pca-web 0.1.0

package/dist/model.d.ts

@@ -0,0 +1,86 @@
+/**
+ * Plain serializable model objects: the currency for worker transfer
+ * (`postMessage`), `structuredClone`, and IndexedDB persistence — all of
+ * which handle typed arrays natively. `modelToJSON`/`modelFromJSON` cover
+ * text transports bit-exactly (JS number formatting is shortest-roundtrip);
+ * structured clone / IndexedDB remain the primary, cheaper path.
+ *
+ * This module is part of the worker client's import graph, so it must stay
+ * free of value imports from estimator/solver code (types only).
+ */
+import type { PowerIterationNormalizer, SvdSolver } from './pca.js';
+import { type Dtype, type FloatArray } from './types.js';
+export declare const PCA_MODEL_FORMAT_VERSION = 1;
+/** Fields shared by both estimators' models. */
+export interface PCAModelBaseFields {
+    formatVersion: typeof PCA_MODEL_FORMAT_VERSION;
+    /** Storage dtype of the fitted attributes ('float64' | 'float32'). */
+    dtype: Dtype;
+    nComponents: number;
+    nFeaturesIn: number;
+    whiten: boolean;
+    noiseVariance: number;
+    /** k×p row-major principal axes (tight copy). */
+    components: FloatArray;
+    /** Per-feature training mean, length p. */
+    mean: FloatArray;
+    /** Length k. */
+    explainedVariance: FloatArray;
+    /** Length k. */
+    explainedVarianceRatio: FloatArray;
+    /** Length k. */
+    singularValues: FloatArray;
+}
+/**
+ * Serializable PCA constructor options. A live `RandomState` instance
+ * cannot be serialized and degrades to null (refits of a rehydrated
+ * estimator are then unseeded); numeric seeds round-trip exactly.
+ */
+export interface PCAModelOptions {
+    nComponents: number | 'mle' | null;
+    copy: boolean;
+    whiten: boolean;
+    svdSolver: SvdSolver;
+    tol: number;
+    iteratedPower: number | 'auto';
+    nOversamples: number;
+    powerIterationNormalizer: PowerIterationNormalizer;
+    randomState: number | null;
+}
+export interface IncrementalPCAModelOptions {
+    nComponents: number | null;
+    whiten: boolean;
+    copy: boolean;
+    batchSize: number | null;
+}
+export interface PCAModel extends PCAModelBaseFields {
+    estimator: 'pca';
+    nSamples: number;
+    /** The solver the fit actually used (sklearn's `_fit_svd_solver`). */
+    svdSolver: Exclude<SvdSolver, 'auto'>;
+    options: PCAModelOptions;
+}
+export interface IncrementalPCAModel extends PCAModelBaseFields {
+    estimator: 'ipca';
+    nSamplesSeen: number;
+    /** Per-feature running variance (always float64), length p. */
+    variance: Float64Array;
+    /** Set by fit(); null when the model was built via partialFit only. */
+    batchSize: number | null;
+    options: IncrementalPCAModelOptions;
+}
+export type AnyPCAModel = PCAModel | IncrementalPCAModel;
+/**
+ * Structural validation of a (possibly deserialized or foreign) model
+ * object. Throws with a specific message on the first problem found.
+ */
+export declare function assertValidModel(model: unknown, expected?: 'pca' | 'ipca'): asserts model is AnyPCAModel;
+/**
+ * Serializes a model to a JSON string, with typed arrays as plain number
+ * arrays. JavaScript prints doubles in shortest-roundtrip form, so parsing
+ * restores every value bit-exactly (float32 payloads are exact in float64).
+ */
+export declare function modelToJSON(model: AnyPCAModel): string;
+/** Parses `modelToJSON` output back into a validated model object. */
+export declare function modelFromJSON(json: string): AnyPCAModel;
+//# sourceMappingURL=model.d.ts.map

package/dist/model.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"model.d.ts","sourceRoot":"","sources":["../src/model.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AACH,OAAO,KAAK,EAAE,wBAAwB,EAAE,SAAS,EAAE,MAAM,UAAU,CAAC;AACpE,OAAO,EAAkB,KAAK,KAAK,EAAE,KAAK,UAAU,EAAE,MAAM,YAAY,CAAC;AAEzE,eAAO,MAAM,wBAAwB,IAAI,CAAC;AAE1C,gDAAgD;AAChD,MAAM,WAAW,kBAAkB;IACjC,aAAa,EAAE,OAAO,wBAAwB,CAAC;IAC/C,sEAAsE;IACtE,KAAK,EAAE,KAAK,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,OAAO,CAAC;IAChB,aAAa,EAAE,MAAM,CAAC;IACtB,iDAAiD;IACjD,UAAU,EAAE,UAAU,CAAC;IACvB,2CAA2C;IAC3C,IAAI,EAAE,UAAU,CAAC;IACjB,gBAAgB;IAChB,iBAAiB,EAAE,UAAU,CAAC;IAC9B,gBAAgB;IAChB,sBAAsB,EAAE,UAAU,CAAC;IACnC,gBAAgB;IAChB,cAAc,EAAE,UAAU,CAAC;CAC5B;AAED;;;;GAIG;AACH,MAAM,WAAW,eAAe;IAC9B,WAAW,EAAE,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC;IACnC,IAAI,EAAE,OAAO,CAAC;IACd,MAAM,EAAE,OAAO,CAAC;IAChB,SAAS,EAAE,SAAS,CAAC;IACrB,GAAG,EAAE,MAAM,CAAC;IACZ,aAAa,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,YAAY,EAAE,MAAM,CAAC;IACrB,wBAAwB,EAAE,wBAAwB,CAAC;IACnD,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED,MAAM,WAAW,0BAA0B;IACzC,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;IAC3B,MAAM,EAAE,OAAO,CAAC;IAChB,IAAI,EAAE,OAAO,CAAC;IACd,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;CAC1B;AAED,MAAM,WAAW,QAAS,SAAQ,kBAAkB;IAClD,SAAS,EAAE,KAAK,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,sEAAsE;IACtE,SAAS,EAAE,OAAO,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;IACtC,OAAO,EAAE,eAAe,CAAC;CAC1B;AAED,MAAM,WAAW,mBAAoB,SAAQ,kBAAkB;IAC7D,SAAS,EAAE,MAAM,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,+DAA+D;IAC/D,QAAQ,EAAE,YAAY,CAAC;IACvB,uEAAuE;IACvE,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IACzB,OAAO,EAAE,0BAA0B,CAAC;CACrC;AAED,MAAM,MAAM,WAAW,GAAG,QAAQ,GAAG,mBAAmB,CAAC;AA6BzD;;;GAGG;AACH,wBAAgB,gBAAgB,CAC9B,KAAK,EAAE,OAAO,EACd,QAAQ,CAAC,EAAE,KAAK,GAAG,MAAM,GACxB,OAAO,CAAC,KAAK,IAAI,WAAW,CA4D9B;AAeD;;;;GAIG;AACH,wBAAgB,WAAW,CAAC,KAAK,EAAE,WAAW,GAAG,MAAM,CAUtD;AAED,sEAAsE;AACtE,wBAAgB,aAAa,CAAC,IAAI,EAAE,MAAM,GAAG,WAAW,CAkBvD"}

package/dist/model.js

@@ -0,0 +1,132 @@
+import { constructorFor } from './types.js';
+export const PCA_MODEL_FORMAT_VERSION = 1;
+const RESOLVED_SOLVERS = ['full', 'covariance_eigh', 'arpack', 'randomized'];
+function fail(msg) {
+    throw new Error(`Invalid PCA model: ${msg}`);
+}
+function checkArray(value, name, length, dtype) {
+    if (!(value instanceof Float64Array) && !(value instanceof Float32Array)) {
+        fail(`${name} must be a Float64Array or Float32Array`);
+    }
+    if (dtype !== 'any' && !(value instanceof constructorFor(dtype))) {
+        fail(`${name} must be a ${dtype === 'float64' ? 'Float64Array' : 'Float32Array'}`);
+    }
+    if (value.length !== length) {
+        fail(`${name} must have length ${length}, got ${value.length}`);
+    }
+}
+function isPositiveInt(v) {
+    return typeof v === 'number' && Number.isInteger(v) && v >= 1;
+}
+/**
+ * Structural validation of a (possibly deserialized or foreign) model
+ * object. Throws with a specific message on the first problem found.
+ */
+export function assertValidModel(model, expected) {
+    if (typeof model !== 'object' || model === null) {
+        fail('not an object');
+    }
+    const m = model;
+    if (m.formatVersion !== PCA_MODEL_FORMAT_VERSION) {
+        fail(`unsupported formatVersion ${String(m.formatVersion)} (this build reads version ${PCA_MODEL_FORMAT_VERSION})`);
+    }
+    if (m.estimator !== 'pca' && m.estimator !== 'ipca') {
+        fail(`estimator must be 'pca' or 'ipca', got ${String(m.estimator)}`);
+    }
+    if (expected !== undefined && m.estimator !== expected) {
+        fail(`expected a '${expected}' model, got '${String(m.estimator)}'`);
+    }
+    if (m.dtype !== 'float64' && m.dtype !== 'float32') {
+        fail(`dtype must be 'float64' or 'float32', got ${String(m.dtype)}`);
+    }
+    const dtype = m.dtype;
+    if (typeof m.nComponents !== 'number' || !Number.isInteger(m.nComponents) || m.nComponents < 0) {
+        fail(`nComponents must be a non-negative integer, got ${String(m.nComponents)}`);
+    }
+    if (!isPositiveInt(m.nFeaturesIn)) {
+        fail(`nFeaturesIn must be a positive integer, got ${String(m.nFeaturesIn)}`);
+    }
+    const k = m.nComponents;
+    const p = m.nFeaturesIn;
+    if (typeof m.whiten !== 'boolean') {
+        fail('whiten must be a boolean');
+    }
+    if (typeof m.noiseVariance !== 'number' || !Number.isFinite(m.noiseVariance)) {
+        fail('noiseVariance must be a finite number');
+    }
+    checkArray(m.components, 'components', k * p, dtype);
+    checkArray(m.explainedVariance, 'explainedVariance', k, dtype);
+    checkArray(m.explainedVarianceRatio, 'explainedVarianceRatio', k, dtype);
+    checkArray(m.singularValues, 'singularValues', k, dtype);
+    if (typeof m.options !== 'object' || m.options === null) {
+        fail('options must be an object');
+    }
+    if (m.estimator === 'pca') {
+        checkArray(m.mean, 'mean', p, dtype);
+        if (!isPositiveInt(m.nSamples)) {
+            fail(`nSamples must be a positive integer, got ${String(m.nSamples)}`);
+        }
+        if (!RESOLVED_SOLVERS.includes(m.svdSolver)) {
+            fail(`svdSolver must be one of ${RESOLVED_SOLVERS.join(', ')}, got ${String(m.svdSolver)}`);
+        }
+    }
+    else {
+        // IncrementalPCA keeps float64 statistics regardless of the model dtype.
+        checkArray(m.mean, 'mean', p, 'float64');
+        checkArray(m.variance, 'variance', p, 'float64');
+        if (!isPositiveInt(m.nSamplesSeen)) {
+            fail(`nSamplesSeen must be a positive integer, got ${String(m.nSamplesSeen)}`);
+        }
+        if (m.batchSize !== null && !isPositiveInt(m.batchSize)) {
+            fail(`batchSize must be a positive integer or null, got ${String(m.batchSize)}`);
+        }
+    }
+}
+// ---------------------------------------------------------------------
+// JSON transport (bit-exact via shortest-roundtrip number formatting)
+// ---------------------------------------------------------------------
+const ARRAY_FIELDS = [
+    'components',
+    'mean',
+    'explainedVariance',
+    'explainedVarianceRatio',
+    'singularValues',
+    'variance',
+];
+/**
+ * Serializes a model to a JSON string, with typed arrays as plain number
+ * arrays. JavaScript prints doubles in shortest-roundtrip form, so parsing
+ * restores every value bit-exactly (float32 payloads are exact in float64).
+ */
+export function modelToJSON(model) {
+    assertValidModel(model);
+    const out = { ...model };
+    for (const f of ARRAY_FIELDS) {
+        const v = model[f];
+        if (v instanceof Float64Array || v instanceof Float32Array) {
+            out[f] = Array.from(v);
+        }
+    }
+    return JSON.stringify(out);
+}
+/** Parses `modelToJSON` output back into a validated model object. */
+export function modelFromJSON(json) {
+    const raw = JSON.parse(json);
+    if (typeof raw !== 'object' || raw === null) {
+        fail('JSON payload is not an object');
+    }
+    const dtype = raw.dtype === 'float32' ? 'float32' : 'float64';
+    const Ctor = constructorFor(dtype);
+    for (const f of ARRAY_FIELDS) {
+        const v = raw[f];
+        if (Array.isArray(v)) {
+            // IncrementalPCA keeps float64 running statistics regardless of the
+            // model dtype; every other array carries the model dtype.
+            const forceF64 = f === 'variance' || (f === 'mean' && raw.estimator === 'ipca');
+            raw[f] = forceF64 ? Float64Array.from(v) : Ctor.from(v);
+        }
+    }
+    assertValidModel(raw);
+    return raw;
+}
+//# sourceMappingURL=model.js.map

package/dist/model.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"model.js","sourceRoot":"","sources":["../src/model.ts"],"names":[],"mappings":"AAWA,OAAO,EAAE,cAAc,EAA+B,MAAM,YAAY,CAAC;AAEzE,MAAM,CAAC,MAAM,wBAAwB,GAAG,CAAC,CAAC;AAmE1C,MAAM,gBAAgB,GAAG,CAAC,MAAM,EAAE,iBAAiB,EAAE,QAAQ,EAAE,YAAY,CAAU,CAAC;AAEtF,SAAS,IAAI,CAAC,GAAW;IACvB,MAAM,IAAI,KAAK,CAAC,sBAAsB,GAAG,EAAE,CAAC,CAAC;AAC/C,CAAC;AAED,SAAS,UAAU,CACjB,KAAc,EACd,IAAY,EACZ,MAAc,EACd,KAAoB;IAEpB,IAAI,CAAC,CAAC,KAAK,YAAY,YAAY,CAAC,IAAI,CAAC,CAAC,KAAK,YAAY,YAAY,CAAC,EAAE,CAAC;QACzE,IAAI,CAAC,GAAG,IAAI,yCAAyC,CAAC,CAAC;IACzD,CAAC;IACD,IAAI,KAAK,KAAK,KAAK,IAAI,CAAC,CAAC,KAAK,YAAY,cAAc,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC;QACjE,IAAI,CAAC,GAAG,IAAI,cAAc,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,cAAc,EAAE,CAAC,CAAC;IACrF,CAAC;IACD,IAAI,KAAK,CAAC,MAAM,KAAK,MAAM,EAAE,CAAC;QAC5B,IAAI,CAAC,GAAG,IAAI,qBAAqB,MAAM,SAAS,KAAK,CAAC,MAAM,EAAE,CAAC,CAAC;IAClE,CAAC;AACH,CAAC;AAED,SAAS,aAAa,CAAC,CAAU;IAC/B,OAAO,OAAO,CAAC,KAAK,QAAQ,IAAI,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;AAChE,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,gBAAgB,CAC9B,KAAc,EACd,QAAyB;IAEzB,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,KAAK,IAAI,EAAE,CAAC;QAChD,IAAI,CAAC,eAAe,CAAC,CAAC;IACxB,CAAC;IACD,MAAM,CAAC,GAAG,KAAgC,CAAC;IAC3C,IAAI,CAAC,CAAC,aAAa,KAAK,wBAAwB,EAAE,CAAC;QACjD,IAAI,CACF,6BAA6B,MAAM,CAAC,CAAC,CAAC,aAAa,CAAC,8BAA8B,wBAAwB,GAAG,CAC9G,CAAC;IACJ,CAAC;IACD,IAAI,CAAC,CAAC,SAAS,KAAK,KAAK,IAAI,CAAC,CAAC,SAAS,KAAK,MAAM,EAAE,CAAC;QACpD,IAAI,CAAC,0CAA0C,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;IACxE,CAAC;IACD,IAAI,QAAQ,KAAK,SAAS,IAAI,CAAC,CAAC,SAAS,KAAK,QAAQ,EAAE,CAAC;QACvD,IAAI,CAAC,eAAe,QAAQ,iBAAiB,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;IACvE,CAAC;IACD,IAAI,CAAC,CAAC,KAAK,KAAK,SAAS,IAAI,CAAC,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;QACnD,IAAI,CAAC,6CAA6C,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IACvE,CAAC;IACD,MAAM,KAAK,GAAG,CAAC,CAAC,KAAc,CAAC;IAC/B,IAAI,OAAO,CAAC,CAAC,WAAW,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC,WAAW,GAAG,CAAC,EAAE,CAAC;QAC/F,IAAI,CAAC,mDAAmD,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;IACnF,CAAC;IACD,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE,CAAC;QAClC,IAAI,CAAC,+CAA+C,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;IAC/E,CAAC;IACD,MAAM,CAAC,GAAG,CAAC,CAAC,WAAqB,CAAC;IAClC,MAAM,CAAC,GAAG,CAAC,CAAC,WAAqB,CAAC;IAClC,IAAI,OAAO,CAAC,CAAC,MAAM,KAAK,SAAS,EAAE,CAAC;QAClC,IAAI,CAAC,0BAA0B,CAAC,CAAC;IACnC,CAAC;IACD,IAAI,OAAO,CAAC,CAAC,aAAa,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,CAAC,EAAE,CAAC;QAC7E,IAAI,CAAC,uCAAuC,CAAC,CAAC;IAChD,CAAC;IACD,UAAU,CAAC,CAAC,CAAC,UAAU,EAAE,YAAY,EAAE,CAAC,GAAG,CAAC,EAAE,KAAK,CAAC,CAAC;IACrD,UAAU,CAAC,CAAC,CAAC,iBAAiB,EAAE,mBAAmB,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC;IAC/D,UAAU,CAAC,CAAC,CAAC,sBAAsB,EAAE,wBAAwB,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC;IACzE,UAAU,CAAC,CAAC,CAAC,cAAc,EAAE,gBAAgB,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC;IACzD,IAAI,OAAO,CAAC,CAAC,OAAO,KAAK,QAAQ,IAAI,CAAC,CAAC,OAAO,KAAK,IAAI,EAAE,CAAC;QACxD,IAAI,CAAC,2BAA2B,CAAC,CAAC;IACpC,CAAC;IACD,IAAI,CAAC,CAAC,SAAS,KAAK,KAAK,EAAE,CAAC;QAC1B,UAAU,CAAC,CAAC,CAAC,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC;QACrC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC;YAC/B,IAAI,CAAC,4CAA4C,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC;QACzE,CAAC;QACD,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,CAAC,CAAC,SAA8C,CAAC,EAAE,CAAC;YACjF,IAAI,CAAC,4BAA4B,gBAAgB,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9F,CAAC;IACH,CAAC;SAAM,CAAC;QACN,yEAAyE;QACzE,UAAU,CAAC,CAAC,CAAC,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC;QACzC,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,UAAU,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC;QACjD,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC,EAAE,CAAC;YACnC,IAAI,CAAC,gDAAgD,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC;QACjF,CAAC;QACD,IAAI,CAAC,CAAC,SAAS,KAAK,IAAI,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC;YACxD,IAAI,CAAC,qDAAqD,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QACnF,CAAC;IACH,CAAC;AACH,CAAC;AAED,wEAAwE;AACxE,sEAAsE;AACtE,wEAAwE;AAExE,MAAM,YAAY,GAAG;IACnB,YAAY;IACZ,MAAM;IACN,mBAAmB;IACnB,wBAAwB;IACxB,gBAAgB;IAChB,UAAU;CACF,CAAC;AAEX;;;;GAIG;AACH,MAAM,UAAU,WAAW,CAAC,KAAkB;IAC5C,gBAAgB,CAAC,KAAK,CAAC,CAAC;IACxB,MAAM,GAAG,GAA4B,EAAE,GAAG,KAAK,EAAE,CAAC;IAClD,KAAK,MAAM,CAAC,IAAI,YAAY,EAAE,CAAC;QAC7B,MAAM,CAAC,GAAI,KAA4C,CAAC,CAAC,CAAC,CAAC;QAC3D,IAAI,CAAC,YAAY,YAAY,IAAI,CAAC,YAAY,YAAY,EAAE,CAAC;YAC3D,GAAG,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzB,CAAC;IACH,CAAC;IACD,OAAO,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;AAC7B,CAAC;AAED,sEAAsE;AACtE,MAAM,UAAU,aAAa,CAAC,IAAY;IACxC,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAA4B,CAAC;IACxD,IAAI,OAAO,GAAG,KAAK,QAAQ,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QAC5C,IAAI,CAAC,+BAA+B,CAAC,CAAC;IACxC,CAAC;IACD,MAAM,KAAK,GAAU,GAAG,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC;IACrE,MAAM,IAAI,GAAG,cAAc,CAAC,KAAK,CAAC,CAAC;IACnC,KAAK,MAAM,CAAC,IAAI,YAAY,EAAE,CAAC;QAC7B,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACjB,IAAI,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC;YACrB,oEAAoE;YACpE,0DAA0D;YAC1D,MAAM,QAAQ,GAAG,CAAC,KAAK,UAAU,IAAI,CAAC,CAAC,KAAK,MAAM,IAAI,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC;YAChF,GAAG,CAAC,CAAC,CAAC,GAAG,QAAQ,CAAC,CAAC,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QAC1D,CAAC;IACH,CAAC;IACD,gBAAgB,CAAC,GAAG,CAAC,CAAC;IACtB,OAAO,GAAG,CAAC;AACb,CAAC"}

package/dist/numeric/blas.d.ts

@@ -0,0 +1,33 @@
+/**
+ * Dense row-major matrix kernels. Inputs may be Float64Array or Float32Array
+ * (large data arrays keep their storage dtype); all accumulation happens in
+ * float64 (JS numbers) and results are produced as Float64Array.
+ */
+import type { FloatArray } from '../types.js';
+/** C (m×n) = A (m×k) @ B (k×n). */
+export declare function matmul(a: FloatArray, b: FloatArray, m: number, k: number, n: number): Float64Array;
+/** C (k1×k2) = Aᵀ @ B where A is (m×k1) and B is (m×k2). */
+export declare function matmulTransA(a: FloatArray, b: FloatArray, m: number, k1: number, k2: number): Float64Array;
+/** C (m×n) = A (m×k) @ Bᵀ where B is (n×k). */
+export declare function matmulTransB(a: FloatArray, b: FloatArray, m: number, k: number, n: number): Float64Array;
+/**
+ * One row range of the symmetric rank-k update: accumulates rows
+ * [rowStart, rowEnd) of A (·×p) into the upper triangle of `c` (p×p).
+ * Accumulation is strictly row-sequential, so chunked calls over
+ * consecutive ranges produce bitwise the same result as one full pass.
+ */
+export declare function syrkTChunk(a: FloatArray, p: number, rowStart: number, rowEnd: number, c: Float64Array): void;
+/** Mirrors the upper triangle of `c` (p×p) into the lower triangle. */
+export declare function syrkTMirror(c: Float64Array, p: number): void;
+/**
+ * Symmetric rank-k update: C (p×p) = Aᵀ @ A for A (n×p). Computes the upper
+ * triangle and mirrors it, halving the flops vs a generic matmul.
+ */
+export declare function syrkT(a: FloatArray, n: number, p: number): Float64Array;
+/** y (m) = A (m×n) @ x (n). */
+export declare function matvec(a: FloatArray, x: FloatArray, m: number, n: number): Float64Array;
+/** y (n) = Aᵀ (n×m) @ x (m) where A is (m×n). */
+export declare function matvecTransA(a: FloatArray, x: FloatArray, m: number, n: number): Float64Array;
+/** Out-of-place transpose: returns Bᵀ (n×m) for B (m×n). */
+export declare function transpose(a: FloatArray, m: number, n: number): Float64Array;
+//# sourceMappingURL=blas.d.ts.map

package/dist/numeric/blas.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"blas.d.ts","sourceRoot":"","sources":["../../src/numeric/blas.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AACH,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAE9C,mCAAmC;AACnC,wBAAgB,MAAM,CACpB,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,GACR,YAAY,CAgBd;AAED,4DAA4D;AAC5D,wBAAgB,YAAY,CAC1B,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,MAAM,EACT,EAAE,EAAE,MAAM,EACV,EAAE,EAAE,MAAM,GACT,YAAY,CAgBd;AAED,+CAA+C;AAC/C,wBAAgB,YAAY,CAC1B,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,GACR,YAAY,CAed;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CACxB,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,MAAM,EACT,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,EACd,CAAC,EAAE,YAAY,GACd,IAAI,CAaN;AAED,uEAAuE;AACvE,wBAAgB,WAAW,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,MAAM,GAAG,IAAI,CAM5D;AAED;;;GAGG;AACH,wBAAgB,KAAK,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CAKvE;AAED,+BAA+B;AAC/B,wBAAgB,MAAM,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CAWvF;AAED,iDAAiD;AACjD,wBAAgB,YAAY,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CAY7F;AAED,4DAA4D;AAC5D,wBAAgB,SAAS,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CAS3E"}

package/dist/numeric/blas.js

@@ -0,0 +1,130 @@
+/** C (m×n) = A (m×k) @ B (k×n). */
+export function matmul(a, b, m, k, n) {
+    const c = new Float64Array(m * n);
+    for (let i = 0; i < m; i++) {
+        const cOff = i * n;
+        const aOff = i * k;
+        for (let p = 0; p < k; p++) {
+            const av = a[aOff + p];
+            if (av !== 0) {
+                const bOff = p * n;
+                for (let j = 0; j < n; j++) {
+                    c[cOff + j] += av * b[bOff + j];
+                }
+            }
+        }
+    }
+    return c;
+}
+/** C (k1×k2) = Aᵀ @ B where A is (m×k1) and B is (m×k2). */
+export function matmulTransA(a, b, m, k1, k2) {
+    const c = new Float64Array(k1 * k2);
+    for (let r = 0; r < m; r++) {
+        const aOff = r * k1;
+        const bOff = r * k2;
+        for (let i = 0; i < k1; i++) {
+            const av = a[aOff + i];
+            if (av !== 0) {
+                const cOff = i * k2;
+                for (let j = 0; j < k2; j++) {
+                    c[cOff + j] += av * b[bOff + j];
+                }
+            }
+        }
+    }
+    return c;
+}
+/** C (m×n) = A (m×k) @ Bᵀ where B is (n×k). */
+export function matmulTransB(a, b, m, k, n) {
+    const c = new Float64Array(m * n);
+    for (let i = 0; i < m; i++) {
+        const aOff = i * k;
+        const cOff = i * n;
+        for (let j = 0; j < n; j++) {
+            const bOff = j * k;
+            let s = 0;
+            for (let p = 0; p < k; p++) {
+                s += a[aOff + p] * b[bOff + p];
+            }
+            c[cOff + j] = s;
+        }
+    }
+    return c;
+}
+/**
+ * One row range of the symmetric rank-k update: accumulates rows
+ * [rowStart, rowEnd) of A (·×p) into the upper triangle of `c` (p×p).
+ * Accumulation is strictly row-sequential, so chunked calls over
+ * consecutive ranges produce bitwise the same result as one full pass.
+ */
+export function syrkTChunk(a, p, rowStart, rowEnd, c) {
+    for (let r = rowStart; r < rowEnd; r++) {
+        const off = r * p;
+        for (let i = 0; i < p; i++) {
+            const av = a[off + i];
+            if (av !== 0) {
+                const cOff = i * p;
+                for (let j = i; j < p; j++) {
+                    c[cOff + j] += av * a[off + j];
+                }
+            }
+        }
+    }
+}
+/** Mirrors the upper triangle of `c` (p×p) into the lower triangle. */
+export function syrkTMirror(c, p) {
+    for (let i = 0; i < p; i++) {
+        for (let j = i + 1; j < p; j++) {
+            c[j * p + i] = c[i * p + j];
+        }
+    }
+}
+/**
+ * Symmetric rank-k update: C (p×p) = Aᵀ @ A for A (n×p). Computes the upper
+ * triangle and mirrors it, halving the flops vs a generic matmul.
+ */
+export function syrkT(a, n, p) {
+    const c = new Float64Array(p * p);
+    syrkTChunk(a, p, 0, n, c);
+    syrkTMirror(c, p);
+    return c;
+}
+/** y (m) = A (m×n) @ x (n). */
+export function matvec(a, x, m, n) {
+    const y = new Float64Array(m);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        let s = 0;
+        for (let j = 0; j < n; j++) {
+            s += a[off + j] * x[j];
+        }
+        y[i] = s;
+    }
+    return y;
+}
+/** y (n) = Aᵀ (n×m) @ x (m) where A is (m×n). */
+export function matvecTransA(a, x, m, n) {
+    const y = new Float64Array(n);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        const xv = x[i];
+        if (xv !== 0) {
+            for (let j = 0; j < n; j++) {
+                y[j] += a[off + j] * xv;
+            }
+        }
+    }
+    return y;
+}
+/** Out-of-place transpose: returns Bᵀ (n×m) for B (m×n). */
+export function transpose(a, m, n) {
+    const t = new Float64Array(m * n);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        for (let j = 0; j < n; j++) {
+            t[j * m + i] = a[off + j];
+        }
+    }
+    return t;
+}
+//# sourceMappingURL=blas.js.map

package/dist/numeric/blas.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"blas.js","sourceRoot":"","sources":["../../src/numeric/blas.ts"],"names":[],"mappings":"AAOA,mCAAmC;AACnC,MAAM,UAAU,MAAM,CACpB,CAAa,EACb,CAAa,EACb,CAAS,EACT,CAAS,EACT,CAAS;IAET,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;QACnB,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;QACnB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,MAAM,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;YACvB,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;gBACb,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;gBACnB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC3B,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED,4DAA4D;AAC5D,MAAM,UAAU,YAAY,CAC1B,CAAa,EACb,CAAa,EACb,CAAS,EACT,EAAU,EACV,EAAU;IAEV,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC;IACpC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;QACpB,MAAM,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;QACpB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC;YAC5B,MAAM,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;YACvB,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;gBACb,MAAM,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;gBACpB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC5B,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED,+CAA+C;AAC/C,MAAM,UAAU,YAAY,CAC1B,CAAa,EACb,CAAa,EACb,CAAS,EACT,CAAS,EACT,CAAS;IAET,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;QACnB,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;QACnB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;YACnB,IAAI,CAAC,GAAG,CAAC,CAAC;YACV,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC3B,CAAC,IAAI,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;YACjC,CAAC;YACD,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;QAClB,CAAC;IACH,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,UAAU,CACxB,CAAa,EACb,CAAS,EACT,QAAgB,EAChB,MAAc,EACd,CAAe;IAEf,KAAK,IAAI,CAAC,GAAG,QAAQ,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACvC,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAClB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;YACtB,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;gBACb,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC;gBACnB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC3B,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;gBACjC,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;AACH,CAAC;AAED,uEAAuE;AACvE,MAAM,UAAU,WAAW,CAAC,CAAe,EAAE,CAAS;IACpD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC/B,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;QAC9B,CAAC;IACH,CAAC;AACH,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,KAAK,CAAC,CAAa,EAAE,CAAS,EAAE,CAAS;IACvD,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,UAAU,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAC1B,WAAW,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAClB,OAAO,CAAC,CAAC;AACX,CAAC;AAED,+BAA+B;AAC/B,MAAM,UAAU,MAAM,CAAC,CAAa,EAAE,CAAa,EAAE,CAAS,EAAE,CAAS;IACvE,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAClB,IAAI,CAAC,GAAG,CAAC,CAAC;QACV,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,CAAC,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QACzB,CAAC;QACD,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;IACX,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED,iDAAiD;AACjD,MAAM,UAAU,YAAY,CAAC,CAAa,EAAE,CAAa,EAAE,CAAS,EAAE,CAAS;IAC7E,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAClB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QAChB,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;YACb,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC3B,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC;YAC1B,CAAC;QACH,CAAC;IACH,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC;AAED,4DAA4D;AAC5D,MAAM,UAAU,SAAS,CAAC,CAAa,EAAE,CAAS,EAAE,CAAS;IAC3D,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAClB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QAC5B,CAAC;IACH,CAAC;IACD,OAAO,CAAC,CAAC;AACX,CAAC"}

package/dist/numeric/eigh.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Symmetric eigendecomposition matching `numpy.linalg.eigh`: eigenvalues in
+ * ascending order, eigenvectors in the columns of `vectors`.
+ *
+ * Householder tridiagonalization (tred2) followed by implicit-shift QL
+ * iteration (tql2) — the classical EISPACK/JAMA pair (public domain),
+ * written for flat row-major arrays.
+ */
+export interface EighResult {
+    /** Eigenvalues, ascending, length n. */
+    values: Float64Array;
+    /** Eigenvectors, n×n row-major; column j pairs with values[j]. */
+    vectors: Float64Array;
+}
+/**
+ * Eigendecomposition of a symmetric matrix `a` (n×n row-major, read-only).
+ * Only the values actually stored are used (the matrix is assumed exactly
+ * symmetric, as sklearn's covariance construction guarantees).
+ */
+export declare function eigh(a: Float64Array, n: number): EighResult;
+//# sourceMappingURL=eigh.d.ts.map

package/dist/numeric/eigh.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"eigh.d.ts","sourceRoot":"","sources":["../../src/numeric/eigh.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AAEH,MAAM,WAAW,UAAU;IACzB,wCAAwC;IACxC,MAAM,EAAE,YAAY,CAAC;IACrB,kEAAkE;IAClE,OAAO,EAAE,YAAY,CAAC;CACvB;AAyND;;;;GAIG;AACH,wBAAgB,IAAI,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,MAAM,GAAG,UAAU,CAU3D"}

package/dist/numeric/eigh.js

@@ -0,0 +1,233 @@
+/**
+ * Symmetric eigendecomposition matching `numpy.linalg.eigh`: eigenvalues in
+ * ascending order, eigenvectors in the columns of `vectors`.
+ *
+ * Householder tridiagonalization (tred2) followed by implicit-shift QL
+ * iteration (tql2) — the classical EISPACK/JAMA pair (public domain),
+ * written for flat row-major arrays.
+ */
+function hypot2(a, b) {
+    const aa = Math.abs(a);
+    const ab = Math.abs(b);
+    if (aa > ab) {
+        const t = ab / aa;
+        return aa * Math.sqrt(1 + t * t);
+    }
+    if (ab === 0) {
+        return 0;
+    }
+    const t = aa / ab;
+    return ab * Math.sqrt(1 + t * t);
+}
+const EPS = 2 ** -52;
+const MAX_ITER = 100;
+/** Householder reduction to symmetric tridiagonal form, with accumulation. */
+function tred2(v, n, d, e) {
+    for (let j = 0; j < n; j++) {
+        d[j] = v[(n - 1) * n + j];
+    }
+    for (let i = n - 1; i > 0; i--) {
+        let scale = 0;
+        let h = 0;
+        for (let k = 0; k < i; k++) {
+            scale += Math.abs(d[k]);
+        }
+        if (scale === 0) {
+            e[i] = d[i - 1];
+            for (let j = 0; j < i; j++) {
+                d[j] = v[(i - 1) * n + j];
+                v[i * n + j] = 0;
+                v[j * n + i] = 0;
+            }
+        }
+        else {
+            // Generate Householder vector.
+            for (let k = 0; k < i; k++) {
+                d[k] /= scale;
+                h += d[k] * d[k];
+            }
+            let f = d[i - 1];
+            let g = Math.sqrt(h);
+            if (f > 0) {
+                g = -g;
+            }
+            e[i] = scale * g;
+            h -= f * g;
+            d[i - 1] = f - g;
+            for (let j = 0; j < i; j++) {
+                e[j] = 0;
+            }
+            // Apply similarity transformation to remaining columns.
+            for (let j = 0; j < i; j++) {
+                f = d[j];
+                v[j * n + i] = f;
+                g = e[j] + v[j * n + j] * f;
+                for (let k = j + 1; k <= i - 1; k++) {
+                    g += v[k * n + j] * d[k];
+                    e[k] += v[k * n + j] * f;
+                }
+                e[j] = g;
+            }
+            f = 0;
+            for (let j = 0; j < i; j++) {
+                e[j] /= h;
+                f += e[j] * d[j];
+            }
+            const hh = f / (h + h);
+            for (let j = 0; j < i; j++) {
+                e[j] -= hh * d[j];
+            }
+            for (let j = 0; j < i; j++) {
+                f = d[j];
+                g = e[j];
+                for (let k = j; k <= i - 1; k++) {
+                    v[k * n + j] -= f * e[k] + g * d[k];
+                }
+                d[j] = v[(i - 1) * n + j];
+                v[i * n + j] = 0;
+            }
+        }
+        d[i] = h;
+    }
+    // Accumulate transformations.
+    for (let i = 0; i < n - 1; i++) {
+        v[(n - 1) * n + i] = v[i * n + i];
+        v[i * n + i] = 1;
+        const h = d[i + 1];
+        if (h !== 0) {
+            for (let k = 0; k <= i; k++) {
+                d[k] = v[k * n + (i + 1)] / h;
+            }
+            for (let j = 0; j <= i; j++) {
+                let g = 0;
+                for (let k = 0; k <= i; k++) {
+                    g += v[k * n + (i + 1)] * v[k * n + j];
+                }
+                for (let k = 0; k <= i; k++) {
+                    v[k * n + j] -= g * d[k];
+                }
+            }
+        }
+        for (let k = 0; k <= i; k++) {
+            v[k * n + (i + 1)] = 0;
+        }
+    }
+    for (let j = 0; j < n; j++) {
+        d[j] = v[(n - 1) * n + j];
+        v[(n - 1) * n + j] = 0;
+    }
+    v[(n - 1) * n + (n - 1)] = 1;
+    e[0] = 0;
+}
+/** Implicit-shift QL iteration on the tridiagonal, ascending order. */
+function tql2(v, n, d, e) {
+    for (let i = 1; i < n; i++) {
+        e[i - 1] = e[i];
+    }
+    e[n - 1] = 0;
+    let f = 0;
+    let tst1 = 0;
+    for (let l = 0; l < n; l++) {
+        tst1 = Math.max(tst1, Math.abs(d[l]) + Math.abs(e[l]));
+        let m = l;
+        while (m < n) {
+            if (Math.abs(e[m]) <= EPS * tst1) {
+                break;
+            }
+            m++;
+        }
+        if (m > l) {
+            let iter = 0;
+            do {
+                iter++;
+                if (iter > MAX_ITER) {
+                    throw new Error('eigh: failed to converge');
+                }
+                // Compute implicit shift.
+                let g = d[l];
+                let p = (d[l + 1] - g) / (2.0 * e[l]);
+                let r = hypot2(p, 1.0);
+                if (p < 0) {
+                    r = -r;
+                }
+                d[l] = e[l] / (p + r);
+                d[l + 1] = e[l] * (p + r);
+                const dl1 = d[l + 1];
+                let h = g - d[l];
+                for (let i = l + 2; i < n; i++) {
+                    d[i] -= h;
+                }
+                f += h;
+                // Implicit QL transformation.
+                p = d[m];
+                let c = 1;
+                let c2 = c;
+                let c3 = c;
+                const el1 = e[l + 1];
+                let s = 0;
+                let s2 = 0;
+                for (let i = m - 1; i >= l; i--) {
+                    c3 = c2;
+                    c2 = c;
+                    s2 = s;
+                    g = c * e[i];
+                    h = c * p;
+                    r = hypot2(p, e[i]);
+                    e[i + 1] = s * r;
+                    s = e[i] / r;
+                    c = p / r;
+                    p = c * d[i] - s * g;
+                    d[i + 1] = h + s * (c * g + s * d[i]);
+                    // Accumulate transformation.
+                    for (let k = 0; k < n; k++) {
+                        h = v[k * n + (i + 1)];
+                        v[k * n + (i + 1)] = s * v[k * n + i] + c * h;
+                        v[k * n + i] = c * v[k * n + i] - s * h;
+                    }
+                }
+                p = (-s * s2 * c3 * el1 * e[l]) / dl1;
+                e[l] = s * p;
+                d[l] = c * p;
+            } while (Math.abs(e[l]) > EPS * tst1);
+        }
+        d[l] += f;
+        e[l] = 0;
+    }
+    // Sort eigenvalues ascending, carrying eigenvector columns along.
+    for (let i = 0; i < n - 1; i++) {
+        let k = i;
+        let p = d[i];
+        for (let j = i + 1; j < n; j++) {
+            if (d[j] < p) {
+                k = j;
+                p = d[j];
+            }
+        }
+        if (k !== i) {
+            d[k] = d[i];
+            d[i] = p;
+            for (let j = 0; j < n; j++) {
+                p = v[j * n + i];
+                v[j * n + i] = v[j * n + k];
+                v[j * n + k] = p;
+            }
+        }
+    }
+}
+/**
+ * Eigendecomposition of a symmetric matrix `a` (n×n row-major, read-only).
+ * Only the values actually stored are used (the matrix is assumed exactly
+ * symmetric, as sklearn's covariance construction guarantees).
+ */
+export function eigh(a, n) {
+    const v = a.slice();
+    const d = new Float64Array(n);
+    const e = new Float64Array(n);
+    if (n === 1) {
+        return { values: Float64Array.of(a[0]), vectors: Float64Array.of(1) };
+    }
+    tred2(v, n, d, e);
+    tql2(v, n, d, e);
+    return { values: d, vectors: v };
+}
+//# sourceMappingURL=eigh.js.map