@sgratzl/science
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Scientific and statistical computing in JavaScript.
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JavaScript
function ascending(a, b) {
return a - b;
}
/**
* Euler's constant.
*/
var EULER = .5772156649015329;
/**
Compute exp(x) - 1 accurately for small x.
*/
function expm1(x) {
return x < 1e-5 && x > -1e-5 ? x + .5 * x * x : Math.exp(x) - 1;
}
function functor(v) {
return typeof v === "function" ? v : function () {
return v;
};
}
// Based on:
// http://www.johndcook.com/blog/2010/06/02/whats-so-hard-about-finding-a-hypotenuse/
function hypot(x, y) {
x = Math.abs(x);
y = Math.abs(y);
var max, min;
if (x > y) {
max = x;
min = y;
} else {
max = y;
min = x;
}
var r = min / max;
return max * Math.sqrt(1 + r * r);
}
function quadratic() {
var complex = false;
function quadratic(a, b, c) {
var d = b * b - 4 * a * c;
if (d > 0) {
d = Math.sqrt(d) / (2 * a);
return complex ? [{
r: -b - d,
i: 0
}, {
r: -b + d,
i: 0
}] : [-b - d, -b + d];
} else if (d === 0) {
d = -b / (2 * a);
return complex ? [{
r: d,
i: 0
}] : [d];
} else {
if (complex) {
d = Math.sqrt(-d) / (2 * a);
return [{
r: -b,
i: -d
}, {
r: -b,
i: d
}];
}
return [];
}
}
quadratic.complex = function (x) {
if (!arguments.length) return complex;
complex = x;
return quadratic;
};
return quadratic;
}
/*
Constructs a multi-dimensional array filled with zeroes.
*/
function zeroes(n) {
var i = -1,
a = [];
if (arguments.length === 1) while (++i < n) {
a[i] = 0;
} else while (++i < n) {
a[i] = zeroes.apply(this, Array.prototype.slice.call(arguments, 1));
}
return a;
}
var version = "1.9.3"; // semver
function cross(a, b) {
// TODO how to handle non-3D vectors?
// TODO handle 7D vectors?
return [a[1] * b[2] - a[2] * b[1], a[2] * b[0] - a[0] * b[2], a[0] * b[1] - a[1] * b[0]];
}
function decompose() {
function decompose(A) {
var n = A.length,
// column dimension
V = [],
d = [],
e = [];
for (var i = 0; i < n; i++) {
V[i] = [];
d[i] = [];
e[i] = [];
}
var symmetric = true;
for (var j = 0; j < n; j++) {
for (var i = 0; i < n; i++) {
if (A[i][j] !== A[j][i]) {
symmetric = false;
break;
}
}
}
if (symmetric) {
for (var i = 0; i < n; i++) {
V[i] = A[i].slice();
} // Tridiagonalize.
science_lin_decomposeTred2(d, e, V); // Diagonalize.
science_lin_decomposeTql2(d, e, V);
} else {
var H = [];
for (var i = 0; i < n; i++) {
H[i] = A[i].slice();
} // Reduce to Hessenberg form.
science_lin_decomposeOrthes(H, V); // Reduce Hessenberg to real Schur form.
science_lin_decomposeHqr2(d, e, H, V);
}
var D = [];
for (var i = 0; i < n; i++) {
var row = D[i] = [];
for (var j = 0; j < n; j++) {
row[j] = i === j ? d[i] : 0;
}
D[i][e[i] > 0 ? i + 1 : i - 1] = e[i];
}
return {
D: D,
V: V
};
}
return decompose;
}
function science_lin_decomposeTred2(d, e, V) {
// This is derived from the Algol procedures tred2 by
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
var n = V.length;
for (var j = 0; j < n; j++) {
d[j] = V[n - 1][j];
} // Householder reduction to tridiagonal form.
for (var i = n - 1; i > 0; i--) {
// Scale to avoid under/overflow.
var scale = 0,
h = 0;
for (var k = 0; k < i; k++) {
scale += Math.abs(d[k]);
}
if (scale === 0) {
e[i] = d[i - 1];
for (var j = 0; j < i; j++) {
d[j] = V[i - 1][j];
V[i][j] = 0;
V[j][i] = 0;
}
} else {
// Generate Householder vector.
for (var k = 0; k < i; k++) {
d[k] /= scale;
h += d[k] * d[k];
}
var f = d[i - 1];
var g = Math.sqrt(h);
if (f > 0) g = -g;
e[i] = scale * g;
h = h - f * g;
d[i - 1] = f - g;
for (var j = 0; j < i; j++) {
e[j] = 0;
} // Apply similarity transformation to remaining columns.
for (var j = 0; j < i; j++) {
f = d[j];
V[j][i] = f;
g = e[j] + V[j][j] * f;
for (var k = j + 1; k <= i - 1; k++) {
g += V[k][j] * d[k];
e[k] += V[k][j] * f;
}
e[j] = g;
}
f = 0;
for (var j = 0; j < i; j++) {
e[j] /= h;
f += e[j] * d[j];
}
var hh = f / (h + h);
for (var j = 0; j < i; j++) {
e[j] -= hh * d[j];
}
for (var j = 0; j < i; j++) {
f = d[j];
g = e[j];
for (var k = j; k <= i - 1; k++) {
V[k][j] -= f * e[k] + g * d[k];
}
d[j] = V[i - 1][j];
V[i][j] = 0;
}
}
d[i] = h;
} // Accumulate transformations.
for (var i = 0; i < n - 1; i++) {
V[n - 1][i] = V[i][i];
V[i][i] = 1.0;
var h = d[i + 1];
if (h != 0) {
for (var k = 0; k <= i; k++) {
d[k] = V[k][i + 1] / h;
}
for (var j = 0; j <= i; j++) {
var g = 0;
for (var k = 0; k <= i; k++) {
g += V[k][i + 1] * V[k][j];
}
for (var k = 0; k <= i; k++) {
V[k][j] -= g * d[k];
}
}
}
for (var k = 0; k <= i; k++) {
V[k][i + 1] = 0;
}
}
for (var j = 0; j < n; j++) {
d[j] = V[n - 1][j];
V[n - 1][j] = 0;
}
V[n - 1][n - 1] = 1;
e[0] = 0;
} // Symmetric tridiagonal QL algorithm.
function science_lin_decomposeTql2(d, e, V) {
// This is derived from the Algol procedures tql2, by
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
var n = V.length;
for (var i = 1; i < n; i++) {
e[i - 1] = e[i];
}
e[n - 1] = 0;
var f = 0;
var tst1 = 0;
var eps = 1e-12;
for (var l = 0; l < n; l++) {
// Find small subdiagonal element
tst1 = Math.max(tst1, Math.abs(d[l]) + Math.abs(e[l]));
var m = l;
while (m < n) {
if (Math.abs(e[m]) <= eps * tst1) {
break;
}
m++;
} // If m == l, d[l] is an eigenvalue,
// otherwise, iterate.
if (m > l) {
do {
// Compute implicit shift
var g = d[l];
var p = (d[l + 1] - g) / (2 * e[l]);
var r = hypot(p, 1);
if (p < 0) r = -r;
d[l] = e[l] / (p + r);
d[l + 1] = e[l] * (p + r);
var dl1 = d[l + 1];
var h = g - d[l];
for (var i = l + 2; i < n; i++) {
d[i] -= h;
}
f += h; // Implicit QL transformation.
p = d[m];
var c = 1;
var c2 = c;
var c3 = c;
var el1 = e[l + 1];
var s = 0;
var s2 = 0;
for (var i = m - 1; i >= l; i--) {
c3 = c2;
c2 = c;
s2 = s;
g = c * e[i];
h = c * p;
r = hypot(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]); // Accumulate transformation.
for (var 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; // Check for convergence.
} while (Math.abs(e[l]) > eps * tst1);
}
d[l] = d[l] + f;
e[l] = 0;
} // Sort eigenvalues and corresponding vectors.
for (var i = 0; i < n - 1; i++) {
var k = i;
var p = d[i];
for (var j = i + 1; j < n; j++) {
if (d[j] < p) {
k = j;
p = d[j];
}
}
if (k != i) {
d[k] = d[i];
d[i] = p;
for (var j = 0; j < n; j++) {
p = V[j][i];
V[j][i] = V[j][k];
V[j][k] = p;
}
}
}
} // Nonsymmetric reduction to Hessenberg form.
function science_lin_decomposeOrthes(H, V) {
// This is derived from the Algol procedures orthes and ortran,
// by Martin and Wilkinson, Handbook for Auto. Comp.,
// Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutines in EISPACK.
var n = H.length;
var ort = [];
var low = 0;
var high = n - 1;
for (var m = low + 1; m < high; m++) {
// Scale column.
var scale = 0;
for (var i = m; i <= high; i++) {
scale += Math.abs(H[i][m - 1]);
}
if (scale !== 0) {
// Compute Householder transformation.
var h = 0;
for (var i = high; i >= m; i--) {
ort[i] = H[i][m - 1] / scale;
h += ort[i] * ort[i];
}
var g = Math.sqrt(h);
if (ort[m] > 0) g = -g;
h = h - ort[m] * g;
ort[m] = ort[m] - g; // Apply Householder similarity transformation
// H = (I-u*u'/h)*H*(I-u*u')/h)
for (var j = m; j < n; j++) {
var f = 0;
for (var i = high; i >= m; i--) {
f += ort[i] * H[i][j];
}
f /= h;
for (var i = m; i <= high; i++) {
H[i][j] -= f * ort[i];
}
}
for (var i = 0; i <= high; i++) {
var f = 0;
for (var j = high; j >= m; j--) {
f += ort[j] * H[i][j];
}
f /= h;
for (var j = m; j <= high; j++) {
H[i][j] -= f * ort[j];
}
}
ort[m] = scale * ort[m];
H[m][m - 1] = scale * g;
}
} // Accumulate transformations (Algol's ortran).
for (var i = 0; i < n; i++) {
for (var j = 0; j < n; j++) {
V[i][j] = i === j ? 1 : 0;
}
}
for (var m = high - 1; m >= low + 1; m--) {
if (H[m][m - 1] !== 0) {
for (var i = m + 1; i <= high; i++) {
ort[i] = H[i][m - 1];
}
for (var j = m; j <= high; j++) {
var g = 0;
for (var i = m; i <= high; i++) {
g += ort[i] * V[i][j];
} // Double division avoids possible underflow
g = g / ort[m] / H[m][m - 1];
for (var i = m; i <= high; i++) {
V[i][j] += g * ort[i];
}
}
}
}
} // Nonsymmetric reduction from Hessenberg to real Schur form.
function science_lin_decomposeHqr2(d, e, H, V) {
// This is derived from the Algol procedure hqr2,
// by Martin and Wilkinson, Handbook for Auto. Comp.,
// Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
var nn = H.length,
n = nn - 1,
low = 0,
high = nn - 1,
eps = 1e-12,
exshift = 0,
p = 0,
q = 0,
r = 0,
s = 0,
z = 0,
t,
w,
x,
y; // Store roots isolated by balanc and compute matrix norm
var norm = 0;
for (var i = 0; i < nn; i++) {
if (i < low || i > high) {
d[i] = H[i][i];
e[i] = 0;
}
for (var j = Math.max(i - 1, 0); j < nn; j++) {
norm += Math.abs(H[i][j]);
}
} // Outer loop over eigenvalue index
var iter = 0;
while (n >= low) {
// Look for single small sub-diagonal element
var 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--;
} // Check for convergence
// One root found
if (l === n) {
H[n][n] = H[n][n] + exshift;
d[n] = H[n][n];
e[n] = 0;
n--;
iter = 0; // Two roots found
} else if (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]; // Real pair
if (q >= 0) {
z = p + (p >= 0 ? z : -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 /= r;
q /= r; // Row modification
for (var 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;
} // Column modification
for (var 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;
} // Accumulate transformations
for (var 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;
} // Complex pair
} else {
d[n - 1] = x + p;
d[n] = x + p;
e[n - 1] = z;
e[n] = -z;
}
n = n - 2;
iter = 0; // No convergence yet
} else {
// Form shift
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];
} // Wilkinson's original ad hoc shift
if (iter == 10) {
exshift += x;
for (var 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;
} // MATLAB's new ad hoc shift
if (iter == 30) {
s = (y - x) / 2.0;
s = s * s + w;
if (s > 0) {
s = Math.sqrt(s);
if (y < x) {
s = -s;
}
s = x - w / ((y - x) / 2.0 + s);
for (var i = low; i <= n; i++) {
H[i][i] -= s;
}
exshift += s;
x = y = w = 0.964;
}
}
iter++; // (Could check iteration count here.)
// Look for two consecutive small sub-diagonal elements
var 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 (var i = m + 2; i <= n; i++) {
H[i][i - 2] = 0;
if (i > m + 2) H[i][i - 3] = 0;
} // Double QR step involving rows l:n and columns m:n
for (var k = m; k <= n - 1; k++) {
var 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 /= x;
q /= x;
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;else if (l != m) H[k][k - 1] = -H[k][k - 1];
p += s;
x = p / s;
y = q / s;
z = r / s;
q /= p;
r /= p; // Row modification
for (var 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;
} // Column modification
for (var i = 0; i <= Math.min(n, k + 3); i++) {
p = x * H[i][k] + y * H[i][k + 1];
if (notlast) {
p += z * H[i][k + 2];
H[i][k + 2] = H[i][k + 2] - p * r;
}
H[i][k] = H[i][k] - p;
H[i][k + 1] = H[i][k + 1] - p * q;
} // Accumulate transformations
for (var i = low; i <= high; i++) {
p = x * V[i][k] + y * V[i][k + 1];
if (notlast) {
p = p + z * V[i][k + 2];
V[i][k + 2] = V[i][k + 2] - p * r;
}
V[i][k] = V[i][k] - p;
V[i][k + 1] = V[i][k + 1] - p * q;
}
} // (s != 0)
} // k loop
} // check convergence
} // while (n >= low)
// Backsubstitute to find vectors of upper triangular form
if (norm == 0) {
return;
}
for (n = nn - 1; n >= 0; n--) {
p = d[n];
q = e[n]; // Real vector
if (q == 0) {
var l = n;
H[n][n] = 1.0;
for (var i = n - 1; i >= 0; i--) {
w = H[i][i] - p;
r = 0;
for (var j = l; j <= n; j++) {
r = r + H[i][j] * H[j][n];
}
if (e[i] < 0) {
z = w;
s = r;
} else {
l = i;
if (e[i] === 0) {
H[i][n] = -r / (w !== 0 ? w : eps * norm);
} else {
// Solve real equations
x = H[i][i + 1];
y = H[i + 1][i];
q = (d[i] - p) * (d[i] - p) + e[i] * e[i];
t = (x * s - z * r) / q;
H[i][n] = t;
if (Math.abs(x) > Math.abs(z)) {
H[i + 1][n] = (-r - w * t) / x;
} else {
H[i + 1][n] = (-s - y * t) / z;
}
} // Overflow control
t = Math.abs(H[i][n]);
if (eps * t * t > 1) {
for (var j = i; j <= n; j++) {
H[j][n] = H[j][n] / t;
}
}
}
} // Complex vector
} else if (q < 0) {
var l = n - 1; // Last vector component imaginary so matrix is triangular
if (Math.abs(H[n][n - 1]) > Math.abs(H[n - 1][n])) {
H[n - 1][n - 1] = q / H[n][n - 1];
H[n - 1][n] = -(H[n][n] - p) / H[n][n - 1];
} else {
var zz = science_lin_decomposeCdiv(0, -H[n - 1][n], H[n - 1][n - 1] - p, q);
H[n - 1][n - 1] = zz[0];
H[n - 1][n] = zz[1];
}
H[n][n - 1] = 0;
H[n][n] = 1;
for (var i = n - 2; i >= 0; i--) {
var ra = 0,
sa = 0,
vr,
vi;
for (var 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) {
var zz = science_lin_decomposeCdiv(-ra, -sa, w, q);
H[i][n - 1] = zz[0];
H[i][n] = zz[1];
} else {
// Solve complex equations
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) * 2.0 * q;
if (vr == 0 & vi == 0) {
vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math.abs(z));
}
var zz = science_lin_decomposeCdiv(x * r - z * ra + q * sa, x * s - z * sa - q * ra, vr, vi);
H[i][n - 1] = zz[0];
H[i][n] = zz[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 {
var zz = science_lin_decomposeCdiv(-r - y * H[i][n - 1], -s - y * H[i][n], z, q);
H[i + 1][n - 1] = zz[0];
H[i + 1][n] = zz[1];
}
} // Overflow control
t = Math.max(Math.abs(H[i][n - 1]), Math.abs(H[i][n]));
if (eps * t * t > 1) {
for (var j = i; j <= n; j++) {
H[j][n - 1] = H[j][n - 1] / t;
H[j][n] = H[j][n] / t;
}
}
}
}
}
} // Vectors of isolated roots
for (var i = 0; i < nn; i++) {
if (i < low || i > high) {
for (var j = i; j < nn; j++) {
V[i][j] = H[i][j];
}
}
} // Back transformation to get eigenvectors of original matrix
for (var j = nn - 1; j >= low; j--) {
for (var i = low; i <= high; i++) {
z = 0;
for (var k = low; k <= Math.min(j, high); k++) {
z += V[i][k] * H[k][j];
}
V[i][j] = z;
}
}
} // Complex scalar division.
function science_lin_decomposeCdiv(xr, xi, yr, yi) {
if (Math.abs(yr) > Math.abs(yi)) {
var r = yi / yr,
d = yr + r * yi;
return [(xr + r * xi) / d, (xi - r * xr) / d];
} else {
var r = yr / yi,
d = yi + r * yr;
return [(r * xr + xi) / d, (r * xi - xr) / d];
}
}
// 4x4 matrix determinant.
function determinant(matrix) {
var m = matrix[0].concat(matrix[1]).concat(matrix[2]).concat(matrix[3]);
return m[12] * m[9] * m[6] * m[3] - m[8] * m[13] * m[6] * m[3] - m[12] * m[5] * m[10] * m[3] + m[4] * m[13] * m[10] * m[3] + m[8] * m[5] * m[14] * m[3] - m[4] * m[9] * m[14] * m[3] - m[12] * m[9] * m[2] * m[7] + m[8] * m[13] * m[2] * m[7] + m[12] * m[1] * m[10] * m[7] - m[0] * m[13] * m[10] * m[7] - m[8] * m[1] * m[14] * m[7] + m[0] * m[9] * m[14] * m[7] + m[12] * m[5] * m[2] * m[11] - m[4] * m[13] * m[2] * m[11] - m[12] * m[1] * m[6] * m[11] + m[0] * m[13] * m[6] * m[11] + m[4] * m[1] * m[14] * m[11] - m[0] * m[5] * m[14] * m[11] - m[8] * m[5] * m[2] * m[15] + m[4] * m[9] * m[2] * m[15] + m[8] * m[1] * m[6] * m[15] - m[0] * m[9] * m[6] * m[15] - m[4] * m[1] * m[10] * m[15] + m[0] * m[5] * m[10] * m[15];
}
function dot(a, b) {
var s = 0,
i = -1,
n = Math.min(a.length, b.length);
while (++i < n) {
s += a[i] * b[i];
}
return s;
}
// Performs in-place Gauss-Jordan elimination.
//
// Based on Jarno Elonen's Python version (public domain):
// http://elonen.iki.fi/code/misc-notes/python-gaussj/index.html
function gaussjordan(m, eps) {
if (!eps) eps = 1e-10;
var h = m.length,
w = m[0].length,
y = -1,
y2,
x;
while (++y < h) {
var maxrow = y; // Find max pivot.
y2 = y;
while (++y2 < h) {
if (Math.abs(m[y2][y]) > Math.abs(m[maxrow][y])) maxrow = y2;
} // Swap.
var tmp = m[y];
m[y] = m[maxrow];
m[maxrow] = tmp; // Singular?
if (Math.abs(m[y][y]) <= eps) return false; // Eliminate column y.
y2 = y;
while (++y2 < h) {
var c = m[y2][y] / m[y][y];
x = y - 1;
while (++x < w) {
m[y2][x] -= m[y][x] * c;
}
}
} // Backsubstitute.
y = h;
while (--y >= 0) {
var c = m[y][y];
y2 = -1;
while (++y2 < y) {
x = w;
while (--x >= y) {
m[y2][x] -= m[y][x] * m[y2][y] / c;
}
}
m[y][y] /= c; // Normalize row y.
x = h - 1;
while (++x < w) {
m[y][x] /= c;
}
}
return true;
}
function inverse(m) {
var n = m.length,
i = -1; // Check if the matrix is square.
if (n !== m[0].length) return; // Augment with identity matrix I to get AI.
m = m.map(function (row, i) {
var identity = new Array(n),
j = -1;
while (++j < n) {
identity[j] = i === j ? 1 : 0;
}
return row.concat(identity);
}); // Compute IA^-1.
gaussjordan(m); // Remove identity matrix I to get A^-1.
while (++i < n) {
m[i] = m[i].slice(n);
}
return m;
}
function length(p) {
return Math.sqrt(dot(p, p));
}
function multiply(a, b) {
var m = a.length,
n = b[0].length,
p = b.length,
i = -1,
j,
k;
if (p !== a[0].length) throw {
"error": "columns(a) != rows(b); " + a[0].length + " != " + p
};
var ab = new Array(m);
while (++i < m) {
ab[i] = new Array(n);
j = -1;
while (++j < n) {
var s = 0;
k = -1;
while (++k < p) {
s += a[i][k] * b[k][j];
}
ab[i][j] = s;
}
}
return ab;
}
function normalize(p) {
var length$$1 = length(p);
return p.map(function (d) {
return d / length$$1;
});
}
function transpose(a) {
var m = a.length,
n = a[0].length,
i = -1,
j,
b = new Array(n);
while (++i < n) {
b[i] = new Array(m);
j = -1;
while (++j < m) {
b[i][j] = a[j][i];
}
}
return b;
}
/**
* Solves tridiagonal systems of linear equations.
*
* Source: http://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm
*
* @param {number[]} a
* @param {number[]} b
* @param {number[]} c
* @param {number[]} d
* @param {number[]} x
* @param {number} n
*/
function tridag(a, b, c, d, x, n) {
var i, m;
for (i = 1; i < n; i++) {
m = a[i] / b[i - 1];
b[i] -= m * c[i - 1];
d[i] -= m * d[i - 1];
}
x[n - 1] = d[n - 1] / b[n - 1];
for (i = n - 2; i >= 0; i--) {
x[i] = (d[i] - c[i] * x[i + 1]) / b[i];
}
}
var lin_ = /*#__PURE__*/Object.freeze({
cross: cross,
decompose: decompose,
determinant: determinant,
dot: dot,
gaussjordan: gaussjordan,
inverse: inverse,
length: length,
multiply: multiply,
normalize: normalize,
transpose: transpose,
tridag: tridag
});
// Based on implementation in http://picomath.org/.
function erf(x) {
var a1 = 0.254829592,
a2 = -0.284496736,
a3 = 1.421413741,
a4 = -1.453152027,
a5 = 1.061405429,
p = 0.3275911; // Save the sign of x
var sign = x < 0 ? -1 : 1;
if (x < 0) {
sign = -1;
x = -x;
} // A&S formula 7.1.26
var t = 1 / (1 + p * x);
return sign * (1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-x * x));
}
// Uses the Box-Muller Transform.
function gaussian() {
var random = Math.random,
mean = 0,
sigma = 1,
variance = 1;
function gaussian() {
var x1, x2, rad;
do {
x1 = 2 * random() - 1;
x2 = 2 * random() - 1;
rad = x1 * x1 + x2 * x2;
} while (rad >= 1 || rad === 0);
return mean + sigma * x1 * Math.sqrt(-2 * Math.log(rad) / rad);
}
gaussian.pdf = function (x) {
x = (x - mean) / sigma;
return science_stats_distribution_gaussianConstant * Math.exp(-.5 * x * x) / sigma;
};
gaussian.cdf = function (x) {
x = (x - mean) / sigma;
return .5 * (1 + erf(x / Math.SQRT2));
};
gaussian.mean = function (x) {
if (!arguments.length) return mean;
mean = +x;
return gaussian;
};
gaussian.variance = function (x) {
if (!arguments.length) return variance;
sigma = Math.sqrt(variance = +x);
return gaussian;
};
gaussian.random = function (x) {
if (!arguments.length) return random;
random = x;
return gaussian;
};
return gaussian;
}
var science_stats_distribution_gaussianConstant = 1 / Math.sqrt(2 * Math.PI);
var distribution_ = /*#__PURE__*/Object.freeze({
gaussian: gaussian
});
// Welford's algorithm.
function mean(x) {
var n = x.length;
if (n === 0) return NaN;
var m = 0,
i = -1;
while (++i < n) {
m += (x[i] - m) / (i + 1);
}
return m;
}
// Also known as the sample variance, where the denominator is n - 1.
function variance(x) {
var n = x.length;
if (n < 1) return NaN;
if (n === 1) return 0;
var mean$$1 = mean(x),
i = -1,
s = 0;
while (++i < n) {
var v = x[i] - mean$$1;
s += v * v;
}
return s / (n - 1);
}
function quantiles(d, quantiles) {
d = d.slice().sort(ascending);
var n_1 = d.length - 1;
return quantiles.map(function (q) {
if (q === 0) return d[0];else if (q === 1) return d[n_1];
var index = 1 + q * n_1,
lo = Math.floor(index),
h = index - lo,
a = d[lo - 1];
return h === 0 ? a : a + h * (d[lo] - a);
});
}
function iqr(x) {
var quartiles = quantiles(x, [.25, .75]);
return quartiles[1] - quartiles[0];
}
// Based on R's implementations in `stats.bw`.
// Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
function nrd0(x) {
var lo;
var hi = Math.sqrt(variance(x));
if (!(lo = Math.min(hi, iqr(x) / 1.34))) (lo = hi) || (lo = Math.abs(x[1])) || (lo = 1);
return .9 * lo * Math.pow(x.length, -.2);
} // Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and
// Visualization. Wiley.
function nrd(x) {
var h = iqr(x) / 1.34;
return 1.06 * Math.min(Math.sqrt(variance(x)), h) * Math.pow(x.length, -1 / 5);
}
var bandwidth_ = /*#__PURE__*/Object.freeze({
nrd0: nrd0,
nrd: nrd
});
function euclidean(a, b) {
var n = a.length,
i = -1,
s = 0,
x;
while (++i < n) {
x = a[i] - b[i];
s += x * x;
}
return Math.sqrt(s);
}
function manhattan(a, b) {
var n = a.length,
i = -1,
s = 0;
while (++i < n) {
s += Math.abs(a[i] - b[i]);
}
return s;
}
function minkowski(p) {
return function (a, b) {
var n = a.length,
i = -1,
s = 0;
while (++i < n) {
s += Math.pow(Math.abs(a[i] - b[i]), p);
}
return Math.pow(s, 1 / p);
};
}
function chebyshev(a, b) {
var n = a.length,
i = -1,
max = 0,
x;
while (++i < n) {
x = Math.abs(a[i] - b[i]);
if (x > max) max = x;
}
return max;
}
function hamming(a, b) {
var n = a.length,
i = -1,
d = 0;
while (++i < n) {
if (a[i] !== b[i]) d++;
}
return d;
}
function jaccard(a, b) {
var n = a.length,
i = -1,
s = 0;
while (++i < n) {
if (a[i] === b[i]) s++;
}
return s / n;
}
function braycurtis(a, b) {
var n = a.length,
i = -1,
s0 = 0,
s1 = 0,
ai,
bi;
while (++i < n) {
ai = a[i];
bi = b[i];
s0 += Math.abs(ai - bi);
s1 += Math.abs(ai + bi);
}
return s0 / s1;
}
var distance_ = /*#__PURE__*/Object.freeze({
euclidean: euclidean,
manhattan: manhattan,
minkowski: minkowski,
chebyshev: chebyshev,
hamming: hamming,
jaccard: jaccard,
braycurtis: braycurtis
});
function hcluster() {
var distance = euclidean,
linkage = "single"; // single, complete or average
function hcluster(vectors) {
var n = vectors.length,
dMin = [],
cSize = [],
distMatrix = [],
clusters = [],
c1,
c2,
c1Cluster,
c2Cluster,
p,
root,
i,
j; // Initialise distance matrix and vector of closest clusters.
i = -1;
while (++i < n) {
dMin[i] = 0;
distMatrix[i] = [];
j = -1;
while (++j < n) {
distMatrix[i][j] = i === j ? Infinity : distance(vectors[i], vectors[j]);
if (distMatrix[i][dMin[i]] > distMatrix[i][j]) dMin[i] = j;
}
} // create leaves of the tree
i = -1;
while (++i < n) {
clusters[i] = [];
clusters[i][0] = {
left: null,
right: null,
dist: 0,
centroid: vectors[i],
size: 1,
depth: 0
};
cSize[i] = 1;
} // Main loop
for (p = 0; p < n - 1; p++) {
// find the closest pair of clusters
c1 = 0;
for (i = 0; i < n; i++) {
if (distMatrix[i][dMin[i]] < distMatrix[c1][dMin[c1]]) c1 = i;
}
c2 = dMin[c1]; // create node to store cluster info
c1Cluster = clusters[c1][0];
c2Cluster = clusters[c2][0];
var newCluster = {
left: c1Cluster,
right: c2Cluster,
dist: distMatrix[c1][c2],
centroid: calculateCentroid(c1Cluster.size, c1Cluster.centroid, c2Cluster.size, c2Cluster.centroid),
size: c1Cluster.size + c2Cluster.size,
depth: 1 + Math.max(c1Cluster.depth, c2Cluster.depth)
};
clusters[c1].splice(0, 0, newCluster);
cSize[c1] += cSize[c2]; // overwrite row c1 with respect to the linkage type
for (j = 0; j < n; j++) {
switch (linkage) {
case "single":
if (distMatrix[c1][j] > distMatrix[c2][j]) distMatrix[j][c1] = distMatrix[c1][j] = distMatrix[c2][j];
break;
case "complete":
if (distMatrix[c1][j] < distMatrix[c2][j]) distMatrix[j][c1] = distMatrix[c1][j] = distMatrix[c2][j];
break;
case "average":
distMatrix[j][c1] = distMatrix[c1][j] = (cSize[c1] * distMatrix[c1][j] + cSize[c2] * distMatrix[c2][j]) / (cSize[c1] + cSize[j]);
break;
}
}
distMatrix[c1][c1] = Infinity; // infinity out old row c2 and column c2
for (i = 0; i < n; i++) {
distMatrix[i][c2] = distMatrix[c2][i] = Infinity;
} // update dmin and replace ones that previous pointed to c2 to point to c1
for (j = 0; j < n; j++) {
if (dMin[j] == c2) dMin[j] = c1;
if (distMatrix[c1][j] < distMatrix[c1][dMin[c1]]) dMin[c1] = j;
} // keep track of the last added cluster
root = newCluster;
}
return root;
}
hcluster.distance = function (x) {
if (!arguments.length) return distance;
distance = x;
return hcluster;
};
return hcluster;
}
function calculateCentroid(c1Size, c1Centroid, c2Size, c2Centroid) {
var newCentroid = [],
newSize = c1Size + c2Size,
n = c1Centroid.length,
i = -1;
while (++i < n) {
newCentroid[i] = (c1Size * c1Centroid[i] + c2Size * c2Centroid[i]) / newSize;
}
return newCentroid;
}
// See <http://en.wikipedia.org/wiki/Kernel_(statistics)>.
function uniform(u) {
if (u <= 1 && u >= -1) return .5;
return 0;
}
function triangular(u) {
if (u <= 1 && u >= -1) return 1 - Math.abs(u);
return 0;
}
function epanechnikov(u) {
if (u <= 1 && u >= -1) return .75 * (1 - u * u);
return 0;
}
function quartic(u) {
if (u <= 1 && u >= -1) {
var tmp = 1 - u * u;
return 15 / 16 * tmp * tmp;
}
return 0;
}
function triweight(u) {
if (u <= 1 && u >= -1) {
var tmp = 1 - u * u;
return 35 / 32 * tmp * tmp * tmp;
}
return 0;
}
function gaussian$1(u) {
return 1 / Math.sqrt(2 * Math.PI) * Math.exp(-.5 * u * u);
}
function cosine(u) {
if (u <= 1 && u >= -1) return Math.PI / 4 * Math.cos(Math.PI / 2 * u);
return 0;
}
var kernel_ = /*#__PURE__*/Object.freeze({
uniform: uniform,
triangular: triangular,
epanechnikov: epanechnikov,
quartic: quartic,
triweight: triweight,
gaussian: gaussian$1,
cosine: cosine
});
function kde() {
var kernel = gaussian$1,
sample = [],
bandwidth = nrd;
function kde(points, i) {
var bw = bandwidth.call(this, sample);
return points.map(function (x) {
var i = -1,
y = 0,
n = sample.length;
while (++i < n) {
y += kernel((x - sample[i]) / bw);
}
return [x, y / bw / n];
});
}
kde.kernel = function (x) {
if (!arguments.length) return kernel;
kernel = x;
return kde;
};
kde.sample = function (x) {
if (!arguments.length) return sample;
sample = x;
return kde;
};
kde.bandwidth = function (x) {
if (!arguments.length) return bandwidth;
bandwidth = functor(x);
return kde;
};
return kde;
}
// http://code.google.com/p/figue/
function kmeans() {
var distance = euclidean,
maxIterations = 1000,
k = 1;
function kmeans(vectors) {
var n = vectors.length,
assignments = [],
clusterSizes = [],
repeat = 1,
iterations = 0,
centroids = science_stats_kmeansRandom(k, vectors),
newCentroids,
i,
j,
x,
d,
min,
best;
while (repeat && iterations < maxIterations) {
// Assignment step.
j = -1;
while (++j < k) {
clusterSizes[j] = 0;
}
i = -1;
while (++i < n) {
x = vectors[i];
min = Infinity;
j = -1;
while (++j < k) {
d = distance.call(this, centroids[j], x);
if (d < min) {
min = d;
best = j;
}
}
clusterSizes[assignments[i] = best]++;
} // Update centroids step.
newCentroids = [];
i = -1;
while (++i < n) {
x = assignments[i];
d = newCentroids[x];
if (d == null) newCentroids[x] = vectors[i].slice();else {
j = -1;
while (++j < d.length) {
d[j] += vectors[i][j];
}
}
}
j = -1;
while (++j < k) {
x = newCentroids[j];
d = 1 / clusterSizes[j];
i = -1;
while (++i < x.length) {
x[i] *= d;
}
} // Check convergence.
repeat = 0;
j = -1;
while (++j < k) {
if (!science_stats_kmeansCompare(newCentroids[j], centroids[j])) {
repeat = 1;
break;
}
}
centroids = newCentroids;
iterations++;
}
return {
assignments: assignments,
centroids: centroids
};
}
kmeans.k = function (x) {
if (!arguments.length) return k;
k = x;
return kmeans;
};
kmeans.distance = function (x) {
if (!arguments.length) return distance;
distance = x;
return kmeans;
};
return kmeans;
}
function science_stats_kmeansCompare(a, b) {
if (!a || !b || a.length !== b.length) return false;
var n = a.length,
i = -1;
while (++i < n) {
if (a[i] !== b[i]) return false;
}
return true;
} // Returns an array of k distinct vectors randomly selected from the input
// array of vectors. Returns null if k > n or if there are less than k distinct
// objects in vectors.
function science_stats_kmeansRandom(k, vectors) {
var n = vectors.length;
if (k > n) return null;
var selected_vectors = [];
var selected_indices = [];
var tested_indices = {};
var tested = 0;
var selected = 0;
var i, vector, select;
while (selected < k) {
if (tested === n) return null;
var random_index = Math.floor(Math.random() * n);
if (random_index in tested_indices) continue;
tested_indices[random_index] = 1;
tested++;
vector = vectors[random_index];
select = true;
for (i = 0; i < selected; i++) {
if (science_stats_kmeansCompare(vector, selected_vectors[i])) {
select = false;
break;
}
}
if (select) {
selected_vectors[selected] = vector;
selected_indices[selected] = random_index;
selected++;
}
}
return selected_vectors;
}
function median(x) {
return quantiles(x, [.5])[0];
}
// from http://commons.apache.org/math/
function loess() {
var bandwidth = .3,
robustnessIters = 2,
accuracy = 1e-12;
function smooth(xval, yval, weights) {
var n = xval.length,
i;
if (n !== yval.length) throw {
error: "Mismatched array lengths"
};
if (n == 0) throw {
error: "At least one point required."
};
if (arguments.length < 3) {
weights = [];
i = -1;
while (++i < n) {
weights[i] = 1;
}
}
science_stats_loessFiniteReal(xval);
science_stats_loessFiniteReal(yval);
science_stats_loessFiniteReal(weights);
science_stats_loessStrictlyIncreasing(xval);
if (n == 1) return [yval[0]];
if (n == 2) return [yval[0], yval[1]];
var bandwidthInPoints = Math.floor(bandwidth * n);
if (bandwidthInPoints < 2) throw {
error: "Bandwidth too small."
};
var res = [],
residuals = [],
robustnessWeights = []; // Do an initial fit and 'robustnessIters' robustness iterations.
// This is equivalent to doing 'robustnessIters+1' robustness iterations
// starting with all robustness weights set to 1.
i = -1;
while (++i < n) {
res[i] = 0;
residuals[i] = 0;
robustnessWeights[i] = 1;
}
var iter = -1;
while (++iter <= robustnessIters) {
var bandwidthInterval = [0, bandwidthInPoints - 1]; // At each x, compute a local weighted linear regression
var x;
i = -1;
while (++i < n) {
x = xval[i]; // Find out the interval of source points on which
// a regression is to be made.
if (i > 0) {
science_stats_loessUpdateBandwidthInterval(xval, weights, i, bandwidthInterval);
}
var ileft = bandwidthInterval[0],
iright = bandwidthInterval[1]; // Compute the point of the bandwidth interval that is
// farthest from x
var edge = xval[i] - xval[ileft] > xval[iright] - xval[i] ? ileft : iright; // Compute a least-squares linear fit weighted by
// the product of robustness weights and the tricube
// weight function.
// See http://en.wikipedia.org/wiki/Linear_regression
// (section "Univariate linear case")
// and http://en.wikipedia.org/wiki/Weighted_least_squares
// (section "Weighted least squares")
var sumWeights = 0,
sumX = 0,
sumXSquared = 0,
sumY = 0,
sumXY = 0,
denom = Math.abs(1 / (xval[edge] - x));
for (var k = ileft; k <= iright; ++k) {
var xk = xval[k],
yk = yval[k],
dist = k < i ? x - xk : xk - x,
w = science_stats_loessTricube(dist * denom) * robustnessWeights[k] * weights[k],
xkw = xk * w;
sumWeights += w;
sumX += xkw;
sumXSquared += xk * xkw;
sumY += yk * w;
sumXY += yk * xkw;
}
var meanX = sumX / sumWeights,
meanY = sumY / sumWeights,
meanXY = sumXY / sumWeights,
meanXSquared = sumXSquared / sumWeights;
var beta = Math.sqrt(Math.abs(meanXSquared - meanX * meanX)) < accuracy ? 0 : (meanXY - meanX * meanY) / (meanXSquared - meanX * meanX);
var alpha = meanY - beta * meanX;
res[i] = beta * x + alpha;
residuals[i] = Math.abs(yval[i] - res[i]);
} // No need to recompute the robustness weights at the last
// iteration, they won't be needed anymore
if (iter === robustnessIters) {
break;
} // Recompute the robustness weights.
// Find the median residual.
var medianResidual = median(residuals);
if (Math.abs(medianResidual) < accuracy) break;
var arg, w;
i = -1;
while (++i < n) {
arg = residuals[i] / (6 * medianResidual);
robustnessWeights[i] = arg >= 1 ? 0 : (w = 1 - arg * arg) * w;
}
}
return res;
}
smooth.bandwidth = function (x) {
if (!arguments.length) return x;
bandwidth = x;
return smooth;
};
smooth.robustnessIterations = function (x) {
if (!arguments.length) return x;
robustnessIters = x;
return smooth;
};
smooth.accuracy = function (x) {
if (!arguments.length) return x;
accuracy = x;
return smooth;
};
return smooth;
}
function science_stats_loessFiniteReal(values) {
var n = values.length,
i = -1;
while (++i < n) {
if (!isFinite(values[i])) return false;
}
return true;
}
function science_stats_loessStrictlyIncreasing(xval) {
var n = xval.length,
i = 0;
while (++i < n) {
if (xval[i - 1] >= xval[i]) return false;
}
return true;
} // Compute the tricube weight function.
// http://en.wikipedia.org/wiki/Local_regression#Weight_function
function science_stats_loessTricube(x) {
return (x = 1 - x * x * x) * x * x;
} // Given an index interval into xval that embraces a certain number of
// points closest to xval[i-1], update the interval so that it embraces
// the same number of points closest to xval[i], ignoring zero weights.
function science_stats_loessUpdateBandwidthInterval(xval, weights, i, bandwidthInterval) {
var left = bandwidthInterval[0],
right = bandwidthInterval[1]; // The right edge should be adjusted if the next point to the right
// is closer to xval[i] than the leftmost point of the current interval
var nextRight = science_stats_loessNextNonzero(weights, right);
if (nextRight < xval.length && xval[nextRight] - xval[i] < xval[i] - xval[left]) {
var nextLeft = science_stats_loessNextNonzero(weights, left);
bandwidthInterval[0] = nextLeft;
bandwidthInterval[1] = nextRight;
}
}
function science_stats_loessNextNonzero(weights, i) {
var j = i + 1;
while (j < weights.length && weights[j] === 0) {
j++;
}
return j;
}
function mode(x) {
var counts = {},
mode = [],
max = 0,
n = x.length,
i = -1,
d,
k;
while (++i < n) {
k = counts.hasOwnProperty(d = x[i]) ? ++counts[d] : counts[d] = 1;
if (k === max) mode.push(d);else if (k > max) {
max = k;
mode = [d];
}
}
if (mode.length === 1) return mode[0];
}
function phi(x) {
return .5 * (1 + erf(x / Math.SQRT2));
}
var distance = distance_;
var kernel = kernel_;
var distribution = distribution_;
var bandwidth = bandwidth_;
var stats_ = /*#__PURE__*/Object.freeze({
distance: distance,
kernel: kernel,
distribution: distribution,
bandwidth: bandwidth,
erf: erf,
hcluster: hcluster,
iqr: iqr,
kde: kde,
kmeans: kmeans,
loess: loess,
mean: mean,
median: median,
mode: mode,
phi: phi,
quantiles: quantiles,
variance: variance
});
var lin = lin_;
var stats = stats_;
export { lin, stats, version, ascending, EULER, expm1, functor, hypot, quadratic, zeroes };