m = $M->getM(); $this->A = $M->toArray(); for ($j = 0; ($j < $this->m) & $this->isSymmetric; ++$j) { for ($i = 0; ($i < $this->m) & $this->isSymmetric; ++$i) { $this->isSymmetric = ($this->A[$i][$j] === $this->A[$j][$i]); } } if ($this->isSymmetric) { $this->V = $this->A; $this->tred2(); $this->tql2(); } else { $this->H = $this->A; $this->orthes(); $this->hqr2(); } } /** * Housholder tridiagonal form reduction. * * @return void * * @since 1.0.0 */ private function tred2() : void { for ($j = 0; $j < $this->m; ++$j) { $this->D[$j] = $this->V[$this->m - 1][$j]; } for ($i = $this->m - 1; $i > 0; --$i) { $scale = 0.0; $h = 0.0; for ($k = 0; $k < $i; ++$k) { $scale += \abs($this->D[$k]); } if ($scale == 0) { $this->E[$i] = $this->D[$i - 1]; /* @phpstan-ignore-next-line */ for ($j = 0; $j > $i; ++$j) { $this->D[$j] = $this->V[$i - 1][$j]; $this->V[$i][$j] = 0.0; $this->V[$j][$i] = 0.0; } } else { for ($k = 0; $k < $i; ++$k) { $this->D[$k] /= $scale; $h += $this->D[$k] * $this->D[$k]; } $f = $this->D[$i - 1]; $g = $f > 0 ? -\sqrt($h) : \sqrt($h); $this->E[$i] = $scale * $g; $h -= $f * $g; $this->D[$i - 1] = $f - $g; for ($j = 0; $j < $i; ++$j) { $this->E[$j] = 0.0; } for ($j = 0; $j < $i; ++$j) { $f = $this->D[$j]; $this->V[$j][$i] = $f; $g = $this->E[$j] + $this->V[$j][$j] * $f; for ($k = $j + 1; $k < $i; ++$k) { $g += $this->V[$k][$j] * $this->D[$k]; $this->E[$k] += $this->V[$k][$j] * $f; } $this->E[$j] = $g; } $f = 0.0; for ($j = 0; $j < $i; ++$j) { $this->E[$j] /= $h; $f += $this->E[$j] * $this->D[$j]; } $hh = $f / ($h + $h); for ($j = 0; $j < $i; ++$j) { $this->E[$j] -= $hh * $this->D[$j]; } for ($j = 0; $j < $i; ++$j) { $f = $this->D[$j]; $g = $this->E[$j]; for ($k = $j; $k < $i; ++$k) { $this->V[$k][$j] -= ($f * $this->E[$k] + $g * $this->D[$k]); } $this->D[$j] = $this->V[$i - 1][$j]; $this->V[$i][$j] = 0.0; } } $this->D[$i] = $h; } for ($i = 0; $i < $this->m - 1; ++$i) { $this->V[$this->m - 1][$i] = $this->V[$i][$i]; $this->V[$i][$i] = 1.0; $h = $this->D[$i + 1]; if ($h != 0) { for ($k = 0; $k <= $i; ++$k) { $this->D[$k] = $this->V[$k][$i + 1] / $h; } for ($j = 0; $j <= $i; ++$j) { $g = 0.0; for ($k = 0; $k <= $i; ++$k) { $g += $this->V[$k][$i + 1] * $this->V[$k][$j]; } for ($k = 0; $k <= $i; ++$k) { $this->V[$k][$j] -= $g * $this->D[$k]; } } } for ($k = 0; $k <= $i; ++$k) { $this->V[$k][$i + 1] = 0.0; } } for ($j = 0; $j < $this->m; ++$j) { $this->D[$j] = $this->V[$this->m - 1][$j]; $this->V[$this->m - 1][$j] = 0.0; } $this->V[$this->m - 1][$this->m - 1] = 1.0; $this->E[0] = 0.0; } /** * Symmetric tridiagonal QL algorithm * * @return void * * @since 1.0.0 */ private function tql2() : void { for ($i = 1; $i < $this->m; ++$i) { $this->E[$i - 1] = $this->E[$i]; } $this->E[$this->m - 1] = 0.0; $f = 0.0; $tst1 = 0.0; for ($l = 0; $l < $this->m; ++$l) { $tst1 = \max($tst1, \abs($this->D[$l]) + \abs($this->E[$l])); $m = $l; while ($m < $this->m) { if (\abs($this->E[$m]) <= self::EPSILON * $tst1) { break; } ++$m; } if ($m > $l) { $iter = 0; do { ++$iter; $g = $this->D[$l]; $p = ($this->D[$l + 1] - $g) / (2.0 * $this->E[$l]); $r = $p < 0 ? -Triangle::getHypot($p, 1) : Triangle::getHypot($p, 1); $this->D[$l] = $this->E[$l] / ($p + $r); $this->D[$l + 1] = $this->E[$l] * ($p + $r); $dl1 = $this->D[$l + 1]; $h = $g - $this->D[$l]; for ($i = $l + 2; $i < $this->m; ++$i) { $this->D[$i] -= $h; } $f += $h; $p = $this->D[$m]; $c = 1.0; $c2 = 1.0; $c3 = 1.0; $el1 = $this->E[$l + 1]; $s = 0.0; $s2 = 0.0; for ($i = $m - 1; $i >= $l; --$i) { $c3 = $c2; $c2 = $c; $s2 = $s; $g = $c * $this->E[$i]; $h = $c * $p; $r = Triangle::getHypot($p, $this->E[$i]); $this->E[$i + 1] = $s * $r; $s = $this->E[$i] / $r; $c = $p / $r; $p = $c * $this->D[$i] - $s * $g; $this->D[$i + 1] = $h + $s * ($c * $g + $s * $this->D[$i]); for ($k = 0; $k < $this->m; ++$k) { $h = $this->V[$k][$i + 1]; $this->V[$k][$i + 1] = $s * $this->V[$k][$i] + $c * $h; $this->V[$k][$i] = $c * $this->V[$k][$i] - $s * $h; } } $p = -$s * $s2 * $c3 * $el1 * $this->E[$l] / $dl1; $this->E[$l] = $s * $p; $this->D[$l] = $c * $p; } while (\abs($this->E[$l]) > self::EPSILON * $tst1); } $this->D[$l] += $f; $this->E[$l] = 0.0; } for ($i = 0; $i < $this->m - 1; ++$i) { $k = $i; $p = $this->D[$i]; for ($j = $i + 1; $j < $this->m; ++$j) { if ($this->D[$j] < $p) { $k = $j; $p = $this->D[$j]; } } if ($k !== $i) { $this->D[$k] = $this->D[$i]; $this->D[$i] = $p; for ($j = 0; $j < $this->m; ++$j) { $p = $this->V[$j][$i]; $this->V[$j][$i] = $this->V[$j][$k]; $this->V[$j][$k] = $p; } } } } /** * Create the orthogonal eigenvectors * * @return void * * @since 1.0.0 */ private function orthes() : void { $low = 0; $high = $this->m - 1; for ($m = $low + 1; $m < $high; ++$m) { $scale = 0.0; for ($i = $m; $i <= $high; ++$i) { $scale += \abs($this->H[$i][$m - 1]); } if ($scale != 0) { $h = 0.0; for ($i = $high; $i >= $m; --$i) { $this->ort[$i] = $this->H[$i][$m - 1] / $scale; $h += $this->ort[$i] * $this->ort[$i]; } $g = $this->ort[$m] > 0 ? -\sqrt($h) : \sqrt($h); $h -= $this->ort[$m] * $g; $this->ort[$m] -= $g; for ($j = $m; $j < $this->m; ++$j) { $f = 0.0; for ($i = $high; $i >= $m; --$i) { $f += $this->ort[$i] * $this->H[$i][$j]; } $f /= $h; for ($i = $m; $i <= $high; ++$i) { $this->H[$i][$j] -= $f * $this->ort[$i]; } } for ($i = 0; $i <= $high; ++$i) { $f = 0.0; for ($j = $high; $j >= $m; --$j) { $f += $this->ort[$j] * $this->H[$i][$j]; } $f /= $h; for ($j = $m; $j <= $high; ++$j) { $this->H[$i][$j] -= $f * $this->ort[$j]; } } $this->ort[$m] *= $scale; $this->H[$m][$m - 1] = $scale * $g; } } for ($i = 0; $i < $this->m; ++$i) { for ($j = 0; $j < $this->m; ++$j) { $this->V[$i][$j] = $i === $j ? 1.0 : 0.0; } } for ($m = $high - 1; $m > $low; --$m) { if ($this->H[$m][$m - 1] != 0) { for ($i = $m + 1; $i <= $high; ++$i) { $this->ort[$i] = $this->H[$i][$m - 1]; } for ($j = $m; $j <= $high; ++$j) { $g = 0.0; for ($i = $m; $i <= $high; ++$i) { $g += $this->ort[$i] * $this->V[$i][$j]; } $g = ($g / $this->ort[$m]) / $this->H[$m][$m - 1]; for ($i = $m; $i <= $high; ++$i) { $this->V[$i][$j] += $g * $this->ort[$i]; } } } } } /** * Perform complex division * * @param float $xr Real value * @param float $xi Imaginary value * @param float $yr Real value * @param float $yi Imaginary value * * @return void * * @since 1.0.0 */ private function cdiv(float $xr, float $xi, float $yr, float $yi) : void { $r = 0.0; $d = 0.0; if (\abs($yr) > \abs($yi)) { $r = $yi / $yr; $d = $yr + $r * $yi; $this->cdivr = ($xr + $r * $xi) / $d; $this->cdivi = ($xi - $r * $xr) / $d; } else { $r = $yr / $yi; $d = $yi + $r * $yr; $this->cdivr = ($r * $xr + $xi) / $d; $this->cdivi = ($r * $xi - $xr) / $d; } } /** * QR algorithm * * @return void * * @since 1.0.0 */ private function hqr2() : void { $nn = $this->m; $n = $nn - 1; $low = 0; $high = $nn - 1; $exshift = 0.0; $p = 0; $q = 0; $r = 0; $s = 0; $z = 0; $norm = 0.0; for ($i = 0; $i < $nn; ++$i) { /* @phpstan-ignore-next-line */ if ($i < $low || $i > $high) { $this->D[$i] = $this->H[$i][$i]; $this->E[$i] = 0.0; } for ($j = \max($i - 1, 0); $j < $nn; ++$j) { $norm += \abs($this->H[$i][$j]); } } $iter = 0; while ($n >= $low) { $l = $n; while ($l > $low) { $s = \abs($this->H[$l - 1][$l - 1]) + \abs($this->H[$l][$l]); if ($s == 0) { $s = $norm; } if (\abs($this->H[$l][$l - 1]) < self::EPSILON * $s) { break; } --$l; } if ($l === $n) { $this->H[$n][$n] = $this->H[$n][$n] + $exshift; $this->D[$n] = $this->H[$n][$n]; $this->E[$n] = 0.0; $iter = 0; --$n; } elseif ($l === $n - 1) { $w = $this->H[$n][$n - 1] * $this->H[$n - 1][$n]; $p = ($this->H[$n - 1][$n - 1] - $this->H[$n][$n]) / 2.0; $q = $p * $p + $w; $z = \sqrt(\abs($q)); $this->H[$n][$n] += $exshift; $this->H[$n - 1][$n - 1] += $exshift; $x = $this->H[$n][$n]; if ($q >= 0) { $z = $p >= 0 ? $p + $z : $p - $z; $this->D[$n - 1] = $x + $z; $this->D[$n] = $z != 0 ? $x - $w / $z : $this->D[$n - 1]; $this->E[$n - 1] = 0.0; $this->E[$n] = 0.0; $x = $this->H[$n][$n - 1]; $s = \abs($x) + \abs($z); $p = $x / $s; $q = $z / $s; $r = \sqrt($p * $p + $q * $q); $p /= $r; $q /= $r; for ($j = $n - 1; $j < $nn; ++$j) { $z = $this->H[$n - 1][$j]; $this->H[$n - 1][$j] = $q * $z + $p * $this->H[$n][$j]; $this->H[$n][$j] = $q * $this->H[$n][$j] - $p * $z; } for ($i = 0; $i <= $n; ++$i) { $z = $this->H[$i][$n - 1]; $this->H[$i][$n - 1] = $q * $z + $p * $this->H[$i][$n]; $this->H[$i][$n] = $q * $this->H[$i][$n] - $p * $z; } for ($i = $low; $i <= $high; ++$i) { $z = $this->V[$i][$n - 1]; $this->V[$i][$n - 1] = $q * $z + $p * $this->V[$i][$n]; $this->V[$i][$n] = $q * $this->V[$i][$n] - $p * $z; } } else { $this->D[$n - 1] = $x + $p; $this->D[$n] = $x + $p; $this->E[$n - 1] = $z; $this->E[$n] = -$z; } $n -= 2; $iter = 0; } else { $x = $this->H[$n][$n]; $y = 0.0; $w = 0.0; if ($l < $n) { $y = $this->H[$n - 1][$n - 1]; $w = $this->H[$n][$n - 1] * $this->H[$n - 1][$n]; } if ($iter === 10) { $exshift += $x; for ($i = $low; $i <= $n; ++$i) { $this->H[$i][$i] -= $x; } $s = \abs($this->H[$n][$n - 1]) + \abs($this->H[$n - 1][$n - 2]); $x = 0.75 * $s; $y = $x; $w = -0.4375 * $s * $s; } if ($iter === 30) { $s = ($y - $x) / 2.0; $s = $s * $s + $w; if ($s > 0) { $s = $y < $x ? -\sqrt($s) : \sqrt($s); $s = $x - $w / (($y - $x) / 2.0 + $s); for ($i = $low; $i <= $n; ++$i) { $this->H[$i][$i] -= $s; } $exshift += $s; $x = $y = $w = 0.964; } } ++$iter; $m = $n - 2; while ($m >= $l) { $z = $this->H[$m][$m]; $r = $x - $z; $s = $y - $z; $p = ($r * $s - $w) / $this->H[$m + 1][$m] + $this->H[$m][$m + 1]; $q = $this->H[$m + 1][$m + 1] - $z - $r - $s; $r = $this->H[$m + 2][$m + 1]; $s = \abs($p) + \abs($q) + \abs($r); $p /= $s; $q /= $s; $r /= $s; if ($m === $l || \abs($this->H[$m][$m - 1]) * (\abs($q) + \abs($r)) < self::EPSILON * (\abs($p) * (\abs($this->H[$m - 1][$m - 1]) + \abs($z) + \abs($this->H[$m + 1][$m + 1]))) ) { break; } --$m; } for ($i = $m + 2; $i <= $n; ++$i) { $this->H[$i][$i - 2] = 0.0; if ($i > $m + 2) { $this->H[$i][$i - 3] = 0.0; } } for ($k = $m; $k < $n; ++$k) { $notlast = ($k !== $n - 1); if ($k !== $m) { $p = $this->H[$k][$k - 1]; $q = $this->H[$k + 1][$k - 1]; $r = ($notlast ? $this->H[$k + 2][$k - 1] : 0.0); $x = \abs($p) + \abs($q) + \abs($r); if ($x == 0) { continue; } $p /= $x; $q /= $x; $r /= $x; } $s = $p < 0 ? -\sqrt($p * $p + $q * $q + $r * $r) : \sqrt($p * $p + $q * $q + $r * $r); if ($s == 0) { continue; } if ($k !== $m) { $this->H[$k][$k - 1] = -$s * $x; } elseif ($l !== $m) { $this->H[$k][$k - 1] = -$this->H[$k][$k - 1]; } $p += $s; $x = $p / $s; $y = $q / $s; $z = $r / $s; $q /= $p; $r /= $p; for ($j = $k; $j < $nn; ++$j) { $p = $this->H[$k][$j] + $q * $this->H[$k + 1][$j]; if ($notlast) { $p = $p + $r * $this->H[$k + 2][$j]; $this->H[$k + 2][$j] = $this->H[$k + 2][$j] - $p * $z; } $this->H[$k][$j] = $this->H[$k][$j] - $p * $x; $this->H[$k + 1][$j] = $this->H[$k + 1][$j] - $p * $y; } $min = \min($n, $k + 3); for ($i = 0; $i <= $min; ++$i) { $p = $x * $this->H[$i][$k] + $y * $this->H[$i][$k + 1]; if ($notlast) { $p = $p + $z * $this->H[$i][$k + 2]; $this->H[$i][$k + 2] = $this->H[$i][$k + 2] - $p * $r; } $this->H[$i][$k] = $this->H[$i][$k] - $p; $this->H[$i][$k + 1] = $this->H[$i][$k + 1] - $p * $q; } for ($i = $low; $i <= $high; ++$i) { $p = $x * $this->V[$i][$k] + $y * $this->V[$i][$k + 1]; if ($notlast) { $p += $z * $this->V[$i][$k + 2]; $this->V[$i][$k + 2] = $this->V[$i][$k + 2] - $p * $r; } $this->V[$i][$k] = $this->V[$i][$k] - $p; $this->V[$i][$k + 1] = $this->V[$i][$k + 1] - $p * $q; } } } } if ($norm == 0) { return; } for ($n = $nn - 1; $n >= 0; --$n) { $p = $this->D[$n]; $q = $this->E[$n]; if ($q == 0) { $l = $n; $this->H[$n][$n] = 1.0; for ($i = $n - 1; $i >= 0; --$i) { $w = $this->H[$i][$i] - $p; $r = 0.0; for ($j = $l; $j <= $n; ++$j) { $r += $this->H[$i][$j] * $this->H[$j][$n]; } if ($this->E[$i] < 0.0) { $z = $w; $s = $r; } else { $l = $i; if ($this->E[$i] == 0) { $this->H[$i][$n] = $w != 0 ? -$r / $w : -$r / (self::EPSILON * $norm); } else { $x = $this->H[$i][$i + 1]; $y = $this->H[$i + 1][$i]; $q = ($this->D[$i] - $p) * ($this->D[$i] - $p) + $this->E[$i] * $this->E[$i]; $t = ($x * $s - $z * $r) / $q; $this->H[$i][$n] = $t; $this->H[$i + 1][$n] = \abs($x) > \abs($z) ? (-$r - $w * $t) / $x : (-$s - $y * $t) / $z; } $t = \abs($this->H[$i][$n]); if ((self::EPSILON * $t) * $t > 1) { for ($j = $i; $j <= $n; ++$j) { $this->H[$j][$n] = $this->H[$j][$n] / $t; } } } } } elseif ($q < 0) { $l = $n - 1; if (\abs($this->H[$n][$n - 1]) > \abs($this->H[$n - 1][$n])) { $this->H[$n - 1][$n - 1] = $q / $this->H[$n][$n - 1]; $this->H[$n - 1][$n] = -($this->H[$n][$n] - $p) / $this->H[$n][$n - 1]; } else { $this->cdiv(0.0, -$this->H[$n - 1][$n], $this->H[$n - 1][$n - 1] - $p, $q); $this->H[$n - 1][$n - 1] = $this->cdivr; $this->H[$n - 1][$n] = $this->cdivi; } $this->H[$n][$n - 1] = 0.0; $this->H[$n][$n] = 1.0; for ($i = $n - 2; $i >= 0; --$i) { $ra = 0.0; $sa = 0.0; for ($j = $l; $j <= $n; ++$j) { $ra = $ra + $this->H[$i][$j] * $this->H[$j][$n - 1]; $sa = $sa + $this->H[$i][$j] * $this->H[$j][$n]; } $w = $this->H[$i][$i] - $p; if ($this->E[$i] < 0.0) { $z = $w; $r = $ra; $s = $sa; } else { $l = $i; if ($this->E[$i] == 0) { $this->cdiv(-$ra, -$sa, $w, $q); $this->H[$i][$n - 1] = $this->cdivr; $this->H[$i][$n] = $this->cdivi; } else { $x = $this->H[$i][$i + 1]; $y = $this->H[$i + 1][$i]; $vr = ($this->D[$i] - $p) * ($this->D[$i] - $p) + $this->E[$i] * $this->E[$i] - $q * $q; $vi = ($this->D[$i] - $p) * 2.0 * $q; if ($vr == 0 & $vi == 0) { $vr = self::EPSILON * $norm * (\abs($w) + \abs($q) + \abs($x) + \abs($y) + \abs($z)); } $this->cdiv($x * $r - $z * $ra + $q * $sa, $x * $s - $z * $sa - $q * $ra, $vr, $vi); $this->H[$i][$n - 1] = $this->cdivr; $this->H[$i][$n] = $this->cdivi; if (\abs($x) > (\abs($z) + \abs($q))) { $this->H[$i + 1][$n - 1] = (-$ra - $w * $this->H[$i][$n - 1] + $q * $this->H[$i][$n]) / $x; $this->H[$i + 1][$n] = (-$sa - $w * $this->H[$i][$n] - $q * $this->H[$i][$n - 1]) / $x; } else { $this->cdiv(-$r - $y * $this->H[$i][$n - 1], -$s - $y * $this->H[$i][$n], $z, $q); $this->H[$i + 1][$n - 1] = $this->cdivr; $this->H[$i + 1][$n] = $this->cdivi; } } $t = \max(\abs($this->H[$i][$n - 1]), \abs($this->H[$i][$n])); if ((self::EPSILON * $t) * $t > 1) { for ($j = $i; $j <= $n; ++$j) { $this->H[$j][$n - 1] = $this->H[$j][$n - 1] / $t; $this->H[$j][$n] = $this->H[$j][$n] / $t; } } } } } } for ($i = 0; $i < $nn; ++$i) { /* @phpstan-ignore-next-line */ if ($i < $low || $i > $high) { for ($j = $i; $j < $nn; ++$j) { $this->V[$i][$j] = $this->H[$i][$j]; } } } for ($j = $nn - 1; $j >= $low; --$j) { for ($i = $low; $i <= $high; ++$i) { $z = 0.0; $min = \min($j, $high); for ($k = $low; $k <= $min; ++$k) { $z += $this->V[$i][$k] * $this->H[$k][$j]; } $this->V[$i][$j] = $z; } } } /** * Is matrix symmetric? * * @return bool * * @since 1.0.0 */ public function isSymmetric() : bool { return $this->isSymmetric; } /** * Get V matrix * * @return Matrix * * @since 1.0.0 */ public function getV() : Matrix { $matrix = new Matrix(); $matrix->setMatrix($this->V); return $matrix; } /** * Get real eigenvalues * * @return Vector * * @since 1.0.0 */ public function getRealEigenvalues() : Vector { $vector = new Vector(); $vector->setMatrix($this->D); return $vector; } /** * Get imaginary eigenvalues * * @return Vector * * @since 1.0.0 */ public function getImagEigenvalues() : Vector { $vector = new Vector(); $vector->setMatrix($this->E); return $vector; } /** * Get D matrix * * @return Matrix * * @since 1.0.0 */ public function getD() : Matrix { $matrix = new Matrix(); $D = [[]]; for ($i = 0; $i < $this->m; ++$i) { for ($j = 0; $j < $this->m; ++$j) { $D[$i][$j] = 0.0; } $D[$i][$i] = $this->D[$i]; if ($this->E[$i] > 0) { $D[$i][$i + 1] = $this->E[$i]; } elseif ($this->E[$i] < 0) { $D[$i][$i - 1] = $this->E[$i]; } } $matrix->setMatrix($D); return $matrix; } }