nn + (nIdx - 1)] = cd2.r;
|
|
678
|
+
H[(i + 1) * nn + nIdx] = cd2.i;
|
|
679
|
+
}
|
|
680
|
+
}
|
|
681
|
+
t = Math.max(Math.abs(H[i * nn + (nIdx - 1)]), Math.abs(H[i * nn + nIdx]));
|
|
682
|
+
if (eps * t * t > 1) {
|
|
683
|
+
for (let j = i; j <= nIdx; j++) {
|
|
684
|
+
H[j * nn + (nIdx - 1)] = H[j * nn + (nIdx - 1)] / t;
|
|
685
|
+
H[j * nn + nIdx] = H[j * nn + nIdx] / t;
|
|
686
|
+
}
|
|
687
|
+
}
|
|
688
|
+
}
|
|
689
|
+
}
|
|
690
|
+
}
|
|
691
|
+
}
|
|
692
|
+
for (let j = nn - 1; j >= low; j--) {
|
|
693
|
+
for (let i = low; i <= high; i++) {
|
|
694
|
+
z = 0;
|
|
695
|
+
const kEnd = Math.min(j, high);
|
|
696
|
+
for (let k = low; k <= kEnd; k++) z += V[i * nn + k] * H[k * nn + j];
|
|
697
|
+
V[i * nn + j] = z;
|
|
698
|
+
}
|
|
699
|
+
}
|
|
700
|
+
}
|
|
701
|
+
const values = [];
|
|
702
|
+
for (let j = 0; j < nn; j++) values.push({ re: d[j], im: e[j] });
|
|
703
|
+
let vectors;
|
|
704
|
+
if (computeVectors) {
|
|
705
|
+
vectors = [];
|
|
706
|
+
for (let j = 0; j < nn; j++) {
|
|
707
|
+
const vec = new Array(nn).fill(0);
|
|
708
|
+
if (e[j] === 0) {
|
|
709
|
+
let colNorm = 0;
|
|
710
|
+
for (let i = 0; i < nn; i++) colNorm += V[i * nn + j] * V[i * nn + j];
|
|
711
|
+
colNorm = Math.sqrt(colNorm);
|
|
712
|
+
if (colNorm > 1e-300) {
|
|
713
|
+
for (let i = 0; i < nn; i++) vec[i] = V[i * nn + j] / colNorm;
|
|
714
|
+
} else {
|
|
715
|
+
for (let i = 0; i < nn; i++) vec[i] = V[i * nn + j];
|
|
716
|
+
}
|
|
717
|
+
}
|
|
718
|
+
vectors.push(vec);
|
|
719
|
+
}
|
|
720
|
+
} else {
|
|
721
|
+
vectors = eye(nn);
|
|
722
|
+
}
|
|
723
|
+
return { values, vectors, isSymmetric: symmetric };
|
|
724
|
+
}
|
|
725
|
+
function eig(matrix, options = {}) {
|
|
726
|
+
const {
|
|
727
|
+
maxIterations = DEFAULT_MAX_ITERATIONS,
|
|
728
|
+
tolerance = DEFAULT_TOLERANCE,
|
|
729
|
+
computeVectors = true
|
|
730
|
+
} = options;
|
|
731
|
+
let A;
|
|
732
|
+
if (matrix instanceof Float64Array) {
|
|
733
|
+
const n2 = Math.sqrt(matrix.length);
|
|
734
|
+
if (n2 !== Math.floor(n2)) {
|
|
735
|
+
throw new Error("Float64Array length must be a perfect square");
|
|
736
|
+
}
|
|
737
|
+
A = Array.from({ length: n2 }, (_, i) => Array.from({ length: n2 }, (_2, j) => matrix[i * n2 + j]));
|
|
738
|
+
} else {
|
|
739
|
+
A = matrix;
|
|
740
|
+
}
|
|
741
|
+
const n = A.length;
|
|
742
|
+
if (n === 0) {
|
|
743
|
+
return { values: [], vectors: [], isSymmetric: true };
|
|
744
|
+
}
|
|
745
|
+
for (let i = 0; i < n; i++) {
|
|
746
|
+
if (A[i].length !== n) {
|
|
747
|
+
throw new Error("Matrix must be square");
|
|
748
|
+
}
|
|
749
|
+
}
|
|
750
|
+
const symmetric = isSymmetric(A);
|
|
751
|
+
if (n === 1) {
|
|
752
|
+
return {
|
|
753
|
+
values: [{ re: A[0][0], im: 0 }],
|
|
754
|
+
vectors: [[1]],
|
|
755
|
+
isSymmetric: symmetric
|
|
756
|
+
};
|
|
757
|
+
}
|
|
758
|
+
if (!symmetric) {
|
|
759
|
+
return eigGeneral(A, computeVectors, symmetric);
|
|
760
|
+
}
|
|
761
|
+
if (n === 2) {
|
|
762
|
+
const a = A[0][0], b = A[0][1], c = A[1][0], d = A[1][1];
|
|
763
|
+
const trace = a + d;
|
|
764
|
+
const det = a * d - b * c;
|
|
765
|
+
const disc = trace * trace - 4 * det;
|
|
766
|
+
let values2;
|
|
767
|
+
let vectors2;
|
|
768
|
+
if (disc >= 0) {
|
|
769
|
+
const sqrtDisc = Math.sqrt(disc);
|
|
770
|
+
const e1 = (trace + sqrtDisc) / 2;
|
|
771
|
+
const e2 = (trace - sqrtDisc) / 2;
|
|
772
|
+
values2 = [
|
|
773
|
+
{ re: e1, im: 0 },
|
|
774
|
+
{ re: e2, im: 0 }
|
|
775
|
+
];
|
|
776
|
+
if (computeVectors) {
|
|
777
|
+
vectors2 = [];
|
|
778
|
+
for (const e of [e1, e2]) {
|
|
779
|
+
if (Math.abs(b) > tolerance) {
|
|
780
|
+
const v = [b, e - a];
|
|
781
|
+
const norm = Math.sqrt(v[0] * v[0] + v[1] * v[1]);
|
|
782
|
+
vectors2.push([v[0] / norm, v[1] / norm]);
|
|
783
|
+
} else if (Math.abs(c) > tolerance) {
|
|
784
|
+
const v = [e - d, c];
|
|
785
|
+
const norm = Math.sqrt(v[0] * v[0] + v[1] * v[1]);
|
|
786
|
+
vectors2.push([v[0] / norm, v[1] / norm]);
|
|
787
|
+
} else {
|
|
788
|
+
vectors2.push(e === a ? [1, 0] : [0, 1]);
|
|
789
|
+
}
|
|
790
|
+
}
|
|
791
|
+
} else {
|
|
792
|
+
vectors2 = eye(2);
|
|
793
|
+
}
|
|
794
|
+
} else {
|
|
795
|
+
const realPart = trace / 2;
|
|
796
|
+
const imagPart = Math.sqrt(-disc) / 2;
|
|
797
|
+
values2 = [
|
|
798
|
+
{ re: realPart, im: imagPart },
|
|
799
|
+
{ re: realPart, im: -imagPart }
|
|
800
|
+
];
|
|
801
|
+
vectors2 = eye(2);
|
|
802
|
+
}
|
|
803
|
+
return { values: values2, vectors: vectors2, isSymmetric: symmetric };
|
|
804
|
+
}
|
|
805
|
+
const { H, Q } = hessenberg(A);
|
|
806
|
+
let end = n - 1;
|
|
807
|
+
let iter = 0;
|
|
808
|
+
while (end > 0 && iter < maxIterations) {
|
|
809
|
+
let start = end;
|
|
810
|
+
while (start > 0) {
|
|
811
|
+
const scale = Math.abs(H[start - 1][start - 1]) + Math.abs(H[start][start]);
|
|
812
|
+
if (Math.abs(H[start][start - 1]) <= tolerance * scale) {
|
|
813
|
+
H[start][start - 1] = 0;
|
|
814
|
+
break;
|
|
815
|
+
}
|
|
816
|
+
start--;
|
|
817
|
+
}
|
|
818
|
+
if (start === end) {
|
|
819
|
+
end--;
|
|
820
|
+
} else if (start === end - 1) {
|
|
821
|
+
end -= 2;
|
|
822
|
+
} else {
|
|
823
|
+
qrStep(H, Q, start, end);
|
|
824
|
+
}
|
|
825
|
+
iter++;
|
|
826
|
+
}
|
|
827
|
+
const values = extractEigenvalues(H, tolerance);
|
|
828
|
+
let vectors;
|
|
829
|
+
if (computeVectors) {
|
|
830
|
+
vectors = [];
|
|
831
|
+
for (const eigenvalue of values) {
|
|
832
|
+
const v = inverseIteration(A, eigenvalue, tolerance, 100);
|
|
833
|
+
vectors.push(v);
|
|
834
|
+
}
|
|
835
|
+
} else {
|
|
836
|
+
vectors = eye(n);
|
|
837
|
+
}
|
|
838
|
+
return { values, vectors, isSymmetric: symmetric };
|
|
839
|
+
}
|
|
840
|
+
function eigvals(matrix, options) {
|
|
841
|
+
return eig(matrix, { ...options, computeVectors: false }).values;
|
|
842
|
+
}
|
|
843
|
+
function powerIteration(matrix, options = {}) {
|
|
844
|
+
const { maxIterations = 1e3, tolerance = 1e-12 } = options;
|
|
845
|
+
const n = matrix.length;
|
|
846
|
+
let v = Array.from({ length: n }, () => Math.random() - 0.5);
|
|
847
|
+
let norm = Math.sqrt(v.reduce((sum, x) => sum + x * x, 0));
|
|
848
|
+
v = v.map((x) => x / norm);
|
|
849
|
+
let eigenvalue = 0;
|
|
850
|
+
let prevEigenvalue = 0;
|
|
851
|
+
for (let iter = 0; iter < maxIterations; iter++) {
|
|
852
|
+
const w = new Array(n).fill(0);
|
|
853
|
+
for (let i = 0; i < n; i++) {
|
|
854
|
+
for (let j = 0; j < n; j++) {
|
|
855
|
+
w[i] += matrix[i][j] * v[j];
|
|
856
|
+
}
|
|
857
|
+
}
|
|
858
|
+
eigenvalue = v.reduce((sum, vi, i) => sum + vi * w[i], 0);
|
|
859
|
+
norm = Math.sqrt(w.reduce((sum, x) => sum + x * x, 0));
|
|
860
|
+
v = w.map((x) => x / norm);
|
|
861
|
+
if (Math.abs(eigenvalue - prevEigenvalue) < tolerance * Math.abs(eigenvalue)) {
|
|
862
|
+
break;
|
|
863
|
+
}
|
|
864
|
+
prevEigenvalue = eigenvalue;
|
|
865
|
+
}
|
|
866
|
+
return { value: eigenvalue, vector: v };
|
|
867
|
+
}
|
|
868
|
+
|
|
869
|
+
export {
|
|
870
|
+
eye,
|
|
871
|
+
cloneMatrix,
|
|
872
|
+
transpose,
|
|
873
|
+
isSymmetric,
|
|
874
|
+
matMul,
|
|
875
|
+
matAdd,
|
|
876
|
+
matSub,
|
|
877
|
+
matScale,
|
|
878
|
+
normInf,
|
|
879
|
+
norm1,
|
|
880
|
+
householder,
|
|
881
|
+
applyHouseholderLeft,
|
|
882
|
+
applyHouseholderRight,
|
|
883
|
+
eig,
|
|
884
|
+
eigvals,
|
|
885
|
+
powerIteration
|
|
886
|
+
};
|