upgrade to PHPExcel 1.7.0

This commit is contained in:
Dieter Adriaenssens
2010-05-02 20:20:06 +02:00
parent 435a470445
commit cd30b51904
15 changed files with 3398 additions and 3219 deletions

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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* @package PHPExcel_Shared_Escher * @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel) * @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
* @version 1.6.7, 2009-04-22 * @version 1.7.0, 2009-08-10
*/ */
/** /**

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<?php <?php
/** /**
* @package JAMA * @package JAMA
* *
* Cholesky decomposition class * Cholesky decomposition class
* *
* For a symmetric, positive definite matrix A, the Cholesky decomposition * For a symmetric, positive definite matrix A, the Cholesky decomposition
* is an lower triangular matrix L so that A = L*L'. * is an lower triangular matrix L so that A = L*L'.
* *
* If the matrix is not symmetric or positive definite, the constructor * If the matrix is not symmetric or positive definite, the constructor
* returns a partial decomposition and sets an internal flag that may * returns a partial decomposition and sets an internal flag that may
* be queried by the isSPD() method. * be queried by the isSPD() method.
* *
* @author Paul Meagher * @author Paul Meagher
* @author Michael Bommarito * @author Michael Bommarito
* @version 1.2 * @version 1.2
*/ */
class CholeskyDecomposition { class CholeskyDecomposition {
/**
* Decomposition storage
* @var array
* @access private
*/
var $L = array();
/**
* Matrix row and column dimension
* @var int
* @access private
*/
var $m;
/**
* Symmetric positive definite flag
* @var boolean
* @access private
*/
var $isspd = true;
/**
* CholeskyDecomposition
* Class constructor - decomposes symmetric positive definite matrix
* @param mixed Matrix square symmetric positive definite matrix
*/
function CholeskyDecomposition( $A = null ) {
if( is_a($A, '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 ) { * Decomposition storage
$this->L[$i][$i] = sqrt( $sum ); * @var array
} else { * @access private
$this->isspd = false; */
} private $L = array();
} else {
if( $this->L[$i][$i] != 0 ) /**
$this->L[$j][$i] = $sum / $this->L[$i][$i]; * Matrix row and column dimension
} * @var int
} * @access private
*/
for ($k = $i+1; $k < $this->m; $k++) private $m;
$this->L[$i][$k] = 0.0;
} /**
} else { * Symmetric positive definite flag
trigger_error(ArgumentTypeException, ERROR); * @var boolean
} * @access private
} */
private $isspd = true;
/**
* Is the matrix symmetric and positive definite?
* @return boolean /**
*/ * CholeskyDecomposition
function isSPD () { *
return $this->isspd; * Class constructor - decomposes symmetric positive definite matrix
} * @param mixed Matrix square symmetric positive definite matrix
*/
/** public function __construct($A = null) {
* getL if ($A instanceof Matrix) {
* Return triangular factor. $this->L = $A->getArray();
* @return Matrix Lower triangular matrix $this->m = $A->getRowDimension();
*/
function getL () { for($i = 0; $i < $this->m; ++$i) {
return new Matrix($this->L); for($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][$k];
/** }
* Solve A*X = B if ($i == $j) {
* @param $B Row-equal matrix if ($sum >= 0) {
* @return Matrix L * L' * X = B $this->L[$i][$i] = sqrt($sum);
*/ } else {
function solve ( $B = null ) { $this->isspd = false;
if( is_a($B, 'Matrix') ) { }
if ($B->getRowDimension() == $this->m) { } else {
if ($this->isspd) { if ($this->L[$i][$i] != 0) {
$X = $B->getArrayCopy(); $this->L[$j][$i] = $sum / $this->L[$i][$i];
$nx = $B->getColumnDimension(); }
}
for ($k = 0; $k < $this->m; $k++) { }
for ($i = $k + 1; $i < $this->m; $i++)
for ($j = 0; $j < $nx; $j++) for ($k = $i+1; $k < $this->m; ++$k) {
$X[$i][$j] -= $X[$k][$j] * $this->L[$i][$k]; $this->L[$i][$k] = 0.0;
}
for ($j = 0; $j < $nx; $j++) }
$X[$k][$j] /= $this->L[$k][$k]; } else {
} throw new Exception(JAMAError(ArgumentTypeException));
}
for ($k = $this->m - 1; $k >= 0; $k--) { } // function __construct()
for ($j = 0; $j < $nx; $j++)
$X[$k][$j] /= $this->L[$k][$k];
/**
for ($i = 0; $i < $k; $i++) * Is the matrix symmetric and positive definite?
for ($j = 0; $j < $nx; $j++) *
$X[$i][$j] -= $X[$k][$j] * $this->L[$k][$i]; * @return boolean
} */
public function isSPD() {
return new Matrix($X, $this->m, $nx); return $this->isspd;
} else { } // function isSPD()
trigger_error(MatrixSPDException, ERROR);
}
} else { /**
trigger_error(MatrixDimensionException, ERROR); * getL
} *
} else { * Return triangular factor.
trigger_error(ArgumentTypeException, ERROR); * @return Matrix Lower triangular matrix
} */
} public function getL() {
} return new Matrix($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 <?php
/** /**
* @package JAMA * @package JAMA
* *
* For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n * 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, * 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. * 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. * 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 * The LU decompostion with pivoting always exists, even if the matrix is
* singular, so the constructor will never fail. The primary use of the * singular, so the constructor will never fail. The primary use of the
* LU decomposition is in the solution of square systems of simultaneous * LU decomposition is in the solution of square systems of simultaneous
* linear equations. This will fail if isNonsingular() returns false. * linear equations. This will fail if isNonsingular() returns false.
* *
* @author Paul Meagher * @author Paul Meagher
* @author Bartosz Matosiuk * @author Bartosz Matosiuk
* @author Michael Bommarito * @author Michael Bommarito
* @version 1.1 * @version 1.1
* @license PHP v3.0 * @license PHP v3.0
*/ */
class LUDecomposition { class LUDecomposition {
/**
* Decomposition storage
* @var array
*/
var $LU = array();
/**
* Row dimension.
* @var int
*/
var $m;
/** /**
* Column dimension. * Decomposition storage
* @var int * @var array
*/ */
var $n; private $LU = array();
/**
* Pivot sign.
* @var int
*/
var $pivsign;
/** /**
* Internal storage of pivot vector. * Row dimension.
* @var array * @var int
*/ */
var $piv = array(); private $m;
/**
* LU Decomposition constructor.
* @param $A Rectangular matrix
* @return Structure to access L, U and piv.
*/
function LUDecomposition ($A) {
if( is_a($A, 'Matrix') ) {
// Use a "left-looking", dot-product, Crout/Doolittle algorithm.
$this->LU = $A->getArrayCopy();
$this->m = $A->getRowDimension();
$this->n = $A->getColumnDimension();
for ($i = 0; $i < $this->m; $i++)
$this->piv[$i] = $i;
$this->pivsign = 1;
$LUrowi = array();
$LUcolj = array();
// Outer loop.
for ($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 < $this->m) AND ($this->LU[$j][$j] != 0.0) ) {
for ($i = $j+1; $i < $this->m; $i++)
$this->LU[$i][$j] /= $this->LU[$j][$j];
}
}
} else {
trigger_error(ArgumentTypeException, ERROR);
}
}
/**
* Get lower triangular factor.
* @return array Lower triangular factor
*/
function getL () {
for ($i = 0; $i < $this->m; $i++) {
for ($j = 0; $j < $this->n; $j++) {
if ($i > $j)
$L[$i][$j] = $this->LU[$i][$j];
else if($i == $j)
$L[$i][$j] = 1.0;
else
$L[$i][$j] = 0.0;
}
}
return new Matrix($L);
}
/** /**
* Get upper triangular factor. * Column dimension.
* @return array Upper triangular factor * @var int
*/ */
function getU () { private $n;
for ($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][$j] = 0.0;
}
}
return new Matrix($U);
}
/**
* Return pivot permutation vector.
* @return array Pivot vector
*/
function getPivot () {
return $this->piv;
}
/**
* Alias for getPivot
* @see getPivot
*/
function getDoublePivot () {
return $this->getPivot();
}
/** /**
* Is the matrix nonsingular? * Pivot sign.
* @return true if U, and hence A, is nonsingular. * @var int
*/ */
function isNonsingular () { private $pivsign;
for ($j = 0; $j < $this->n; $j++) {
if ($this->LU[$j][$j] == 0)
return false;
}
return true;
}
/** /**
* Count determinants * Internal storage of pivot vector.
* @return array d matrix deterninat * @var array
*/ */
function det() { private $piv = array();
if ($this->m == $this->n) {
$d = $this->pivsign;
for ($j = 0; $j < $this->n; $j++) /**
$d *= $this->LU[$j][$j]; * LU Decomposition constructor.
return $d; *
} else { * @param $A Rectangular matrix
trigger_error(MatrixDimensionException, ERROR); * @return Structure to access L, U and piv.
} */
} public function __construct($A) {
if ($A instanceof Matrix) {
/** // Use a "left-looking", dot-product, Crout/Doolittle algorithm.
* Solve A*X = B $this->LU = $A->getArrayCopy();
* @param $B A Matrix with as many rows as A and any number of columns. $this->m = $A->getRowDimension();
* @return X so that L*U*X = B(piv,:) $this->n = $A->getColumnDimension();
* @exception IllegalArgumentException Matrix row dimensions must agree. for ($i = 0; $i < $this->m; ++$i) {
* @exception RuntimeException Matrix is singular. $this->piv[$i] = $i;
*/ }
function solve($B) { $this->pivsign = 1;
if ($B->getRowDimension() == $this->m) { $LUrowi = $LUcolj = array();
if ($this->isNonsingular()) {
// Copy right hand side with pivoting // Outer loop.
$nx = $B->getColumnDimension(); for ($j = 0; $j < $this->n; ++$j) {
$X = $B->getMatrix($this->piv, 0, $nx-1); // Make a copy of the j-th column to localize references.
// Solve L*Y = B(piv,:) for ($i = 0; $i < $this->m; ++$i) {
for ($k = 0; $k < $this->n; $k++) $LUcolj[$i] = &$this->LU[$i][$j];
for ($i = $k+1; $i < $this->n; $i++) }
for ($j = 0; $j < $nx; $j++) // Apply previous transformations.
$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k]; for ($i = 0; $i < $this->m; ++$i) {
// Solve U*X = Y; $LUrowi = $this->LU[$i];
for ($k = $this->n-1; $k >= 0; $k--) { // Most of the time is spent in the following dot product.
for ($j = 0; $j < $nx; $j++) $kmax = min($i,$j);
$X->A[$k][$j] /= $this->LU[$k][$k]; $s = 0.0;
for ($i = 0; $i < $k; $i++) for ($k = 0; $k < $kmax; ++$k) {
for ($j = 0; $j < $nx; $j++) $s += $LUrowi[$k] * $LUcolj[$k];
$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k]; }
} $LUrowi[$j] = $LUcolj[$i] -= $s;
return $X; }
} else { // Find pivot and exchange if necessary.
trigger_error(MatrixSingularException, ERROR); $p = $j;
} for ($i = $j+1; $i < $this->m; ++$i) {
} else { if (abs($LUcolj[$i]) > abs($LUcolj[$p])) {
trigger_error(MatrixSquareException, ERROR); $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][$j];
}
}
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* Get lower triangular factor.
*
* @return array Lower triangular factor
*/
public function getL() {
for ($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][$j] = 0.0;
}
}
}
return new Matrix($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][$j] = 0.0;
}
}
}
return new Matrix($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(JAMAError(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(JAMAError(MatrixSingularException));
}
} else {
throw new Exception(JAMAError(MatrixSquareException));
}
} // function solve()
} // class LUDecomposition

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<?php <?php
/** /**
* @package JAMA * @package JAMA
* *
* For an m-by-n matrix A with m >= n, the QR decomposition is an m-by-n * 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 * orthogonal matrix Q and an n-by-n upper triangular matrix R so that
* A = Q*R. * A = Q*R.
* *
* The QR decompostion always exists, even if the matrix does not have * 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 * full rank, so the constructor will never fail. The primary use of the
* QR decomposition is in the least squares solution of nonsquare systems * QR decomposition is in the least squares solution of nonsquare systems
* of simultaneous linear equations. This will fail if isFullRank() * of simultaneous linear equations. This will fail if isFullRank()
* returns false. * returns false.
* *
* @author Paul Meagher * @author Paul Meagher
* @license PHP v3.0 * @license PHP v3.0
* @version 1.1 * @version 1.1
*/ */
class QRDecomposition { class QRDecomposition {
/**
* Array for internal storage of decomposition.
* @var array
*/
var $QR = array();
/** /**
* Row dimension. * Array for internal storage of decomposition.
* @var integer * @var array
*/ */
var $m; private $QR = array();
/** /**
* Column dimension. * Row dimension.
* @var integer * @var integer
*/ */
var $n; private $m;
/** /**
* Array for internal storage of diagonal of R. * Column dimension.
* @var array * @var integer
*/ */
var $Rdiag = array(); private $n;
/** /**
* QR Decomposition computed by Householder reflections. * Array for internal storage of diagonal of R.
* @param matrix $A Rectangular matrix * @var array
* @return Structure to access R and the Householder vectors and compute Q. */
*/ private $Rdiag = array();
function QRDecomposition($A) {
if( is_a($A, '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] = -$nrm;
}
} else
trigger_error(ArgumentTypeException, ERROR);
}
/**
* Is the matrix full rank?
* @return boolean true if R, and hence A, has full rank, else false.
*/
function isFullRank() {
for ($j = 0; $j < $this->n; $j++)
if ($this->Rdiag[$j] == 0)
return false;
return true;
}
/** /**
* Return the Householder vectors * QR Decomposition computed by Householder reflections.
* @return Matrix Lower trapezoidal matrix whose columns define the reflections *
*/ * @param matrix $A Rectangular matrix
function getH() { * @return Structure to access R and the Householder vectors and compute Q.
for ($i = 0; $i < $this->m; $i++) { */
for ($j = 0; $j < $this->n; $j++) { public function __construct($A) {
if ($i >= $j) if($A instanceof Matrix) {
$H[$i][$j] = $this->QR[$i][$j]; // Initialize.
else $this->QR = $A->getArrayCopy();
$H[$i][$j] = 0.0; $this->m = $A->getRowDimension();
} $this->n = $A->getColumnDimension();
} // Main loop.
return new Matrix($H); 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] = -$nrm;
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* Return the upper triangular factor
* @return Matrix upper triangular factor
*/
function getR() {
for ($i = 0; $i < $this->n; $i++) {
for ($j = 0; $j < $this->n; $j++) {
if ($i < $j)
$R[$i][$j] = $this->QR[$i][$j];
else if ($i == $j)
$R[$i][$j] = $this->Rdiag[$i];
else
$R[$i][$j] = 0.0;
}
}
return new Matrix($R);
}
/** /**
* Generate and return the (economy-sized) orthogonal factor * Is the matrix full rank?
* @return Matrix orthogonal factor *
*/ * @return boolean true if R, and hence A, has full rank, else false.
function getQ() { */
for ($k = $this->n-1; $k >= 0; $k--) { public function isFullRank() {
for ($i = 0; $i < $this->m; $i++) for ($j = 0; $j < $this->n; ++$j) {
$Q[$i][$k] = 0.0; if ($this->Rdiag[$j] == 0) {
$Q[$k][$k] = 1.0; return false;
for ($j = $k; $j < $this->n; $j++) { }
if ($this->QR[$k][$k] != 0) { }
$s = 0.0; return true;
for ($i = $k; $i < $this->m; $i++) } // function isFullRank()
$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]; * Return the Householder vectors
} *
} * @return Matrix Lower trapezoidal matrix whose columns define the reflections
} */
/* public function getH() {
for( $i = 0; $i < count($Q); $i++ ) for ($i = 0; $i < $this->m; ++$i) {
for( $j = 0; $j < count($Q); $j++ ) for ($j = 0; $j < $this->n; ++$j) {
if(! isset($Q[$i][$j]) ) if ($i >= $j) {
$Q[$i][$j] = 0; $H[$i][$j] = $this->QR[$i][$j];
*/ } else {
return new Matrix($Q); $H[$i][$j] = 0.0;
} }
}
/** }
* Least squares solution of A*X = B return new Matrix($H);
* @param Matrix $B A Matrix with as many rows as A and any number of columns. } // function getH()
* @return Matrix Matrix that minimizes the two norm of Q*R*X-B.
*/
function solve($B) { /**
if ($B->getRowDimension() == $this->m) { * Return the upper triangular factor
if ($this->isFullRank()) { *
// Copy right hand side * @return Matrix upper triangular factor
$nx = $B->getColumnDimension(); */
$X = $B->getArrayCopy(); public function getR() {
// Compute Y = transpose(Q)*B for ($i = 0; $i < $this->n; ++$i) {
for ($k = 0; $k < $this->n; $k++) { for ($j = 0; $j < $this->n; ++$j) {
for ($j = 0; $j < $nx; $j++) { if ($i < $j) {
$s = 0.0; $R[$i][$j] = $this->QR[$i][$j];
for ($i = $k; $i < $this->m; $i++) } elseif ($i == $j) {
$s += $this->QR[$i][$k] * $X[$i][$j]; $R[$i][$j] = $this->Rdiag[$i];
$s = -$s/$this->QR[$k][$k]; } else {
for ($i = $k; $i < $this->m; $i++) $R[$i][$j] = 0.0;
$X[$i][$j] += $s * $this->QR[$i][$k]; }
} }
} }
// Solve R*X = Y; return new Matrix($R);
for ($k = $this->n-1; $k >= 0; $k--) { } // function getR()
for ($j = 0; $j < $nx; $j++)
$X[$k][$j] /= $this->Rdiag[$k];
for ($i = 0; $i < $k; $i++) /**
for ($j = 0; $j < $nx; $j++) * Generate and return the (economy-sized) orthogonal factor
$X[$i][$j] -= $X[$k][$j]* $this->QR[$i][$k]; *
} * @return Matrix orthogonal factor
$X = new Matrix($X); */
return ($X->getMatrix(0, $this->n-1, 0, $nx)); public function getQ() {
} else for ($k = $this->n-1; $k >= 0; --$k) {
trigger_error(MatrixRankException, ERROR); for ($i = 0; $i < $this->m; ++$i) {
} else $Q[$i][$k] = 0.0;
trigger_error(MatrixDimensionException, ERROR); }
} $Q[$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][$j] = 0;
}
}
}
*/
return new Matrix($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];
}
}
}
$X = new Matrix($X);
return ($X->getMatrix(0, $this->n-1, 0, $nx));
} else {
throw new Exception(JAMAError(MatrixRankException));
}
} else {
throw new Exception(JAMAError(MatrixDimensionException));
}
} // function solve()
} // class QRDecomposition

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@@ -1,120 +1,82 @@
<?php <?php
/** /**
* @package JAMA * @package JAMA
* *
* Error handling * Error handling
* @author Michael Bommarito * @author Michael Bommarito
* @version 01292005 * @version 01292005
*/ */
//Language constant //Language constant
define('LANG', 'EN'); define('JAMALANG', 'EN');
//Error type constants
define('ERROR', E_USER_ERROR);
define('WARNING', E_USER_WARNING);
define('NOTICE', E_USER_NOTICE);
//All errors may be defined by the following format: //All errors may be defined by the following format:
//define('ExceptionName', N); //define('ExceptionName', N);
//$error['lang'][N] = 'Error message'; //$error['lang'][ExceptionName] = 'Error message';
$error = array(); $error = array();
/* /*
I've used Babelfish and a little poor knowledge of Romance/Germanic languages for the translations I've used Babelfish and a little poor knowledge of Romance/Germanic languages for the translations here.
here. Feel free to correct anything that looks amiss to you. Feel free to correct anything that looks amiss to you.
*/ */
define('PolymorphicArgumentException', -1); define('PolymorphicArgumentException', -1);
$error['EN'][-1] = "Invalid argument pattern for polymorphic function."; $error['EN'][PolymorphicArgumentException] = "Invalid argument pattern for polymorphic function.";
$error['FR'][-1] = "Modèle inadmissible d'argument pour la fonction polymorphe.". $error['FR'][PolymorphicArgumentException] = "Modèle inadmissible d'argument pour la fonction polymorphe.".
$error['DE'][-1] = "Unzulässiges Argumentmuster für polymorphe Funktion."; $error['DE'][PolymorphicArgumentException] = "Unzulässiges Argumentmuster für polymorphe Funktion.";
define('ArgumentTypeException', -2); define('ArgumentTypeException', -2);
$error['EN'][-2] = "Invalid argument type."; $error['EN'][ArgumentTypeException] = "Invalid argument type.";
$error['FR'][-2] = "Type inadmissible d'argument."; $error['FR'][ArgumentTypeException] = "Type inadmissible d'argument.";
$error['DE'][-2] = "Unzulässige Argumentart."; $error['DE'][ArgumentTypeException] = "Unzulässige Argumentart.";
define('ArgumentBoundsException', -3); define('ArgumentBoundsException', -3);
$error['EN'][-3] = "Invalid argument range."; $error['EN'][ArgumentBoundsException] = "Invalid argument range.";
$error['FR'][-3] = "Gamme inadmissible d'argument."; $error['FR'][ArgumentBoundsException] = "Gamme inadmissible d'argument.";
$error['DE'][-3] = "Unzulässige Argumentstrecke."; $error['DE'][ArgumentBoundsException] = "Unzulässige Argumentstrecke.";
define('MatrixDimensionException', -4); define('MatrixDimensionException', -4);
$error['EN'][-4] = "Matrix dimensions are not equal."; $error['EN'][MatrixDimensionException] = "Matrix dimensions are not equal.";
$error['FR'][-4] = "Les dimensions de Matrix ne sont pas égales."; $error['FR'][MatrixDimensionException] = "Les dimensions de Matrix ne sont pas égales.";
$error['DE'][-4] = "Matrixmaße sind nicht gleich."; $error['DE'][MatrixDimensionException] = "Matrixmaße sind nicht gleich.";
define('PrecisionLossException', -5); define('PrecisionLossException', -5);
$error['EN'][-5] = "Significant precision loss detected."; $error['EN'][PrecisionLossException] = "Significant precision loss detected.";
$error['FR'][-5] = "Perte significative de précision détectée."; $error['FR'][PrecisionLossException] = "Perte significative de précision détectée.";
$error['DE'][-5] = "Bedeutender Präzision Verlust ermittelte."; $error['DE'][PrecisionLossException] = "Bedeutender Präzision Verlust ermittelte.";
define('MatrixSPDException', -6); define('MatrixSPDException', -6);
$error['EN'][-6] = "Can only perform operation on symmetric positive definite matrix."; $error['EN'][MatrixSPDException] = "Can only perform operation on symmetric positive definite matrix.";
$error['FR'][-6] = "Perte significative de précision détectée."; $error['FR'][MatrixSPDException] = "Perte significative de précision détectée.";
$error['DE'][-6] = "Bedeutender Präzision Verlust ermittelte."; $error['DE'][MatrixSPDException] = "Bedeutender Präzision Verlust ermittelte.";
define('MatrixSingularException', -7); define('MatrixSingularException', -7);
$error['EN'][-7] = "Can only perform operation on singular matrix."; $error['EN'][MatrixSingularException] = "Can only perform operation on singular matrix.";
define('MatrixRankException', -8); define('MatrixRankException', -8);
$error['EN'][-8] = "Can only perform operation on full-rank matrix."; $error['EN'][MatrixRankException] = "Can only perform operation on full-rank matrix.";
define('ArrayLengthException', -9); define('ArrayLengthException', -9);
$error['EN'][-9] = "Array length must be a multiple of m."; $error['EN'][ArrayLengthException] = "Array length must be a multiple of m.";
define('RowLengthException', -10); define('RowLengthException', -10);
$error['EN'][-10] = "All rows must have the same length."; $error['EN'][RowLengthException] = "All rows must have the same length.";
/** /**
* Custom error handler * Custom error handler
* @param int $type Error type: {ERROR, WARNING, NOTICE} * @param int $num Error number
* @param int $num Error number */
* @param string $file File in which the error occured function JAMAError($errorNumber = null) {
* @param int $line Line on which the error occured global $error;
*/
function JAMAError( $type = null, $num = null, $file = null, $line = null, $context = null ) {
global $error;
$lang = LANG;
if( isset($type) && isset($num) && isset($file) && isset($line) ) {
switch( $type ) {
case ERROR:
echo '<div class="errror"><b>Error:</b> ' . $error[$lang][$num] . '<br />' . $file . ' @ L' . $line . '</div>';
die();
break;
case WARNING:
echo '<div class="warning"><b>Warning:</b> ' . $error[$lang][$num] . '<br />' . $file . ' @ L' . $line . '</div>';
break;
case NOTICE:
//echo '<div class="notice"><b>Notice:</b> ' . $error[$lang][$num] . '<br />' . $file . ' @ L' . $line . '</div>';
break;
case E_NOTICE: if (isset($errorNumber)) {
//echo '<div class="errror"><b>Notice:</b> ' . $error[$lang][$num] . '<br />' . $file . ' @ L' . $line . '</div>'; if (isset($error[JAMALANG][$errorNumber])) {
break; return $error[JAMALANG][$errorNumber];
} else {
case E_STRICT: return $error['EN'][$errorNumber];
break; }
} else {
case E_WARNING: return ("Invalid argument to JAMAError()");
break; }
default:
echo "<div class=\"error\"><b>Unknown Error Type:</b> $type - $file @ L{$line}</div>";
die();
break;
}
} else {
die( "Invalid arguments to JAMAError()" );
}
} }
// TODO MarkBaker
//set_error_handler('JAMAError');
//error_reporting(ERROR | WARNING);

View File

@@ -1,40 +1,43 @@
<?php <?php
/** /**
* @package JAMA * @package JAMA
* *
* Pythagorean Theorem: * Pythagorean Theorem:
* *
* a = 3 * a = 3
* b = 4 * b = 4
* r = sqrt(square(a) + square(b)) * r = sqrt(square(a) + square(b))
* r = 5 * r = 5
* *
* r = sqrt(a^2 + b^2) without under/overflow. * r = sqrt(a^2 + b^2) without under/overflow.
*/ */
function hypo($a, $b) { function hypo($a, $b) {
if (abs($a) > abs($b)) { if (abs($a) > abs($b)) {
$r = $b/$a; $r = $b / $a;
$r = abs($a)* sqrt(1+$r*$r); $r = abs($a) * sqrt(1 + $r * $r);
} else if ($b != 0) { } elseif ($b != 0) {
$r = $a/$b; $r = $a / $b;
$r = abs($b)*sqrt(1+$r*$r); $r = abs($b) * sqrt(1 + $r * $r);
} else } else {
$r = 0.0; $r = 0.0;
return $r; }
} return $r;
} // function hypo()
/** /**
* Mike Bommarito's version. * Mike Bommarito's version.
* Compute n-dimensional hyotheneuse. * Compute n-dimensional hyotheneuse.
* *
function hypot() { function hypot() {
$s = 0; $s = 0;
foreach (func_get_args() as $d) { foreach (func_get_args() as $d) {
if (is_numeric($d)) if (is_numeric($d)) {
$s += pow($d, 2); $s += pow($d, 2);
else } else {
trigger_error(ArgumentTypeException, ERROR); throw new Exception(JAMAError(ArgumentTypeException));
} }
return sqrt($s); }
return sqrt($s);
} }
*/ */