179 lines
5.2 KiB
JavaScript
179 lines
5.2 KiB
JavaScript
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import { isMatrix } from '../../utils/is.js';
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import { arraySize } from '../../utils/array.js';
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import { factory } from '../../utils/factory.js';
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import { format } from '../../utils/string.js';
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import { clone } from '../../utils/object.js';
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var name = 'pinv';
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var dependencies = ['typed', 'matrix', 'inv', 'deepEqual', 'equal', 'dotDivide', 'dot', 'ctranspose', 'divideScalar', 'multiply', 'add', 'Complex'];
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export var createPinv = /* #__PURE__ */factory(name, dependencies, _ref => {
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var {
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typed,
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matrix,
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inv,
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deepEqual,
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equal,
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dotDivide,
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dot,
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ctranspose,
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divideScalar,
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multiply,
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add,
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Complex
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} = _ref;
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/**
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* Calculate the Moore–Penrose inverse of a matrix.
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*
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* Syntax:
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*
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* math.pinv(x)
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*
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* Examples:
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*
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* math.pinv([[1, 2], [3, 4]]) // returns [[-2, 1], [1.5, -0.5]]
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* math.pinv([[1, 0], [0, 1], [0, 1]]) // returns [[1, 0, 0], [0, 0.5, 0.5]]
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* math.pinv(4) // returns 0.25
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*
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* See also:
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*
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* inv
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*
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* @param {number | Complex | Array | Matrix} x Matrix to be inversed
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* @return {number | Complex | Array | Matrix} The inverse of `x`.
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*/
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return typed(name, {
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'Array | Matrix': function Array__Matrix(x) {
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var size = isMatrix(x) ? x.size() : arraySize(x);
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switch (size.length) {
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case 1:
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// vector
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if (_isZeros(x)) return ctranspose(x); // null vector
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if (size[0] === 1) {
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return inv(x); // invertible matrix
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} else {
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return dotDivide(ctranspose(x), dot(x, x));
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}
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case 2:
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// two dimensional array
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{
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if (_isZeros(x)) return ctranspose(x); // zero matrixx
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var rows = size[0];
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var cols = size[1];
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if (rows === cols) {
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try {
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return inv(x); // invertible matrix
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} catch (err) {
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if (err instanceof Error && err.message.match(/Cannot calculate inverse, determinant is zero/)) {
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// Expected
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} else {
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throw err;
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}
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}
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}
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if (isMatrix(x)) {
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return matrix(_pinv(x.valueOf(), rows, cols), x.storage());
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} else {
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// return an Array
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return _pinv(x, rows, cols);
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}
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}
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default:
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// multi dimensional array
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throw new RangeError('Matrix must be two dimensional ' + '(size: ' + format(size) + ')');
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}
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},
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any: function any(x) {
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// scalar
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if (equal(x, 0)) return clone(x); // zero
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return divideScalar(1, x);
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}
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});
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/**
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* Calculate the Moore–Penrose inverse of a matrix
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* @param {Array[]} mat A matrix
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* @param {number} rows Number of rows
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* @param {number} cols Number of columns
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* @return {Array[]} pinv Pseudoinverse matrix
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* @private
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*/
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function _pinv(mat, rows, cols) {
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var {
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C,
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F
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} = _rankFact(mat, rows, cols); // TODO: Use SVD instead (may improve precision)
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var Cpinv = multiply(inv(multiply(ctranspose(C), C)), ctranspose(C));
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var Fpinv = multiply(ctranspose(F), inv(multiply(F, ctranspose(F))));
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return multiply(Fpinv, Cpinv);
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}
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/**
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* Calculate the reduced row echelon form of a matrix
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*
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* Modified from https://rosettacode.org/wiki/Reduced_row_echelon_form
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*
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* @param {Array[]} mat A matrix
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* @param {number} rows Number of rows
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* @param {number} cols Number of columns
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* @return {Array[]} Reduced row echelon form
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* @private
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*/
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function _rref(mat, rows, cols) {
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var M = clone(mat);
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var lead = 0;
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for (var r = 0; r < rows; r++) {
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if (cols <= lead) {
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return M;
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}
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var i = r;
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while (_isZero(M[i][lead])) {
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i++;
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if (rows === i) {
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i = r;
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lead++;
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if (cols === lead) {
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return M;
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}
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}
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}
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[M[i], M[r]] = [M[r], M[i]];
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var val = M[r][lead];
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for (var j = 0; j < cols; j++) {
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M[r][j] = dotDivide(M[r][j], val);
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}
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for (var _i = 0; _i < rows; _i++) {
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if (_i === r) continue;
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val = M[_i][lead];
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for (var _j = 0; _j < cols; _j++) {
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M[_i][_j] = add(M[_i][_j], multiply(-1, multiply(val, M[r][_j])));
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}
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}
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lead++;
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}
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return M;
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}
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/**
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* Calculate the rank factorization of a matrix
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*
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* @param {Array[]} mat A matrix (M)
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* @param {number} rows Number of rows
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* @param {number} cols Number of columns
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* @return {{C: Array, F: Array}} rank factorization where M = C F
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* @private
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*/
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function _rankFact(mat, rows, cols) {
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var rref = _rref(mat, rows, cols);
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var C = mat.map((_, i) => _.filter((_, j) => j < rows && !_isZero(dot(rref[j], rref[j]))));
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var F = rref.filter((_, i) => !_isZero(dot(rref[i], rref[i])));
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return {
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C,
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F
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};
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}
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function _isZero(x) {
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return equal(add(x, Complex(1, 1)), add(0, Complex(1, 1)));
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}
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function _isZeros(arr) {
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return deepEqual(add(arr, Complex(1, 1)), add(multiply(arr, 0), Complex(1, 1)));
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}
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});
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