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- import { factory } from '../../utils/factory.js';
- import { format } from '../../utils/string.js';
- import { createComplexEigs } from './eigs/complexEigs.js';
- import { createRealSymmetric } from './eigs/realSymetric.js';
- import { typeOf, isNumber, isBigNumber, isComplex, isFraction } from '../../utils/is.js';
- var name = 'eigs';
- // The absolute state of math.js's dependency system:
- var dependencies = ['config', 'typed', 'matrix', 'addScalar', 'equal', 'subtract', 'abs', 'atan', 'cos', 'sin', 'multiplyScalar', 'divideScalar', 'inv', 'bignumber', 'multiply', 'add', 'larger', 'column', 'flatten', 'number', 'complex', 'sqrt', 'diag', 'qr', 'usolve', 'usolveAll', 'im', 're', 'smaller', 'matrixFromColumns', 'dot'];
- export var createEigs = /* #__PURE__ */factory(name, dependencies, _ref => {
- var {
- config,
- typed,
- matrix,
- addScalar,
- subtract,
- equal,
- abs,
- atan,
- cos,
- sin,
- multiplyScalar,
- divideScalar,
- inv,
- bignumber,
- multiply,
- add,
- larger,
- column,
- flatten,
- number,
- complex,
- sqrt,
- diag,
- qr,
- usolve,
- usolveAll,
- im,
- re,
- smaller,
- matrixFromColumns,
- dot
- } = _ref;
- var doRealSymetric = createRealSymmetric({
- config,
- addScalar,
- subtract,
- column,
- flatten,
- equal,
- abs,
- atan,
- cos,
- sin,
- multiplyScalar,
- inv,
- bignumber,
- complex,
- multiply,
- add
- });
- var doComplexEigs = createComplexEigs({
- config,
- addScalar,
- subtract,
- multiply,
- multiplyScalar,
- flatten,
- divideScalar,
- sqrt,
- abs,
- bignumber,
- diag,
- qr,
- inv,
- usolve,
- usolveAll,
- equal,
- complex,
- larger,
- smaller,
- matrixFromColumns,
- dot
- });
- /**
- * Compute eigenvalues and eigenvectors of a matrix. The eigenvalues are sorted by their absolute value, ascending.
- * An eigenvalue with multiplicity k will be listed k times. The eigenvectors are returned as columns of a matrix –
- * the eigenvector that belongs to the j-th eigenvalue in the list (eg. `values[j]`) is the j-th column (eg. `column(vectors, j)`).
- * If the algorithm fails to converge, it will throw an error – in that case, however, you may still find useful information
- * in `err.values` and `err.vectors`.
- *
- * Syntax:
- *
- * math.eigs(x, [prec])
- *
- * Examples:
- *
- * const { eigs, multiply, column, transpose } = math
- * const H = [[5, 2.3], [2.3, 1]]
- * const ans = eigs(H) // returns {values: [E1,E2...sorted], vectors: [v1,v2.... corresponding vectors as columns]}
- * const E = ans.values
- * const U = ans.vectors
- * multiply(H, column(U, 0)) // returns multiply(E[0], column(U, 0))
- * const UTxHxU = multiply(transpose(U), H, U) // diagonalizes H
- * E[0] == UTxHxU[0][0] // returns true
- *
- * See also:
- *
- * inv
- *
- * @param {Array | Matrix} x Matrix to be diagonalized
- *
- * @param {number | BigNumber} [prec] Precision, default value: 1e-15
- * @return {{values: Array|Matrix, vectors: Array|Matrix}} Object containing an array of eigenvalues and a matrix with eigenvectors as columns.
- *
- */
- return typed('eigs', {
- Array: function Array(x) {
- var mat = matrix(x);
- return computeValuesAndVectors(mat);
- },
- 'Array, number|BigNumber': function ArrayNumberBigNumber(x, prec) {
- var mat = matrix(x);
- return computeValuesAndVectors(mat, prec);
- },
- Matrix: function Matrix(mat) {
- var {
- values,
- vectors
- } = computeValuesAndVectors(mat);
- return {
- values: matrix(values),
- vectors: matrix(vectors)
- };
- },
- 'Matrix, number|BigNumber': function MatrixNumberBigNumber(mat, prec) {
- var {
- values,
- vectors
- } = computeValuesAndVectors(mat, prec);
- return {
- values: matrix(values),
- vectors: matrix(vectors)
- };
- }
- });
- function computeValuesAndVectors(mat, prec) {
- if (prec === undefined) {
- prec = config.epsilon;
- }
- var size = mat.size();
- if (size.length !== 2 || size[0] !== size[1]) {
- throw new RangeError('Matrix must be square (size: ' + format(size) + ')');
- }
- var arr = mat.toArray();
- var N = size[0];
- if (isReal(arr, N, prec)) {
- coerceReal(arr, N);
- if (isSymmetric(arr, N, prec)) {
- var _type = coerceTypes(mat, arr, N);
- return doRealSymetric(arr, N, prec, _type);
- }
- }
- var type = coerceTypes(mat, arr, N);
- return doComplexEigs(arr, N, prec, type);
- }
- /** @return {boolean} */
- function isSymmetric(arr, N, prec) {
- for (var i = 0; i < N; i++) {
- for (var j = i; j < N; j++) {
- // TODO proper comparison of bignum and frac
- if (larger(bignumber(abs(subtract(arr[i][j], arr[j][i]))), prec)) {
- return false;
- }
- }
- }
- return true;
- }
- /** @return {boolean} */
- function isReal(arr, N, prec) {
- for (var i = 0; i < N; i++) {
- for (var j = 0; j < N; j++) {
- // TODO proper comparison of bignum and frac
- if (larger(bignumber(abs(im(arr[i][j]))), prec)) {
- return false;
- }
- }
- }
- return true;
- }
- function coerceReal(arr, N) {
- for (var i = 0; i < N; i++) {
- for (var j = 0; j < N; j++) {
- arr[i][j] = re(arr[i][j]);
- }
- }
- }
- /** @return {'number' | 'BigNumber' | 'Complex'} */
- function coerceTypes(mat, arr, N) {
- /** @type {string} */
- var type = mat.datatype();
- if (type === 'number' || type === 'BigNumber' || type === 'Complex') {
- return type;
- }
- var hasNumber = false;
- var hasBig = false;
- var hasComplex = false;
- for (var i = 0; i < N; i++) {
- for (var j = 0; j < N; j++) {
- var el = arr[i][j];
- if (isNumber(el) || isFraction(el)) {
- hasNumber = true;
- } else if (isBigNumber(el)) {
- hasBig = true;
- } else if (isComplex(el)) {
- hasComplex = true;
- } else {
- throw TypeError('Unsupported type in Matrix: ' + typeOf(el));
- }
- }
- }
- if (hasBig && hasComplex) {
- console.warn('Complex BigNumbers not supported, this operation will lose precission.');
- }
- if (hasComplex) {
- for (var _i = 0; _i < N; _i++) {
- for (var _j = 0; _j < N; _j++) {
- arr[_i][_j] = complex(arr[_i][_j]);
- }
- }
- return 'Complex';
- }
- if (hasBig) {
- for (var _i2 = 0; _i2 < N; _i2++) {
- for (var _j2 = 0; _j2 < N; _j2++) {
- arr[_i2][_j2] = bignumber(arr[_i2][_j2]);
- }
- }
- return 'BigNumber';
- }
- if (hasNumber) {
- for (var _i3 = 0; _i3 < N; _i3++) {
- for (var _j3 = 0; _j3 < N; _j3++) {
- arr[_i3][_j3] = number(arr[_i3][_j3]);
- }
- }
- return 'number';
- } else {
- throw TypeError('Matrix contains unsupported types only.');
- }
- }
- });
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