sylvester - npm Package Compare versions

Comparing version 0.0.15 to 0.0.16

lib/node-sylvester/matrix.js

@@ -36,2 +36,3 @@ // Copyright (c) 2011, Chris Umbel, James Coglan
 
+
 function svdJs() {
@@ -45,34 +46,34 @@ var A = this;
     var maxLoop = 100;
-    
+
     while(err > 2.2737e-13 && i < maxLoop) {
-	var qr = S.transpose().qr();
-	S = qr.R;
-	V = V.x(qr.Q);
-	qr = S.transpose().qr();
-	U = U.x(qr.Q);
-	S = qr.R;
-	
-	var e = S.triu(1).unroll().norm();
-	var f = S.diagonal().norm();
-	
-	if(f == 0)
-	    f = 1;
-	
-	err = e / f;
-	
-	i++;
+        var qr = S.transpose().qrJs();
+        S = qr.R;
+        V = V.x(qr.Q);
+        qr = S.transpose().qrJs();
+        U = U.x(qr.Q);
+        S = qr.R;
+
+        var e = S.triu(1).unroll().norm();
+        var f = S.diagonal().norm();
+
+        if(f == 0)
+            f = 1;
+
+        err = e / f;
+
+        i++;
     }
-    
+
     var ss = S.diagonal();
     var s = [];
-    
+
     for(var i = 1; i <= ss.cols(); i++) {
-	var ssn = ss.e(i);
-	s.push(Math.abs(ssn));
-	
-	if(ssn < 0) {
-	    for(var j = 0; j < U.rows(); j++) {
-		V.elements[j][i - 1] = -(V.elements[j][i - 1]);
-	    }
-	}
+        var ssn = ss.e(i);
+        s.push(Math.abs(ssn));
+
+        if(ssn < 0) {
+            for(var j = 0; j < U.rows(); j++) {
+                V.elements[j][i - 1] = -(V.elements[j][i - 1]);
+            }
+        }
     }
@@ -83,2 +84,47 @@
 
+function svdPack() {
+    var result = lapack.sgesvd('A', 'A', this.elements);
+
+    return {
+        U: $M(result.U),
+        S: $M(result.S).column(1).toDiagonalMatrix(),
+	V: $M(result.VT).transpose()
+    };
+}
+
+function qrJs() {
+    var m = this.rows();
+    var n = this.cols();
+    var Q = Matrix.I(m);
+    var A = this;
+    
+    for(var k = 1; k < Math.min(m, n); k++) {
+	var ak = A.slice(k, 0, k, k).col(1);
+	var oneZero = [1];
+	
+	while(oneZero.length <=  m - k)
+	    oneZero.push(0);
+	
+	oneZero = $V(oneZero);
+	var vk = ak.add(oneZero.x(ak.norm() * Math.sign(ak.e(1))));
+	var Vk = $M(vk);
+	var Hk = Matrix.I(m - k + 1).subtract(Vk.x(2).x(Vk.transpose()).div(Vk.transpose().x(Vk).e(1, 1)));
+	var Qk = identSize(Hk, m, n, k);
+	A = Qk.x(A);
+	// slow way to compute Q
+	Q = Q.x(Qk);
+    }
+    
+    return {Q: Q, R: A};
+}
+
+function qrPack() {
+    var qr = lapack.qr(this.elements);
+
+    return {
+	Q: $M(qr.Q),
+	R: $M(qr.R)
+    };
+}
+
 function Matrix() {}
@@ -119,28 +165,2 @@ Matrix.prototype = {
 
-    qr: function() {
-	var m = this.rows();
-	var n = this.cols();
-	var Q = Matrix.I(m);
-	var A = this;
-	
-	for(var k = 1; k < Math.min(m, n); k++) {
-	    var ak = A.slice(k, 0, k, k).col(1);
-	    var oneZero = [1];
-	    
-	    while(oneZero.length <=  m - k)
-		oneZero.push(0);
-	    
-	    oneZero = $V(oneZero);
-	    var vk = ak.add(oneZero.x(ak.norm() * Math.sign(ak.e(1))));
-	    var Vk = $M(vk);
-	    var Hk = Matrix.I(m - k + 1).subtract(Vk.x(2).x(Vk.transpose()).div(Vk.transpose().x(Vk).e(1, 1)));
-	    var Qk = identSize(Hk, m, n, k);
-	    A = Qk.x(A);
-	    Q = Q.x(Qk);
-	}
-
-	return {Q: Q, R: A};
-    },
-
-
     slice: function(startRow, endRow, startCol, endCol) {
@@ -709,3 +729,8 @@ var x = [];
 	return $V(mins);
-    }
+    },
+
+    svdJs: svdJs,
+    svdPack: svdPack,
+    qrJs: qrJs,
+    qrPack: qrPack
 };
@@ -722,13 +747,7 @@
 if(lapack = getLapack()) {
-    Matrix.prototype.svd = function() {
-	var result = lapack.sgesvd('A', 'A', this.elements);
-	
-	return {
-	    U: $M(result.U),
-	    S: $M(result.S).column(1).toDiagonalMatrix(),
-		V: $M(result.VT).transpose()
-	};
-    };
+    Matrix.prototype.svd = svdPack;
+    Matrix.prototype.qr = qrPack;
 } else {
     Matrix.prototype.svd = svdJs;
+    Matrix.prototype.qr = qrJs;
 }
@@ -735,0 +754,0 @@

package.json

 {
   "name": "sylvester",
   "description": "node.js implementation of James Coglan's \"Sylvester\" matrix math library.",	
-  "version": "0.0.15",
+  "version": "0.0.16",
   "engines": {
@@ -6,0 +6,0 @@ "node": ">=0.2.6"

spec/matrix_spec.js

@@ -7,3 +7,2 @@
 describe('matrix', function() {
-    /*
     describe('PCA', function() {
@@ -35,3 +34,2 @@ it('should PCA', function() {
     });
-    */
 
@@ -85,36 +83,53 @@ it('shoud triu', function () {
 
-    it('should svd in JS', function() {
-	var A2 = $M([
-	    [ 1, -1, 2,  2],
-	    [-1,  2, 1, -1],
-	    [ 2,  1, 3,  2],
-	    [ 2, -1, 2,  1]
-	]);
+    var ASVD = $M([
+	[ 1, -1, 2,  2],
+	[-1,  2, 1, -1],
+	[ 2,  1, 3,  2],
+	[ 2, -1, 2,  1]
+    ]);
+    
+    it('should svd', function() {
+	var svd = ASVD.svdJs();	
+	expect(svd.U.eql(U)).toBeTruthy();
+	expect(svd.S.eql(S)).toBeTruthy();
+	expect(svd.V.eql(V)).toBeTruthy();
+    });
 
-	var svd = A2.svd();
-	
-	//expect(svd.U.eql(U)).toBeTruthy();
-	//expect(svd.S.eql(S)).toBeTruthy();
-	//expect(svd.V.eql(V)).toBeTruthy();
+    it('should have matching svds for js and lapack', function() {
+	var svdJs = ASVD.svdJs();	
+	var svdPack = ASVD.svdPack();
+
+	expect(svdJs.U.eql(svdPack.U)).toBeTruthy();
+	expect(svdJs.S.eql(svdPack.S)).toBeTruthy();
+	expect(svdJs.V.eql(svdPack.V)).toBeTruthy();
     });
 
-    it('should qr', function() {
-	var A2 = $M([
-	    [1, -1, 2, 2],
-	    [-1, 2, 1, -1],
-	    [2, 1, 3, 2],
-	    [2, -1, 2, 1]
-	]);
+    var QRin = $M([
+        [1, -1, 2, 2],
+        [-1, 2, 1, -1],
+        [2, 1, 3, 2],
+        [2, -1, 2, 1]
+    ]);
 
-	var qr = A2.qr();
-	expect(qr.Q.eql($M([[-0.316227766016838, 0.28342171556262064, 0.8226876614429064, -0.3779644730092273],
-			    [0.31622776601683794, -0.6883098806520787, 0.5323273103454103, 0.3779644730092272],
-			    [-0.6324555320336759, -0.6478210641431328, -0.19357356739833098, -0.37796447300922714],
-			    [-0.6324555320336759, 0.16195526603578317, 0.048393391849582745, 0.7559289460184544]]))).toBeTruthy();
-	expect(qr.R.eql($M([[-3.1622776601683795, 0.9486832980505139, -3.478505426185217, -2.8460498941515415],
-			    [1.91055907392895e-17, -2.4698178070456938, -1.7410191098846692, 0.1214664495268375],
-			    [-2.254600901479451e-16, 2.0686390257580927e-16, 1.6937687147353957, 0.7742942695933234],
-			    [3.446764628337833e-17, 8.098938594673387e-17, 2.220446049250313e-16, -1.1338934190276815]]))).toBeTruthy();
+    var Qout = $M([[-0.316227766016838, 0.28342171556262064, 0.8226876614429064, -0.3779644730092273],
+                   [0.31622776601683794, -0.6883098806520787, 0.5323273103454103, 0.3779644730092272],
+                   [-0.6324555320336759, -0.6478210641431328, -0.19357356739833098, -0.37796447300922714],
+                   [-0.6324555320336759, 0.16195526603578317, 0.048393391849582745, 0.7559289460184544]]);
+    var Rout = $M([[-3.1622776601683795, 0.9486832980505139, -3.478505426185217, -2.8460498941515415],
+                   [1.91055907392895e-17, -2.4698178070456938, -1.7410191098846692, 0.1214664495268375],
+                   [-2.254600901479451e-16, 2.0686390257580927e-16, 1.6937687147353957, 0.7742942695933234],
+                   [3.446764628337833e-17, 8.098938594673387e-17, 2.220446049250313e-16, -1.1338934190276815]]);
+
+    it('should qr from javascript', function() {
+	var qr = QRin.qrJs();
+	expect(qr.Q.eql(Qout)).toBeTruthy();
+	expect(qr.R.eql(Rout)).toBeTruthy();
     });
 
+    it('should qr from lapack', function() {
+	var qr = QRin.qrPack();
+	expect(qr.Q.eql(Qout)).toBeTruthy();
+	expect(qr.R.eql(Rout)).toBeTruthy();
+    });
+
     it('should create a 1\'s matrix', function() {
@@ -121,0 +136,0 @@ var Ones = Matrix.One(2, 3);

No alert changes

Improved metrics

Total package byte prevSize

95069

increased by1.02%

Lines of code

2433

increased by1.12%

No dependency changes