From 539b35af00a9f561bfe75cc5969e3dbaef0bbc44 Mon Sep 17 00:00:00 2001 From: Ger Hobbelt Date: Mon, 3 Dec 2012 01:09:22 +0100 Subject: [PATCH 01/48] include Brent's method - taken from https://gist.github.com/3317728 --- src/uniroot.js | 114 +++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 114 insertions(+) create mode 100644 src/uniroot.js diff --git a/src/uniroot.js b/src/uniroot.js new file mode 100644 index 0000000..7aeaee9 --- /dev/null +++ b/src/uniroot.js @@ -0,0 +1,114 @@ +/** + * Searches the interval from lowerLimit to upperLimit + * for a root (i.e., zero) of the function func with respect to + * its first argument using Brent's method root-finding algorithm. + * + * @param {function} function for which the root is sought. + * @param {number} the lower point of the interval to be searched. + * @param {number} the upper point of the interval to be searched. + * @param {number} the desired accuracy (convergence tolerance). + * @param {number} the maximum number of iterations. + * @returns an estimate for the root within accuracy. + */ +// Translated from zeroin.c in http://www.netlib.org/c/brent.shar. +function uniroot ( func, lowerLimit, upperLimit, errorTol, maxIter ) { + var a = lowerLimit + , b = upperLimit + , c = a + , fa = func(a) + , fb = func(b) + , fc = fa + , s = 0 + , fs = 0 + , tol_act // Actual tolerance + , new_step // Step at this iteration + , prev_step // Distance from the last but one to the last approximation + , p // Interpolation step is calculated in the form p/q; division is delayed until the last moment + , q + ; + + errorTol = errorTol || 0; + maxIter = maxIter || 1000; + + while ( maxIter-- > 0 ) { + + prev_step = b - a; + + if ( Math.abs(fc) < Math.abs(fb) ) { + // Swap data for b to be the best approximation + a = b, b = c, c = a; + fa = fb, fb = fc, fc = fa; + } + + tol_act = 1e-15 * Math.abs(b) + errorTol / 2; + new_step = ( c - b ) / 2; + + if ( Math.abs(new_step) <= tol_act || fb === 0 ) { + return b; // Acceptable approx. is found + } + + // Decide if the interpolation can be tried + if ( Math.abs(prev_step) >= tol_act && Math.abs(fa) > Math.abs(fb) ) { + // If prev_step was large enough and was in true direction, Interpolatiom may be tried + var t1, cb, t2; + cb = c - b; + if ( a === c ) { // If we have only two distinct points linear interpolation can only be applied + t1 = fb / fa; + p = cb * t1; + q = 1.0 - t1; + } + else { // Quadric inverse interpolation + q = fa / fc, t1 = fb / fc, t2 = fb / fa; + p = t2 * (cb * q * (q - t1) - (b - a) * (t1 - 1)); + q = (q - 1) * (t1 - 1) * (t2 - 1); + } + + if ( p > 0 ) { + q = -q; // p was calculated with the opposite sign; make p positive + } + else { + p = -p; // and assign possible minus to q + } + + if ( p < ( 0.75 * cb * q - Math.abs( tol_act * q ) / 2 ) && + p < Math.abs( prev_step * q / 2 ) ) { + // If (b + p / q) falls in [b,c] and isn't too large it is accepted + new_step = p / q; + } + + // If p/q is too large then the bissection procedure can reduce [b,c] range to more extent + } + + if ( Math.abs( new_step ) < tol_act ) { // Adjust the step to be not less than tolerance + new_step = ( new_step > 0 ) ? tol_act : -tol_act; + } + + a = b, fa = fb; // Save the previous approx. + b += new_step, fb = func(b); // Do step to a new approxim. + + if ( (fb > 0 && fc > 0) || (fb < 0 && fc < 0) ) { + c = a, fc = fa; // Adjust c for it to have a sign opposite to that of b + } + } + +} + + +/* +var test_counter; +function f1 (x) { test_counter++; return (Math.pow(x,2)-1)*x - 5; } +function f2 (x) { test_counter++; return Math.cos(x)-x; } +function f3 (x) { test_counter++; return Math.sin(x)-x; } +function f4 (x) { test_counter++; return (x + 3) * Math.pow(x - 1, 2); } +[ + [f1, 2, 3], + [f2, 2, 3], + [f2, -1, 3], + [f3, -1, 3], + [f4, -4, 4/3] +].forEach(function (args) { + test_counter = 0; + var root = uniroot.apply( pv, args ); + ;;;console.log( 'uniroot:', args.slice(1), root, test_counter ); +}) +*/ From 562d3fbac950e546c61f9c0d943d6e84b127252f Mon Sep 17 00:00:00 2001 From: Ger Hobbelt Date: Sun, 16 Dec 2012 14:27:43 +0100 Subject: [PATCH 02/48] tweaked the build process to fit my needs. --- favicon.ico | Bin tools/build.sh | 1 + 2 files changed, 1 insertion(+) mode change 100755 => 100644 favicon.ico diff --git a/favicon.ico b/favicon.ico old mode 100755 new mode 100644 diff --git a/tools/build.sh b/tools/build.sh index fe3be4b..cb677b8 100755 --- a/tools/build.sh +++ b/tools/build.sh @@ -15,6 +15,7 @@ fi ver=`grep 'numeric.version.*=.*"' ../src/numeric.js | sed 's/numeric.version[ =]*"\([0-9.]*\)".*/\1/'` echo "Version is $ver" cat ../src/numeric.js ../src/seedrandom.js ../src/quadprog.js ../src/svd.js > ../lib/numeric-$ver.js +cp ../lib/numeric-$ver.js ../lib/numeric.latest.js uglifyjs ../lib/numeric-$ver.js > ../lib/numeric-$ver.min.js cat jquery-1.7.1.min.js jquery.flot.min.js 'Crypto-JS v2.4.0/crypto/crypto-min.js' 'Crypto-JS v2.4.0/crypto-sha256/crypto-sha256.js' json2.js > megalib.js echo "" | cat closurelib.js sylvester.js - ../lib/numeric-$ver.min.js jquery-1.7.1.min.js jquery.flot.min.js > benchlib.js From 35b67b6897acab6b49cb00fa17bdf0c36cfb837a Mon Sep 17 00:00:00 2001 From: Ger Hobbelt Date: Sun, 16 Dec 2012 14:40:44 +0100 Subject: [PATCH 03/48] gitattributes --- .gitattributes | 12 ++++++++++++ tools/megalib.js | 24 ++++++++++++------------ 2 files changed, 24 insertions(+), 12 deletions(-) create mode 100644 .gitattributes diff --git a/.gitattributes b/.gitattributes new file mode 100644 index 0000000..4872ee1 --- /dev/null +++ b/.gitattributes @@ -0,0 +1,12 @@ +*.sh text eol=lf +*.php text eol=lf +*.inc text eol=lf +*.html text eol=lf +*.js text eol=lf +*.css text eol=lf +*.ini text eol=lf +*.txt text eol=lf +*.xml text eol=lf +*.md text eol=lf +*.markdown text eol=lf + diff --git a/tools/megalib.js b/tools/megalib.js index f10f307..799e9fd 100644 --- a/tools/megalib.js +++ b/tools/megalib.js @@ -6,22 +6,22 @@ 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tools/mytest.html | 2 +- tools/unit2.js | 12 +- tools/workshop.html | 370 +- tools/workshop_in.php | 50 +- workshop.php | 420 +- 25 files changed, 10001 insertions(+), 10001 deletions(-) diff --git a/benchmark.html b/benchmark.html index 324f3bf..1cf6523 100644 --- a/benchmark.html +++ b/benchmark.html @@ -48,59 +48,59 @@ var mkA = function(n) { return numeric.random([n,n]); }; var mkV = function(n) { return numeric.random([n]); }; var benchmarks = [ - [ - 'abs(vector)', [3,10,30,100,300,1000,3000], - function(n) { var V = mkV(n); return bench(function() { numeric.abs(V); }); }, - function(n) { var V = new goog.math.Matrix([mkV(n)]); return bench(function() { V.toArray().map(Math.abs); }); }, - function(n) { var V = $V(mkV(n)); return bench(function() { V.map(Math.abs); }); } - ], - [ - 'Create identity', [3,10,30,100,300,1000], - function(n) { return bench(function() { numeric.identity(n); }); }, - function(n) { return bench(function() { goog.math.Matrix.createIdentityMatrix(n); }); 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goog.math.Matrix(mkA(n)), V = new goog.math.Matrix([mkV(n)]); return bench(function() { V.multiply(A); }); }, - function(n) { var A = $M(mkA(n)), V = $V(mkV(n)); return bench(function() { A.transpose().multiply(V); }); } - ], - ['Ax+b', [3,10,30,100,300,1000], - function(n) { var A = mkA(n), x = mkV(n), b = mkV(n); return bench(function() { numeric.addeq(numeric.dot(A,x),b); }); }, - function(n) { var A = new goog.math.Matrix(mkA(n)), x = new goog.math.Matrix([mkV(n)]).getTranspose(), b = new goog.math.Matrix([mkV(n)]).getTranspose(); return bench(function() { A.multiply(x).add(b); }); }, - function(n) { var A = $M(mkA(n)), x = $V(mkV(n)), b = $V(mkV(n)); return bench(function() { A.multiply(x).add(b); }); } - ], - [ - 'Matrix-Matrix product', [3,5,10,20,30,50,75,100], - function(n) { var A = mkA(n), B = mkA(n); return bench(function() { numeric.dot(A,B); }); }, - function(n) { var A = new goog.math.Matrix(mkA(n)), B = new goog.math.Matrix(mkA(n)); return bench(function() { A.multiply(B); }); }, - function(n) { var A = $M(mkA(n)), B = $M(mkA(n)); return bench(function() { A.multiply(B); }); } - ], - [ - 'Matrix-Matrix sum', [3,5,10,20,30,50,75,100], - function(n) { var A = mkA(n); return bench(function() { numeric.add(A,A); }); }, - function(n) { var A = new goog.math.Matrix(mkA(n)); return bench(function() { A.add(A); }); }, - function(n) { var A = $M(mkA(n)); return bench(function() { A.add(A); }); } - ], - [ - 'Matrix inverse', [3,5,10,20,30,50,75,100], - function(n) { var A = mkA(n); return bench(function() { numeric.inv(A); }); }, - function(n) { var A = new goog.math.Matrix(mkA(n)); return bench(function() { A.getInverse(); }); }, - function(n) { var A = $M(mkA(n)); return bench(function() { A.inv(); }); } - ], + [ + 'abs(vector)', [3,10,30,100,300,1000,3000], + function(n) { var V = mkV(n); return bench(function() { numeric.abs(V); }); }, + function(n) { var V = new goog.math.Matrix([mkV(n)]); return bench(function() { V.toArray().map(Math.abs); }); }, + function(n) { var V = $V(mkV(n)); return bench(function() { V.map(Math.abs); }); } + ], + [ + 'Create identity', [3,10,30,100,300,1000], + function(n) { return bench(function() { numeric.identity(n); }); }, + function(n) { return bench(function() { goog.math.Matrix.createIdentityMatrix(n); }); }, + function(n) { return bench(function() { Matrix.I(n); }); } + ], + [ + 'Matrix transpose', [3,10,30,100,300,1000], + function(n) { var A = mkA(n); return bench(function() { numeric.transpose(A); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)); return bench(function() { A.getTranspose(); }); }, + function(n) { var A = $M(mkA(n)); return bench(function() { A.transpose(); }); } + ], + [ + 'Matrix-Vector product', [3,10,30,100,300,1000], + function(n) { var A = mkA(n), V = mkV(n); return bench(function() { numeric.dot(A,V); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)), V = new goog.math.Matrix([mkV(n)]).getTranspose(); return bench(function() { A.multiply(V); }); }, + function(n) { var A = $M(mkA(n)), V = $V(mkV(n)); return bench(function() { A.multiply(V); }); } + ], + [ + 'Vector-Matrix product', [3,10,30,100,300,1000], + function(n) { var A = mkA(n), V = mkV(n); return bench(function() { numeric.dot(V,A); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)), V = new goog.math.Matrix([mkV(n)]); return bench(function() { V.multiply(A); }); }, + function(n) { var A = $M(mkA(n)), V = $V(mkV(n)); return bench(function() { A.transpose().multiply(V); }); } + ], + ['Ax+b', [3,10,30,100,300,1000], + function(n) { var A = mkA(n), x = mkV(n), b = mkV(n); return bench(function() { numeric.addeq(numeric.dot(A,x),b); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)), x = new goog.math.Matrix([mkV(n)]).getTranspose(), b = new goog.math.Matrix([mkV(n)]).getTranspose(); return bench(function() { A.multiply(x).add(b); }); }, + function(n) { var A = $M(mkA(n)), x = $V(mkV(n)), b = $V(mkV(n)); return bench(function() { A.multiply(x).add(b); }); } + ], + [ + 'Matrix-Matrix product', [3,5,10,20,30,50,75,100], + function(n) { var A = mkA(n), B = mkA(n); return bench(function() { numeric.dot(A,B); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)), B = new goog.math.Matrix(mkA(n)); return bench(function() { A.multiply(B); }); }, + function(n) { var A = $M(mkA(n)), B = $M(mkA(n)); return bench(function() { A.multiply(B); }); } + ], + [ + 'Matrix-Matrix sum', [3,5,10,20,30,50,75,100], + function(n) { var A = mkA(n); return bench(function() { numeric.add(A,A); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)); return bench(function() { A.add(A); }); }, + function(n) { var A = $M(mkA(n)); return bench(function() { A.add(A); }); } + ], + [ + 'Matrix inverse', [3,5,10,20,30,50,75,100], + function(n) { var A = mkA(n); return bench(function() { numeric.inv(A); }); }, + function(n) { var A = new goog.math.Matrix(mkA(n)); return bench(function() { A.getInverse(); }); }, + function(n) { var A = $M(mkA(n)); return bench(function() { A.inv(); }); } + ], [ 'Sparse Laplacian LU', [5,10,20,30], function(n) { var A = numeric.ccsScatter(numeric.cdelsq(numeric.cgrid(n))); return bench(function() { numeric.ccsLUP(A); }); }, @@ -122,23 +122,23 @@ var datasets = []; var l; var colors = ["#000","#00f","#0f0","#f80","#f0f","#0ff"]; -for(l=0;l0 && c0[lib][rep-1] < 10) { c0[lib][rep] = c0[lib][rep-1]; } - else { foo = benchmarks[b][lib+2]; if(k===0) foo(sz); c0[lib][rep] = foo(sz); } - rep++; - if(rep === 1) { rep = 0; lib++; } - if(lib+2 === benchmarks[b].length) { - k++; - lib=0; - var cps = []; - var mi = 1e6/Math.pow(benchmarks[b][1][k-1],pwr[b]); - for(i=0;i'; - var color = '', uncolor=''; - for(i=0;i'; - } - if(!MSIE) { - var t = document.getElementById('bench'); - var r = t.insertRow(-1); - if(k === 1) { - r.innerHTML = (''+benchmarks[b][0]+'' - +'Numeric' - +'Google Closure' - +'Sylvester'); - r = t.insertRow(-1); - } - r.innerHTML = foo; - } - $.plot($("#placeholder"), datasets, - { - legend: {container: '#legend'}, - xaxis: {ticks:xticks, tickLength:0, min:1, max: l-1}, - yaxis: {ticks:20} - }); - c0 = [[],[],[]]; - count++; - } - if(k === benchmarks[b][1].length) { - for(i=0;i0 && c0[lib][rep-1] < 10) { c0[lib][rep] = c0[lib][rep-1]; } + else { foo = benchmarks[b][lib+2]; if(k===0) foo(sz); c0[lib][rep] = foo(sz); } + rep++; + if(rep === 1) { rep = 0; lib++; } + if(lib+2 === benchmarks[b].length) { + k++; + lib=0; + var cps = []; + var mi = 1e6/Math.pow(benchmarks[b][1][k-1],pwr[b]); + for(i=0;i'; + var color = '', uncolor=''; + for(i=0;i'; + } + if(!MSIE) { + var t = document.getElementById('bench'); + var r = t.insertRow(-1); + if(k === 1) { + r.innerHTML = (''+benchmarks[b][0]+'' + +'Numeric' + +'Google Closure' + +'Sylvester'); + r = t.insertRow(-1); + } + r.innerHTML = foo; + } + $.plot($("#placeholder"), datasets, + { + legend: {container: '#legend'}, + xaxis: {ticks:xticks, tickLength:0, min:1, max: l-1}, + yaxis: {ticks:20} + }); + c0 = [[],[],[]]; + count++; + } + if(k === benchmarks[b][1].length) { + for(i=0;i'+benchmarks[b][0]+'' +'Numeric' +'Google Closure' +'Sylvester'); - r = t.insertRow(-1); + r = t.insertRow(-1); } r.innerHTML = foo; } - $.plot($("#placeholder"), datasets, - { - legend: {container: '#legend'}, + $.plot($("#placeholder"), datasets, + { + legend: {container: '#legend'}, xaxis: {ticks:xticks, tickLength:0, min:1, max: l-1}, yaxis: {ticks:20} }); @@ -171,12 +171,12 @@ for(i=0;i Numeric Javascript