ml-matrix/src/decompositions.js

Matrix manipulation and computation library

'use strict';

var Matrix = require('./matrix');

var SingularValueDecomposition = require('./dc/svd');
var EigenvalueDecomposition = require('./dc/evd');
var LuDecomposition = require('./dc/lu');
var QrDecomposition = require('./dc/qr');
var CholeskyDecomposition = require('./dc/cholesky');

function inverse(matrix) {
    matrix = Matrix.checkMatrix(matrix);
    return solve(matrix, Matrix.eye(matrix.rows));
}

Matrix.inverse = Matrix.inv = inverse;
Matrix.prototype.inverse = Matrix.prototype.inv = function () {
    return inverse(this);
};

function solve(leftHandSide, rightHandSide) {
    leftHandSide = Matrix.checkMatrix(leftHandSide);
    rightHandSide = Matrix.checkMatrix(rightHandSide);
    return leftHandSide.isSquare() ? new LuDecomposition(leftHandSide).solve(rightHandSide) : new QrDecomposition(leftHandSide).solve(rightHandSide);
}

Matrix.solve = solve;
Matrix.prototype.solve = function (other) {
    return solve(this, other);
};

module.exports = {
    SingularValueDecomposition: SingularValueDecomposition,
    SVD: SingularValueDecomposition,
    EigenvalueDecomposition: EigenvalueDecomposition,
    EVD: EigenvalueDecomposition,
    LuDecomposition: LuDecomposition,
    LU: LuDecomposition,
    QrDecomposition: QrDecomposition,
    QR: QrDecomposition,
    CholeskyDecomposition: CholeskyDecomposition,
    CHO: CholeskyDecomposition,
    inverse: inverse,
    solve: solve
};