// ml-stat array.js const MLStatArray = {};
{ function compareNumbers(a, b) { return a - b;
}
/** *Computesthesumofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.sum = function sum(values) { var sum = 0; for (var i = 0; i < values.length; i++) {
sum += values[i];
} return sum;
};
/** *Computesthemaximumofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.max = function max(values) { var max = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] > max) max = values[i];
} return max;
};
/** *Computestheminimumofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.min = function min(values) { var min = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] < min) min = values[i];
} return min;
};
/** *Computestheminandmaxofthegivenvalues *@param{Array}values *@returns{{min:number,max:number}}
*/
MLStatArray.minMax = function minMax(values) { var min = values[0]; var max = values[0]; var l = values.length; for (var i = 1; i < l; i++) { if (values[i] < min) min = values[i]; if (values[i] > max) max = values[i];
} return {
min: min,
max: max
};
};
/** *Computesthearithmeticmeanofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.arithmeticMean = function arithmeticMean(values) { var sum = 0; var l = values.length; for (var i = 0; i < l; i++) {
sum += values[i];
} return sum / l;
};
/** *Computesthegeometricmeanofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.geometricMean = function geometricMean(values) { var mul = 1; var l = values.length; for (var i = 0; i < l; i++) {
mul *= values[i];
} return Math.pow(mul, 1 / l);
};
/** *Computesthemeanofthelogofthegivenvalues *Ifthereturnvalueisexponentiated,itgivesthesameresultasthe *geometricmean. *@param{Array}values *@returns{number}
*/
MLStatArray.logMean = function logMean(values) { var lnsum = 0; var l = values.length; for (var i = 0; i < l; i++) {
lnsum += Math.log(values[i]);
} return lnsum / l;
};
/** *Computestheweightedgrandmeanforalistofmeansandsamplesizes *@param{Array}means-Meanvaluesforeachsetofsamples *@param{Array}samples-Numberoforiginalvaluesforeachsetofsamples *@returns{number}
*/
MLStatArray.grandMean = function grandMean(means, samples) { var sum = 0; var n = 0; var l = means.length; for (var i = 0; i < l; i++) {
sum += samples[i] * means[i];
n += samples[i];
} return sum / n;
};
/** *Computesthetruncatedmeanofthegivenvaluesusingagivenpercentage *@param{Array}values *@param{number}percent-Thepercentageofvaluestokeep(range:[0,1]) *@param{boolean}[alreadySorted=false] *@returns{number}
*/
MLStatArray.truncatedMean = function truncatedMean(values, percent, alreadySorted) { if (alreadySorted === undefined) alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
} var l = values.length; var k = Math.floor(l * percent); var sum = 0; for (var i = k; i < (l - k); i++) {
sum += values[i];
} return sum / (l - 2 * k);
};
/** *Computestheharmonicmeanofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.harmonicMean = function harmonicMean(values) { var sum = 0; var l = values.length; for (var i = 0; i < l; i++) { if (values[i] === 0) { thrownew RangeError('value at index ' + i + 'is zero');
}
sum += 1 / values[i];
} return l / sum;
};
/** *Computesthecontraharmonicmeanofthegivenvalues *@param{Array}values *@returns{number}
*/
MLStatArray.contraHarmonicMean = function contraHarmonicMean(values) { var r1 = 0; var r2 = 0; var l = values.length; for (var i = 0; i < l; i++) {
r1 += values[i] * values[i];
r2 += values[i];
} if (r2 < 0) { thrownew RangeError('sum of values is negative');
} return r1 / r2;
};
/** *Computesthemedianofthegivenvalues *@param{Array}values *@param{boolean}[alreadySorted=false] *@returns{number}
*/
MLStatArray.median = function median(values, alreadySorted) { if (alreadySorted === undefined) alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
} var l = values.length; var half = Math.floor(l / 2); if (l % 2 === 0) { return (values[half - 1] + values[half]) * 0.5;
} else { return values[half];
}
};
/** *Computesthevarianceofthegivenvalues *@param{Array}values *@param{boolean}[unbiased=true]-iftrue,divideby(n-1);iffalse,dividebyn. *@returns{number}
*/
MLStatArray.variance = function variance(values, unbiased) { if (unbiased === undefined) unbiased = true; var theMean = MLStatArray.mean(values); var theVariance = 0; var l = values.length;
for (var i = 0; i < l; i++) { var x = values[i] - theMean;
theVariance += x * x;
}
MLStatArray.standardError = function standardError(values) { return MLStatArray.standardDeviation(values) / Math.sqrt(values.length);
};
/** *IEEETransactionsonbiomedicalengineering,vol.52,no.1,january2005,p.76- *CalculatethestandarddeviationviatheMedianoftheabsolutedeviation *TheformulaforthestandarddeviationonlyholdsforGaussianrandomvariables. *@returns{{mean:number,stdev:number}}
*/
MLStatArray.robustMeanAndStdev = function robustMeanAndStdev(y) { var mean = 0, stdev = 0; var length = y.length, i = 0; for (i = 0; i < length; i++) {
mean += y[i];
}
mean /= length; var averageDeviations = new Array(length); for (i = 0; i < length; i++)
averageDeviations[i] = Math.abs(y[i] - mean);
averageDeviations.sort(compareNumbers); if (length % 2 === 1) {
stdev = averageDeviations[(length - 1) / 2] / 0.6745;
} else {
stdev = 0.5 * (averageDeviations[length / 2] + averageDeviations[length / 2 - 1]) / 0.6745;
}
return {
mean: mean,
stdev: stdev
};
};
MLStatArray.quartiles = function quartiles(values, alreadySorted) { if (typeof (alreadySorted) === 'undefined') alreadySorted = false; if (!alreadySorted) {
values = [].concat(values).sort(compareNumbers);
}
var quart = values.length / 4; var q1 = values[Math.ceil(quart) - 1]; var q2 = MLStatArray.median(values, true); var q3 = values[Math.ceil(quart * 3) - 1];
return {q1: q1, q2: q2, q3: q3};
};
MLStatArray.pooledStandardDeviation = function pooledStandardDeviation(samples, unbiased) { return Math.sqrt(MLStatArray.pooledVariance(samples, unbiased));
};
MLStatArray.pooledVariance = function pooledVariance(samples, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var sum = 0; var length = 0, l = samples.length; for (var i = 0; i < l; i++) { var values = samples[i]; var vari = MLStatArray.variance(values);
sum += (values.length - 1) * vari;
if (unbiased)
length += values.length - 1; else
length += values.length;
} return sum / length;
};
MLStatArray.mode = function mode(values) { var l = values.length,
itemCount = new Array(l),
i; for (i = 0; i < l; i++) {
itemCount[i] = 0;
} var itemArray = new Array(l); var count = 0;
for (i = 0; i < l; i++) { var index = itemArray.indexOf(values[i]); if (index >= 0)
itemCount[index]++; else {
itemArray[count] = values[i];
itemCount[count] = 1;
count++;
}
}
var maxValue = 0, maxIndex = 0; for (i = 0; i < count; i++) { if (itemCount[i] > maxValue) {
maxValue = itemCount[i];
maxIndex = i;
}
}
return itemArray[maxIndex];
};
MLStatArray.covariance = function covariance(vector1, vector2, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var mean1 = MLStatArray.mean(vector1); var mean2 = MLStatArray.mean(vector2);
if (vector1.length !== vector2.length) throw'Vectors do not have the same dimensions';
var cov = 0, l = vector1.length; for (var i = 0; i < l; i++) { var x = vector1[i] - mean1; var y = vector2[i] - mean2;
cov += x * y;
}
MLStatArray.skewness = function skewness(values, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var theMean = MLStatArray.mean(values);
var s2 = 0, s3 = 0, l = values.length; for (var i = 0; i < l; i++) { var dev = values[i] - theMean;
s2 += dev * dev;
s3 += dev * dev * dev;
} var m2 = s2 / l; var m3 = s3 / l;
var g = m3 / (Math.pow(m2, 3 / 2.0)); if (unbiased) { var a = Math.sqrt(l * (l - 1)); var b = l - 2; return (a / b) * g;
} else { return g;
}
};
MLStatArray.kurtosis = function kurtosis(values, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var theMean = MLStatArray.mean(values); var n = values.length, s2 = 0, s4 = 0;
for (var i = 0; i < n; i++) { var dev = values[i] - theMean;
s2 += dev * dev;
s4 += dev * dev * dev * dev;
} var m2 = s2 / n; var m4 = s4 / n;
if (unbiased) { var v = s2 / (n - 1); var a = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3)); var b = s4 / (v * v); var c = ((n - 1) * (n - 1)) / ((n - 2) * (n - 3));
MLStatArray.entropy = function entropy(values, eps) { if (typeof (eps) === 'undefined') eps = 0; var sum = 0, l = values.length; for (var i = 0; i < l; i++)
sum += values[i] * Math.log(values[i] + eps); return -sum;
};
MLStatArray.weightedMean = function weightedMean(values, weights) { var sum = 0, l = values.length; for (var i = 0; i < l; i++)
sum += values[i] * weights[i]; return sum;
};
MLStatArray.weightedStandardDeviation = function weightedStandardDeviation(values, weights) { return Math.sqrt(MLStatArray.weightedVariance(values, weights));
};
MLStatArray.weightedVariance = function weightedVariance(values, weights) { var theMean = MLStatArray.weightedMean(values, weights); var vari = 0, l = values.length; var a = 0, b = 0;
for (var i = 0; i < l; i++) { var z = values[i] - theMean; var w = weights[i];
vari += w * (z * z);
b += w;
a += w * w;
}
return vari * (b / (b * b - a));
};
MLStatArray.center = function center(values, inPlace) { if (typeof (inPlace) === 'undefined') inPlace = false;
var result = values; if (!inPlace)
result = [].concat(values);
var theMean = MLStatArray.mean(result), l = result.length; for (var i = 0; i < l; i++)
result[i] -= theMean;
};
MLStatArray.standardize = function standardize(values, standardDev, inPlace) { if (typeof (standardDev) === 'undefined') standardDev = MLStatArray.standardDeviation(values); if (typeof (inPlace) === 'undefined') inPlace = false; var l = values.length; var result = inPlace ? values : new Array(l); for (var i = 0; i < l; i++)
result[i] = values[i] / standardDev; return result;
};
MLStatArray.cumulativeSum = function cumulativeSum(array) { var l = array.length; var result = new Array(l);
result[0] = array[0]; for (var i = 1; i < l; i++)
result[i] = result[i - 1] + array[i]; return result;
};
}
MLStatMatrix.max = function max(matrix) { var max = -Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] > max) max = matrix[i][j];
}
} return max;
};
MLStatMatrix.min = function min(matrix) { var min = Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] < min) min = matrix[i][j];
}
} return min;
};
MLStatMatrix.minMax = function minMax(matrix) { var min = Infinity; var max = -Infinity; for (var i = 0; i < matrix.length; i++) { for (var j = 0; j < matrix[i].length; j++) { if (matrix[i][j] < min) min = matrix[i][j]; if (matrix[i][j] > max) max = matrix[i][j];
}
} return {
min:min,
max:max
};
};
MLStatMatrix.entropy = function entropy(matrix, eps) { if (typeof (eps) === 'undefined') {
eps = 0;
} var sum = 0,
l1 = matrix.length,
l2 = matrix[0].length; for (var i = 0; i < l1; i++) { for (var j = 0; j < l2; j++) {
sum += matrix[i][j] * Math.log(matrix[i][j] + eps);
}
} return -sum;
};
MLStatMatrix.mean = function mean(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theMean, N, i, j;
if (dimension === -1) {
theMean = [0];
N = rows * cols; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theMean[0] += matrix[i][j];
}
}
theMean[0] /= N;
} elseif (dimension === 0) {
theMean = new Array(cols);
N = rows; for (j = 0; j < cols; j++) {
theMean[j] = 0; for (i = 0; i < rows; i++) {
theMean[j] += matrix[i][j];
}
theMean[j] /= N;
}
} elseif (dimension === 1) {
theMean = new Array(rows);
N = cols; for (j = 0; j < rows; j++) {
theMean[j] = 0; for (i = 0; i < cols; i++) {
theMean[j] += matrix[j][i];
}
theMean[j] /= N;
}
} else { thrownew Error('Invalid dimension');
} return theMean;
};
MLStatMatrix.sum = function sum(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theSum, i, j;
if (dimension === -1) {
theSum = [0]; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theSum[0] += matrix[i][j];
}
}
} elseif (dimension === 0) {
theSum = new Array(cols); for (j = 0; j < cols; j++) {
theSum[j] = 0; for (i = 0; i < rows; i++) {
theSum[j] += matrix[i][j];
}
}
} elseif (dimension === 1) {
theSum = new Array(rows); for (j = 0; j < rows; j++) {
theSum[j] = 0; for (i = 0; i < cols; i++) {
theSum[j] += matrix[j][i];
}
}
} else { thrownew Error('Invalid dimension');
} return theSum;
};
MLStatMatrix.product = function product(matrix, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length,
cols = matrix[0].length,
theProduct, i, j;
if (dimension === -1) {
theProduct = [1]; for (i = 0; i < rows; i++) { for (j = 0; j < cols; j++) {
theProduct[0] *= matrix[i][j];
}
}
} elseif (dimension === 0) {
theProduct = new Array(cols); for (j = 0; j < cols; j++) {
theProduct[j] = 1; for (i = 0; i < rows; i++) {
theProduct[j] *= matrix[i][j];
}
}
} elseif (dimension === 1) {
theProduct = new Array(rows); for (j = 0; j < rows; j++) {
theProduct[j] = 1; for (i = 0; i < cols; i++) {
theProduct[j] *= matrix[j][i];
}
}
} else { thrownew Error('Invalid dimension');
} return theProduct;
};
MLStatMatrix.standardDeviation = function standardDeviation(matrix, means, unbiased) { var vari = MLStatMatrix.variance(matrix, means, unbiased), l = vari.length; for (var i = 0; i < l; i++) {
vari[i] = Math.sqrt(vari[i]);
} return vari;
};
MLStatMatrix.variance = function variance(matrix, means, unbiased) { if (typeof (unbiased) === 'undefined') {
unbiased = true;
}
means = means || MLStatMatrix.mean(matrix); var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length; var vari = new Array(cols);
for (var j = 0; j < cols; j++) { var sum1 = 0, sum2 = 0, x = 0; for (var i = 0; i < rows; i++) {
x = matrix[i][j] - means[j];
sum1 += x;
sum2 += x * x;
} if (unbiased) {
vari[j] = (sum2 - ((sum1 * sum1) / rows)) / (rows - 1);
} else {
vari[j] = (sum2 - ((sum1 * sum1) / rows)) / rows;
}
} return vari;
};
MLStatMatrix.median = function median(matrix) { var rows = matrix.length, cols = matrix[0].length; var medians = new Array(cols);
for (var i = 0; i < cols; i++) { var data = new Array(rows); for (var j = 0; j < rows; j++) {
data[j] = matrix[j][i];
}
data.sort(compareNumbers); var N = data.length; if (N % 2 === 0) {
medians[i] = (data[N / 2] + data[(N / 2) - 1]) * 0.5;
} else {
medians[i] = data[Math.floor(N / 2)];
}
} return medians;
};
MLStatMatrix.mode = function mode(matrix) { var rows = matrix.length,
cols = matrix[0].length,
modes = new Array(cols),
i, j; for (i = 0; i < cols; i++) { var itemCount = new Array(rows); for (var k = 0; k < rows; k++) {
itemCount[k] = 0;
} var itemArray = new Array(rows); var count = 0;
for (j = 0; j < rows; j++) { var index = itemArray.indexOf(matrix[j][i]); if (index >= 0) {
itemCount[index]++;
} else {
itemArray[count] = matrix[j][i];
itemCount[count] = 1;
count++;
}
}
var maxValue = 0, maxIndex = 0; for (j = 0; j < count; j++) { if (itemCount[j] > maxValue) {
maxValue = itemCount[j];
maxIndex = j;
}
}
MLStatMatrix.skewness = function skewness(matrix, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var means = MLStatMatrix.mean(matrix); var n = matrix.length, l = means.length; var skew = new Array(l);
for (var j = 0; j < l; j++) { var s2 = 0, s3 = 0; for (var i = 0; i < n; i++) { var dev = matrix[i][j] - means[j];
s2 += dev * dev;
s3 += dev * dev * dev;
}
var m2 = s2 / n; var m3 = s3 / n; var g = m3 / Math.pow(m2, 3 / 2);
if (unbiased) { var a = Math.sqrt(n * (n - 1)); var b = n - 2;
skew[j] = (a / b) * g;
} else {
skew[j] = g;
}
} return skew;
};
MLStatMatrix.kurtosis = function kurtosis(matrix, unbiased) { if (typeof (unbiased) === 'undefined') unbiased = true; var means = MLStatMatrix.mean(matrix); var n = matrix.length, m = matrix[0].length; var kurt = new Array(m);
for (var j = 0; j < m; j++) { var s2 = 0, s4 = 0; for (var i = 0; i < n; i++) { var dev = matrix[i][j] - means[j];
s2 += dev * dev;
s4 += dev * dev * dev * dev;
} var m2 = s2 / n; var m4 = s4 / n;
if (unbiased) { var v = s2 / (n - 1); var a = (n * (n + 1)) / ((n - 1) * (n - 2) * (n - 3)); var b = s4 / (v * v); var c = ((n - 1) * (n - 1)) / ((n - 2) * (n - 3));
kurt[j] = a * b - 3 * c;
} else {
kurt[j] = m4 / (m2 * m2) - 3;
}
} return kurt;
};
MLStatMatrix.standardError = function standardError(matrix) { var samples = matrix.length; var standardDeviations = MLStatMatrix.standardDeviation(matrix); var l = standardDeviations.length; var standardErrors = new Array(l); var sqrtN = Math.sqrt(samples);
for (var i = 0; i < l; i++) {
standardErrors[i] = standardDeviations[i] / sqrtN;
} return standardErrors;
};
MLStatMatrix.scatter = function scatter(matrix, divisor, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} if (typeof (divisor) === 'undefined') { if (dimension === 0) {
divisor = matrix.length - 1;
} elseif (dimension === 1) {
divisor = matrix[0].length - 1;
}
} var means = MLStatMatrix.mean(matrix, dimension); var rows = matrix.length; if (rows === 0) { return [[]];
} var cols = matrix[0].length,
cov, i, j, s, k;
if (dimension === 0) {
cov = new Array(cols); for (i = 0; i < cols; i++) {
cov[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) {
s = 0; for (k = 0; k < rows; k++) {
s += (matrix[k][j] - means[j]) * (matrix[k][i] - means[i]);
}
s /= divisor;
cov[i][j] = s;
cov[j][i] = s;
}
}
} elseif (dimension === 1) {
cov = new Array(rows); for (i = 0; i < rows; i++) {
cov[i] = new Array(rows);
} for (i = 0; i < rows; i++) { for (j = i; j < rows; j++) {
s = 0; for (k = 0; k < cols; k++) {
s += (matrix[j][k] - means[j]) * (matrix[i][k] - means[i]);
}
s /= divisor;
cov[i][j] = s;
cov[j][i] = s;
}
}
} else { thrownew Error('Invalid dimension');
}
return cov;
};
MLStatMatrix.correlation = function correlation(matrix) { var means = MLStatMatrix.mean(matrix),
standardDeviations = MLStatMatrix.standardDeviation(matrix, true, means),
scores = MLStatMatrix.zScores(matrix, means, standardDeviations),
rows = matrix.length,
cols = matrix[0].length,
i, j;
var cor = new Array(cols); for (i = 0; i < cols; i++) {
cor[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) { var c = 0; for (var k = 0, l = scores.length; k < l; k++) {
c += scores[k][j] * scores[k][i];
}
c /= rows - 1;
cor[i][j] = c;
cor[j][i] = c;
}
} return cor;
};
MLStatMatrix.zScores = function zScores(matrix, means, standardDeviations) {
means = means || MLStatMatrix.mean(matrix); if (typeof (standardDeviations) === 'undefined') standardDeviations = MLStatMatrix.standardDeviation(matrix, true, means); return MLStatMatrix.standardize(MLStatMatrix.center(matrix, means, false), standardDeviations, true);
};
MLStatMatrix.center = function center(matrix, means, inPlace) {
means = means || MLStatMatrix.mean(matrix); var result = matrix,
l = matrix.length,
i, j, jj;
if (!inPlace) {
result = new Array(l); for (i = 0; i < l; i++) {
result[i] = new Array(matrix[i].length);
}
}
for (i = 0; i < l; i++) { var row = result[i]; for (j = 0, jj = row.length; j < jj; j++) {
row[j] = matrix[i][j] - means[j];
}
} return result;
};
MLStatMatrix.standardize = function standardize(matrix, standardDeviations, inPlace) { if (typeof (standardDeviations) === 'undefined') standardDeviations = MLStatMatrix.standardDeviation(matrix); var result = matrix,
l = matrix.length,
i, j, jj;
if (!inPlace) {
result = new Array(l); for (i = 0; i < l; i++) {
result[i] = new Array(matrix[i].length);
}
}
for (i = 0; i < l; i++) { var resultRow = result[i]; var sourceRow = matrix[i]; for (j = 0, jj = resultRow.length; j < jj; j++) { if (standardDeviations[j] !== 0 && !isNaN(standardDeviations[j])) {
resultRow[j] = sourceRow[j] / standardDeviations[j];
}
}
} return result;
};
MLStatMatrix.weightedVariance = function weightedVariance(matrix, weights) { var means = MLStatMatrix.mean(matrix); var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length; var vari = new Array(cols);
for (var j = 0; j < cols; j++) { var sum = 0; var a = 0, b = 0;
for (var i = 0; i < rows; i++) { var z = matrix[i][j] - means[j]; var w = weights[i];
sum += w * (z * z);
b += w;
a += w * w;
}
vari[j] = sum * (b / (b * b - a));
}
return vari;
};
MLStatMatrix.weightedMean = function weightedMean(matrix, weights, dimension) { if (typeof (dimension) === 'undefined') {
dimension = 0;
} var rows = matrix.length; if (rows === 0) return []; var cols = matrix[0].length,
means, i, ii, j, w, row;
if (dimension === 0) {
means = new Array(cols); for (i = 0; i < cols; i++) {
means[i] = 0;
} for (i = 0; i < rows; i++) {
row = matrix[i];
w = weights[i]; for (j = 0; j < cols; j++) {
means[j] += row[j] * w;
}
}
} elseif (dimension === 1) {
means = new Array(rows); for (i = 0; i < rows; i++) {
means[i] = 0;
} for (j = 0; j < rows; j++) {
row = matrix[j];
w = weights[j]; for (i = 0; i < cols; i++) {
means[j] += row[i] * w;
}
}
} else { thrownew Error('Invalid dimension');
}
var weightSum = arrayStat.sum(weights); if (weightSum !== 0) { for (i = 0, ii = means.length; i < ii; i++) {
means[i] /= weightSum;
}
} return means;
};
MLStatMatrix.weightedCovariance = function weightedCovariance(matrix, weights, means, dimension) {
dimension = dimension || 0;
means = means || MLStatMatrix.weightedMean(matrix, weights, dimension); var s1 = 0, s2 = 0; for (var i = 0, ii = weights.length; i < ii; i++) {
s1 += weights[i];
s2 += weights[i] * weights[i];
} var factor = s1 / (s1 * s1 - s2); return MLStatMatrix.weightedScatter(matrix, weights, means, factor, dimension);
};
MLStatMatrix.weightedScatter = function weightedScatter(matrix, weights, means, factor, dimension) {
dimension = dimension || 0;
means = means || MLStatMatrix.weightedMean(matrix, weights, dimension); if (typeof (factor) === 'undefined') {
factor = 1;
} var rows = matrix.length; if (rows === 0) { return [[]];
} var cols = matrix[0].length,
cov, i, j, k, s;
if (dimension === 0) {
cov = new Array(cols); for (i = 0; i < cols; i++) {
cov[i] = new Array(cols);
} for (i = 0; i < cols; i++) { for (j = i; j < cols; j++) {
s = 0; for (k = 0; k < rows; k++) {
s += weights[k] * (matrix[k][j] - means[j]) * (matrix[k][i] - means[i]);
}
cov[i][j] = s * factor;
cov[j][i] = s * factor;
}
}
} elseif (dimension === 1) {
cov = new Array(rows); for (i = 0; i < rows; i++) {
cov[i] = new Array(rows);
} for (i = 0; i < rows; i++) { for (j = i; j < rows; j++) {
s = 0; for (k = 0; k < cols; k++) {
s += weights[k] * (matrix[j][k] - means[j]) * (matrix[i][k] - means[i]);
}
cov[i][j] = s * factor;
cov[j][i] = s * factor;
}
}
} else { thrownew Error('Invalid dimension');
}
// ml-array-utils ArrayUtils.js const MLArrayUtilsArrayUtils = {};
{ const Stat = MLStat.array; /** *Functionthatreturnsanarrayofpointsgiven1Darrayasfollows: * *[x1,y1,..,x2,y2,..] * *Andreceivethenumberofdimensionsofeachpoint. *@paramarray *@paramdimensions *@returns{Array}-Arrayofpoints.
*/ function coordArrayToPoints(array, dimensions) { if(array.length % dimensions !== 0) { thrownew RangeError('Dimensions number must be accordance with the size of the array.');
}
var length = array.length / dimensions; var pointsArr = new Array(length);
var k = 0; for(var i = 0; i < array.length; i += dimensions) { var point = new Array(dimensions); for(var j = 0; j < dimensions; ++j) {
point[j] = array[i + j];
}
pointsArr[k] = point;
k++;
}
return pointsArr;
}
/** *Functionthatgivenanarrayasfollows: *[x1,y1,..,x2,y2,..] * *Returnsanarrayasfollows: *[[x1,x2,..],[y1,y2,..],[..]] * *Andreceivesthenumberofdimensionsofeachcoordinate. *@paramarray *@paramdimensions *@returns{Array}-Matrixofcoordinates
*/ function coordArrayToCoordMatrix(array, dimensions) { if(array.length % dimensions !== 0) { thrownew RangeError('Dimensions number must be accordance with the size of the array.');
}
var coordinatesArray = new Array(dimensions); var points = array.length / dimensions; for (var i = 0; i < coordinatesArray.length; i++) {
coordinatesArray[i] = new Array(points);
}
/** *Functionthatreceivesacoordinatematrixasfollows: *[[x1,x2,..],[y1,y2,..],[..]] * *Returnsanarrayofcoordinatesasfollows: *[x1,y1,..,x2,y2,..] * *@paramcoordMatrix *@returns{Array}
*/ function coordMatrixToCoordArray(coordMatrix) { var coodinatesArray = new Array(coordMatrix.length * coordMatrix[0].length); var k = 0; for(var i = 0; i < coordMatrix[0].length; ++i) { for(var j = 0; j < coordMatrix.length; ++j) {
coodinatesArray[k] = coordMatrix[j][i];
++k;
}
}
return coodinatesArray;
}
/** *Tranposeamatrix,thismethodisforcoordMatrixToPointsand *pointsToCoordMatrix,thatbecauseonlytransposingthematrix *youcanchangeyourrepresentation. * *@parammatrix *@returns{Array}
*/ function transpose(matrix) { var resultMatrix = new Array(matrix[0].length); for(var i = 0; i < resultMatrix.length; ++i) {
resultMatrix[i] = new Array(matrix.length);
}
for (i = 0; i < matrix.length; ++i) { for(var j = 0; j < matrix[0].length; ++j) {
resultMatrix[j][i] = matrix[i][j];
}
}
return resultMatrix;
}
/** *Functionthattransformanarrayofpointsintoacoordinatesarray *asfollows: *[x1,y1,..,x2,y2,..] * *@parampoints *@returns{Array}
*/ function pointsToCoordArray(points) { var coodinatesArray = new Array(points.length * points[0].length); var k = 0; for(var i = 0; i < points.length; ++i) { for(var j = 0; j < points[0].length; ++j) {
coodinatesArray[k] = points[i][j];
++k;
}
}
var xLength = x.length; if(xLength !== y.length) thrownew RangeError("the x and y vector doesn't have the same size.");
if (options === undefined) options = {};
var from = options.from === undefined ? x[0] : options.from if (isNaN(from) || !isFinite(from)) { thrownew RangeError("'From' value must be a number");
} var to = options.to === undefined ? x[x.length - 1] : options.to; if (isNaN(to) || !isFinite(to)) { thrownew RangeError("'To' value must be a number");
}
var reverse = from > to; if(reverse) { var temp = from;
from = to;
to = temp;
}
var numberOfPoints = options.numberOfPoints === undefined ? 100 : options.numberOfPoints; if (isNaN(numberOfPoints) || !isFinite(numberOfPoints)) { thrownew RangeError("'Number of points' value must be a number");
} if(numberOfPoints < 1) thrownew RangeError("the number of point must be higher than 1");
main: while(true) { while (nextX - max >= 0) { // no overlap with original point, just consume current value var add = integral(0, max - previousX, slope, previousY);
sumAtMax = currentValue + add;
output[j] = (sumAtMax - sumAtMin) / step;
j++;
if (j === numberOfPoints) break main;
min = max;
max += step;
sumAtMin = sumAtMax;
}
if(previousX <= min && min <= nextX) {
add = integral(0, min - previousX, slope, previousY);
sumAtMin = currentValue + add;
}
/** *functionthatretrievesthegetEquallySpacedDatawiththevariant"slot" * *@paramx *@paramy *@paramfrom-Initialpoint *@paramto-Finalpoint *@paramnumberOfPoints *@returns{Array}-Arrayofy'sequallyspacedwiththevariant"slot"
*/ function getEquallySpacedSlot(x, y, from, to, numberOfPoints) { var xLength = x.length;
var step = (to - from) / (numberOfPoints - 1); var halfStep = step / 2; var lastStep = x[x.length - 1] - x[x.length - 2];
var start = from - halfStep; var output = new Array(numberOfPoints);
// Init main variables var min = start; var max = start + step;
var previousX = -Number.MAX_VALUE; var previousY = 0; var nextX = x[0]; var nextY = y[0]; var frontOutsideSpectra = 0; var backOutsideSpectra = true;
var currentValue = 0;
// for slot algorithm var currentPoints = 0;
var i = 1; // index of input var j = 0; // index of output
main: while(true) { if (previousX>=nextX) throw (new Error('x must be an increasing serie')); while (previousX - max > 0) { // no overlap with original point, just consume current value if(backOutsideSpectra) {
currentPoints++;
backOutsideSpectra = false;
}
// ml-array-utils snv.js const MLArrayUtilsSNV = {};
{
MLArrayUtilsSNV.SNV = SNV;
let Stat = MLStat.array;
/** *Functionthatappliesthestandardnormalvariate(SNV)toanarrayofvalues. * *@paramdata-Arrayofvalues. *@returns{Array}-appliedtheSNV.
*/ function SNV(data) { var mean = Stat.mean(data); var std = Stat.standardDeviation(data); var result = data.slice(); for (var i = 0; i < data.length; i++) {
result[i] = (result[i] - mean) / std;
} return result;
}
}
// do this early so things can use it. This is from ml-matrix src/matrix.js const MLMatrixMatrix = {};
// ml-matrix src/util.js const MLMatrixUtil = {};
{
let exports = MLMatrixUtil;
let Matrix = MLMatrixMatrix;
/** *@private *Checkthatarowindexisnotoutofbounds *@param{Matrix}matrix *@param{number}index *@param{boolean}[outer]
*/
exports.checkRowIndex = function checkRowIndex(matrix, index, outer) { var max = outer ? matrix.rows : matrix.rows - 1; if (index < 0 || index > max) { thrownew RangeError('Row index out of range');
}
};
/** *@private *Checkthatacolumnindexisnotoutofbounds *@param{Matrix}matrix *@param{number}index *@param{boolean}[outer]
*/
exports.checkColumnIndex = function checkColumnIndex(matrix, index, outer) { var max = outer ? matrix.columns : matrix.columns - 1; if (index < 0 || index > max) { thrownew RangeError('Column index out of range');
}
};
/** *@private *Checkthattheprovidedvectorisanarraywiththerightlength *@param{Matrix}matrix *@param{Array|Matrix}vector *@return{Array} *@throws{RangeError}
*/
exports.checkRowVector = function checkRowVector(matrix, vector) { if (vector.to1DArray) {
vector = vector.to1DArray();
} if (vector.length !== matrix.columns) { thrownew RangeError('vector size must be the same as the number of columns');
} return vector;
};
/** *@private *Checkthattheprovidedvectorisanarraywiththerightlength *@param{Matrix}matrix *@param{Array|Matrix}vector *@return{Array} *@throws{RangeError}
*/
exports.checkColumnVector = function checkColumnVector(matrix, vector) { if (vector.to1DArray) {
vector = vector.to1DArray();
} if (vector.length !== matrix.rows) { thrownew RangeError('vector size must be the same as the number of rows');
} return vector;
};
exports.checkIndices = function checkIndices(matrix, rowIndices, columnIndices) { var rowOut = rowIndices.some(r => { return r < 0 || r >= matrix.rows;
});
var columnOut = columnIndices.some(c => { return c < 0 || c >= matrix.columns;
});
if (rowOut || columnOut) { thrownew RangeError('Indices are out of range');
}
if (typeof rowIndices !== 'object' || typeof columnIndices !== 'object') { thrownew TypeError('Unexpected type for row/column indices');
} if (!Array.isArray(rowIndices)) rowIndices = Array.from(rowIndices); if (!Array.isArray(columnIndices)) rowIndices = Array.from(columnIndices);
exports.checkRange = function checkRange(matrix, startRow, endRow, startColumn, endColumn) { if (arguments.length !== 5) thrownew TypeError('Invalid argument type'); var notAllNumbers = Array.from(arguments).slice(1).some(function (arg) { returntypeof arg !== 'number';
}); if (notAllNumbers) thrownew TypeError('Invalid argument type'); if (startRow > endRow || startColumn > endColumn || startRow < 0 || startRow >= matrix.rows || endRow < 0 || endRow >= matrix.rows || startColumn < 0 || startColumn >= matrix.columns || endColumn < 0 || endColumn >= matrix.columns) { thrownew RangeError('Submatrix indices are out of range');
}
};
exports.getRange = function getRange(from, to) { var arr = new Array(to - from + 1); for (var i = 0; i < arr.length; i++) {
arr[i] = from + i;
} return arr;
};
exports.sumByRow = function sumByRow(matrix) { var sum = Matrix.Matrix.zeros(matrix.rows, 1); for (var i = 0; i < matrix.rows; ++i) { for (var j = 0; j < matrix.columns; ++j) {
sum.set(i, 0, sum.get(i, 0) + matrix.get(i, j));
}
} return sum;
};
exports.sumByColumn = function sumByColumn(matrix) { var sum = Matrix.Matrix.zeros(1, matrix.columns); for (var i = 0; i < matrix.rows; ++i) { for (var j = 0; j < matrix.columns; ++j) {
sum.set(0, j, sum.get(0, j) + matrix.get(i, j));
}
} return sum;
};
exports.sumAll = function sumAll(matrix) { var v = 0; for (var i = 0; i < matrix.rows; i++) { for (var j = 0; j < matrix.columns; j++) {
v += matrix.get(i, j);
}
} return v;
};
}
// ml-matrix symbolsspecies.js if (!Symbol.species) {
Symbol.species = Symbol.for('@@species');
}
// ml-matrix src/dc/util.js const MLMatrixDCUtil = {};
{
let exports = MLMatrixDCUtil;
exports.hypotenuse = function hypotenuse(a, b) { var r; if (Math.abs(a) > Math.abs(b)) {
r = b / a; return Math.abs(a) * Math.sqrt(1 + r * r);
} if (b !== 0) {
r = a / b; return Math.abs(b) * Math.sqrt(1 + r * r);
} return0;
};
// For use in the decomposition algorithms. With big matrices, access time is // too long on elements from array subclass // todo check when it is fixed in v8 // http://jsperf.com/access-and-write-array-subclass
exports.getEmpty2DArray = function (rows, columns) { var array = new Array(rows); for (var i = 0; i < rows; i++) {
array[i] = new Array(columns);
} return array;
};
exports.getFilled2DArray = function (rows, columns, value) { var array = new Array(rows); for (var i = 0; i < rows; i++) {
array[i] = new Array(columns); for (var j = 0; j < columns; j++) {
array[i][j] = value;
}
} return array;
};
}
// ml-matrix src/dc/lu.js
let MLMatrixDCLU = {};
{
let Matrix = MLMatrixMatrix;
LuDecomposition.prototype = {
isSingular: function () { var data = this.LU,
col = data.columns; for (var j = 0; j < col; j++) { if (data[j][j] === 0) { returntrue;
}
} returnfalse;
},
get determinant() { var data = this.LU; if (!data.isSquare()) { thrownew Error('Matrix must be square');
} var determinant = this.pivotSign, col = data.columns; for (var j = 0; j < col; j++) {
determinant *= data[j][j];
} return determinant;
},
get lowerTriangularMatrix() { var data = this.LU,
rows = data.rows,
columns = data.columns,
X = new Matrix.Matrix(rows, columns); for (var i = 0; i < rows; i++) { for (var j = 0; j < columns; j++) { if (i > j) {
X[i][j] = data[i][j];
} elseif (i === j) {
X[i][j] = 1;
} else {
X[i][j] = 0;
}
}
} return X;
},
get upperTriangularMatrix() { var data = this.LU,
rows = data.rows,
columns = data.columns,
X = new Matrix.Matrix(rows, columns); for (var i = 0; i < rows; i++) { for (var j = 0; j < columns; j++) { if (i <= j) {
X[i][j] = data[i][j];
} else {
X[i][j] = 0;
}
}
} return X;
},
get pivotPermutationVector() { returnthis.pivotVector.slice();
},
solve: function (value) {
value = Matrix.Matrix.checkMatrix(value);
var lu = this.LU,
rows = lu.rows;
if (rows !== value.rows) { thrownew Error('Invalid matrix dimensions');
} if (this.isSingular()) { thrownew Error('LU matrix is singular');
}
var count = value.columns; var X = value.subMatrixRow(this.pivotVector, 0, count - 1); var columns = lu.columns; var i, j, k;
for (k = 0; k < columns; k++) { for (i = k + 1; i < columns; i++) { for (j = 0; j < count; j++) {
X[i][j] -= X[k][j] * lu[i][k];
}
}
} for (k = columns - 1; k >= 0; k--) { for (j = 0; j < count; j++) {
X[k][j] /= lu[k][k];
} for (i = 0; i < k; i++) { for (j = 0; j < count; j++) {
X[i][j] -= X[k][j] * lu[i][k];
}
}
} return X;
}
};
MLMatrixDCLU = LuDecomposition;
}
// ml-matrix src/dc/svd.js
let MLMatrixDCSVD = {};
{
let Matrix = MLMatrixMatrix;
let util = MLMatrixDCUtil;
let hypotenuse = util.hypotenuse;
let getFilled2DArray = util.getFilled2DArray;
var m = value.rows,
n = value.columns,
nu = Math.min(m, n);
var wantu = true, wantv = true; if (options.computeLeftSingularVectors === false) wantu = false; if (options.computeRightSingularVectors === false) wantv = false; var autoTranspose = options.autoTranspose === true;
var swapped = false; var a; if (m < n) { if (!autoTranspose) {
a = value.clone(); // eslint-disable-next-line no-console
console.warn('Computing SVD on a matrix with more columns than rows. Consider enabling autoTranspose');
} else {
a = value.transpose();
m = a.rows;
n = a.columns;
swapped = true; var aux = wantu;
wantu = wantv;
wantv = aux;
}
} else {
a = value.clone();
}
var s = new Array(Math.min(m + 1, n)),
U = getFilled2DArray(m, nu, 0),
V = getFilled2DArray(n, n, 0),
e = new Array(n),
work = new Array(m);
var nct = Math.min(m - 1, n); var nrt = Math.max(0, Math.min(n - 2, m));
for (k = 0, max = Math.max(nct, nrt); k < max; k++) { if (k < nct) {
s[k] = 0; for (i = k; i < m; i++) {
s[k] = hypotenuse(s[k], a[i][k]);
} if (s[k] !== 0) { if (a[k][k] < 0) {
s[k] = -s[k];
} for (i = k; i < m; i++) {
a[i][k] /= s[k];
}
a[k][k] += 1;
}
s[k] = -s[k];
}
for (j = k + 1; j < n; j++) { if ((k < nct) && (s[k] !== 0)) {
t = 0; for (i = k; i < m; i++) {
t += a[i][k] * a[i][j];
}
t = -t / a[k][k]; for (i = k; i < m; i++) {
a[i][j] += t * a[i][k];
}
}
e[j] = a[k][j];
}
if (wantu && (k < nct)) { for (i = k; i < m; i++) {
U[i][k] = a[i][k];
}
}
if (k < nrt) {
e[k] = 0; for (i = k + 1; i < n; i++) {
e[k] = hypotenuse(e[k], e[i]);
} if (e[k] !== 0) { if (e[k + 1] < 0) {
e[k] = 0 - e[k];
} for (i = k + 1; i < n; i++) {
e[i] /= e[k];
}
e[k + 1] += 1;
}
e[k] = -e[k]; if ((k + 1 < m) && (e[k] !== 0)) { for (i = k + 1; i < m; i++) {
work[i] = 0;
} for (j = k + 1; j < n; j++) { for (i = k + 1; i < m; i++) {
work[i] += e[j] * a[i][j];
}
} for (j = k + 1; j < n; j++) {
t = -e[j] / e[k + 1]; for (i = k + 1; i < m; i++) {
a[i][j] += t * work[i];
}
}
} if (wantv) { for (i = k + 1; i < n; i++) {
V[i][k] = e[i];
}
}
}
}
p = Math.min(n, m + 1); if (nct < n) {
s[nct] = a[nct][nct];
} if (m < p) {
s[p - 1] = 0;
} if (nrt + 1 < p) {
e[nrt] = a[nrt][p - 1];
}
e[p - 1] = 0;
if (wantu) { for (j = nct; j < nu; j++) { for (i = 0; i < m; i++) {
U[i][j] = 0;
}
U[j][j] = 1;
} for (k = nct - 1; k >= 0; k--) { if (s[k] !== 0) { for (j = k + 1; j < nu; j++) {
t = 0; for (i = k; i < m; i++) {
t += U[i][k] * U[i][j];
}
t = -t / U[k][k]; for (i = k; i < m; i++) {
U[i][j] += t * U[i][k];
}
} for (i = k; i < m; i++) {
U[i][k] = -U[i][k];
}
U[k][k] = 1 + U[k][k]; for (i = 0; i < k - 1; i++) {
U[i][k] = 0;
}
} else { for (i = 0; i < m; i++) {
U[i][k] = 0;
}
U[k][k] = 1;
}
}
}
if (wantv) { for (k = n - 1; k >= 0; k--) { if ((k < nrt) && (e[k] !== 0)) { for (j = k + 1; j < n; j++) {
t = 0; for (i = k + 1; i < n; i++) {
t += V[i][k] * V[i][j];
}
t = -t / V[k + 1][k]; for (i = k + 1; i < n; i++) {
V[i][j] += t * V[i][k];
}
}
} for (i = 0; i < n; i++) {
V[i][k] = 0;
}
V[k][k] = 1;
}
}
var pp = p - 1,
iter = 0,
eps = Math.pow(2, -52); while (p > 0) { for (k = p - 2; k >= -1; k--) { if (k === -1) { break;
} if (Math.abs(e[k]) <= eps * (Math.abs(s[k]) + Math.abs(s[k + 1]))) {
e[k] = 0; break;
}
} if (k === p - 2) {
kase = 4;
} else { for (ks = p - 1; ks >= k; ks--) { if (ks === k) { break;
}
t = (ks !== p ? Math.abs(e[ks]) : 0) + (ks !== k + 1 ? Math.abs(e[ks - 1]) : 0); if (Math.abs(s[ks]) <= eps * t) {
s[ks] = 0; break;
}
} if (ks === k) {
kase = 3;
} elseif (ks === p - 1) {
kase = 1;
} else {
kase = 2;
k = ks;
}
}
k++;
switch (kase) { case1: {
f = e[p - 2];
e[p - 2] = 0; for (j = p - 2; j >= k; j--) {
t = hypotenuse(s[j], f);
cs = s[j] / t;
sn = f / t;
s[j] = t; if (j !== k) {
f = -sn * e[j - 1];
e[j - 1] = cs * e[j - 1];
} if (wantv) { for (i = 0; i < n; i++) {
t = cs * V[i][j] + sn * V[i][p - 1];
V[i][p - 1] = -sn * V[i][j] + cs * V[i][p - 1];
V[i][j] = t;
}
}
} break;
} case2 : {
f = e[k - 1];
e[k - 1] = 0; for (j = k; j < p; j++) {
t = hypotenuse(s[j], f);
cs = s[j] / t;
sn = f / t;
s[j] = t;
f = -sn * e[j];
e[j] = cs * e[j]; if (wantu) { for (i = 0; i < m; i++) {
t = cs * U[i][j] + sn * U[i][k - 1];
U[i][k - 1] = -sn * U[i][j] + cs * U[i][k - 1];
U[i][j] = t;
}
}
} break;
} case3 : {
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]));
sp = s[p - 1] / scale;
spm1 = s[p - 2] / scale;
epm1 = e[p - 2] / scale;
sk = s[k] / scale;
ek = e[k] / scale;
b = ((spm1 + sp) * (spm1 - sp) + epm1 * epm1) / 2;
c = (sp * epm1) * (sp * epm1);
shift = 0; if ((b !== 0) || (c !== 0)) {
shift = Math.sqrt(b * b + c); if (b < 0) {
shift = -shift;
}
shift = c / (b + shift);
}
f = (sk + sp) * (sk - sp) + shift;
g = sk * ek; for (j = k; j < p - 1; j++) {
t = hypotenuse(f, g);
cs = f / t;
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]; if (wantv) { for (i = 0; i < n; i++) {
t = cs * V[i][j] + sn * V[i][j + 1];
V[i][j + 1] = -sn * V[i][j] + cs * V[i][j + 1];
V[i][j] = t;
}
}
t = hypotenuse(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 (wantu && (j < m - 1)) { for (i = 0; i < m; i++) {
t = cs * U[i][j] + sn * U[i][j + 1];
U[i][j + 1] = -sn * U[i][j] + cs * U[i][j + 1];
U[i][j] = t;
}
}
}
e[p - 2] = f;
iter = iter + 1; break;
} case4: { if (s[k] <= 0) {
s[k] = (s[k] < 0 ? -s[k] : 0); if (wantv) { for (i = 0; i <= pp; i++) {
V[i][k] = -V[i][k];
}
}
} while (k < pp) { if (s[k] >= s[k + 1]) { break;
}
t = s[k];
s[k] = s[k + 1];
s[k + 1] = t; if (wantv && (k < n - 1)) { for (i = 0; i < n; i++) {
t = V[i][k + 1];
V[i][k + 1] = V[i][k];
V[i][k] = t;
}
} if (wantu && (k < m - 1)) { for (i = 0; i < m; i++) {
t = U[i][k + 1];
U[i][k + 1] = U[i][k];
U[i][k] = t;
}
}
k++;
}
iter = 0;
p--; break;
} // no default
}
}
for (i = 0; i < vrows; i++) { for (j = 0; j < urows; j++) {
sum = 0; for (k = 0; k < scols; k++) {
sum += VL[i][k] * U[j][k];
}
VLU[i][j] = sum;
}
}
return VLU.mmul(Y);
},
solveForDiagonal: function (value) { returnthis.solve(Matrix.Matrix.diag(value));
},
inverse: function () { var V = this.V; var e = this.threshold,
vrows = V.length,
vcols = V[0].length,
X = new Matrix.Matrix(vrows, this.s.length),
i, j;
for (i = 0; i < vrows; i++) { for (j = 0; j < vcols; j++) { if (Math.abs(this.s[j]) > e) {
X[i][j] = V[i][j] / this.s[j];
} else {
X[i][j] = 0;
}
}
}
var U = this.U;
var urows = U.length,
ucols = U[0].length,
Y = new Matrix.Matrix(vrows, urows),
k, sum;
for (i = 0; i < vrows; i++) { for (j = 0; j < urows; j++) {
sum = 0; for (k = 0; k < ucols; k++) {
sum += X[i][k] * U[j][k];
}
Y[i][j] = sum;
}
}
return Y;
}
};
MLMatrixDCSVD = SingularValueDecomposition;
}
// ml-matrix src/abstractMatrix.js
let MLMatrixAbstractMatrix;
{
let LuDecomposition = MLMatrixDCLU;
let SvDecomposition = MLMatrixDCSVD;
let arrayUtils = MLArrayUtils;
let util = MLMatrixUtil;
MLMatrixAbstractMatrix = function abstractMatrix(superCtor) { if (superCtor === undefined) superCtor = Object;
/** *Realmatrix *@classMatrix *@param{number|Array|Matrix}nRows-Numberofrowsofthenewmatrix, *2DarraycontainingthedataorMatrixinstancetoclone *@param{number}[nColumns]-Numberofcolumnsofthenewmatrix
*/ class Matrix extends superCtor { static get [Symbol.species]() { returnthis;
}
/** *ConstructsaMatrixwiththechosendimensionsfroma1Darray *@param{number}newRows-Numberofrows *@param{number}newColumns-Numberofcolumns *@param{Array}newData-A1Darraycontainingdataforthematrix *@return{Matrix}-Thenewmatrix
*/ static from1DArray(newRows, newColumns, newData) { var length = newRows * newColumns; if (length !== newData.length) { thrownew RangeError('Data length does not match given dimensions');
} var newMatrix = newthis(newRows, newColumns); for (var row = 0; row < newRows; row++) { for (var column = 0; column < newColumns; column++) {
newMatrix.set(row, column, newData[row * newColumns + column]);
}
} return newMatrix;
}
/** *Createsarowvector,amatrixwithonlyonerow. *@param{Array}newData-A1Darraycontainingdataforthevector *@return{Matrix}-Thenewmatrix
*/ static rowVector(newData) { var vector = newthis(1, newData.length); for (var i = 0; i < newData.length; i++) {
vector.set(0, i, newData[i]);
} return vector;
}
/** *Createsacolumnvector,amatrixwithonlyonecolumn. *@param{Array}newData-A1Darraycontainingdataforthevector *@return{Matrix}-Thenewmatrix
*/ static columnVector(newData) { var vector = newthis(newData.length, 1); for (var i = 0; i < newData.length; i++) {
vector.set(i, 0, newData[i]);
} return vector;
}
/** *@prop{number}size-Thenumberofelementsinthematrix.
*/
get size() { returnthis.rows * this.columns;
}
/** *Appliesacallbackforeachelementofthematrix.Thefunctioniscalledinthematrix(this)context. *@param{function}callback-Functionthatwillbecalledwithtwoparameters:i(row)andj(column) *@return{Matrix}this
*/
apply(callback) { if (typeof callback !== 'function') { thrownew TypeError('callback must be a function');
} var ii = this.rows; var jj = this.columns; for (var i = 0; i < ii; i++) { for (var j = 0; j < jj; j++) {
callback.call(this, i, j);
}
} returnthis;
}
/** *Returnsanew1Darrayfilledrowbyrowwiththematrixvalues *@return{Array}
*/
to1DArray() { var array = new Array(this.size); for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) {
array[i * this.columns + j] = this.get(i, j);
}
} return array;
}
/** *Returnsa2Darraycontainingacopyofthedata *@return{Array}
*/
to2DArray() { var copy = new Array(this.rows); for (var i = 0; i < this.rows; i++) {
copy[i] = new Array(this.columns); for (var j = 0; j < this.columns; j++) {
copy[i][j] = this.get(i, j);
}
} return copy;
}
/** *Multipliesthevaluesofarowwithascalar *@param{number}index-Rowindex *@param{number}value *@return{Matrix}this
*/
mulRow(index, value) {
util.checkRowIndex(this, index); for (var i = 0; i < this.columns; i++) { this.set(index, i, this.get(index, i) * value);
} returnthis;
}
/** *Multipliesthevaluesofacolumnwithascalar *@param{number}index-Columnindex *@param{number}value *@return{Matrix}this
*/
mulColumn(index, value) {
util.checkColumnIndex(this, index); for (var i = 0; i < this.rows; i++) { this.set(i, index, this.get(i, index) * value);
} returnthis;
}
/** *Returnsthemaximumvalueofthematrix *@return{number}
*/
max() { var v = this.get(0, 0); for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) { if (this.get(i, j) > v) {
v = this.get(i, j);
}
}
} return v;
}
/** *Returnstheindexofthemaximumvalue *@return{Array}
*/
maxIndex() { var v = this.get(0, 0); var idx = [0, 0]; for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) { if (this.get(i, j) > v) {
v = this.get(i, j);
idx[0] = i;
idx[1] = j;
}
}
} return idx;
}
/** *Returnstheminimumvalueofthematrix *@return{number}
*/
min() { var v = this.get(0, 0); for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) { if (this.get(i, j) < v) {
v = this.get(i, j);
}
}
} return v;
}
/** *Returnstheindexoftheminimumvalue *@return{Array}
*/
minIndex() { var v = this.get(0, 0); var idx = [0, 0]; for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) { if (this.get(i, j) < v) {
v = this.get(i, j);
idx[0] = i;
idx[1] = j;
}
}
} return idx;
}
/** *Returnsthemaximumvalueofonerow *@param{number}row-Rowindex *@return{number}
*/
maxRow(row) {
util.checkRowIndex(this, row); var v = this.get(row, 0); for (var i = 1; i < this.columns; i++) { if (this.get(row, i) > v) {
v = this.get(row, i);
}
} return v;
}
/** *Returnstheindexofthemaximumvalueofonerow *@param{number}row-Rowindex *@return{Array}
*/
maxRowIndex(row) {
util.checkRowIndex(this, row); var v = this.get(row, 0); var idx = [row, 0]; for (var i = 1; i < this.columns; i++) { if (this.get(row, i) > v) {
v = this.get(row, i);
idx[1] = i;
}
} return idx;
}
/** *Returnstheminimumvalueofonerow *@param{number}row-Rowindex *@return{number}
*/
minRow(row) {
util.checkRowIndex(this, row); var v = this.get(row, 0); for (var i = 1; i < this.columns; i++) { if (this.get(row, i) < v) {
v = this.get(row, i);
}
} return v;
}
/** *Returnstheindexofthemaximumvalueofonerow *@param{number}row-Rowindex *@return{Array}
*/
minRowIndex(row) {
util.checkRowIndex(this, row); var v = this.get(row, 0); var idx = [row, 0]; for (var i = 1; i < this.columns; i++) { if (this.get(row, i) < v) {
v = this.get(row, i);
idx[1] = i;
}
} return idx;
}
/** *Returnsthemaximumvalueofonecolumn *@param{number}column-Columnindex *@return{number}
*/
maxColumn(column) {
util.checkColumnIndex(this, column); var v = this.get(0, column); for (var i = 1; i < this.rows; i++) { if (this.get(i, column) > v) {
v = this.get(i, column);
}
} return v;
}
/** *Returnstheindexofthemaximumvalueofonecolumn *@param{number}column-Columnindex *@return{Array}
*/
maxColumnIndex(column) {
util.checkColumnIndex(this, column); var v = this.get(0, column); var idx = [0, column]; for (var i = 1; i < this.rows; i++) { if (this.get(i, column) > v) {
v = this.get(i, column);
idx[0] = i;
}
} return idx;
}
/** *Returnstheminimumvalueofonecolumn *@param{number}column-Columnindex *@return{number}
*/
minColumn(column) {
util.checkColumnIndex(this, column); var v = this.get(0, column); for (var i = 1; i < this.rows; i++) { if (this.get(i, column) < v) {
v = this.get(i, column);
}
} return v;
}
/** *Returnstheindexoftheminimumvalueofonecolumn *@param{number}column-Columnindex *@return{Array}
*/
minColumnIndex(column) {
util.checkColumnIndex(this, column); var v = this.get(0, column); var idx = [0, column]; for (var i = 1; i < this.rows; i++) { if (this.get(i, column) < v) {
v = this.get(i, column);
idx[0] = i;
}
} return idx;
}
/** *Returnsanarraycontainingthediagonalvaluesofthematrix *@return{Array}
*/
diag() { var min = Math.min(this.rows, this.columns); var diag = new Array(min); for (var i = 0; i < min; i++) {
diag[i] = this.get(i, i);
} return diag;
}
/** *Returnstheproductofallelementsofthematrix *@return{number}
*/
prod() { var prod = 1; for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) {
prod *= this.get(i, j);
}
} return prod;
}
/** *Computesthecumulativesumofthematrixelements(inplace,rowbyrow) *@return{Matrix}this
*/
cumulativeSum() { var sum = 0; for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) {
sum += this.get(i, j); this.set(i, j, sum);
}
} returnthis;
}
/** *Computesthedot(scalar)productbetweenthematrixandanother *@param{Matrix}vector2vector *@return{number}
*/
dot(vector2) { if (Matrix.isMatrix(vector2)) vector2 = vector2.to1DArray(); var vector1 = this.to1DArray(); if (vector1.length !== vector2.length) { thrownew RangeError('vectors do not have the same size');
} var dot = 0; for (var i = 0; i < vector1.length; i++) {
dot += vector1[i] * vector2[i];
} return dot;
}
/** *Returnsthematrixproductbetweenthisandother *@param{Matrix}other *@return{Matrix}
*/
mmul(other) {
other = this.constructor.checkMatrix(other); if (this.columns !== other.rows) { // eslint-disable-next-line no-console
console.warn('Number of columns of left matrix are not equal to number of rows of right matrix.');
}
var m = this.rows; var n = this.columns; var p = other.columns;
var result = newthis.constructor[Symbol.species](m, p);
var Bcolj = new Array(n); for (var j = 0; j < p; j++) { for (var k = 0; k < n; k++) {
Bcolj[k] = other.get(k, j);
}
for (var i = 0; i < m; i++) { var s = 0; for (k = 0; k < n; k++) {
s += this.get(i, k) * Bcolj[k];
}
/** *Returnsthematrixproductbetweenxandy.Moreefficientthanmmul(other)onlywhenwemultiplysquaredmatrixandwhenthesizeofthematrixis>1000. *@param{Matrix}y *@return{Matrix}
*/
mmulStrassen(y) { var x = this.clone(); var r1 = x.rows; var c1 = x.columns; var r2 = y.rows; var c2 = y.columns; if (c1 !== r2) { // eslint-disable-next-line no-console
console.warn(`Multiplying ${r1} x ${c1} and ${r2} x ${c2} matrix: dimensions do not match.`);
}
// Put a matrix into the top left of a matrix of zeros. // `rows` and `cols` are the dimensions of the output matrix. function embed(mat, rows, cols) { var r = mat.rows; var c = mat.columns; if ((r === rows) && (c === cols)) { return mat;
} else { var resultat = Matrix.zeros(rows, cols);
resultat = resultat.setSubMatrix(mat, 0, 0); return resultat;
}
}
// Make sure both matrices are the same size. // This is exclusively for simplicity: // this algorithm can be implemented with matrices of different sizes.
var r = Math.max(r1, r2); var c = Math.max(c1, c2);
x = embed(x, r, c);
y = embed(y, r, c);
// Our recursive multiplication function. function blockMult(a, b, rows, cols) { // For small matrices, resort to naive multiplication. if (rows <= 512 || cols <= 512) { return a.mmul(b); // a is equivalent to this
}
var m = this.rows; var n = this.columns; var p = other.rows; var q = other.columns;
var result = newthis.constructor[Symbol.species](m * p, n * q); for (var i = 0; i < m; i++) { for (var j = 0; j < n; j++) { for (var k = 0; k < p; k++) { for (var l = 0; l < q; l++) {
result[p * i + k][q * j + l] = this.get(i, j) * other.get(k, l);
}
}
}
} return result;
}
/** *Transposesthematrixandreturnsanewonecontainingtheresult *@return{Matrix}
*/
transpose() { var result = newthis.constructor[Symbol.species](this.columns, this.rows); for (var i = 0; i < this.rows; i++) { for (var j = 0; j < this.columns; j++) {
result.set(j, i, this.get(i, j));
}
} return result;
}
/** *Sortstherows(inplace) *@param{function}compareFunction-usualArray.prototype.sortcomparisonfunction *@return{Matrix}this
*/
sortRows(compareFunction) { if (compareFunction === undefined) compareFunction = compareNumbers; for (var i = 0; i < this.rows; i++) { this.setRow(i, this.getRow(i).sort(compareFunction));
} returnthis;
}
/** *Sortsthecolumns(inplace) *@param{function}compareFunction-usualArray.prototype.sortcomparisonfunction *@return{Matrix}this
*/
sortColumns(compareFunction) { if (compareFunction === undefined) compareFunction = compareNumbers; for (var i = 0; i < this.columns; i++) { this.setColumn(i, this.getColumn(i).sort(compareFunction));
} returnthis;
}
/** *CalculatesandreturnsthedeterminantofamatrixasaNumber *@example *newMatrix([[1,2,3],[4,5,6]]).det() *@return{number}
*/
det() { if (this.isSquare()) { var a, b, c, d; if (this.columns === 2) { // 2 x 2 matrix
a = this.get(0, 0);
b = this.get(0, 1);
c = this.get(1, 0);
d = this.get(1, 1);
return a * d - (b * c);
} elseif (this.columns === 3) { // 3 x 3 matrix var subMatrix0, subMatrix1, subMatrix2;
subMatrix0 = this.selectionView([1, 2], [1, 2]);
subMatrix1 = this.selectionView([1, 2], [0, 2]);
subMatrix2 = this.selectionView([1, 2], [0, 1]);
a = this.get(0, 0);
b = this.get(0, 1);
c = this.get(0, 2);
return a * subMatrix0.det() - b * subMatrix1.det() + c * subMatrix2.det();
} else { // general purpose determinant using the LU decomposition returnnew LuDecomposition(this).determinant;
}
} else { throw Error('Determinant can only be calculated for a square matrix.');
}
}
/** *Returnsinverseofamatrixifitexistsorthepseudoinverse *@param{number}threshold-thresholdfortakinginverseofsingularvalues(default=1e-15) *@return{Matrix}the(pseudo)invertedmatrix.
*/
pseudoInverse(threshold) { if (threshold === undefined) threshold = Number.EPSILON; var svdSolution = new SvDecomposition(this, {autoTranspose: true});
var U = svdSolution.leftSingularVectors; var V = svdSolution.rightSingularVectors; var s = svdSolution.diagonal;
for (var i = 0; i < s.length; i++) { if (Math.abs(s[i]) > threshold) {
s[i] = 1.0 / s[i];
} else {
s[i] = 0.0;
}
}
// convert list to diagonal
s = this.constructor[Symbol.species].diag(s); return V.mmul(s.mmul(U.transposeView()));
}
}
Matrix.prototype.klass = 'Matrix';
/** *@private *Checkthattwomatriceshavethesamedimensions *@param{Matrix}matrix *@param{Matrix}otherMatrix
*/ function checkDimensions(matrix, otherMatrix) { // eslint-disable-line no-unused-vars if (matrix.rows !== otherMatrix.rows ||
matrix.columns !== otherMatrix.columns) { thrownew RangeError('Matrices dimensions must be equal');
}
}
for (var method of methods) { var inplaceMeth = eval(fillTemplateFunction(inplaceMethod, {name: method[1], method: method[0]})); var staticMeth = eval(fillTemplateFunction(staticMethod, {name: method[1]})); for (i = 1; i < method.length; i++) {
Matrix.prototype[method[i]] = inplaceMeth;
Matrix[method[i]] = staticMeth;
}
}
var methodsWithArgs = [
['Math.pow', 1, 'pow']
];
for (var methodWithArg of methodsWithArgs) { var args = 'arg0'; for (i = 1; i < methodWithArg[1]; i++) {
args += `, arg${i}`;
} if (methodWithArg[1] !== 1) { var inplaceMethWithArgs = eval(fillTemplateFunction(inplaceMethodWithArgs, {
name: methodWithArg[2],
method: methodWithArg[0],
args: args
})); var staticMethWithArgs = eval(fillTemplateFunction(staticMethodWithArgs, {name: methodWithArg[2], args: args})); for (i = 2; i < methodWithArg.length; i++) {
Matrix.prototype[methodWithArg[i]] = inplaceMethWithArgs;
Matrix[methodWithArg[i]] = staticMethWithArgs;
}
} else { var tmplVar = {
name: methodWithArg[2],
args: args,
method: methodWithArg[0]
}; var inplaceMethod2 = eval(fillTemplateFunction(inplaceMethodWithOneArg, tmplVar)); var inplaceMethodS = eval(fillTemplateFunction(inplaceMethodWithOneArgScalar, tmplVar)); var inplaceMethodM = eval(fillTemplateFunction(inplaceMethodWithOneArgMatrix, tmplVar)); var staticMethod2 = eval(fillTemplateFunction(staticMethodWithOneArg, tmplVar)); for (i = 2; i < methodWithArg.length; i++) {
Matrix.prototype[methodWithArg[i]] = inplaceMethod2;
Matrix.prototype[methodWithArg[i] + 'M'] = inplaceMethodM;
Matrix.prototype[methodWithArg[i] + 'S'] = inplaceMethodS;
Matrix[methodWithArg[i]] = staticMethod2;
}
}
}
function fillTemplateFunction(template, values) { for (var value in values) {
template = template.replace(new RegExp('%' + value + '%', 'g'), values[value]);
} return template;
}
return Matrix;
}
}
// ml-matrix src/views/base
let MLMatrixBaseView;
{
let abstractMatrix = MLMatrixAbstractMatrix;
let Matrix = MLMatrixMatrix;
// mlmatrix src/matrix.js
{
let abstractMatrix = MLMatrixAbstractMatrix;
let util = MLMatrixUtil;
class Matrix extends abstractMatrix(Array) {
constructor(nRows, nColumns) { var i; if (arguments.length === 1 && typeof nRows === 'number') { returnnew Array(nRows);
} if (Matrix.isMatrix(nRows)) { return nRows.clone();
} elseif (Number.isInteger(nRows) && nRows > 0) { // Create an empty matrix super(nRows); if (Number.isInteger(nColumns) && nColumns > 0) { for (i = 0; i < nRows; i++) { this[i] = new Array(nColumns);
}
} else { thrownew TypeError('nColumns must be a positive integer');
}
} elseif (Array.isArray(nRows)) { // Copy the values from the 2D array const matrix = nRows;
nRows = matrix.length;
nColumns = matrix[0].length; if (typeof nColumns !== 'number' || nColumns === 0) { thrownew TypeError('Data must be a 2D array with at least one element');
} super(nRows); for (i = 0; i < nRows; i++) { if (matrix[i].length !== nColumns) { thrownew RangeError('Inconsistent array dimensions');
} this[i] = [].concat(matrix[i]);
}
} else { thrownew TypeError('First argument must be a positive number or an array');
} this.rows = nRows; this.columns = nColumns; returnthis;
}
// ml-matrix src/dc/cholesky.js
let MLMatrixDCCholesky = {};
{
let Matrix = MLMatrixMatrix.Matrix;
// https://github.com/lutzroeder/Mapack/blob/master/Source/CholeskyDecomposition.cs function CholeskyDecomposition(value) { if (!(thisinstanceof CholeskyDecomposition)) { returnnew CholeskyDecomposition(value);
}
value = Matrix.checkMatrix(value); if (!value.isSymmetric()) { thrownew Error('Matrix is not symmetric');
}
var a = value,
dimension = a.rows,
l = new Matrix(dimension, dimension),
positiveDefinite = true,
i, j, k;
for (j = 0; j < dimension; j++) { var Lrowj = l[j]; var d = 0; for (k = 0; k < j; k++) { var Lrowk = l[k]; var s = 0; for (i = 0; i < k; i++) {
s += Lrowk[i] * Lrowj[i];
}
Lrowj[k] = s = (a[j][k] - s) / l[k][k];
d = d + s * s;
}
// https://github.com/lutzroeder/Mapack/blob/master/Source/EigenvalueDecomposition.cs function EigenvalueDecomposition(matrix, options) {
options = Object.assign({}, defaultOptions, options); if (!(thisinstanceof EigenvalueDecomposition)) { returnnew EigenvalueDecomposition(matrix, options);
}
matrix = Matrix.checkMatrix(matrix); if (!matrix.isSquare()) { thrownew Error('Matrix is not a square matrix');
}
var n = matrix.columns,
V = getFilled2DArray(n, n, 0),
d = new Array(n),
e = new Array(n),
value = matrix,
i, j;
var isSymmetric = false; if (options.assumeSymmetric) {
isSymmetric = true;
} else {
isSymmetric = matrix.isSymmetric();
}
if (isSymmetric) { for (i = 0; i < n; i++) { for (j = 0; j < n; j++) {
V[i][j] = value.get(i, j);
}
}
tred2(n, e, d, V);
tql2(n, e, d, V);
} else { var H = getFilled2DArray(n, n, 0),
ort = new Array(n); for (j = 0; j < n; j++) { for (i = 0; i < n; i++) {
H[i][j] = value.get(i, j);
}
}
orthes(n, H, ort, V);
hqr2(n, e, d, V, H);
}
this.n = n; this.e = e; this.d = d; this.V = V;
}
EigenvalueDecomposition.prototype = {
get realEigenvalues() { returnthis.d;
},
get imaginaryEigenvalues() { returnthis.e;
},
get eigenvectorMatrix() { if (!Matrix.isMatrix(this.V)) { this.V = new Matrix(this.V);
} returnthis.V;
},
get diagonalMatrix() { var n = this.n,
e = this.e,
d = this.d,
X = new Matrix(n, n),
i, j; for (i = 0; i < n; i++) { for (j = 0; j < n; j++) {
X[i][j] = 0;
}
X[i][i] = d[i]; if (e[i] > 0) {
X[i][i + 1] = e[i];
} elseif (e[i] < 0) {
X[i][i - 1] = e[i];
}
} return X;
}
};
function tred2(n, e, d, V) {
var f, g, h, i, j, k,
hh, scale;
for (j = 0; j < n; j++) {
d[j] = V[n - 1][j];
}
for (i = n - 1; i > 0; i--) {
scale = 0;
h = 0; for (k = 0; k < i; k++) {
scale = scale + Math.abs(d[k]);
}
var g, h, i, j, k, l, m, p, r,
dl1, c, c2, c3, el1, s, s2,
iter;
for (i = 1; i < n; i++) {
e[i - 1] = e[i];
}
e[n - 1] = 0;
var f = 0,
tst1 = 0,
eps = Math.pow(2, -52);
for (l = 0; l < n; l++) {
tst1 = Math.max(tst1, Math.abs(d[l]) + Math.abs(e[l]));
m = l; while (m < n) { if (Math.abs(e[m]) <= eps * tst1) { break;
}
m++;
}
if (m > l) {
iter = 0; do {
iter = iter + 1;
g = d[l];
p = (d[l + 1] - g) / (2 * e[l]);
r = hypotenuse(p, 1); if (p < 0) {
r = -r;
}
d[l] = e[l] / (p + r);
d[l + 1] = e[l] * (p + r);
dl1 = d[l + 1];
h = g - d[l]; for (i = l + 2; i < n; i++) {
d[i] -= h;
}
f = f + h;
p = d[m];
c = 1;
c2 = c;
c3 = c;
el1 = e[l + 1];
s = 0;
s2 = 0; for (i = m - 1; i >= l; i--) {
c3 = c2;
c2 = c;
s2 = s;
g = c * e[i];
h = c * p;
r = hypotenuse(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]);
for (k = 0; k < n; k++) {
h = V[k][i + 1];
V[k][i + 1] = s * V[k][i] + c * h;
V[k][i] = c * V[k][i] - s * h;
}
}
p = -s * s2 * c3 * el1 * e[l] / dl1;
e[l] = s * p;
d[l] = c * p;
for (i = 0; i < n; i++) { for (j = 0; j < n; j++) {
V[i][j] = (i === j ? 1 : 0);
}
}
for (m = high - 1; m >= low + 1; m--) { if (H[m][m - 1] !== 0) { for (i = m + 1; i <= high; i++) {
ort[i] = H[i][m - 1];
}
for (j = m; j <= high; j++) {
g = 0; for (i = m; i <= high; i++) {
g += ort[i] * V[i][j];
}
g = (g / ort[m]) / H[m][m - 1]; for (i = m; i <= high; i++) {
V[i][j] += g * ort[i];
}
}
}
}
}
function hqr2(nn, e, d, V, H) { var n = nn - 1,
low = 0,
high = nn - 1,
eps = Math.pow(2, -52),
exshift = 0,
norm = 0,
p = 0,
q = 0,
r = 0,
s = 0,
z = 0,
iter = 0,
i, j, k, l, m, t, w, x, y,
ra, sa, vr, vi,
notlast, cdivres;
for (i = 0; i < nn; i++) { if (i < low || i > high) {
d[i] = H[i][i];
e[i] = 0;
}
while (n >= low) {
l = n; while (l > low) {
s = Math.abs(H[l - 1][l - 1]) + Math.abs(H[l][l]); if (s === 0) {
s = norm;
} if (Math.abs(H[l][l - 1]) < eps * s) { break;
}
l--;
}
if (l === n) {
H[n][n] = H[n][n] + exshift;
d[n] = H[n][n];
e[n] = 0;
n--;
iter = 0;
} elseif (l === n - 1) {
w = H[n][n - 1] * H[n - 1][n];
p = (H[n - 1][n - 1] - H[n][n]) / 2;
q = p * p + w;
z = Math.sqrt(Math.abs(q));
H[n][n] = H[n][n] + exshift;
H[n - 1][n - 1] = H[n - 1][n - 1] + exshift;
x = H[n][n];
if (q >= 0) {
z = (p >= 0) ? (p + z) : (p - z);
d[n - 1] = x + z;
d[n] = d[n - 1]; if (z !== 0) {
d[n] = x - w / z;
}
e[n - 1] = 0;
e[n] = 0;
x = H[n][n - 1];
s = Math.abs(x) + Math.abs(z);
p = x / s;
q = z / s;
r = Math.sqrt(p * p + q * q);
p = p / r;
q = q / r;
for (j = n - 1; j < nn; j++) {
z = H[n - 1][j];
H[n - 1][j] = q * z + p * H[n][j];
H[n][j] = q * H[n][j] - p * z;
}
for (i = 0; i <= n; i++) {
z = H[i][n - 1];
H[i][n - 1] = q * z + p * H[i][n];
H[i][n] = q * H[i][n] - p * z;
}
for (i = low; i <= high; i++) {
z = V[i][n - 1];
V[i][n - 1] = q * z + p * V[i][n];
V[i][n] = q * V[i][n] - p * z;
}
} else {
d[n - 1] = x + p;
d[n] = x + p;
e[n - 1] = z;
e[n] = -z;
}
n = n - 2;
iter = 0;
} else {
x = H[n][n];
y = 0;
w = 0; if (l < n) {
y = H[n - 1][n - 1];
w = H[n][n - 1] * H[n - 1][n];
}
if (iter === 10) {
exshift += x; for (i = low; i <= n; i++) {
H[i][i] -= x;
}
s = Math.abs(H[n][n - 1]) + Math.abs(H[n - 1][n - 2]);
x = y = 0.75 * s;
w = -0.4375 * s * s;
}
if (iter === 30) {
s = (y - x) / 2;
s = s * s + w; if (s > 0) {
s = Math.sqrt(s); if (y < x) {
s = -s;
}
s = x - w / ((y - x) / 2 + s); for (i = low; i <= n; i++) {
H[i][i] -= s;
}
exshift += s;
x = y = w = 0.964;
}
}
iter = iter + 1;
m = n - 2; while (m >= l) {
z = H[m][m];
r = x - z;
s = y - z;
p = (r * s - w) / H[m + 1][m] + H[m][m + 1];
q = H[m + 1][m + 1] - z - r - s;
r = H[m + 2][m + 1];
s = Math.abs(p) + Math.abs(q) + Math.abs(r);
p = p / s;
q = q / s;
r = r / s; if (m === l) { break;
} if (Math.abs(H[m][m - 1]) * (Math.abs(q) + Math.abs(r)) < eps * (Math.abs(p) * (Math.abs(H[m - 1][m - 1]) + Math.abs(z) + Math.abs(H[m + 1][m + 1])))) { break;
}
m--;
}
for (i = m + 2; i <= n; i++) {
H[i][i - 2] = 0; if (i > m + 2) {
H[i][i - 3] = 0;
}
}
for (k = m; k <= n - 1; k++) {
notlast = (k !== n - 1); if (k !== m) {
p = H[k][k - 1];
q = H[k + 1][k - 1];
r = (notlast ? H[k + 2][k - 1] : 0);
x = Math.abs(p) + Math.abs(q) + Math.abs(r); if (x !== 0) {
p = p / x;
q = q / x;
r = r / x;
}
}
if (x === 0) { break;
}
s = Math.sqrt(p * p + q * q + r * r); if (p < 0) {
s = -s;
}
if (s !== 0) { if (k !== m) {
H[k][k - 1] = -s * x;
} elseif (l !== m) {
H[k][k - 1] = -H[k][k - 1];
}
p = p + s;
x = p / s;
y = q / s;
z = r / s;
q = q / p;
r = r / p;
for (j = k; j < nn; j++) {
p = H[k][j] + q * H[k + 1][j]; if (notlast) {
p = p + r * H[k + 2][j];
H[k + 2][j] = H[k + 2][j] - p * z;
}
H[k][j] = H[k][j] - p * x;
H[k + 1][j] = H[k + 1][j] - p * y;
}
for (i = 0; i <= Math.min(n, k + 3); i++) {
p = x * H[i][k] + y * H[i][k + 1]; if (notlast) {
p = p + z * H[i][k + 2];
H[i][k + 2] = H[i][k + 2] - p * r;
}
H[n][n - 1] = 0;
H[n][n] = 1; for (i = n - 2; i >= 0; i--) {
ra = 0;
sa = 0; for (j = l; j <= n; j++) {
ra = ra + H[i][j] * H[j][n - 1];
sa = sa + H[i][j] * H[j][n];
}
w = H[i][i] - p;
if (e[i] < 0) {
z = w;
r = ra;
s = sa;
} else {
l = i; if (e[i] === 0) {
cdivres = cdiv(-ra, -sa, w, q);
H[i][n - 1] = cdivres[0];
H[i][n] = cdivres[1];
} else {
x = H[i][i + 1];
y = H[i + 1][i];
vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q;
vi = (d[i] - p) * 2 * q; if (vr === 0 && vi === 0) {
vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math.abs(z));
}
cdivres = cdiv(x * r - z * ra + q * sa, x * s - z * sa - q * ra, vr, vi);
H[i][n - 1] = cdivres[0];
H[i][n] = cdivres[1]; if (Math.abs(x) > (Math.abs(z) + Math.abs(q))) {
H[i + 1][n - 1] = (-ra - w * H[i][n - 1] + q * H[i][n]) / x;
H[i + 1][n] = (-sa - w * H[i][n] - q * H[i][n - 1]) / x;
} else {
cdivres = cdiv(-r - y * H[i][n - 1], -s - y * H[i][n], z, q);
H[i + 1][n - 1] = cdivres[0];
H[i + 1][n] = cdivres[1];
}
}
for (i = 0; i < nn; i++) { if (i < low || i > high) { for (j = i; j < nn; j++) {
V[i][j] = H[i][j];
}
}
}
for (j = nn - 1; j >= low; j--) { for (i = low; i <= high; i++) {
z = 0; for (k = low; k <= Math.min(j, high); k++) {
z = z + V[i][k] * H[k][j];
}
V[i][j] = z;
}
}
}
function cdiv(xr, xi, yr, yi) { var r, d; if (Math.abs(yr) > Math.abs(yi)) {
r = yi / yr;
d = yr + r * yi; return [(xr + r * xi) / d, (xi - r * xr) / d];
} else {
r = yr / yi;
d = yi + r * yr; return [(r * xr + xi) / d, (r * xi - xr) / d];
}
}
MLMatrixDCEVD = EigenvalueDecomposition;
}
// ml-matrix src/dc/qr.js
let MLMatrixDCQR;
{
let Matrix = MLMatrixMatrix.Matrix;
let hypotenuse = MLMatrixDCUtil.hypotenuse;
var qr = value.clone(),
m = value.rows,
n = value.columns,
rdiag = new Array(n),
i, j, k, s;
for (k = 0; k < n; k++) { var nrm = 0; for (i = k; i < m; i++) {
nrm = hypotenuse(nrm, qr[i][k]);
} if (nrm !== 0) { if (qr[k][k] < 0) {
nrm = -nrm;
} for (i = k; i < m; i++) {
qr[i][k] /= nrm;
}
qr[k][k] += 1; for (j = k + 1; j < n; j++) {
s = 0; for (i = k; i < m; i++) {
s += qr[i][k] * qr[i][j];
}
s = -s / qr[k][k]; for (i = k; i < m; i++) {
qr[i][j] += s * qr[i][k];
}
}
}
rdiag[k] = -nrm;
}
this.QR = qr; this.Rdiag = rdiag;
}
QrDecomposition.prototype = {
solve: function (value) {
value = Matrix.checkMatrix(value);
var qr = this.QR,
m = qr.rows;
if (value.rows !== m) { thrownew Error('Matrix row dimensions must agree');
} if (!this.isFullRank()) { thrownew Error('Matrix is rank deficient');
}
var count = value.columns; var X = value.clone(); var n = qr.columns; var i, j, k, s;
for (k = 0; k < n; k++) { for (j = 0; j < count; j++) {
s = 0; for (i = k; i < m; i++) {
s += qr[i][k] * X[i][j];
}
s = -s / qr[k][k]; for (i = k; i < m; i++) {
X[i][j] += s * qr[i][k];
}
}
} for (k = n - 1; k >= 0; k--) { for (j = 0; j < count; j++) {
X[k][j] /= this.Rdiag[k];
} for (i = 0; i < k; i++) { for (j = 0; j < count; j++) {
X[i][j] -= X[k][j] * qr[i][k];
}
}
}
return X.subMatrix(0, n - 1, 0, count - 1);
},
isFullRank: function () { var columns = this.QR.columns; for (var i = 0; i < columns; i++) { if (this.Rdiag[i] === 0) { returnfalse;
}
} returntrue;
},
get upperTriangularMatrix() { var qr = this.QR,
n = qr.columns,
X = new Matrix(n, n),
i, j; for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { if (i < j) {
X[i][j] = qr[i][j];
} elseif (i === j) {
X[i][j] = this.Rdiag[i];
} else {
X[i][j] = 0;
}
}
} return X;
},
get orthogonalMatrix() { var qr = this.QR,
rows = qr.rows,
columns = qr.columns,
X = new Matrix(rows, columns),
i, j, k, s;
for (k = columns - 1; k >= 0; k--) { for (i = 0; i < rows; i++) {
X[i][k] = 0;
}
X[k][k] = 1; for (j = k; j < columns; j++) { if (qr[k][k] !== 0) {
s = 0; for (i = k; i < rows; i++) {
s += qr[i][k] * X[i][j];
}
s = -s / qr[k][k];
for (i = k; i < rows; i++) {
X[i][j] += s * qr[i][k];
}
}
}
} return X;
}
};
MLMatrixDCQR = QrDecomposition;
}
// ml-matric src/decompositions.js
let MLMatrixDecompositions = {};
{
let Matrix = MLMatrixMatrix.Matrix;
let SingularValueDecomposition = MLMatrixDCSVD;
let EigenvalueDecomposition = MLMatrixDCEVD;
let LuDecomposition = MLMatrixDCLU;
let QrDecomposition = MLMatrixDCQR
let CholeskyDecomposition = MLMatrixDCCholesky;
function inverse(matrix) {
matrix = Matrix.checkMatrix(matrix); return solve(matrix, Matrix.eye(matrix.rows));
}
/** *@private *CreatesanewLayerwiththegivenmodel. *@param{object}model *@return{Layer}
*/ static load(model) { if (model.model !== 'Layer') { thrownew RangeError('the current model is not a Layer model');
} returnnew Layer(model);
}
}
FeedforwardNeuralNetworksLayer = Layer;
}
// feedforward-neural-networks OutputLayer.js
let FeedforwardNeuralNetworksOutputLayer;
{
let Layer = FeedforwardNeuralNetworksLayer;
class OutputLayer extends Layer {
constructor(options) { super(options);
var inputSize = features.columns; var outputSize = Object.keys(this.dicts.inputs).length;
this.buildNetwork(inputSize, outputSize);
for (var i = 0; i < this.iterations; ++i) { var probabilities = this.propagate(features); this.backpropagation(features, labels, probabilities);
}
}
/** *@private *Propagatetheinput(trainingset)andretrivestheprobabilitiesofeachclass. *@param{Matrix}X *@return{Matrix}probabilitiesofeachclass.
*/
propagate(X) { var input = X; for (var i = 0; i < this.model.length; ++i) { //console.log(i);
input = this.model[i].forward(input);
}
// get probabilities return input.divColumnVector(Utils.sumRow(input));
}
/** *@private *Functionthatappliesthebackpropagationalgorithmoneachlayerofthenetwork *inordertofitthefeaturesandlabels. *@param{Matrix}features *@param{Array}labels *@param{Matrix}probabilities-probabilitiesofeachclassofthefeatureset.
*/
backpropagation(features, labels, probabilities) { for (var i = 0; i < probabilities.length; ++i) {
probabilities[i][this.dicts.inputs[labels[i]]] -= 1;
}
// remember, the last delta doesn't matter var delta = probabilities; for (i = this.model.length - 1; i >= 0; --i) { var a = i > 0 ? this.model[i - 1].a : features;
delta = this.model[i].backpropagation(delta, a);
}
for (i = 0; i < this.model.length; ++i) { this.model[i].update();
}
}
/** *Predicttheoutputgiventhefeatureset. *@param{Array|Matrix}features *@return{Array}
*/
predict(features) {
features = Matrix.checkMatrix(features); var outputs = new Array(features.rows); var probabilities = this.propagate(features); for (var i = 0; i < features.rows; ++i) {
outputs[i] = this.dicts.outputs[probabilities.maxRowIndex(i)[1]];
}
return outputs;
}
/** *ExportthecurrentmodeltoJSOM. *@return{object}model
*/
toJSON() { var model = {
model: 'FNN',
hiddenLayers: this.hiddenLayers,
iterations: this.iterations,
learningRate: this.learningRate,
regularization: this.regularization,
activation: this.activation,
activationParam: this.activationParam,
dicts: this.dicts,
layers: new Array(this.model.length)
};
for (var i = 0; i < this.model.length; ++i) {
model.layers[i] = this.model[i].toJSON();
}
return model;
}
/** *LoadaFeedforwardNeuralNetworkwiththecurrentmodel. *@param{object}model *@return{FeedForwardNeuralNetworks}
*/ static load(model) { if (model.model !== 'FNN') { thrownew RangeError('the current model is not a feed forward network');
}
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