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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -22,7 +22,7 @@
* @package PHPExcel_Shared_Escher
* @copyright Copyright (c) 2006 - 2009 PHPExcel (http://www.codeplex.com/PHPExcel)
* @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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@@ -1,133 +1,149 @@
<?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
*/
* @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
*/
var $L = array();
/**
* Matrix row and column dimension
* @var int
* @access private
*/
var $m;
/**
* Decomposition storage
* @var array
* @access private
*/
private $L = array();
/**
* Symmetric positive definite flag
* @var boolean
* @access private
*/
var $isspd = true;
/**
* Matrix row and column dimension
* @var int
* @access private
*/
private $m;
/**
* 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();
/**
* Symmetric positive definite flag
* @var boolean
* @access private
*/
private $isspd = true;
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][$i];
}
}
/**
* CholeskyDecomposition
*
* Class constructor - decomposes symmetric positive definite matrix
* @param mixed Matrix square symmetric positive definite matrix
*/
public function __construct($A = null) {
if ($A instanceof Matrix) {
$this->L = $A->getArray();
$this->m = $A->getRowDimension();
for ($k = $i+1; $k < $this->m; $k++)
$this->L[$i][$k] = 0.0;
}
} else {
trigger_error(ArgumentTypeException, ERROR);
}
}
for($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];
}
}
}
/**
* Is the matrix symmetric and positive definite?
* @return boolean
*/
function isSPD () {
return $this->isspd;
}
for ($k = $i+1; $k < $this->m; ++$k) {
$this->L[$i][$k] = 0.0;
}
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* getL
* Return triangular factor.
* @return Matrix Lower triangular matrix
*/
function getL () {
return new Matrix($this->L);
}
/**
* Solve A*X = B
* @param $B Row-equal matrix
* @return Matrix L * L' * X = B
*/
function solve ( $B = null ) {
if( is_a($B, 'Matrix') ) {
if ($B->getRowDimension() == $this->m) {
if ($this->isspd) {
$X = $B->getArrayCopy();
$nx = $B->getColumnDimension();
/**
* Is the matrix symmetric and positive definite?
*
* @return boolean
*/
public function isSPD() {
return $this->isspd;
} // function isSPD()
for ($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][$k];
}
/**
* getL
*
* Return triangular factor.
* @return Matrix Lower triangular matrix
*/
public function getL() {
return new Matrix($this->L);
} // function getL()
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];
}
/**
* 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 = $B->getColumnDimension();
return new Matrix($X, $this->m, $nx);
} else {
trigger_error(MatrixSPDException, ERROR);
}
} else {
trigger_error(MatrixDimensionException, ERROR);
}
} else {
trigger_error(ArgumentTypeException, ERROR);
}
}
}
for ($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
*
* 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
*/
* @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 LUDecomposition {
/**
* Decomposition storage
* @var array
*/
var $LU = array();
/**
* Row dimension.
* @var int
*/
var $m;
/**
* Decomposition storage
* @var array
*/
private $LU = array();
/**
* Column dimension.
* @var int
*/
var $n;
/**
* Row dimension.
* @var int
*/
private $m;
/**
* Pivot sign.
* @var int
*/
var $pivsign;
/**
* Column dimension.
* @var int
*/
private $n;
/**
* Internal storage of pivot vector.
* @var array
*/
var $piv = array();
/**
* Pivot sign.
* @var int
*/
private $pivsign;
/**
* 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);
}
}
/**
* Internal storage of pivot vector.
* @var array
*/
private $piv = array();
/**
* Get lower triangular factor.
* @return array Lower triangular factor
*/
function getL () {
for ($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.
* @return array Upper triangular factor
*/
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);
}
/**
* LU Decomposition constructor.
*
* @param $A Rectangular matrix
* @return Structure to access L, U and piv.
*/
public function __construct($A) {
if ($A instanceof Matrix) {
// Use a "left-looking", dot-product, Crout/Doolittle algorithm.
$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 = $LUcolj = array();
/**
* Return pivot permutation vector.
* @return array Pivot vector
*/
function getPivot () {
return $this->piv;
}
// Outer loop.
for ($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(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* Alias for getPivot
* @see getPivot
*/
function getDoublePivot () {
return $this->getPivot();
}
/**
* Is the matrix nonsingular?
* @return true if U, and hence A, is nonsingular.
*/
function isNonsingular () {
for ($j = 0; $j < $this->n; $j++) {
if ($this->LU[$j][$j] == 0)
return false;
}
return true;
}
/**
* 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()
/**
* Count determinants
* @return array d matrix deterninat
*/
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 {
trigger_error(MatrixDimensionException, ERROR);
}
}
/**
* Solve A*X = B
* @param $B A Matrix with as many rows as A and any number of columns.
* @return X so that L*U*X = B(piv,:)
* @exception IllegalArgumentException Matrix row dimensions must agree.
* @exception RuntimeException Matrix is singular.
*/
function solve($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 $X;
} else {
trigger_error(MatrixSingularException, ERROR);
}
} else {
trigger_error(MatrixSquareException, ERROR);
}
}
}
/**
* Get upper triangular factor.
*
* @return array Upper triangular factor
*/
public function getU() {
for ($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
/**
* @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
*/
* @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 QRDecomposition {
/**
* Array for internal storage of decomposition.
* @var array
*/
var $QR = array();
/**
* Row dimension.
* @var integer
*/
var $m;
/**
* Array for internal storage of decomposition.
* @var array
*/
private $QR = array();
/**
* Column dimension.
* @var integer
*/
var $n;
/**
* Row dimension.
* @var integer
*/
private $m;
/**
* Array for internal storage of diagonal of R.
* @var array
*/
var $Rdiag = array();
/**
* Column dimension.
* @var integer
*/
private $n;
/**
* QR Decomposition computed by Householder reflections.
* @param matrix $A Rectangular matrix
* @return Structure to access R and the Householder vectors and compute Q.
*/
function QRDecomposition($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);
}
/**
* Array for internal storage of diagonal of R.
* @var array
*/
private $Rdiag = array();
/**
* Is the matrix full rank?
* @return boolean true if R, and hence A, has full rank, else false.
*/
function isFullRank() {
for ($j = 0; $j < $this->n; $j++)
if ($this->Rdiag[$j] == 0)
return false;
return true;
}
/**
* Return the Householder vectors
* @return Matrix Lower trapezoidal matrix whose columns define the reflections
*/
function getH() {
for ($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][$j] = 0.0;
}
}
return new Matrix($H);
}
/**
* 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 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] = -$nrm;
}
} else {
throw new Exception(JAMAError(ArgumentTypeException));
}
} // function __construct()
/**
* Return the upper triangular factor
* @return Matrix upper triangular factor
*/
function getR() {
for ($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
* @return Matrix orthogonal factor
*/
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][$j] = 0;
*/
return new Matrix($Q);
}
/**
* 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()
/**
* Least squares solution of A*X = B
* @param Matrix $B A Matrix with as many rows as A and any number of columns.
* @return Matrix Matrix that minimizes the two norm of Q*R*X-B.
*/
function solve($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, $nx));
} else
trigger_error(MatrixRankException, ERROR);
} else
trigger_error(MatrixDimensionException, ERROR);
}
}
/**
* Return the Householder vectors
*
* @return Matrix Lower trapezoidal matrix whose columns define the reflections
*/
public function getH() {
for ($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][$j] = 0.0;
}
}
}
return new Matrix($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][$j] = 0.0;
}
}
}
return new Matrix($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][$j] = 0;
}
}
}
*/
return new Matrix($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

View File

@@ -1,501 +1,526 @@
<?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][$k], are ordered so that
* sigma[0] >= sigma[1] >= ... >= sigma[n-1].
*
* The singular value decompostion always exists, so the constructor will
* never fail. The matrix condition number and the effective numerical
* rank can be computed from this decomposition.
*
* @author Paul Meagher
* @license PHP v3.0
* @version 1.1
*/
* @package JAMA
*
* For an m-by-n matrix A with m >= n, the singular value decomposition is
* an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and
* an n-by-n orthogonal matrix V so that A = U*S*V'.
*
* The singular values, sigma[$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
*/
var $U = array();
/**
* Internal storage of U.
* @var array
*/
private $U = array();
/**
* Internal storage of V.
* @var array
*/
var $V = array();
/**
* Internal storage of V.
* @var array
*/
private $V = array();
/**
* Internal storage of singular values.
* @var array
*/
var $s = array();
/**
* Internal storage of singular values.
* @var array
*/
private $s = array();
/**
* Row dimension.
* @var int
*/
var $m;
/**
* Row dimension.
* @var int
*/
private $m;
/**
* Column dimension.
* @var int
*/
var $n;
/**
* Column dimension.
* @var int
*/
private $n;
/**
* Construct the singular value decomposition
*
* Derived from LINPACK code.
*
* @param $A Rectangular matrix
* @return Structure to access U, S and V.
*/
function SingularValueDecomposition ($Arg) {
// Initialize.
/**
* 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) {
$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));
// 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, $this->m));
// Reduce A to bidiagonal form, storing the diagonal elements
// in s and the super-diagonal elements in e.
// Reduce A to bidiagonal form, storing the diagonal elements
// in s and the super-diagonal elements in e.
for ($k = 0; $k < max($nct,$nrt); ++$k) {
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];
}
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][$j];
}
}
for ($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][$k];
}
}
if ($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];
}
}
}
}
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;
}
}
}
// 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][$k] = 1.0;
}
}
// If required, generate V.
if ($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);
// Main iteration loop for the singular values.
$pp = $p - 1;
$iter = 0;
$eps = pow(2.0, -52.0);
while ($p > 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;
// 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).
// 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
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;
}
}
$k++;
} // end constructor
// Perform the task indicated by kase.
switch ($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
/*
echo "<p>Output A</p>";
$A = new Matrix($A);
$A->toHTML();
/**
* Return the left singular vectors
*
* @access public
* @return U
*/
public function getU() {
return new Matrix($this->U, $this->m, min($this->m + 1, $this->n));
}
echo "<p>Matrix U</p>";
echo "<pre>";
print_r($this->U);
echo "</pre>";
echo "<p>Matrix V</p>";
echo "<pre>";
print_r($this->V);
echo "</pre>";
/**
* Return the right singular vectors
*
* @access public
* @return V
*/
public function getV() {
return new Matrix($this->V);
}
echo "<p>Vector S</p>";
echo "<pre>";
print_r($this->s);
echo "</pre>";
exit;
*/
} // end constructor
/**
* Return the one-dimensional array of singular values
*
* @access public
* @return diagonal of S.
*/
public function getSingularValues() {
return $this->s;
}
/**
* Return the left singular vectors
* @access public
* @return U
*/
function getU() {
return new Matrix($this->U, $this->m, min($this->m + 1, $this->n));
}
/**
* Return the right singular vectors
* @access public
* @return V
*/
function getV() {
return new Matrix($this->V);
}
/**
* 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);
}
/**
* Return the one-dimensional array of singular values
* @access public
* @return diagonal of S.
*/
function getSingularValues() {
return $this->s;
}
/**
* Return the diagonal matrix of singular values
* @access public
* @return S
*/
function getS() {
for ($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
* @access public
* @return max(S)
*/
function norm2() {
return $this->s[0];
}
/**
* Two norm condition number
* @access public
* @return max(S)/min(S)
*/
function cond() {
return $this->s[0] / $this->s[min($this->m, $this->n) - 1];
}
/**
* 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.
*/
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;
}
}
/**
* 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

View File

@@ -1,120 +1,82 @@
<?php
/**
* @package JAMA
*
* Error handling
* @author Michael Bommarito
* @version 01292005
*/
* @package JAMA
*
* Error handling
* @author Michael Bommarito
* @version 01292005
*/
//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:
//define('ExceptionName', N);
//$error['lang'][N] = 'Error message';
//$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.
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'][-1] = "Invalid argument pattern for polymorphic function.";
$error['FR'][-1] = "Modèle inadmissible d'argument pour la fonction polymorphe.".
$error['DE'][-1] = "Unzulässiges Argumentmuster für polymorphe Funktion.";
$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'][-2] = "Invalid argument type.";
$error['FR'][-2] = "Type inadmissible d'argument.";
$error['DE'][-2] = "Unzulässige Argumentart.";
$error['EN'][ArgumentTypeException] = "Invalid argument type.";
$error['FR'][ArgumentTypeException] = "Type inadmissible d'argument.";
$error['DE'][ArgumentTypeException] = "Unzulässige Argumentart.";
define('ArgumentBoundsException', -3);
$error['EN'][-3] = "Invalid argument range.";
$error['FR'][-3] = "Gamme inadmissible d'argument.";
$error['DE'][-3] = "Unzulässige Argumentstrecke.";
$error['EN'][ArgumentBoundsException] = "Invalid argument range.";
$error['FR'][ArgumentBoundsException] = "Gamme inadmissible d'argument.";
$error['DE'][ArgumentBoundsException] = "Unzulässige Argumentstrecke.";
define('MatrixDimensionException', -4);
$error['EN'][-4] = "Matrix dimensions are not equal.";
$error['FR'][-4] = "Les dimensions de Matrix ne sont pas égales.";
$error['DE'][-4] = "Matrixmaße sind nicht gleich.";
$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'][-5] = "Significant precision loss detected.";
$error['FR'][-5] = "Perte significative de précision détectée.";
$error['DE'][-5] = "Bedeutender Präzision Verlust ermittelte.";
$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'][-6] = "Can only perform operation on symmetric positive definite matrix.";
$error['FR'][-6] = "Perte significative de précision détectée.";
$error['DE'][-6] = "Bedeutender Präzision Verlust ermittelte.";
$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'][-7] = "Can only perform operation on singular matrix.";
$error['EN'][MatrixSingularException] = "Can only perform operation on singular matrix.";
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);
$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);
$error['EN'][-10] = "All rows must have the same length.";
$error['EN'][RowLengthException] = "All rows must have the same length.";
/**
* Custom error handler
* @param int $type Error type: {ERROR, WARNING, NOTICE}
* @param int $num Error number
* @param string $file File in which the error occured
* @param int $line Line on which the error occured
*/
function JAMAError( $type = null, $num = null, $file = null, $line = null, $context = null ) {
global $error;
* Custom error handler
* @param int $num Error number
*/
function JAMAError($errorNumber = 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:
//echo '<div class="errror"><b>Notice:</b> ' . $error[$lang][$num] . '<br />' . $file . ' @ L' . $line . '</div>';
break;
case E_STRICT:
break;
case E_WARNING:
break;
default:
echo "<div class=\"error\"><b>Unknown Error Type:</b> $type - $file @ L{$line}</div>";
die();
break;
}
} else {
die( "Invalid arguments to JAMAError()" );
}
if (isset($errorNumber)) {
if (isset($error[JAMALANG][$errorNumber])) {
return $error[JAMALANG][$errorNumber];
} else {
return $error['EN'][$errorNumber];
}
} else {
return ("Invalid argument to JAMAError()");
}
}
// TODO MarkBaker
//set_error_handler('JAMAError');
//error_reporting(ERROR | WARNING);

View File

@@ -1,40 +1,43 @@
<?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.
*/
* @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);
} else if ($b != 0) {
$r = $a/$b;
$r = abs($b)*sqrt(1+$r*$r);
} else
$r = 0.0;
return $r;
}
if (abs($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.
*
* 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
trigger_error(ArgumentTypeException, ERROR);
}
return sqrt($s);
$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);
}
*/