refactor: change decompositions to classes

BREAKING CHANGE: Now decompositions have to be created with "new".
mljs · Jul 19, 2017 · 00c18e8 · 00c18e8
1 parent 86ed94d
commit 00c18e8
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diff --git a/__tests__/decompositions/cholesky.js b/__tests__/decompositions/cholesky.js
@@ -19,8 +19,8 @@ describe('Cholesky decomposition', () => {
         expect(ltm.mmul(ltm.transpose())).toEqual(matrix);
     });
     it('should throw on bad input', () => {
-        expect(() => CHO([[0, 1], [2, 0]])).toThrow('Matrix is not symmetric');
-        expect(() => CHO([[1, 2], [2, 1]])).toThrow('Matrix is not positive definite');
+        expect(() => new CHO([[0, 1], [2, 0]])).toThrow('Matrix is not symmetric');
+        expect(() => new CHO([[1, 2], [2, 1]])).toThrow('Matrix is not positive definite');
     });
 });
 

diff --git a/src/dc/cholesky.js b/src/dc/cholesky.js
@@ -1,55 +1,53 @@
 import Matrix from '../matrix';
 
-// https://github.com/lutzroeder/Mapack/blob/master/Source/CholeskyDecomposition.cs
-function CholeskyDecomposition(value) {
-    if (!(this instanceof CholeskyDecomposition)) {
-        return new CholeskyDecomposition(value);
-    }
-    value = Matrix.checkMatrix(value);
-    if (!value.isSymmetric()) {
-        throw new Error('Matrix is not symmetric');
-    }
+/**
+ * @class CholeskyDecomposition
+ * @link https://github.com/lutzroeder/Mapack/blob/master/Source/CholeskyDecomposition.cs
+ * @param {*} value
+ */
+export default class CholeskyDecomposition {
+    constructor(value) {
+        value = Matrix.checkMatrix(value);
+        if (!value.isSymmetric()) {
+            throw new Error('Matrix is not symmetric');
+        }
+
+        var a = value;
+        var dimension = a.rows;
+        var l = new Matrix(dimension, dimension);
+        var positiveDefinite = true;
+        var i, j, k;
 
-    var a = value;
-    var dimension = a.rows;
-    var l = new Matrix(dimension, dimension);
-    var positiveDefinite = true;
-    var i, j, k;
-
-    for (j = 0; j < dimension; j++) {
-        var Lrowj = l[j];
-        var d = 0;
-        for (k = 0; k < j; k++) {
-            var Lrowk = l[k];
-            var s = 0;
-            for (i = 0; i < k; i++) {
-                s += Lrowk[i] * Lrowj[i];
+        for (j = 0; j < dimension; j++) {
+            var Lrowj = l[j];
+            var d = 0;
+            for (k = 0; k < j; k++) {
+                var Lrowk = l[k];
+                var s = 0;
+                for (i = 0; i < k; i++) {
+                    s += Lrowk[i] * Lrowj[i];
+                }
+                Lrowj[k] = s = (a[j][k] - s) / l[k][k];
+                d = d + s * s;
             }
-            Lrowj[k] = s = (a[j][k] - s) / l[k][k];
-            d = d + s * s;
-        }
 
-        d = a[j][j] - d;
+            d = a[j][j] - d;
 
-        positiveDefinite &= (d > 0);
-        l[j][j] = Math.sqrt(Math.max(d, 0));
-        for (k = j + 1; k < dimension; k++) {
-            l[j][k] = 0;
+            positiveDefinite &= (d > 0);
+            l[j][j] = Math.sqrt(Math.max(d, 0));
+            for (k = j + 1; k < dimension; k++) {
+                l[j][k] = 0;
+            }
         }
-    }
 
-    if (!positiveDefinite) {
-        throw new Error('Matrix is not positive definite');
-    }
+        if (!positiveDefinite) {
+            throw new Error('Matrix is not positive definite');
+        }
 
-    this.L = l;
-}
+        this.L = l;
+    }
 
-CholeskyDecomposition.prototype = {
-    get lowerTriangularMatrix() {
-        return this.L;
-    },
-    solve: function (value) {
+    solve(value) {
         value = Matrix.checkMatrix(value);
 
         var l = this.L;
@@ -83,6 +81,9 @@ CholeskyDecomposition.prototype = {
 
         return B;
     }
-};
 
-export default CholeskyDecomposition;
+    get lowerTriangularMatrix() {
+        return this.L;
+    }
+}
+
diff --git a/src/dc/evd.js b/src/dc/evd.js
@@ -1,74 +1,78 @@
 import Matrix from '../matrix';
 import {hypotenuse, getFilled2DArray} from './util';
 
-const defaultOptions = {
-    assumeSymmetric: false
-};
-
-// https://github.com/lutzroeder/Mapack/blob/master/Source/EigenvalueDecomposition.cs
-function EigenvalueDecomposition(matrix, options) {
-    options = Object.assign({}, defaultOptions, options);
-    if (!(this instanceof EigenvalueDecomposition)) {
-        return new EigenvalueDecomposition(matrix, options);
-    }
-    matrix = Matrix.checkMatrix(matrix);
-    if (!matrix.isSquare()) {
-        throw new Error('Matrix is not a square matrix');
-    }
-
-    var n = matrix.columns;
-    var V = getFilled2DArray(n, n, 0);
-    var d = new Array(n);
-    var e = new Array(n);
-    var value = matrix;
-    var i, j;
+/**
+ * @class EigenvalueDecomposition
+ * @link https://github.com/lutzroeder/Mapack/blob/master/Source/EigenvalueDecomposition.cs
+ * @param {*} matrix
+ * @param {object} [options]
+ */
+export default class EigenvalueDecomposition {
+    constructor(matrix, options = {}) {
+        const {
+            assumeSymmetric = false
+        } = options;
+
+        matrix = Matrix.checkMatrix(matrix);
+        if (!matrix.isSquare()) {
+            throw new Error('Matrix is not a square matrix');
+        }
 
-    var isSymmetric = false;
-    if (options.assumeSymmetric) {
-        isSymmetric = true;
-    } else {
-        isSymmetric = matrix.isSymmetric();
-    }
+        var n = matrix.columns;
+        var V = getFilled2DArray(n, n, 0);
+        var d = new Array(n);
+        var e = new Array(n);
+        var value = matrix;
+        var i, j;
 
-    if (isSymmetric) {
-        for (i = 0; i < n; i++) {
-            for (j = 0; j < n; j++) {
-                V[i][j] = value.get(i, j);
-            }
+        var isSymmetric = false;
+        if (assumeSymmetric) {
+            isSymmetric = true;
+        } else {
+            isSymmetric = matrix.isSymmetric();
         }
-        tred2(n, e, d, V);
-        tql2(n, e, d, V);
-    } else {
-        var H = getFilled2DArray(n, n, 0);
-        var ort = new Array(n);
-        for (j = 0; j < n; j++) {
+
+        if (isSymmetric) {
             for (i = 0; i < n; i++) {
-                H[i][j] = value.get(i, j);
+                for (j = 0; j < n; j++) {
+                    V[i][j] = value.get(i, j);
+                }
+            }
+            tred2(n, e, d, V);
+            tql2(n, e, d, V);
+        } else {
+            var H = getFilled2DArray(n, n, 0);
+            var ort = new Array(n);
+            for (j = 0; j < n; j++) {
+                for (i = 0; i < n; i++) {
+                    H[i][j] = value.get(i, j);
+                }
             }
+            orthes(n, H, ort, V);
+            hqr2(n, e, d, V, H);
         }
-        orthes(n, H, ort, V);
-        hqr2(n, e, d, V, H);
-    }
 
-    this.n = n;
-    this.e = e;
-    this.d = d;
-    this.V = V;
-}
+        this.n = n;
+        this.e = e;
+        this.d = d;
+        this.V = V;
+    }
 
-EigenvalueDecomposition.prototype = {
     get realEigenvalues() {
         return this.d;
-    },
+    }
+
     get imaginaryEigenvalues() {
         return this.e;
-    },
+    }
+
     get eigenvectorMatrix() {
         if (!Matrix.isMatrix(this.V)) {
             this.V = new Matrix(this.V);
         }
         return this.V;
-    },
+    }
+
     get diagonalMatrix() {
         var n = this.n;
         var e = this.e;
@@ -88,10 +92,10 @@ EigenvalueDecomposition.prototype = {
         }
         return X;
     }
-};
+}
 
-function tred2(n, e, d, V) {
 
+function tred2(n, e, d, V) {
     var f, g, h, i, j, k,
         hh, scale;
 
@@ -772,5 +776,3 @@ function cdiv(xr, xi, yr, yi) {
         return [(r * xr + xi) / d, (r * xi - xr) / d];
     }
 }
-
-export default EigenvalueDecomposition;