@pawells/math-extended 1.0.5 → 1.1.1

package/build/matrices/decompositions.js

@@ -1,4 +1,4 @@
-import { AssertNumber, AssertInstanceOf } from '@pawells/typescript-common';
+import { AssertNumber, AssertInstanceOf, ArraySortBy } from '@pawells/typescript-common';
 import { MatrixMultiply } from './arithmetic.js';
 import { AssertMatrix, AssertMatrixRow, AssertMatrixValue, AssertMatrix1, AssertMatrix2, MatrixError } from './asserts.js';
 import { MatrixSize, MatrixCreate, MatrixClone, MatrixIdentity, MatrixTranspose } from './core.js';
@@ -315,126 +315,104 @@ export function MatrixEigenQRIteration(matrix, iterations = 50) {
     };
 }
 /**
- * Performs LU decomposition of a square matrix A = L × U using Doolittle's method.
+ * Performs LU decomposition of a square matrix with partial pivoting: P × A = L × U.
  *
  * LU decomposition factors a square matrix into the product of a lower triangular matrix L
- * and an upper triangular matrix U. This decomposition is fundamental for solving linear
- * systems, computing determinants, and matrix inversion.
+ * and an upper triangular matrix U, with a permutation vector P recording the row swaps
+ * performed during partial (column) pivoting. Partial pivoting selects the largest-magnitude
+ * element in each column as the pivot, improving numerical stability.
  *
  * **Mathematical Background:**
  * - L is lower triangular with 1's on the diagonal (unit lower triangular)
  * - U is upper triangular containing the pivot elements
- * - The decomposition exists if all leading principal minors are non-zero
- * - Gaussian elimination with partial pivoting would be more stable, but this
- *   implementation uses Doolittle's method without pivoting for simplicity
+ * - P is a permutation vector where P[i] is the original row index at position i
+ * - The relationship is: P × A = L × U
  *
  * **Applications:**
- * - Solving linear systems: Ax = b becomes LUx = b, solve Ly = b then Ux = y
- * - Computing determinant: det(A) = det(L) × det(U) = det(U) = ∏ᵢ U[i,i]
- * - Matrix inversion: A⁻¹ = U⁻¹L⁻¹
+ * - Solving linear systems: Ax = b — apply permutation, solve Ly = Pb, then Ux = y
+ * - Computing determinant: det(A) = ∏ᵢ U[i,i] (with sign from permutation parity)
+ * - Matrix inversion: used internally by `MatrixInverse` for n > 3
  *
- * @param matrix - Square matrix to decompose (must be non-singular and not require pivoting)
- * @returns Object containing L (lower triangular) and U (upper triangular) matrices
- * @throws {Error} If matrix is not square, singular, or contains invalid values
- *
- * @note This implementation does not use partial pivoting (row swapping). It will fail for matrices with zero-valued or near-zero leading minors even if the matrix is otherwise invertible (e.g., [[0,1],[1,0]]). For general matrices, use MatrixInverse instead.
+ * @param matrix - Square matrix to decompose (must be non-singular)
+ * @returns Object `{ L, U, P }` — lower triangular, upper triangular, and permutation vector
+ * @throws {MatrixError} If matrix is not square, singular (zero pivot), or contains invalid values
  *
  * @example
  * ```ts
  * const A = [[2, 1], [1, 1]];
- * const { L, U } = MatrixLU(A);
- * // L = [[1, 0], [0.5, 1]], U = [[2, 1], [0, 0.5]]
+ * const { L, U, P } = MatrixLU(A);
+ * // L = [[1, 0], [0.5, 1]], U = [[2, 1], [0, 0.5]], P = [0, 1]
  *
- * // Verify: L × U should equal A
+ * // Verify: L × U should equal P-permuted A
  * const product = MatrixMultiply(L, U);
  * // product ≈ [[2, 1], [1, 1]]
- *
- * // Solve Ax = b using LU decomposition
- * const b = [3, 2];
- * // First solve Ly = b, then Ux = y
  * ```
  *
  * @complexity Time: O(n³/3), Space: O(n²)
  * @see {@link MatrixCholesky} For symmetric positive definite matrices (more efficient)
+ * @see {@link MatrixSolve} For solving Ax = b directly
  */
 export function MatrixLU(matrix) {
     AssertMatrix(matrix, { square: true });
     const [n] = MatrixSize(matrix);
+    // Work on a mutable copy so partial pivoting can reorder rows
+    const A = matrix.map((row) => [...row]);
     const L = MatrixCreate(n, n);
     const U = MatrixCreate(n, n);
+    // P[i] records which original row now occupies position i after all swaps
+    const P = Array.from({ length: n }, (_, i) => i);
     // Initialize L's diagonal with 1's (unit lower triangular)
     for (let i = 0; i < n; i++) {
-        const lRow = L[i];
-        AssertMatrixRow(lRow);
-        lRow[i] = 1;
+        L[i][i] = 1;
     }
-    // Perform Doolittle's LU decomposition
+    // Doolittle's method with partial (column) pivoting
     for (let i = 0; i < n; i++) {
-        // Compute upper triangular matrix U (row by row)
+        // --- Partial pivoting: find row with largest |A[k][i]| for k >= i ---
+        let maxVal = Math.abs(A[i][i]);
+        let maxRow = i;
+        for (let k = i + 1; k < n; k++) {
+            const val = Math.abs(A[k][i]);
+            if (val > maxVal) {
+                maxVal = val;
+                maxRow = k;
+            }
+        }
+        if (maxRow !== i) {
+            // Swap rows in A
+            [A[i], A[maxRow]] = [A[maxRow], A[i]];
+            // Swap rows in P
+            [P[i], P[maxRow]] = [P[maxRow], P[i]];
+            // Swap already-computed L columns (indices 0..i-1)
+            for (let j = 0; j < i; j++) {
+                const tmp = L[i][j];
+                L[i][j] = L[maxRow][j];
+                L[maxRow][j] = tmp;
+            }
+        }
+        // Compute U row i first — the actual pivot is U[i][i] (Schur complement),
+        // which may be zero even if A[i][i] is non-zero for singular matrices.
         for (let j = i; j < n; j++) {
             let sum = 0;
-            // Subtract the sum of L[i,k] * U[k,j] for k < i
             for (let k = 0; k < i; k++) {
-                const lRow = L[i];
-                const uRowK = U[k];
-                AssertMatrixRow(lRow);
-                AssertMatrixRow(uRowK);
-                const lVal = lRow[k];
-                AssertMatrixValue(lVal, { rowIndex: i, columnIndex: k });
-                const uVal = uRowK[j];
-                AssertMatrixValue(uVal, { rowIndex: k, columnIndex: j });
-                sum += lVal * uVal;
+                sum += L[i][k] * U[k][j];
             }
-            const mRow = matrix[i];
-            const uRow = U[i];
-            AssertMatrixRow(mRow);
-            AssertMatrixRow(uRow);
-            const mVal = mRow[j];
-            AssertMatrixValue(mVal, { rowIndex: i, columnIndex: j });
-            uRow[j] = mVal - sum; // U[i,j] = A[i,j] - sum
+            U[i][j] = A[i][j] - sum;
         }
-        // Check for zero pivot after computing the diagonal element
-        const uRow = U[i];
-        AssertMatrixRow(uRow);
-        const uVal = uRow[i]; // Pivot element U[i,i]
-        AssertMatrixValue(uVal, { rowIndex: i, columnIndex: i });
-        // Fix: Should throw if pivot is too close to zero (singular matrix)
-        if (Math.abs(uVal) < MATRIX_NUMERICAL_TOLERANCE) {
+        // Check for zero pivot after computing U[i][i]
+        const pivot = U[i][i];
+        if (Math.abs(pivot) < MATRIX_NUMERICAL_TOLERANCE) {
             throw new MatrixError('Matrix is singular (zero pivot element)');
         }
-        // Compute lower triangular matrix L (column by column)
+        // Compute L column i (rows below diagonal)
         for (let j = i + 1; j < n; j++) {
             let sum = 0;
-            // Subtract the sum of L[j,k] * U[k,i] for k < i
             for (let k = 0; k < i; k++) {
-                const lRowJ = L[j];
-                const uRowK = U[k];
-                AssertMatrixRow(lRowJ);
-                AssertMatrixRow(uRowK);
-                const lVal = lRowJ[k];
-                AssertMatrixValue(lVal, { rowIndex: j, columnIndex: k });
-                const uVal = uRowK[i];
-                AssertMatrixValue(uVal, { rowIndex: k, columnIndex: i });
-                sum += lVal * uVal;
+                sum += L[j][k] * U[k][i];
             }
-            const uRow = U[i];
-            AssertMatrixRow(uRow);
-            const uVal = uRow[i]; // Pivot element U[i,i]
-            AssertMatrixValue(uVal, { rowIndex: i, columnIndex: i });
-            // Check for zero pivot (singular matrix)
-            if (Math.abs(uVal) < MATRIX_NUMERICAL_TOLERANCE) {
-                throw new MatrixError('Matrix is singular (zero pivot element)');
-            }
-            const mRowJ = matrix[j];
-            const lRowJ = L[j];
-            AssertMatrixRow(mRowJ);
-            AssertMatrixRow(lRowJ);
-            const mVal = mRowJ[i];
-            AssertMatrixValue(mVal, { rowIndex: j, columnIndex: i });
-            lRowJ[i] = (mVal - sum) / uVal; // L[j,i] = (A[j,i] - sum) / U[i,i]
+            L[j][i] = (A[j][i] - sum) / pivot;
         }
     }
-    return { L, U };
+    return { L, U, P };
 }
 /**
  * Performs QR decomposition A = Q × R using Modified Gram-Schmidt orthogonalization.
@@ -675,68 +653,29 @@ export function MatrixSVD(matrix) {
     const ATA = MatrixMultiply(AT, matrix);
     // Step 2: Eigendecomposition of A^T A
     const { eigenvalues, eigenvectors } = MatrixEigen(ATA);
-    const S = Array.isArray(eigenvalues) ? eigenvalues.map((ev) => Math.sqrt(Math.max(ev, 0))) : [];
-    const indices = [];
-    if (Array.isArray(S)) {
-        for (let i = 0; i < S.length; i++) {
-            indices.push(i);
-        }
-        indices.sort((a, b) => (S[b] ?? 0) - (S[a] ?? 0));
-    }
-    // Defensive: filter out undefined indices and values
-    const validIndices = [];
-    for (const idx of indices) {
-        if (typeof idx === 'number' && isFinite(idx) && idx >= 0 && idx < eigenvalues.length) {
-            validIndices.push(idx);
-        }
-    }
-    const sSorted = [];
-    const V = [];
-    for (const i of validIndices) {
-        sSorted.push(typeof S[i] === 'number' ? S[i] : 0);
-        const vCol = [];
-        for (const r of eigenvectors) {
-            vCol.push(Array.isArray(r) && typeof r[i] === 'number' ? r[i] : 0);
-        }
-        V.push(vCol);
-    }
-    // vMat: n x n, columns are right singular vectors
-    const vMat = [];
-    const vColLength = V.length > 0 && Array.isArray(V[0]) ? V[0].length : 0;
-    for (let colIdx = 0; colIdx < vColLength; colIdx++) {
-        const col = [];
-        for (const row of V) {
-            const value = Array.isArray(row) && typeof row[colIdx] === 'number' ? row[colIdx] : 0;
-            col.push(typeof value === 'number' ? value : 0);
-        }
-        vMat.push(col);
-    }
-    // Step 3: Compute U = AVΣ⁻¹ (m x n)
+    // Singular values are sqrt of eigenvalues; sort descending
+    const S = eigenvalues.map((ev) => Math.sqrt(Math.max(ev, 0)));
+    const indices = ArraySortBy(S.map((_, i) => i), (i) => S[i], 'desc');
+    const sSorted = indices.map((i) => S[i]);
+    // V columns: each is the eigenvector at the sorted index
+    // eigenvectors is stored row-major, so eigenvectors[row][col] = component `row` of eigenvector `col`
+    const V = indices.map((i) => eigenvectors.map((row) => row[i]));
+    // vMat: n × n matrix where each row is a right singular vector
+    const vColLength = V.length > 0 ? V[0].length : 0;
+    const vMat = Array.from({ length: vColLength }, (_, rowIdx) => V.map((col) => col[rowIdx]));
+    // Step 3: Compute U = AVΣ⁻¹ (m × n)
     const U = MatrixCreate(m, n);
     for (let j = 0; j < n; j++) {
         const sigma = sSorted[j];
-        if (sigma && sigma > MATRIX_NUMERICAL_TOLERANCE) {
-            // vj as a column vector (n x 1)
-            const vjCol = [];
-            for (const row of vMat) {
-                const value = Array.isArray(row) && typeof row[j] === 'number' ? row[j] : 0;
-                vjCol.push([typeof value === 'number' ? value : 0]);
-            }
-            const av = MatrixMultiply(matrix, vjCol); // m x 1
-            for (let i = 0; i < m; i++) {
-                const uRow = U[i];
-                const avRow = av[i];
-                if (Array.isArray(uRow) && Array.isArray(avRow))
-                    uRow[j] = (typeof avRow[0] === 'number' ? avRow[0] : 0) / sigma;
-            }
-        }
-        else {
+        if (sigma > MATRIX_NUMERICAL_TOLERANCE) {
+            // Multiply A by the j-th right singular vector (n×1 column)
+            const vjCol = vMat.map((row) => [row[j]]);
+            const av = MatrixMultiply(matrix, vjCol); // m×1
             for (let i = 0; i < m; i++) {
-                const uRow = U[i];
-                if (Array.isArray(uRow))
-                    uRow[j] = 0;
+                U[i][j] = av[i][0] / sigma;
             }
         }
+        // U column j remains zero for near-zero singular values (already zero from MatrixCreate)
     }
     // Step 4: Orthonormalize U columns (Gram-Schmidt)
     const uOrtho = MatrixGramSchmidt(U);
@@ -750,7 +689,8 @@ export function MatrixSVD(matrix) {
 }
 /**
  * Solves the linear system Ax = b for the unknown vector x.
- * Uses LU decomposition internally followed by forward and back substitution.
+ * Uses LU decomposition with partial pivoting internally: decomposes A into P, L, U,
+ * applies the row permutation to b, then performs forward and back substitution.
  *
  * Given an n×n coefficient matrix A and an n-element right-hand side vector b,
  * finds x such that A × x = b.
@@ -777,8 +717,15 @@ export function MatrixSolve(a, b) {
     if (b.length !== n) {
         throw new MatrixError(`Right-hand side vector length (${b.length}) must match matrix dimension (${n})`);
     }
-    const { L, U } = MatrixLU(a);
-    // Forward substitution: solve Ly = b (L has 1s on its diagonal)
+    const { L, U, P } = MatrixLU(a);
+    // Apply row permutation to b: b_perm[i] = b[P[i]]
+    const bPerm = P.map((pi) => {
+        const val = b[pi];
+        if (val === undefined)
+            throw new MatrixError(`b[${pi}] is undefined`);
+        return val;
+    });
+    // Forward substitution: solve Ly = b_perm (L has 1s on its diagonal)
     const y = new Array(n).fill(0);
     for (let i = 0; i < n; i++) {
         const lRow = L[i];
@@ -789,10 +736,7 @@ export function MatrixSolve(a, b) {
             AssertMatrixValue(lVal);
             sum += lVal * y[j];
         }
-        const bi = b[i];
-        if (bi === undefined)
-            throw new MatrixError(`b[${i}] is undefined`);
-        y[i] = bi - sum;
+        y[i] = bPerm[i] - sum;
     }
     // Back substitution: solve Ux = y
     const x = new Array(n).fill(0);

package/build/matrices/decompositions.js.map

@@ -1 +1 @@
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package/build/matrices/linear-algebra.d.ts

@@ -35,9 +35,14 @@ export declare function MatrixCofactor(matrix: IMatrix): IMatrix;
 export declare function MatrixAdjoint(matrix: IMatrix): IMatrix;
 /**
  * Computes the matrix inverse (reciprocal) of a square matrix.
+ *
+ * For matrices up to 3×3, uses the closed-form adjugate/cofactor method.
+ * For larger matrices (n > 3), uses LU decomposition with partial pivoting (O(n³))
+ * by solving A × X = I column-by-column.
+ *
  * @param matrix - The square matrix to invert (must be non-singular)
  * @returns {IMatrix} The inverse matrix A⁻¹
- * @throws {Error} If the matrix is not square or is singular (determinant is zero)
+ * @throws {MatrixError} If the matrix is not square or is singular (determinant is zero)
  * @example MatrixInverse([[1, 2], [3, 4]]) // [[-2, 1], [1.5, -0.5]]
  */
 export declare function MatrixInverse(matrix: IMatrix): IMatrix;

package/build/matrices/linear-algebra.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"linear-algebra.d.ts","sourceRoot":"","sources":["../../src/matrices/linear-algebra.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,OAAO,EAAE,MAAM,YAAY,CAAC;AAMrC;;;;;;GAMG;AACH,wBAAgB,iBAAiB,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM,CAqCzD;AAED;;;;;;;;GAQG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAMnF;AAUD;;;;;;GAMG;AACH,wBAAgB,cAAc,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO,CAevD;AAED;;;;;;GAMG;AACH,wBAAgB,aAAa,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO,CAGtD;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,aAAa,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO,CAiEtD;AAED;;;;;;;GAOG;AACH,wBAAgB,iBAAiB,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO,CAoF1D;AAED;;;;;;;;;GASG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CA6BzE"}

package/build/matrices/linear-algebra.js

@@ -1,6 +1,7 @@
-import { AssertNotEquals, AssertNumber } from '@pawells/typescript-common';
-import { AssertMatrix, AssertMatrix1, AssertMatrix2, AssertMatrix3, AssertMatrixRow, AssertMatrixValue } from './asserts.js';
+import { AssertNumber } from '@pawells/typescript-common';
+import { AssertMatrix, AssertMatrix1, AssertMatrix2, AssertMatrix3, AssertMatrixRow, AssertMatrixValue, MatrixError } from './asserts.js';
 import { MatrixCreate, MatrixSize, MatrixSizeSquare, MatrixTranspose } from './core.js';
+import { MatrixLU } from './decompositions.js';
 import { VectorProject, VectorSubtract } from '../vectors/core.js';
 const GRAM_SCHMIDT_TOLERANCE = 1e-10;
 /**
@@ -95,32 +96,66 @@ export function MatrixAdjoint(matrix) {
 }
 /**
  * Computes the matrix inverse (reciprocal) of a square matrix.
+ *
+ * For matrices up to 3×3, uses the closed-form adjugate/cofactor method.
+ * For larger matrices (n > 3), uses LU decomposition with partial pivoting (O(n³))
+ * by solving A × X = I column-by-column.
+ *
  * @param matrix - The square matrix to invert (must be non-singular)
  * @returns {IMatrix} The inverse matrix A⁻¹
- * @throws {Error} If the matrix is not square or is singular (determinant is zero)
+ * @throws {MatrixError} If the matrix is not square or is singular (determinant is zero)
  * @example MatrixInverse([[1, 2], [3, 4]]) // [[-2, 1], [1.5, -0.5]]
  */
 export function MatrixInverse(matrix) {
     AssertMatrix(matrix, { square: true });
-    const det = MatrixDeterminant(matrix);
-    AssertNotEquals(det, 0, { message: 'Matrix is not invertible (determinant is zero)' });
     const [size] = MatrixSize(matrix);
-    const cof = MatrixCofactor(matrix);
-    // (1/det) * transpose(cofactor matrix)
-    const transposed = MatrixTranspose(cof);
+    // For 1–3×3 use the adjugate/cofactor method (closed-form, exact)
+    if (size <= 3) {
+        const det = MatrixDeterminant(matrix);
+        if (det === 0)
+            throw new MatrixError('Matrix is not invertible (determinant is zero)');
+        const cof = MatrixCofactor(matrix);
+        const transposed = MatrixTranspose(cof);
+        const result = MatrixCreate(size, size);
+        const invDet = 1 / det;
+        for (let row = 0; row < size; row++) {
+            const transposedRow = transposed[row];
+            AssertMatrixRow(transposedRow);
+            const resultRow = result[row];
+            AssertMatrixRow(resultRow);
+            for (let col = 0; col < size; col++) {
+                const val = transposedRow[col];
+                if (typeof val !== 'number')
+                    throw new MatrixError(`Transposed matrix value at [${row}, ${col}] is not a number`);
+                resultRow[col] = Object.is(val * invDet, -0) ? 0 : val * invDet;
+            }
+        }
+        return result;
+    }
+    // For larger matrices use LU decomposition: O(n³) instead of O(n!)
+    // Solve A * X = I column by column using PA = LU
+    const { L, U, P } = MatrixLU(matrix); // throws if singular
     const result = MatrixCreate(size, size);
-    const invDet = 1 / det;
-    for (let row = 0; row < size; row++) {
-        const transposedRow = transposed[row];
-        AssertMatrixRow(transposedRow);
-        const resultRow = result[row];
-        AssertMatrixRow(resultRow);
-        for (let col = 0; col < size; col++) {
-            const val = transposedRow[col];
-            if (typeof val !== 'number') {
-                throw new Error(`Transposed matrix value at position [${row}, ${col}] is not a number`);
+    for (let col = 0; col < size; col++) {
+        // e_col permuted by P
+        const eCol = P.map((pi) => (pi === col ? 1 : 0));
+        // Forward substitution: Ly = eCol
+        const y = new Array(size).fill(0);
+        for (let i = 0; i < size; i++) {
+            let sum = 0;
+            for (let k = 0; k < i; k++) {
+                sum += L[i][k] * y[k];
+            }
+            y[i] = eCol[i] - sum;
+        }
+        // Back substitution: Ux = y
+        for (let i = size - 1; i >= 0; i--) {
+            let sum = 0;
+            for (let k = i + 1; k < size; k++) {
+                sum += U[i][k] * result[k][col];
             }
-            resultRow[col] = Object.is(val * invDet, -0) ? 0 : val * invDet;
+            const uDiag = U[i][i];
+            result[i][col] = (y[i] - sum) / uDiag;
         }
     }
     return result;

package/build/matrices/linear-algebra.js.map

@@ -1 +1 @@
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