ml-matrix/src/dc/nipals.js

Matrix manipulation and computation library

import { isAnyArray } from 'is-any-array';

import Matrix from '../matrix';
import WrapperMatrix2D from '../wrap/WrapperMatrix2D';

export default class nipals {
  constructor(X, options = {}) {
    X = WrapperMatrix2D.checkMatrix(X);
    let { Y } = options;
    const {
      scaleScores = false,
      maxIterations = 1000,
      terminationCriteria = 1e-10,
    } = options;

    let u;
    if (Y) {
      if (isAnyArray(Y) && typeof Y[0] === 'number') {
        Y = Matrix.columnVector(Y);
      } else {
        Y = WrapperMatrix2D.checkMatrix(Y);
      }
      if (Y.rows !== X.rows) {
        throw new Error('Y should have the same number of rows as X');
      }
      u = Y.getColumnVector(0);
    } else {
      u = X.getColumnVector(0);
    }

    let diff = 1;
    let t, q, w, tOld;

    for (
      let counter = 0;
      counter < maxIterations && diff > terminationCriteria;
      counter++
    ) {
      w = X.transpose().mmul(u).div(u.transpose().mmul(u).get(0, 0));
      w = w.div(w.norm());

      t = X.mmul(w).div(w.transpose().mmul(w).get(0, 0));

      if (counter > 0) {
        diff = t.clone().sub(tOld).pow(2).sum();
      }
      tOld = t.clone();

      if (Y) {
        q = Y.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
        q = q.div(q.norm());

        u = Y.mmul(q).div(q.transpose().mmul(q).get(0, 0));
      } else {
        u = t;
      }
    }

    if (Y) {
      let p = X.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
      p = p.div(p.norm());
      let xResidual = X.clone().sub(t.clone().mmul(p.transpose()));
      let residual = u.transpose().mmul(t).div(t.transpose().mmul(t).get(0, 0));
      let yResidual = Y.clone().sub(
        t.clone().mulS(residual.get(0, 0)).mmul(q.transpose()),
      );

      this.t = t;
      this.p = p.transpose();
      this.w = w.transpose();
      this.q = q;
      this.u = u;
      this.s = t.transpose().mmul(t);
      this.xResidual = xResidual;
      this.yResidual = yResidual;
      this.betas = residual;
    } else {
      this.w = w.transpose();
      this.s = t.transpose().mmul(t).sqrt();
      if (scaleScores) {
        this.t = t.clone().div(this.s.get(0, 0));
      } else {
        this.t = t;
      }
      this.xResidual = X.sub(t.mmul(w.transpose()));
    }
  }
}