public function __construct(Matrix $_matrix)
{
$this->l_matrix = $_matrix;
$m = $_matrix->u_size;
$n = $_matrix->u_stride;
/*if($m < $n)
{
return;
}*/
$a = clone $this->l_matrix->u_data;
/*$nu = min($m, $n);*/
$this->l_singular = new Vector($sl = min($m + 1, $n));
$s = $this->l_singular->u_data;
$this->l_left = new Matrix($um = $m, $un = $m);
$u = $this->l_left->u_data;
$this->l_right = new Matrix($vm = $n, $vn = $n);
$v = $this->l_right->u_data;
$e = arrayFill($n, 0.0);
$work = arrayFill($m, 0.0);
$wantu = true;
$wantv = true;
/* Reduce A to bidiagonal form, storing the diagonal elements in s and the super-diagonal elements in e. */
$nct = min($m - 1, $n);
$nrt = max(0, min($n - 2, $m));
$kmax = max($nct, $nrt);
for ($k = 0; $k < $kmax; $k++) {
if ($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.
*/
$s[$k] = 0.0;
for ($i = $k; $i < $m; $i++) {
$s[$k] = hypot($s[$k], $a[$i * $n + $k]);
}
if (compare($s[$k], 0)) {
if ($a[$pos = $k * $n + $k] < 0) {
$s[$k] = -$s[$k];
}
for ($i = $k; $i < $m; $i++) {
$a[$i * $n + $k] /= (double) $s[$k];
/* Division */
}
$a[$pos] += 1.0;
}
$s[$k] = -$s[$k];
}
for ($j = $k + 1; $j < $n; $j++) {
if ($k < $nct && compare($s[$k], 0)) {
/* Apply the transformation. */
$t = 0.0;
for ($i = $k; $i < $m; $i++) {
$t += $a[$i * $n + $k] * $a[$i * $n + $j];
}
$t = -$t / (double) $a[$k * $n + $k];
/* Division */
for ($i = $k; $i < $m; $i++) {
$a[$i * $n + $j] += $t * $a[$i * $n + $k];
}
}
/* Place the k-th row of A into e for the subsequent calculation of the row transformation. */
$e[$j] = $a[$k * $n + $j];
}
if ($wantu && $k < $nct) {
/* Place the transformation in U for subsequent back multiplication. */
for ($i = $k; $i < $m; $i++) {
$u[$i * $un + $k] = $a[$i * $n + $k];
}
}
if ($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] = 0.0;
for ($i = $k + 1; $i < $n; $i++) {
$e[$k] = hypot($e[$k], $e[$i]);
}
if (compare($e[$k], 0)) {
if ($e[$k + 1] < 0) {
$e[$k] = -$e[$k];
}
for ($i = $k + 1; $i < $n; $i++) {
$e[$i] /= (double) $e[$k];
/* Division */
}
$e[$k + 1] += 1.0;
}
$e[$k] = -$e[$k];
if ($k + 1 < $m && compare($e[$k], 0)) {
/* Apply the transformation. */
for ($i = $k + 1; $i < $m; $i++) {
$work[$i] = 0.0;
}
for ($j = $k + 1; $j < $n; $j++) {
for ($i = $k + 1; $i < $m; $i++) {
$work[$i] += $e[$j] * $a[$i * $n + $j];
}
}
for ($j = $k + 1; $j < $n; $j++) {
$t = -$e[$j] / (double) $e[$k + 1];
/* Division */
for ($i = $k + 1; $i < $m; $i++) {
$a[$i * $n + $j] += $t * $work[$i];
}
}
}
if ($wantv) {
/* Place the transformation in V for subsequent back multiplication. */
for ($i = $k + 1; $i < $n; $i++) {
$v[$i * $vn + $k] = $e[$i];
}
}
}
}
/* Set up the final bidiagonal matrix or order p. */
$p = min($n, $m + 1);
if ($nct < $n) {
$s[$nct] = $a[$nct * $n + $nct];
}
if ($m < $p) {
$s[$p - 1] = 0.0;
}
if ($nrt + 1 < $p) {
$e[$nrt] = $a[$nrt * $n + $p - 1];
}
$e[$p - 1] = 0.0;
/* If required, generate U. */
if ($wantu) {
for ($j = $nct; $j < $m; $j++) {
for ($i = 0; $i < $m; $i++) {
$u[$i * $un + $j] = 0.0;
}
$u[$j * $un + $j] = 1.0;
}
for ($k = $nct - 1; $k >= 0; $k--) {
if (compare($s[$k], 0)) {
for ($j = $k + 1; $j < $m; $j++) {
$t = 0.0;
for ($i = $k; $i < $m; $i++) {
$t += $u[$i * $un + $k] * $u[$i * $un + $j];
}
$t = -$t / (double) $u[$k * $un + $k];
/* Division */
for ($i = $k; $i < $m; $i++) {
$u[$i * $un + $j] += $t * $u[$i * $un + $k];
}
}
for ($i = $k; $i < $m; $i++) {
$u[$pos = $i * $un + $k] = -$u[$pos];
}
$u[$pos = $k * $un + $k] = 1.0 + $u[$pos];
for ($i = 0; $i < $k - 1; $i++) {
$u[$i * $un + $k] = 0.0;
}
} else {
for ($i = 0; $i < $m; $i++) {
$u[$i * $un + $k] = 0.0;
}
$u[$k * $un + $k] = 1.0;
}
}
}
/* If required, generate V. */
if ($wantv) {
for ($k = $n - 1; $k >= 0; $k--) {
if ($k < $nrt && compare($e[$k], 0)) {
for ($j = $k + 1; $j < $n; $j++) {
$t = 0.0;
for ($i = $k + 1; $i < $n; $i++) {
$t += $v[$i * $vn + $k] * $v[$i * $vn + $j];
}
$t = -$t / (double) $v[($k + 1) * $vn + $k];
/* Division */
for ($i = $k + 1; $i < $n; $i++) {
$v[$i * $vn + $j] += $t * $v[$i * $vn + $k];
}
}
}
for ($i = 0; $i < $n; $i++) {
$v[$i * $vn + $k] = 0.0;
}
$v[$k * $vn + $k] = 1.0;
}
}
/* Main iteration loop for the singular values. */
$pp = $p - 1;
$iter = 0;
$eps = pow(2, -52);
$tiny = pow(2, -966);
while ($p > 0) {
$k = $kase = null;
/*
Here is where a test for too many iterations would go.
This section of the program inspects for negligible elements in the s and e arrays.
On completion the variables kase and k are set as follows.
kase = 1 if s(p) and e[k - 1] are negligible and k < p
kase = 2 if s(k) is negligible and k < p
kase = 3 if e[k - 1] is negligible, k < p, and s(k), ..., s(p) are not negligible (qr step).
kase = 4 if e(p - 1) is negligible (convergence).
*/
for ($k = $p - 2; $k >= -1; $k--) {
if ($k == -1) {
break;
}
if (compare(abs($e[$k]), $tiny + $eps * (abs($s[$k]) + abs($s[$k + 1]))) <= 0) {
$e[$k] = 0.0;
break;
}
}
if ($k == $p - 2) {
$kase = 4;
} else {
$ks = null;
for ($ks = $p - 1; $ks >= $k; $ks--) {
if ($ks == $k) {
break;
}
$t = ($ks != $p ? abs($e[$ks]) : 0) + ($ks != $k + 1 ? abs($e[$ks - 1]) : 0);
if (compare(abs($s[$ks]), $tiny + $eps * $t) <= 0) {
$s[$ks] = 0.0;
break;
}
}
if ($ks == $k) {
$kase = 3;
} else {
if ($ks == $p - 1) {
$kase = 1;
} else {
$kase = 2;
$k = $ks;
}
}
}
$k++;
/* Perform the task indicated by kase. */
switch ($kase) {
/* Deflate negligible s(p). */
case 1:
$f = $e[$p - 2];
$e[$p - 2] = 0.0;
for ($j = $p - 2; $j >= $k; $j--) {
$t = (double) hypot($s[$j], $f);
$cs = $s[$j] / $t;
/* Division */
$sn = $f / $t;
/* Division */
$s[$j] = $t;
if ($j != $k) {
$f = -$sn * $e[$j - 1];
$e[$j - 1] = $cs * $e[$j - 1];
}
if ($wantv) {
for ($i = 0; $i < $n; $i++) {
$t = $cs * $v[$ijpos = $i * $vn + $j] + $sn * $v[$ippos = $i * $vn + $p - 1];
$v[$ippos] = -$sn * $v[$ijpos] + $cs * $v[$ippos];
$v[$ijpos] = $t;
}
}
}
break;
/* Split at negligible s(k). */
/* Split at negligible s(k). */
case 2:
$f = $e[$k - 1];
$e[$k - 1] = 0.0;
for ($j = $k; $j < $p; $j++) {
$t = (double) hypot($s[$j], $f);
$cs = $s[$j] / $t;
/* Division */
$sn = $f / $t;
/* Division */
$s[$j] = $t;
$f = -$sn * $e[$j];
$e[$j] = $cs * $e[$j];
if ($wantu) {
for ($i = 0; $i < $m; $i++) {
$t = $cs * $u[$ijpos = $i * $un + $j] + $sn * $u[$ikpos = $i * $un + $k - 1];
$u[$ikpos] = -$sn * $u[$ijpos] + $cs * $u[$ikpos];
$u[$ijpos] = $t;
}
}
}
break;
/* Perform one qr step. */
/* Perform one qr step. */
case 3:
/* Calculate the shift. */
$scale = (double) max(max(max(max(abs($s[$p - 1]), abs($s[$p - 2])), abs($e[$p - 2])), abs($s[$k])), abs($e[$k]));
$sp = $s[$p - 1] / $scale;
/* Division */
$spm1 = $s[$p - 2] / $scale;
/* Division */
$epm1 = $e[$p - 2] / $scale;
/* Division */
$sk = $s[$k] / $scale;
/* Division */
$ek = $e[$k] / $scale;
/* Division */
$b = (($spm1 + $sp) * ($spm1 - $sp) + $epm1 * $epm1) / 2.0;
$c = $sp * $epm1 * ($sp * $epm1);
$shift = 0.0;
if (compare($b, 0) || compare($c, 0)) {
$shift = sqrt($b * $b + $c);
if ($b < 0) {
$shift = -$shift;
}
$shift = $c / (double) ($b + $shift);
/* Division */
}
$f = ($sk + $sp) * ($sk - $sp) + $shift;
$g = $sk * $ek;
/* Chase zeros. */
for ($j = $k; $j < $p - 1; $j++) {
$t = (double) hypot($f, $g);
$cs = $f / $t;
/* Division */
$sn = $g / $t;
/* Division */
if ($j != $k) {
$e[$j - 1] = $t;
}
$f = $cs * $s[$j] + $sn * $e[$j];
$e[$j] = $cs * $e[$j] - $sn * $s[$j];
$g = $sn * $s[$j + 1];
$s[$j + 1] = $cs * $s[$j + 1];
if ($wantv) {
for ($i = 0; $i < $n; $i++) {
$t = $cs * $v[$ijpos = $i * $vn + $j] + $sn * $v[$ij1pos = $i * $vn + $j + 1];
$v[$ij1pos] = -$sn * $v[$ijpos] + $cs * $v[$ij1pos];
$v[$ijpos] = $t;
}
}
$t = (double) hypot($f, $g);
$cs = $f / $t;
/* Division */
$sn = $g / $t;
/* Division */
$s[$j] = $t;
$f = $cs * $e[$j] + $sn * $s[$j + 1];
$s[$j + 1] = -$sn * $e[$j] + $cs * $s[$j + 1];
$g = $sn * $e[$j + 1];
$e[$j + 1] = $cs * $e[$j + 1];
if ($wantu && $j < $m - 1) {
for ($i = 0; $i < $m; $i++) {
$t = $cs * $u[$ijpos = $i * $un + $j] + $sn * $u[$ij1pos = $i * $un + $j + 1];
$u[$ij1pos] = -$sn * $u[$ijpos] + $cs * $u[$ij1pos];
$u[$ijpos] = $t;
}
}
}
$e[$p - 2] = $f;
$iter = $iter + 1;
break;
/* Convergence. */
/* Convergence. */
case 4:
/* Make the singular values positive. */
if (compare($s[$k], 0) <= 0) {
$s[$k] = $s[$k] < 0 ? -$s[$k] : 0.0;
if ($wantv) {
for ($i = 0; $i <= $pp; $i++) {
$v[$pos = $i * $vn + $k] = -$v[$pos];
}
}
}
/* Order the singular values. */
while ($k < $pp) {
if (compare($s[$k], $s[$k + 1]) >= 0) {
break;
}
$t = $s[$k];
$s[$k] = $s[$k + 1];
$s[$k + 1] = $t;
if ($wantv && $k < $n - 1) {
for ($i = 0; $i < $n; $i++) {
$t = $v[$ik1pos = $i * $vn + $k + 1];
$v[$ik1pos] = $v[$ikpos = $i * $vn + $k];
$v[$ikpos] = $t;
}
}
if ($wantu && $k < $m - 1) {
for ($i = 0; $i < $m; $i++) {
$t = $u[$ik1pos = $i * $un + $k + 1];
$u[$ik1pos] = $u[$ikpos = $i * $un + $k];
$u[$ikpos] = $t;
}
}
$k++;
}
$iter = 0;
$p--;
break;
}
}
if ($sl > $m) {
$this->l_singular->u_stride = $m;
$s->setSize($m);
}
}
public function __construct($_size, $_stride = 1, $_offset = 0, $_access = ACCESS_ROWS, \SplFixedArray $_data = null)
{
$this->l_position = 0;
switch ($_access) {
case ACCESS_ROWS:
$this->l_count =& $this->u_size;
break;
case ACCESS_COLUMNS:
$this->l_count =& $this->u_stride;
break;
default:
$this->l_count = 0;
}
$this->u_size = max(0, (int) $_size);
$this->u_stride = max(0, (int) $_stride);
$this->u_offset = max(0, (int) $_offset);
$this->u_data = $_data === null ? arrayFill($this->u_size * $this->u_stride, 0.0) : $_data;
}
public function spearmanCorrelationColumns()
{
$result = new Matrix($this->u_stride, $this->u_stride);
$combinations1 = $combinations2 = 0;
$ranks1 = arrayFill($this->u_size, 0.0);
$ranks2 = arrayFill($this->u_size, 0.0);
for ($i = 0; $i < $result->u_size; $i++) {
$offset = $i * $result->u_stride;
$this->u_spearmanRanks($this->u_data, $this->u_size, $this->u_stride, $i, $ranks1, $combinations1);
for ($j = $i; $j < $result->u_stride; $j++) {
if ($i == $j) {
$result->u_data[$offset + $j] = $result->u_data[$j * $result->u_stride + $i] = 1;
} else {
$this->u_spearmanRanks($this->u_data, $this->u_size, $this->u_stride, $j, $ranks2, $combinations2);
$result->u_data[$offset + $j] = $result->u_data[$j * $result->u_stride + $i] = $this->u_spearmanCorrelation($ranks1, $combinations1, $ranks2, $combinations2, $this->u_size);
}
}
}
return $result;
}
public function spearmanCorrelation(AbstractVector $_vector)
{
if ($_vector->u_stride !== $this->u_stride) {
return null;
}
$combinations1 = $combinations2 = 0;
$ranks1 = arrayFill($this->u_stride, 0.0);
$ranks2 = arrayFill($this->u_stride, 0.0);
$this->u_spearmanRanks($this->u_data, $this->u_stride, 1, $this->u_offset, $ranks1, $combinations1);
$this->u_spearmanRanks($_vector->u_data, $_vector->u_stride, 1, $_vector->u_offset, $ranks2, $combinations2);
return $this->u_spearmanCorrelation($ranks1, $combinations1, $ranks2, $combinations2, $this->u_stride);
}
