pca-web 0.1.0

package/dist/numeric/qr.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Economy QR decomposition via Householder reflections, matching
+ * `scipy.linalg.qr(mode='economic')` (LAPACK dgeqrf/dorgqr) up to roundoff,
+ * including the sign convention (R's diagonal is -sign(a_kk)·‖column‖), so
+ * Q matches scipy's column-for-column on the same input.
+ */
+export interface QrResult {
+    /** Q, m × k orthonormal columns, k = min(m, n). */
+    q: Float64Array;
+    /** R, k × n upper triangular. */
+    r: Float64Array;
+}
+/** Economy QR of `a` (m×n row-major, read-only). */
+export declare function qrEconomic(a: Float64Array, m: number, n: number): QrResult;
+//# sourceMappingURL=qr.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"qr.d.ts","sourceRoot":"","sources":["../../src/numeric/qr.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH,MAAM,WAAW,QAAQ;IACvB,mDAAmD;IACnD,CAAC,EAAE,YAAY,CAAC;IAChB,iCAAiC;IACjC,CAAC,EAAE,YAAY,CAAC;CACjB;AAgBD,oDAAoD;AACpD,wBAAgB,UAAU,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,QAAQ,CAsE1E"}

package/dist/numeric/qr.js

@@ -0,0 +1,88 @@
+/**
+ * Economy QR decomposition via Householder reflections, matching
+ * `scipy.linalg.qr(mode='economic')` (LAPACK dgeqrf/dorgqr) up to roundoff,
+ * including the sign convention (R's diagonal is -sign(a_kk)·‖column‖), so
+ * Q matches scipy's column-for-column on the same input.
+ */
+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);
+}
+/** Economy QR of `a` (m×n row-major, read-only). */
+export function qrEconomic(a, m, n) {
+    const k = Math.min(m, n);
+    const qr = a.slice();
+    const rdiag = new Float64Array(k);
+    for (let c = 0; c < k; c++) {
+        // LAPACK dlarfg semantics: when nothing is stored below the diagonal
+        // (norm of the subvector is zero), tau = 0 and H = I — no reflection,
+        // and R keeps the diagonal entry's original sign.
+        let nrmBelow = 0;
+        for (let i = c + 1; i < m; i++) {
+            nrmBelow = hypot2(nrmBelow, qr[i * n + c]);
+        }
+        if (nrmBelow === 0) {
+            rdiag[c] = qr[c * n + c];
+            qr[c * n + c] = 0; // flags "no reflector" for the Q accumulation
+            continue;
+        }
+        let nrm = hypot2(qr[c * n + c], nrmBelow);
+        if (qr[c * n + c] < 0) {
+            nrm = -nrm;
+        }
+        for (let i = c; i < m; i++) {
+            qr[i * n + c] /= nrm;
+        }
+        qr[c * n + c] += 1.0;
+        for (let j = c + 1; j < n; j++) {
+            let s = 0;
+            for (let i = c; i < m; i++) {
+                s += qr[i * n + c] * qr[i * n + j];
+            }
+            s = -s / qr[c * n + c];
+            for (let i = c; i < m; i++) {
+                qr[i * n + j] += s * qr[i * n + c];
+            }
+        }
+        rdiag[c] = -nrm;
+    }
+    // R (k×n): upper triangle of the reduced matrix with rdiag on the diagonal.
+    const r = new Float64Array(k * n);
+    for (let i = 0; i < k; i++) {
+        r[i * n + i] = rdiag[i];
+        for (let j = i + 1; j < n; j++) {
+            r[i * n + j] = qr[i * n + j];
+        }
+    }
+    // Q (m×k): accumulate reflectors backwards.
+    const q = new Float64Array(m * k);
+    for (let c = k - 1; c >= 0; c--) {
+        for (let i = 0; i < m; i++) {
+            q[i * k + c] = 0;
+        }
+        q[c * k + c] = 1;
+        for (let j = c; j < k; j++) {
+            if (qr[c * n + c] !== 0) {
+                let s = 0;
+                for (let i = c; i < m; i++) {
+                    s += qr[i * n + c] * q[i * k + j];
+                }
+                s = -s / qr[c * n + c];
+                for (let i = c; i < m; i++) {
+                    q[i * k + j] += s * qr[i * n + c];
+                }
+            }
+        }
+    }
+    return { q, r };
+}
+//# sourceMappingURL=qr.js.map

package/dist/numeric/qr.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"qr.js","sourceRoot":"","sources":["../../src/numeric/qr.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AASH,SAAS,MAAM,CAAC,CAAS,EAAE,CAAS;IAClC,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACvB,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACvB,IAAI,EAAE,GAAG,EAAE,EAAE,CAAC;QACZ,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;QAClB,OAAO,EAAE,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;IACnC,CAAC;IACD,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QACb,OAAO,CAAC,CAAC;IACX,CAAC;IACD,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;IAClB,OAAO,EAAE,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;AACnC,CAAC;AAED,oDAAoD;AACpD,MAAM,UAAU,UAAU,CAAC,CAAe,EAAE,CAAS,EAAE,CAAS;IAC9D,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACzB,MAAM,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC;IACrB,MAAM,KAAK,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAElC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,qEAAqE;QACrE,sEAAsE;QACtE,kDAAkD;QAClD,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC/B,QAAQ,GAAG,MAAM,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QAC7C,CAAC;QACD,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;YACnB,KAAK,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;YACzB,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,8CAA8C;YACjE,SAAS;QACX,CAAC;QACD,IAAI,GAAG,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,EAAE,QAAQ,CAAC,CAAC;QAC1C,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC;YACtB,GAAG,GAAG,CAAC,GAAG,CAAC;QACb,CAAC;QACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC;QACvB,CAAC;QACD,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,GAAG,CAAC;QACrB,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC/B,IAAI,CAAC,GAAG,CAAC,CAAC;YACV,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC3B,CAAC,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;YACrC,CAAC;YACD,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;YACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC3B,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;YACrC,CAAC;QACH,CAAC;QACD,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC;IAClB,CAAC;IAED,4EAA4E;IAC5E,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,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;QACxB,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,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;QAC/B,CAAC;IACH,CAAC;IAED,4CAA4C;IAC5C,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAClC,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAChC,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;QACnB,CAAC;QACD,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC;gBACxB,IAAI,CAAC,GAAG,CAAC,CAAC;gBACV,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC3B,CAAC,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;gBACpC,CAAC;gBACD,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;gBACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC3B,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;gBACpC,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAED,OAAO,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC;AAClB,CAAC"}

package/dist/numeric/randomized.d.ts

@@ -0,0 +1,54 @@
+/**
+ * Port of sklearn's `_randomized_svd` (Halko et al.), matching the 1.9.0
+ * implementation step for step: same transpose heuristic, same Gaussian test
+ * matrix drawn from the numpy RandomState replica, same power-iteration
+ * normalizers ('auto' → LU when n_iter > 2, else none), same final economic
+ * QR and small SVD. With the same seed this reproduces sklearn's randomized
+ * PCA output to floating-point accuracy.
+ *
+ * The algorithm is written once, as a generator that yields the three
+ * products against the (large, possibly device-resident) input matrix and
+ * receives their results; everything between yields — panel QR/LU, the small
+ * SVD, truncation — is plain CPU code. `randomizedSvd` drives the generator
+ * synchronously against the CPU BLAS; the WebGPU backend drives the same
+ * generator asynchronously against device-resident buffers, so the two paths
+ * cannot drift structurally.
+ */
+import type { SolverHooks } from '../progress.js';
+import type { FloatArray } from '../types.js';
+import type { RandomState } from './rng.js';
+import { type SvdResult } from './svd.js';
+export interface RandomizedSvdOptions {
+    nOversamples: number;
+    nIter: number | 'auto';
+    powerIterationNormalizer: 'auto' | 'QR' | 'LU' | 'none';
+    rng: RandomState;
+    /** Round the Gaussian test matrix to float32, as sklearn does for float32 inputs. */
+    float32Stream: boolean;
+    /**
+     * Progress/snapshot channel (type-only dependency). Emits one event per
+     * power iteration; snapshot decompositions (an extra `finishFromBasis`
+     * pass whose GEMMs ride the ordinary yield channel) are computed only
+     * when `wantSnapshot` says so. Draws no RNG either way, so the stream is
+     * bit-identical with hooks on or off.
+     */
+    hooks?: SolverHooks | null;
+}
+/**
+ * A product request against the input matrix A (rows×cols):
+ * - mulA:  A @ b   (b is cols×w, result rows×w)
+ * - mulAT: Aᵀ @ b  (b is rows×w, result cols×w)
+ * - mulTA: bᵀ @ A  (b is rows×w, result w×cols)
+ */
+export interface BigGemmRequest {
+    op: 'mulA' | 'mulAT' | 'mulTA';
+    b: Float64Array;
+    w: number;
+}
+/** The randomized-SVD algorithm, independent of how A-products are computed. */
+export declare function randomizedSvdSteps(rows: number, cols: number, k: number, opts: RandomizedSvdOptions): Generator<BigGemmRequest, SvdResult, Float64Array>;
+/** Computes one A-product request on the CPU BLAS. */
+export declare function computeBigGemm(a: FloatArray, rows: number, cols: number, req: BigGemmRequest): Float64Array;
+/** Top-k randomized SVD of `a` (rows×cols). Returns U (rows×k), s (k), Vt (k×cols). */
+export declare function randomizedSvd(a: FloatArray, rows: number, cols: number, k: number, opts: RandomizedSvdOptions): SvdResult;
+//# sourceMappingURL=randomized.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"randomized.d.ts","sourceRoot":"","sources":["../../src/numeric/randomized.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AACH,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAClD,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAI9C,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAC5C,OAAO,EAAE,KAAK,SAAS,EAAO,MAAM,UAAU,CAAC;AAE/C,MAAM,WAAW,oBAAoB;IACnC,YAAY,EAAE,MAAM,CAAC;IACrB,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;IACvB,wBAAwB,EAAE,MAAM,GAAG,IAAI,GAAG,IAAI,GAAG,MAAM,CAAC;IACxD,GAAG,EAAE,WAAW,CAAC;IACjB,qFAAqF;IACrF,aAAa,EAAE,OAAO,CAAC;IACvB;;;;;;OAMG;IACH,KAAK,CAAC,EAAE,WAAW,GAAG,IAAI,CAAC;CAC5B;AAED;;;;;GAKG;AACH,MAAM,WAAW,cAAc;IAC7B,EAAE,EAAE,MAAM,GAAG,OAAO,GAAG,OAAO,CAAC;IAC/B,CAAC,EAAE,YAAY,CAAC;IAChB,CAAC,EAAE,MAAM,CAAC;CACX;AAED,gFAAgF;AAChF,wBAAiB,kBAAkB,CACjC,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,CAAC,EAAE,MAAM,EACT,IAAI,EAAE,oBAAoB,GACzB,SAAS,CAAC,cAAc,EAAE,SAAS,EAAE,YAAY,CAAC,CAoHpD;AAED,sDAAsD;AACtD,wBAAgB,cAAc,CAC5B,CAAC,EAAE,UAAU,EACb,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,cAAc,GAClB,YAAY,CAQd;AAED,uFAAuF;AACvF,wBAAgB,aAAa,CAC3B,CAAC,EAAE,UAAU,EACb,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,CAAC,EAAE,MAAM,EACT,IAAI,EAAE,oBAAoB,GACzB,SAAS,CAOX"}

package/dist/numeric/randomized.js

@@ -0,0 +1,130 @@
+import { matmul, matmulTransA, transpose } from './blas.js';
+import { luFactor, permutedL } from './lu.js';
+import { qrEconomic } from './qr.js';
+import { svd } from './svd.js';
+/** The randomized-SVD algorithm, independent of how A-products are computed. */
+export function* randomizedSvdSteps(rows, cols, k, opts) {
+    const nRandom = k + opts.nOversamples;
+    let nIter;
+    if (opts.nIter === 'auto') {
+        // "7 was found a good compromise for PCA" — sklearn #5299.
+        nIter = k < 0.1 * Math.min(rows, cols) ? 7 : 4;
+    }
+    else {
+        nIter = opts.nIter;
+    }
+    const transposed = rows < cols;
+    const effRows = transposed ? cols : rows;
+    const effCols = transposed ? rows : cols;
+    // Aeff @ B and Aeffᵀ @ B without materializing the transpose.
+    const mulAeff = (b, w) => transposed ? { op: 'mulAT', b, w } : { op: 'mulA', b, w };
+    const mulAeffT = (b, w) => transposed ? { op: 'mulA', b, w } : { op: 'mulAT', b, w };
+    // Gaussian test matrix, shape (effCols, nRandom), C-order draw.
+    let q = new Float64Array(effCols * nRandom);
+    opts.rng.standardNormal(q);
+    if (opts.float32Stream) {
+        for (let i = 0; i < q.length; i++) {
+            q[i] = Math.fround(q[i]);
+        }
+    }
+    let qWidth = nRandom;
+    let normalizer = opts.powerIterationNormalizer;
+    if (normalizer === 'auto') {
+        normalizer = nIter <= 2 ? 'none' : 'LU';
+    }
+    const applyNormalizer = (m_, mRows, mCols) => {
+        if (normalizer === 'LU') {
+            const f = luFactor(m_, mRows, mCols);
+            return permutedL(f, mRows, mCols);
+        }
+        if (normalizer === 'QR') {
+            return qrEconomic(m_, mRows, mCols).q;
+        }
+        return m_;
+    };
+    /**
+     * Finishes a decomposition from a range basis: orthonormalize, form
+     * B = QᵀAeff, small SVD, truncate to k, undo the transpose — exactly like
+     * sklearn. Shared verbatim by the final path and mid-fit snapshots, so
+     * the two cannot drift. Reads `basis` only (qrEconomic copies), draws no
+     * RNG, and returns fresh arrays.
+     */
+    function* finishFromBasis(basis, basisWidth) {
+        // Orthonormal basis of the sampled range.
+        const proj = yield mulAeff(basis, basisWidth); // effRows × basisWidth
+        const qFinal = qrEconomic(proj, effRows, basisWidth).q;
+        const qCols = Math.min(effRows, basisWidth);
+        // B = Qᵀ Aeff (qCols × effCols), then SVD of the small B.
+        let b;
+        if (transposed) {
+            // B = Qᵀ Aᵀ = (A Q)ᵀ.
+            const aq = yield { op: 'mulA', b: qFinal, w: qCols };
+            b = transpose(aq, rows, qCols);
+        }
+        else {
+            b = yield { op: 'mulTA', b: qFinal, w: qCols };
+        }
+        const { u: uhat, s, vt } = svd(b, qCols, effCols);
+        const nu = Math.min(qCols, effCols);
+        const uFull = matmul(qFinal, uhat, effRows, qCols, nu); // effRows × nu
+        // Truncate to k and undo the transpose, exactly like sklearn.
+        if (!transposed) {
+            const u = new Float64Array(rows * k);
+            for (let i = 0; i < rows; i++) {
+                for (let c = 0; c < k; c++) {
+                    u[i * k + c] = uFull[i * nu + c];
+                }
+            }
+            return { u, s: s.slice(0, k), vt: vt.slice(0, k * effCols) };
+        }
+        // A = (Aeff)ᵀ = V Σ Uᵀ: U_A = Vt[:k].T (rows×k), Vt_A = (U[:, :k])ᵀ (k×cols).
+        const uA = new Float64Array(rows * k);
+        for (let i = 0; i < rows; i++) {
+            for (let c = 0; c < k; c++) {
+                uA[i * k + c] = vt[c * effCols + i];
+            }
+        }
+        const vtA = new Float64Array(k * cols);
+        for (let c = 0; c < k; c++) {
+            for (let i = 0; i < cols; i++) {
+                vtA[c * cols + i] = uFull[i * nu + c];
+            }
+        }
+        return { u: uA, s: s.slice(0, k), vt: vtA };
+    }
+    // Power iterations imprint the top singular vectors of Aeff onto Q.
+    const hooks = opts.hooks ?? null;
+    for (let it = 0; it < nIter; it++) {
+        let t = yield mulAeff(q, qWidth); // effRows × qWidth
+        t = applyNormalizer(t, effRows, qWidth);
+        const tWidth = normalizer === 'none' ? qWidth : Math.min(effRows, qWidth);
+        q = yield mulAeffT(t, tWidth); // effCols × tWidth
+        q = applyNormalizer(q, effCols, tWidth);
+        qWidth = normalizer === 'none' ? tWidth : Math.min(effCols, tWidth);
+        if (hooks) {
+            const dec = hooks.wantSnapshot(it + 1) ? yield* finishFromBasis(q, qWidth) : null;
+            hooks.emit({ phase: 'power-iteration', step: it + 1, totalSteps: nIter, dec });
+        }
+    }
+    return yield* finishFromBasis(q, qWidth);
+}
+/** Computes one A-product request on the CPU BLAS. */
+export function computeBigGemm(a, rows, cols, req) {
+    if (req.op === 'mulA') {
+        return matmul(a, req.b, rows, cols, req.w);
+    }
+    if (req.op === 'mulAT') {
+        return matmulTransA(a, req.b, rows, cols, req.w);
+    }
+    return matmulTransA(req.b, a, rows, req.w, cols);
+}
+/** Top-k randomized SVD of `a` (rows×cols). Returns U (rows×k), s (k), Vt (k×cols). */
+export function randomizedSvd(a, rows, cols, k, opts) {
+    const gen = randomizedSvdSteps(rows, cols, k, opts);
+    let step = gen.next();
+    while (!step.done) {
+        step = gen.next(computeBigGemm(a, rows, cols, step.value));
+    }
+    return step.value;
+}
+//# sourceMappingURL=randomized.js.map

package/dist/numeric/randomized.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"randomized.js","sourceRoot":"","sources":["../../src/numeric/randomized.ts"],"names":[],"mappings":"AAkBA,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAC5D,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,MAAM,SAAS,CAAC;AAErC,OAAO,EAAkB,GAAG,EAAE,MAAM,UAAU,CAAC;AA+B/C,gFAAgF;AAChF,MAAM,SAAS,CAAC,CAAC,kBAAkB,CACjC,IAAY,EACZ,IAAY,EACZ,CAAS,EACT,IAA0B;IAE1B,MAAM,OAAO,GAAG,CAAC,GAAG,IAAI,CAAC,YAAY,CAAC;IACtC,IAAI,KAAa,CAAC;IAClB,IAAI,IAAI,CAAC,KAAK,KAAK,MAAM,EAAE,CAAC;QAC1B,2DAA2D;QAC3D,KAAK,GAAG,CAAC,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACjD,CAAC;SAAM,CAAC;QACN,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;IACrB,CAAC;IACD,MAAM,UAAU,GAAG,IAAI,GAAG,IAAI,CAAC;IAC/B,MAAM,OAAO,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC;IACzC,MAAM,OAAO,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC;IAEzC,8DAA8D;IAC9D,MAAM,OAAO,GAAG,CAAC,CAAe,EAAE,CAAS,EAAkB,EAAE,CAC7D,UAAU,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC;IAC5D,MAAM,QAAQ,GAAG,CAAC,CAAe,EAAE,CAAS,EAAkB,EAAE,CAC9D,UAAU,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC;IAE5D,gEAAgE;IAChE,IAAI,CAAC,GAAiB,IAAI,YAAY,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC;IAC1D,IAAI,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC;IAC3B,IAAI,IAAI,CAAC,aAAa,EAAE,CAAC;QACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAClC,CAAC,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC3B,CAAC;IACH,CAAC;IACD,IAAI,MAAM,GAAG,OAAO,CAAC;IAErB,IAAI,UAAU,GAAG,IAAI,CAAC,wBAAwB,CAAC;IAC/C,IAAI,UAAU,KAAK,MAAM,EAAE,CAAC;QAC1B,UAAU,GAAG,KAAK,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC;IAC1C,CAAC;IAED,MAAM,eAAe,GAAG,CAAC,EAAgB,EAAE,KAAa,EAAE,KAAa,EAAgB,EAAE;QACvF,IAAI,UAAU,KAAK,IAAI,EAAE,CAAC;YACxB,MAAM,CAAC,GAAG,QAAQ,CAAC,EAAE,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;YACrC,OAAO,SAAS,CAAC,CAAC,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;QACpC,CAAC;QACD,IAAI,UAAU,KAAK,IAAI,EAAE,CAAC;YACxB,OAAO,UAAU,CAAC,EAAE,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC;QACxC,CAAC;QACD,OAAO,EAAE,CAAC;IACZ,CAAC,CAAC;IAEF;;;;;;OAMG;IACH,QAAQ,CAAC,CAAC,eAAe,CACvB,KAAmB,EACnB,UAAkB;QAElB,0CAA0C;QAC1C,MAAM,IAAI,GAAG,MAAM,OAAO,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,uBAAuB;QACtE,MAAM,MAAM,GAAG,UAAU,CAAC,IAAI,EAAE,OAAO,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC;QACvD,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC;QAE5C,0DAA0D;QAC1D,IAAI,CAAe,CAAC;QACpB,IAAI,UAAU,EAAE,CAAC;YACf,sBAAsB;YACtB,MAAM,EAAE,GAAG,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC;YACrD,CAAC,GAAG,SAAS,CAAC,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACjC,CAAC;aAAM,CAAC;YACN,CAAC,GAAG,MAAM,EAAE,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC;QACjD,CAAC;QACD,MAAM,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,GAAG,GAAG,CAAC,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAClD,MAAM,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QACpC,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,EAAE,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,CAAC,eAAe;QAEvE,8DAA8D;QAC9D,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,CAAC,GAAG,IAAI,YAAY,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;YACrC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC3B,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;gBACnC,CAAC;YACH,CAAC;YACD,OAAO,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,EAAE,CAAC;QAC/D,CAAC;QACD,8EAA8E;QAC9E,MAAM,EAAE,GAAG,IAAI,YAAY,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;QACtC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE,EAAE,CAAC;YAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC3B,EAAE,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,OAAO,GAAG,CAAC,CAAC,CAAC;YACtC,CAAC;QACH,CAAC;QACD,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC;QACvC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC9B,GAAG,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;YACxC,CAAC;QACH,CAAC;QACD,OAAO,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,GAAG,EAAE,CAAC;IAC9C,CAAC;IAED,oEAAoE;IACpE,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC;IACjC,KAAK,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,KAAK,EAAE,EAAE,EAAE,EAAE,CAAC;QAClC,IAAI,CAAC,GAAiB,MAAM,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,mBAAmB;QACnE,CAAC,GAAG,eAAe,CAAC,CAAC,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC;QACxC,MAAM,MAAM,GAAG,UAAU,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC1E,CAAC,GAAG,MAAM,QAAQ,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,mBAAmB;QAClD,CAAC,GAAG,eAAe,CAAC,CAAC,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC;QACxC,MAAM,GAAG,UAAU,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QACpE,IAAI,KAAK,EAAE,CAAC;YACV,MAAM,GAAG,GAAG,KAAK,CAAC,YAAY,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,eAAe,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;YAClF,KAAK,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,iBAAiB,EAAE,IAAI,EAAE,EAAE,GAAG,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,GAAG,EAAE,CAAC,CAAC;QACjF,CAAC;IACH,CAAC;IAED,OAAO,KAAK,CAAC,CAAC,eAAe,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;AAC3C,CAAC;AAED,sDAAsD;AACtD,MAAM,UAAU,cAAc,CAC5B,CAAa,EACb,IAAY,EACZ,IAAY,EACZ,GAAmB;IAEnB,IAAI,GAAG,CAAC,EAAE,KAAK,MAAM,EAAE,CAAC;QACtB,OAAO,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,KAAK,OAAO,EAAE,CAAC;QACvB,OAAO,YAAY,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,YAAY,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;AACnD,CAAC;AAED,uFAAuF;AACvF,MAAM,UAAU,aAAa,CAC3B,CAAa,EACb,IAAY,EACZ,IAAY,EACZ,CAAS,EACT,IAA0B;IAE1B,MAAM,GAAG,GAAG,kBAAkB,CAAC,IAAI,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC;IACpD,IAAI,IAAI,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC;IACtB,OAAO,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC;QAClB,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;IAC7D,CAAC;IACD,OAAO,IAAI,CAAC,KAAK,CAAC;AACpB,CAAC"}

package/dist/numeric/rng.d.ts

@@ -0,0 +1,40 @@
+/**
+ * Replica of numpy's legacy `numpy.random.RandomState` for the streams PCA
+ * needs: `uniform` and `normal` (the legacy Box–Muller *polar* Gaussian with
+ * its one-value cache). Bit-compatible MT19937 core; floating-point results
+ * match numpy to within 1–2 ulp (Math.log may differ from C libm by ≤1 ulp).
+ *
+ * This is what makes `svdSolver: 'randomized'` reproduce scikit-learn's
+ * output for the same `randomState` seed: sklearn draws its Gaussian test
+ * matrix from `RandomState(seed).normal(...)`.
+ */
+export declare class RandomState {
+    private mt;
+    private mti;
+    private hasGauss;
+    private gauss;
+    /**
+     * Seeds like `numpy.random.RandomState(seed)`: an integer in [0, 2^32)
+     * (numpy's legacy seeding rejects anything larger). Omitted seed draws one
+     * from `Math.random()` (non-reproducible, mirroring sklearn's
+     * `random_state=None`).
+     */
+    constructor(seed?: number | null);
+    private initGenrand;
+    /** Next 32-bit unsigned integer from the MT19937 stream. */
+    nextUint32(): number;
+    /** numpy `random_sample()`: 53-bit uniform double in [0, 1). */
+    randomSample(): number;
+    /** numpy legacy `gauss`: polar Box–Muller with one-value cache. */
+    nextGauss(): number;
+    /** Fills `out` with N(0,1) draws in C order, like `normal(size=...)`. */
+    standardNormal(out: Float64Array): Float64Array;
+    /** Fills `out` with `low + (high-low) * random_sample()` draws. */
+    uniform(low: number, high: number, out: Float64Array): Float64Array;
+}
+/**
+ * sklearn's `check_random_state`: an integer seeds a fresh RandomState, an
+ * existing RandomState passes through, null/undefined gives an unseeded one.
+ */
+export declare function checkRandomState(state: number | RandomState | null | undefined): RandomState;
+//# sourceMappingURL=rng.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"rng.d.ts","sourceRoot":"","sources":["../../src/numeric/rng.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAQH,qBAAa,WAAW;IACtB,OAAO,CAAC,EAAE,CAAsB;IAChC,OAAO,CAAC,GAAG,CAAS;IACpB,OAAO,CAAC,QAAQ,CAAS;IACzB,OAAO,CAAC,KAAK,CAAK;IAElB;;;;;OAKG;gBACS,IAAI,CAAC,EAAE,MAAM,GAAG,IAAI;IAWhC,OAAO,CAAC,WAAW;IAanB,4DAA4D;IAC5D,UAAU,IAAI,MAAM;IAwBpB,gEAAgE;IAChE,YAAY,IAAI,MAAM;IAMtB,mEAAmE;IACnE,SAAS,IAAI,MAAM;IAqBnB,yEAAyE;IACzE,cAAc,CAAC,GAAG,EAAE,YAAY,GAAG,YAAY;IAO/C,mEAAmE;IACnE,OAAO,CAAC,GAAG,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,EAAE,YAAY,GAAG,YAAY;CAOpE;AAED;;;GAGG;AACH,wBAAgB,gBAAgB,CAAC,KAAK,EAAE,MAAM,GAAG,WAAW,GAAG,IAAI,GAAG,SAAS,GAAG,WAAW,CAK5F"}

package/dist/numeric/rng.js

@@ -0,0 +1,127 @@
+/**
+ * Replica of numpy's legacy `numpy.random.RandomState` for the streams PCA
+ * needs: `uniform` and `normal` (the legacy Box–Muller *polar* Gaussian with
+ * its one-value cache). Bit-compatible MT19937 core; floating-point results
+ * match numpy to within 1–2 ulp (Math.log may differ from C libm by ≤1 ulp).
+ *
+ * This is what makes `svdSolver: 'randomized'` reproduce scikit-learn's
+ * output for the same `randomState` seed: sklearn draws its Gaussian test
+ * matrix from `RandomState(seed).normal(...)`.
+ */
+const N = 624;
+const M = 397;
+const MATRIX_A = 0x9908b0df;
+const UPPER_MASK = 0x80000000;
+const LOWER_MASK = 0x7fffffff;
+export class RandomState {
+    mt = new Uint32Array(N);
+    mti = N + 1;
+    hasGauss = false;
+    gauss = 0;
+    /**
+     * Seeds like `numpy.random.RandomState(seed)`: an integer in [0, 2^32)
+     * (numpy's legacy seeding rejects anything larger). Omitted seed draws one
+     * from `Math.random()` (non-reproducible, mirroring sklearn's
+     * `random_state=None`).
+     */
+    constructor(seed) {
+        if (seed === undefined || seed === null) {
+            this.initGenrand((Math.random() * 0x100000000) >>> 0);
+        }
+        else {
+            if (!Number.isInteger(seed) || seed < 0 || seed > 0xffffffff) {
+                throw new RangeError(`randomState seed must be an integer in [0, 2**32 - 1], got ${seed}`);
+            }
+            this.initGenrand(seed);
+        }
+    }
+    initGenrand(s) {
+        const mt = this.mt;
+        mt[0] = s >>> 0;
+        for (let i = 1; i < N; i++) {
+            const prev = mt[i - 1] ^ (mt[i - 1] >>> 30);
+            // 1812433253 * prev + i (mod 2^32)
+            mt[i] = (Math.imul(1812433253, prev) + i) >>> 0;
+        }
+        this.mti = N;
+        this.hasGauss = false;
+        this.gauss = 0;
+    }
+    /** Next 32-bit unsigned integer from the MT19937 stream. */
+    nextUint32() {
+        const mt = this.mt;
+        if (this.mti >= N) {
+            let y;
+            for (let kk = 0; kk < N - M; kk++) {
+                y = (mt[kk] & UPPER_MASK) | (mt[kk + 1] & LOWER_MASK);
+                mt[kk] = mt[kk + M] ^ (y >>> 1) ^ (y & 1 ? MATRIX_A : 0);
+            }
+            for (let kk = N - M; kk < N - 1; kk++) {
+                y = (mt[kk] & UPPER_MASK) | (mt[kk + 1] & LOWER_MASK);
+                mt[kk] = mt[kk + (M - N)] ^ (y >>> 1) ^ (y & 1 ? MATRIX_A : 0);
+            }
+            y = (mt[N - 1] & UPPER_MASK) | (mt[0] & LOWER_MASK);
+            mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ (y & 1 ? MATRIX_A : 0);
+            this.mti = 0;
+        }
+        let y = mt[this.mti++];
+        y ^= y >>> 11;
+        y = (y ^ ((y << 7) & 0x9d2c5680)) >>> 0;
+        y = (y ^ ((y << 15) & 0xefc60000)) >>> 0;
+        y ^= y >>> 18;
+        return y >>> 0;
+    }
+    /** numpy `random_sample()`: 53-bit uniform double in [0, 1). */
+    randomSample() {
+        const a = this.nextUint32() >>> 5;
+        const b = this.nextUint32() >>> 6;
+        return (a * 67108864 + b) / 9007199254740992;
+    }
+    /** numpy legacy `gauss`: polar Box–Muller with one-value cache. */
+    nextGauss() {
+        if (this.hasGauss) {
+            const temp = this.gauss;
+            this.hasGauss = false;
+            this.gauss = 0;
+            return temp;
+        }
+        let x1;
+        let x2;
+        let r2;
+        do {
+            x1 = 2.0 * this.randomSample() - 1.0;
+            x2 = 2.0 * this.randomSample() - 1.0;
+            r2 = x1 * x1 + x2 * x2;
+        } while (r2 >= 1.0 || r2 === 0.0);
+        const f = Math.sqrt((-2.0 * Math.log(r2)) / r2);
+        this.gauss = f * x1;
+        this.hasGauss = true;
+        return f * x2;
+    }
+    /** Fills `out` with N(0,1) draws in C order, like `normal(size=...)`. */
+    standardNormal(out) {
+        for (let i = 0; i < out.length; i++) {
+            out[i] = this.nextGauss();
+        }
+        return out;
+    }
+    /** Fills `out` with `low + (high-low) * random_sample()` draws. */
+    uniform(low, high, out) {
+        const scale = high - low;
+        for (let i = 0; i < out.length; i++) {
+            out[i] = low + scale * this.randomSample();
+        }
+        return out;
+    }
+}
+/**
+ * sklearn's `check_random_state`: an integer seeds a fresh RandomState, an
+ * existing RandomState passes through, null/undefined gives an unseeded one.
+ */
+export function checkRandomState(state) {
+    if (state instanceof RandomState) {
+        return state;
+    }
+    return new RandomState(state ?? null);
+}
+//# sourceMappingURL=rng.js.map

package/dist/numeric/rng.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"rng.js","sourceRoot":"","sources":["../../src/numeric/rng.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,MAAM,CAAC,GAAG,GAAG,CAAC;AACd,MAAM,CAAC,GAAG,GAAG,CAAC;AACd,MAAM,QAAQ,GAAG,UAAU,CAAC;AAC5B,MAAM,UAAU,GAAG,UAAU,CAAC;AAC9B,MAAM,UAAU,GAAG,UAAU,CAAC;AAE9B,MAAM,OAAO,WAAW;IACd,EAAE,GAAG,IAAI,WAAW,CAAC,CAAC,CAAC,CAAC;IACxB,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;IACZ,QAAQ,GAAG,KAAK,CAAC;IACjB,KAAK,GAAG,CAAC,CAAC;IAElB;;;;;OAKG;IACH,YAAY,IAAoB;QAC9B,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,IAAI,EAAE,CAAC;YACxC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,WAAW,CAAC,KAAK,CAAC,CAAC,CAAC;QACxD,CAAC;aAAM,CAAC;YACN,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,UAAU,EAAE,CAAC;gBAC7D,MAAM,IAAI,UAAU,CAAC,8DAA8D,IAAI,EAAE,CAAC,CAAC;YAC7F,CAAC;YACD,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;QACzB,CAAC;IACH,CAAC;IAEO,WAAW,CAAC,CAAS;QAC3B,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;QACnB,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QAChB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YAC3B,MAAM,IAAI,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC;YAC5C,mCAAmC;YACnC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC;QAClD,CAAC;QACD,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;QACb,IAAI,CAAC,QAAQ,GAAG,KAAK,CAAC;QACtB,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;IACjB,CAAC;IAED,4DAA4D;IAC5D,UAAU;QACR,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;QACnB,IAAI,IAAI,CAAC,GAAG,IAAI,CAAC,EAAE,CAAC;YAClB,IAAI,CAAS,CAAC;YACd,KAAK,IAAI,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC;gBAClC,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC;gBACtD,EAAE,CAAC,EAAE,CAAC,GAAG,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC3D,CAAC;YACD,KAAK,IAAI,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC;gBACtC,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC;gBACtD,EAAE,CAAC,EAAE,CAAC,GAAG,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACjE,CAAC;YACD,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC;YACpD,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC3D,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC;QACf,CAAC;QACD,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;QACvB,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC;QACd,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC;QACxC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,GAAG,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC;QACzC,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC;QACd,OAAO,CAAC,KAAK,CAAC,CAAC;IACjB,CAAC;IAED,gEAAgE;IAChE,YAAY;QACV,MAAM,CAAC,GAAG,IAAI,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,IAAI,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QAClC,OAAO,CAAC,CAAC,GAAG,QAAQ,GAAG,CAAC,CAAC,GAAG,gBAAgB,CAAC;IAC/C,CAAC;IAED,mEAAmE;IACnE,SAAS;QACP,IAAI,IAAI,CAAC,QAAQ,EAAE,CAAC;YAClB,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC;YACxB,IAAI,CAAC,QAAQ,GAAG,KAAK,CAAC;YACtB,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC;YACf,OAAO,IAAI,CAAC;QACd,CAAC;QACD,IAAI,EAAU,CAAC;QACf,IAAI,EAAU,CAAC;QACf,IAAI,EAAU,CAAC;QACf,GAAG,CAAC;YACF,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,YAAY,EAAE,GAAG,GAAG,CAAC;YACrC,EAAE,GAAG,GAAG,GAAG,IAAI,CAAC,YAAY,EAAE,GAAG,GAAG,CAAC;YACrC,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;QACzB,CAAC,QAAQ,EAAE,IAAI,GAAG,IAAI,EAAE,KAAK,GAAG,EAAE;QAClC,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;QAChD,IAAI,CAAC,KAAK,GAAG,CAAC,GAAG,EAAE,CAAC;QACpB,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;QACrB,OAAO,CAAC,GAAG,EAAE,CAAC;IAChB,CAAC;IAED,yEAAyE;IACzE,cAAc,CAAC,GAAiB;QAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,GAAG,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACpC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,SAAS,EAAE,CAAC;QAC5B,CAAC;QACD,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mEAAmE;IACnE,OAAO,CAAC,GAAW,EAAE,IAAY,EAAE,GAAiB;QAClD,MAAM,KAAK,GAAG,IAAI,GAAG,GAAG,CAAC;QACzB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,GAAG,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACpC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,KAAK,GAAG,IAAI,CAAC,YAAY,EAAE,CAAC;QAC7C,CAAC;QACD,OAAO,GAAG,CAAC;IACb,CAAC;CACF;AAED;;;GAGG;AACH,MAAM,UAAU,gBAAgB,CAAC,KAA8C;IAC7E,IAAI,KAAK,YAAY,WAAW,EAAE,CAAC;QACjC,OAAO,KAAK,CAAC;IACf,CAAC;IACD,OAAO,IAAI,WAAW,CAAC,KAAK,IAAI,IAAI,CAAC,CAAC;AACxC,CAAC"}

package/dist/numeric/special.d.ts

@@ -0,0 +1,2 @@
+export declare function lgamma(x: number): number;
+//# sourceMappingURL=special.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"special.d.ts","sourceRoot":"","sources":["../../src/numeric/special.ts"],"names":[],"mappings":"AAYA,wBAAgB,MAAM,CAAC,CAAC,EAAE,MAAM,GAAG,MAAM,CAYxC"}

package/dist/numeric/special.js

@@ -0,0 +1,25 @@
+/**
+ * Log-gamma via the Lanczos approximation (g = 7, 9 coefficients), accurate
+ * to ~1e-15 relative for the positive arguments Minka's MLE uses.
+ */
+const LANCZOS_G = 7;
+const LANCZOS_COEF = [
+    0.99999999999980993, 676.5203681218851, -1259.1392167224028, 771.32342877765313,
+    -176.61502916214059, 12.507343278686905, -0.13857109526572012, 9.9843695780195716e-6,
+    1.5056327351493116e-7,
+];
+const LOG_SQRT_2PI = 0.9189385332046727; // log(sqrt(2*pi))
+export function lgamma(x) {
+    if (x < 0.5) {
+        // Reflection formula.
+        return Math.log(Math.PI / Math.sin(Math.PI * x)) - lgamma(1 - x);
+    }
+    const z = x - 1;
+    let a = LANCZOS_COEF[0];
+    const t = z + LANCZOS_G + 0.5;
+    for (let i = 1; i < LANCZOS_COEF.length; i++) {
+        a += LANCZOS_COEF[i] / (z + i);
+    }
+    return LOG_SQRT_2PI + (z + 0.5) * Math.log(t) - t + Math.log(a);
+}
+//# sourceMappingURL=special.js.map

package/dist/numeric/special.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"special.js","sourceRoot":"","sources":["../../src/numeric/special.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,MAAM,SAAS,GAAG,CAAC,CAAC;AACpB,MAAM,YAAY,GAAG;IACnB,mBAAmB,EAAE,iBAAiB,EAAE,CAAC,kBAAkB,EAAE,kBAAkB;IAC/E,CAAC,kBAAkB,EAAE,kBAAkB,EAAE,CAAC,mBAAmB,EAAE,qBAAqB;IACpF,qBAAqB;CACtB,CAAC;AACF,MAAM,YAAY,GAAG,kBAAkB,CAAC,CAAC,kBAAkB;AAE3D,MAAM,UAAU,MAAM,CAAC,CAAS;IAC9B,IAAI,CAAC,GAAG,GAAG,EAAE,CAAC;QACZ,sBAAsB;QACtB,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACnE,CAAC;IACD,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAChB,IAAI,CAAC,GAAG,YAAY,CAAC,CAAC,CAAC,CAAC;IACxB,MAAM,CAAC,GAAG,CAAC,GAAG,SAAS,GAAG,GAAG,CAAC;IAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,YAAY,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QAC7C,CAAC,IAAI,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,YAAY,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAClE,CAAC"}

package/dist/numeric/stats.d.ts

@@ -0,0 +1,27 @@
+/**
+ * Column statistics and small array helpers. All accumulation is float64
+ * regardless of the storage dtype of the inputs.
+ */
+import type { FloatArray } from '../types.js';
+/** Per-column mean of X (m×n), float64 accumulation. */
+export declare function colMeans(x: FloatArray, m: number, n: number): Float64Array;
+/** Per-column sum of X (m×n), float64 accumulation. */
+export declare function colSums(x: FloatArray, m: number, n: number): Float64Array;
+/** X[i][j] -= mean[j], in place (rounds into X's dtype). */
+export declare function centerInPlace(x: FloatArray, m: number, n: number, mean: Float64Array): void;
+export interface IncrementalStats {
+    mean: Float64Array;
+    variance: Float64Array;
+    count: number;
+}
+/**
+ * sklearn's `_incremental_mean_and_var` (Chan/Golub/LeVeque update) for the
+ * uniform-count case IncrementalPCA uses. Float64 accumulators throughout,
+ * matching sklearn's `_safe_accumulator_op` upcasting for float32 input.
+ */
+export declare function incrementalMeanAndVar(x: FloatArray, m: number, n: number, lastMean: Float64Array | null, lastVariance: Float64Array | null, lastCount: number): IncrementalStats;
+/** Cumulative sum (sequential, like xp.cumulative_sum). */
+export declare function cumsum(a: FloatArray): Float64Array;
+/** numpy searchsorted(a, v, side='right') for an ascending array. */
+export declare function searchsortedRight(a: Float64Array, v: number): number;
+//# sourceMappingURL=stats.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"stats.d.ts","sourceRoot":"","sources":["../../src/numeric/stats.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAE9C,wDAAwD;AACxD,wBAAgB,QAAQ,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CAY1E;AAED,uDAAuD;AACvD,wBAAgB,OAAO,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,GAAG,YAAY,CASzE;AAED,4DAA4D;AAC5D,wBAAgB,aAAa,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,YAAY,GAAG,IAAI,CAO3F;AAED,MAAM,WAAW,gBAAgB;IAC/B,IAAI,EAAE,YAAY,CAAC;IACnB,QAAQ,EAAE,YAAY,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;CACf;AAED;;;;GAIG;AACH,wBAAgB,qBAAqB,CACnC,CAAC,EAAE,UAAU,EACb,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,EACT,QAAQ,EAAE,YAAY,GAAG,IAAI,EAC7B,YAAY,EAAE,YAAY,GAAG,IAAI,EACjC,SAAS,EAAE,MAAM,GAChB,gBAAgB,CA4ClB;AAED,2DAA2D;AAC3D,wBAAgB,MAAM,CAAC,CAAC,EAAE,UAAU,GAAG,YAAY,CAQlD;AAED,qEAAqE;AACrE,wBAAgB,iBAAiB,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,MAAM,GAAG,MAAM,CAYpE"}