pca-web 0.1.0

package/dist/types.js

@@ -0,0 +1,11 @@
+export function dtypeOf(a) {
+    return a instanceof Float64Array ? 'float64' : 'float32';
+}
+export function constructorFor(dtype) {
+    return dtype === 'float64' ? Float64Array : Float32Array;
+}
+/** Machine epsilon for a dtype (numpy finfo(dtype).eps). */
+export function epsFor(dtype) {
+    return dtype === 'float64' ? 2.220446049250313e-16 : 1.1920929e-7;
+}
+//# sourceMappingURL=types.js.map

package/dist/types.js.map

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

@@ -0,0 +1,17 @@
+import type { Matrix } from './matrix.js';
+/** Thrown when a method requiring a fitted model is called before fit. */
+export declare class NotFittedError extends Error {
+    constructor(estimator: string);
+}
+/** Rejects NaN/Infinity, mirroring sklearn's input validation. */
+export declare function assertAllFinite(x: Matrix, context: string): void;
+/**
+ * Rejects fits on fewer than 2 samples. Every variance path divides by
+ * n − 1, so a single-sample fit can only produce an all-NaN model. sklearn
+ * permits it with a RuntimeWarning; with no warning channel here this is a
+ * deliberate, documented deviation. Message text mirrors sklearn's
+ * check_array(ensure_min_samples=2).
+ */
+export declare function assertMinSamplesForFit(x: Matrix, estimator: string): void;
+export declare function checkFeatureCount(x: Matrix, expected: number, estimator: string): void;
+//# sourceMappingURL=validation.d.ts.map

package/dist/validation.d.ts.map

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package/dist/validation.js

@@ -0,0 +1,36 @@
+/** Thrown when a method requiring a fitted model is called before fit. */
+export class NotFittedError extends Error {
+    constructor(estimator) {
+        super(`This ${estimator} instance is not fitted yet. ` +
+            `Call 'fit' with appropriate arguments before using this estimator.`);
+        this.name = 'NotFittedError';
+    }
+}
+/** Rejects NaN/Infinity, mirroring sklearn's input validation. */
+export function assertAllFinite(x, context) {
+    const d = x.data;
+    for (let i = 0; i < d.length; i++) {
+        if (!Number.isFinite(d[i])) {
+            throw new Error(`Input contains ${Number.isNaN(d[i]) ? 'NaN' : 'infinity'} (${context})`);
+        }
+    }
+}
+/**
+ * Rejects fits on fewer than 2 samples. Every variance path divides by
+ * n − 1, so a single-sample fit can only produce an all-NaN model. sklearn
+ * permits it with a RuntimeWarning; with no warning channel here this is a
+ * deliberate, documented deviation. Message text mirrors sklearn's
+ * check_array(ensure_min_samples=2).
+ */
+export function assertMinSamplesForFit(x, estimator) {
+    if (x.rows < 2) {
+        throw new Error(`Found array with ${x.rows} sample(s) (shape=(${x.rows}, ${x.cols})) ` +
+            `while a minimum of 2 is required by ${estimator}.`);
+    }
+}
+export function checkFeatureCount(x, expected, estimator) {
+    if (x.cols !== expected) {
+        throw new Error(`X has ${x.cols} features, but ${estimator} is expecting ${expected} features as input`);
+    }
+}
+//# sourceMappingURL=validation.js.map

package/dist/validation.js.map

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package/dist/webgpu/df64.d.ts

@@ -0,0 +1,18 @@
+/**
+ * double-single ("ds") encoding: each float64 is carried as an unevaluated
+ * sum of two float32 values (hi + lo), preserving ~48 significant bits.
+ * WGSL has no f64; the GEMM kernels multiply ds pairs exactly via fma and
+ * accumulate in exact integer bins (see kernels.ts).
+ *
+ * Matrices are prescaled by a power of two before encoding so their
+ * magnitude is ~1: power-of-two scaling is exact in f64, keeps every
+ * on-device grid in normal f32 range for any normal f64 input, and is
+ * undone exactly on the result.
+ */
+/** Largest |x|; 0 for an empty or all-zero array. */
+export declare function maxAbs(src: ArrayLike<number>): number;
+/** Power-of-two exponent s with |x|·2^-s ≤ ~1 for |x| ≤ max (0 for max = 0). */
+export declare function prescaleExponent(max: number): number;
+/** Packs values·2^-scaleExp into interleaved (hi, lo) f32 pairs. */
+export declare function encodeDs(src: ArrayLike<number>, scaleExp: number): Float32Array;
+//# sourceMappingURL=df64.d.ts.map

package/dist/webgpu/df64.d.ts.map

@@ -0,0 +1 @@
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package/dist/webgpu/df64.js

@@ -0,0 +1,42 @@
+/**
+ * double-single ("ds") encoding: each float64 is carried as an unevaluated
+ * sum of two float32 values (hi + lo), preserving ~48 significant bits.
+ * WGSL has no f64; the GEMM kernels multiply ds pairs exactly via fma and
+ * accumulate in exact integer bins (see kernels.ts).
+ *
+ * Matrices are prescaled by a power of two before encoding so their
+ * magnitude is ~1: power-of-two scaling is exact in f64, keeps every
+ * on-device grid in normal f32 range for any normal f64 input, and is
+ * undone exactly on the result.
+ */
+/** Largest |x|; 0 for an empty or all-zero array. */
+export function maxAbs(src) {
+    let m = 0;
+    for (let i = 0; i < src.length; i++) {
+        const a = Math.abs(src[i]);
+        if (a > m) {
+            m = a;
+        }
+    }
+    return m;
+}
+/** Power-of-two exponent s with |x|·2^-s ≤ ~1 for |x| ≤ max (0 for max = 0). */
+export function prescaleExponent(max) {
+    if (max === 0) {
+        return 0;
+    }
+    return Math.ceil(Math.log2(max));
+}
+/** Packs values·2^-scaleExp into interleaved (hi, lo) f32 pairs. */
+export function encodeDs(src, scaleExp) {
+    const scale = 2 ** -scaleExp; // exact for any reasonable exponent
+    const out = new Float32Array(src.length * 2);
+    for (let i = 0; i < src.length; i++) {
+        const x = src[i] * scale; // exact: power-of-two multiply
+        const hi = Math.fround(x);
+        out[2 * i] = hi;
+        out[2 * i + 1] = Math.fround(x - hi);
+    }
+    return out;
+}
+//# sourceMappingURL=df64.js.map

package/dist/webgpu/df64.js.map

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package/dist/webgpu/engine.d.ts

@@ -0,0 +1,74 @@
+/**
+ * WebGPU execution engine: device acquisition with feature detection, ds
+ * buffer management, and the exact-binned GEMM dispatch used by the
+ * WebGPUPCA frontend (see kernels.ts for the numerical design).
+ *
+ * The engine verifies at creation time that the kernel actually reaches
+ * near-f64 accuracy on the running driver; if the self-check fails,
+ * creation reports no engine and callers use the CPU path — numerical
+ * equivalence is part of the API contract.
+ */
+import type { FloatArray } from '../types.js';
+export interface WebGPUDeviceOptions {
+    /** Bring your own device (it will not be destroyed by dispose()). */
+    device?: GPUDevice;
+    powerPreference?: GPUPowerPreference;
+}
+/** True when a WebGPU implementation is present (browser or runtime flag). */
+export declare function isWebGPUSupported(): boolean;
+/** A device-resident ds matrix (prescaled by 2^-scaleExp). */
+export interface GpuMat {
+    readonly buffer: GPUBuffer;
+    readonly rows: number;
+    readonly cols: number;
+    readonly scaleExp: number;
+    destroy(): void;
+}
+export declare class GpuEngine {
+    readonly device: GPUDevice;
+    readonly adapterInfo: string;
+    private readonly ownsDevice;
+    private readonly pipelines;
+    private disposed;
+    private relError;
+    private constructor();
+    /** Achieved |C_gpu − C_cpu| / |C_cpu| in the creation-time GEMM self-check. */
+    get measuredRelError(): number;
+    /**
+     * Human-readable reason for the most recent create() returning null
+     * (feature detection, adapter/device failure, or self-check details).
+     */
+    static lastCreateError: string | null;
+    /**
+     * Acquires a device and verifies GEMM precision. Returns null when WebGPU
+     * is unavailable, the adapter/device request fails, or the precision
+     * self-check does not reach near-f64 accuracy.
+     */
+    static create(options?: WebGPUDeviceOptions): Promise<GpuEngine | null>;
+    /** Whether an (rows×cols) ds matrix fits the device's binding limits. */
+    canFit(rows: number, cols: number): boolean;
+    /** Uploads a matrix to the device, prescaled and ds-encoded. */
+    upload(data: FloatArray, rows: number, cols: number): GpuMat;
+    /** C = A @ b for a device-resident A and a small CPU panel b (cols×w). */
+    mulA(a: GpuMat, b: Float64Array, w: number): Promise<Float64Array>;
+    /** C = Aᵀ @ b for a device-resident A and a small CPU panel b (rows×w). */
+    mulAT(a: GpuMat, b: Float64Array, w: number): Promise<Float64Array>;
+    /** C = bᵀ @ A (w×cols) for a device-resident A and a small CPU panel b (rows×w). */
+    mulTA(a: GpuMat, b: Float64Array, w: number): Promise<Float64Array>;
+    /** Raw Gram matrix C = AᵀA (cols×cols) of a device-resident A. */
+    syrk(a: GpuMat): Promise<Float64Array>;
+    /** Projection C = X @ compᵀ (n×k) with both operands device-resident. */
+    project(x: GpuMat, comp: GpuMat): Promise<Float64Array>;
+    dispose(): void;
+    private pipeline;
+    /**
+     * Runs op(A)·op(B) with exact integer-binned accumulation, splitting the
+     * K dimension when it exceeds the per-dispatch overflow bound; chunk
+     * results are summed in f64. Returns plain f64 values (rescaled).
+     */
+    private gemm;
+    private dispatchChunk;
+    /** Runs a small GEMM whose exact f64 result is computed on the CPU. */
+    private precisionSelfCheck;
+}
+//# sourceMappingURL=engine.d.ts.map

package/dist/webgpu/engine.d.ts.map

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package/dist/webgpu/engine.js

@@ -0,0 +1,326 @@
+import { encodeDs, maxAbs, prescaleExponent } from './df64.js';
+import { BIN_LEVELS, gemmShader, MAX_K_PER_DISPATCH, OUT_SLOTS, TILE } from './kernels.js';
+/** True when a WebGPU implementation is present (browser or runtime flag). */
+export function isWebGPUSupported() {
+    const nav = globalThis.navigator;
+    return typeof nav?.gpu === 'object' && nav.gpu !== null;
+}
+export class GpuEngine {
+    device;
+    adapterInfo;
+    ownsDevice;
+    pipelines = new Map();
+    disposed = false;
+    relError = Number.NaN;
+    constructor(device, ownsDevice, adapterInfo) {
+        this.device = device;
+        this.ownsDevice = ownsDevice;
+        this.adapterInfo = adapterInfo;
+    }
+    /** Achieved |C_gpu − C_cpu| / |C_cpu| in the creation-time GEMM self-check. */
+    get measuredRelError() {
+        return this.relError;
+    }
+    /**
+     * Human-readable reason for the most recent create() returning null
+     * (feature detection, adapter/device failure, or self-check details).
+     */
+    static lastCreateError = null;
+    /**
+     * Acquires a device and verifies GEMM precision. Returns null when WebGPU
+     * is unavailable, the adapter/device request fails, or the precision
+     * self-check does not reach near-f64 accuracy.
+     */
+    static async create(options = {}) {
+        GpuEngine.lastCreateError = null;
+        let device = options.device ?? null;
+        const ownsDevice = device === null;
+        let adapterInfo = 'injected device';
+        if (device === null) {
+            if (!isWebGPUSupported()) {
+                GpuEngine.lastCreateError = 'navigator.gpu is not available';
+                return null;
+            }
+            const gpu = globalThis.navigator.gpu;
+            let adapter = null;
+            try {
+                adapter = await gpu.requestAdapter({
+                    powerPreference: options.powerPreference ?? 'high-performance',
+                });
+            }
+            catch (err) {
+                GpuEngine.lastCreateError = `requestAdapter threw: ${String(err)}`;
+                return null;
+            }
+            if (adapter === null) {
+                GpuEngine.lastCreateError = 'requestAdapter returned null';
+                return null;
+            }
+            const info = adapter.info;
+            adapterInfo = [info?.vendor, info?.architecture, info?.device, info?.description]
+                .filter((s) => typeof s === 'string' && s.length > 0)
+                .join(' / ');
+            try {
+                device = await adapter.requestDevice({
+                    requiredLimits: {
+                        maxStorageBufferBindingSize: adapter.limits.maxStorageBufferBindingSize,
+                        maxBufferSize: adapter.limits.maxBufferSize,
+                    },
+                });
+            }
+            catch (err) {
+                GpuEngine.lastCreateError = `requestDevice failed on "${adapterInfo}": ${String(err)}`;
+                return null;
+            }
+        }
+        const engine = new GpuEngine(device, ownsDevice, adapterInfo);
+        try {
+            engine.relError = await engine.precisionSelfCheck();
+            // Plain f32 accumulation would sit around 1e-7; the exact-binned
+            // kernel lands near 1e-14.
+            if (!(engine.relError < 1e-10)) {
+                GpuEngine.lastCreateError = `precision self-check too imprecise on "${adapterInfo}": relErr=${engine.relError.toExponential(2)}`;
+                engine.dispose();
+                return null;
+            }
+            return engine;
+        }
+        catch (err) {
+            GpuEngine.lastCreateError = `precision self-check failed on "${adapterInfo}": ${String(err)}`;
+            engine.dispose();
+            return null;
+        }
+    }
+    /** Whether an (rows×cols) ds matrix fits the device's binding limits. */
+    canFit(rows, cols) {
+        const dsBytes = rows * cols * 8;
+        const outBytes = rows * cols * OUT_SLOTS * 4;
+        const lim = this.device.limits;
+        const maxDim = Math.max(rows, cols);
+        return (dsBytes <= lim.maxStorageBufferBindingSize &&
+            outBytes <= lim.maxStorageBufferBindingSize &&
+            outBytes <= lim.maxBufferSize &&
+            Math.ceil(maxDim / TILE) <= lim.maxComputeWorkgroupsPerDimension);
+    }
+    /** Uploads a matrix to the device, prescaled and ds-encoded. */
+    upload(data, rows, cols) {
+        const scaleExp = prescaleExponent(maxAbs(data));
+        const ds = encodeDs(data, scaleExp);
+        const buffer = this.device.createBuffer({
+            size: ds.byteLength,
+            usage: GPUBufferUsage.STORAGE | GPUBufferUsage.COPY_DST,
+        });
+        this.device.queue.writeBuffer(buffer, 0, ds);
+        return { buffer, rows, cols, scaleExp, destroy: () => buffer.destroy() };
+    }
+    /** C = A @ b for a device-resident A and a small CPU panel b (cols×w). */
+    async mulA(a, b, w) {
+        const panel = this.upload(b, a.cols, w);
+        try {
+            return await this.gemm({ a, b: panel, ta: false, tb: false, m: a.rows, n: w, k: a.cols });
+        }
+        finally {
+            panel.destroy();
+        }
+    }
+    /** C = Aᵀ @ b for a device-resident A and a small CPU panel b (rows×w). */
+    async mulAT(a, b, w) {
+        const panel = this.upload(b, a.rows, w);
+        try {
+            return await this.gemm({ a, b: panel, ta: true, tb: false, m: a.cols, n: w, k: a.rows });
+        }
+        finally {
+            panel.destroy();
+        }
+    }
+    /** C = bᵀ @ A (w×cols) for a device-resident A and a small CPU panel b (rows×w). */
+    async mulTA(a, b, w) {
+        const panel = this.upload(b, a.rows, w);
+        try {
+            return await this.gemm({
+                a: panel,
+                b: a,
+                ta: true,
+                tb: false,
+                m: w,
+                n: a.cols,
+                k: a.rows,
+            });
+        }
+        finally {
+            panel.destroy();
+        }
+    }
+    /** Raw Gram matrix C = AᵀA (cols×cols) of a device-resident A. */
+    async syrk(a) {
+        return this.gemm({ a, b: a, ta: true, tb: false, m: a.cols, n: a.cols, k: a.rows });
+    }
+    /** Projection C = X @ compᵀ (n×k) with both operands device-resident. */
+    async project(x, comp) {
+        return this.gemm({ a: x, b: comp, ta: false, tb: true, m: x.rows, n: comp.rows, k: x.cols });
+    }
+    dispose() {
+        if (this.disposed) {
+            return;
+        }
+        this.disposed = true;
+        this.pipelines.clear();
+        if (this.ownsDevice) {
+            this.device.destroy();
+        }
+    }
+    // ------------------------------------------------------------------
+    pipeline(ta, tb) {
+        const key = `${ta}-${tb}`;
+        let p = this.pipelines.get(key);
+        if (p === undefined) {
+            const module = this.device.createShaderModule({ code: gemmShader(ta, tb) });
+            p = this.device.createComputePipeline({
+                layout: 'auto',
+                compute: { module, entryPoint: 'main' },
+            });
+            this.pipelines.set(key, p);
+        }
+        return p;
+    }
+    /**
+     * Runs op(A)·op(B) with exact integer-binned accumulation, splitting the
+     * K dimension when it exceeds the per-dispatch overflow bound; chunk
+     * results are summed in f64. Returns plain f64 values (rescaled).
+     */
+    async gemm(spec) {
+        const out = new Float64Array(spec.m * spec.n);
+        // Grid exponent: prescaled inputs are ≤ 1 in magnitude, so every
+        // product term is < 2^1; +2 gives headroom for the bound being lax.
+        const e = 2;
+        const resultScale = 2 ** (spec.a.scaleExp + spec.b.scaleExp);
+        for (let kStart = 0; kStart < spec.k; kStart += MAX_K_PER_DISPATCH) {
+            const kCount = Math.min(MAX_K_PER_DISPATCH, spec.k - kStart);
+            const bins = await this.dispatchChunk(spec, kStart, kCount, e);
+            for (let i = 0; i < out.length; i++) {
+                const base = i * OUT_SLOTS;
+                let acc = 0;
+                for (let lvl = 0; lvl < BIN_LEVELS; lvl++) {
+                    acc += bins[base + lvl] * 2 ** (e - 13 * (lvl + 1));
+                }
+                out[i] += acc;
+            }
+        }
+        if (resultScale !== 1) {
+            for (let i = 0; i < out.length; i++) {
+                out[i] *= resultScale;
+            }
+        }
+        return out;
+    }
+    async dispatchChunk(spec, kStart, kCount, e) {
+        const { device } = this;
+        const outBytes = spec.m * spec.n * OUT_SLOTS * 4;
+        device.pushErrorScope('out-of-memory');
+        device.pushErrorScope('validation');
+        const out = device.createBuffer({
+            size: outBytes,
+            usage: GPUBufferUsage.STORAGE | GPUBufferUsage.COPY_SRC,
+        });
+        const staging = device.createBuffer({
+            size: outBytes,
+            usage: GPUBufferUsage.MAP_READ | GPUBufferUsage.COPY_DST,
+        });
+        const dims = device.createBuffer({
+            size: 32,
+            usage: GPUBufferUsage.UNIFORM | GPUBufferUsage.COPY_DST,
+        });
+        const dimsData = new ArrayBuffer(32);
+        const u32 = new Uint32Array(dimsData);
+        const i32 = new Int32Array(dimsData);
+        u32[0] = spec.m;
+        u32[1] = spec.n;
+        u32[2] = spec.k;
+        u32[3] = kStart;
+        u32[4] = kCount;
+        i32[5] = e;
+        device.queue.writeBuffer(dims, 0, dimsData);
+        const pipeline = this.pipeline(spec.ta, spec.tb);
+        const bind = device.createBindGroup({
+            layout: pipeline.getBindGroupLayout(0),
+            entries: [
+                { binding: 0, resource: { buffer: spec.a.buffer } },
+                { binding: 1, resource: { buffer: spec.b.buffer } },
+                { binding: 2, resource: { buffer: out } },
+                { binding: 3, resource: { buffer: dims } },
+            ],
+        });
+        const encoder = device.createCommandEncoder();
+        const pass = encoder.beginComputePass();
+        pass.setPipeline(pipeline);
+        pass.setBindGroup(0, bind);
+        pass.dispatchWorkgroups(Math.ceil(spec.n / TILE), Math.ceil(spec.m / TILE));
+        pass.end();
+        encoder.copyBufferToBuffer(out, 0, staging, 0, outBytes);
+        device.queue.submit([encoder.finish()]);
+        try {
+            const validationError = await device.popErrorScope();
+            const oomError = await device.popErrorScope();
+            if (validationError || oomError) {
+                throw new Error(`WebGPU GEMM failed: ${(validationError ?? oomError)?.message}`);
+            }
+            await staging.mapAsync(GPUMapMode.READ);
+            const bins = new Int32Array(staging.getMappedRange().slice(0));
+            staging.unmap();
+            return bins;
+        }
+        finally {
+            out.destroy();
+            staging.destroy();
+            dims.destroy();
+        }
+    }
+    /** Runs a small GEMM whose exact f64 result is computed on the CPU. */
+    async precisionSelfCheck() {
+        const m = 33;
+        const k = 47;
+        const n = 29;
+        // Deterministic values with nontrivial low-order bits (exercise the lo
+        // halves of the ds encoding and the deep bin levels).
+        const a = new Float64Array(m * k);
+        const b = new Float64Array(k * n);
+        for (let i = 0; i < a.length; i++) {
+            a[i] = Math.sin(i + 1) * 3 + 1e-9 * Math.cos(i * 7);
+        }
+        for (let i = 0; i < b.length; i++) {
+            b[i] = Math.cos(i + 2) * 2 + 1e-9 * Math.sin(i * 5);
+        }
+        const ref = new Float64Array(m * n);
+        for (let i = 0; i < m; i++) {
+            for (let j = 0; j < n; j++) {
+                let acc = 0;
+                for (let l = 0; l < k; l++) {
+                    acc += a[i * k + l] * b[l * n + j];
+                }
+                ref[i * n + j] = acc;
+            }
+        }
+        const ga = this.upload(a, m, k);
+        const gb = this.upload(b, k, n);
+        try {
+            const got = await this.gemm({ a: ga, b: gb, ta: false, tb: false, m, n, k });
+            let refMax = 0;
+            for (let i = 0; i < ref.length; i++) {
+                refMax = Math.max(refMax, Math.abs(ref[i]));
+            }
+            let worst = 0;
+            for (let i = 0; i < ref.length; i++) {
+                // Scale-aware denominator: a near-cancelled reference entry must not
+                // spuriously fail the check (its absolute error is what matters).
+                const denom = Math.max(Math.abs(ref[i]), 1e-3 * refMax);
+                worst = Math.max(worst, Math.abs(got[i] - ref[i]) / denom);
+            }
+            return worst;
+        }
+        finally {
+            ga.destroy();
+            gb.destroy();
+        }
+    }
+}
+//# sourceMappingURL=engine.js.map

package/dist/webgpu/engine.js.map

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