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<?php
/**
* @package JAMA
*
* Cholesky decomposition class
*
* For a symmetric, positive definite matrix A, the Cholesky decomposition
* is an lower triangular matrix L so that A = L*L'.
*
* If the matrix is not symmetric or positive definite, the constructor
* returns a partial decomposition and sets an internal flag that may
* be queried by the isSPD() method.
*
* @author Paul Meagher
* @author Michael Bommarito
* @version 1.2
*/
class CholeskyDecomposition {
/**
* Decomposition storage
* @var array
* @access private
*/
private $L = array();
/**
* Matrix row and column dimension
* @var int
* @access private
*/
private $m;
/**
* Symmetric positive definite flag
* @var boolean
* @access private
*/
private $isspd = true;
/**
* CholeskyDecomposition
*
* Class constructor - decomposes symmetric positive definite matrix
* @param mixed Matrix square symmetric positive definite matrix
*/
public function __construct($A = null) {
if ($A instanceof Matrix) {
$this->L = $A->getArray();
$this->m = $A->getRowDimension();
for($i = 0; $i < $this->m; ++$i) {
for($j = $i; $j < $this->m; ++$j) {
for($sum = $this->L[$i][$j], $k = $i - 1; $k >= 0; --$k) {
$sum -= $this->L[$i][$k] * $this->L[$j][$k];
}
if ($i == $j) {
if ($sum >= 0) {
$this->L[$i][$i] = sqrt($sum);
} else {
$this->isspd = false;
}
} else {
if ($this->L[$i][$i] != 0) {
$this->L[$j][$i] = $sum / $this->L[$i][$i];
}
}
}
for ($k = $i+1; $k < $this->m; ++$k) {
$this->L[$i][$k] = 0.0;
}
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* Is the matrix symmetric and positive definite?
*
* @return boolean
*/
public function isSPD() {
return $this->isspd;
} // function isSPD()
/**
* getL
*
* Return triangular factor.
* @return Matrix Lower triangular matrix
*/
public function getL() {
return new Matrix($this->L);
} // function getL()
/**
* Solve A*X = B
*
* @param $B Row-equal matrix
* @return Matrix L * L' * X = B
*/
public function solve($B = null) {
if ($B instanceof Matrix) {
if ($B->getRowDimension() == $this->m) {
if ($this->isspd) {
$X = $B->getArrayCopy();
$nx = $B->getColumnDimension();
for ($k = 0; $k < $this->m; ++$k) {
for ($i = $k + 1; $i < $this->m; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->L[$i][$k];
}
}
for ($j = 0; $j < $nx; ++$j) {
$X[$k][$j] /= $this->L[$k][$k];
}
}
for ($k = $this->m - 1; $k >= 0; --$k) {
for ($j = 0; $j < $nx; ++$j) {
$X[$k][$j] /= $this->L[$k][$k];
}
for ($i = 0; $i < $k; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->L[$k][$i];
}
}
}
return new Matrix($X, $this->m, $nx);
} else {
throw new Exception(JAMAError(MatrixSPDException));
}
} else {
throw new Exception(JAMAError(MatrixDimensionException));
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function solve()
} // class CholeskyDecomposition

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<?php
/**
* @package JAMA
*
* Class to obtain eigenvalues and eigenvectors of a real matrix.
*
* If A is symmetric, then A = V*D*V' where the eigenvalue matrix D
* is diagonal and the eigenvector matrix V is orthogonal (i.e.
* A = V.times(D.times(V.transpose())) and V.times(V.transpose())
* equals the identity matrix).
*
* If A is not symmetric, then the eigenvalue matrix D is block diagonal
* with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
* lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The
* columns of V represent the eigenvectors in the sense that A*V = V*D,
* i.e. A.times(V) equals V.times(D). The matrix V may be badly
* conditioned, or even singular, so the validity of the equation
* A = V*D*inverse(V) depends upon V.cond().
*
* @author Paul Meagher
* @license PHP v3.0
* @version 1.1
*/
class EigenvalueDecomposition {
/**
* Row and column dimension (square matrix).
* @var int
*/
private $n;
/**
* Internal symmetry flag.
* @var int
*/
private $issymmetric;
/**
* Arrays for internal storage of eigenvalues.
* @var array
*/
private $d = array();
private $e = array();
/**
* Array for internal storage of eigenvectors.
* @var array
*/
private $V = array();
/**
* Array for internal storage of nonsymmetric Hessenberg form.
* @var array
*/
private $H = array();
/**
* Working storage for nonsymmetric algorithm.
* @var array
*/
private $ort;
/**
* Used for complex scalar division.
* @var float
*/
private $cdivr;
private $cdivi;
/**
* Symmetric Householder reduction to tridiagonal form.
*
* @access private
*/
private function tred2 () {
// This is derived from the Algol procedures tred2 by
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK.
$this->d = $this->V[$this->n-1];
// Householder reduction to tridiagonal form.
for ($i = $this->n-1; $i > 0; --$i) {
$i_ = $i -1;
// Scale to avoid under/overflow.
$h = $scale = 0.0;
$scale += array_sum(array_map(abs, $this->d));
if ($scale == 0.0) {
$this->e[$i] = $this->d[$i_];
$this->d = array_slice($this->V[$i_], 0, $i_);
for ($j = 0; $j < $i; ++$j) {
$this->V[$j][$i] = $this->V[$i][$j] = 0.0;
}
} else {
// Generate Householder vector.
for ($k = 0; $k < $i; ++$k) {
$this->d[$k] /= $scale;
$h += pow($this->d[$k], 2);
}
$f = $this->d[$i_];
$g = sqrt($h);
if ($f > 0) {
$g = -$g;
}
$this->e[$i] = $scale * $g;
$h = $h - $f * $g;
$this->d[$i_] = $f - $g;
for ($j = 0; $j < $i; ++$j) {
$this->e[$j] = 0.0;
}
// Apply similarity transformation to remaining columns.
for ($j = 0; $j < $i; ++$j) {
$f = $this->d[$j];
$this->V[$j][$i] = $f;
$g = $this->e[$j] + $this->V[$j][$j] * $f;
for ($k = $j+1; $k <= $i_; ++$k) {
$g += $this->V[$k][$j] * $this->d[$k];
$this->e[$k] += $this->V[$k][$j] * $f;
}
$this->e[$j] = $g;
}
$f = 0.0;
for ($j = 0; $j < $i; ++$j) {
$this->e[$j] /= $h;
$f += $this->e[$j] * $this->d[$j];
}
$hh = $f / (2 * $h);
for ($j=0; $j < $i; ++$j) {
$this->e[$j] -= $hh * $this->d[$j];
}
for ($j = 0; $j < $i; ++$j) {
$f = $this->d[$j];
$g = $this->e[$j];
for ($k = $j; $k <= $i_; ++$k) {
$this->V[$k][$j] -= ($f * $this->e[$k] + $g * $this->d[$k]);
}
$this->d[$j] = $this->V[$i-1][$j];
$this->V[$i][$j] = 0.0;
}
}
$this->d[$i] = $h;
}
// Accumulate transformations.
for ($i = 0; $i < $this->n-1; ++$i) {
$this->V[$this->n-1][$i] = $this->V[$i][$i];
$this->V[$i][$i] = 1.0;
$h = $this->d[$i+1];
if ($h != 0.0) {
for ($k = 0; $k <= $i; ++$k) {
$this->d[$k] = $this->V[$k][$i+1] / $h;
}
for ($j = 0; $j <= $i; ++$j) {
$g = 0.0;
for ($k = 0; $k <= $i; ++$k) {
$g += $this->V[$k][$i+1] * $this->V[$k][$j];
}
for ($k = 0; $k <= $i; ++$k) {
$this->V[$k][$j] -= $g * $this->d[$k];
}
}
}
for ($k = 0; $k <= $i; ++$k) {
$this->V[$k][$i+1] = 0.0;
}
}
$this->d = $this->V[$this->n-1];
$this->V[$this->n-1] = array_fill(0, $j, 0.0);
$this->V[$this->n-1][$this->n-1] = 1.0;
$this->e[0] = 0.0;
}
/**
* Symmetric tridiagonal QL algorithm.
*
* This is derived from the Algol procedures tql2, by
* Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
* Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
* Fortran subroutine in EISPACK.
*
* @access private
*/
private function tql2() {
for ($i = 1; $i < $this->n; ++$i) {
$this->e[$i-1] = $this->e[$i];
}
$this->e[$this->n-1] = 0.0;
$f = 0.0;
$tst1 = 0.0;
$eps = pow(2.0,-52.0);
for ($l = 0; $l < $this->n; ++$l) {
// Find small subdiagonal element
$tst1 = max($tst1, abs($this->d[$l]) + abs($this->e[$l]));
$m = $l;
while ($m < $this->n) {
if (abs($this->e[$m]) <= $eps * $tst1)
break;
++$m;
}
// If m == l, $this->d[l] is an eigenvalue,
// otherwise, iterate.
if ($m > $l) {
$iter = 0;
do {
// Could check iteration count here.
$iter += 1;
// Compute implicit shift
$g = $this->d[$l];
$p = ($this->d[$l+1] - $g) / (2.0 * $this->e[$l]);
$r = hypo($p, 1.0);
if ($p < 0)
$r *= -1;
$this->d[$l] = $this->e[$l] / ($p + $r);
$this->d[$l+1] = $this->e[$l] * ($p + $r);
$dl1 = $this->d[$l+1];
$h = $g - $this->d[$l];
for ($i = $l + 2; $i < $this->n; ++$i)
$this->d[$i] -= $h;
$f += $h;
// Implicit QL transformation.
$p = $this->d[$m];
$c = 1.0;
$c2 = $c3 = $c;
$el1 = $this->e[$l + 1];
$s = $s2 = 0.0;
for ($i = $m-1; $i >= $l; --$i) {
$c3 = $c2;
$c2 = $c;
$s2 = $s;
$g = $c * $this->e[$i];
$h = $c * $p;
$r = hypo($p, $this->e[$i]);
$this->e[$i+1] = $s * $r;
$s = $this->e[$i] / $r;
$c = $p / $r;
$p = $c * $this->d[$i] - $s * $g;
$this->d[$i+1] = $h + $s * ($c * $g + $s * $this->d[$i]);
// Accumulate transformation.
for ($k = 0; $k < $this->n; ++$k) {
$h = $this->V[$k][$i+1];
$this->V[$k][$i+1] = $s * $this->V[$k][$i] + $c * $h;
$this->V[$k][$i] = $c * $this->V[$k][$i] - $s * $h;
}
}
$p = -$s * $s2 * $c3 * $el1 * $this->e[$l] / $dl1;
$this->e[$l] = $s * $p;
$this->d[$l] = $c * $p;
// Check for convergence.
} while (abs($this->e[$l]) > $eps * $tst1);
}
$this->d[$l] = $this->d[$l] + $f;
$this->e[$l] = 0.0;
}
// Sort eigenvalues and corresponding vectors.
for ($i = 0; $i < $this->n - 1; ++$i) {
$k = $i;
$p = $this->d[$i];
for ($j = $i+1; $j < $this->n; ++$j) {
if ($this->d[$j] < $p) {
$k = $j;
$p = $this->d[$j];
}
}
if ($k != $i) {
$this->d[$k] = $this->d[$i];
$this->d[$i] = $p;
for ($j = 0; $j < $this->n; ++$j) {
$p = $this->V[$j][$i];
$this->V[$j][$i] = $this->V[$j][$k];
$this->V[$j][$k] = $p;
}
}
}
}
/**
* Nonsymmetric reduction to Hessenberg form.
*
* This is derived from the Algol procedures orthes and ortran,
* by Martin and Wilkinson, Handbook for Auto. Comp.,
* Vol.ii-Linear Algebra, and the corresponding
* Fortran subroutines in EISPACK.
*
* @access private
*/
private function orthes () {
$low = 0;
$high = $this->n-1;
for ($m = $low+1; $m <= $high-1; ++$m) {
// Scale column.
$scale = 0.0;
for ($i = $m; $i <= $high; ++$i) {
$scale = $scale + abs($this->H[$i][$m-1]);
}
if ($scale != 0.0) {
// Compute Householder transformation.
$h = 0.0;
for ($i = $high; $i >= $m; --$i) {
$this->ort[$i] = $this->H[$i][$m-1] / $scale;
$h += $this->ort[$i] * $this->ort[$i];
}
$g = sqrt($h);
if ($this->ort[$m] > 0) {
$g *= -1;
}
$h -= $this->ort[$m] * $g;
$this->ort[$m] -= $g;
// Apply Householder similarity transformation
// H = (I -u * u' / h) * H * (I -u * u') / h)
for ($j = $m; $j < $this->n; ++$j) {
$f = 0.0;
for ($i = $high; $i >= $m; --$i) {
$f += $this->ort[$i] * $this->H[$i][$j];
}
$f /= $h;
for ($i = $m; $i <= $high; ++$i) {
$this->H[$i][$j] -= $f * $this->ort[$i];
}
}
for ($i = 0; $i <= $high; ++$i) {
$f = 0.0;
for ($j = $high; $j >= $m; --$j) {
$f += $this->ort[$j] * $this->H[$i][$j];
}
$f = $f / $h;
for ($j = $m; $j <= $high; ++$j) {
$this->H[$i][$j] -= $f * $this->ort[$j];
}
}
$this->ort[$m] = $scale * $this->ort[$m];
$this->H[$m][$m-1] = $scale * $g;
}
}
// Accumulate transformations (Algol's ortran).
for ($i = 0; $i < $this->n; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
$this->V[$i][$j] = ($i == $j ? 1.0 : 0.0);
}
}
for ($m = $high-1; $m >= $low+1; --$m) {
if ($this->H[$m][$m-1] != 0.0) {
for ($i = $m+1; $i <= $high; ++$i) {
$this->ort[$i] = $this->H[$i][$m-1];
}
for ($j = $m; $j <= $high; ++$j) {
$g = 0.0;
for ($i = $m; $i <= $high; ++$i) {
$g += $this->ort[$i] * $this->V[$i][$j];
}
// Double division avoids possible underflow
$g = ($g / $this->ort[$m]) / $this->H[$m][$m-1];
for ($i = $m; $i <= $high; ++$i) {
$this->V[$i][$j] += $g * $this->ort[$i];
}
}
}
}
}
/**
* Performs complex division.
*
* @access private
*/
private function cdiv($xr, $xi, $yr, $yi) {
if (abs($yr) > abs($yi)) {
$r = $yi / $yr;
$d = $yr + $r * $yi;
$this->cdivr = ($xr + $r * $xi) / $d;
$this->cdivi = ($xi - $r * $xr) / $d;
} else {
$r = $yr / $yi;
$d = $yi + $r * $yr;
$this->cdivr = ($r * $xr + $xi) / $d;
$this->cdivi = ($r * $xi - $xr) / $d;
}
}
/**
* Nonsymmetric reduction from Hessenberg to real Schur form.
*
* Code is derived from the Algol procedure hqr2,
* by Martin and Wilkinson, Handbook for Auto. Comp.,
* Vol.ii-Linear Algebra, and the corresponding
* Fortran subroutine in EISPACK.
*
* @access private
*/
private function hqr2 () {
// Initialize
$nn = $this->n;
$n = $nn - 1;
$low = 0;
$high = $nn - 1;
$eps = pow(2.0, -52.0);
$exshift = 0.0;
$p = $q = $r = $s = $z = 0;
// Store roots isolated by balanc and compute matrix norm
$norm = 0.0;
for ($i = 0; $i < $nn; ++$i) {
if (($i < $low) OR ($i > $high)) {
$this->d[$i] = $this->H[$i][$i];
$this->e[$i] = 0.0;
}
for ($j = max($i-1, 0); $j < $nn; ++$j) {
$norm = $norm + abs($this->H[$i][$j]);
}
}
// Outer loop over eigenvalue index
$iter = 0;
while ($n >= $low) {
// Look for single small sub-diagonal element
$l = $n;
while ($l > $low) {
$s = abs($this->H[$l-1][$l-1]) + abs($this->H[$l][$l]);
if ($s == 0.0) {
$s = $norm;
}
if (abs($this->H[$l][$l-1]) < $eps * $s) {
break;
}
--$l;
}
// Check for convergence
// One root found
if ($l == $n) {
$this->H[$n][$n] = $this->H[$n][$n] + $exshift;
$this->d[$n] = $this->H[$n][$n];
$this->e[$n] = 0.0;
--$n;
$iter = 0;
// Two roots found
} else if ($l == $n-1) {
$w = $this->H[$n][$n-1] * $this->H[$n-1][$n];
$p = ($this->H[$n-1][$n-1] - $this->H[$n][$n]) / 2.0;
$q = $p * $p + $w;
$z = sqrt(abs($q));
$this->H[$n][$n] = $this->H[$n][$n] + $exshift;
$this->H[$n-1][$n-1] = $this->H[$n-1][$n-1] + $exshift;
$x = $this->H[$n][$n];
// Real pair
if ($q >= 0) {
if ($p >= 0) {
$z = $p + $z;
} else {
$z = $p - $z;
}
$this->d[$n-1] = $x + $z;
$this->d[$n] = $this->d[$n-1];
if ($z != 0.0) {
$this->d[$n] = $x - $w / $z;
}
$this->e[$n-1] = 0.0;
$this->e[$n] = 0.0;
$x = $this->H[$n][$n-1];
$s = abs($x) + abs($z);
$p = $x / $s;
$q = $z / $s;
$r = sqrt($p * $p + $q * $q);
$p = $p / $r;
$q = $q / $r;
// Row modification
for ($j = $n-1; $j < $nn; ++$j) {
$z = $this->H[$n-1][$j];
$this->H[$n-1][$j] = $q * $z + $p * $this->H[$n][$j];
$this->H[$n][$j] = $q * $this->H[$n][$j] - $p * $z;
}
// Column modification
for ($i = 0; $i <= n; ++$i) {
$z = $this->H[$i][$n-1];
$this->H[$i][$n-1] = $q * $z + $p * $this->H[$i][$n];
$this->H[$i][$n] = $q * $this->H[$i][$n] - $p * $z;
}
// Accumulate transformations
for ($i = $low; $i <= $high; ++$i) {
$z = $this->V[$i][$n-1];
$this->V[$i][$n-1] = $q * $z + $p * $this->V[$i][$n];
$this->V[$i][$n] = $q * $this->V[$i][$n] - $p * $z;
}
// Complex pair
} else {
$this->d[$n-1] = $x + $p;
$this->d[$n] = $x + $p;
$this->e[$n-1] = $z;
$this->e[$n] = -$z;
}
$n = $n - 2;
$iter = 0;
// No convergence yet
} else {
// Form shift
$x = $this->H[$n][$n];
$y = 0.0;
$w = 0.0;
if ($l < $n) {
$y = $this->H[$n-1][$n-1];
$w = $this->H[$n][$n-1] * $this->H[$n-1][$n];
}
// Wilkinson's original ad hoc shift
if ($iter == 10) {
$exshift += $x;
for ($i = $low; $i <= $n; ++$i) {
$this->H[$i][$i] -= $x;
}
$s = abs($this->H[$n][$n-1]) + abs($this->H[$n-1][$n-2]);
$x = $y = 0.75 * $s;
$w = -0.4375 * $s * $s;
}
// MATLAB's new ad hoc shift
if ($iter == 30) {
$s = ($y - $x) / 2.0;
$s = $s * $s + $w;
if ($s > 0) {
$s = sqrt($s);
if ($y < $x) {
$s = -$s;
}
$s = $x - $w / (($y - $x) / 2.0 + $s);
for ($i = $low; $i <= $n; ++$i) {
$this->H[$i][$i] -= $s;
}
$exshift += $s;
$x = $y = $w = 0.964;
}
}
// Could check iteration count here.
$iter = $iter + 1;
// Look for two consecutive small sub-diagonal elements
$m = $n - 2;
while ($m >= $l) {
$z = $this->H[$m][$m];
$r = $x - $z;
$s = $y - $z;
$p = ($r * $s - $w) / $this->H[$m+1][$m] + $this->H[$m][$m+1];
$q = $this->H[$m+1][$m+1] - $z - $r - $s;
$r = $this->H[$m+2][$m+1];
$s = abs($p) + abs($q) + abs($r);
$p = $p / $s;
$q = $q / $s;
$r = $r / $s;
if ($m == $l) {
break;
}
if (abs($this->H[$m][$m-1]) * (abs($q) + abs($r)) <
$eps * (abs($p) * (abs($this->H[$m-1][$m-1]) + abs($z) + abs($this->H[$m+1][$m+1])))) {
break;
}
--$m;
}
for ($i = $m + 2; $i <= $n; ++$i) {
$this->H[$i][$i-2] = 0.0;
if ($i > $m+2) {
$this->H[$i][$i-3] = 0.0;
}
}
// Double QR step involving rows l:n and columns m:n
for ($k = $m; $k <= $n-1; ++$k) {
$notlast = ($k != $n-1);
if ($k != $m) {
$p = $this->H[$k][$k-1];
$q = $this->H[$k+1][$k-1];
$r = ($notlast ? $this->H[$k+2][$k-1] : 0.0);
$x = abs($p) + abs($q) + abs($r);
if ($x != 0.0) {
$p = $p / $x;
$q = $q / $x;
$r = $r / $x;
}
}
if ($x == 0.0) {
break;
}
$s = sqrt($p * $p + $q * $q + $r * $r);
if ($p < 0) {
$s = -$s;
}
if ($s != 0) {
if ($k != $m) {
$this->H[$k][$k-1] = -$s * $x;
} elseif ($l != $m) {
$this->H[$k][$k-1] = -$this->H[$k][$k-1];
}
$p = $p + $s;
$x = $p / $s;
$y = $q / $s;
$z = $r / $s;
$q = $q / $p;
$r = $r / $p;
// Row modification
for ($j = $k; $j < $nn; ++$j) {
$p = $this->H[$k][$j] + $q * $this->H[$k+1][$j];
if ($notlast) {
$p = $p + $r * $this->H[$k+2][$j];
$this->H[$k+2][$j] = $this->H[$k+2][$j] - $p * $z;
}
$this->H[$k][$j] = $this->H[$k][$j] - $p * $x;
$this->H[$k+1][$j] = $this->H[$k+1][$j] - $p * $y;
}
// Column modification
for ($i = 0; $i <= min($n, $k+3); ++$i) {
$p = $x * $this->H[$i][$k] + $y * $this->H[$i][$k+1];
if ($notlast) {
$p = $p + $z * $this->H[$i][$k+2];
$this->H[$i][$k+2] = $this->H[$i][$k+2] - $p * $r;
}
$this->H[$i][$k] = $this->H[$i][$k] - $p;
$this->H[$i][$k+1] = $this->H[$i][$k+1] - $p * $q;
}
// Accumulate transformations
for ($i = $low; $i <= $high; ++$i) {
$p = $x * $this->V[$i][$k] + $y * $this->V[$i][$k+1];
if ($notlast) {
$p = $p + $z * $this->V[$i][$k+2];
$this->V[$i][$k+2] = $this->V[$i][$k+2] - $p * $r;
}
$this->V[$i][$k] = $this->V[$i][$k] - $p;
$this->V[$i][$k+1] = $this->V[$i][$k+1] - $p * $q;
}
} // ($s != 0)
} // k loop
} // check convergence
} // while ($n >= $low)
// Backsubstitute to find vectors of upper triangular form
if ($norm == 0.0) {
return;
}
for ($n = $nn-1; $n >= 0; --$n) {
$p = $this->d[$n];
$q = $this->e[$n];
// Real vector
if ($q == 0) {
$l = $n;
$this->H[$n][$n] = 1.0;
for ($i = $n-1; $i >= 0; --$i) {
$w = $this->H[$i][$i] - $p;
$r = 0.0;
for ($j = $l; $j <= $n; ++$j) {
$r = $r + $this->H[$i][$j] * $this->H[$j][$n];
}
if ($this->e[$i] < 0.0) {
$z = $w;
$s = $r;
} else {
$l = $i;
if ($this->e[$i] == 0.0) {
if ($w != 0.0) {
$this->H[$i][$n] = -$r / $w;
} else {
$this->H[$i][$n] = -$r / ($eps * $norm);
}
// Solve real equations
} else {
$x = $this->H[$i][$i+1];
$y = $this->H[$i+1][$i];
$q = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i];
$t = ($x * $s - $z * $r) / $q;
$this->H[$i][$n] = $t;
if (abs($x) > abs($z)) {
$this->H[$i+1][$n] = (-$r - $w * $t) / $x;
} else {
$this->H[$i+1][$n] = (-$s - $y * $t) / $z;
}
}
// Overflow control
$t = abs($this->H[$i][$n]);
if (($eps * $t) * $t > 1) {
for ($j = $i; $j <= $n; ++$j) {
$this->H[$j][$n] = $this->H[$j][$n] / $t;
}
}
}
}
// Complex vector
} else if ($q < 0) {
$l = $n-1;
// Last vector component imaginary so matrix is triangular
if (abs($this->H[$n][$n-1]) > abs($this->H[$n-1][$n])) {
$this->H[$n-1][$n-1] = $q / $this->H[$n][$n-1];
$this->H[$n-1][$n] = -($this->H[$n][$n] - $p) / $this->H[$n][$n-1];
} else {
$this->cdiv(0.0, -$this->H[$n-1][$n], $this->H[$n-1][$n-1] - $p, $q);
$this->H[$n-1][$n-1] = $this->cdivr;
$this->H[$n-1][$n] = $this->cdivi;
}
$this->H[$n][$n-1] = 0.0;
$this->H[$n][$n] = 1.0;
for ($i = $n-2; $i >= 0; --$i) {
// double ra,sa,vr,vi;
$ra = 0.0;
$sa = 0.0;
for ($j = $l; $j <= $n; ++$j) {
$ra = $ra + $this->H[$i][$j] * $this->H[$j][$n-1];
$sa = $sa + $this->H[$i][$j] * $this->H[$j][$n];
}
$w = $this->H[$i][$i] - $p;
if ($this->e[$i] < 0.0) {
$z = $w;
$r = $ra;
$s = $sa;
} else {
$l = $i;
if ($this->e[$i] == 0) {
$this->cdiv(-$ra, -$sa, $w, $q);
$this->H[$i][$n-1] = $this->cdivr;
$this->H[$i][$n] = $this->cdivi;
} else {
// Solve complex equations
$x = $this->H[$i][$i+1];
$y = $this->H[$i+1][$i];
$vr = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i] - $q * $q;
$vi = ($this->d[$i] - $p) * 2.0 * $q;
if ($vr == 0.0 & $vi == 0.0) {
$vr = $eps * $norm * (abs($w) + abs($q) + abs($x) + abs($y) + abs($z));
}
$this->cdiv($x * $r - $z * $ra + $q * $sa, $x * $s - $z * $sa - $q * $ra, $vr, $vi);
$this->H[$i][$n-1] = $this->cdivr;
$this->H[$i][$n] = $this->cdivi;
if (abs($x) > (abs($z) + abs($q))) {
$this->H[$i+1][$n-1] = (-$ra - $w * $this->H[$i][$n-1] + $q * $this->H[$i][$n]) / $x;
$this->H[$i+1][$n] = (-$sa - $w * $this->H[$i][$n] - $q * $this->H[$i][$n-1]) / $x;
} else {
$this->cdiv(-$r - $y * $this->H[$i][$n-1], -$s - $y * $this->H[$i][$n], $z, $q);
$this->H[$i+1][$n-1] = $this->cdivr;
$this->H[$i+1][$n] = $this->cdivi;
}
}
// Overflow control
$t = max(abs($this->H[$i][$n-1]),abs($this->H[$i][$n]));
if (($eps * $t) * $t > 1) {
for ($j = $i; $j <= $n; ++$j) {
$this->H[$j][$n-1] = $this->H[$j][$n-1] / $t;
$this->H[$j][$n] = $this->H[$j][$n] / $t;
}
}
} // end else
} // end for
} // end else for complex case
} // end for
// Vectors of isolated roots
for ($i = 0; $i < $nn; ++$i) {
if ($i < $low | $i > $high) {
for ($j = $i; $j < $nn; ++$j) {
$this->V[$i][$j] = $this->H[$i][$j];
}
}
}
// Back transformation to get eigenvectors of original matrix
for ($j = $nn-1; $j >= $low; --$j) {
for ($i = $low; $i <= $high; ++$i) {
$z = 0.0;
for ($k = $low; $k <= min($j,$high); ++$k) {
$z = $z + $this->V[$i][$k] * $this->H[$k][$j];
}
$this->V[$i][$j] = $z;
}
}
} // end hqr2
/**
* Constructor: Check for symmetry, then construct the eigenvalue decomposition
*
* @access public
* @param A Square matrix
* @return Structure to access D and V.
*/
public function __construct($Arg) {
$this->A = $Arg->getArray();
$this->n = $Arg->getColumnDimension();
$issymmetric = true;
for ($j = 0; ($j < $this->n) & $issymmetric; ++$j) {
for ($i = 0; ($i < $this->n) & $issymmetric; ++$i) {
$issymmetric = ($this->A[$i][$j] == $this->A[$j][$i]);
}
}
if ($issymmetric) {
$this->V = $this->A;
// Tridiagonalize.
$this->tred2();
// Diagonalize.
$this->tql2();
} else {
$this->H = $this->A;
$this->ort = array();
// Reduce to Hessenberg form.
$this->orthes();
// Reduce Hessenberg to real Schur form.
$this->hqr2();
}
}
/**
* Return the eigenvector matrix
*
* @access public
* @return V
*/
public function getV() {
return new Matrix($this->V, $this->n, $this->n);
}
/**
* Return the real parts of the eigenvalues
*
* @access public
* @return real(diag(D))
*/
public function getRealEigenvalues() {
return $this->d;
}
/**
* Return the imaginary parts of the eigenvalues
*
* @access public
* @return imag(diag(D))
*/
public function getImagEigenvalues() {
return $this->e;
}
/**
* Return the block diagonal eigenvalue matrix
*
* @access public
* @return D
*/
public function getD() {
for ($i = 0; $i < $this->n; ++$i) {
$D[$i] = array_fill(0, $this->n, 0.0);
$D[$i][$i] = $this->d[$i];
if ($this->e[$i] == 0) {
continue;
}
$o = ($this->e[$i] > 0) ? $i + 1 : $i - 1;
$D[$i][$o] = $this->e[$i];
}
return new Matrix($D);
}
} // class EigenvalueDecomposition

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<?php
/**
* @package JAMA
*
* For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
* unit lower triangular matrix L, an n-by-n upper triangular matrix U,
* and a permutation vector piv of length m so that A(piv,:) = L*U.
* If m < n, then L is m-by-m and U is m-by-n.
*
* The LU decompostion with pivoting always exists, even if the matrix is
* singular, so the constructor will never fail. The primary use of the
* LU decomposition is in the solution of square systems of simultaneous
* linear equations. This will fail if isNonsingular() returns false.
*
* @author Paul Meagher
* @author Bartosz Matosiuk
* @author Michael Bommarito
* @version 1.1
* @license PHP v3.0
*/
class PHPExcel_Shared_JAMA_LUDecomposition {
const MatrixSingularException = "Can only perform operation on singular matrix.";
const MatrixSquareException = "Mismatched Row dimension";
/**
* Decomposition storage
* @var array
*/
private $LU = array();
/**
* Row dimension.
* @var int
*/
private $m;
/**
* Column dimension.
* @var int
*/
private $n;
/**
* Pivot sign.
* @var int
*/
private $pivsign;
/**
* Internal storage of pivot vector.
* @var array
*/
private $piv = array();
/**
* LU Decomposition constructor.
*
* @param $A Rectangular matrix
* @return Structure to access L, U and piv.
*/
public function __construct($A) {
if ($A instanceof PHPExcel_Shared_JAMA_Matrix) {
// Use a "left-looking", dot-product, Crout/Doolittle algorithm.
$this->LU = $A->getArray();
$this->m = $A->getRowDimension();
$this->n = $A->getColumnDimension();
for ($i = 0; $i < $this->m; ++$i) {
$this->piv[$i] = $i;
}
$this->pivsign = 1;
$LUrowi = $LUcolj = array();
// Outer loop.
for ($j = 0; $j < $this->n; ++$j) {
// Make a copy of the j-th column to localize references.
for ($i = 0; $i < $this->m; ++$i) {
$LUcolj[$i] = &$this->LU[$i][$j];
}
// Apply previous transformations.
for ($i = 0; $i < $this->m; ++$i) {
$LUrowi = $this->LU[$i];
// Most of the time is spent in the following dot product.
$kmax = min($i,$j);
$s = 0.0;
for ($k = 0; $k < $kmax; ++$k) {
$s += $LUrowi[$k] * $LUcolj[$k];
}
$LUrowi[$j] = $LUcolj[$i] -= $s;
}
// Find pivot and exchange if necessary.
$p = $j;
for ($i = $j+1; $i < $this->m; ++$i) {
if (abs($LUcolj[$i]) > abs($LUcolj[$p])) {
$p = $i;
}
}
if ($p != $j) {
for ($k = 0; $k < $this->n; ++$k) {
$t = $this->LU[$p][$k];
$this->LU[$p][$k] = $this->LU[$j][$k];
$this->LU[$j][$k] = $t;
}
$k = $this->piv[$p];
$this->piv[$p] = $this->piv[$j];
$this->piv[$j] = $k;
$this->pivsign = $this->pivsign * -1;
}
// Compute multipliers.
if (($j < $this->m) && ($this->LU[$j][$j] != 0.0)) {
for ($i = $j+1; $i < $this->m; ++$i) {
$this->LU[$i][$j] /= $this->LU[$j][$j];
}
}
}
} else {
throw new Exception(PHPExcel_Shared_JAMA_Matrix::ArgumentTypeException);
}
} // function __construct()
/**
* Get lower triangular factor.
*
* @return array Lower triangular factor
*/
public function getL() {
for ($i = 0; $i < $this->m; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i > $j) {
$L[$i][$j] = $this->LU[$i][$j];
} elseif ($i == $j) {
$L[$i][$j] = 1.0;
} else {
$L[$i][$j] = 0.0;
}
}
}
return new PHPExcel_Shared_JAMA_Matrix($L);
} // function getL()
/**
* Get upper triangular factor.
*
* @return array Upper triangular factor
*/
public function getU() {
for ($i = 0; $i < $this->n; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i <= $j) {
$U[$i][$j] = $this->LU[$i][$j];
} else {
$U[$i][$j] = 0.0;
}
}
}
return new PHPExcel_Shared_JAMA_Matrix($U);
} // function getU()
/**
* Return pivot permutation vector.
*
* @return array Pivot vector
*/
public function getPivot() {
return $this->piv;
} // function getPivot()
/**
* Alias for getPivot
*
* @see getPivot
*/
public function getDoublePivot() {
return $this->getPivot();
} // function getDoublePivot()
/**
* Is the matrix nonsingular?
*
* @return true if U, and hence A, is nonsingular.
*/
public function isNonsingular() {
for ($j = 0; $j < $this->n; ++$j) {
if ($this->LU[$j][$j] == 0) {
return false;
}
}
return true;
} // function isNonsingular()
/**
* Count determinants
*
* @return array d matrix deterninat
*/
public function det() {
if ($this->m == $this->n) {
$d = $this->pivsign;
for ($j = 0; $j < $this->n; ++$j) {
$d *= $this->LU[$j][$j];
}
return $d;
} else {
throw new Exception(PHPExcel_Shared_JAMA_Matrix::MatrixDimensionException);
}
} // function det()
/**
* Solve A*X = B
*
* @param $B A Matrix with as many rows as A and any number of columns.
* @return X so that L*U*X = B(piv,:)
* @exception IllegalArgumentException Matrix row dimensions must agree.
* @exception RuntimeException Matrix is singular.
*/
public function solve($B) {
if ($B->getRowDimension() == $this->m) {
if ($this->isNonsingular()) {
// Copy right hand side with pivoting
$nx = $B->getColumnDimension();
$X = $B->getMatrix($this->piv, 0, $nx-1);
// Solve L*Y = B(piv,:)
for ($k = 0; $k < $this->n; ++$k) {
for ($i = $k+1; $i < $this->n; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k];
}
}
}
// Solve U*X = Y;
for ($k = $this->n-1; $k >= 0; --$k) {
for ($j = 0; $j < $nx; ++$j) {
$X->A[$k][$j] /= $this->LU[$k][$k];
}
for ($i = 0; $i < $k; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k];
}
}
}
return $X;
} else {
throw new Exception(self::MatrixSingularException);
}
} else {
throw new Exception(self::MatrixSquareException);
}
} // function solve()
} // class PHPExcel_Shared_JAMA_LUDecomposition

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<?php
/**
* @package JAMA
*
* For an m-by-n matrix A with m >= n, the QR decomposition is an m-by-n
* orthogonal matrix Q and an n-by-n upper triangular matrix R so that
* A = Q*R.
*
* The QR decompostion always exists, even if the matrix does not have
* full rank, so the constructor will never fail. The primary use of the
* QR decomposition is in the least squares solution of nonsquare systems
* of simultaneous linear equations. This will fail if isFullRank()
* returns false.
*
* @author Paul Meagher
* @license PHP v3.0
* @version 1.1
*/
class PHPExcel_Shared_JAMA_QRDecomposition {
const MatrixRankException = "Can only perform operation on full-rank matrix.";
/**
* Array for internal storage of decomposition.
* @var array
*/
private $QR = array();
/**
* Row dimension.
* @var integer
*/
private $m;
/**
* Column dimension.
* @var integer
*/
private $n;
/**
* Array for internal storage of diagonal of R.
* @var array
*/
private $Rdiag = array();
/**
* QR Decomposition computed by Householder reflections.
*
* @param matrix $A Rectangular matrix
* @return Structure to access R and the Householder vectors and compute Q.
*/
public function __construct($A) {
if($A instanceof PHPExcel_Shared_JAMA_Matrix) {
// Initialize.
$this->QR = $A->getArrayCopy();
$this->m = $A->getRowDimension();
$this->n = $A->getColumnDimension();
// Main loop.
for ($k = 0; $k < $this->n; ++$k) {
// Compute 2-norm of k-th column without under/overflow.
$nrm = 0.0;
for ($i = $k; $i < $this->m; ++$i) {
$nrm = hypo($nrm, $this->QR[$i][$k]);
}
if ($nrm != 0.0) {
// Form k-th Householder vector.
if ($this->QR[$k][$k] < 0) {
$nrm = -$nrm;
}
for ($i = $k; $i < $this->m; ++$i) {
$this->QR[$i][$k] /= $nrm;
}
$this->QR[$k][$k] += 1.0;
// Apply transformation to remaining columns.
for ($j = $k+1; $j < $this->n; ++$j) {
$s = 0.0;
for ($i = $k; $i < $this->m; ++$i) {
$s += $this->QR[$i][$k] * $this->QR[$i][$j];
}
$s = -$s/$this->QR[$k][$k];
for ($i = $k; $i < $this->m; ++$i) {
$this->QR[$i][$j] += $s * $this->QR[$i][$k];
}
}
}
$this->Rdiag[$k] = -$nrm;
}
} else {
throw new Exception(PHPExcel_Shared_JAMA_Matrix::ArgumentTypeException);
}
} // function __construct()
/**
* Is the matrix full rank?
*
* @return boolean true if R, and hence A, has full rank, else false.
*/
public function isFullRank() {
for ($j = 0; $j < $this->n; ++$j) {
if ($this->Rdiag[$j] == 0) {
return false;
}
}
return true;
} // function isFullRank()
/**
* Return the Householder vectors
*
* @return Matrix Lower trapezoidal matrix whose columns define the reflections
*/
public function getH() {
for ($i = 0; $i < $this->m; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i >= $j) {
$H[$i][$j] = $this->QR[$i][$j];
} else {
$H[$i][$j] = 0.0;
}
}
}
return new PHPExcel_Shared_JAMA_Matrix($H);
} // function getH()
/**
* Return the upper triangular factor
*
* @return Matrix upper triangular factor
*/
public function getR() {
for ($i = 0; $i < $this->n; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i < $j) {
$R[$i][$j] = $this->QR[$i][$j];
} elseif ($i == $j) {
$R[$i][$j] = $this->Rdiag[$i];
} else {
$R[$i][$j] = 0.0;
}
}
}
return new PHPExcel_Shared_JAMA_Matrix($R);
} // function getR()
/**
* Generate and return the (economy-sized) orthogonal factor
*
* @return Matrix orthogonal factor
*/
public function getQ() {
for ($k = $this->n-1; $k >= 0; --$k) {
for ($i = 0; $i < $this->m; ++$i) {
$Q[$i][$k] = 0.0;
}
$Q[$k][$k] = 1.0;
for ($j = $k; $j < $this->n; ++$j) {
if ($this->QR[$k][$k] != 0) {
$s = 0.0;
for ($i = $k; $i < $this->m; ++$i) {
$s += $this->QR[$i][$k] * $Q[$i][$j];
}
$s = -$s/$this->QR[$k][$k];
for ($i = $k; $i < $this->m; ++$i) {
$Q[$i][$j] += $s * $this->QR[$i][$k];
}
}
}
}
/*
for($i = 0; $i < count($Q); ++$i) {
for($j = 0; $j < count($Q); ++$j) {
if(! isset($Q[$i][$j]) ) {
$Q[$i][$j] = 0;
}
}
}
*/
return new PHPExcel_Shared_JAMA_Matrix($Q);
} // function getQ()
/**
* Least squares solution of A*X = B
*
* @param Matrix $B A Matrix with as many rows as A and any number of columns.
* @return Matrix Matrix that minimizes the two norm of Q*R*X-B.
*/
public function solve($B) {
if ($B->getRowDimension() == $this->m) {
if ($this->isFullRank()) {
// Copy right hand side
$nx = $B->getColumnDimension();
$X = $B->getArrayCopy();
// Compute Y = transpose(Q)*B
for ($k = 0; $k < $this->n; ++$k) {
for ($j = 0; $j < $nx; ++$j) {
$s = 0.0;
for ($i = $k; $i < $this->m; ++$i) {
$s += $this->QR[$i][$k] * $X[$i][$j];
}
$s = -$s/$this->QR[$k][$k];
for ($i = $k; $i < $this->m; ++$i) {
$X[$i][$j] += $s * $this->QR[$i][$k];
}
}
}
// Solve R*X = Y;
for ($k = $this->n-1; $k >= 0; --$k) {
for ($j = 0; $j < $nx; ++$j) {
$X[$k][$j] /= $this->Rdiag[$k];
}
for ($i = 0; $i < $k; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j]* $this->QR[$i][$k];
}
}
}
$X = new PHPExcel_Shared_JAMA_Matrix($X);
return ($X->getMatrix(0, $this->n-1, 0, $nx));
} else {
throw new Exception(self::MatrixRankException);
}
} else {
throw new Exception(PHPExcel_Shared_JAMA_Matrix::MatrixDimensionException);
}
} // function solve()
} // PHPExcel_Shared_JAMA_class QRDecomposition

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<?php
/**
* @package JAMA
*
* For an m-by-n matrix A with m >= n, the singular value decomposition is
* an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and
* an n-by-n orthogonal matrix V so that A = U*S*V'.
*
* The singular values, sigma[$k] = S[$k][$k], are ordered so that
* sigma[0] >= sigma[1] >= ... >= sigma[n-1].
*
* The singular value decompostion always exists, so the constructor will
* never fail. The matrix condition number and the effective numerical
* rank can be computed from this decomposition.
*
* @author Paul Meagher
* @license PHP v3.0
* @version 1.1
*/
class SingularValueDecomposition {
/**
* Internal storage of U.
* @var array
*/
private $U = array();
/**
* Internal storage of V.
* @var array
*/
private $V = array();
/**
* Internal storage of singular values.
* @var array
*/
private $s = array();
/**
* Row dimension.
* @var int
*/
private $m;
/**
* Column dimension.
* @var int
*/
private $n;
/**
* Construct the singular value decomposition
*
* Derived from LINPACK code.
*
* @param $A Rectangular matrix
* @return Structure to access U, S and V.
*/
public function __construct($Arg) {
// Initialize.
$A = $Arg->getArrayCopy();
$this->m = $Arg->getRowDimension();
$this->n = $Arg->getColumnDimension();
$nu = min($this->m, $this->n);
$e = array();
$work = array();
$wantu = true;
$wantv = true;
$nct = min($this->m - 1, $this->n);
$nrt = max(0, min($this->n - 2, $this->m));
// Reduce A to bidiagonal form, storing the diagonal elements
// in s and the super-diagonal elements in e.
for ($k = 0; $k < max($nct,$nrt); ++$k) {
if ($k < $nct) {
// Compute the transformation for the k-th column and
// place the k-th diagonal in s[$k].
// Compute 2-norm of k-th column without under/overflow.
$this->s[$k] = 0;
for ($i = $k; $i < $this->m; ++$i) {
$this->s[$k] = hypo($this->s[$k], $A[$i][$k]);
}
if ($this->s[$k] != 0.0) {
if ($A[$k][$k] < 0.0) {
$this->s[$k] = -$this->s[$k];
}
for ($i = $k; $i < $this->m; ++$i) {
$A[$i][$k] /= $this->s[$k];
}
$A[$k][$k] += 1.0;
}
$this->s[$k] = -$this->s[$k];
}
for ($j = $k + 1; $j < $this->n; ++$j) {
if (($k < $nct) & ($this->s[$k] != 0.0)) {
// Apply the transformation.
$t = 0;
for ($i = $k; $i < $this->m; ++$i) {
$t += $A[$i][$k] * $A[$i][$j];
}
$t = -$t / $A[$k][$k];
for ($i = $k; $i < $this->m; ++$i) {
$A[$i][$j] += $t * $A[$i][$k];
}
// Place the k-th row of A into e for the
// subsequent calculation of the row transformation.
$e[$j] = $A[$k][$j];
}
}
if ($wantu AND ($k < $nct)) {
// Place the transformation in U for subsequent back
// multiplication.
for ($i = $k; $i < $this->m; ++$i) {
$this->U[$i][$k] = $A[$i][$k];
}
}
if ($k < $nrt) {
// Compute the k-th row transformation and place the
// k-th super-diagonal in e[$k].
// Compute 2-norm without under/overflow.
$e[$k] = 0;
for ($i = $k + 1; $i < $this->n; ++$i) {
$e[$k] = hypo($e[$k], $e[$i]);
}
if ($e[$k] != 0.0) {
if ($e[$k+1] < 0.0) {
$e[$k] = -$e[$k];
}
for ($i = $k + 1; $i < $this->n; ++$i) {
$e[$i] /= $e[$k];
}
$e[$k+1] += 1.0;
}
$e[$k] = -$e[$k];
if (($k+1 < $this->m) AND ($e[$k] != 0.0)) {
// Apply the transformation.
for ($i = $k+1; $i < $this->m; ++$i) {
$work[$i] = 0.0;
}
for ($j = $k+1; $j < $this->n; ++$j) {
for ($i = $k+1; $i < $this->m; ++$i) {
$work[$i] += $e[$j] * $A[$i][$j];
}
}
for ($j = $k + 1; $j < $this->n; ++$j) {
$t = -$e[$j] / $e[$k+1];
for ($i = $k + 1; $i < $this->m; ++$i) {
$A[$i][$j] += $t * $work[$i];
}
}
}
if ($wantv) {
// Place the transformation in V for subsequent
// back multiplication.
for ($i = $k + 1; $i < $this->n; ++$i) {
$this->V[$i][$k] = $e[$i];
}
}
}
}
// Set up the final bidiagonal matrix or order p.
$p = min($this->n, $this->m + 1);
if ($nct < $this->n) {
$this->s[$nct] = $A[$nct][$nct];
}
if ($this->m < $p) {
$this->s[$p-1] = 0.0;
}
if ($nrt + 1 < $p) {
$e[$nrt] = $A[$nrt][$p-1];
}
$e[$p-1] = 0.0;
// If required, generate U.
if ($wantu) {
for ($j = $nct; $j < $nu; ++$j) {
for ($i = 0; $i < $this->m; ++$i) {
$this->U[$i][$j] = 0.0;
}
$this->U[$j][$j] = 1.0;
}
for ($k = $nct - 1; $k >= 0; --$k) {
if ($this->s[$k] != 0.0) {
for ($j = $k + 1; $j < $nu; ++$j) {
$t = 0;
for ($i = $k; $i < $this->m; ++$i) {
$t += $this->U[$i][$k] * $this->U[$i][$j];
}
$t = -$t / $this->U[$k][$k];
for ($i = $k; $i < $this->m; ++$i) {
$this->U[$i][$j] += $t * $this->U[$i][$k];
}
}
for ($i = $k; $i < $this->m; ++$i ) {
$this->U[$i][$k] = -$this->U[$i][$k];
}
$this->U[$k][$k] = 1.0 + $this->U[$k][$k];
for ($i = 0; $i < $k - 1; ++$i) {
$this->U[$i][$k] = 0.0;
}
} else {
for ($i = 0; $i < $this->m; ++$i) {
$this->U[$i][$k] = 0.0;
}
$this->U[$k][$k] = 1.0;
}
}
}
// If required, generate V.
if ($wantv) {
for ($k = $this->n - 1; $k >= 0; --$k) {
if (($k < $nrt) AND ($e[$k] != 0.0)) {
for ($j = $k + 1; $j < $nu; ++$j) {
$t = 0;
for ($i = $k + 1; $i < $this->n; ++$i) {
$t += $this->V[$i][$k]* $this->V[$i][$j];
}
$t = -$t / $this->V[$k+1][$k];
for ($i = $k + 1; $i < $this->n; ++$i) {
$this->V[$i][$j] += $t * $this->V[$i][$k];
}
}
}
for ($i = 0; $i < $this->n; ++$i) {
$this->V[$i][$k] = 0.0;
}
$this->V[$k][$k] = 1.0;
}
}
// Main iteration loop for the singular values.
$pp = $p - 1;
$iter = 0;
$eps = pow(2.0, -52.0);
while ($p > 0) {
// Here is where a test for too many iterations would go.
// This section of the program inspects for negligible
// elements in the s and e arrays. On completion the
// variables kase and k are set as follows:
// kase = 1 if s(p) and e[k-1] are negligible and k<p
// kase = 2 if s(k) is negligible and k<p
// kase = 3 if e[k-1] is negligible, k<p, and
// s(k), ..., s(p) are not negligible (qr step).
// kase = 4 if e(p-1) is negligible (convergence).
for ($k = $p - 2; $k >= -1; --$k) {
if ($k == -1) {
break;
}
if (abs($e[$k]) <= $eps * (abs($this->s[$k]) + abs($this->s[$k+1]))) {
$e[$k] = 0.0;
break;
}
}
if ($k == $p - 2) {
$kase = 4;
} else {
for ($ks = $p - 1; $ks >= $k; --$ks) {
if ($ks == $k) {
break;
}
$t = ($ks != $p ? abs($e[$ks]) : 0.) + ($ks != $k + 1 ? abs($e[$ks-1]) : 0.);
if (abs($this->s[$ks]) <= $eps * $t) {
$this->s[$ks] = 0.0;
break;
}
}
if ($ks == $k) {
$kase = 3;
} else if ($ks == $p-1) {
$kase = 1;
} else {
$kase = 2;
$k = $ks;
}
}
++$k;
// Perform the task indicated by kase.
switch ($kase) {
// Deflate negligible s(p).
case 1:
$f = $e[$p-2];
$e[$p-2] = 0.0;
for ($j = $p - 2; $j >= $k; --$j) {
$t = hypo($this->s[$j],$f);
$cs = $this->s[$j] / $t;
$sn = $f / $t;
$this->s[$j] = $t;
if ($j != $k) {
$f = -$sn * $e[$j-1];
$e[$j-1] = $cs * $e[$j-1];
}
if ($wantv) {
for ($i = 0; $i < $this->n; ++$i) {
$t = $cs * $this->V[$i][$j] + $sn * $this->V[$i][$p-1];
$this->V[$i][$p-1] = -$sn * $this->V[$i][$j] + $cs * $this->V[$i][$p-1];
$this->V[$i][$j] = $t;
}
}
}
break;
// Split at negligible s(k).
case 2:
$f = $e[$k-1];
$e[$k-1] = 0.0;
for ($j = $k; $j < $p; ++$j) {
$t = hypo($this->s[$j], $f);
$cs = $this->s[$j] / $t;
$sn = $f / $t;
$this->s[$j] = $t;
$f = -$sn * $e[$j];
$e[$j] = $cs * $e[$j];
if ($wantu) {
for ($i = 0; $i < $this->m; ++$i) {
$t = $cs * $this->U[$i][$j] + $sn * $this->U[$i][$k-1];
$this->U[$i][$k-1] = -$sn * $this->U[$i][$j] + $cs * $this->U[$i][$k-1];
$this->U[$i][$j] = $t;
}
}
}
break;
// Perform one qr step.
case 3:
// Calculate the shift.
$scale = max(max(max(max(
abs($this->s[$p-1]),abs($this->s[$p-2])),abs($e[$p-2])),
abs($this->s[$k])), abs($e[$k]));
$sp = $this->s[$p-1] / $scale;
$spm1 = $this->s[$p-2] / $scale;
$epm1 = $e[$p-2] / $scale;
$sk = $this->s[$k] / $scale;
$ek = $e[$k] / $scale;
$b = (($spm1 + $sp) * ($spm1 - $sp) + $epm1 * $epm1) / 2.0;
$c = ($sp * $epm1) * ($sp * $epm1);
$shift = 0.0;
if (($b != 0.0) || ($c != 0.0)) {
$shift = sqrt($b * $b + $c);
if ($b < 0.0) {
$shift = -$shift;
}
$shift = $c / ($b + $shift);
}
$f = ($sk + $sp) * ($sk - $sp) + $shift;
$g = $sk * $ek;
// Chase zeros.
for ($j = $k; $j < $p-1; ++$j) {
$t = hypo($f,$g);
$cs = $f/$t;
$sn = $g/$t;
if ($j != $k) {
$e[$j-1] = $t;
}
$f = $cs * $this->s[$j] + $sn * $e[$j];
$e[$j] = $cs * $e[$j] - $sn * $this->s[$j];
$g = $sn * $this->s[$j+1];
$this->s[$j+1] = $cs * $this->s[$j+1];
if ($wantv) {
for ($i = 0; $i < $this->n; ++$i) {
$t = $cs * $this->V[$i][$j] + $sn * $this->V[$i][$j+1];
$this->V[$i][$j+1] = -$sn * $this->V[$i][$j] + $cs * $this->V[$i][$j+1];
$this->V[$i][$j] = $t;
}
}
$t = hypo($f,$g);
$cs = $f/$t;
$sn = $g/$t;
$this->s[$j] = $t;
$f = $cs * $e[$j] + $sn * $this->s[$j+1];
$this->s[$j+1] = -$sn * $e[$j] + $cs * $this->s[$j+1];
$g = $sn * $e[$j+1];
$e[$j+1] = $cs * $e[$j+1];
if ($wantu && ($j < $this->m - 1)) {
for ($i = 0; $i < $this->m; ++$i) {
$t = $cs * $this->U[$i][$j] + $sn * $this->U[$i][$j+1];
$this->U[$i][$j+1] = -$sn * $this->U[$i][$j] + $cs * $this->U[$i][$j+1];
$this->U[$i][$j] = $t;
}
}
}
$e[$p-2] = $f;
$iter = $iter + 1;
break;
// Convergence.
case 4:
// Make the singular values positive.
if ($this->s[$k] <= 0.0) {
$this->s[$k] = ($this->s[$k] < 0.0 ? -$this->s[$k] : 0.0);
if ($wantv) {
for ($i = 0; $i <= $pp; ++$i) {
$this->V[$i][$k] = -$this->V[$i][$k];
}
}
}
// Order the singular values.
while ($k < $pp) {
if ($this->s[$k] >= $this->s[$k+1]) {
break;
}
$t = $this->s[$k];
$this->s[$k] = $this->s[$k+1];
$this->s[$k+1] = $t;
if ($wantv AND ($k < $this->n - 1)) {
for ($i = 0; $i < $this->n; ++$i) {
$t = $this->V[$i][$k+1];
$this->V[$i][$k+1] = $this->V[$i][$k];
$this->V[$i][$k] = $t;
}
}
if ($wantu AND ($k < $this->m-1)) {
for ($i = 0; $i < $this->m; ++$i) {
$t = $this->U[$i][$k+1];
$this->U[$i][$k+1] = $this->U[$i][$k];
$this->U[$i][$k] = $t;
}
}
++$k;
}
$iter = 0;
--$p;
break;
} // end switch
} // end while
} // end constructor
/**
* Return the left singular vectors
*
* @access public
* @return U
*/
public function getU() {
return new Matrix($this->U, $this->m, min($this->m + 1, $this->n));
}
/**
* Return the right singular vectors
*
* @access public
* @return V
*/
public function getV() {
return new Matrix($this->V);
}
/**
* Return the one-dimensional array of singular values
*
* @access public
* @return diagonal of S.
*/
public function getSingularValues() {
return $this->s;
}
/**
* Return the diagonal matrix of singular values
*
* @access public
* @return S
*/
public function getS() {
for ($i = 0; $i < $this->n; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
$S[$i][$j] = 0.0;
}
$S[$i][$i] = $this->s[$i];
}
return new Matrix($S);
}
/**
* Two norm
*
* @access public
* @return max(S)
*/
public function norm2() {
return $this->s[0];
}
/**
* Two norm condition number
*
* @access public
* @return max(S)/min(S)
*/
public function cond() {
return $this->s[0] / $this->s[min($this->m, $this->n) - 1];
}
/**
* Effective numerical matrix rank
*
* @access public
* @return Number of nonnegligible singular values.
*/
public function rank() {
$eps = pow(2.0, -52.0);
$tol = max($this->m, $this->n) * $this->s[0] * $eps;
$r = 0;
for ($i = 0; $i < count($this->s); ++$i) {
if ($this->s[$i] > $tol) {
++$r;
}
}
return $r;
}
} // class SingularValueDecomposition

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<?php
/**
* quadratic (p-o)'S'S(p-o)
* solve for o, S
* S is a single scale factor
*/
class LMQuadTest {
/**
* @param array[] $x
* @param array[] $a
*/
function val($x, $a) {
if (count($a) != 3) die ("Wrong number of elements in array a");
if (count($x) != 2) die ("Wrong number of elements in array x");
$ox = $a[0];
$oy = $a[1];
$s = $a[2];
$sdx = $s * ($x[0] - $ox);
$sdy = $s * ($x[1] - $oy);
return ($sdx * $sdx) + ($sdy * $sdy);
} // function val()
/**
* z = (p-o)'S'S(p-o)
* dz/dp = 2S'S(p-o)
*
* z = (s*(px-ox))^2 + (s*(py-oy))^2
* dz/dox = -2(s*(px-ox))*s
* dz/ds = 2*s*[(px-ox)^2 + (py-oy)^2]
*
* z = (s*dx)^2 + (s*dy)^2
* dz/ds = 2(s*dx)*dx + 2(s*dy)*dy
*
* @param array[] $x
* @param array[] $a
* @param int $a_k
* @param array[] $a
*/
function grad($x, $a, $a_k) {
if (count($a) != 3) die ("Wrong number of elements in array a");
if (count($x) != 2) die ("Wrong number of elements in array x");
if ($a_k < 3) die ("a_k=".$a_k);
$ox = $a[0];
$oy = $a[1];
$s = $a[2];
$dx = ($x[0] - $ox);
$dy = ($x[1] - $oy);
if ($a_k == 0)
return -2.*$s*$s*$dx;
elseif ($a_k == 1)
return -2.*$s*$s*$dy;
else
return 2.*$s*($dx*$dx + $dy*$dy);
} // function grad()
/**
* @return array[] $a
*/
function initial() {
$a[0] = 0.05;
$a[1] = 0.1;
$a[2] = 1.0;
return $a;
} // function initial()
/**
* @return Object[] $a
*/
function testdata() {
$npts = 25;
$a[0] = 0.;
$a[1] = 0.;
$a[2] = 0.9;
$i = 0;
for ($r = -2; $r <= 2; ++$r) {
for ($c = -2; $c <= 2; ++$c) {
$x[$i][0] = $c;
$x[$i][1] = $r;
$y[$i] = $this->val($x[$i], $a);
print("Quad ".$c.",".$r." -> ".$y[$i]."<br />");
$s[$i] = 1.;
++$i;
}
}
print("quad x= ");
$qx = new Matrix($x);
$qx->print(10, 2);
print("quad y= ");
$qy = new Matrix($y, $npts);
$qy->print(10, 2);
$o[0] = $x;
$o[1] = $a;
$o[2] = $y;
$o[3] = $s;
return $o;
} // function testdata()
} // class LMQuadTest

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<?php
require_once "../Matrix.php";
/**
* Given n points (x0,y0)...(xn-1,yn-1), the following methid computes
* the polynomial factors of the n-1't degree polynomial passing through
* the n points.
*
* Example: Passing in three points (2,3) (1,4) and (3,7) will produce
* the results [2.5, -8.5, 10] which means that the points are on the
* curve y = 2.5x² - 8.5x + 10.
*
* @see http://geosoft.no/software/lagrange/LagrangeInterpolation.java.html
* @author Jacob Dreyer
* @author Paul Meagher (port to PHP and minor changes)
*
* @param x[] float
* @param y[] float
*/
class LagrangeInterpolation {
public function findPolynomialFactors($x, $y) {
$n = count($x);
$data = array(); // double[n][n];
$rhs = array(); // double[n];
for ($i = 0; $i < $n; ++$i) {
$v = 1;
for ($j = 0; $j < $n; ++$j) {
$data[$i][$n-$j-1] = $v;
$v *= $x[$i];
}
$rhs[$i] = $y[$i];
}
// Solve m * s = b
$m = new Matrix($data);
$b = new Matrix($rhs, $n);
$s = $m->solve($b);
return $s->getRowPackedCopy();
} // function findPolynomialFactors()
} // class LagrangeInterpolation
$x = array(2.0, 1.0, 3.0);
$y = array(3.0, 4.0, 7.0);
$li = new LagrangeInterpolation;
$f = $li->findPolynomialFactors($x, $y);
for ($i = 0; $i < 3; ++$i) {
echo $f[$i]."<br />";
}

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<?php
require_once "../Matrix.php";
/**
* Given n points (x0,y0)...(xn-1,yn-1), the following method computes
* the polynomial factors of the n-1't degree polynomial passing through
* the n points.
*
* Example: Passing in three points (2,3) (1,4) and (3,7) will produce
* the results [2.5, -8.5, 10] which means that the points are on the
* curve y = 2.5x² - 8.5x + 10.
*
* @see http://geosoft.no/software/lagrange/LagrangeInterpolation.java.html
* @see http://source.freehep.org/jcvsweb/ilc/LCSIM/wdview/lcsim/src/org/lcsim/fit/polynomial/PolynomialFitter.java
* @author Jacob Dreyer
* @author Paul Meagher (port to PHP and minor changes)
*
* @param x[] float
* @param y[] float
*/
class LagrangeInterpolation {
public function findPolynomialFactors($x, $y) {
$n = count($x);
$data = array(); // double[n][n];
$rhs = array(); // double[n];
for ($i = 0; $i < $n; ++$i) {
$v = 1;
for ($j = 0; $j < $n; ++$j) {
$data[$i][$n-$j-1] = $v;
$v *= $x[$i];
}
$rhs[$i] = $y[$i];
}
// Solve m * s = b
$m = new Matrix($data);
$b = new Matrix($rhs, $n);
$s = $m->solve($b);
return $s->getRowPackedCopy();
} // function findPolynomialFactors()
} // class LagrangeInterpolation
$x = array(2.0, 1.0, 3.0);
$y = array(3.0, 4.0, 7.0);
$li = new LagrangeInterpolation;
$f = $li->findPolynomialFactors($x, $y);
for ($i = 0; $i < 3; ++$i) {
echo $f[$i]."<br />";
}

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<?php
// Levenberg-Marquardt in PHP
// http://www.idiom.com/~zilla/Computer/Javanumeric/LM.java
class LevenbergMarquardt {
/**
* Calculate the current sum-squared-error
*
* Chi-squared is the distribution of squared Gaussian errors,
* thus the name.
*
* @param double[][] $x
* @param double[] $a
* @param double[] $y,
* @param double[] $s,
* @param object $f
*/
function chiSquared($x, $a, $y, $s, $f) {
$npts = count($y);
$sum = 0.0;
for ($i = 0; $i < $npts; ++$i) {
$d = $y[$i] - $f->val($x[$i], $a);
$d = $d / $s[$i];
$sum = $sum + ($d*$d);
}
return $sum;
} // function chiSquared()
/**
* Minimize E = sum {(y[k] - f(x[k],a)) / s[k]}^2
* The individual errors are optionally scaled by s[k].
* Note that LMfunc implements the value and gradient of f(x,a),
* NOT the value and gradient of E with respect to a!
*
* @param x array of domain points, each may be multidimensional
* @param y corresponding array of values
* @param a the parameters/state of the model
* @param vary false to indicate the corresponding a[k] is to be held fixed
* @param s2 sigma^2 for point i
* @param lambda blend between steepest descent (lambda high) and
* jump to bottom of quadratic (lambda zero).
* Start with 0.001.
* @param termepsilon termination accuracy (0.01)
* @param maxiter stop and return after this many iterations if not done
* @param verbose set to zero (no prints), 1, 2
*
* @return the new lambda for future iterations.
* Can use this and maxiter to interleave the LM descent with some other
* task, setting maxiter to something small.
*/
function solve($x, $a, $y, $s, $vary, $f, $lambda, $termepsilon, $maxiter, $verbose) {
$npts = count($y);
$nparm = count($a);
if ($verbose > 0) {
print("solve x[".count($x)."][".count($x[0])."]");
print(" a[".count($a)."]");
println(" y[".count(length)."]");
}
$e0 = $this->chiSquared($x, $a, $y, $s, $f);
//double lambda = 0.001;
$done = false;
// g = gradient, H = hessian, d = step to minimum
// H d = -g, solve for d
$H = array();
$g = array();
//double[] d = new double[nparm];
$oos2 = array();
for($i = 0; $i < $npts; ++$i) {
$oos2[$i] = 1./($s[$i]*$s[$i]);
}
$iter = 0;
$term = 0; // termination count test
do {
++$iter;
// hessian approximation
for( $r = 0; $r < $nparm; ++$r) {
for( $c = 0; $c < $nparm; ++$c) {
for( $i = 0; $i < $npts; ++$i) {
if ($i == 0) $H[$r][$c] = 0.;
$xi = $x[$i];
$H[$r][$c] += ($oos2[$i] * $f->grad($xi, $a, $r) * $f->grad($xi, $a, $c));
} //npts
} //c
} //r
// boost diagonal towards gradient descent
for( $r = 0; $r < $nparm; ++$r)
$H[$r][$r] *= (1. + $lambda);
// gradient
for( $r = 0; $r < $nparm; ++$r) {
for( $i = 0; $i < $npts; ++$i) {
if ($i == 0) $g[$r] = 0.;
$xi = $x[$i];
$g[$r] += ($oos2[$i] * ($y[$i]-$f->val($xi,$a)) * $f->grad($xi, $a, $r));
}
} //npts
// scale (for consistency with NR, not necessary)
if ($false) {
for( $r = 0; $r < $nparm; ++$r) {
$g[$r] = -0.5 * $g[$r];
for( $c = 0; $c < $nparm; ++$c) {
$H[$r][$c] *= 0.5;
}
}
}
// solve H d = -g, evaluate error at new location
//double[] d = DoubleMatrix.solve(H, g);
// double[] d = (new Matrix(H)).lu().solve(new Matrix(g, nparm)).getRowPackedCopy();
//double[] na = DoubleVector.add(a, d);
// double[] na = (new Matrix(a, nparm)).plus(new Matrix(d, nparm)).getRowPackedCopy();
// double e1 = chiSquared(x, na, y, s, f);
// if (verbose > 0) {
// System.out.println("\n\niteration "+iter+" lambda = "+lambda);
// System.out.print("a = ");
// (new Matrix(a, nparm)).print(10, 2);
// if (verbose > 1) {
// System.out.print("H = ");
// (new Matrix(H)).print(10, 2);
// System.out.print("g = ");
// (new Matrix(g, nparm)).print(10, 2);
// System.out.print("d = ");
// (new Matrix(d, nparm)).print(10, 2);
// }
// System.out.print("e0 = " + e0 + ": ");
// System.out.print("moved from ");
// (new Matrix(a, nparm)).print(10, 2);
// System.out.print("e1 = " + e1 + ": ");
// if (e1 < e0) {
// System.out.print("to ");
// (new Matrix(na, nparm)).print(10, 2);
// } else {
// System.out.println("move rejected");
// }
// }
// termination test (slightly different than NR)
// if (Math.abs(e1-e0) > termepsilon) {
// term = 0;
// } else {
// term++;
// if (term == 4) {
// System.out.println("terminating after " + iter + " iterations");
// done = true;
// }
// }
// if (iter >= maxiter) done = true;
// in the C++ version, found that changing this to e1 >= e0
// was not a good idea. See comment there.
//
// if (e1 > e0 || Double.isNaN(e1)) { // new location worse than before
// lambda *= 10.;
// } else { // new location better, accept new parameters
// lambda *= 0.1;
// e0 = e1;
// // simply assigning a = na will not get results copied back to caller
// for( int i = 0; i < nparm; i++ ) {
// if (vary[i]) a[i] = na[i];
// }
// }
} while(!$done);
return $lambda;
} // function solve()
} // class LevenbergMarquardt

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<?php
/**
* @package JAMA
*/
require_once "../Matrix.php";
/**
* Example of use of Matrix Class, featuring magic squares.
*/
class MagicSquareExample {
/**
* Generate magic square test matrix.
* @param int n dimension of matrix
*/
function magic($n) {
// Odd order
if (($n % 2) == 1) {
$a = ($n+1)/2;
$b = ($n+1);
for ($j = 0; $j < $n; ++$j)
for ($i = 0; $i < $n; ++$i)
$M[$i][$j] = $n*(($i+$j+$a) % $n) + (($i+2*$j+$b) % $n) + 1;
// Doubly Even Order
} else if (($n % 4) == 0) {
for ($j = 0; $j < $n; ++$j) {
for ($i = 0; $i < $n; ++$i) {
if ((($i+1)/2)%2 == (($j+1)/2)%2)
$M[$i][$j] = $n*$n-$n*$i-$j;
else
$M[$i][$j] = $n*$i+$j+1;
}
}
// Singly Even Order
} else {
$p = $n/2;
$k = ($n-2)/4;
$A = $this->magic($p);
$M = array();
for ($j = 0; $j < $p; ++$j) {
for ($i = 0; $i < $p; ++$i) {
$aij = $A->get($i,$j);
$M[$i][$j] = $aij;
$M[$i][$j+$p] = $aij + 2*$p*$p;
$M[$i+$p][$j] = $aij + 3*$p*$p;
$M[$i+$p][$j+$p] = $aij + $p*$p;
}
}
for ($i = 0; $i < $p; ++$i) {
for ($j = 0; $j < $k; ++$j) {
$t = $M[$i][$j];
$M[$i][$j] = $M[$i+$p][$j];
$M[$i+$p][$j] = $t;
}
for ($j = $n-$k+1; $j < $n; ++$j) {
$t = $M[$i][$j];
$M[$i][$j] = $M[$i+$p][$j];
$M[$i+$p][$j] = $t;
}
}
$t = $M[$k][0]; $M[$k][0] = $M[$k+$p][0]; $M[$k+$p][0] = $t;
$t = $M[$k][$k]; $M[$k][$k] = $M[$k+$p][$k]; $M[$k+$p][$k] = $t;
}
return new Matrix($M);
}
/**
* Simple function to replicate PHP 5 behaviour
*/
function microtime_float() {
list($usec, $sec) = explode(" ", microtime());
return ((float)$usec + (float)$sec);
}
/**
* Tests LU, QR, SVD and symmetric Eig decompositions.
*
* n = order of magic square.
* trace = diagonal sum, should be the magic sum, (n^3 + n)/2.
* max_eig = maximum eigenvalue of (A + A')/2, should equal trace.
* rank = linear algebraic rank, should equal n if n is odd,
* be less than n if n is even.
* cond = L_2 condition number, ratio of singular values.
* lu_res = test of LU factorization, norm1(L*U-A(p,:))/(n*eps).
* qr_res = test of QR factorization, norm1(Q*R-A)/(n*eps).
*/
function main() {
?>
<p>Test of Matrix Class, using magic squares.</p>
<p>See MagicSquareExample.main() for an explanation.</p>
<table border='1' cellspacing='0' cellpadding='4'>
<tr>
<th>n</th>
<th>trace</th>
<th>max_eig</th>
<th>rank</th>
<th>cond</th>
<th>lu_res</th>
<th>qr_res</th>
</tr>
<?php
$start_time = $this->microtime_float();
$eps = pow(2.0,-52.0);
for ($n = 3; $n <= 6; ++$n) {
echo "<tr>";
echo "<td align='right'>$n</td>";
$M = $this->magic($n);
$t = (int) $M->trace();
echo "<td align='right'>$t</td>";
$O = $M->plus($M->transpose());
$E = new EigenvalueDecomposition($O->times(0.5));
$d = $E->getRealEigenvalues();
echo "<td align='right'>".$d[$n-1]."</td>";
$r = $M->rank();
echo "<td align='right'>".$r."</td>";
$c = $M->cond();
if ($c < 1/$eps)
echo "<td align='right'>".sprintf("%.3f",$c)."</td>";
else
echo "<td align='right'>Inf</td>";
$LU = new LUDecomposition($M);
$L = $LU->getL();
$U = $LU->getU();
$p = $LU->getPivot();
// Java version: R = L.times(U).minus(M.getMatrix(p,0,n-1));
$S = $L->times($U);
$R = $S->minus($M->getMatrix($p,0,$n-1));
$res = $R->norm1()/($n*$eps);
echo "<td align='right'>".sprintf("%.3f",$res)."</td>";
$QR = new QRDecomposition($M);
$Q = $QR->getQ();
$R = $QR->getR();
$S = $Q->times($R);
$R = $S->minus($M);
$res = $R->norm1()/($n*$eps);
echo "<td align='right'>".sprintf("%.3f",$res)."</td>";
echo "</tr>";
}
echo "<table>";
echo "<br />";
$stop_time = $this->microtime_float();
$etime = $stop_time - $start_time;
echo "<p>Elapsed time is ". sprintf("%.4f",$etime) ." seconds.</p>";
}
}
$magic = new MagicSquareExample();
$magic->main();
?>

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<?php
error_reporting(E_ALL);
/**
* @package JAMA
*/
require_once '../Matrix.php';
require_once 'Stats.php';
/**
* Example of use of Matrix Class, featuring magic squares.
*/
class Benchmark {
public $stat;
/**
* Simple function to replicate PHP 5 behaviour
*/
function microtime_float() {
list($usec, $sec) = explode(" ", microtime());
return ((float)$usec + (float)$sec);
} // function microtime_float()
function displayStats($times = null) {
$this->stat->setData($times);
$stats = $this->stat->calcFull();
echo '<table style="margin-left:32px;">';
echo '<tr><td style="text-align:right;"><b>n:</b><td style="text-align:right;">' . $stats['count'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>Mean:</b><td style="text-align:right;">' . $stats['mean'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>Min.:</b><td style="text-align:right;">' . $stats['min'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>Max.:</b><td style="text-align:right;">' . $stats['max'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>&sigma;:</b><td style="text-align:right;">' . $stats['stdev'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>Variance:</b><td style="text-align:right;">' . $stats['variance'] . ' </td></tr>';
echo '<tr><td style="text-align:right;"><b>Range:</b><td style="text-align:right;">' . $stats['range'] . ' </td></tr>';
echo '</table>';
return $stats;
} // function displayStats()
function runEig($n = 4, $t = 100) {
$times = array();
for ($i = 0; $i < $t; ++$i) {
$M = Matrix::random($n, $n);
$start_time = $this->microtime_float();
$E = new EigenvalueDecomposition($M);
$stop_time = $this->microtime_float();
$times[] = $stop_time - $start_time;
}
return $times;
} // function runEig()
function runLU($n = 4, $t = 100) {
$times = array();
for ($i = 0; $i < $t; ++$i) {
$M = Matrix::random($n, $n);
$start_time = $this->microtime_float();
$E = new LUDecomposition($M);
$stop_time = $this->microtime_float();
$times[] = $stop_time - $start_time;
}
return $times;
} // function runLU()
function runQR($n = 4, $t = 100) {
$times = array();
for ($i = 0; $i < $t; ++$i) {
$M = Matrix::random($n, $n);
$start_time = $this->microtime_float();
$E = new QRDecomposition($M);
$stop_time = $this->microtime_float();
$times[] = $stop_time - $start_time;
}
return $times;
} // function runQR()
function runCholesky($n = 4, $t = 100) {
$times = array();
for ($i = 0; $i < $t; ++$i) {
$M = Matrix::random($n, $n);
$start_time = $this->microtime_float();
$E = new CholeskyDecomposition($M);
$stop_time = $this->microtime_float();
$times[] = $stop_time - $start_time;
}
return $times;
} // function runCholesky()
function runSVD($n = 4, $t = 100) {
$times = array();
for ($i = 0; $i < $t; ++$i) {
$M = Matrix::random($n, $n);
$start_time = $this->microtime_float();
$E = new SingularValueDecomposition($M);
$stop_time = $this->microtime_float();
$times[] = $stop_time - $start_time;
}
return $times;
} // function runSVD()
function run() {
$n = 8;
$t = 16;
$sum = 0;
echo "<b>Cholesky decomposition: $t random {$n}x{$n} matrices</b><br />";
$r = $this->displayStats($this->runCholesky($n, $t));
$sum += $r['mean'] * $n;
echo '<hr />';
echo "<b>Eigenvalue decomposition: $t random {$n}x{$n} matrices</b><br />";
$r = $this->displayStats($this->runEig($n, $t));
$sum += $r['mean'] * $n;
echo '<hr />';
echo "<b>LU decomposition: $t random {$n}x{$n} matrices</b><br />";
$r = $this->displayStats($this->runLU($n, $t));
$sum += $r['mean'] * $n;
echo '<hr />';
echo "<b>QR decomposition: $t random {$n}x{$n} matrices</b><br />";
$r = $this->displayStats($this->runQR($n, $t));
$sum += $r['mean'] * $n;
echo '<hr />';
echo "<b>Singular Value decomposition: $t random {$n}x{$n} matrices</b><br />";
$r = $this->displayStats($this->runSVD($n, $t));
$sum += $r['mean'] * $n;
return $sum;
} // function run()
public function __construct() {
$this->stat = new Base();
} // function Benchmark()
} // class Benchmark (end MagicSquareExample)
$benchmark = new Benchmark();
switch($_REQUEST['decomposition']) {
case 'cholesky':
$m = array();
for ($i = 2; $i <= 8; $i *= 2) {
$t = 32 / $i;
echo "<b>Cholesky decomposition: $t random {$i}x{$i} matrices</b><br />";
$s = $benchmark->displayStats($benchmark->runCholesky($i, $t));
$m[$i] = $s['mean'];
echo "<br />";
}
echo '<pre>';
foreach($m as $x => $y) {
echo "$x\t" . 1000*$y . "\n";
}
echo '</pre>';
break;
case 'eigenvalue':
$m = array();
for ($i = 2; $i <= 8; $i *= 2) {
$t = 32 / $i;
echo "<b>Eigenvalue decomposition: $t random {$i}x{$i} matrices</b><br />";
$s = $benchmark->displayStats($benchmark->runEig($i, $t));
$m[$i] = $s['mean'];
echo "<br />";
}
echo '<pre>';
foreach($m as $x => $y) {
echo "$x\t" . 1000*$y . "\n";
}
echo '</pre>';
break;
case 'lu':
$m = array();
for ($i = 2; $i <= 8; $i *= 2) {
$t = 32 / $i;
echo "<b>LU decomposition: $t random {$i}x{$i} matrices</b><br />";
$s = $benchmark->displayStats($benchmark->runLU($i, $t));
$m[$i] = $s['mean'];
echo "<br />";
}
echo '<pre>';
foreach($m as $x => $y) {
echo "$x\t" . 1000*$y . "\n";
}
echo '</pre>';
break;
case 'qr':
$m = array();
for ($i = 2; $i <= 8; $i *= 2) {
$t = 32 / $i;
echo "<b>QR decomposition: $t random {$i}x{$i} matrices</b><br />";
$s = $benchmark->displayStats($benchmark->runQR($i, $t));
$m[$i] = $s['mean'];
echo "<br />";
}
echo '<pre>';
foreach($m as $x => $y) {
echo "$x\t" . 1000*$y . "\n";
}
echo '</pre>';
break;
case 'svd':
$m = array();
for($i = 2; $i <= 8; $i *= 2) {
$t = 32 / $i;
echo "<b>Singular value decomposition: $t random {$i}x{$i} matrices</b><br />";
$s = $benchmark->displayStats($benchmark->runSVD($i, $t));
$m[$i] = $s['mean'];
echo "<br />";
}
echo '<pre>';
foreach($m as $x => $y) {
echo "$x\t" . 1000*$y . "\n";
}
echo '</pre>';
break;
case 'all':
$s = $benchmark->run();
print("<br /><b>Total<b>: {$s}s<br />");
break;
default:
?>
<ul>
<li><a href="benchmark.php?decomposition=all">Complete Benchmark</a>
<ul>
<li><a href="benchmark.php?decomposition=cholesky">Cholesky</a></li>
<li><a href="benchmark.php?decomposition=eigenvalue">Eigenvalue</a></li>
<li><a href="benchmark.php?decomposition=lu">LU</a></li>
<li><a href="benchmark.php?decomposition=qr">QR</a></li>
<li><a href="benchmark.php?decomposition=svd">Singular Value</a></li>
</ul>
</li>
</ul>
<?php
break;
}

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<?php
require_once "../Matrix.php";
/*
* @package JAMA
* @author Michael Bommarito
* @author Paul Meagher
* @version 0.1
*
* Function to fit an order n polynomial function through
* a series of x-y data points using least squares.
*
* @param $X array x values
* @param $Y array y values
* @param $n int order of polynomial to be used for fitting
* @returns array $coeffs of polynomial coefficients
* Pre-Conditions: the system is not underdetermined: sizeof($X) > $n+1
*/
function polyfit($X, $Y, $n) {
for ($i = 0; $i < sizeof($X); ++$i)
for ($j = 0; $j <= $n; ++$j)
$A[$i][$j] = pow($X[$i], $j);
for ($i=0; $i < sizeof($Y); ++$i)
$B[$i] = array($Y[$i]);
$matrixA = new Matrix($A);
$matrixB = new Matrix($B);
$C = $matrixA->solve($matrixB);
return $C->getMatrix(0, $n, 0, 1);
}
function printpoly( $C = null ) {
for($i = $C->m - 1; $i >= 0; --$i) {
$r = $C->get($i, 0);
if ( abs($r) <= pow(10, -9) )
$r = 0;
if ($i == $C->m - 1)
echo $r . "x<sup>$i</sup>";
else if ($i < $C->m - 1)
echo " + " . $r . "x<sup>$i</sup>";
else if ($i == 0)
echo " + " . $r;
}
}
$X = array(0,1,2,3,4,5);
$Y = array(4,3,12,67,228, 579);
$points = new Matrix(array($X, $Y));
$points->toHTML();
printpoly(polyfit($X, $Y, 4));
echo '<hr />';
$X = array(0,1,2,3,4,5);
$Y = array(1,2,5,10,17, 26);
$points = new Matrix(array($X, $Y));
$points->toHTML();
printpoly(polyfit($X, $Y, 2));
echo '<hr />';
$X = array(0,1,2,3,4,5,6);
$Y = array(-90,-104,-178,-252,-26, 1160, 4446);
$points = new Matrix(array($X, $Y));
$points->toHTML();
printpoly(polyfit($X, $Y, 5));
echo '<hr />';
$X = array(0,1,2,3,4);
$Y = array(mt_rand(0, 10), mt_rand(40, 80), mt_rand(240, 400), mt_rand(1800, 2215), mt_rand(8000, 9000));
$points = new Matrix(array($X, $Y));
$points->toHTML();
printpoly(polyfit($X, $Y, 3));
?>

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<?php
include "../Matrix.php";
/**
* Tiling of matrix X in [rowWise by colWise] dimension. Tiling
* creates a larger matrix than the original data X. Example, if
* X is to be tiled in a [3 x 4] manner, then:
*
* / \
* | X X X X |
* C = | X X X X |
* | X X X X |
* \ /
*
* @param X Matrix
* @param rowWise int
* @param colWise int
* @return Matrix
*/
function tile(&$X, $rowWise, $colWise){
$xArray = $X->getArray();
print_r($xArray);
$countRow = 0;
$countColumn = 0;
$m = $X->getRowDimension();
$n = $X->getColumnDimension();
if( $rowWise<1 || $colWise<1 ){
die("tile : Array index is out-of-bound.");
}
$newRowDim = $m*$rowWise;
$newColDim = $n*$colWise;
$result = array();
for($i=0 ; $i<$newRowDim; ++$i) {
$holder = array();
for($j=0 ; $j<$newColDim ; ++$j) {
$holder[$j] = $xArray[$countRow][$countColumn++];
// reset the column-index to zero to avoid reference to out-of-bound index in xArray[][]
if($countColumn == $n) { $countColumn = 0; }
} // end for
++$countRow;
// reset the row-index to zero to avoid reference to out-of-bound index in xArray[][]
if($countRow == $m) { $countRow = 0; }
$result[$i] = $holder;
} // end for
return new Matrix($result);
}
$X =array(1,2,3,4,5,6,7,8,9);
$nRow = 3;
$nCol = 3;
$tiled_matrix = tile(new Matrix($X), $nRow, $nCol);
echo "<pre>";
print_r($tiled_matrix);
echo "</pre>";
?>

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<?php
require_once "../Matrix.php";
class TestMatrix {
function TestMatrix() {
// define test variables
$errorCount = 0;
$warningCount = 0;
$columnwise = array(1.,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.);
$rowwise = array(1.,4.,7.,10.,2.,5.,8.,11.,3.,6.,9.,12.);
$avals = array(array(1.,4.,7.,10.),array(2.,5.,8.,11.),array(3.,6.,9.,12.));
$rankdef = $avals;
$tvals = array(array(1.,2.,3.),array(4.,5.,6.),array(7.,8.,9.),array(10.,11.,12.));
$subavals = array(array(5.,8.,11.),array(6.,9.,12.));
$rvals = array(array(1.,4.,7.),array(2.,5.,8.,11.),array(3.,6.,9.,12.));
$pvals = array(array(1.,1.,1.),array(1.,2.,3.),array(1.,3.,6.));
$ivals = array(array(1.,0.,0.,0.),array(0.,1.,0.,0.),array(0.,0.,1.,0.));
$evals = array(array(0.,1.,0.,0.),array(1.,0.,2.e-7,0.),array(0.,-2.e-7,0.,1.),array(0.,0.,1.,0.));
$square = array(array(166.,188.,210.),array(188.,214.,240.),array(210.,240.,270.));
$sqSolution = array(array(13.),array(15.));
$condmat = array(array(1.,3.),array(7.,9.));
$rows = 3;
$cols = 4;
$invalidID = 5; /* should trigger bad shape for construction with val */
$raggedr = 0; /* (raggedr,raggedc) should be out of bounds in ragged array */
$raggedc = 4;
$validID = 3; /* leading dimension of intended test Matrices */
$nonconformld = 4; /* leading dimension which is valid, but nonconforming */
$ib = 1; /* index ranges for sub Matrix */
$ie = 2;
$jb = 1;
$je = 3;
$rowindexset = array(1,2);
$badrowindexset = array(1,3);
$columnindexset = array(1,2,3);
$badcolumnindexset = array(1,2,4);
$columnsummax = 33.;
$rowsummax = 30.;
$sumofdiagonals = 15;
$sumofsquares = 650;
/**
* Test matrix methods
*/
/**
* Constructors and constructor-like methods:
*
* Matrix(double[], int)
* Matrix(double[][])
* Matrix(int, int)
* Matrix(int, int, double)
* Matrix(int, int, double[][])
* constructWithCopy(double[][])
* random(int,int)
* identity(int)
*/
echo "<p>Testing constructors and constructor-like methods...</p>";
$A = new Matrix($columnwise, 3);
if($A instanceof Matrix) {
$this->try_success("Column-packed constructor...");
} else
$errorCount = $this->try_failure($errorCount, "Column-packed constructor...", "Unable to construct Matrix");
$T = new Matrix($tvals);
if($T instanceof Matrix)
$this->try_success("2D array constructor...");
else
$errorCount = $this->try_failure($errorCount, "2D array constructor...", "Unable to construct Matrix");
$A = new Matrix($columnwise, $validID);
$B = new Matrix($avals);
$tmp = $B->get(0,0);
$avals[0][0] = 0.0;
$C = $B->minus($A);
$avals[0][0] = $tmp;
$B = Matrix::constructWithCopy($avals);
$tmp = $B->get(0,0);
$avals[0][0] = 0.0;
/** check that constructWithCopy behaves properly **/
if ( ( $tmp - $B->get(0,0) ) != 0.0 )
$errorCount = $this->try_failure($errorCount,"constructWithCopy... ","copy not effected... data visible outside");
else
$this->try_success("constructWithCopy... ","");
$I = new Matrix($ivals);
if ( $this->checkMatrices($I,Matrix::identity(3,4)) )
$this->try_success("identity... ","");
else
$errorCount = $this->try_failure($errorCount,"identity... ","identity Matrix not successfully created");
/**
* Access Methods:
*
* getColumnDimension()
* getRowDimension()
* getArray()
* getArrayCopy()
* getColumnPackedCopy()
* getRowPackedCopy()
* get(int,int)
* getMatrix(int,int,int,int)
* getMatrix(int,int,int[])
* getMatrix(int[],int,int)
* getMatrix(int[],int[])
* set(int,int,double)
* setMatrix(int,int,int,int,Matrix)
* setMatrix(int,int,int[],Matrix)
* setMatrix(int[],int,int,Matrix)
* setMatrix(int[],int[],Matrix)
*/
print "<p>Testing access methods...</p>";
$B = new Matrix($avals);
if($B->getRowDimension() == $rows)
$this->try_success("getRowDimension...");
else
$errorCount = $this->try_failure($errorCount, "getRowDimension...");
if($B->getColumnDimension() == $cols)
$this->try_success("getColumnDimension...");
else
$errorCount = $this->try_failure($errorCount, "getColumnDimension...");
$barray = $B->getArray();
if($this->checkArrays($barray, $avals))
$this->try_success("getArray...");
else
$errorCount = $this->try_failure($errorCount, "getArray...");
$bpacked = $B->getColumnPackedCopy();
if($this->checkArrays($bpacked, $columnwise))
$this->try_success("getColumnPackedCopy...");
else
$errorCount = $this->try_failure($errorCount, "getColumnPackedCopy...");
$bpacked = $B->getRowPackedCopy();
if($this->checkArrays($bpacked, $rowwise))
$this->try_success("getRowPackedCopy...");
else
$errorCount = $this->try_failure($errorCount, "getRowPackedCopy...");
/**
* Array-like methods:
* minus
* minusEquals
* plus
* plusEquals
* arrayLeftDivide
* arrayLeftDivideEquals
* arrayRightDivide
* arrayRightDivideEquals
* arrayTimes
* arrayTimesEquals
* uminus
*/
print "<p>Testing array-like methods...</p>";
/**
* I/O methods:
* read
* print
* serializable:
* writeObject
* readObject
*/
print "<p>Testing I/O methods...</p>";
/**
* Test linear algebra methods
*/
echo "<p>Testing linear algebra methods...<p>";
$A = new Matrix($columnwise, 3);
if( $this->checkMatrices($A->transpose(), $T) )
$this->try_success("Transpose check...");
else
$errorCount = $this->try_failure($errorCount, "Transpose check...", "Matrices are not equal");
if($this->checkScalars($A->norm1(), $columnsummax))
$this->try_success("Maximum column sum...");
else
$errorCount = $this->try_failure($errorCount, "Maximum column sum...", "Incorrect: " . $A->norm1() . " != " . $columnsummax);
if($this->checkScalars($A->normInf(), $rowsummax))
$this->try_success("Maximum row sum...");
else
$errorCount = $this->try_failure($errorCount, "Maximum row sum...", "Incorrect: " . $A->normInf() . " != " . $rowsummax );
if($this->checkScalars($A->normF(), sqrt($sumofsquares)))
$this->try_success("Frobenius norm...");
else
$errorCount = $this->try_failure($errorCount, "Frobenius norm...", "Incorrect:" . $A->normF() . " != " . sqrt($sumofsquares));
if($this->checkScalars($A->trace(), $sumofdiagonals))
$this->try_success("Matrix trace...");
else
$errorCount = $this->try_failure($errorCount, "Matrix trace...", "Incorrect: " . $A->trace() . " != " . $sumofdiagonals);
$B = $A->getMatrix(0, $A->getRowDimension(), 0, $A->getRowDimension());
if( $B->det() == 0 )
$this->try_success("Matrix determinant...");
else
$errorCount = $this->try_failure($errorCount, "Matrix determinant...", "Incorrect: " . $B->det() . " != " . 0);
$A = new Matrix($columnwise,3);
$SQ = new Matrix($square);
if ($this->checkMatrices($SQ, $A->times($A->transpose())))
$this->try_success("times(Matrix)...");
else {
$errorCount = $this->try_failure($errorCount, "times(Matrix)...", "Unable to multiply matrices");
$SQ->toHTML();
$AT->toHTML();
}
$A = new Matrix($columnwise, 4);
$QR = $A->qr();
$R = $QR->getR();
$Q = $QR->getQ();
if($this->checkMatrices($A, $Q->times($R)))
$this->try_success("QRDecomposition...","");
else
$errorCount = $this->try_failure($errorCount,"QRDecomposition...","incorrect qr decomposition calculation");
$A = new Matrix($columnwise, 4);
$SVD = $A->svd();
$U = $SVD->getU();
$S = $SVD->getS();
$V = $SVD->getV();
if ($this->checkMatrices($A, $U->times($S->times($V->transpose()))))
$this->try_success("SingularValueDecomposition...","");
else
$errorCount = $this->try_failure($errorCount,"SingularValueDecomposition...","incorrect singular value decomposition calculation");
$n = $A->getColumnDimension();
$A = $A->getMatrix(0,$n-1,0,$n-1);
$A->set(0,0,0.);
$LU = $A->lu();
$L = $LU->getL();
if ( $this->checkMatrices($A->getMatrix($LU->getPivot(),0,$n-1), $L->times($LU->getU())) )
$this->try_success("LUDecomposition...","");
else
$errorCount = $this->try_failure($errorCount,"LUDecomposition...","incorrect LU decomposition calculation");
$X = $A->inverse();
if ( $this->checkMatrices($A->times($X),Matrix::identity(3,3)) )
$this->try_success("inverse()...","");
else
$errorCount = $this->try_failure($errorCount, "inverse()...","incorrect inverse calculation");
$DEF = new Matrix($rankdef);
if($this->checkScalars($DEF->rank(), min($DEF->getRowDimension(), $DEF->getColumnDimension())-1))
$this->try_success("Rank...");
else
$this->try_failure("Rank...", "incorrect rank calculation");
$B = new Matrix($condmat);
$SVD = $B->svd();
$singularvalues = $SVD->getSingularValues();
if($this->checkScalars($B->cond(), $singularvalues[0]/$singularvalues[min($B->getRowDimension(), $B->getColumnDimension())-1]))
$this->try_success("Condition number...");
else
$this->try_failure("Condition number...", "incorrect condition number calculation");
$SUB = new Matrix($subavals);
$O = new Matrix($SUB->getRowDimension(),1,1.0);
$SOL = new Matrix($sqSolution);
$SQ = $SUB->getMatrix(0,$SUB->getRowDimension()-1,0,$SUB->getRowDimension()-1);
if ( $this->checkMatrices($SQ->solve($SOL),$O) )
$this->try_success("solve()...","");
else
$errorCount = $this->try_failure($errorCount,"solve()...","incorrect lu solve calculation");
$A = new Matrix($pvals);
$Chol = $A->chol();
$L = $Chol->getL();
if ( $this->checkMatrices($A, $L->times($L->transpose())) )
$this->try_success("CholeskyDecomposition...","");
else
$errorCount = $this->try_failure($errorCount,"CholeskyDecomposition...","incorrect Cholesky decomposition calculation");
$X = $Chol->solve(Matrix::identity(3,3));
if ( $this->checkMatrices($A->times($X), Matrix::identity(3,3)) )
$this->try_success("CholeskyDecomposition solve()...","");
else
$errorCount = $this->try_failure($errorCount,"CholeskyDecomposition solve()...","incorrect Choleskydecomposition solve calculation");
$Eig = $A->eig();
$D = $Eig->getD();
$V = $Eig->getV();
if( $this->checkMatrices($A->times($V),$V->times($D)) )
$this->try_success("EigenvalueDecomposition (symmetric)...","");
else
$errorCount = $this->try_failure($errorCount,"EigenvalueDecomposition (symmetric)...","incorrect symmetric Eigenvalue decomposition calculation");
$A = new Matrix($evals);
$Eig = $A->eig();
$D = $Eig->getD();
$V = $Eig->getV();
if ( $this->checkMatrices($A->times($V),$V->times($D)) )
$this->try_success("EigenvalueDecomposition (nonsymmetric)...","");
else
$errorCount = $this->try_failure($errorCount,"EigenvalueDecomposition (nonsymmetric)...","incorrect nonsymmetric Eigenvalue decomposition calculation");
print("<b>{$errorCount} total errors</b>.");
}
/**
* Print appropriate messages for successful outcome try
* @param string $s
* @param string $e
*/
function try_success($s, $e = "") {
print "> ". $s ."success<br />";
if ($e != "")
print "> Message: ". $e ."<br />";
}
/**
* Print appropriate messages for unsuccessful outcome try
* @param int $count
* @param string $s
* @param string $e
* @return int incremented counter
*/
function try_failure($count, $s, $e="") {
print "> ". $s ."*** failure ***<br />> Message: ". $e ."<br />";
return ++$count;
}
/**
* Print appropriate messages for unsuccessful outcome try
* @param int $count
* @param string $s
* @param string $e
* @return int incremented counter
*/
function try_warning($count, $s, $e="") {
print "> ". $s ."*** warning ***<br />> Message: ". $e ."<br />";
return ++$count;
}
/**
* Check magnitude of difference of "scalars".
* @param float $x
* @param float $y
*/
function checkScalars($x, $y) {
$eps = pow(2.0,-52.0);
if ($x == 0 & abs($y) < 10*$eps) return;
if ($y == 0 & abs($x) < 10*$eps) return;
if (abs($x-$y) > 10 * $eps * max(abs($x),abs($y)))
return false;
else
return true;
}
/**
* Check norm of difference of "vectors".
* @param float $x[]
* @param float $y[]
*/
function checkVectors($x, $y) {
$nx = count($x);
$ny = count($y);
if ($nx == $ny)
for($i=0; $i < $nx; ++$i)
$this->checkScalars($x[$i],$y[$i]);
else
die("Attempt to compare vectors of different lengths");
}
/**
* Check norm of difference of "arrays".
* @param float $x[][]
* @param float $y[][]
*/
function checkArrays($x, $y) {
$A = new Matrix($x);
$B = new Matrix($y);
return $this->checkMatrices($A,$B);
}
/**
* Check norm of difference of "matrices".
* @param matrix $X
* @param matrix $Y
*/
function checkMatrices($X = null, $Y = null) {
if( $X == null || $Y == null )
return false;
$eps = pow(2.0,-52.0);
if ($X->norm1() == 0. & $Y->norm1() < 10*$eps) return true;
if ($Y->norm1() == 0. & $X->norm1() < 10*$eps) return true;
$A = $X->minus($Y);
if ($A->norm1() > 1000 * $eps * max($X->norm1(),$Y->norm1()))
die("The norm of (X-Y) is too large: ".$A->norm1());
else
return true;
}
}
$test = new TestMatrix;
?>

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<?php
/**
* @package JAMA
*
* Error handling
* @author Michael Bommarito
* @version 01292005
*/
//Language constant
define('JAMALANG', 'EN');
//All errors may be defined by the following format:
//define('ExceptionName', N);
//$error['lang'][ExceptionName] = 'Error message';
$error = array();
/*
I've used Babelfish and a little poor knowledge of Romance/Germanic languages for the translations here.
Feel free to correct anything that looks amiss to you.
*/
define('PolymorphicArgumentException', -1);
$error['EN'][PolymorphicArgumentException] = "Invalid argument pattern for polymorphic function.";
$error['FR'][PolymorphicArgumentException] = "Modèle inadmissible d'argument pour la fonction polymorphe.".
$error['DE'][PolymorphicArgumentException] = "Unzulässiges Argumentmuster für polymorphe Funktion.";
define('ArgumentTypeException', -2);
$error['EN'][ArgumentTypeException] = "Invalid argument type.";
$error['FR'][ArgumentTypeException] = "Type inadmissible d'argument.";
$error['DE'][ArgumentTypeException] = "Unzulässige Argumentart.";
define('ArgumentBoundsException', -3);
$error['EN'][ArgumentBoundsException] = "Invalid argument range.";
$error['FR'][ArgumentBoundsException] = "Gamme inadmissible d'argument.";
$error['DE'][ArgumentBoundsException] = "Unzulässige Argumentstrecke.";
define('MatrixDimensionException', -4);
$error['EN'][MatrixDimensionException] = "Matrix dimensions are not equal.";
$error['FR'][MatrixDimensionException] = "Les dimensions de Matrix ne sont pas égales.";
$error['DE'][MatrixDimensionException] = "Matrixmaße sind nicht gleich.";
define('PrecisionLossException', -5);
$error['EN'][PrecisionLossException] = "Significant precision loss detected.";
$error['FR'][PrecisionLossException] = "Perte significative de précision détectée.";
$error['DE'][PrecisionLossException] = "Bedeutender Präzision Verlust ermittelte.";
define('MatrixSPDException', -6);
$error['EN'][MatrixSPDException] = "Can only perform operation on symmetric positive definite matrix.";
$error['FR'][MatrixSPDException] = "Perte significative de précision détectée.";
$error['DE'][MatrixSPDException] = "Bedeutender Präzision Verlust ermittelte.";
define('MatrixSingularException', -7);
$error['EN'][MatrixSingularException] = "Can only perform operation on singular matrix.";
define('MatrixRankException', -8);
$error['EN'][MatrixRankException] = "Can only perform operation on full-rank matrix.";
define('ArrayLengthException', -9);
$error['EN'][ArrayLengthException] = "Array length must be a multiple of m.";
define('RowLengthException', -10);
$error['EN'][RowLengthException] = "All rows must have the same length.";
/**
* Custom error handler
* @param int $num Error number
*/
function JAMAError($errorNumber = null) {
global $error;
if (isset($errorNumber)) {
if (isset($error[JAMALANG][$errorNumber])) {
return $error[JAMALANG][$errorNumber];
} else {
return $error['EN'][$errorNumber];
}
} else {
return ("Invalid argument to JAMAError()");
}
}

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<?php
/**
* @package JAMA
*
* Pythagorean Theorem:
*
* a = 3
* b = 4
* r = sqrt(square(a) + square(b))
* r = 5
*
* r = sqrt(a^2 + b^2) without under/overflow.
*/
function hypo($a, $b) {
if (abs($a) > abs($b)) {
$r = $b / $a;
$r = abs($a) * sqrt(1 + $r * $r);
} elseif ($b != 0) {
$r = $a / $b;
$r = abs($b) * sqrt(1 + $r * $r);
} else {
$r = 0.0;
}
return $r;
} // function hypo()
/**
* Mike Bommarito's version.
* Compute n-dimensional hyotheneuse.
*
function hypot() {
$s = 0;
foreach (func_get_args() as $d) {
if (is_numeric($d)) {
$s += pow($d, 2);
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
}
return sqrt($s);
}
*/