@trebco/treb 23.6.5 → 25.0.0-rc1

package/treb-calculator/src/complex-math.ts

@@ -0,0 +1,558 @@
+/*
+ * This file is part of TREB.
+ *
+ * TREB is free software: you can redistribute it and/or modify it under the 
+ * terms of the GNU General Public License as published by the Free Software 
+ * Foundation, either version 3 of the License, or (at your option) any 
+ * later version.
+ *
+ * TREB is distributed in the hope that it will be useful, but WITHOUT ANY 
+ * WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 
+ * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more 
+ * details.
+ *
+ * You should have received a copy of the GNU General Public License along 
+ * with TREB. If not, see <https://www.gnu.org/licenses/>. 
+ *
+ * Copyright 2022-2023 trebco, llc. 
+ * info@treb.app
+ * 
+ */
+
+import type { Complex } from 'treb-base-types/src';
+
+export interface ComplexMatrixType {
+  array: Complex[][];
+  m: number;
+  n: number;
+  error?: boolean;
+}
+
+export interface RealMatrixType {
+  array: number[][];
+  m: number;
+  n: number;
+  error?: boolean;
+}
+
+/** returns a aquare complex matrix of size n, initialized to 0 */
+const ComplexMatrix = (n: number): ComplexMatrixType => {
+  const mat: ComplexMatrixType = {
+    m: n, n, array: [],
+  };
+  for (let i = 0; i < n; i++) {
+    const row: Complex[] = [];
+    for (let j = 0; j < n; j++) {
+      row.push({real: 0, imaginary: 0});
+    }
+    mat.array.push(row);
+  }
+  return mat;
+}
+
+/** returns a aquare complex matrix of size n, initialized to 0 */
+const RealMatrix = (n: number): RealMatrixType => {
+  const mat: RealMatrixType = {
+    m: n, n, array: [],
+  };
+  for (let i = 0; i < n; i++) {
+    const row: number[] = [];
+    for (let j = 0; j < n; j++) {
+      row.push(0);
+    }
+    mat.array.push(row);
+  }
+  return mat;
+}
+
+// not used? (...)
+
+/* * returns the identity matrix of size n, as complex * /
+const ComplexIdentity = (n: number): ComplexMatrixType => {
+  const mat = ComplexMatrix(n);
+  for (let i = 0; i < n; i++) {
+    mat.array[i][i].real = 1;
+  }
+  return mat;
+};
+*/
+
+export const PolarToRectangular = (a: { r: number, theta: number }): Complex => {
+
+  const { r, theta } = a;
+
+  const real = r * Math.cos(theta);
+  const imaginary = r * Math.sin(theta);
+
+  // console.info("P2R",  `r ${r} theta (o) ${theta * 57.29577951308232}`, '->', `${real||0}${imaginary < 0 ? '' : '+'}${imaginary}i`);
+
+  return { real, imaginary }
+};
+
+export const RectangularToPolar = (value: Complex): { r: number, theta: number } => {
+
+  const r = Math.sqrt(value.real * value.real + value.imaginary * value.imaginary);
+  const theta = Math.atan2(value.imaginary, value.real);
+
+  // console.info("R2P", `${value.real||0}${value.imaginary < 0 ? '' : '+'}${value.imaginary}i`, '->', `r ${r} theta (o) ${theta * 57.29577951308232}`);
+
+  return { r, theta };
+};
+
+export const Multiply = (a: Complex, b: Complex): Complex => {
+  return {
+    real: (a.real * b.real) - (a.imaginary * b.imaginary),
+    imaginary: a.real * b.imaginary + a.imaginary * b.real,
+  }
+};
+
+export const RealSum = (a: RealMatrixType, b: RealMatrixType): RealMatrixType => {
+ 
+  const array: number[][] = [];
+  for (let i = 0; i < a.m; i++) {
+    const row: number[] = [];
+    for (let j = 0; j < a.n; j++) {
+      row.push(a.array[i][j] + b.array[i][j]);
+    }
+    array.push(row);
+  }
+  return {m: a.m, n: a.n, array};
+
+};
+
+export const RealProduct = (a: RealMatrixType, b: RealMatrixType): RealMatrixType => {
+  const array: number[][] = [];
+
+  for (let i = 0; i < a.m; i++) {
+    const row: number[] = [];
+    for (let j = 0; j < b.n; j++) {
+      let sum = 0;
+      for (let k = 0; k < a.n; k++) {
+        sum += a.array[i][k] * b.array[k][j];
+      }
+      row.push(sum);
+    }
+    array.push(row);
+  }
+
+  return { array, m: a.m, n: b.n };
+  
+};
+
+export const ComplexProduct = (a: ComplexMatrixType, b: ComplexMatrixType): Complex[][] => {
+
+  const result: Complex[][] = [];
+
+  for (let i = 0; i < a.m; i++) {
+    const row: Complex[] = [];
+    for (let j = 0; j < b.n; j++) {
+      const sum = { real: 0, imaginary: 0 };
+      for (let k = 0; k < a.n; k++) {
+        // const product = Multiply(a.array[i][k], b.array[k][j]);
+        sum.real += ((a.array[i][k].real * b.array[k][j].real) - (a.array[i][k].imaginary * b.array[k][j].imaginary));
+        sum.imaginary += (a.array[i][k].real * b.array[k][j].imaginary + a.array[i][k].imaginary * b.array[k][j].real);
+      }
+      row.push(sum);
+    }
+    result.push(row);
+  }
+
+  return result;
+
+};
+
+interface SplitFlags {
+
+  /** the matrix has some real values != 0 */
+  real_values: boolean;
+
+  /** the matrix has some imaginary values != 0 */
+  imaginary_values: boolean;
+
+  /** the matrix is square */
+  square: boolean;
+
+  /** the matrix has unit diagonal */
+  unit_diagonal: boolean;
+
+}
+
+/**
+ * this function DOES NOT check if the matrix is square, because it's
+ * recursive and we don't want to do that every time. check before you
+ * call it.
+ */
+export const ComplexDeterminant = (matrix: ComplexMatrixType): Complex => {
+
+  const det: Complex = { real: 0, imaginary: 0 };
+  const n = matrix.n;
+
+  if (n == 2) {
+
+    const a = Multiply(matrix.array[0][0], matrix.array[1][1]);
+    const b = Multiply(matrix.array[1][0], matrix.array[0][1]);
+
+    return {
+      real: a.real - b.real,
+      imaginary: a.imaginary - b.imaginary,
+    };
+
+  }
+
+  const submatrix = ComplexMatrix(matrix.n);
+
+  for (let x = 0; x < n; x++) {
+    let subi = 0;
+    for (let i = 1; i < n; i++) {
+       let subj = 0;
+       for (let j = 0; j < n; j++) {
+          if (j == x) {
+            continue;
+          }
+          submatrix.array[subi][subj] = {...matrix.array[i][j]};
+          subj++;
+       }
+       subi++;
+    }
+
+    submatrix.m = submatrix.n = n - 1;
+
+    const factor = Math.pow(-1, x)
+    const product = Multiply({
+      real: matrix.array[0][x].real * factor,
+      imaginary: matrix.array[0][x].imaginary * factor,
+    }, ComplexDeterminant(submatrix));
+
+    det.real += product.real;
+    det.imaginary += product.imaginary;
+
+  }
+
+  return det;
+
+};
+
+export const RealDeterminant = (matrix: RealMatrixType): number => {
+
+  let det = 0;
+  const n = matrix.n;
+  const submatrix = RealMatrix(n);
+
+  if (n === 2) {
+    return( (matrix.array[0][0] * matrix.array[1][1]) - (matrix.array[1][0] * matrix.array[0][1]));
+  }
+
+  for (let x = 0; x < n; x++) {
+    let subi = 0;
+    for (let i = 1; i < n; i++) {
+       let subj = 0;
+       for (let j = 0; j < n; j++) {
+          if (j == x)
+            continue;
+          submatrix.array[subi][subj] = matrix.array[i][j];
+          subj++;
+       }
+       subi++;
+    }
+
+    console.info(JSON.stringify(submatrix.array, undefined, 2));
+
+    submatrix.n = submatrix.m = n - 1;
+    det = det + (Math.pow(-1, x) * matrix.array[0][x] * RealDeterminant(submatrix));
+ }
+
+ // console.info("N", n, "det", det);
+
+ return det;
+
+};
+
+/**
+ * split a complex matrix into two real matrices representing the real and imaginary parts
+ */
+const Split = (matrix: ComplexMatrixType): {real: RealMatrixType, imaginary: RealMatrixType, flags: SplitFlags} => {
+
+  const flags = {
+    real_values: false,
+    imaginary_values: false,
+    square: (matrix.m === matrix.n),
+    unit_diagonal: true,
+  };
+
+  const real: RealMatrixType = {
+    m: matrix.m,
+    n: matrix.n,
+    array: [],
+  };
+
+  const imaginary: RealMatrixType = {
+    m: matrix.m,
+    n: matrix.n,
+    array: [],
+  };
+
+  for (let i = 0; i< matrix.m; i++) {
+    const row = matrix.array[i];
+    const real_row: number[] = [];
+    const imaginary_row: number[] = [];
+
+    for (let j = 0; j< matrix.n; j++) {
+
+      if (row[j].real) { flags.real_values = true; }
+      if (row[j].imaginary) { flags.imaginary_values = true; }
+
+      if (j === i && flags.unit_diagonal) {
+        if (row[j].real !== 1 || row[j].imaginary !== 0) {
+          flags.unit_diagonal = false;
+        }
+      }
+
+      real_row.push(row[j].real);
+      imaginary_row.push(row[j].imaginary);
+    }
+
+    real.array.push(real_row);
+    imaginary.array.push(imaginary_row);
+  }
+
+  return {real, imaginary, flags};
+
+};
+
+/**
+ * clone a matrix using slice() on rows? hope this is faster than JSONJSON.
+ * 
+ * actually if you care about perf, should probably not use functional-style
+ */
+const CloneReal = (matrix: RealMatrixType): RealMatrixType => {
+  const array = matrix.array.map(row => row.slice(0));
+  return { m: matrix.m, n: matrix.n, array };
+};
+
+export const RealInverse = (matrix: RealMatrixType): RealMatrixType|undefined => {
+
+  if (matrix.m !== matrix.n) {
+    return undefined;
+  }
+
+  const result = CloneReal(matrix);
+
+  // FIXME: exception on !square, zero in diagonal, &c
+
+  const M = result.array;
+
+  let sum = 0;
+  let i = 0;
+  let j = 0;
+  let k = 0;
+
+  const order = matrix.m;
+
+  for (i = 1; i < order; i++) M[0][i] /= M[0][0]; // normalize row 0
+
+  for (i = 1; i < order; i++) {
+    for (j = i; j < order; j++) { // do a column of L
+      sum = 0;
+      for (k = 0; k < i; k++) {
+        sum += M[j][k] * M[k][i];
+      }
+      M[j][i] -= sum;
+    }
+    if (i == order - 1) continue;
+    for (j = i + 1; j < order; j++) { // do a row of U
+      sum = 0;
+      for (k = 0; k < i; k++) {
+        sum += M[i][k] * M[k][j];
+      }
+      M[i][j] = (M[i][j] - sum) / M[i][i];
+    }
+  }
+
+  for (i = 0; i < order; i++) { // invert L
+    for (j = i; j < order; j++) {
+      let x = 1;
+      if (i != j) {
+        x = 0;
+        for (k = i; k < j; k++) {
+          x -= M[j][k] * M[k][i];
+        }
+      }
+      M[j][i] = x / M[j][j];
+    }
+  }
+  for (i = 0; i < order; i++) {  // invert U
+    for (j = i; j < order; j++) {
+      if (i == j) continue;
+      sum = 0;
+      for (k = i; k < j; k++) {
+        sum += M[k][j] * ((i == k) ? 1 : M[i][k]);
+      }
+      M[i][j] = -sum;
+    }
+  }
+  for (i = 0; i < order; i++) {   // final inversion
+    for (j = 0; j < order; j++) {
+      sum = 0;
+      for (k = ((i > j) ? i : j); k < order; k++) {
+        sum += ((j == k) ? 1 : M[j][k]) * M[k][i];
+      }
+      M[j][i] = sum;
+    }
+  }
+
+  return result;
+
+};
+
+/**
+ * returns the inverse of a complex matrix. the first step in this is
+ * to split into {real, imaginary} and then invert the real matrix. we
+ * can use that as a shortcut if there are no imaginary values, just return
+ * the inverted real matrix (here converted to complex, but we don't necessarily 
+ * need to do that)
+ * 
+ * @param a 
+ * @returns 
+ */
+export const MatrixInverse = (a: ComplexMatrixType): Complex[][] | undefined => {
+
+  // FIXME: support for this algorithm?
+
+  const result: Complex[][] = [];
+
+  if (a.m !== a.n) { return undefined; }
+
+  const { real, imaginary, flags } = Split(a);
+
+  const C1 = RealInverse(real);
+
+  if (!C1) { return undefined; }
+
+  if (!flags.imaginary_values) {
+
+    // shortcut, 
+    
+    for (let i = 0; i < a.m; i++) {
+      const row: Complex[] = [];
+      for (let j = 0; j < a.n; j++) {
+        row.push({
+          real: C1.array[i][j],
+          imaginary: 0,
+        });
+      }
+      result.push(row);
+    }
+
+    return result;
+  }
+
+  const C2 = RealProduct(C1, imaginary);
+  const C3 = RealProduct(imaginary, C2);
+  const C4 = RealSum(real, C3);
+  const C5 = RealInverse(C4);
+
+  if (!C5) { return undefined; }
+
+  const C6 = RealProduct(C2, C5);
+
+  for (let i = 0; i < a.m; i++) {
+    const row: Complex[] = [];
+    for (let j = 0; j < a.n; j++) {
+      row.push({
+        real: C5.array[i][j],
+        imaginary: -C6.array[i][j],
+      });
+    }
+    result.push(row);
+  }
+
+  return result;
+
+};
+
+export const Divide = (a: Complex, b: Complex): Complex => {
+
+  const conjugate = { real: b.real, imaginary: -b.imaginary };
+  const numerator = Multiply(a, conjugate);
+  const denominator = Multiply(b, conjugate);
+
+  return {
+    real: numerator.real / denominator.real,
+    imaginary: numerator.imaginary / denominator.real,
+  };
+
+};
+
+export const Exp = (value: Complex): Complex => {
+
+  const a = value.real || 0;
+  const b = value.imaginary || 0;
+
+  // e^(a + bi) = e^a * e^ib = e^a * (cos b - i sin b)
+
+  return Multiply(
+    { real: Math.exp(a), imaginary: 0, },
+    { real: Math.cos(b), imaginary: Math.sin(b), },
+  );
+
+};
+
+/**
+ * from polar form, the principal value is
+ * Log z = ln r + iθ
+ */
+export const Log = (value: Complex): Complex => {
+  const polar = RectangularToPolar(value);
+  return {
+    real: Math.log(polar.r),
+    imaginary: polar.theta,
+  };
+}
+
+/**
+ * returns a^b where a and b are (possibly) complex
+ */
+export const Power = (a: Complex, b: Complex): Complex => {
+
+  if (!b.imaginary) {
+
+    // we could potentially clean up some simple cases, to help
+    // with numerical stability. in particular, I'm thinking about
+    // square roots of reals (possibly negative).
+
+    /*
+    if (b.real === .5 && !a.imaginary) {
+      if (a.real < 0) {
+        return {
+          real: 0,
+          imaginary: Math.sqrt(-a.real),
+        };
+      }
+      return {
+        real: Math.sqrt(a.real),
+        imaginary: 0,
+      };
+    }
+    */
+
+    const polar = RectangularToPolar(a);
+    const value = PolarToRectangular({
+      r: Math.pow(polar.r, b.real),
+      theta: polar.theta * b.real,
+    });
+
+    return value;
+
+  }
+  else {
+
+    // in this case, 
+    // (a + bi)^(c + di) = exp((c + di) * Log(a + bi))
+
+    return Exp(Multiply(b, Log(a)));
+
+  }
+
+
+};
+