@johnhenry/math 0.1.0 → 0.3.0

package/dist/Graph.js

@@ -261,6 +261,81 @@ export class Graph {
         }
         return mst;
     }
+    /**
+     * Minimum spanning tree (or forest, when the graph is disconnected) with
+     * its total weight and the number of connected components. Edge direction
+     * is ignored. `algorithm` picks Kruskal (default, sort + union-find) or
+     * Prim (heap-based, grown from each unvisited vertex in turn); both give
+     * the same total weight, though tie-broken edge choices may differ.
+     */
+    mst(algorithm = "kruskal") {
+        const n = this.vertices().length;
+        let edges;
+        if (algorithm === "kruskal")
+            edges = this.minimumSpanningTree();
+        else {
+            edges = [];
+            const nbrs = new Map();
+            for (const v of this.vertices())
+                nbrs.set(v, []);
+            for (const e of this.edges()) {
+                nbrs.get(e.from).push(e);
+                nbrs.get(e.to).push(e);
+            }
+            const seen = new Set();
+            for (const root of this.vertices()) {
+                if (seen.has(root))
+                    continue;
+                seen.add(root);
+                const heap = new MinHeap();
+                for (const e of nbrs.get(root))
+                    heap.push(e, e.weight);
+                for (let top = heap.pop(); top; top = heap.pop()) {
+                    const e = top.value;
+                    const next = seen.has(e.from) ? e.to : e.from;
+                    if (seen.has(next))
+                        continue;
+                    seen.add(next);
+                    edges.push(e);
+                    for (const f of nbrs.get(next))
+                        if (!seen.has(f.from) || !seen.has(f.to))
+                            heap.push(f, f.weight);
+                }
+            }
+        }
+        return { edges, totalWeight: edges.reduce((s, e) => s + e.weight, 0), components: n - edges.length };
+    }
+    /** Alias of {@link stronglyConnectedComponents} (Tarjan; components in reverse topological order). */
+    scc() {
+        return this.stronglyConnectedComponents();
+    }
+    /**
+     * The condensation: one vertex per strongly connected component (numbered
+     * by position in {@link scc}'s output), with one weight-1 edge `i -> j`
+     * wherever the original graph has any edge from a member of `i` to a
+     * member of `j`. Always a DAG. Also returns the `components` and the
+     * `componentOf` vertex-to-index map.
+     */
+    condensation() {
+        const components = this.scc();
+        const componentOf = new Map();
+        components.forEach((c, i) => {
+            for (const v of c)
+                componentOf.set(v, i);
+        });
+        const graph = new Graph(true);
+        for (let i = 0; i < components.length; i++)
+            graph.addVertex(i);
+        for (const e of this.edges()) {
+            const a = componentOf.get(e.from);
+            const b = componentOf.get(e.to);
+            if (a !== b)
+                graph.addEdge(a, b, 1);
+            if (!this.directed && a !== b)
+                graph.addEdge(b, a, 1);
+        }
+        return { graph, components, componentOf };
+    }
     /** Adjacency matrix (rows/cols follow the returned `order`; `Infinity` = no edge). */
     toAdjacencyMatrix() {
         const order = this.vertices();

package/dist/Graph.js.map

@@ -1 +1 @@
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package/dist/MatrixMath.d.ts

@@ -1,3 +1,5 @@
+import type { ComplexNumber } from "./ComplexNumber.ts";
+import { type GeneralEigenResult } from "./EigenGeneral.ts";
 import { Vector } from "./Vector.ts";
 import type { Matrix } from "./VectorUtils.ts";
 /**
@@ -51,6 +53,14 @@ export declare class MatrixMath {
      * cyclic Jacobi rotation algorithm. Values are returned in descending order.
      */
     static eigenSymmetric(A: MatrixInput, maxSweeps?: number): EigenResult;
+    /**
+     * Eigenvalues and right eigenvectors of any square matrix (real or complex
+     * entries), as `scipy.linalg.eig`: Hessenberg reduction plus shifted QR.
+     * Eigenvalues may be complex; `vectors[i][k]` is component `i` of the unit
+     * eigenvector for `values[k]`. For symmetric input prefer
+     * {@link MatrixMath.eigenSymmetric} (real, orthonormal, faster).
+     */
+    static eigen(A: MatrixInput | ComplexNumber[][]): GeneralEigenResult;
     /**
      * Singular value decomposition `A = U·Σ·Vᵀ` (via the eigendecomposition of
      * `AᵀA`). Returns `U`, the singular values `S` (descending), and `V`.

package/dist/MatrixMath.d.ts.map

@@ -1 +1 @@
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package/dist/MatrixMath.js

@@ -1,3 +1,4 @@
+import { eigenGeneral } from "./EigenGeneral.js";
 import { Vector } from "./Vector.js";
 const EPS = 1e-12;
 const raw = (m) => [...m].map((r) => [...r]);
@@ -237,6 +238,16 @@ export class MatrixMath {
             vectors: wrap(transposeRaw(pairs.map((p) => p.vec))),
         };
     }
+    /**
+     * Eigenvalues and right eigenvectors of any square matrix (real or complex
+     * entries), as `scipy.linalg.eig`: Hessenberg reduction plus shifted QR.
+     * Eigenvalues may be complex; `vectors[i][k]` is component `i` of the unit
+     * eigenvector for `values[k]`. For symmetric input prefer
+     * {@link MatrixMath.eigenSymmetric} (real, orthonormal, faster).
+     */
+    static eigen(A) {
+        return eigenGeneral([...A].map((r) => [...r]));
+    }
     /**
      * Singular value decomposition `A = U·Σ·Vᵀ` (via the eigendecomposition of
      * `AᵀA`). Returns `U`, the singular values `S` (descending), and `V`.

package/dist/MatrixMath.js.map

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package/dist/MonteCarlo.d.ts

@@ -0,0 +1,106 @@
+import type { Rng } from "./Random.ts";
+/**
+ * MonteCarlo — seeded Monte Carlo helpers: dart-throwing π, crude Monte Carlo
+ * integration with running error bands, histogramming of distribution samples,
+ * the central limit theorem demo, random walks and the bootstrap.
+ *
+ * Every function takes an explicit {@link Rng} (see `Random.ts`), so the same
+ * seed always reproduces the same run. They mirror mallory's Monte Carlo panel
+ * (`lib/monte-carlo.ts`) and keep its result shapes.
+ */
+export interface DartPoint {
+    x: number;
+    y: number;
+    inside: boolean;
+}
+export interface ConvergencePoint {
+    n: number;
+    estimate: number;
+}
+export interface DartPiResult {
+    piEstimate: number;
+    n: number;
+    /** Capped at ~3000 points for rendering; the estimate itself uses all `n` throws. */
+    points: DartPoint[];
+    /** Running estimate at ~100 checkpoints. */
+    convergence: ConvergencePoint[];
+}
+export interface IntegrationConvergencePoint extends ConvergencePoint {
+    /** 95% CI half-width around `estimate` at this checkpoint. */
+    errorBand: number;
+}
+export interface IntegrationResult {
+    estimate: number;
+    /** 95% CI half-width of the final estimate (`1.96 * (b-a) * stdErr`). */
+    errorBand: number;
+    n: number;
+    convergence: IntegrationConvergencePoint[];
+    /** Present only when an exact value was supplied or derivable (string integrands). */
+    trueValue?: number;
+    absoluteError?: number;
+}
+export interface HistogramBin {
+    x0: number;
+    x1: number;
+    count: number;
+}
+export interface BootstrapResult {
+    /** The statistic on the original data. */
+    estimate: number;
+    /** The statistic on each resample. */
+    replicates: number[];
+    /** Standard deviation of the replicates. */
+    standardError: number;
+    /** Percentile confidence interval at `level`. */
+    confidenceInterval: [number, number];
+}
+export declare class MonteCarlo {
+    /**
+     * Dart-throwing estimate of π: darts land uniformly in the 2×2 square, and
+     * the fraction inside the unit circle tends to π/4.
+     */
+    static estimatePi(n: number, rng: Rng): DartPiResult;
+    /**
+     * Crude Monte Carlo integral of `f` over `[a, b]`: `(b-a) * mean(f(x_i))`,
+     * `x_i ~ U(a, b)`, with Welford running variance for the error band. `f` is a
+     * function, or an expression string in `variable` (default `"x"`), in which
+     * case the exact value from `Symbolic.integrateDefinite` is reported too
+     * (when it can be computed). Pass `trueValue` to supply your own reference.
+     */
+    static integrate(f: ((x: number) => number) | string, a: number, b: number, n: number, rng: Rng, options?: {
+        variable?: string;
+        trueValue?: number;
+    }): IntegrationResult;
+    /**
+     * Partition `values` into `binCount` equal-width bins over `[min, max]`; each
+     * bin is half-open `[x0, x1)` except the last, which also takes the maximum.
+     */
+    static histogram(values: readonly number[], binCount?: number): HistogramBin[];
+    /**
+     * Central limit theorem demo: the means of `trials` batches of `sampleSize`
+     * draws from `sampler`, plus a histogram of those means. The means have
+     * standard deviation about `sd / sqrt(sampleSize)` whatever `sampler`'s shape.
+     */
+    static centralLimit(sampler: () => number, sampleSize: number, trials: number, binCount?: number): {
+        means: number[];
+        mean: number;
+        standardDeviation: number;
+        bins: HistogramBin[];
+    };
+    /**
+     * Simple symmetric random walk on the integer lattice in `dimensions` (1-3)
+     * dimensions: each step moves ±1 along one uniformly chosen axis. Returns
+     * `steps + 1` positions starting at the origin.
+     */
+    static randomWalk(steps: number, rng: Rng, dimensions?: number): number[][];
+    /**
+     * Nonparametric bootstrap of `statistic` over `data`: `resamples` draws with
+     * replacement, giving the replicate distribution, its standard error and a
+     * percentile confidence interval at `level` (default 0.95).
+     */
+    static bootstrap(data: readonly number[], statistic: (sample: number[]) => number, rng: Rng, options?: {
+        resamples?: number;
+        level?: number;
+    }): BootstrapResult;
+}
+//# sourceMappingURL=MonteCarlo.d.ts.map

package/dist/MonteCarlo.d.ts.map

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package/dist/MonteCarlo.js

@@ -0,0 +1,183 @@
+import { Symbolic } from "./Symbolic.js";
+const MAX_RENDERED_DARTS = 3000;
+const CHECKPOINTS = 100;
+function requirePositiveInt(n, what) {
+    if (!Number.isInteger(n) || n <= 0)
+        throw new Error(`${what} must be a positive integer.`);
+}
+export class MonteCarlo {
+    /**
+     * Dart-throwing estimate of π: darts land uniformly in the 2×2 square, and
+     * the fraction inside the unit circle tends to π/4.
+     */
+    static estimatePi(n, rng) {
+        requirePositiveInt(n, "Sample count");
+        let inside = 0;
+        const points = [];
+        const renderEvery = Math.max(1, Math.floor(n / MAX_RENDERED_DARTS));
+        const checkEvery = Math.max(1, Math.floor(n / CHECKPOINTS));
+        const convergence = [];
+        for (let i = 0; i < n; i++) {
+            const x = rng.nextFloat() * 2 - 1;
+            const y = rng.nextFloat() * 2 - 1;
+            const hit = x * x + y * y <= 1;
+            if (hit)
+                inside++;
+            if (i % renderEvery === 0)
+                points.push({ x, y, inside: hit });
+            if ((i + 1) % checkEvery === 0)
+                convergence.push({ n: i + 1, estimate: (inside / (i + 1)) * 4 });
+        }
+        return { piEstimate: (inside / n) * 4, n, points, convergence };
+    }
+    /**
+     * Crude Monte Carlo integral of `f` over `[a, b]`: `(b-a) * mean(f(x_i))`,
+     * `x_i ~ U(a, b)`, with Welford running variance for the error band. `f` is a
+     * function, or an expression string in `variable` (default `"x"`), in which
+     * case the exact value from `Symbolic.integrateDefinite` is reported too
+     * (when it can be computed). Pass `trueValue` to supply your own reference.
+     */
+    static integrate(f, a, b, n, rng, options = {}) {
+        if (!(b > a))
+            throw new Error(`Upper bound must be greater than lower bound -- got [${a}, ${b}].`);
+        requirePositiveInt(n, "Sample count");
+        const variable = options.variable ?? "x";
+        let fn;
+        let trueValue = options.trueValue;
+        if (typeof f === "string") {
+            const compiled = Symbolic.compile(f);
+            fn = (x) => compiled({ [variable]: x });
+            if (trueValue === undefined) {
+                try {
+                    trueValue = Symbolic.integrateDefinite(Symbolic.parse(f), a, b, variable);
+                }
+                catch {
+                    // no closed form: report the estimate without a reference value
+                }
+            }
+        }
+        else
+            fn = f;
+        const checkEvery = Math.max(1, Math.floor(n / CHECKPOINTS));
+        const span = b - a;
+        const convergence = [];
+        let mean = 0;
+        let m2 = 0;
+        let band = 0;
+        for (let i = 0; i < n; i++) {
+            const y = fn(a + rng.nextFloat() * span);
+            const count = i + 1;
+            const delta = y - mean;
+            mean += delta / count;
+            m2 += delta * (y - mean);
+            if (count % checkEvery === 0 || count === n) {
+                band = 1.96 * span * Math.sqrt((count > 1 ? m2 / (count - 1) : 0) / count);
+                if (count % checkEvery === 0)
+                    convergence.push({ n: count, estimate: span * mean, errorBand: band });
+            }
+        }
+        const estimate = span * mean;
+        const result = { estimate, errorBand: band, n, convergence };
+        if (trueValue !== undefined) {
+            result.trueValue = trueValue;
+            result.absoluteError = Math.abs(estimate - trueValue);
+        }
+        return result;
+    }
+    /**
+     * Partition `values` into `binCount` equal-width bins over `[min, max]`; each
+     * bin is half-open `[x0, x1)` except the last, which also takes the maximum.
+     */
+    static histogram(values, binCount = 20) {
+        requirePositiveInt(binCount, "Bin count");
+        let min = Number.POSITIVE_INFINITY;
+        let max = Number.NEGATIVE_INFINITY;
+        for (const v of values) {
+            if (v < min)
+                min = v;
+            if (v > max)
+                max = v;
+        }
+        const width = (max - min) / binCount || 1;
+        const bins = Array.from({ length: binCount }, (_, i) => ({
+            x0: min + i * width,
+            x1: min + (i + 1) * width,
+            count: 0,
+        }));
+        for (const v of values)
+            bins[Math.min(binCount - 1, Math.max(0, Math.floor((v - min) / width)))].count++;
+        return bins;
+    }
+    /**
+     * Central limit theorem demo: the means of `trials` batches of `sampleSize`
+     * draws from `sampler`, plus a histogram of those means. The means have
+     * standard deviation about `sd / sqrt(sampleSize)` whatever `sampler`'s shape.
+     */
+    static centralLimit(sampler, sampleSize, trials, binCount = 20) {
+        requirePositiveInt(sampleSize, "Sample size");
+        requirePositiveInt(trials, "Trial count");
+        const means = [];
+        for (let t = 0; t < trials; t++) {
+            let s = 0;
+            for (let i = 0; i < sampleSize; i++)
+                s += sampler();
+            means.push(s / sampleSize);
+        }
+        const mean = means.reduce((x, y) => x + y, 0) / trials;
+        const variance = trials > 1 ? means.reduce((x, y) => x + (y - mean) ** 2, 0) / (trials - 1) : 0;
+        return { means, mean, standardDeviation: Math.sqrt(variance), bins: MonteCarlo.histogram(means, binCount) };
+    }
+    /**
+     * Simple symmetric random walk on the integer lattice in `dimensions` (1-3)
+     * dimensions: each step moves ±1 along one uniformly chosen axis. Returns
+     * `steps + 1` positions starting at the origin.
+     */
+    static randomWalk(steps, rng, dimensions = 1) {
+        requirePositiveInt(steps, "Step count");
+        if (![1, 2, 3].includes(dimensions))
+            throw new Error("dimensions must be 1, 2 or 3.");
+        const pos = new Array(dimensions).fill(0);
+        const path = [[...pos]];
+        for (let i = 0; i < steps; i++) {
+            pos[rng.nextBelow(dimensions)] += rng.nextBelow(2) === 0 ? -1 : 1;
+            path.push([...pos]);
+        }
+        return path;
+    }
+    /**
+     * Nonparametric bootstrap of `statistic` over `data`: `resamples` draws with
+     * replacement, giving the replicate distribution, its standard error and a
+     * percentile confidence interval at `level` (default 0.95).
+     */
+    static bootstrap(data, statistic, rng, options = {}) {
+        const { resamples = 1000, level = 0.95 } = options;
+        if (data.length === 0)
+            throw new Error("bootstrap needs a non-empty sample.");
+        requirePositiveInt(resamples, "Resample count");
+        if (!(level > 0 && level < 1))
+            throw new Error("level must be strictly between 0 and 1.");
+        const n = data.length;
+        const replicates = [];
+        for (let r = 0; r < resamples; r++) {
+            const sample = new Array(n);
+            for (let i = 0; i < n; i++)
+                sample[i] = data[rng.nextBelow(n)];
+            replicates.push(statistic(sample));
+        }
+        const mean = replicates.reduce((x, y) => x + y, 0) / resamples;
+        const standardError = Math.sqrt(resamples > 1 ? replicates.reduce((x, y) => x + (y - mean) ** 2, 0) / (resamples - 1) : 0);
+        const sorted = [...replicates].sort((x, y) => x - y);
+        const q = (p) => {
+            const h = (sorted.length - 1) * p;
+            const lo = Math.floor(h);
+            return sorted[lo] + (h - lo) * ((sorted[Math.min(lo + 1, sorted.length - 1)] ?? sorted[lo]) - sorted[lo]);
+        };
+        return {
+            estimate: statistic([...data]),
+            replicates,
+            standardError,
+            confidenceInterval: [q((1 - level) / 2), q(1 - (1 - level) / 2)],
+        };
+    }
+}
+//# sourceMappingURL=MonteCarlo.js.map

package/dist/MonteCarlo.js.map

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package/dist/Random.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Rng — a seeded, reproducible pseudo-random generator (PCG32, XSH-RR variant;
+ * see https://www.pcg-random.org/). The same seed always yields the same
+ * stream, which is the point: reproducible Monte Carlo runs and deterministic
+ * tests. There is no shared global state — every consumer takes an explicit
+ * generator, so nothing interferes across tests.
+ *
+ * The stream is bit-identical to `Rng` in `@johnhenry/math-plus-tensor-core`
+ * (same constants, same seeding), so existing seeds keep their results.
+ *
+ * `rng.next` is a bound `() => number` returning floats in `[0, 1)`, which is
+ * the `rng` hook {@link Distributions} factories and the Monte Carlo helpers
+ * accept.
+ */
+export declare class Rng {
+    #private;
+    constructor(seedValue?: number | bigint, sequence?: number | bigint);
+    /** Next integer in `[0, 2^32)`. */
+    nextUint32(): number;
+    /** Uniform float in `[0, 1)`. */
+    nextFloat(): number;
+    /** Bound alias of {@link nextFloat}, usable directly as a `() => number` rng hook. */
+    readonly next: () => number;
+    /** Uniform integer in `[0, bound)` without modulo bias. */
+    nextBelow(bound: number): number;
+    /** Standard-normal draw (Box-Muller, two uniforms per call). */
+    nextNormal(mean?: number, sd?: number): number;
+}
+/** A fresh seeded generator. */
+export declare function seed(value: number | bigint): Rng;
+//# sourceMappingURL=Random.d.ts.map

package/dist/Random.d.ts.map

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