mathjs 9.3.2 → 9.4.0

package/lib/cjs/function/matrix/eigs/realSymetric.js

@@ -0,0 +1,341 @@
+"use strict";
+
+Object.defineProperty(exports, "__esModule", {
+  value: true
+});
+exports.createRealSymmetric = createRealSymmetric;
+
+var _object = require("../../../utils/object.js");
+
+function createRealSymmetric(_ref) {
+  var config = _ref.config,
+      addScalar = _ref.addScalar,
+      subtract = _ref.subtract,
+      abs = _ref.abs,
+      atan = _ref.atan,
+      cos = _ref.cos,
+      sin = _ref.sin,
+      multiplyScalar = _ref.multiplyScalar,
+      inv = _ref.inv,
+      bignumber = _ref.bignumber,
+      multiply = _ref.multiply,
+      add = _ref.add;
+
+  /**
+   * @param {number[] | BigNumber[]} arr
+   * @param {number} N
+   * @param {number} prec
+   * @param {'number' | 'BigNumber'} type
+   */
+  function main(arr, N) {
+    var prec = arguments.length > 2 && arguments[2] !== undefined ? arguments[2] : config.epsilon;
+    var type = arguments.length > 3 ? arguments[3] : undefined;
+
+    if (type === 'number') {
+      return diag(arr, prec);
+    }
+
+    if (type === 'BigNumber') {
+      return diagBig(arr, prec);
+    }
+
+    throw TypeError('Unsupported data type: ' + type);
+  } // diagonalization implementation for number (efficient)
+
+
+  function diag(x, precision) {
+    var N = x.length;
+    var e0 = Math.abs(precision / N);
+    var psi;
+    var Sij = new Array(N); // Sij is Identity Matrix
+
+    for (var i = 0; i < N; i++) {
+      Sij[i] = createArray(N, 0);
+      Sij[i][i] = 1.0;
+    } // initial error
+
+
+    var Vab = getAij(x);
+
+    while (Math.abs(Vab[1]) >= Math.abs(e0)) {
+      var _i = Vab[0][0];
+      var j = Vab[0][1];
+      psi = getTheta(x[_i][_i], x[j][j], x[_i][j]);
+      x = x1(x, psi, _i, j);
+      Sij = Sij1(Sij, psi, _i, j);
+      Vab = getAij(x);
+    }
+
+    var Ei = createArray(N, 0); // eigenvalues
+
+    for (var _i2 = 0; _i2 < N; _i2++) {
+      Ei[_i2] = x[_i2][_i2];
+    }
+
+    return sorting((0, _object.clone)(Ei), (0, _object.clone)(Sij));
+  } // diagonalization implementation for bigNumber
+
+
+  function diagBig(x, precision) {
+    var N = x.length;
+    var e0 = abs(precision / N);
+    var psi;
+    var Sij = new Array(N); // Sij is Identity Matrix
+
+    for (var i = 0; i < N; i++) {
+      Sij[i] = createArray(N, 0);
+      Sij[i][i] = 1.0;
+    } // initial error
+
+
+    var Vab = getAijBig(x);
+
+    while (abs(Vab[1]) >= abs(e0)) {
+      var _i3 = Vab[0][0];
+      var j = Vab[0][1];
+      psi = getThetaBig(x[_i3][_i3], x[j][j], x[_i3][j]);
+      x = x1Big(x, psi, _i3, j);
+      Sij = Sij1Big(Sij, psi, _i3, j);
+      Vab = getAijBig(x);
+    }
+
+    var Ei = createArray(N, 0); // eigenvalues
+
+    for (var _i4 = 0; _i4 < N; _i4++) {
+      Ei[_i4] = x[_i4][_i4];
+    } // return [clone(Ei), clone(Sij)]
+
+
+    return sorting((0, _object.clone)(Ei), (0, _object.clone)(Sij));
+  } // get angle
+
+
+  function getTheta(aii, ajj, aij) {
+    var denom = ajj - aii;
+
+    if (Math.abs(denom) <= config.epsilon) {
+      return Math.PI / 4.0;
+    } else {
+      return 0.5 * Math.atan(2.0 * aij / (ajj - aii));
+    }
+  } // get angle
+
+
+  function getThetaBig(aii, ajj, aij) {
+    var denom = subtract(ajj, aii);
+
+    if (abs(denom) <= config.epsilon) {
+      return bignumber(-1).acos().div(4);
+    } else {
+      return multiplyScalar(0.5, atan(multiply(2.0, aij, inv(denom))));
+    }
+  } // update eigvec
+
+
+  function Sij1(Sij, theta, i, j) {
+    var N = Sij.length;
+    var c = Math.cos(theta);
+    var s = Math.sin(theta);
+    var Ski = createArray(N, 0);
+    var Skj = createArray(N, 0);
+
+    for (var k = 0; k < N; k++) {
+      Ski[k] = c * Sij[k][i] - s * Sij[k][j];
+      Skj[k] = s * Sij[k][i] + c * Sij[k][j];
+    }
+
+    for (var _k = 0; _k < N; _k++) {
+      Sij[_k][i] = Ski[_k];
+      Sij[_k][j] = Skj[_k];
+    }
+
+    return Sij;
+  } // update eigvec for overlap
+
+
+  function Sij1Big(Sij, theta, i, j) {
+    var N = Sij.length;
+    var c = cos(theta);
+    var s = sin(theta);
+    var Ski = createArray(N, bignumber(0));
+    var Skj = createArray(N, bignumber(0));
+
+    for (var k = 0; k < N; k++) {
+      Ski[k] = subtract(multiplyScalar(c, Sij[k][i]), multiplyScalar(s, Sij[k][j]));
+      Skj[k] = addScalar(multiplyScalar(s, Sij[k][i]), multiplyScalar(c, Sij[k][j]));
+    }
+
+    for (var _k2 = 0; _k2 < N; _k2++) {
+      Sij[_k2][i] = Ski[_k2];
+      Sij[_k2][j] = Skj[_k2];
+    }
+
+    return Sij;
+  } // update matrix
+
+
+  function x1Big(Hij, theta, i, j) {
+    var N = Hij.length;
+    var c = bignumber(cos(theta));
+    var s = bignumber(sin(theta));
+    var c2 = multiplyScalar(c, c);
+    var s2 = multiplyScalar(s, s);
+    var Aki = createArray(N, bignumber(0));
+    var Akj = createArray(N, bignumber(0)); // 2cs Hij
+
+    var csHij = multiply(bignumber(2), c, s, Hij[i][j]); //  Aii
+
+    var Aii = addScalar(subtract(multiplyScalar(c2, Hij[i][i]), csHij), multiplyScalar(s2, Hij[j][j]));
+    var Ajj = add(multiplyScalar(s2, Hij[i][i]), csHij, multiplyScalar(c2, Hij[j][j])); // 0  to i
+
+    for (var k = 0; k < N; k++) {
+      Aki[k] = subtract(multiplyScalar(c, Hij[i][k]), multiplyScalar(s, Hij[j][k]));
+      Akj[k] = addScalar(multiplyScalar(s, Hij[i][k]), multiplyScalar(c, Hij[j][k]));
+    } // Modify Hij
+
+
+    Hij[i][i] = Aii;
+    Hij[j][j] = Ajj;
+    Hij[i][j] = bignumber(0);
+    Hij[j][i] = bignumber(0); // 0  to i
+
+    for (var _k3 = 0; _k3 < N; _k3++) {
+      if (_k3 !== i && _k3 !== j) {
+        Hij[i][_k3] = Aki[_k3];
+        Hij[_k3][i] = Aki[_k3];
+        Hij[j][_k3] = Akj[_k3];
+        Hij[_k3][j] = Akj[_k3];
+      }
+    }
+
+    return Hij;
+  } // update matrix
+
+
+  function x1(Hij, theta, i, j) {
+    var N = Hij.length;
+    var c = Math.cos(theta);
+    var s = Math.sin(theta);
+    var c2 = c * c;
+    var s2 = s * s;
+    var Aki = createArray(N, 0);
+    var Akj = createArray(N, 0); //  Aii
+
+    var Aii = c2 * Hij[i][i] - 2 * c * s * Hij[i][j] + s2 * Hij[j][j];
+    var Ajj = s2 * Hij[i][i] + 2 * c * s * Hij[i][j] + c2 * Hij[j][j]; // 0  to i
+
+    for (var k = 0; k < N; k++) {
+      Aki[k] = c * Hij[i][k] - s * Hij[j][k];
+      Akj[k] = s * Hij[i][k] + c * Hij[j][k];
+    } // Modify Hij
+
+
+    Hij[i][i] = Aii;
+    Hij[j][j] = Ajj;
+    Hij[i][j] = 0;
+    Hij[j][i] = 0; // 0  to i
+
+    for (var _k4 = 0; _k4 < N; _k4++) {
+      if (_k4 !== i && _k4 !== j) {
+        Hij[i][_k4] = Aki[_k4];
+        Hij[_k4][i] = Aki[_k4];
+        Hij[j][_k4] = Akj[_k4];
+        Hij[_k4][j] = Akj[_k4];
+      }
+    }
+
+    return Hij;
+  } // get max off-diagonal value from Upper Diagonal
+
+
+  function getAij(Mij) {
+    var N = Mij.length;
+    var maxMij = 0;
+    var maxIJ = [0, 1];
+
+    for (var i = 0; i < N; i++) {
+      for (var j = i + 1; j < N; j++) {
+        if (Math.abs(maxMij) < Math.abs(Mij[i][j])) {
+          maxMij = Math.abs(Mij[i][j]);
+          maxIJ = [i, j];
+        }
+      }
+    }
+
+    return [maxIJ, maxMij];
+  } // get max off-diagonal value from Upper Diagonal
+
+
+  function getAijBig(Mij) {
+    var N = Mij.length;
+    var maxMij = 0;
+    var maxIJ = [0, 1];
+
+    for (var i = 0; i < N; i++) {
+      for (var j = i + 1; j < N; j++) {
+        if (abs(maxMij) < abs(Mij[i][j])) {
+          maxMij = abs(Mij[i][j]);
+          maxIJ = [i, j];
+        }
+      }
+    }
+
+    return [maxIJ, maxMij];
+  } // sort results
+
+
+  function sorting(E, S) {
+    var N = E.length;
+    var values = Array(N);
+    var vectors = Array(N);
+
+    for (var k = 0; k < N; k++) {
+      vectors[k] = Array(N);
+    }
+
+    for (var i = 0; i < N; i++) {
+      var minID = 0;
+      var minE = E[0];
+
+      for (var j = 0; j < E.length; j++) {
+        if (abs(E[j]) < abs(minE)) {
+          minID = j;
+          minE = E[minID];
+        }
+      }
+
+      values[i] = E.splice(minID, 1)[0];
+
+      for (var _k5 = 0; _k5 < N; _k5++) {
+        vectors[_k5][i] = S[_k5][minID];
+
+        S[_k5].splice(minID, 1);
+      }
+    }
+
+    return {
+      values: values,
+      vectors: vectors
+    };
+  }
+  /**
+   * Create an array of a certain size and fill all items with an initial value
+   * @param {number} size
+   * @param {number} value
+   * @return {number[]}
+   */
+
+
+  function createArray(size, value) {
+    // TODO: as soon as all browsers support Array.fill, use that instead (IE doesn't support it)
+    var array = new Array(size);
+
+    for (var i = 0; i < size; i++) {
+      array[i] = value;
+    }
+
+    return array;
+  }
+
+  return main;
+}