ml-matrix/src/stat.js

Matrix manipulation and computation library

import { newArray } from './util';

export function sumByRow(matrix) {
  let sum = newArray(matrix.rows);
  for (let i = 0; i < matrix.rows; ++i) {
    for (let j = 0; j < matrix.columns; ++j) {
      sum[i] += matrix.get(i, j);
    }
  }
  return sum;
}

export function sumByColumn(matrix) {
  let sum = newArray(matrix.columns);
  for (let i = 0; i < matrix.rows; ++i) {
    for (let j = 0; j < matrix.columns; ++j) {
      sum[j] += matrix.get(i, j);
    }
  }
  return sum;
}

export function sumAll(matrix) {
  let v = 0;
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      v += matrix.get(i, j);
    }
  }
  return v;
}

export function productByRow(matrix) {
  let sum = newArray(matrix.rows, 1);
  for (let i = 0; i < matrix.rows; ++i) {
    for (let j = 0; j < matrix.columns; ++j) {
      sum[i] *= matrix.get(i, j);
    }
  }
  return sum;
}

export function productByColumn(matrix) {
  let sum = newArray(matrix.columns, 1);
  for (let i = 0; i < matrix.rows; ++i) {
    for (let j = 0; j < matrix.columns; ++j) {
      sum[j] *= matrix.get(i, j);
    }
  }
  return sum;
}

export function productAll(matrix) {
  let v = 1;
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      v *= matrix.get(i, j);
    }
  }
  return v;
}

export function varianceByRow(matrix, unbiased, mean) {
  const rows = matrix.rows;
  const cols = matrix.columns;
  const variance = [];

  for (let i = 0; i < rows; i++) {
    let sum1 = 0;
    let sum2 = 0;
    let x = 0;
    for (let j = 0; j < cols; j++) {
      x = matrix.get(i, j) - mean[i];
      sum1 += x;
      sum2 += x * x;
    }
    if (unbiased) {
      variance.push((sum2 - (sum1 * sum1) / cols) / (cols - 1));
    } else {
      variance.push((sum2 - (sum1 * sum1) / cols) / cols);
    }
  }
  return variance;
}

export function varianceByColumn(matrix, unbiased, mean) {
  const rows = matrix.rows;
  const cols = matrix.columns;
  const variance = [];

  for (let j = 0; j < cols; j++) {
    let sum1 = 0;
    let sum2 = 0;
    let x = 0;
    for (let i = 0; i < rows; i++) {
      x = matrix.get(i, j) - mean[j];
      sum1 += x;
      sum2 += x * x;
    }
    if (unbiased) {
      variance.push((sum2 - (sum1 * sum1) / rows) / (rows - 1));
    } else {
      variance.push((sum2 - (sum1 * sum1) / rows) / rows);
    }
  }
  return variance;
}

export function varianceAll(matrix, unbiased, mean) {
  const rows = matrix.rows;
  const cols = matrix.columns;
  const size = rows * cols;

  let sum1 = 0;
  let sum2 = 0;
  let x = 0;
  for (let i = 0; i < rows; i++) {
    for (let j = 0; j < cols; j++) {
      x = matrix.get(i, j) - mean;
      sum1 += x;
      sum2 += x * x;
    }
  }
  if (unbiased) {
    return (sum2 - (sum1 * sum1) / size) / (size - 1);
  } else {
    return (sum2 - (sum1 * sum1) / size) / size;
  }
}

export function centerByRow(matrix, mean) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) - mean[i]);
    }
  }
}

export function centerByColumn(matrix, mean) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) - mean[j]);
    }
  }
}

export function centerAll(matrix, mean) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) - mean);
    }
  }
}

export function getScaleByRow(matrix) {
  const scale = [];
  for (let i = 0; i < matrix.rows; i++) {
    let sum = 0;
    for (let j = 0; j < matrix.columns; j++) {
      sum += matrix.get(i, j) ** 2 / (matrix.columns - 1);
    }
    scale.push(Math.sqrt(sum));
  }
  return scale;
}

export function scaleByRow(matrix, scale) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) / scale[i]);
    }
  }
}

export function getScaleByColumn(matrix) {
  const scale = [];
  for (let j = 0; j < matrix.columns; j++) {
    let sum = 0;
    for (let i = 0; i < matrix.rows; i++) {
      sum += matrix.get(i, j) ** 2 / (matrix.rows - 1);
    }
    scale.push(Math.sqrt(sum));
  }
  return scale;
}

export function scaleByColumn(matrix, scale) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) / scale[j]);
    }
  }
}

export function getScaleAll(matrix) {
  const divider = matrix.size - 1;
  let sum = 0;
  for (let j = 0; j < matrix.columns; j++) {
    for (let i = 0; i < matrix.rows; i++) {
      sum += matrix.get(i, j) ** 2 / divider;
    }
  }
  return Math.sqrt(sum);
}

export function scaleAll(matrix, scale) {
  for (let i = 0; i < matrix.rows; i++) {
    for (let j = 0; j < matrix.columns; j++) {
      matrix.set(i, j, matrix.get(i, j) / scale);
    }
  }
}