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