pca-web 0.1.0

package/dist/numeric/stats.js

@@ -0,0 +1,110 @@
+/** Per-column mean of X (m×n), float64 accumulation. */
+export function colMeans(x, m, n) {
+    const sums = new Float64Array(n);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        for (let j = 0; j < n; j++) {
+            sums[j] += x[off + j];
+        }
+    }
+    for (let j = 0; j < n; j++) {
+        sums[j] /= m;
+    }
+    return sums;
+}
+/** Per-column sum of X (m×n), float64 accumulation. */
+export function colSums(x, m, n) {
+    const sums = new Float64Array(n);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        for (let j = 0; j < n; j++) {
+            sums[j] += x[off + j];
+        }
+    }
+    return sums;
+}
+/** X[i][j] -= mean[j], in place (rounds into X's dtype). */
+export function centerInPlace(x, m, n, mean) {
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        for (let j = 0; j < n; j++) {
+            x[off + j] -= mean[j];
+        }
+    }
+}
+/**
+ * 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 function incrementalMeanAndVar(x, m, n, lastMean, lastVariance, lastCount) {
+    const newSum = colSums(x, m, n);
+    const updatedCount = lastCount + m;
+    const mean = new Float64Array(n);
+    const lastSum = new Float64Array(n);
+    if (lastMean !== null && lastCount > 0) {
+        for (let j = 0; j < n; j++) {
+            lastSum[j] = lastMean[j] * lastCount;
+        }
+    }
+    for (let j = 0; j < n; j++) {
+        mean[j] = (lastSum[j] + newSum[j]) / updatedCount;
+    }
+    // Corrected two-pass variance of this batch.
+    const t = new Float64Array(n);
+    for (let j = 0; j < n; j++) {
+        t[j] = newSum[j] / m;
+    }
+    const correction = new Float64Array(n);
+    const newUnnormVar = new Float64Array(n);
+    for (let i = 0; i < m; i++) {
+        const off = i * n;
+        for (let j = 0; j < n; j++) {
+            const d = x[off + j] - t[j];
+            correction[j] += d;
+            newUnnormVar[j] += d * d;
+        }
+    }
+    const variance = new Float64Array(n);
+    if (lastCount === 0) {
+        for (let j = 0; j < n; j++) {
+            variance[j] = (newUnnormVar[j] - (correction[j] * correction[j]) / m) / updatedCount;
+        }
+    }
+    else {
+        const lastOverNew = lastCount / m;
+        for (let j = 0; j < n; j++) {
+            const newU = newUnnormVar[j] - (correction[j] * correction[j]) / m;
+            const lastU = lastVariance[j] * lastCount;
+            const d = lastSum[j] / lastOverNew - newSum[j];
+            variance[j] = (lastU + newU + (lastOverNew / updatedCount) * d * d) / updatedCount;
+        }
+    }
+    return { mean, variance, count: updatedCount };
+}
+/** Cumulative sum (sequential, like xp.cumulative_sum). */
+export function cumsum(a) {
+    const out = new Float64Array(a.length);
+    let s = 0;
+    for (let i = 0; i < a.length; i++) {
+        s += a[i];
+        out[i] = s;
+    }
+    return out;
+}
+/** numpy searchsorted(a, v, side='right') for an ascending array. */
+export function searchsortedRight(a, v) {
+    let lo = 0;
+    let hi = a.length;
+    while (lo < hi) {
+        const mid = (lo + hi) >>> 1;
+        if (a[mid] <= v) {
+            lo = mid + 1;
+        }
+        else {
+            hi = mid;
+        }
+    }
+    return lo;
+}
+//# sourceMappingURL=stats.js.map

package/dist/numeric/stats.js.map

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package/dist/numeric/svd.d.ts

@@ -0,0 +1,27 @@
+/**
+ * Economy ("thin") singular value decomposition of a dense matrix, matching
+ * `scipy.linalg.svd(A, full_matrices=False)` up to floating-point roundoff
+ * and the usual sign ambiguity of singular vectors.
+ *
+ * Golub–Reinsch algorithm: Householder bidiagonalization followed by
+ * implicit-shift QR on the bidiagonal, with singular values sorted
+ * descending and made non-negative. The core follows the classical
+ * EISPACK/JAMA structure (public domain), written here for flat row-major
+ * arrays. Requires m >= n; the exported wrapper transposes when m < n.
+ */
+import type { FloatArray } from '../types.js';
+export interface SvdResult {
+    /** Left singular vectors, m × k (row-major), k = min(m, n). */
+    u: Float64Array;
+    /** Singular values, length k, descending, non-negative. */
+    s: Float64Array;
+    /** Right singular vectors transposed, k × n (row-major). */
+    vt: Float64Array;
+}
+/**
+ * Economy SVD of `a` (m×n, any shape). Input is read (not modified);
+ * accepts Float32Array data (values are read exactly, all computation is
+ * float64).
+ */
+export declare function svd(a: FloatArray, m: number, n: number): SvdResult;
+//# sourceMappingURL=svd.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/numeric/svd.js

@@ -0,0 +1,374 @@
+import { transpose } from './blas.js';
+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 TINY = 2 ** -966;
+const MAX_SWEEPS = 1000;
+/**
+ * Core Golub–Reinsch for m >= n on a float64 working copy `a` (m×n,
+ * row-major, consumed as scratch). Returns U (m×n), s (n), V (n×n, columns
+ * are right singular vectors).
+ */
+function svdBase(a, m, n) {
+    const nu = n; // = min(m, n) since m >= n
+    const s = new Float64Array(n);
+    const u = new Float64Array(m * nu);
+    const v = new Float64Array(n * n);
+    const e = new Float64Array(n);
+    const work = new Float64Array(m);
+    // Reduce a to bidiagonal form, storing the diagonal in s and the
+    // super-diagonal in e, while collecting Householder vectors in a/u.
+    const nct = Math.min(m - 1, n);
+    const nrt = Math.max(0, Math.min(n - 2, m));
+    const lim = Math.max(nct, nrt);
+    for (let k = 0; k < lim; k++) {
+        if (k < nct) {
+            // Householder for column k: norm of a[k..m-1, k].
+            let nrm = 0;
+            for (let i = k; i < m; i++) {
+                nrm = hypot2(nrm, a[i * n + k]);
+            }
+            s[k] = nrm;
+            if (s[k] !== 0) {
+                if (a[k * n + k] < 0) {
+                    s[k] = -s[k];
+                }
+                for (let i = k; i < m; i++) {
+                    a[i * n + k] /= s[k];
+                }
+                a[k * n + k] += 1.0;
+            }
+            s[k] = -s[k];
+        }
+        for (let j = k + 1; j < n; j++) {
+            if (k < nct && s[k] !== 0) {
+                let t = 0;
+                for (let i = k; i < m; i++) {
+                    t += a[i * n + k] * a[i * n + j];
+                }
+                t = -t / a[k * n + k];
+                for (let i = k; i < m; i++) {
+                    a[i * n + j] += t * a[i * n + k];
+                }
+            }
+            e[j] = a[k * n + j];
+        }
+        if (k < nct) {
+            for (let i = k; i < m; i++) {
+                u[i * nu + k] = a[i * n + k];
+            }
+        }
+        if (k < nrt) {
+            // Householder for row k: norm of e[k+1..n-1].
+            let nrm = 0;
+            for (let i = k + 1; i < n; i++) {
+                nrm = hypot2(nrm, e[i]);
+            }
+            e[k] = nrm;
+            if (e[k] !== 0) {
+                if (e[k + 1] < 0) {
+                    e[k] = -e[k];
+                }
+                for (let i = k + 1; i < n; i++) {
+                    e[i] /= e[k];
+                }
+                e[k + 1] += 1.0;
+            }
+            e[k] = -e[k];
+            if (k + 1 < m && e[k] !== 0) {
+                for (let i = k + 1; i < m; i++) {
+                    work[i] = 0;
+                }
+                for (let j = k + 1; j < n; j++) {
+                    const ej = e[j];
+                    for (let i = k + 1; i < m; i++) {
+                        work[i] += ej * a[i * n + j];
+                    }
+                }
+                for (let j = k + 1; j < n; j++) {
+                    const t = -e[j] / e[k + 1];
+                    for (let i = k + 1; i < m; i++) {
+                        a[i * n + j] += t * work[i];
+                    }
+                }
+            }
+            for (let i = k + 1; i < n; i++) {
+                v[i * n + k] = e[i];
+            }
+        }
+    }
+    // Set up the final bidiagonal matrix of order p.
+    let p = n; // = Math.min(n, m + 1) since m >= n
+    if (nct < n) {
+        s[nct] = a[nct * n + nct];
+    }
+    if (nrt + 1 < p) {
+        e[nrt] = a[nrt * n + (p - 1)];
+    }
+    e[p - 1] = 0;
+    // Generate U.
+    for (let j = nct; j < nu; j++) {
+        for (let i = 0; i < m; i++) {
+            u[i * nu + j] = 0;
+        }
+        u[j * nu + j] = 1;
+    }
+    for (let k = nct - 1; k >= 0; k--) {
+        if (s[k] !== 0) {
+            for (let j = k + 1; j < nu; j++) {
+                let t = 0;
+                for (let i = k; i < m; i++) {
+                    t += u[i * nu + k] * u[i * nu + j];
+                }
+                t = -t / u[k * nu + k];
+                for (let i = k; i < m; i++) {
+                    u[i * nu + j] += t * u[i * nu + k];
+                }
+            }
+            for (let i = k; i < m; i++) {
+                u[i * nu + k] = -u[i * nu + k];
+            }
+            u[k * nu + k] += 1.0;
+            for (let i = 0; i < k - 1; i++) {
+                u[i * nu + k] = 0;
+            }
+        }
+        else {
+            for (let i = 0; i < m; i++) {
+                u[i * nu + k] = 0;
+            }
+            u[k * nu + k] = 1;
+        }
+    }
+    // Generate V.
+    for (let k = n - 1; k >= 0; k--) {
+        if (k < nrt && e[k] !== 0) {
+            for (let j = k + 1; j < n; j++) {
+                let t = 0;
+                for (let i = k + 1; i < n; i++) {
+                    t += v[i * n + k] * v[i * n + j];
+                }
+                t = -t / v[(k + 1) * n + k];
+                for (let i = k + 1; i < n; i++) {
+                    v[i * n + j] += t * v[i * n + k];
+                }
+            }
+        }
+        for (let i = 0; i < n; i++) {
+            v[i * n + k] = 0;
+        }
+        v[k * n + k] = 1;
+    }
+    // Main iteration loop for the singular values.
+    const pp = p - 1;
+    let iter = 0;
+    while (p > 0) {
+        let k;
+        let kase;
+        if (iter > MAX_SWEEPS) {
+            throw new Error('svd: failed to converge');
+        }
+        // kase = 1: s(p) and e[k-1] are negligible and k < p
+        // kase = 2: s(k) is negligible and k < p
+        // kase = 3: e[k-1] is negligible, k < p, and s(k)...s(p) are not
+        //           negligible (QR step)
+        // kase = 4: e(p-1) is negligible (convergence)
+        for (k = p - 2; k >= -1; k--) {
+            if (k === -1) {
+                break;
+            }
+            if (Math.abs(e[k]) <= TINY + EPS * (Math.abs(s[k]) + Math.abs(s[k + 1]))) {
+                e[k] = 0;
+                break;
+            }
+        }
+        if (k === p - 2) {
+            kase = 4;
+        }
+        else {
+            let ks;
+            for (ks = p - 1; ks >= k; ks--) {
+                if (ks === k) {
+                    break;
+                }
+                const t = (ks !== p ? Math.abs(e[ks]) : 0) + (ks !== k + 1 ? Math.abs(e[ks - 1]) : 0);
+                if (Math.abs(s[ks]) <= TINY + EPS * t) {
+                    s[ks] = 0;
+                    break;
+                }
+            }
+            if (ks === k) {
+                kase = 3;
+            }
+            else if (ks === p - 1) {
+                kase = 1;
+            }
+            else {
+                kase = 2;
+                k = ks;
+            }
+        }
+        k++;
+        if (kase === 1) {
+            // Deflate negligible s(p).
+            let f = e[p - 2];
+            e[p - 2] = 0;
+            for (let j = p - 2; j >= k; j--) {
+                let t = hypot2(s[j], f);
+                const cs = s[j] / t;
+                const sn = f / t;
+                s[j] = t;
+                if (j !== k) {
+                    f = -sn * e[j - 1];
+                    e[j - 1] = cs * e[j - 1];
+                }
+                for (let i = 0; i < n; i++) {
+                    t = cs * v[i * n + j] + sn * v[i * n + (p - 1)];
+                    v[i * n + (p - 1)] = -sn * v[i * n + j] + cs * v[i * n + (p - 1)];
+                    v[i * n + j] = t;
+                }
+            }
+        }
+        else if (kase === 2) {
+            // Split at negligible s(k).
+            let f = e[k - 1];
+            e[k - 1] = 0;
+            for (let j = k; j < p; j++) {
+                let t = hypot2(s[j], f);
+                const cs = s[j] / t;
+                const sn = f / t;
+                s[j] = t;
+                f = -sn * e[j];
+                e[j] = cs * e[j];
+                for (let i = 0; i < m; i++) {
+                    t = cs * u[i * nu + j] + sn * u[i * nu + (k - 1)];
+                    u[i * nu + (k - 1)] = -sn * u[i * nu + j] + cs * u[i * nu + (k - 1)];
+                    u[i * nu + j] = t;
+                }
+            }
+        }
+        else if (kase === 3) {
+            // One QR step with Wilkinson-style shift.
+            const scale = Math.max(Math.max(Math.max(Math.max(Math.abs(s[p - 1]), Math.abs(s[p - 2])), Math.abs(e[p - 2])), Math.abs(s[k])), Math.abs(e[k]));
+            const sp = s[p - 1] / scale;
+            const spm1 = s[p - 2] / scale;
+            const epm1 = e[p - 2] / scale;
+            const sk = s[k] / scale;
+            const ek = e[k] / scale;
+            const b = ((spm1 + sp) * (spm1 - sp) + epm1 * epm1) / 2.0;
+            const c = sp * epm1 * (sp * epm1);
+            let shift = 0;
+            if (b !== 0 || c !== 0) {
+                shift = Math.sqrt(b * b + c);
+                if (b < 0) {
+                    shift = -shift;
+                }
+                shift = c / (b + shift);
+            }
+            let f = (sk + sp) * (sk - sp) + shift;
+            let g = sk * ek;
+            // Chase zeros.
+            for (let j = k; j < p - 1; j++) {
+                let t = hypot2(f, g);
+                let cs = f / t;
+                let sn = g / t;
+                if (j !== k) {
+                    e[j - 1] = t;
+                }
+                f = cs * s[j] + sn * e[j];
+                e[j] = cs * e[j] - sn * s[j];
+                g = sn * s[j + 1];
+                s[j + 1] = cs * s[j + 1];
+                for (let i = 0; i < n; i++) {
+                    t = cs * v[i * n + j] + sn * v[i * n + (j + 1)];
+                    v[i * n + (j + 1)] = -sn * v[i * n + j] + cs * v[i * n + (j + 1)];
+                    v[i * n + j] = t;
+                }
+                t = hypot2(f, g);
+                cs = f / t;
+                sn = g / t;
+                s[j] = t;
+                f = cs * e[j] + sn * s[j + 1];
+                s[j + 1] = -sn * e[j] + cs * s[j + 1];
+                g = sn * e[j + 1];
+                e[j + 1] = cs * e[j + 1];
+                if (j < m - 1) {
+                    for (let i = 0; i < m; i++) {
+                        t = cs * u[i * nu + j] + sn * u[i * nu + (j + 1)];
+                        u[i * nu + (j + 1)] = -sn * u[i * nu + j] + cs * u[i * nu + (j + 1)];
+                        u[i * nu + j] = t;
+                    }
+                }
+            }
+            e[p - 2] = f;
+            iter++;
+        }
+        else {
+            // Convergence (kase === 4).
+            if (s[k] <= 0) {
+                s[k] = s[k] < 0 ? -s[k] : 0;
+                for (let i = 0; i <= pp; i++) {
+                    v[i * n + k] = -v[i * n + k];
+                }
+            }
+            // Bubble the converged value into descending order.
+            while (k < pp) {
+                if (s[k] >= s[k + 1]) {
+                    break;
+                }
+                const t = s[k];
+                s[k] = s[k + 1];
+                s[k + 1] = t;
+                if (k < n - 1) {
+                    for (let i = 0; i < n; i++) {
+                        const tv = v[i * n + (k + 1)];
+                        v[i * n + (k + 1)] = v[i * n + k];
+                        v[i * n + k] = tv;
+                    }
+                }
+                if (k < m - 1) {
+                    for (let i = 0; i < m; i++) {
+                        const tu = u[i * nu + (k + 1)];
+                        u[i * nu + (k + 1)] = u[i * nu + k];
+                        u[i * nu + k] = tu;
+                    }
+                }
+                k++;
+            }
+            iter = 0;
+            p--;
+        }
+    }
+    return { u, s, v };
+}
+/**
+ * Economy SVD of `a` (m×n, any shape). Input is read (not modified);
+ * accepts Float32Array data (values are read exactly, all computation is
+ * float64).
+ */
+export function svd(a, m, n) {
+    if (m >= n) {
+        const work = Float64Array.from(a);
+        const { u, s, v } = svdBase(work, m, n);
+        // vt = v transposed (n×n) — rows are right singular vectors.
+        const vt = transpose(v, n, n);
+        return { u, s, vt };
+    }
+    // m < n: decompose Aᵀ (n×m) = U' S V'ᵀ, then A = V' S U'ᵀ.
+    const at = transpose(a, m, n); // n×m
+    const { u: up, s, v: vp } = svdBase(at, n, m);
+    // U = V' (m×m); Vt = U'ᵀ (m×n).
+    return { u: vp, s, vt: transpose(up, n, m) };
+}
+//# sourceMappingURL=svd.js.map

package/dist/numeric/svd.js.map

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package/dist/numeric/svdflip.d.ts

@@ -0,0 +1,9 @@
+/**
+ * sklearn's `svd_flip(u, v, u_based_decision=False)`: deterministic sign
+ * convention for singular vectors. For each row of Vt, the entry with the
+ * largest |value| (first occurrence, like np.argmax) is made positive; the
+ * matching column of U gets the same factor. Uses Math.sign like np.sign,
+ * so an all-zero row keeps sign 0 — exactly numpy's behavior.
+ */
+export declare function svdFlipVBased(u: Float64Array | null, uRows: number, vt: Float64Array, vtRows: number, vtCols: number): void;
+//# sourceMappingURL=svdflip.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"svdflip.d.ts","sourceRoot":"","sources":["../../src/numeric/svdflip.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,wBAAgB,aAAa,CAC3B,CAAC,EAAE,YAAY,GAAG,IAAI,EACtB,KAAK,EAAE,MAAM,EACb,EAAE,EAAE,YAAY,EAChB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,GACb,IAAI,CAuBN"}

package/dist/numeric/svdflip.js

@@ -0,0 +1,32 @@
+/**
+ * sklearn's `svd_flip(u, v, u_based_decision=False)`: deterministic sign
+ * convention for singular vectors. For each row of Vt, the entry with the
+ * largest |value| (first occurrence, like np.argmax) is made positive; the
+ * matching column of U gets the same factor. Uses Math.sign like np.sign,
+ * so an all-zero row keeps sign 0 — exactly numpy's behavior.
+ */
+export function svdFlipVBased(u, uRows, vt, vtRows, vtCols) {
+    for (let i = 0; i < vtRows; i++) {
+        const off = i * vtCols;
+        let maxAbs = -1;
+        let maxIdx = 0;
+        for (let j = 0; j < vtCols; j++) {
+            const a = Math.abs(vt[off + j]);
+            if (a > maxAbs) {
+                maxAbs = a;
+                maxIdx = j;
+            }
+        }
+        const sign = Math.sign(vt[off + maxIdx]);
+        for (let j = 0; j < vtCols; j++) {
+            vt[off + j] *= sign;
+        }
+        if (u !== null) {
+            const uCols = vtRows;
+            for (let r = 0; r < uRows; r++) {
+                u[r * uCols + i] *= sign;
+            }
+        }
+    }
+}
+//# sourceMappingURL=svdflip.js.map

package/dist/numeric/svdflip.js.map

@@ -0,0 +1 @@
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