simple-squiggle/node_modules/mathjs/lib/cjs/function/matrix/eigs/complexEigs.js

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"use strict";
var _interopRequireDefault = require("@babel/runtime/helpers/interopRequireDefault");
Object.defineProperty(exports, "__esModule", {
value: true
});
exports.createComplexEigs = createComplexEigs;
var _toConsumableArray2 = _interopRequireDefault(require("@babel/runtime/helpers/toConsumableArray"));
var _object = require("../../../utils/object.js");
function _createForOfIteratorHelper(o, allowArrayLike) { var it = typeof Symbol !== "undefined" && o[Symbol.iterator] || o["@@iterator"]; if (!it) { if (Array.isArray(o) || (it = _unsupportedIterableToArray(o)) || allowArrayLike && o && typeof o.length === "number") { if (it) o = it; var i = 0; var F = function F() {}; return { s: F, n: function n() { if (i >= o.length) return { done: true }; return { done: false, value: o[i++] }; }, e: function e(_e) { throw _e; }, f: F }; } throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method."); } var normalCompletion = true, didErr = false, err; return { s: function s() { it = it.call(o); }, n: function n() { var step = it.next(); normalCompletion = step.done; return step; }, e: function e(_e2) { didErr = true; err = _e2; }, f: function f() { try { if (!normalCompletion && it.return != null) it.return(); } finally { if (didErr) throw err; } } }; }
function _unsupportedIterableToArray(o, minLen) { if (!o) return; if (typeof o === "string") return _arrayLikeToArray(o, minLen); var n = Object.prototype.toString.call(o).slice(8, -1); if (n === "Object" && o.constructor) n = o.constructor.name; if (n === "Map" || n === "Set") return Array.from(o); if (n === "Arguments" || /^(?:Ui|I)nt(?:8|16|32)(?:Clamped)?Array$/.test(n)) return _arrayLikeToArray(o, minLen); }
function _arrayLikeToArray(arr, len) { if (len == null || len > arr.length) len = arr.length; for (var i = 0, arr2 = new Array(len); i < len; i++) { arr2[i] = arr[i]; } return arr2; }
function createComplexEigs(_ref) {
var addScalar = _ref.addScalar,
subtract = _ref.subtract,
flatten = _ref.flatten,
multiply = _ref.multiply,
multiplyScalar = _ref.multiplyScalar,
divideScalar = _ref.divideScalar,
sqrt = _ref.sqrt,
abs = _ref.abs,
bignumber = _ref.bignumber,
diag = _ref.diag,
inv = _ref.inv,
qr = _ref.qr,
usolve = _ref.usolve,
usolveAll = _ref.usolveAll,
equal = _ref.equal,
complex = _ref.complex,
larger = _ref.larger,
smaller = _ref.smaller,
matrixFromColumns = _ref.matrixFromColumns,
dot = _ref.dot;
/**
* @param {number[][]} arr the matrix to find eigenvalues of
* @param {number} N size of the matrix
* @param {number|BigNumber} prec precision, anything lower will be considered zero
* @param {'number'|'BigNumber'|'Complex'} type
* @param {boolean} findVectors should we find eigenvectors?
*
* @returns {{ values: number[], vectors: number[][] }}
*/
function complexEigs(arr, N, prec, type, findVectors) {
if (findVectors === undefined) {
findVectors = true;
} // TODO check if any row/col are zero except the diagonal
// make sure corresponding rows and columns have similar magnitude
// important because of numerical stability
// MODIFIES arr by side effect!
var R = balance(arr, N, prec, type, findVectors); // R is the row transformation matrix
// arr = A' = R A R⁻¹, A is the original matrix
// (if findVectors is false, R is undefined)
// (And so to return to original matrix: A = R⁻¹ arr R)
// TODO if magnitudes of elements vary over many orders,
// move greatest elements to the top left corner
// using similarity transformations, reduce the matrix
// to Hessenberg form (upper triangular plus one subdiagonal row)
// updates the transformation matrix R with new row operationsq
// MODIFIES arr by side effect!
reduceToHessenberg(arr, N, prec, type, findVectors, R); // still true that original A = R⁻¹ arr R)
// find eigenvalues
var _iterateUntilTriangul = iterateUntilTriangular(arr, N, prec, type, findVectors),
values = _iterateUntilTriangul.values,
C = _iterateUntilTriangul.C; // values is the list of eigenvalues, C is the column
// transformation matrix that transforms arr, the hessenberg
// matrix, to upper triangular
// (So U = C⁻¹ arr C and the relationship between current arr
// and original A is unchanged.)
var vectors;
if (findVectors) {
vectors = findEigenvectors(arr, N, C, R, values, prec, type);
vectors = matrixFromColumns.apply(void 0, (0, _toConsumableArray2.default)(vectors));
}
return {
values: values,
vectors: vectors
};
}
/**
* @param {number[][]} arr
* @param {number} N
* @param {number} prec
* @param {'number'|'BigNumber'|'Complex'} type
* @returns {number[][]}
*/
function balance(arr, N, prec, type, findVectors) {
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var realzero = big ? bignumber(0) : 0;
var one = big ? bignumber(1) : cplx ? complex(1) : 1;
var realone = big ? bignumber(1) : 1; // base of the floating-point arithmetic
var radix = big ? bignumber(10) : 2;
var radixSq = multiplyScalar(radix, radix); // the diagonal transformation matrix R
var Rdiag;
if (findVectors) {
Rdiag = Array(N).fill(one);
} // this isn't the only time we loop thru the matrix...
var last = false;
while (!last) {
// ...haha I'm joking! unless...
last = true;
for (var i = 0; i < N; i++) {
// compute the taxicab norm of i-th column and row
// TODO optimize for complex numbers
var colNorm = realzero;
var rowNorm = realzero;
for (var j = 0; j < N; j++) {
if (i === j) continue;
var c = abs(arr[i][j]); // should be real
colNorm = addScalar(colNorm, c);
rowNorm = addScalar(rowNorm, c);
}
if (!equal(colNorm, 0) && !equal(rowNorm, 0)) {
// find integer power closest to balancing the matrix
// (we want to scale only by integer powers of radix,
// so that we don't lose any precision due to round-off)
var f = realone;
var _c = colNorm;
var rowDivRadix = divideScalar(rowNorm, radix);
var rowMulRadix = multiplyScalar(rowNorm, radix);
while (smaller(_c, rowDivRadix)) {
_c = multiplyScalar(_c, radixSq);
f = multiplyScalar(f, radix);
}
while (larger(_c, rowMulRadix)) {
_c = divideScalar(_c, radixSq);
f = divideScalar(f, radix);
} // check whether balancing is needed
// condition = (c + rowNorm) / f < 0.95 * (colNorm + rowNorm)
var condition = smaller(divideScalar(addScalar(_c, rowNorm), f), multiplyScalar(addScalar(colNorm, rowNorm), 0.95)); // apply balancing similarity transformation
if (condition) {
// we should loop once again to check whether
// another rebalancing is needed
last = false;
var g = divideScalar(1, f);
for (var _j = 0; _j < N; _j++) {
if (i === _j) {
continue;
}
arr[i][_j] = multiplyScalar(arr[i][_j], f);
arr[_j][i] = multiplyScalar(arr[_j][i], g);
} // keep track of transformations
if (findVectors) {
Rdiag[i] = multiplyScalar(Rdiag[i], f);
}
}
}
}
} // return the diagonal row transformation matrix
return diag(Rdiag);
}
/**
* @param {number[][]} arr
* @param {number} N
* @param {number} prec
* @param {'number'|'BigNumber'|'Complex'} type
* @param {boolean} findVectors
* @param {number[][]} R the row transformation matrix that will be modified
*/
function reduceToHessenberg(arr, N, prec, type, findVectors, R) {
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var zero = big ? bignumber(0) : cplx ? complex(0) : 0;
if (big) {
prec = bignumber(prec);
}
for (var i = 0; i < N - 2; i++) {
// Find the largest subdiag element in the i-th col
var maxIndex = 0;
var max = zero;
for (var j = i + 1; j < N; j++) {
var el = arr[j][i];
if (smaller(abs(max), abs(el))) {
max = el;
maxIndex = j;
}
} // This col is pivoted, no need to do anything
if (smaller(abs(max), prec)) {
continue;
}
if (maxIndex !== i + 1) {
// Interchange maxIndex-th and (i+1)-th row
var tmp1 = arr[maxIndex];
arr[maxIndex] = arr[i + 1];
arr[i + 1] = tmp1; // Interchange maxIndex-th and (i+1)-th column
for (var _j2 = 0; _j2 < N; _j2++) {
var tmp2 = arr[_j2][maxIndex];
arr[_j2][maxIndex] = arr[_j2][i + 1];
arr[_j2][i + 1] = tmp2;
} // keep track of transformations
if (findVectors) {
var tmp3 = R[maxIndex];
R[maxIndex] = R[i + 1];
R[i + 1] = tmp3;
}
} // Reduce following rows and columns
for (var _j3 = i + 2; _j3 < N; _j3++) {
var n = divideScalar(arr[_j3][i], max);
if (n === 0) {
continue;
} // from j-th row subtract n-times (i+1)th row
for (var k = 0; k < N; k++) {
arr[_j3][k] = subtract(arr[_j3][k], multiplyScalar(n, arr[i + 1][k]));
} // to (i+1)th column add n-times j-th column
for (var _k = 0; _k < N; _k++) {
arr[_k][i + 1] = addScalar(arr[_k][i + 1], multiplyScalar(n, arr[_k][_j3]));
} // keep track of transformations
if (findVectors) {
for (var _k2 = 0; _k2 < N; _k2++) {
R[_j3][_k2] = subtract(R[_j3][_k2], multiplyScalar(n, R[i + 1][_k2]));
}
}
}
}
return R;
}
/**
* @returns {{values: values, C: Matrix}}
* @see Press, Wiliams: Numerical recipes in Fortran 77
* @see https://en.wikipedia.org/wiki/QR_algorithm
*/
function iterateUntilTriangular(A, N, prec, type, findVectors) {
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var one = big ? bignumber(1) : cplx ? complex(1) : 1;
if (big) {
prec = bignumber(prec);
} // The Francis Algorithm
// The core idea of this algorithm is that doing successive
// A' = Q⁺AQ transformations will eventually converge to block-
// upper-triangular with diagonal blocks either 1x1 or 2x2.
// The Q here is the one from the QR decomposition, A = QR.
// Since the eigenvalues of a block-upper-triangular matrix are
// the eigenvalues of its diagonal blocks and we know how to find
// eigenvalues of a 2x2 matrix, we know the eigenvalues of A.
var arr = (0, _object.clone)(A); // the list of converged eigenvalues
var lambdas = []; // size of arr, which will get smaller as eigenvalues converge
var n = N; // the diagonal of the block-diagonal matrix that turns
// converged 2x2 matrices into upper triangular matrices
var Sdiag = []; // N×N matrix describing the overall transformation done during the QR algorithm
var Qtotal = findVectors ? diag(Array(N).fill(one)) : undefined; // n×n matrix describing the QR transformations done since last convergence
var Qpartial = findVectors ? diag(Array(n).fill(one)) : undefined; // last eigenvalue converged before this many steps
var lastConvergenceBefore = 0;
while (lastConvergenceBefore <= 100) {
lastConvergenceBefore += 1; // TODO if the convergence is slow, do something clever
// Perform the factorization
var k = 0; // TODO set close to an eigenvalue
for (var i = 0; i < n; i++) {
arr[i][i] = subtract(arr[i][i], k);
} // TODO do an implicit QR transformation
var _qr = qr(arr),
Q = _qr.Q,
R = _qr.R;
arr = multiply(R, Q);
for (var _i = 0; _i < n; _i++) {
arr[_i][_i] = addScalar(arr[_i][_i], k);
} // keep track of transformations
if (findVectors) {
Qpartial = multiply(Qpartial, Q);
} // The rightmost diagonal element converged to an eigenvalue
if (n === 1 || smaller(abs(arr[n - 1][n - 2]), prec)) {
lastConvergenceBefore = 0;
lambdas.push(arr[n - 1][n - 1]); // keep track of transformations
if (findVectors) {
Sdiag.unshift([[1]]);
inflateMatrix(Qpartial, N);
Qtotal = multiply(Qtotal, Qpartial);
if (n > 1) {
Qpartial = diag(Array(n - 1).fill(one));
}
} // reduce the matrix size
n -= 1;
arr.pop();
for (var _i2 = 0; _i2 < n; _i2++) {
arr[_i2].pop();
} // The rightmost diagonal 2x2 block converged
} else if (n === 2 || smaller(abs(arr[n - 2][n - 3]), prec)) {
lastConvergenceBefore = 0;
var ll = eigenvalues2x2(arr[n - 2][n - 2], arr[n - 2][n - 1], arr[n - 1][n - 2], arr[n - 1][n - 1]);
lambdas.push.apply(lambdas, (0, _toConsumableArray2.default)(ll)); // keep track of transformations
if (findVectors) {
Sdiag.unshift(jordanBase2x2(arr[n - 2][n - 2], arr[n - 2][n - 1], arr[n - 1][n - 2], arr[n - 1][n - 1], ll[0], ll[1], prec, type));
inflateMatrix(Qpartial, N);
Qtotal = multiply(Qtotal, Qpartial);
if (n > 2) {
Qpartial = diag(Array(n - 2).fill(one));
}
} // reduce the matrix size
n -= 2;
arr.pop();
arr.pop();
for (var _i3 = 0; _i3 < n; _i3++) {
arr[_i3].pop();
arr[_i3].pop();
}
}
if (n === 0) {
break;
}
} // standard sorting
lambdas.sort(function (a, b) {
return +subtract(abs(a), abs(b));
}); // the algorithm didn't converge
if (lastConvergenceBefore > 100) {
var err = Error('The eigenvalues failed to converge. Only found these eigenvalues: ' + lambdas.join(', '));
err.values = lambdas;
err.vectors = [];
throw err;
} // combine the overall QR transformation Qtotal with the subsequent
// transformation S that turns the diagonal 2x2 blocks to upper triangular
var C = findVectors ? multiply(Qtotal, blockDiag(Sdiag, N)) : undefined;
return {
values: lambdas,
C: C
};
}
/**
* @param {Matrix} A hessenberg-form matrix
* @param {number} N size of A
* @param {Matrix} C column transformation matrix that turns A into upper triangular
* @param {Matrix} R similarity that turns original matrix into A
* @param {number[]} values array of eigenvalues of A
* @param {'number'|'BigNumber'|'Complex'} type
* @returns {number[][]} eigenvalues
*/
function findEigenvectors(A, N, C, R, values, prec, type) {
var Cinv = inv(C);
var U = multiply(Cinv, A, C);
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var zero = big ? bignumber(0) : cplx ? complex(0) : 0;
var one = big ? bignumber(1) : cplx ? complex(1) : 1; // turn values into a kind of "multiset"
// this way it is easier to find eigenvectors
var uniqueValues = [];
var multiplicities = [];
var _iterator = _createForOfIteratorHelper(values),
_step;
try {
for (_iterator.s(); !(_step = _iterator.n()).done;) {
var λ = _step.value;
var _i4 = indexOf(uniqueValues, λ, equal);
if (_i4 === -1) {
uniqueValues.push(λ);
multiplicities.push(1);
} else {
multiplicities[_i4] += 1;
}
} // find eigenvectors by solving U λE = 0
// TODO replace with an iterative eigenvector algorithm
// (this one might fail for imprecise eigenvalues)
} catch (err) {
_iterator.e(err);
} finally {
_iterator.f();
}
var vectors = [];
var len = uniqueValues.length;
var b = Array(N).fill(zero);
var E = diag(Array(N).fill(one)); // eigenvalues for which usolve failed (due to numerical error)
var failedLambdas = [];
var _loop = function _loop(i) {
var λ = uniqueValues[i];
var S = subtract(U, multiply(λ, E)); // the characteristic matrix
var solutions = usolveAll(S, b);
solutions.shift(); // ignore the null vector
// looks like we missed something, try inverse iteration
while (solutions.length < multiplicities[i]) {
var approxVec = inverseIterate(S, N, solutions, prec, type);
if (approxVec == null) {
// no more vectors were found
failedLambdas.push(λ);
break;
}
solutions.push(approxVec);
} // Transform back into original array coordinates
var correction = multiply(inv(R), C);
solutions = solutions.map(function (v) {
return multiply(correction, v);
});
vectors.push.apply(vectors, (0, _toConsumableArray2.default)(solutions.map(function (v) {
return flatten(v);
})));
};
for (var i = 0; i < len; i++) {
_loop(i);
}
if (failedLambdas.length !== 0) {
var err = new Error('Failed to find eigenvectors for the following eigenvalues: ' + failedLambdas.join(', '));
err.values = values;
err.vectors = vectors;
throw err;
}
return vectors;
}
/**
* Compute the eigenvalues of an 2x2 matrix
* @return {[number,number]}
*/
function eigenvalues2x2(a, b, c, d) {
// λ± = ½ trA ± ½ √( tr²A - 4 detA )
var trA = addScalar(a, d);
var detA = subtract(multiplyScalar(a, d), multiplyScalar(b, c));
var x = multiplyScalar(trA, 0.5);
var y = multiplyScalar(sqrt(subtract(multiplyScalar(trA, trA), multiplyScalar(4, detA))), 0.5);
return [addScalar(x, y), subtract(x, y)];
}
/**
* For an 2x2 matrix compute the transformation matrix S,
* so that SAS¹ is an upper triangular matrix
* @return {[[number,number],[number,number]]}
* @see https://math.berkeley.edu/~ogus/old/Math_54-05/webfoils/jordan.pdf
* @see http://people.math.harvard.edu/~knill/teaching/math21b2004/exhibits/2dmatrices/index.html
*/
function jordanBase2x2(a, b, c, d, l1, l2, prec, type) {
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var zero = big ? bignumber(0) : cplx ? complex(0) : 0;
var one = big ? bignumber(1) : cplx ? complex(1) : 1; // matrix is already upper triangular
// return an identity matrix
if (smaller(abs(c), prec)) {
return [[one, zero], [zero, one]];
} // matrix is diagonalizable
// return its eigenvectors as columns
if (larger(abs(subtract(l1, l2)), prec)) {
return [[subtract(l1, d), subtract(l2, d)], [c, c]];
} // matrix is not diagonalizable
// compute off-diagonal elements of N = A - λI
// N₁₂ = 0 ⇒ S = ( N⃗₁, I⃗₁ )
// N₁₂ ≠ 0 ⇒ S = ( N⃗₂, I⃗₂ )
var na = subtract(a, l1);
var nb = subtract(b, l1);
var nc = subtract(c, l1);
var nd = subtract(d, l1);
if (smaller(abs(nb), prec)) {
return [[na, one], [nc, zero]];
} else {
return [[nb, zero], [nd, one]];
}
}
/**
* Enlarge the matrix from n×n to N×N, setting the new
* elements to 1 on diagonal and 0 elsewhere
*/
function inflateMatrix(arr, N) {
// add columns
for (var i = 0; i < arr.length; i++) {
var _arr$i;
(_arr$i = arr[i]).push.apply(_arr$i, (0, _toConsumableArray2.default)(Array(N - arr[i].length).fill(0)));
} // add rows
for (var _i5 = arr.length; _i5 < N; _i5++) {
arr.push(Array(N).fill(0));
arr[_i5][_i5] = 1;
}
return arr;
}
/**
* Create a block-diagonal matrix with the given square matrices on the diagonal
* @param {Matrix[] | number[][][]} arr array of matrices to be placed on the diagonal
* @param {number} N the size of the resulting matrix
*/
function blockDiag(arr, N) {
var M = [];
for (var i = 0; i < N; i++) {
M[i] = Array(N).fill(0);
}
var I = 0;
var _iterator2 = _createForOfIteratorHelper(arr),
_step2;
try {
for (_iterator2.s(); !(_step2 = _iterator2.n()).done;) {
var sub = _step2.value;
var n = sub.length;
for (var _i6 = 0; _i6 < n; _i6++) {
for (var j = 0; j < n; j++) {
M[I + _i6][I + j] = sub[_i6][j];
}
}
I += n;
}
} catch (err) {
_iterator2.e(err);
} finally {
_iterator2.f();
}
return M;
}
/**
* Finds the index of an element in an array using a custom equality function
* @template T
* @param {Array<T>} arr array in which to search
* @param {T} el the element to find
* @param {function(T, T): boolean} fn the equality function, first argument is an element of `arr`, the second is always `el`
* @returns {number} the index of `el`, or -1 when it's not in `arr`
*/
function indexOf(arr, el, fn) {
for (var i = 0; i < arr.length; i++) {
if (fn(arr[i], el)) {
return i;
}
}
return -1;
}
/**
* Provided a near-singular upper-triangular matrix A and a list of vectors,
* finds an eigenvector of A with the smallest eigenvalue, which is orthogonal
* to each vector in the list
* @template T
* @param {T[][]} A near-singular square matrix
* @param {number} N dimension
* @param {T[][]} orthog list of vectors
* @param {number} prec epsilon
* @param {'number'|'BigNumber'|'Complex'} type
* @return {T[] | null} eigenvector
*
* @see Numerical Recipes for Fortran 77 11.7 Eigenvalues or Eigenvectors by Inverse Iteration
*/
function inverseIterate(A, N, orthog, prec, type) {
var largeNum = type === 'BigNumber' ? bignumber(1000) : 1000;
var b; // the vector
// you better choose a random vector before I count to five
var i = 0;
while (true) {
b = randomOrthogonalVector(N, orthog, type);
b = usolve(A, b);
if (larger(norm(b), largeNum)) {
break;
}
if (++i >= 5) {
return null;
}
} // you better converge before I count to ten
i = 0;
while (true) {
var c = usolve(A, b);
if (smaller(norm(orthogonalComplement(b, [c])), prec)) {
break;
}
if (++i >= 10) {
return null;
}
b = normalize(c);
}
return b;
}
/**
* Generates a random unit vector of dimension N, orthogonal to each vector in the list
* @template T
* @param {number} N dimension
* @param {T[][]} orthog list of vectors
* @param {'number'|'BigNumber'|'Complex'} type
* @returns {T[]} random vector
*/
function randomOrthogonalVector(N, orthog, type) {
var big = type === 'BigNumber';
var cplx = type === 'Complex'; // generate random vector with the correct type
var v = Array(N).fill(0).map(function (_) {
return 2 * Math.random() - 1;
});
if (big) {
v = v.map(function (n) {
return bignumber(n);
});
}
if (cplx) {
v = v.map(function (n) {
return complex(n);
});
} // project to orthogonal complement
v = orthogonalComplement(v, orthog); // normalize
return normalize(v, type);
}
/**
* Project vector v to the orthogonal complement of an array of vectors
*/
function orthogonalComplement(v, orthog) {
var _iterator3 = _createForOfIteratorHelper(orthog),
_step3;
try {
for (_iterator3.s(); !(_step3 = _iterator3.n()).done;) {
var w = _step3.value;
// v := v (w, v)/∥w∥² w
v = subtract(v, multiply(divideScalar(dot(w, v), dot(w, w)), w));
}
} catch (err) {
_iterator3.e(err);
} finally {
_iterator3.f();
}
return v;
}
/**
* Calculate the norm of a vector.
* We can't use math.norm because factory can't handle circular dependency.
* Seriously, I'm really fed up with factory.
*/
function norm(v) {
return abs(sqrt(dot(v, v)));
}
/**
* Normalize a vector
* @template T
* @param {T[]} v
* @param {'number'|'BigNumber'|'Complex'} type
* @returns {T[]} normalized vec
*/
function normalize(v, type) {
var big = type === 'BigNumber';
var cplx = type === 'Complex';
var one = big ? bignumber(1) : cplx ? complex(1) : 1;
return multiply(divideScalar(one, norm(v)), v);
}
return complexEigs;
}