"use strict"; var numeric = (typeof exports === "undefined")?(function numeric() {}):(exports); if(typeof global !== "undefined") { global.numeric = numeric; } numeric.version = "1.2.6"; // 1. Utility functions numeric.bench = function bench (f,interval) { var t1,t2,n,i; if(typeof interval === "undefined") { interval = 15; } n = 0.5; t1 = new Date(); while(1) { n*=2; for(i=n;i>3;i-=4) { f(); f(); f(); f(); } while(i>0) { f(); i--; } t2 = new Date(); if(t2-t1 > interval) break; } for(i=n;i>3;i-=4) { f(); f(); f(); f(); } while(i>0) { f(); i--; } t2 = new Date(); return 1000*(3*n-1)/(t2-t1); } numeric._myIndexOf = (function _myIndexOf(w) { var n = this.length,k; for(k=0;k numeric.largeArray) { ret.push('...Large Array...'); return true; } var flag = false; ret.push('['); for(k=0;k0) { ret.push(','); if(flag) ret.push('\n '); } flag = foo(x[k]); } ret.push(']'); return true; } ret.push('{'); var flag = false; for(k in x) { if(x.hasOwnProperty(k)) { if(flag) ret.push(',\n'); flag = true; ret.push(k); ret.push(': \n'); foo(x[k]); } } ret.push('}'); return true; } foo(x); return ret.join(''); } numeric.parseDate = function parseDate(d) { function foo(d) { if(typeof d === 'string') { return Date.parse(d.replace(/-/g,'/')); } if(!(d instanceof Array)) { throw new Error("parseDate: parameter must be arrays of strings"); } var ret = [],k; for(k=0;k0) { ret[count] = []; for(j=0;j> 2; q = ((x & 3) << 4) + (y >> 4); r = ((y & 15) << 2) + (z >> 6); s = z & 63; if(i+1>=n) { r = s = 64; } else if(i+2>=n) { s = 64; } ret += key.charAt(p) + key.charAt(q) + key.charAt(r) + key.charAt(s); } return ret; } function crc32Array (a,from,to) { if(typeof from === "undefined") { from = 0; } if(typeof to === "undefined") { to = a.length; } var table = [0x00000000, 0x77073096, 0xEE0E612C, 0x990951BA, 0x076DC419, 0x706AF48F, 0xE963A535, 0x9E6495A3, 0x0EDB8832, 0x79DCB8A4, 0xE0D5E91E, 0x97D2D988, 0x09B64C2B, 0x7EB17CBD, 0xE7B82D07, 0x90BF1D91, 0x1DB71064, 0x6AB020F2, 0xF3B97148, 0x84BE41DE, 0x1ADAD47D, 0x6DDDE4EB, 0xF4D4B551, 0x83D385C7, 0x136C9856, 0x646BA8C0, 0xFD62F97A, 0x8A65C9EC, 0x14015C4F, 0x63066CD9, 0xFA0F3D63, 0x8D080DF5, 0x3B6E20C8, 0x4C69105E, 0xD56041E4, 0xA2677172, 0x3C03E4D1, 0x4B04D447, 0xD20D85FD, 0xA50AB56B, 0x35B5A8FA, 0x42B2986C, 0xDBBBC9D6, 0xACBCF940, 0x32D86CE3, 0x45DF5C75, 0xDCD60DCF, 0xABD13D59, 0x26D930AC, 0x51DE003A, 0xC8D75180, 0xBFD06116, 0x21B4F4B5, 0x56B3C423, 0xCFBA9599, 0xB8BDA50F, 0x2802B89E, 0x5F058808, 0xC60CD9B2, 0xB10BE924, 0x2F6F7C87, 0x58684C11, 0xC1611DAB, 0xB6662D3D, 0x76DC4190, 0x01DB7106, 0x98D220BC, 0xEFD5102A, 0x71B18589, 0x06B6B51F, 0x9FBFE4A5, 0xE8B8D433, 0x7807C9A2, 0x0F00F934, 0x9609A88E, 0xE10E9818, 0x7F6A0DBB, 0x086D3D2D, 0x91646C97, 0xE6635C01, 0x6B6B51F4, 0x1C6C6162, 0x856530D8, 0xF262004E, 0x6C0695ED, 0x1B01A57B, 0x8208F4C1, 0xF50FC457, 0x65B0D9C6, 0x12B7E950, 0x8BBEB8EA, 0xFCB9887C, 0x62DD1DDF, 0x15DA2D49, 0x8CD37CF3, 0xFBD44C65, 0x4DB26158, 0x3AB551CE, 0xA3BC0074, 0xD4BB30E2, 0x4ADFA541, 0x3DD895D7, 0xA4D1C46D, 0xD3D6F4FB, 0x4369E96A, 0x346ED9FC, 0xAD678846, 0xDA60B8D0, 0x44042D73, 0x33031DE5, 0xAA0A4C5F, 0xDD0D7CC9, 0x5005713C, 0x270241AA, 0xBE0B1010, 0xC90C2086, 0x5768B525, 0x206F85B3, 0xB966D409, 0xCE61E49F, 0x5EDEF90E, 0x29D9C998, 0xB0D09822, 0xC7D7A8B4, 0x59B33D17, 0x2EB40D81, 0xB7BD5C3B, 0xC0BA6CAD, 0xEDB88320, 0x9ABFB3B6, 0x03B6E20C, 0x74B1D29A, 0xEAD54739, 0x9DD277AF, 0x04DB2615, 0x73DC1683, 0xE3630B12, 0x94643B84, 0x0D6D6A3E, 0x7A6A5AA8, 0xE40ECF0B, 0x9309FF9D, 0x0A00AE27, 0x7D079EB1, 0xF00F9344, 0x8708A3D2, 0x1E01F268, 0x6906C2FE, 0xF762575D, 0x806567CB, 0x196C3671, 0x6E6B06E7, 0xFED41B76, 0x89D32BE0, 0x10DA7A5A, 0x67DD4ACC, 0xF9B9DF6F, 0x8EBEEFF9, 0x17B7BE43, 0x60B08ED5, 0xD6D6A3E8, 0xA1D1937E, 0x38D8C2C4, 0x4FDFF252, 0xD1BB67F1, 0xA6BC5767, 0x3FB506DD, 0x48B2364B, 0xD80D2BDA, 0xAF0A1B4C, 0x36034AF6, 0x41047A60, 0xDF60EFC3, 0xA867DF55, 0x316E8EEF, 0x4669BE79, 0xCB61B38C, 0xBC66831A, 0x256FD2A0, 0x5268E236, 0xCC0C7795, 0xBB0B4703, 0x220216B9, 0x5505262F, 0xC5BA3BBE, 0xB2BD0B28, 0x2BB45A92, 0x5CB36A04, 0xC2D7FFA7, 0xB5D0CF31, 0x2CD99E8B, 0x5BDEAE1D, 0x9B64C2B0, 0xEC63F226, 0x756AA39C, 0x026D930A, 0x9C0906A9, 0xEB0E363F, 0x72076785, 0x05005713, 0x95BF4A82, 0xE2B87A14, 0x7BB12BAE, 0x0CB61B38, 0x92D28E9B, 0xE5D5BE0D, 0x7CDCEFB7, 0x0BDBDF21, 0x86D3D2D4, 0xF1D4E242, 0x68DDB3F8, 0x1FDA836E, 0x81BE16CD, 0xF6B9265B, 0x6FB077E1, 0x18B74777, 0x88085AE6, 0xFF0F6A70, 0x66063BCA, 0x11010B5C, 0x8F659EFF, 0xF862AE69, 0x616BFFD3, 0x166CCF45, 0xA00AE278, 0xD70DD2EE, 0x4E048354, 0x3903B3C2, 0xA7672661, 0xD06016F7, 0x4969474D, 0x3E6E77DB, 0xAED16A4A, 0xD9D65ADC, 0x40DF0B66, 0x37D83BF0, 0xA9BCAE53, 0xDEBB9EC5, 0x47B2CF7F, 0x30B5FFE9, 0xBDBDF21C, 0xCABAC28A, 0x53B39330, 0x24B4A3A6, 0xBAD03605, 0xCDD70693, 0x54DE5729, 0x23D967BF, 0xB3667A2E, 0xC4614AB8, 0x5D681B02, 0x2A6F2B94, 0xB40BBE37, 0xC30C8EA1, 0x5A05DF1B, 0x2D02EF8D]; var crc = -1, y = 0, n = a.length,i; for (i = from; i < to; i++) { y = (crc ^ a[i]) & 0xFF; crc = (crc >>> 8) ^ table[y]; } return crc ^ (-1); } var h = img[0].length, w = img[0][0].length, s1, s2, next,k,length,a,b,i,j,adler32,crc32; var stream = [ 137, 80, 78, 71, 13, 10, 26, 10, // 0: PNG signature 0,0,0,13, // 8: IHDR Chunk length 73, 72, 68, 82, // 12: "IHDR" (w >> 24) & 255, (w >> 16) & 255, (w >> 8) & 255, w&255, // 16: Width (h >> 24) & 255, (h >> 16) & 255, (h >> 8) & 255, h&255, // 20: Height 8, // 24: bit depth 2, // 25: RGB 0, // 26: deflate 0, // 27: no filter 0, // 28: no interlace -1,-2,-3,-4, // 29: CRC -5,-6,-7,-8, // 33: IDAT Chunk length 73, 68, 65, 84, // 37: "IDAT" // RFC 1950 header starts here 8, // 41: RFC1950 CMF 29 // 42: RFC1950 FLG ]; crc32 = crc32Array(stream,12,29); stream[29] = (crc32>>24)&255; stream[30] = (crc32>>16)&255; stream[31] = (crc32>>8)&255; stream[32] = (crc32)&255; s1 = 1; s2 = 0; for(i=0;i>8)&255; stream.push(a); stream.push(b); stream.push((~a)&255); stream.push((~b)&255); if(i===0) stream.push(0); for(j=0;j255) a = 255; else if(a<0) a=0; else a = Math.round(a); s1 = (s1 + a )%65521; s2 = (s2 + s1)%65521; stream.push(a); } } stream.push(0); } adler32 = (s2<<16)+s1; stream.push((adler32>>24)&255); stream.push((adler32>>16)&255); stream.push((adler32>>8)&255); stream.push((adler32)&255); length = stream.length - 41; stream[33] = (length>>24)&255; stream[34] = (length>>16)&255; stream[35] = (length>>8)&255; stream[36] = (length)&255; crc32 = crc32Array(stream,37); stream.push((crc32>>24)&255); stream.push((crc32>>16)&255); stream.push((crc32>>8)&255); stream.push((crc32)&255); stream.push(0); stream.push(0); stream.push(0); stream.push(0); // a = stream.length; stream.push(73); // I stream.push(69); // E stream.push(78); // N stream.push(68); // D stream.push(174); // CRC1 stream.push(66); // CRC2 stream.push(96); // CRC3 stream.push(130); // CRC4 return 'data:image/png;base64,'+base64(stream); } // 2. Linear algebra with Arrays. numeric._dim = function _dim(x) { var ret = []; while(typeof x === "object") { ret.push(x.length); x = x[0]; } return ret; } numeric.dim = function dim(x) { var y,z; if(typeof x === "object") { y = x[0]; if(typeof y === "object") { z = y[0]; if(typeof z === "object") { return numeric._dim(x); } return [x.length,y.length]; } return [x.length]; } return []; } numeric.mapreduce = function mapreduce(body,init) { return Function('x','accum','_s','_k', 'if(typeof accum === "undefined") accum = '+init+';\n'+ 'if(typeof x === "number") { var xi = x; '+body+'; return accum; }\n'+ 'if(typeof _s === "undefined") _s = numeric.dim(x);\n'+ 'if(typeof _k === "undefined") _k = 0;\n'+ 'var _n = _s[_k];\n'+ 'var i,xi;\n'+ 'if(_k < _s.length-1) {\n'+ ' for(i=_n-1;i>=0;i--) {\n'+ ' accum = arguments.callee(x[i],accum,_s,_k+1);\n'+ ' }'+ ' return accum;\n'+ '}\n'+ 'for(i=_n-1;i>=1;i-=2) { \n'+ ' xi = x[i];\n'+ ' '+body+';\n'+ ' xi = x[i-1];\n'+ ' '+body+';\n'+ '}\n'+ 'if(i === 0) {\n'+ ' xi = x[i];\n'+ ' '+body+'\n'+ '}\n'+ 'return accum;' ); } numeric.mapreduce2 = function mapreduce2(body,setup) { return Function('x', 'var n = x.length;\n'+ 'var i,xi;\n'+setup+';\n'+ 'for(i=n-1;i!==-1;--i) { \n'+ ' xi = x[i];\n'+ ' '+body+';\n'+ '}\n'+ 'return accum;' ); } numeric.same = function same(x,y) { var i,n; if(!(x instanceof Array) || !(y instanceof Array)) { return false; } n = x.length; if(n !== y.length) { return false; } for(i=0;i=0;i-=2) { ret[i+1] = v; ret[i] = v; } if(i===-1) { ret[0] = v; } return ret; } for(i=n-1;i>=0;i--) { ret[i] = numeric.rep(s,v,k+1); } return ret; } numeric.dotMMsmall = function dotMMsmall(x,y) { var i,j,k,p,q,r,ret,foo,bar,woo,i0,k0,p0,r0; p = x.length; q = y.length; r = y[0].length; ret = Array(p); for(i=p-1;i>=0;i--) { foo = Array(r); bar = x[i]; for(k=r-1;k>=0;k--) { woo = bar[q-1]*y[q-1][k]; for(j=q-2;j>=1;j-=2) { i0 = j-1; woo += bar[j]*y[j][k] + bar[i0]*y[i0][k]; } if(j===0) { woo += bar[0]*y[0][k]; } foo[k] = woo; } ret[i] = foo; } return ret; } numeric._getCol = function _getCol(A,j,x) { var n = A.length, i; for(i=n-1;i>0;--i) { x[i] = A[i][j]; --i; x[i] = A[i][j]; } if(i===0) x[0] = A[0][j]; } numeric.dotMMbig = function dotMMbig(x,y){ var gc = numeric._getCol, p = y.length, v = Array(p); var m = x.length, n = y[0].length, A = new Array(m), xj; var VV = numeric.dotVV; var i,j,k,z; --p; --m; for(i=m;i!==-1;--i) A[i] = Array(n); --n; for(i=n;i!==-1;--i) { gc(y,i,v); for(j=m;j!==-1;--j) { z=0; xj = x[j]; A[j][i] = VV(xj,v); } } return A; } numeric.dotMV = function dotMV(x,y) { var p = x.length, q = y.length,i; var ret = Array(p), dotVV = numeric.dotVV; for(i=p-1;i>=0;i--) { ret[i] = dotVV(x[i],y); } return ret; } numeric.dotVM = function dotVM(x,y) { var i,j,k,p,q,r,ret,foo,bar,woo,i0,k0,p0,r0,s1,s2,s3,baz,accum; p = x.length; q = y[0].length; ret = Array(q); for(k=q-1;k>=0;k--) { woo = x[p-1]*y[p-1][k]; for(j=p-2;j>=1;j-=2) { i0 = j-1; woo += x[j]*y[j][k] + x[i0]*y[i0][k]; } if(j===0) { woo += x[0]*y[0][k]; } ret[k] = woo; } return ret; } numeric.dotVV = function dotVV(x,y) { var i,n=x.length,i1,ret = x[n-1]*y[n-1]; for(i=n-2;i>=1;i-=2) { i1 = i-1; ret += x[i]*y[i] + x[i1]*y[i1]; } if(i===0) { ret += x[0]*y[0]; } return ret; } numeric.dot = function dot(x,y) { var d = numeric.dim; switch(d(x).length*1000+d(y).length) { case 2002: if(y.length < 10) return numeric.dotMMsmall(x,y); else return numeric.dotMMbig(x,y); case 2001: return numeric.dotMV(x,y); case 1002: return numeric.dotVM(x,y); case 1001: return numeric.dotVV(x,y); case 1000: return numeric.mulVS(x,y); case 1: return numeric.mulSV(x,y); case 0: return x*y; default: throw new Error('numeric.dot only works on vectors and matrices'); } } numeric.diag = function diag(d) { var i,i1,j,n = d.length, A = Array(n), Ai; for(i=n-1;i>=0;i--) { Ai = Array(n); i1 = i+2; for(j=n-1;j>=i1;j-=2) { Ai[j] = 0; Ai[j-1] = 0; } if(j>i) { Ai[j] = 0; } Ai[i] = d[i]; for(j=i-1;j>=1;j-=2) { Ai[j] = 0; Ai[j-1] = 0; } if(j===0) { Ai[0] = 0; } A[i] = Ai; } return A; } numeric.getDiag = function(A) { var n = Math.min(A.length,A[0].length),i,ret = Array(n); for(i=n-1;i>=1;--i) { ret[i] = A[i][i]; --i; ret[i] = A[i][i]; } if(i===0) { ret[0] = A[0][0]; } return ret; } numeric.identity = function identity(n) { return numeric.diag(numeric.rep([n],1)); } numeric.pointwise = function pointwise(params,body,setup) { if(typeof setup === "undefined") { setup = ""; } var fun = []; var k; var avec = /\[i\]$/,p,thevec = ''; var haveret = false; for(k=0;k=0;i--) ret[i] = arguments.callee('+params.join(',')+',_s,_k+1);\n'+ ' return ret;\n'+ '}\n'+ setup+'\n'+ 'for(i=_n-1;i!==-1;--i) {\n'+ ' '+body+'\n'+ '}\n'+ 'return ret;' ); return Function.apply(null,fun); } numeric.pointwise2 = function pointwise2(params,body,setup) { if(typeof setup === "undefined") { setup = ""; } var fun = []; var k; var avec = /\[i\]$/,p,thevec = ''; var haveret = false; for(k=0;k=0;i--) { _biforeach(typeof x==="object"?x[i]:x,typeof y==="object"?y[i]:y,s,k+1,f); } }); numeric._biforeach2 = (function _biforeach2(x,y,s,k,f) { if(k === s.length-1) { return f(x,y); } var i,n=s[k],ret = Array(n); for(i=n-1;i>=0;--i) { ret[i] = _biforeach2(typeof x==="object"?x[i]:x,typeof y==="object"?y[i]:y,s,k+1,f); } return ret; }); numeric._foreach = (function _foreach(x,s,k,f) { if(k === s.length-1) { f(x); return; } var i,n=s[k]; for(i=n-1;i>=0;i--) { _foreach(x[i],s,k+1,f); } }); numeric._foreach2 = (function _foreach2(x,s,k,f) { if(k === s.length-1) { return f(x); } var i,n=s[k], ret = Array(n); for(i=n-1;i>=0;i--) { ret[i] = _foreach2(x[i],s,k+1,f); } return ret; }); /*numeric.anyV = numeric.mapreduce('if(xi) return true;','false'); numeric.allV = numeric.mapreduce('if(!xi) return false;','true'); numeric.any = function(x) { if(typeof x.length === "undefined") return x; return numeric.anyV(x); } numeric.all = function(x) { if(typeof x.length === "undefined") return x; return numeric.allV(x); }*/ numeric.ops2 = { add: '+', sub: '-', mul: '*', div: '/', mod: '%', and: '&&', or: '||', eq: '===', neq: '!==', lt: '<', gt: '>', leq: '<=', geq: '>=', band: '&', bor: '|', bxor: '^', lshift: '<<', rshift: '>>', rrshift: '>>>' }; numeric.opseq = { addeq: '+=', subeq: '-=', muleq: '*=', diveq: '/=', modeq: '%=', lshifteq: '<<=', rshifteq: '>>=', rrshifteq: '>>>=', bandeq: '&=', boreq: '|=', bxoreq: '^=' }; numeric.mathfuns = ['abs','acos','asin','atan','ceil','cos', 'exp','floor','log','round','sin','sqrt','tan', 'isNaN','isFinite']; numeric.mathfuns2 = ['atan2','pow','max','min']; numeric.ops1 = { neg: '-', not: '!', bnot: '~', clone: '' }; numeric.mapreducers = { any: ['if(xi) return true;','var accum = false;'], all: ['if(!xi) return false;','var accum = true;'], sum: ['accum += xi;','var accum = 0;'], prod: ['accum *= xi;','var accum = 1;'], norm2Squared: ['accum += xi*xi;','var accum = 0;'], norminf: ['accum = max(accum,abs(xi));','var accum = 0, max = Math.max, abs = Math.abs;'], norm1: ['accum += abs(xi)','var accum = 0, abs = Math.abs;'], sup: ['accum = max(accum,xi);','var accum = -Infinity, max = Math.max;'], inf: ['accum = min(accum,xi);','var accum = Infinity, min = Math.min;'] }; (function () { var i,o; for(i=0;iv0) { i0 = i; v0 = k; } } Aj = A[i0]; A[i0] = A[j]; A[j] = Aj; Ij = I[i0]; I[i0] = I[j]; I[j] = Ij; x = Aj[j]; for(k=j;k!==n;++k) Aj[k] /= x; for(k=n-1;k!==-1;--k) Ij[k] /= x; for(i=m-1;i!==-1;--i) { if(i!==j) { Ai = A[i]; Ii = I[i]; x = Ai[j]; for(k=j+1;k!==n;++k) Ai[k] -= Aj[k]*x; for(k=n-1;k>0;--k) { Ii[k] -= Ij[k]*x; --k; Ii[k] -= Ij[k]*x; } if(k===0) Ii[0] -= Ij[0]*x; } } } return I; } numeric.det = function det(x) { var s = numeric.dim(x); if(s.length !== 2 || s[0] !== s[1]) { throw new Error('numeric: det() only works on square matrices'); } var n = s[0], ret = 1,i,j,k,A = numeric.clone(x),Aj,Ai,alpha,temp,k1,k2,k3; for(j=0;j Math.abs(A[k][j])) { k = i; } } if(k !== j) { temp = A[k]; A[k] = A[j]; A[j] = temp; ret *= -1; } Aj = A[j]; for(i=j+1;i=1;i-=2) { A1 = x[i]; A0 = x[i-1]; for(j=n-1;j>=1;--j) { Bj = ret[j]; Bj[i] = A1[j]; Bj[i-1] = A0[j]; --j; Bj = ret[j]; Bj[i] = A1[j]; Bj[i-1] = A0[j]; } if(j===0) { Bj = ret[0]; Bj[i] = A1[0]; Bj[i-1] = A0[0]; } } if(i===0) { A0 = x[0]; for(j=n-1;j>=1;--j) { ret[j][0] = A0[j]; --j; ret[j][0] = A0[j]; } if(j===0) { ret[0][0] = A0[0]; } } return ret; } numeric.negtranspose = function negtranspose(x) { var i,j,m = x.length,n = x[0].length, ret=Array(n),A0,A1,Bj; for(j=0;j=1;i-=2) { A1 = x[i]; A0 = x[i-1]; for(j=n-1;j>=1;--j) { Bj = ret[j]; Bj[i] = -A1[j]; Bj[i-1] = -A0[j]; --j; Bj = ret[j]; Bj[i] = -A1[j]; Bj[i-1] = -A0[j]; } if(j===0) { Bj = ret[0]; Bj[i] = -A1[0]; Bj[i-1] = -A0[0]; } } if(i===0) { A0 = x[0]; for(j=n-1;j>=1;--j) { ret[j][0] = -A0[j]; --j; ret[j][0] = -A0[j]; } if(j===0) { ret[0][0] = -A0[0]; } } return ret; } numeric._random = function _random(s,k) { var i,n=s[k],ret=Array(n), rnd; if(k === s.length-1) { rnd = Math.random; for(i=n-1;i>=1;i-=2) { ret[i] = rnd(); ret[i-1] = rnd(); } if(i===0) { ret[0] = rnd(); } return ret; } for(i=n-1;i>=0;i--) ret[i] = _random(s,k+1); return ret; } numeric.random = function random(s) { return numeric._random(s,0); } numeric.norm2 = function norm2(x) { return Math.sqrt(numeric.norm2Squared(x)); } numeric.linspace = function linspace(a,b,n) { if(typeof n === "undefined") n = Math.max(Math.round(b-a)+1,1); if(n<2) { return n===1?[a]:[]; } var i,ret = Array(n); n--; for(i=n;i>=0;i--) { ret[i] = (i*b+(n-i)*a)/n; } return ret; } numeric.getBlock = function getBlock(x,from,to) { var s = numeric.dim(x); function foo(x,k) { var i,a = from[k], n = to[k]-a, ret = Array(n); if(k === s.length-1) { for(i=n;i>=0;i--) { ret[i] = x[i+a]; } return ret; } for(i=n;i>=0;i--) { ret[i] = foo(x[i+a],k+1); } return ret; } return foo(x,0); } numeric.setBlock = function setBlock(x,from,to,B) { var s = numeric.dim(x); function foo(x,y,k) { var i,a = from[k], n = to[k]-a; if(k === s.length-1) { for(i=n;i>=0;i--) { x[i+a] = y[i]; } } for(i=n;i>=0;i--) { foo(x[i+a],y[i],k+1); } } foo(x,B,0); return x; } numeric.getRange = function getRange(A,I,J) { var m = I.length, n = J.length; var i,j; var B = Array(m), Bi, AI; for(i=m-1;i!==-1;--i) { B[i] = Array(n); Bi = B[i]; AI = A[I[i]]; for(j=n-1;j!==-1;--j) Bi[j] = AI[J[j]]; } return B; } numeric.blockMatrix = function blockMatrix(X) { var s = numeric.dim(X); if(s.length<4) return numeric.blockMatrix([X]); var m=s[0],n=s[1],M,N,i,j,Xij; M = 0; N = 0; for(i=0;i=0;i--) { Ai = Array(n); xi = x[i]; for(j=n-1;j>=3;--j) { Ai[j] = xi * y[j]; --j; Ai[j] = xi * y[j]; --j; Ai[j] = xi * y[j]; --j; Ai[j] = xi * y[j]; } while(j>=0) { Ai[j] = xi * y[j]; --j; } A[i] = Ai; } return A; } // 3. The Tensor type T numeric.T = function T(x,y) { this.x = x; this.y = y; } numeric.t = function t(x,y) { return new numeric.T(x,y); } numeric.Tbinop = function Tbinop(rr,rc,cr,cc,setup) { var io = numeric.indexOf; if(typeof setup !== "string") { var k; setup = ''; for(k in numeric) { if(numeric.hasOwnProperty(k) && (rr.indexOf(k)>=0 || rc.indexOf(k)>=0 || cr.indexOf(k)>=0 || cc.indexOf(k)>=0) && k.length>1) { setup += 'var '+k+' = numeric.'+k+';\n'; } } } return Function(['y'], 'var x = this;\n'+ 'if(!(y instanceof numeric.T)) { y = new numeric.T(y); }\n'+ setup+'\n'+ 'if(x.y) {'+ ' if(y.y) {'+ ' return new numeric.T('+cc+');\n'+ ' }\n'+ ' return new numeric.T('+cr+');\n'+ '}\n'+ 'if(y.y) {\n'+ ' return new numeric.T('+rc+');\n'+ '}\n'+ 'return new numeric.T('+rr+');\n' ); } numeric.T.prototype.add = numeric.Tbinop( 'add(x.x,y.x)', 'add(x.x,y.x),y.y', 'add(x.x,y.x),x.y', 'add(x.x,y.x),add(x.y,y.y)'); numeric.T.prototype.sub = numeric.Tbinop( 'sub(x.x,y.x)', 'sub(x.x,y.x),neg(y.y)', 'sub(x.x,y.x),x.y', 'sub(x.x,y.x),sub(x.y,y.y)'); numeric.T.prototype.mul = numeric.Tbinop( 'mul(x.x,y.x)', 'mul(x.x,y.x),mul(x.x,y.y)', 'mul(x.x,y.x),mul(x.y,y.x)', 'sub(mul(x.x,y.x),mul(x.y,y.y)),add(mul(x.x,y.y),mul(x.y,y.x))'); numeric.T.prototype.reciprocal = function reciprocal() { var mul = numeric.mul, div = numeric.div; if(this.y) { var d = numeric.add(mul(this.x,this.x),mul(this.y,this.y)); return new numeric.T(div(this.x,d),div(numeric.neg(this.y),d)); } return new T(div(1,this.x)); } numeric.T.prototype.div = function div(y) { if(!(y instanceof numeric.T)) y = new numeric.T(y); if(y.y) { return this.mul(y.reciprocal()); } var div = numeric.div; if(this.y) { return new numeric.T(div(this.x,y.x),div(this.y,y.x)); } return new numeric.T(div(this.x,y.x)); } numeric.T.prototype.dot = numeric.Tbinop( 'dot(x.x,y.x)', 'dot(x.x,y.x),dot(x.x,y.y)', 'dot(x.x,y.x),dot(x.y,y.x)', 'sub(dot(x.x,y.x),dot(x.y,y.y)),add(dot(x.x,y.y),dot(x.y,y.x))' ); numeric.T.prototype.transpose = function transpose() { var t = numeric.transpose, x = this.x, y = this.y; if(y) { return new numeric.T(t(x),t(y)); } return new numeric.T(t(x)); } numeric.T.prototype.transjugate = function transjugate() { var t = numeric.transpose, x = this.x, y = this.y; if(y) { return new numeric.T(t(x),numeric.negtranspose(y)); } return new numeric.T(t(x)); } numeric.Tunop = function Tunop(r,c,s) { if(typeof s !== "string") { s = ''; } return Function( 'var x = this;\n'+ s+'\n'+ 'if(x.y) {'+ ' '+c+';\n'+ '}\n'+ r+';\n' ); } numeric.T.prototype.exp = numeric.Tunop( 'return new numeric.T(ex)', 'return new numeric.T(mul(cos(x.y),ex),mul(sin(x.y),ex))', 'var ex = numeric.exp(x.x), cos = numeric.cos, sin = numeric.sin, mul = numeric.mul;'); numeric.T.prototype.conj = numeric.Tunop( 'return new numeric.T(x.x);', 'return new numeric.T(x.x,numeric.neg(x.y));'); numeric.T.prototype.neg = numeric.Tunop( 'return new numeric.T(neg(x.x));', 'return new numeric.T(neg(x.x),neg(x.y));', 'var neg = numeric.neg;'); numeric.T.prototype.sin = numeric.Tunop( 'return new numeric.T(numeric.sin(x.x))', 'return x.exp().sub(x.neg().exp()).div(new numeric.T(0,2));'); numeric.T.prototype.cos = numeric.Tunop( 'return new numeric.T(numeric.cos(x.x))', 'return x.exp().add(x.neg().exp()).div(2);'); numeric.T.prototype.abs = numeric.Tunop( 'return new numeric.T(numeric.abs(x.x));', 'return new numeric.T(numeric.sqrt(numeric.add(mul(x.x,x.x),mul(x.y,x.y))));', 'var mul = numeric.mul;'); numeric.T.prototype.log = numeric.Tunop( 'return new numeric.T(numeric.log(x.x));', 'var theta = new numeric.T(numeric.atan2(x.y,x.x)), r = x.abs();\n'+ 'return new numeric.T(numeric.log(r.x),theta.x);'); numeric.T.prototype.norm2 = numeric.Tunop( 'return numeric.norm2(x.x);', 'var f = numeric.norm2Squared;\n'+ 'return Math.sqrt(f(x.x)+f(x.y));'); numeric.T.prototype.inv = function inv() { var A = this; if(typeof A.y === "undefined") { return new numeric.T(numeric.inv(A.x)); } var n = A.x.length, i, j, k; var Rx = numeric.identity(n),Ry = numeric.rep([n,n],0); var Ax = numeric.clone(A.x), Ay = numeric.clone(A.y); var Aix, Aiy, Ajx, Ajy, Rix, Riy, Rjx, Rjy; var i,j,k,d,d1,ax,ay,bx,by,temp; for(i=0;i d) { k=j; d = d1; } } if(k!==i) { temp = Ax[i]; Ax[i] = Ax[k]; Ax[k] = temp; temp = Ay[i]; Ay[i] = Ay[k]; Ay[k] = temp; temp = Rx[i]; Rx[i] = Rx[k]; Rx[k] = temp; temp = Ry[i]; Ry[i] = Ry[k]; Ry[k] = temp; } Aix = Ax[i]; Aiy = Ay[i]; Rix = Rx[i]; Riy = Ry[i]; ax = Aix[i]; ay = Aiy[i]; for(j=i+1;j0;i--) { Rix = Rx[i]; Riy = Ry[i]; for(j=i-1;j>=0;j--) { Rjx = Rx[j]; Rjy = Ry[j]; ax = Ax[j][i]; ay = Ay[j][i]; for(k=n-1;k>=0;k--) { bx = Rix[k]; by = Riy[k]; Rjx[k] -= ax*bx - ay*by; Rjy[k] -= ax*by + ay*bx; } } } return new numeric.T(Rx,Ry); } numeric.T.prototype.get = function get(i) { var x = this.x, y = this.y, k = 0, ik, n = i.length; if(y) { while(k= 0 ? 1 : -1; var alpha = s*numeric.norm2(x); v[0] += alpha; var foo = numeric.norm2(v); if(foo === 0) { /* this should not happen */ throw new Error('eig: internal error'); } return numeric.div(v,foo); } numeric.toUpperHessenberg = function toUpperHessenberg(me) { var s = numeric.dim(me); if(s.length !== 2 || s[0] !== s[1]) { throw new Error('numeric: toUpperHessenberg() only works on square matrices'); } var m = s[0], i,j,k,x,v,A = numeric.clone(me),B,C,Ai,Ci,Q = numeric.identity(m),Qi; for(j=0;j0) { v = numeric.house(x); B = numeric.getBlock(A,[j+1,j],[m-1,m-1]); C = numeric.tensor(v,numeric.dot(v,B)); for(i=j+1;i=4*det) { var s1,s2; s1 = 0.5*(tr+Math.sqrt(tr*tr-4*det)); s2 = 0.5*(tr-Math.sqrt(tr*tr-4*det)); Hloc = numeric.add(numeric.sub(numeric.dot(Hloc,Hloc), numeric.mul(Hloc,s1+s2)), numeric.diag(numeric.rep([3],s1*s2))); } else { Hloc = numeric.add(numeric.sub(numeric.dot(Hloc,Hloc), numeric.mul(Hloc,tr)), numeric.diag(numeric.rep([3],det))); } x = [Hloc[0][0],Hloc[1][0],Hloc[2][0]]; v = numeric.house(x); B = [H[0],H[1],H[2]]; C = numeric.tensor(v,numeric.dot(v,B)); for(i=0;i<3;i++) { Hi = H[i]; Ci = C[i]; for(k=0;k=0) { if(p1<0) x = -0.5*(p1-sqrt(disc)); else x = -0.5*(p1+sqrt(disc)); n1 = (a-x)*(a-x)+b*b; n2 = c*c+(d-x)*(d-x); if(n1>n2) { n1 = sqrt(n1); p = (a-x)/n1; q = b/n1; } else { n2 = sqrt(n2); p = c/n2; q = (d-x)/n2; } Q0 = new T([[q,-p],[p,q]]); Q.setRows(i,j,Q0.dot(Q.getRows(i,j))); } else { x = -0.5*p1; y = 0.5*sqrt(-disc); n1 = (a-x)*(a-x)+b*b; n2 = c*c+(d-x)*(d-x); if(n1>n2) { n1 = sqrt(n1+y*y); p = (a-x)/n1; q = b/n1; x = 0; y /= n1; } else { n2 = sqrt(n2+y*y); p = c/n2; q = (d-x)/n2; x = y/n2; y = 0; } Q0 = new T([[q,-p],[p,q]],[[x,y],[y,-x]]); Q.setRows(i,j,Q0.dot(Q.getRows(i,j))); } } } var R = Q.dot(A).dot(Q.transjugate()), n = A.length, E = numeric.T.identity(n); for(j=0;j0) { for(k=j-1;k>=0;k--) { var Rk = R.get([k,k]), Rj = R.get([j,j]); if(numeric.neq(Rk.x,Rj.x) || numeric.neq(Rk.y,Rj.y)) { x = R.getRow(k).getBlock([k],[j-1]); y = E.getRow(j).getBlock([k],[j-1]); E.set([j,k],(R.get([k,j]).neg().sub(x.dot(y))).div(Rk.sub(Rj))); } else { E.setRow(j,E.getRow(k)); continue; } } } } for(j=0;j=counts.length) counts[counts.length] = 0; if(foo[j]!==0) counts[j]++; } } var n = counts.length; var Ai = Array(n+1); Ai[0] = 0; for(i=0;i= k11) { xj[n] = j[m]; if(m===0) return; ++n; --m; km = k[m]; k11 = k1[m]; } else { foo = Pinv[Aj[km]]; if(x[foo] === 0) { x[foo] = 1; k[m] = km; ++m; j[m] = foo; km = Ai[foo]; k1[m] = k11 = Ai[foo+1]; } else ++km; } } } numeric.ccsLPSolve = function ccsLPSolve(A,B,x,xj,I,Pinv,dfs) { var Ai = A[0], Aj = A[1], Av = A[2],m = Ai.length-1, n=0; var Bi = B[0], Bj = B[1], Bv = B[2]; var i,i0,i1,j,J,j0,j1,k,l,l0,l1,a; i0 = Bi[I]; i1 = Bi[I+1]; xj.length = 0; for(i=i0;i a) { e = k; a = c; } } if(abs(x[i])= k11) { xj[n] = Pinv[j[m]]; if(m===0) return; ++n; --m; km = k[m]; k11 = k1[m]; } else { foo = Aj[km]; if(x[foo] === 0) { x[foo] = 1; k[m] = km; ++m; j[m] = foo; foo = Pinv[foo]; km = Ai[foo]; k1[m] = k11 = Ai[foo+1]; } else ++km; } } } numeric.ccsLPSolve0 = function ccsLPSolve0(A,B,y,xj,I,Pinv,P,dfs) { var Ai = A[0], Aj = A[1], Av = A[2],m = Ai.length-1, n=0; var Bi = B[0], Bj = B[1], Bv = B[2]; var i,i0,i1,j,J,j0,j1,k,l,l0,l1,a; i0 = Bi[I]; i1 = Bi[I+1]; xj.length = 0; for(i=i0;i a) { e = k; a = c; } } if(abs(y[P[i]]) ret[k]) ret[k] = A.length; var i; for(i in A) { if(A.hasOwnProperty(i)) dim(A[i],ret,k+1); } return ret; }; numeric.sclone = function clone(A,k,n) { if(typeof k === "undefined") { k=0; } if(typeof n === "undefined") { n = numeric.sdim(A).length; } var i,ret = Array(A.length); if(k === n-1) { for(i in A) { if(A.hasOwnProperty(i)) ret[i] = A[i]; } return ret; } for(i in A) { if(A.hasOwnProperty(i)) ret[i] = clone(A[i],k+1,n); } return ret; } numeric.sdiag = function diag(d) { var n = d.length,i,ret = Array(n),i1,i2,i3; for(i=n-1;i>=1;i-=2) { i1 = i-1; ret[i] = []; ret[i][i] = d[i]; ret[i1] = []; ret[i1][i1] = d[i1]; } if(i===0) { ret[0] = []; ret[0][0] = d[i]; } return ret; } numeric.sidentity = function identity(n) { return numeric.sdiag(numeric.rep([n],1)); } numeric.stranspose = function transpose(A) { var ret = [], n = A.length, i,j,Ai; for(i in A) { if(!(A.hasOwnProperty(i))) continue; Ai = A[i]; for(j in Ai) { if(!(Ai.hasOwnProperty(j))) continue; if(typeof ret[j] !== "object") { ret[j] = []; } ret[j][i] = Ai[j]; } } return ret; } numeric.sLUP = function LUP(A,tol) { throw new Error("The function numeric.sLUP had a bug in it and has been removed. Please use the new numeric.ccsLUP function instead."); }; numeric.sdotMM = function dotMM(A,B) { var p = A.length, q = B.length, BT = numeric.stranspose(B), r = BT.length, Ai, BTk; var i,j,k,accum; var ret = Array(p),reti; for(i=p-1;i>=0;i--) { reti = []; Ai = A[i]; for(k=r-1;k>=0;k--) { accum = 0; BTk = BT[k]; for(j in Ai) { if(!(Ai.hasOwnProperty(j))) continue; if(j in BTk) { accum += Ai[j]*BTk[j]; } } if(accum) reti[k] = accum; } ret[i] = reti; } return ret; } numeric.sdotMV = function dotMV(A,x) { var p = A.length, Ai, i,j; var ret = Array(p), accum; for(i=p-1;i>=0;i--) { Ai = A[i]; accum = 0; for(j in Ai) { if(!(Ai.hasOwnProperty(j))) continue; if(x[j]) accum += Ai[j]*x[j]; } if(accum) ret[i] = accum; } return ret; } numeric.sdotVM = function dotMV(x,A) { var i,j,Ai,alpha; var ret = [], accum; for(i in x) { if(!x.hasOwnProperty(i)) continue; Ai = A[i]; alpha = x[i]; for(j in Ai) { if(!Ai.hasOwnProperty(j)) continue; if(!ret[j]) { ret[j] = 0; } ret[j] += alpha*Ai[j]; } } return ret; } numeric.sdotVV = function dotVV(x,y) { var i,ret=0; for(i in x) { if(x[i] && y[i]) ret+= x[i]*y[i]; } return ret; } numeric.sdot = function dot(A,B) { var m = numeric.sdim(A).length, n = numeric.sdim(B).length; var k = m*1000+n; switch(k) { case 0: return A*B; case 1001: return numeric.sdotVV(A,B); case 2001: return numeric.sdotMV(A,B); case 1002: return numeric.sdotVM(A,B); case 2002: return numeric.sdotMM(A,B); default: throw new Error('numeric.sdot not implemented for tensors of order '+m+' and '+n); } } numeric.sscatter = function scatter(V) { var n = V[0].length, Vij, i, j, m = V.length, A = [], Aj; for(i=n-1;i>=0;--i) { if(!V[m-1][i]) continue; Aj = A; for(j=0;j=0;--i) ret[i] = []; } for(i=n;i>=0;--i) ret[i].push(k[i]); ret[n+1].push(Ai); } } else gather(Ai,ret,k); } } if(k.length>n) k.pop(); return ret; } // 6. Coordinate matrices numeric.cLU = function LU(A) { var I = A[0], J = A[1], V = A[2]; var p = I.length, m=0, i,j,k,a,b,c; for(i=0;im) m=I[i]; m++; var L = Array(m), U = Array(m), left = numeric.rep([m],Infinity), right = numeric.rep([m],-Infinity); var Ui, Uj,alpha; for(k=0;kright[i]) right[i] = j; } for(i=0;i right[i+1]) right[i+1] = right[i]; } for(i=m-1;i>=1;i--) { if(left[i]=0;i--) { while(Uj[k] > i) { ret[i] -= Uv[k]*ret[Uj[k]]; k--; } ret[i] /= Uv[k]; k--; } return ret; }; numeric.cgrid = function grid(n,shape) { if(typeof n === "number") n = [n,n]; var ret = numeric.rep(n,-1); var i,j,count; if(typeof shape !== "function") { switch(shape) { case 'L': shape = function(i,j) { return (i>=n[0]/2 || jN) N = Ai[k]; } N++; ret = numeric.rep([N],0); for(k=0;k1) { mid = floor((p+q)/2); if(x[mid] <= x0) p = mid; else q = mid; } return this._at(x0,p); } var n = x0.length, i, ret = Array(n); for(i=n-1;i!==-1;--i) ret[i] = this.at(x0[i]); return ret; } numeric.Spline.prototype.diff = function diff() { var x = this.x; var yl = this.yl; var yr = this.yr; var kl = this.kl; var kr = this.kr; var n = yl.length; var i,dx,dy; var zl = kl, zr = kr, pl = Array(n), pr = Array(n); var add = numeric.add, mul = numeric.mul, div = numeric.div, sub = numeric.sub; for(i=n-1;i!==-1;--i) { dx = x[i+1]-x[i]; dy = sub(yr[i+1],yl[i]); pl[i] = div(add(mul(dy, 6),mul(kl[i],-4*dx),mul(kr[i+1],-2*dx)),dx*dx); pr[i+1] = div(add(mul(dy,-6),mul(kl[i], 2*dx),mul(kr[i+1], 4*dx)),dx*dx); } return new numeric.Spline(x,zl,zr,pl,pr); } numeric.Spline.prototype.roots = function roots() { function sqr(x) { return x*x; } function heval(y0,y1,k0,k1,x) { var A = k0*2-(y1-y0); var B = -k1*2+(y1-y0); var t = (x+1)*0.5; var s = t*(1-t); return (1-t)*y0+t*y1+A*s*(1-t)+B*s*t; } var ret = []; var x = this.x, yl = this.yl, yr = this.yr, kl = this.kl, kr = this.kr; if(typeof yl[0] === "number") { yl = [yl]; yr = [yr]; kl = [kl]; kr = [kr]; } var m = yl.length,n=x.length-1,i,j,k,y,s,t; var ai,bi,ci,di, ret = Array(m),ri,k0,k1,y0,y1,A,B,D,dx,cx,stops,z0,z1,zm,t0,t1,tm; var sqrt = Math.sqrt; for(i=0;i!==m;++i) { ai = yl[i]; bi = yr[i]; ci = kl[i]; di = kr[i]; ri = []; for(j=0;j!==n;j++) { if(j>0 && bi[j]*ai[j]<0) ri.push(x[j]); dx = (x[j+1]-x[j]); cx = x[j]; y0 = ai[j]; y1 = bi[j+1]; k0 = ci[j]/dx; k1 = di[j+1]/dx; D = sqr(k0-k1+3*(y0-y1)) + 12*k1*y0; A = k1+3*y0+2*k0-3*y1; B = 3*(k1+k0+2*(y0-y1)); if(D<=0) { z0 = A/B; if(z0>x[j] && z0x[j] && z0x[j] && z10) { t0 = t1; z0 = z1; continue; } var side = 0; while(1) { tm = (z0*t1-z1*t0)/(z0-z1); if(tm <= t0 || tm >= t1) { break; } zm = this._at(tm,j); if(zm*z1>0) { t1 = tm; z1 = zm; if(side === -1) z0*=0.5; side = -1; } else if(zm*z0>0) { t0 = tm; z0 = zm; if(side === 1) z1*=0.5; side = 1; } else break; } ri.push(tm); t0 = stops[k+1]; z0 = this._at(t0, j); } if(z1 === 0) ri.push(t1); } ret[i] = ri; } if(typeof this.yl[0] === "number") return ret[0]; return ret; } numeric.spline = function spline(x,y,k1,kn) { var n = x.length, b = [], dx = [], dy = []; var i; var sub = numeric.sub,mul = numeric.mul,add = numeric.add; for(i=n-2;i>=0;i--) { dx[i] = x[i+1]-x[i]; dy[i] = sub(y[i+1],y[i]); } if(typeof k1 === "string" || typeof kn === "string") { k1 = kn = "periodic"; } // Build sparse tridiagonal system var T = [[],[],[]]; switch(typeof k1) { case "undefined": b[0] = mul(3/(dx[0]*dx[0]),dy[0]); T[0].push(0,0); T[1].push(0,1); T[2].push(2/dx[0],1/dx[0]); break; case "string": b[0] = add(mul(3/(dx[n-2]*dx[n-2]),dy[n-2]),mul(3/(dx[0]*dx[0]),dy[0])); T[0].push(0,0,0); T[1].push(n-2,0,1); T[2].push(1/dx[n-2],2/dx[n-2]+2/dx[0],1/dx[0]); break; default: b[0] = k1; T[0].push(0); T[1].push(0); T[2].push(1); break; } for(i=1;i20) { throw new Error("Numerical gradient fails"); } x0[i] = x[i]+h; f1 = f(x0); x0[i] = x[i]-h; f2 = f(x0); x0[i] = x[i]; if(isNaN(f1) || isNaN(f2)) { h/=16; continue; } J[i] = (f1-f2)/(2*h); t0 = x[i]-h; t1 = x[i]; t2 = x[i]+h; d1 = (f1-f0)/h; d2 = (f0-f2)/h; N = max(abs(J[i]),abs(f0),abs(f1),abs(f2),abs(t0),abs(t1),abs(t2),1e-8); errest = min(max(abs(d1-J[i]),abs(d2-J[i]),abs(d1-d2))/N,h/N); if(errest>eps) { h/=16; } else break; } } return J; } numeric.uncmin = function uncmin(f,x0,tol,gradient,maxit,callback,options) { var grad = numeric.gradient; if(typeof options === "undefined") { options = {}; } if(typeof tol === "undefined") { tol = 1e-8; } if(typeof gradient === "undefined") { gradient = function(x) { return grad(f,x); }; } if(typeof maxit === "undefined") maxit = 1000; x0 = numeric.clone(x0); var n = x0.length; var f0 = f(x0),f1,df0; if(isNaN(f0)) throw new Error('uncmin: f(x0) is a NaN!'); var max = Math.max, norm2 = numeric.norm2; tol = max(tol,numeric.epsilon); var step,g0,g1,H1 = options.Hinv || numeric.identity(n); var dot = numeric.dot, inv = numeric.inv, sub = numeric.sub, add = numeric.add, ten = numeric.tensor, div = numeric.div, mul = numeric.mul; var all = numeric.all, isfinite = numeric.isFinite, neg = numeric.neg; var it=0,i,s,x1,y,Hy,Hs,ys,i0,t,nstep,t1,t2; var msg = ""; g0 = gradient(x0); while(it= 0.1*t*df0 || isNaN(f1)) { t *= 0.5; ++it; continue; } break; } if(t*nstep < tol) { msg = "Line search step size smaller than tol"; break; } if(it === maxit) { msg = "maxit reached during line search"; break; } g1 = gradient(x1); y = sub(g1,g0); ys = dot(y,s); Hy = dot(H1,y); H1 = sub(add(H1, mul( (ys+dot(y,Hy))/(ys*ys), ten(s,s) )), div(add(ten(Hy,s),ten(s,Hy)),ys)); x0 = x1; f0 = f1; g0 = g1; ++it; } return {solution: x0, f: f0, gradient: g0, invHessian: H1, iterations:it, message: msg}; } // 10. Ode solver (Dormand-Prince) numeric.Dopri = function Dopri(x,y,f,ymid,iterations,msg,events) { this.x = x; this.y = y; this.f = f; this.ymid = ymid; this.iterations = iterations; this.events = events; this.message = msg; } numeric.Dopri.prototype._at = function _at(xi,j) { function sqr(x) { return x*x; } var sol = this; var xs = sol.x; var ys = sol.y; var k1 = sol.f; var ymid = sol.ymid; var n = xs.length; var x0,x1,xh,y0,y1,yh,xi; var floor = Math.floor,h; var c = 0.5; var add = numeric.add, mul = numeric.mul,sub = numeric.sub, p,q,w; x0 = xs[j]; x1 = xs[j+1]; y0 = ys[j]; y1 = ys[j+1]; h = x1-x0; xh = x0+c*h; yh = ymid[j]; p = sub(k1[j ],mul(y0,1/(x0-xh)+2/(x0-x1))); q = sub(k1[j+1],mul(y1,1/(x1-xh)+2/(x1-x0))); w = [sqr(xi - x1) * (xi - xh) / sqr(x0 - x1) / (x0 - xh), sqr(xi - x0) * sqr(xi - x1) / sqr(x0 - xh) / sqr(x1 - xh), sqr(xi - x0) * (xi - xh) / sqr(x1 - x0) / (x1 - xh), (xi - x0) * sqr(xi - x1) * (xi - xh) / sqr(x0-x1) / (x0 - xh), (xi - x1) * sqr(xi - x0) * (xi - xh) / sqr(x0-x1) / (x1 - xh)]; return add(add(add(add(mul(y0,w[0]), mul(yh,w[1])), mul(y1,w[2])), mul( p,w[3])), mul( q,w[4])); } numeric.Dopri.prototype.at = function at(x) { var i,j,k,floor = Math.floor; if(typeof x !== "number") { var n = x.length, ret = Array(n); for(i=n-1;i!==-1;--i) { ret[i] = this.at(x[i]); } return ret; } var x0 = this.x; i = 0; j = x0.length-1; while(j-i>1) { k = floor(0.5*(i+j)); if(x0[k] <= x) i = k; else j = k; } return this._at(x,i); } numeric.dopri = function dopri(x0,x1,y0,f,tol,maxit,event) { if(typeof tol === "undefined") { tol = 1e-6; } if(typeof maxit === "undefined") { maxit = 1000; } var xs = [x0], ys = [y0], k1 = [f(x0,y0)], k2,k3,k4,k5,k6,k7, ymid = []; var A2 = 1/5; var A3 = [3/40,9/40]; var A4 = [44/45,-56/15,32/9]; var A5 = [19372/6561,-25360/2187,64448/6561,-212/729]; var A6 = [9017/3168,-355/33,46732/5247,49/176,-5103/18656]; var b = [35/384,0,500/1113,125/192,-2187/6784,11/84]; var bm = [0.5*6025192743/30085553152, 0, 0.5*51252292925/65400821598, 0.5*-2691868925/45128329728, 0.5*187940372067/1594534317056, 0.5*-1776094331/19743644256, 0.5*11237099/235043384]; var c = [1/5,3/10,4/5,8/9,1,1]; var e = [-71/57600,0,71/16695,-71/1920,17253/339200,-22/525,1/40]; var i = 0,er,j; var h = (x1-x0)/10; var it = 0; var add = numeric.add, mul = numeric.mul, y1,erinf; var max = Math.max, min = Math.min, abs = Math.abs, norminf = numeric.norminf,pow = Math.pow; var any = numeric.any, lt = numeric.lt, and = numeric.and, sub = numeric.sub; var e0, e1, ev; var ret = new numeric.Dopri(xs,ys,k1,ymid,-1,""); if(typeof event === "function") e0 = event(x0,y0); while(x0x1) h = x1-x0; k2 = f(x0+c[0]*h, add(y0,mul( A2*h,k1[i]))); k3 = f(x0+c[1]*h, add(add(y0,mul(A3[0]*h,k1[i])),mul(A3[1]*h,k2))); k4 = f(x0+c[2]*h, add(add(add(y0,mul(A4[0]*h,k1[i])),mul(A4[1]*h,k2)),mul(A4[2]*h,k3))); k5 = f(x0+c[3]*h, add(add(add(add(y0,mul(A5[0]*h,k1[i])),mul(A5[1]*h,k2)),mul(A5[2]*h,k3)),mul(A5[3]*h,k4))); k6 = f(x0+c[4]*h,add(add(add(add(add(y0,mul(A6[0]*h,k1[i])),mul(A6[1]*h,k2)),mul(A6[2]*h,k3)),mul(A6[3]*h,k4)),mul(A6[4]*h,k5))); y1 = add(add(add(add(add(y0,mul(k1[i],h*b[0])),mul(k3,h*b[2])),mul(k4,h*b[3])),mul(k5,h*b[4])),mul(k6,h*b[5])); k7 = f(x0+h,y1); er = add(add(add(add(add(mul(k1[i],h*e[0]),mul(k3,h*e[2])),mul(k4,h*e[3])),mul(k5,h*e[4])),mul(k6,h*e[5])),mul(k7,h*e[6])); if(typeof er === "number") erinf = abs(er); else erinf = norminf(er); if(erinf > tol) { // reject h = 0.2*h*pow(tol/erinf,0.25); if(x0+h === x0) { ret.msg = "Step size became too small"; break; } continue; } ymid[i] = add(add(add(add(add(add(y0, mul(k1[i],h*bm[0])), mul(k3 ,h*bm[2])), mul(k4 ,h*bm[3])), mul(k5 ,h*bm[4])), mul(k6 ,h*bm[5])), mul(k7 ,h*bm[6])); ++i; xs[i] = x0+h; ys[i] = y1; k1[i] = k7; if(typeof event === "function") { var yi,xl = x0,xr = x0+0.5*h,xi; e1 = event(xr,ymid[i-1]); ev = and(lt(e0,0),lt(0,e1)); if(!any(ev)) { xl = xr; xr = x0+h; e0 = e1; e1 = event(xr,y1); ev = and(lt(e0,0),lt(0,e1)); } if(any(ev)) { var xc, yc, en,ei; var side=0, sl = 1.0, sr = 1.0; while(1) { if(typeof e0 === "number") xi = (sr*e1*xl-sl*e0*xr)/(sr*e1-sl*e0); else { xi = xr; for(j=e0.length-1;j!==-1;--j) { if(e0[j]<0 && e1[j]>0) xi = min(xi,(sr*e1[j]*xl-sl*e0[j]*xr)/(sr*e1[j]-sl*e0[j])); } } if(xi <= xl || xi >= xr) break; yi = ret._at(xi, i-1); ei = event(xi,yi); en = and(lt(e0,0),lt(0,ei)); if(any(en)) { xr = xi; e1 = ei; ev = en; sr = 1.0; if(side === -1) sl *= 0.5; else sl = 1.0; side = -1; } else { xl = xi; e0 = ei; sl = 1.0; if(side === 1) sr *= 0.5; else sr = 1.0; side = 1; } } y1 = ret._at(0.5*(x0+xi),i-1); ret.f[i] = f(xi,yi); ret.x[i] = xi; ret.y[i] = yi; ret.ymid[i-1] = y1; ret.events = ev; ret.iterations = it; return ret; } } x0 += h; y0 = y1; e0 = e1; h = min(0.8*h*pow(tol/erinf,0.25),4*h); } ret.iterations = it; return ret; } // 11. Ax = b numeric.LU = function(A, fast) { fast = fast || false; var abs = Math.abs; var i, j, k, absAjk, Akk, Ak, Pk, Ai; var max; var n = A.length, n1 = n-1; var P = new Array(n); if(!fast) A = numeric.clone(A); for (k = 0; k < n; ++k) { Pk = k; Ak = A[k]; max = abs(Ak[k]); for (j = k + 1; j < n; ++j) { absAjk = abs(A[j][k]); if (max < absAjk) { max = absAjk; Pk = j; } } P[k] = Pk; if (Pk != k) { A[k] = A[Pk]; A[Pk] = Ak; Ak = A[k]; } Akk = Ak[k]; for (i = k + 1; i < n; ++i) { A[i][k] /= Akk; } for (i = k + 1; i < n; ++i) { Ai = A[i]; for (j = k + 1; j < n1; ++j) { Ai[j] -= Ai[k] * Ak[j]; ++j; Ai[j] -= Ai[k] * Ak[j]; } if(j===n1) Ai[j] -= Ai[k] * Ak[j]; } } return { LU: A, P: P }; } numeric.LUsolve = function LUsolve(LUP, b) { var i, j; var LU = LUP.LU; var n = LU.length; var x = numeric.clone(b); var P = LUP.P; var Pi, LUi, LUii, tmp; for (i=n-1;i!==-1;--i) x[i] = b[i]; for (i = 0; i < n; ++i) { Pi = P[i]; if (P[i] !== i) { tmp = x[i]; x[i] = x[Pi]; x[Pi] = tmp; } LUi = LU[i]; for (j = 0; j < i; ++j) { x[i] -= x[j] * LUi[j]; } } for (i = n - 1; i >= 0; --i) { LUi = LU[i]; for (j = i + 1; j < n; ++j) { x[i] -= x[j] * LUi[j]; } x[i] /= LUi[i]; } return x; } numeric.solve = function solve(A,b,fast) { return numeric.LUsolve(numeric.LU(A,fast), b); } // 12. Linear programming numeric.echelonize = function echelonize(A) { var s = numeric.dim(A), m = s[0], n = s[1]; var I = numeric.identity(m); var P = Array(m); var i,j,k,l,Ai,Ii,Z,a; var abs = Math.abs; var diveq = numeric.diveq; A = numeric.clone(A); for(i=0;ia1) alpha = a1; g = add(c,mul(alpha,p)); H = dot(A1,A0); for(i=m-1;i!==-1;--i) H[i][i] += 1; d = solve(H,div(g,alpha),true); var t0 = div(z,dot(A,d)); var t = 1.0; for(i=n-1;i!==-1;--i) if(t0[i]<0) t = min(t,-0.999*t0[i]); y = sub(x,mul(d,t)); z = sub(b,dot(A,y)); if(!all(gt(z,0))) return { solution: x, message: "", iterations: count }; x = y; if(alpha=0) unbounded = false; else unbounded = true; } if(unbounded) return { solution: y, message: "Unbounded", iterations: count }; } return { solution: x, message: "maximum iteration count exceeded", iterations:count }; } numeric._solveLP = function _solveLP(c,A,b,tol,maxit) { var m = c.length, n = b.length,y; var sum = numeric.sum, log = numeric.log, mul = numeric.mul, sub = numeric.sub, dot = numeric.dot, div = numeric.div, add = numeric.add; var c0 = numeric.rep([m],0).concat([1]); var J = numeric.rep([n,1],-1); var A0 = numeric.blockMatrix([[A , J ]]); var b0 = b; var y = numeric.rep([m],0).concat(Math.max(0,numeric.sup(numeric.neg(b)))+1); var x0 = numeric.__solveLP(c0,A0,b0,tol,maxit,y,false); var x = numeric.clone(x0.solution); x.length = m; var foo = numeric.inf(sub(b,dot(A,x))); if(foo<0) { return { solution: NaN, message: "Infeasible", iterations: x0.iterations }; } var ret = numeric.__solveLP(c, A, b, tol, maxit-x0.iterations, x, true); ret.iterations += x0.iterations; return ret; }; numeric.solveLP = function solveLP(c,A,b,Aeq,beq,tol,maxit) { if(typeof maxit === "undefined") maxit = 1000; if(typeof tol === "undefined") tol = numeric.epsilon; if(typeof Aeq === "undefined") return numeric._solveLP(c,A,b,tol,maxit); var m = Aeq.length, n = Aeq[0].length, o = A.length; var B = numeric.echelonize(Aeq); var flags = numeric.rep([n],0); var P = B.P; var Q = []; var i; for(i=P.length-1;i!==-1;--i) flags[P[i]] = 1; for(i=n-1;i!==-1;--i) if(flags[i]===0) Q.push(i); var g = numeric.getRange; var I = numeric.linspace(0,m-1), J = numeric.linspace(0,o-1); var Aeq2 = g(Aeq,I,Q), A1 = g(A,J,P), A2 = g(A,J,Q), dot = numeric.dot, sub = numeric.sub; var A3 = dot(A1,B.I); var A4 = sub(A2,dot(A3,Aeq2)), b4 = sub(b,dot(A3,beq)); var c1 = Array(P.length), c2 = Array(Q.length); for(i=P.length-1;i!==-1;--i) c1[i] = c[P[i]]; for(i=Q.length-1;i!==-1;--i) c2[i] = c[Q[i]]; var c4 = sub(c2,dot(c1,dot(B.I,Aeq2))); var S = numeric._solveLP(c4,A4,b4,tol,maxit); var x2 = S.solution; if(x2!==x2) return S; var x1 = dot(B.I,sub(beq,dot(Aeq2,x2))); var x = Array(c.length); for(i=P.length-1;i!==-1;--i) x[P[i]] = x1[i]; for(i=Q.length-1;i!==-1;--i) x[Q[i]] = x2[i]; return { solution: x, message:S.message, iterations: S.iterations }; } numeric.MPStoLP = function MPStoLP(MPS) { if(MPS instanceof String) { MPS.split('\n'); } var state = 0; var states = ['Initial state','NAME','ROWS','COLUMNS','RHS','BOUNDS','ENDATA']; var n = MPS.length; var i,j,z,N=0,rows = {}, sign = [], rl = 0, vars = {}, nv = 0; var name; var c = [], A = [], b = []; function err(e) { throw new Error('MPStoLP: '+e+'\nLine '+i+': '+MPS[i]+'\nCurrent state: '+states[state]+'\n'); } for(i=0;i // // Math.seedrandom('yipee'); Sets Math.random to a function that is // initialized using the given explicit seed. // // Math.seedrandom(); Sets Math.random to a function that is // seeded using the current time, dom state, // and other accumulated local entropy. // The generated seed string is returned. // // Math.seedrandom('yowza', true); // Seeds using the given explicit seed mixed // together with accumulated entropy. // // // Seeds using physical random bits downloaded // from random.org. // // Seeds using urandom bits from call.jsonlib.com, // which is faster than random.org. // // Examples: // // Math.seedrandom("hello"); // Use "hello" as the seed. // document.write(Math.random()); // Always 0.5463663768140734 // document.write(Math.random()); // Always 0.43973793770592234 // var rng1 = Math.random; // Remember the current prng. // // var autoseed = Math.seedrandom(); // New prng with an automatic seed. // document.write(Math.random()); // Pretty much unpredictable. // // Math.random = rng1; // Continue "hello" prng sequence. // document.write(Math.random()); // Always 0.554769432473455 // // Math.seedrandom(autoseed); // Restart at the previous seed. // document.write(Math.random()); // Repeat the 'unpredictable' value. // // Notes: // // Each time seedrandom('arg') is called, entropy from the passed seed // is accumulated in a pool to help generate future seeds for the // zero-argument form of Math.seedrandom, so entropy can be injected over // time by calling seedrandom with explicit data repeatedly. // // On speed - This javascript implementation of Math.random() is about // 3-10x slower than the built-in Math.random() because it is not native // code, but this is typically fast enough anyway. Seeding is more expensive, // especially if you use auto-seeding. Some details (timings on Chrome 4): // // Our Math.random() - avg less than 0.002 milliseconds per call // seedrandom('explicit') - avg less than 0.5 milliseconds per call // seedrandom('explicit', true) - avg less than 2 milliseconds per call // seedrandom() - avg about 38 milliseconds per call // // LICENSE (BSD): // // Copyright 2010 David Bau, all rights reserved. // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // 1. Redistributions of source code must retain the above copyright // notice, this list of conditions and the following disclaimer. // // 2. Redistributions in binary form must reproduce the above copyright // notice, this list of conditions and the following disclaimer in the // documentation and/or other materials provided with the distribution. // // 3. Neither the name of this module nor the names of its contributors may // be used to endorse or promote products derived from this software // without specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS // "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT // LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT // OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT // LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, // DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY // THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT // (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE // OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. // /** * All code is in an anonymous closure to keep the global namespace clean. * * @param {number=} overflow * @param {number=} startdenom */ // Patched by Seb so that seedrandom.js does not pollute the Math object. // My tests suggest that doing Math.trouble = 1 makes Math lookups about 5% // slower. numeric.seedrandom = { pow:Math.pow, random:Math.random }; (function (pool, math, width, chunks, significance, overflow, startdenom) { // // seedrandom() // This is the seedrandom function described above. // math['seedrandom'] = function seedrandom(seed, use_entropy) { var key = []; var arc4; // Flatten the seed string or build one from local entropy if needed. seed = mixkey(flatten( use_entropy ? [seed, pool] : arguments.length ? seed : [new Date().getTime(), pool, window], 3), key); // Use the seed to initialize an ARC4 generator. arc4 = new ARC4(key); // Mix the randomness into accumulated entropy. mixkey(arc4.S, pool); // Override Math.random // This function returns a random double in [0, 1) that contains // randomness in every bit of the mantissa of the IEEE 754 value. math['random'] = function random() { // Closure to return a random double: var n = arc4.g(chunks); // Start with a numerator n < 2 ^ 48 var d = startdenom; // and denominator d = 2 ^ 48. var x = 0; // and no 'extra last byte'. while (n < significance) { // Fill up all significant digits by n = (n + x) * width; // shifting numerator and d *= width; // denominator and generating a x = arc4.g(1); // new least-significant-byte. } while (n >= overflow) { // To avoid rounding up, before adding n /= 2; // last byte, shift everything d /= 2; // right using integer math until x >>>= 1; // we have exactly the desired bits. } return (n + x) / d; // Form the number within [0, 1). }; // Return the seed that was used return seed; }; // // ARC4 // // An ARC4 implementation. The constructor takes a key in the form of // an array of at most (width) integers that should be 0 <= x < (width). // // The g(count) method returns a pseudorandom integer that concatenates // the next (count) outputs from ARC4. Its return value is a number x // that is in the range 0 <= x < (width ^ count). // /** @constructor */ function ARC4(key) { var t, u, me = this, keylen = key.length; var i = 0, j = me.i = me.j = me.m = 0; me.S = []; me.c = []; // The empty key [] is treated as [0]. if (!keylen) { key = [keylen++]; } // Set up S using the standard key scheduling algorithm. while (i < width) { me.S[i] = i++; } for (i = 0; i < width; i++) { t = me.S[i]; j = lowbits(j + t + key[i % keylen]); u = me.S[j]; me.S[i] = u; me.S[j] = t; } // The "g" method returns the next (count) outputs as one number. me.g = function getnext(count) { var s = me.S; var i = lowbits(me.i + 1); var t = s[i]; var j = lowbits(me.j + t); var u = s[j]; s[i] = u; s[j] = t; var r = s[lowbits(t + u)]; while (--count) { i = lowbits(i + 1); t = s[i]; j = lowbits(j + t); u = s[j]; s[i] = u; s[j] = t; r = r * width + s[lowbits(t + u)]; } me.i = i; me.j = j; return r; }; // For robust unpredictability discard an initial batch of values. // See http://www.rsa.com/rsalabs/node.asp?id=2009 me.g(width); } // // flatten() // Converts an object tree to nested arrays of strings. // /** @param {Object=} result * @param {string=} prop * @param {string=} typ */ function flatten(obj, depth, result, prop, typ) { result = []; typ = typeof(obj); if (depth && typ == 'object') { for (prop in obj) { if (prop.indexOf('S') < 5) { // Avoid FF3 bug (local/sessionStorage) try { result.push(flatten(obj[prop], depth - 1)); } catch (e) {} } } } return (result.length ? result : obj + (typ != 'string' ? '\0' : '')); } // // mixkey() // Mixes a string seed into a key that is an array of integers, and // returns a shortened string seed that is equivalent to the result key. // /** @param {number=} smear * @param {number=} j */ function mixkey(seed, key, smear, j) { seed += ''; // Ensure the seed is a string smear = 0; for (j = 0; j < seed.length; j++) { key[lowbits(j)] = lowbits((smear ^= key[lowbits(j)] * 19) + seed.charCodeAt(j)); } seed = ''; for (j in key) { seed += String.fromCharCode(key[j]); } return seed; } // // lowbits() // A quick "n mod width" for width a power of 2. // function lowbits(n) { return n & (width - 1); } // // The following constants are related to IEEE 754 limits. // startdenom = math.pow(width, chunks); significance = math.pow(2, significance); overflow = significance * 2; // // When seedrandom.js is loaded, we immediately mix a few bits // from the built-in RNG into the entropy pool. Because we do // not want to intefere with determinstic PRNG state later, // seedrandom will not call math.random on its own again after // initialization. // mixkey(math.random(), pool); // End anonymous scope, and pass initial values. }( [], // pool: entropy pool starts empty numeric.seedrandom, // math: package containing random, pow, and seedrandom 256, // width: each RC4 output is 0 <= x < 256 6, // chunks: at least six RC4 outputs for each double 52 // significance: there are 52 significant digits in a double )); /* This file is a slightly modified version of quadprog.js from Alberto Santini. * It has been slightly modified by Sébastien Loisel to make sure that it handles * 0-based Arrays instead of 1-based Arrays. * License is in resources/LICENSE.quadprog */ (function(exports) { function base0to1(A) { if(typeof A !== "object") { return A; } var ret = [], i,n=A.length; for(i=0;i meq) { work[l] = sum; } else { work[l] = -Math.abs(sum); if (sum > 0) { for (j = 1; j <= n; j = j + 1) { amat[j][i] = -amat[j][i]; } bvec[i] = -bvec[i]; } } } for (i = 1; i <= nact; i = i + 1) { work[iwsv + iact[i]] = 0; } nvl = 0; temp = 0; for (i = 1; i <= q; i = i + 1) { if (work[iwsv + i] < temp * work[iwnbv + i]) { nvl = i; temp = work[iwsv + i] / work[iwnbv + i]; } } if (nvl === 0) { return 999; } return 0; } function fn_goto_55() { for (i = 1; i <= n; i = i + 1) { sum = 0; for (j = 1; j <= n; j = j + 1) { sum = sum + dmat[j][i] * amat[j][nvl]; } work[i] = sum; } l1 = iwzv; for (i = 1; i <= n; i = i + 1) { work[l1 + i] = 0; } for (j = nact + 1; j <= n; j = j + 1) { for (i = 1; i <= n; i = i + 1) { work[l1 + i] = work[l1 + i] + dmat[i][j] * work[j]; } } t1inf = true; for (i = nact; i >= 1; i = i - 1) { sum = work[i]; l = iwrm + (i * (i + 3)) / 2; l1 = l - i; for (j = i + 1; j <= nact; j = j + 1) { sum = sum - work[l] * work[iwrv + j]; l = l + j; } sum = sum / work[l1]; work[iwrv + i] = sum; if (iact[i] < meq) { // continue; break; } if (sum < 0) { // continue; break; } t1inf = false; it1 = i; } if (!t1inf) { t1 = work[iwuv + it1] / work[iwrv + it1]; for (i = 1; i <= nact; i = i + 1) { if (iact[i] < meq) { // continue; break; } if (work[iwrv + i] < 0) { // continue; break; } temp = work[iwuv + i] / work[iwrv + i]; if (temp < t1) { t1 = temp; it1 = i; } } } sum = 0; for (i = iwzv + 1; i <= iwzv + n; i = i + 1) { sum = sum + work[i] * work[i]; } if (Math.abs(sum) <= vsmall) { if (t1inf) { ierr[1] = 1; // GOTO 999 return 999; } else { for (i = 1; i <= nact; i = i + 1) { work[iwuv + i] = work[iwuv + i] - t1 * work[iwrv + i]; } work[iwuv + nact + 1] = work[iwuv + nact + 1] + t1; // GOTO 700 return 700; } } else { sum = 0; for (i = 1; i <= n; i = i + 1) { sum = sum + work[iwzv + i] * amat[i][nvl]; } tt = -work[iwsv + nvl] / sum; t2min = true; if (!t1inf) { if (t1 < tt) { tt = t1; t2min = false; } } for (i = 1; i <= n; i = i + 1) { sol[i] = sol[i] + tt * work[iwzv + i]; if (Math.abs(sol[i]) < vsmall) { sol[i] = 0; } } crval[1] = crval[1] + tt * sum * (tt / 2 + work[iwuv + nact + 1]); for (i = 1; i <= nact; i = i + 1) { work[iwuv + i] = work[iwuv + i] - tt * work[iwrv + i]; } work[iwuv + nact + 1] = work[iwuv + nact + 1] + tt; if (t2min) { nact = nact + 1; iact[nact] = nvl; l = iwrm + ((nact - 1) * nact) / 2 + 1; for (i = 1; i <= nact - 1; i = i + 1) { work[l] = work[i]; l = l + 1; } if (nact === n) { work[l] = work[n]; } else { for (i = n; i >= nact + 1; i = i - 1) { if (work[i] === 0) { // continue; break; } gc = Math.max(Math.abs(work[i - 1]), Math.abs(work[i])); gs = Math.min(Math.abs(work[i - 1]), Math.abs(work[i])); if (work[i - 1] >= 0) { temp = Math.abs(gc * Math.sqrt(1 + gs * gs / (gc * gc))); } else { temp = -Math.abs(gc * Math.sqrt(1 + gs * gs / (gc * gc))); } gc = work[i - 1] / temp; gs = work[i] / temp; if (gc === 1) { // continue; break; } if (gc === 0) { work[i - 1] = gs * temp; for (j = 1; j <= n; j = j + 1) { temp = dmat[j][i - 1]; dmat[j][i - 1] = dmat[j][i]; dmat[j][i] = temp; } } else { work[i - 1] = temp; nu = gs / (1 + gc); for (j = 1; j <= n; j = j + 1) { temp = gc * dmat[j][i - 1] + gs * dmat[j][i]; dmat[j][i] = nu * (dmat[j][i - 1] + temp) - dmat[j][i]; dmat[j][i - 1] = temp; } } } work[l] = work[nact]; } } else { sum = -bvec[nvl]; for (j = 1; j <= n; j = j + 1) { sum = sum + sol[j] * amat[j][nvl]; } if (nvl > meq) { work[iwsv + nvl] = sum; } else { work[iwsv + nvl] = -Math.abs(sum); if (sum > 0) { for (j = 1; j <= n; j = j + 1) { amat[j][nvl] = -amat[j][nvl]; } bvec[nvl] = -bvec[nvl]; } } // GOTO 700 return 700; } } return 0; } function fn_goto_797() { l = iwrm + (it1 * (it1 + 1)) / 2 + 1; l1 = l + it1; if (work[l1] === 0) { // GOTO 798 return 798; } gc = Math.max(Math.abs(work[l1 - 1]), Math.abs(work[l1])); gs = Math.min(Math.abs(work[l1 - 1]), Math.abs(work[l1])); if (work[l1 - 1] >= 0) { temp = Math.abs(gc * Math.sqrt(1 + gs * gs / (gc * gc))); } else { temp = -Math.abs(gc * Math.sqrt(1 + gs * gs / (gc * gc))); } gc = work[l1 - 1] / temp; gs = work[l1] / temp; if (gc === 1) { // GOTO 798 return 798; } if (gc === 0) { for (i = it1 + 1; i <= nact; i = i + 1) { temp = work[l1 - 1]; work[l1 - 1] = work[l1]; work[l1] = temp; l1 = l1 + i; } for (i = 1; i <= n; i = i + 1) { temp = dmat[i][it1]; dmat[i][it1] = dmat[i][it1 + 1]; dmat[i][it1 + 1] = temp; } } else { nu = gs / (1 + gc); for (i = it1 + 1; i <= nact; i = i + 1) { temp = gc * work[l1 - 1] + gs * work[l1]; work[l1] = nu * (work[l1 - 1] + temp) - work[l1]; work[l1 - 1] = temp; l1 = l1 + i; } for (i = 1; i <= n; i = i + 1) { temp = gc * dmat[i][it1] + gs * dmat[i][it1 + 1]; dmat[i][it1 + 1] = nu * (dmat[i][it1] + temp) - dmat[i][it1 + 1]; dmat[i][it1] = temp; } } return 0; } function fn_goto_798() { l1 = l - it1; for (i = 1; i <= it1; i = i + 1) { work[l1] = work[l]; l = l + 1; l1 = l1 + 1; } work[iwuv + it1] = work[iwuv + it1 + 1]; iact[it1] = iact[it1 + 1]; it1 = it1 + 1; if (it1 < nact) { // GOTO 797 return 797; } return 0; } function fn_goto_799() { work[iwuv + nact] = work[iwuv + nact + 1]; work[iwuv + nact + 1] = 0; iact[nact] = 0; nact = nact - 1; iter[2] = iter[2] + 1; return 0; } go = 0; while (true) { go = fn_goto_50(); if (go === 999) { return; } while (true) { go = fn_goto_55(); if (go === 0) { break; } if (go === 999) { return; } if (go === 700) { if (it1 === nact) { fn_goto_799(); } else { while (true) { fn_goto_797(); go = fn_goto_798(); if (go !== 797) { break; } } fn_goto_799(); } } } } } function solveQP(Dmat, dvec, Amat, bvec, meq, factorized) { Dmat = base0to1(Dmat); dvec = base0to1(dvec); Amat = base0to1(Amat); var i, n, q, nact, r, crval = [], iact = [], sol = [], work = [], iter = [], message; meq = meq || 0; factorized = factorized ? base0to1(factorized) : [undefined, 0]; bvec = bvec ? base0to1(bvec) : []; // In Fortran the array index starts from 1 n = Dmat.length - 1; q = Amat[1].length - 1; if (!bvec) { for (i = 1; i <= q; i = i + 1) { bvec[i] = 0; } } for (i = 1; i <= q; i = i + 1) { iact[i] = 0; } nact = 0; r = Math.min(n, q); for (i = 1; i <= n; i = i + 1) { sol[i] = 0; } crval[1] = 0; for (i = 1; i <= (2 * n + (r * (r + 5)) / 2 + 2 * q + 1); i = i + 1) { work[i] = 0; } for (i = 1; i <= 2; i = i + 1) { iter[i] = 0; } qpgen2(Dmat, dvec, n, n, sol, crval, Amat, bvec, n, q, meq, iact, nact, iter, work, factorized); message = ""; if (factorized[1] === 1) { message = "constraints are inconsistent, no solution!"; } if (factorized[1] === 2) { message = "matrix D in quadratic function is not positive definite!"; } return { solution: base1to0(sol), value: base1to0(crval), unconstrained_solution: base1to0(dvec), iterations: base1to0(iter), iact: base1to0(iact), message: message }; } exports.solveQP = solveQP; }(numeric)); /* Shanti Rao sent me this routine by private email. I had to modify it slightly to work on Arrays instead of using a Matrix object. It is apparently translated from http://stitchpanorama.sourceforge.net/Python/svd.py */ numeric.svd= function svd(A) { var temp; //Compute the thin SVD from G. H. Golub and C. Reinsch, Numer. Math. 14, 403-420 (1970) var prec= numeric.epsilon; //Math.pow(2,-52) // assumes double prec var tolerance= 1.e-64/prec; var itmax= 50; var c=0; var i=0; var j=0; var k=0; var l=0; var u= numeric.clone(A); var m= u.length; var n= u[0].length; if (m < n) throw "Need more rows than columns" var e = new Array(n); var q = new Array(n); for (i=0; i b) return a*Math.sqrt(1.0+(b*b/a/a)) else if (b == 0.0) return a return b*Math.sqrt(1.0+(a*a/b/b)) } //Householder's reduction to bidiagonal form var f= 0.0; var g= 0.0; var h= 0.0; var x= 0.0; var y= 0.0; var z= 0.0; var s= 0.0; for (i=0; i < n; i++) { e[i]= g; s= 0.0; l= i+1; for (j=i; j < m; j++) s += (u[j][i]*u[j][i]); if (s <= tolerance) g= 0.0; else { f= u[i][i]; g= Math.sqrt(s); if (f >= 0.0) g= -g; h= f*g-s u[i][i]=f-g; for (j=l; j < n; j++) { s= 0.0 for (k=i; k < m; k++) s += u[k][i]*u[k][j] f= s/h for (k=i; k < m; k++) u[k][j]+=f*u[k][i] } } q[i]= g s= 0.0 for (j=l; j < n; j++) s= s + u[i][j]*u[i][j] if (s <= tolerance) g= 0.0 else { f= u[i][i+1] g= Math.sqrt(s) if (f >= 0.0) g= -g h= f*g - s u[i][i+1] = f-g; for (j=l; j < n; j++) e[j]= u[i][j]/h for (j=l; j < m; j++) { s=0.0 for (k=l; k < n; k++) s += (u[j][k]*u[i][k]) for (k=l; k < n; k++) u[j][k]+=s*e[k] } } y= Math.abs(q[i])+Math.abs(e[i]) if (y>x) x=y } // accumulation of right hand gtransformations for (i=n-1; i != -1; i+= -1) { if (g != 0.0) { h= g*u[i][i+1] for (j=l; j < n; j++) v[j][i]=u[i][j]/h for (j=l; j < n; j++) { s=0.0 for (k=l; k < n; k++) s += u[i][k]*v[k][j] for (k=l; k < n; k++) v[k][j]+=(s*v[k][i]) } } for (j=l; j < n; j++) { v[i][j] = 0; v[j][i] = 0; } v[i][i] = 1; g= e[i] l= i } // accumulation of left hand transformations for (i=n-1; i != -1; i+= -1) { l= i+1 g= q[i] for (j=l; j < n; j++) u[i][j] = 0; if (g != 0.0) { h= u[i][i]*g for (j=l; j < n; j++) { s=0.0 for (k=l; k < m; k++) s += u[k][i]*u[k][j]; f= s/h for (k=i; k < m; k++) u[k][j]+=f*u[k][i]; } for (j=i; j < m; j++) u[j][i] = u[j][i]/g; } else for (j=i; j < m; j++) u[j][i] = 0; u[i][i] += 1; } // diagonalization of the bidiagonal form prec= prec*x for (k=n-1; k != -1; k+= -1) { for (var iteration=0; iteration < itmax; iteration++) { // test f splitting var test_convergence = false for (l=k; l != -1; l+= -1) { if (Math.abs(e[l]) <= prec) { test_convergence= true break } if (Math.abs(q[l-1]) <= prec) break } if (!test_convergence) { // cancellation of e[l] if l>0 c= 0.0 s= 1.0 var l1= l-1 for (i =l; i= itmax-1) throw 'Error: no convergence.' // shift from bottom 2x2 minor x= q[l] y= q[k-1] g= e[k-1] h= e[k] f= ((y-z)*(y+z)+(g-h)*(g+h))/(2.0*h*y) g= pythag(f,1.0) if (f < 0.0) f= ((x-z)*(x+z)+h*(y/(f-g)-h))/x else f= ((x-z)*(x+z)+h*(y/(f+g)-h))/x // next QR transformation c= 1.0 s= 1.0 for (i=l+1; i< k+1; i++) { g= e[i] y= q[i] h= s*g g= c*g z= pythag(f,h) e[i-1]= z c= f/z s= h/z f= x*c+g*s g= -x*s+g*c h= y*s y= y*c for (j=0; j < n; j++) { x= v[j][i-1] z= v[j][i] v[j][i-1] = x*c+z*s v[j][i] = -x*s+z*c } z= pythag(f,h) q[i-1]= z c= f/z s= h/z f= c*g+s*y x= -s*g+c*y for (j=0; j < m; j++) { y= u[j][i-1] z= u[j][i] u[j][i-1] = y*c+z*s u[j][i] = -y*s+z*c } } e[l]= 0.0 e[k]= f q[k]= x } } //vt= transpose(v) //return (u,q,vt) for (i=0;i= 0; j--) { if (q[j] < q[i]) { // writeln(i,'-',j) c = q[j] q[j] = q[i] q[i] = c for(k=0;k