pca-web 0.1.0

package/dist/pca.js.map

@@ -0,0 +1 @@
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package/dist/progress.d.ts

@@ -0,0 +1,155 @@
+/**
+ * Progress reporting for fits: the public observer/event types and the
+ * internal reporter that turns solver checkpoints into `PCAFitProgress`
+ * events with optional intermediate model snapshots.
+ *
+ * Layering: solver modules under `src/numeric/` import ONLY types from this
+ * file (erased at compile time), keeping the numeric layer dependency-free.
+ * The estimators construct the concrete `ProgressReporter` and thread it
+ * through solver options as `SolverHooks`.
+ */
+import { Matrix } from './matrix.js';
+import type { SvdResult } from './numeric/svd.js';
+import type { AbortSignalLike } from './scheduling.js';
+import type { FloatArray } from './types.js';
+/** The solver a progress event originates from. */
+export type FitSolverId = 'full' | 'covariance_eigh' | 'arpack' | 'randomized' | 'incremental';
+/** The stage of the fit a progress event belongs to. */
+export type FitPhase = 'gram' | 'decompose' | 'power-iteration' | 'lanczos-step' | 'batch' | 'finalize';
+/**
+ * An intermediate (or final) model snapshot: the evolving principal axes
+ * and, when requested, the embedding of the training rows. All arrays are
+ * fresh float64 copies owned by the callback — safe to keep, mutate, or
+ * transfer to another thread; they never alias solver or estimator state.
+ */
+export interface PCAFitSnapshot {
+    /** k×p principal axes in sklearn's `svd_flip` sign convention. */
+    components: Matrix;
+    /** Singular values (length k, descending). */
+    singularValues: Float64Array;
+    /** Per-component variance, s²/(n−1) against the rows fitted so far. */
+    explainedVariance: Float64Array;
+    /**
+     * rows×k embedding of the training rows (U·S, or U·√(n−1) when
+     * whitening). Present only when `SnapshotOptions.scores` is set.
+     */
+    scores?: Matrix;
+}
+/** One progress event. Emitted synchronously from inside the fit. */
+export interface PCAFitProgress {
+    estimator: 'PCA' | 'IncrementalPCA';
+    solver: FitSolverId;
+    phase: FitPhase;
+    /** Completed units of the current phase (0 marks entering a phase). */
+    step: number;
+    /** Units in the current phase, when known ahead of time. */
+    totalSteps: number | null;
+    /**
+     * Overall fit progress in [0, 1] — monotone within a fit, exactly 1 at
+     * `finalize` — or null while progress is indeterminate.
+     */
+    fraction: number | null;
+    /** Intermediate model, when requested through `SnapshotOptions`. */
+    snapshot?: PCAFitSnapshot;
+    /** Solver-specific extras (arpack: `{basisSize, jmax, maxResidual}`). */
+    detail?: Readonly<Record<string, number>>;
+}
+/** Opt-in intermediate model snapshots on progress events. */
+export interface SnapshotOptions {
+    /** Attach evolving components/singularValues/explainedVariance. */
+    components?: boolean;
+    /** Also attach `scores` (implies `components`). */
+    scores?: boolean;
+    /**
+     * Attach snapshots only to every Nth step within a phase (default 1).
+     * The `finalize` event always carries a snapshot when snapshots are
+     * enabled. Snapshots cost roughly one extra solver step on the randomized
+     * solver, so `every: 2` halves that overhead.
+     */
+    every?: number;
+}
+/** Observer options accepted by the synchronous `fit`/`fitTransform`. */
+export interface FitObserver {
+    onProgress?: (event: PCAFitProgress) => void;
+    snapshot?: SnapshotOptions;
+    signal?: AbortSignalLike;
+}
+/** Options accepted by `fitAsync`/`fitTransformAsync`. */
+export interface FitAsyncOptions extends FitObserver {
+    /** Milliseconds of solver work per event-loop slice (default 12). */
+    budgetMs?: number;
+}
+/** @internal What a solver reports at a checkpoint. */
+export interface SolverProgressEmit {
+    phase: FitPhase;
+    step: number;
+    totalSteps: number | null;
+    /**
+     * Fresh snapshot-only decomposition triplets, truncated to k, oriented
+     * like the input matrix, unflipped. Ownership transfers to the reporter,
+     * which applies the sign convention in place. Solvers must never pass
+     * arrays that the ongoing fit still reads.
+     */
+    dec?: SvdResult | null;
+    /** Pre-built snapshot (estimator-side emits: batches, finalize). */
+    snapshot?: PCAFitSnapshot;
+    detail?: Readonly<Record<string, number>>;
+}
+/**
+ * @internal Reporting channel threaded through solver options. Solvers call
+ * `wantSnapshot` before spending anything on a snapshot decomposition and
+ * `emit` at every checkpoint. Both are purely synchronous — suspension is
+ * the generators' job, not the reporter's.
+ */
+export interface SolverHooks {
+    wantSnapshot(step: number): boolean;
+    emit(e: SolverProgressEmit): void;
+}
+/** @internal Fresh float64 copy of a possibly-float32 stored attribute. */
+export declare function toFloat64Copy(a: FloatArray): Float64Array;
+/**
+ * @internal Float64 embedding of the first `n` rows of `x` under a possibly
+ * intermediate model — `transform`'s math without the dtype casting:
+ * project, remove the projected mean, and whiten with an eps clip.
+ */
+export declare function projectForSnapshot(x: FloatArray, n: number, p: number, components: FloatArray, k: number, mean: FloatArray, explainedVariance: FloatArray, whiten: boolean, evEps: number): Matrix;
+/** @internal Context a reporter needs to shape events and snapshots. */
+export interface ReporterContext {
+    estimator: 'PCA' | 'IncrementalPCA';
+    solver: FitSolverId;
+    /** Rows of the training matrix (variance scaling, score shapes). */
+    nRows: number;
+    whiten: boolean;
+}
+/**
+ * @internal Turns solver checkpoints into observer events: computes the
+ * overall fraction from the per-solver phase table and materializes
+ * snapshots from fresh solver triplets. Callback exceptions propagate —
+ * they abort the fit by design.
+ */
+export declare class ProgressReporter implements SolverHooks {
+    private readonly onProgress;
+    private readonly wantComponents;
+    private readonly wantScores;
+    private readonly every;
+    private readonly ctx;
+    constructor(onProgress: (event: PCAFitProgress) => void, snapshot: SnapshotOptions | undefined, ctx: ReporterContext);
+    /** True when any event may carry a snapshot. */
+    get snapshotsEnabled(): boolean;
+    /** True when snapshots should include `scores`. */
+    get scoresRequested(): boolean;
+    wantSnapshot(step: number): boolean;
+    emit(e: SolverProgressEmit): void;
+    /**
+     * Builds a snapshot from fresh solver triplets, adopting their arrays:
+     * applies the deterministic sign convention in place, then derives the
+     * variances and (when requested) the U·S scores.
+     */
+    private snapshotFromDec;
+}
+/**
+ * @internal Constructs a reporter only when there is a callback to feed —
+ * a null reporter means solvers skip all snapshot work.
+ */
+export declare function makeReporter(observer: FitObserver | undefined, ctx: ReporterContext): ProgressReporter | null;
+//# sourceMappingURL=progress.d.ts.map

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package/dist/progress.js

@@ -0,0 +1,173 @@
+/**
+ * Progress reporting for fits: the public observer/event types and the
+ * internal reporter that turns solver checkpoints into `PCAFitProgress`
+ * events with optional intermediate model snapshots.
+ *
+ * Layering: solver modules under `src/numeric/` import ONLY types from this
+ * file (erased at compile time), keeping the numeric layer dependency-free.
+ * The estimators construct the concrete `ProgressReporter` and thread it
+ * through solver options as `SolverHooks`.
+ */
+import { Matrix } from './matrix.js';
+import { matmulTransB } from './numeric/blas.js';
+import { svdFlipVBased } from './numeric/svdflip.js';
+/**
+ * Static phase → [start, end] fraction spans per solver. A phase with known
+ * totalSteps interpolates linearly across its span; a single-shot span
+ * (start === end) pins the bar while an indeterminate stage runs; a phase
+ * with no span reports null (indeterminate). `finalize` is always 1.
+ */
+const PHASE_SPANS = {
+    full: {},
+    covariance_eigh: { gram: [0, 0.85], decompose: [0.85, 0.85] },
+    arpack: {},
+    randomized: { 'power-iteration': [0, 0.9] },
+    incremental: { batch: [0, 1] },
+};
+function fractionFor(solver, phase, step, totalSteps) {
+    if (phase === 'finalize') {
+        return 1;
+    }
+    const span = PHASE_SPANS[solver][phase];
+    if (span === undefined) {
+        return null;
+    }
+    const [lo, hi] = span;
+    if (lo === hi) {
+        return lo;
+    }
+    if (totalSteps === null || totalSteps <= 0) {
+        return null;
+    }
+    const t = Math.min(1, Math.max(0, step / totalSteps));
+    return lo + (hi - lo) * t;
+}
+/** @internal Fresh float64 copy of a possibly-float32 stored attribute. */
+export function toFloat64Copy(a) {
+    return a instanceof Float64Array ? a.slice() : new Float64Array(a);
+}
+/**
+ * @internal Float64 embedding of the first `n` rows of `x` under a possibly
+ * intermediate model — `transform`'s math without the dtype casting:
+ * project, remove the projected mean, and whiten with an eps clip.
+ */
+export function projectForSnapshot(x, n, p, components, k, mean, explainedVariance, whiten, evEps) {
+    const xt = matmulTransB(x, components, n, p, k);
+    const meanProj = new Float64Array(k);
+    for (let c = 0; c < k; c++) {
+        let acc = 0;
+        const off = c * p;
+        for (let j = 0; j < p; j++) {
+            acc += mean[j] * components[off + j];
+        }
+        meanProj[c] = acc;
+    }
+    for (let i = 0; i < n; i++) {
+        for (let c = 0; c < k; c++) {
+            xt[i * k + c] -= meanProj[c];
+        }
+    }
+    if (whiten) {
+        for (let c = 0; c < k; c++) {
+            let scale = Math.sqrt(explainedVariance[c]);
+            if (scale < evEps) {
+                scale = evEps;
+            }
+            for (let i = 0; i < n; i++) {
+                xt[i * k + c] /= scale;
+            }
+        }
+    }
+    return new Matrix(xt, n, k);
+}
+/**
+ * @internal Turns solver checkpoints into observer events: computes the
+ * overall fraction from the per-solver phase table and materializes
+ * snapshots from fresh solver triplets. Callback exceptions propagate —
+ * they abort the fit by design.
+ */
+export class ProgressReporter {
+    onProgress;
+    wantComponents;
+    wantScores;
+    every;
+    ctx;
+    constructor(onProgress, snapshot, ctx) {
+        this.onProgress = onProgress;
+        this.wantScores = snapshot?.scores === true;
+        this.wantComponents = snapshot?.components === true || this.wantScores;
+        const every = snapshot?.every ?? 1;
+        this.every = Number.isInteger(every) && every >= 1 ? every : 1;
+        this.ctx = ctx;
+    }
+    /** True when any event may carry a snapshot. */
+    get snapshotsEnabled() {
+        return this.wantComponents;
+    }
+    /** True when snapshots should include `scores`. */
+    get scoresRequested() {
+        return this.wantScores;
+    }
+    wantSnapshot(step) {
+        return this.wantComponents && step >= 1 && step % this.every === 0;
+    }
+    emit(e) {
+        const event = {
+            estimator: this.ctx.estimator,
+            solver: this.ctx.solver,
+            phase: e.phase,
+            step: e.step,
+            totalSteps: e.totalSteps,
+            fraction: fractionFor(this.ctx.solver, e.phase, e.step, e.totalSteps),
+        };
+        const snapshot = e.snapshot ?? (e.dec ? this.snapshotFromDec(e.dec) : undefined);
+        if (snapshot !== undefined) {
+            event.snapshot = snapshot;
+        }
+        if (e.detail !== undefined) {
+            event.detail = e.detail;
+        }
+        this.onProgress(event);
+    }
+    /**
+     * Builds a snapshot from fresh solver triplets, adopting their arrays:
+     * applies the deterministic sign convention in place, then derives the
+     * variances and (when requested) the U·S scores.
+     */
+    snapshotFromDec(dec) {
+        const n = this.ctx.nRows;
+        const k = dec.s.length;
+        const p = dec.vt.length / k;
+        svdFlipVBased(dec.u, n, dec.vt, k, p);
+        const explainedVariance = new Float64Array(k);
+        for (let i = 0; i < k; i++) {
+            explainedVariance[i] = (dec.s[i] * dec.s[i]) / (n - 1);
+        }
+        const snapshot = {
+            components: new Matrix(dec.vt, k, p),
+            singularValues: dec.s,
+            explainedVariance,
+        };
+        if (this.wantScores) {
+            const scores = new Float64Array(n * k);
+            const f = Math.sqrt(n - 1);
+            for (let i = 0; i < n; i++) {
+                for (let c = 0; c < k; c++) {
+                    const u = dec.u[i * k + c];
+                    scores[i * k + c] = this.ctx.whiten ? u * f : u * dec.s[c];
+                }
+            }
+            snapshot.scores = new Matrix(scores, n, k);
+        }
+        return snapshot;
+    }
+}
+/**
+ * @internal Constructs a reporter only when there is a callback to feed —
+ * a null reporter means solvers skip all snapshot work.
+ */
+export function makeReporter(observer, ctx) {
+    const onProgress = observer?.onProgress;
+    return onProgress ? new ProgressReporter(onProgress, observer?.snapshot, ctx) : null;
+}
+//# sourceMappingURL=progress.js.map

package/dist/progress.js.map

@@ -0,0 +1 @@
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package/dist/scheduling.d.ts

@@ -0,0 +1,66 @@
+/**
+ * Cooperative scheduling for non-blocking fits: abort signalling, event-loop
+ * yielding, time-slice budgeting, and the two generator drivers (synchronous
+ * drain and time-sliced async). Environment-agnostic — browser main thread,
+ * Web Workers, and Node all work; every host global is feature-detected
+ * through `globalThis` (the build targets lib ES2022 only).
+ */
+/**
+ * Structural subset of `AbortSignal` read by the fit drivers, so any object
+ * with an `aborted` flag works (no DOM lib required).
+ */
+export interface AbortSignalLike {
+    readonly aborted: boolean;
+    readonly reason?: unknown;
+}
+/**
+ * Thrown (or rejected) when a fit is aborted through a signal that carries
+ * no `reason`. `name` is 'AbortError', matching the DOMException convention,
+ * so `err.name === 'AbortError'` identifies cancellations portably.
+ */
+export declare class FitAbortError extends Error {
+    readonly name = "AbortError";
+    constructor(message?: string);
+}
+/** Throws `signal.reason` (or a `FitAbortError`) when the signal is aborted. */
+export declare function throwIfAborted(signal?: AbortSignalLike | null): void;
+/**
+ * Resolves in a later macrotask, giving the host a chance to process input,
+ * rendering, and — crucially for cancellation — incoming messages. Prefers
+ * `setImmediate` (Node), then a `MessageChannel` round-trip, then
+ * `setTimeout(0)`.
+ */
+export declare function yieldToEventLoop(): Promise<void>;
+/**
+ * Tracks a wall-clock budget per event-loop slice. `pause()` returns null
+ * while the current slice has budget left — callers skip awaiting entirely,
+ * avoiding microtask churn in the hot loop — or a promise that yields to the
+ * event loop and restarts the budget.
+ */
+export declare class TimeSlicer {
+    private readonly budgetMs;
+    private readonly now;
+    private sliceStart;
+    constructor(budgetMs: number, nowFn?: () => number);
+    pause(): Promise<void> | null;
+}
+/**
+ * Drains a step generator synchronously — the classic blocking fit. The
+ * abort signal is checked before every step; on any exit before completion
+ * (abort, callback throw) the generator's `finally` blocks run via
+ * `gen.return`, releasing estimator state such as the re-entrancy flag.
+ */
+export declare function driveSync<T>(gen: Generator<void, T, void>, signal?: AbortSignalLike | null): T;
+export interface DriveAsyncOptions {
+    /** Milliseconds of solver work per event-loop slice (default 12). */
+    budgetMs?: number;
+    signal?: AbortSignalLike | null;
+}
+/**
+ * Drives a step generator cooperatively: runs steps until the slice's time
+ * budget is spent, then yields to the event loop. Yields once before the
+ * first step so callers can paint (a spinner, a disabled button) ahead of
+ * any heavy work. A `budgetMs` of 0 yields after every step.
+ */
+export declare function driveAsync<T>(gen: Generator<void, T, void>, options?: DriveAsyncOptions): Promise<T>;
+//# sourceMappingURL=scheduling.d.ts.map

package/dist/scheduling.d.ts.map

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package/dist/scheduling.js

@@ -0,0 +1,160 @@
+/**
+ * Cooperative scheduling for non-blocking fits: abort signalling, event-loop
+ * yielding, time-slice budgeting, and the two generator drivers (synchronous
+ * drain and time-sliced async). Environment-agnostic — browser main thread,
+ * Web Workers, and Node all work; every host global is feature-detected
+ * through `globalThis` (the build targets lib ES2022 only).
+ */
+/**
+ * Thrown (or rejected) when a fit is aborted through a signal that carries
+ * no `reason`. `name` is 'AbortError', matching the DOMException convention,
+ * so `err.name === 'AbortError'` identifies cancellations portably.
+ */
+export class FitAbortError extends Error {
+    name = 'AbortError';
+    constructor(message = 'The operation was aborted') {
+        super(message);
+    }
+}
+/** Throws `signal.reason` (or a `FitAbortError`) when the signal is aborted. */
+export function throwIfAborted(signal) {
+    if (signal?.aborted) {
+        throw signal.reason ?? new FitAbortError();
+    }
+}
+const GLOBALS = globalThis;
+let yieldImpl = null;
+/**
+ * Picks the best macrotask-yield mechanism available — once, lazily.
+ *
+ * Deliberately NOT `scheduler.yield()`: its continuation resumes at a
+ * priority above pending message events, so a slicing loop built on it
+ * starves incoming `postMessage` traffic — abort requests sent to a busy
+ * worker would only be seen after the fit finished. A MessageChannel
+ * round-trip queues behind already-arrived messages (same task source,
+ * FIFO), which is exactly the fairness cancellation needs, and it is not
+ * subject to setTimeout's >=4ms nesting clamp.
+ */
+function pickYieldImpl() {
+    if (typeof GLOBALS.setImmediate === 'function') {
+        // Node: cheaper than a channel and fair with worker_threads messages.
+        const setImmediateFn = GLOBALS.setImmediate;
+        return () => new Promise((resolve) => setImmediateFn(resolve));
+    }
+    if (typeof GLOBALS.MessageChannel === 'function') {
+        // One long-lived channel; each posted message wakes one waiter (FIFO).
+        const channel = new GLOBALS.MessageChannel();
+        const waiters = [];
+        channel.port1.onmessage = () => {
+            waiters.shift()?.();
+        };
+        return () => new Promise((resolve) => {
+            waiters.push(resolve);
+            channel.port2.postMessage(null);
+        });
+    }
+    if (typeof GLOBALS.setTimeout === 'function') {
+        const setTimeoutFn = GLOBALS.setTimeout;
+        return () => new Promise((resolve) => setTimeoutFn(resolve, 0));
+    }
+    // Hosts without timers: a microtask still lets chained promises interleave.
+    return () => Promise.resolve();
+}
+/**
+ * Resolves in a later macrotask, giving the host a chance to process input,
+ * rendering, and — crucially for cancellation — incoming messages. Prefers
+ * `setImmediate` (Node), then a `MessageChannel` round-trip, then
+ * `setTimeout(0)`.
+ */
+export function yieldToEventLoop() {
+    yieldImpl ??= pickYieldImpl();
+    return yieldImpl();
+}
+function defaultNow() {
+    const perf = GLOBALS.performance;
+    if (perf && typeof perf.now === 'function') {
+        return () => perf.now();
+    }
+    return () => Date.now();
+}
+/**
+ * Tracks a wall-clock budget per event-loop slice. `pause()` returns null
+ * while the current slice has budget left — callers skip awaiting entirely,
+ * avoiding microtask churn in the hot loop — or a promise that yields to the
+ * event loop and restarts the budget.
+ */
+export class TimeSlicer {
+    budgetMs;
+    now;
+    sliceStart;
+    constructor(budgetMs, nowFn) {
+        this.budgetMs = budgetMs;
+        this.now = nowFn ?? defaultNow();
+        this.sliceStart = this.now();
+    }
+    pause() {
+        if (this.now() - this.sliceStart < this.budgetMs) {
+            return null;
+        }
+        return yieldToEventLoop().then(() => {
+            this.sliceStart = this.now();
+        });
+    }
+}
+/**
+ * Drains a step generator synchronously — the classic blocking fit. The
+ * abort signal is checked before every step; on any exit before completion
+ * (abort, callback throw) the generator's `finally` blocks run via
+ * `gen.return`, releasing estimator state such as the re-entrancy flag.
+ */
+export function driveSync(gen, signal) {
+    let finished = false;
+    try {
+        for (;;) {
+            throwIfAborted(signal);
+            const step = gen.next();
+            if (step.done) {
+                finished = true;
+                return step.value;
+            }
+        }
+    }
+    finally {
+        if (!finished) {
+            gen.return(undefined);
+        }
+    }
+}
+/**
+ * Drives a step generator cooperatively: runs steps until the slice's time
+ * budget is spent, then yields to the event loop. Yields once before the
+ * first step so callers can paint (a spinner, a disabled button) ahead of
+ * any heavy work. A `budgetMs` of 0 yields after every step.
+ */
+export async function driveAsync(gen, options = {}) {
+    const signal = options.signal;
+    let finished = false;
+    try {
+        throwIfAborted(signal);
+        await yieldToEventLoop();
+        const slicer = new TimeSlicer(options.budgetMs ?? 12);
+        for (;;) {
+            throwIfAborted(signal);
+            const step = gen.next();
+            if (step.done) {
+                finished = true;
+                return step.value;
+            }
+            const pause = slicer.pause();
+            if (pause !== null) {
+                await pause;
+            }
+        }
+    }
+    finally {
+        if (!finished) {
+            gen.return(undefined);
+        }
+    }
+}
+//# sourceMappingURL=scheduling.js.map

package/dist/scheduling.js.map

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package/dist/types.d.ts

@@ -0,0 +1,10 @@
+/** Floating-point storage used throughout the library. */
+export type FloatArray = Float64Array | Float32Array;
+/** Storage dtype. Mirrors sklearn's float64/float32 handling. */
+export type Dtype = 'float64' | 'float32';
+export type FloatArrayConstructor = Float64ArrayConstructor | Float32ArrayConstructor;
+export declare function dtypeOf(a: FloatArray): Dtype;
+export declare function constructorFor(dtype: Dtype): FloatArrayConstructor;
+/** Machine epsilon for a dtype (numpy finfo(dtype).eps). */
+export declare function epsFor(dtype: Dtype): number;
+//# sourceMappingURL=types.d.ts.map

package/dist/types.d.ts.map

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