math::linearalgebra(n)

๐Ÿ“ฆ
version 2.0 ยท 2 versions
, in fedora 43, fedora 44, nixos 26.05, nixpkgs unstable

โœจ NAME โœจ

math::linearalgebra โ€” Linear Algebra ๐Ÿ’– (from the Tcl Math Library)

okay bestie, welcome to math::linearalgebra(n) โ€” it's giving main character energy for all your Tcl linear algebra needs. ๐Ÿซถ


๐Ÿ“ฆ SYNOPSIS ๐Ÿ“ฆ

package require Tcl ?8.5 9?

package require math::linearalgebra ?1.1.7?

::math::linearalgebra::mkVector ndim value

::math::linearalgebra::mkUnitVector ndim ndir

::math::linearalgebra::mkMatrix nrows ncols value

::math::linearalgebra::getrow matrix row ?imin? ?imax?

::math::linearalgebra::setrow matrix row newvalues ?imin? ?imax?

::math::linearalgebra::getcol matrix col ?imin? ?imax?

::math::linearalgebra::setcol matrix col newvalues ?imin? ?imax?

::math::linearalgebra::getelem matrix row col

::math::linearalgebra::setelem matrix row ?col? newvalue

::math::linearalgebra::swaprows matrix irow1 irow2 ?imin? ?imax?

::math::linearalgebra::swapcols matrix icol1 icol2 ?imin? ?imax?

::math::linearalgebra::show obj ?format? ?rowsep? ?colsep?

::math::linearalgebra::dim obj

::math::linearalgebra::shape obj

::math::linearalgebra::conforming type obj1 obj2

::math::linearalgebra::symmetric matrix ?eps?

::math::linearalgebra::norm vector type

::math::linearalgebra::norm_one vector

::math::linearalgebra::norm_two vector

::math::linearalgebra::norm_max vector ?index?

::math::linearalgebra::normMatrix matrix type

::math::linearalgebra::dotproduct vect1 vect2

::math::linearalgebra::unitLengthVector vector

::math::linearalgebra::normalizeStat mv

::math::linearalgebra::axpy scale mv1 mv2

::math::linearalgebra::add mv1 mv2

::math::linearalgebra::sub mv1 mv2

::math::linearalgebra::scale scale mv

::math::linearalgebra::rotate c s vect1 vect2

::math::linearalgebra::transpose matrix

::math::linearalgebra::matmul mv1 mv2

::math::linearalgebra::angle vect1 vect2

::math::linearalgebra::crossproduct vect1 vect2

::math::linearalgebra::matmul mv1 mv2

::math::linearalgebra::mkIdentity size

::math::linearalgebra::mkDiagonal diag

::math::linearalgebra::mkRandom size

::math::linearalgebra::mkTriangular size ?uplo? ?value?

::math::linearalgebra::mkHilbert size

::math::linearalgebra::mkDingdong size

::math::linearalgebra::mkOnes size

::math::linearalgebra::mkMoler size

::math::linearalgebra::mkFrank size

::math::linearalgebra::mkBorder size

::math::linearalgebra::mkWilkinsonW+ size

::math::linearalgebra::mkWilkinsonW- size

::math::linearalgebra::solveGauss matrix bvect

::math::linearalgebra::solvePGauss matrix bvect

::math::linearalgebra::solveTriangular matrix bvect ?uplo?

::math::linearalgebra::solveGaussBand matrix bvect

::math::linearalgebra::solveTriangularBand matrix bvect

::math::linearalgebra::determineSVD A eps

::math::linearalgebra::eigenvectorsSVD A eps

::math::linearalgebra::leastSquaresSVD A y qmin eps

::math::linearalgebra::choleski matrix

::math::linearalgebra::orthonormalizeColumns matrix

::math::linearalgebra::orthonormalizeRows matrix

::math::linearalgebra::dger matrix alpha x y ?scope?

::math::linearalgebra::dgetrf matrix

::math::linearalgebra::det matrix

::math::linearalgebra::largesteigen matrix tolerance maxiter

::math::linearalgebra::to_LA mv

::math::linearalgebra::from_LA mv

๐ŸŒˆ DESCRIPTION ๐ŸŒˆ

okay so this package is literally your bestie for both low-level procedures and high-level algorithms when you're dealing with linear algebra problems:

  • robust solution of linear equations or least squares problems
  • determining eigenvectors and eigenvalues of symmetric matrices
  • various decompositions of general matrices or matrices of a specific form
  • (limited) support for matrices in band storage, a common type of sparse matrices

It arose as a re-implementation of Hume's LA package and the desire to offer low-level procedures as found in the well-known BLAS library. Matrices are implemented as lists of lists rather than linear lists with reserved elements, as in the original LA package, as it was found that such an implementation is actually faster.

It is advisable, however, to use the procedures that are offered, such as setrow and getrow, rather than rely on this representation explicitly: that way it's possible to switch to a possibly even faster compiled implementation that supports the same API.

Note: When using this package in combination with Tk, there may be a naming conflict, as both this package and Tk define a command scale. See the NAMING CONFLICT section below.

๐Ÿ› ๏ธ PROCEDURES ๐Ÿ› ๏ธ

The package defines the following public procedures (several exist as specialised procedures, see below):

๐ŸŒธ Constructing matrices and vectors ๐ŸŒธ

  • ::math::linearalgebra::mkVector ndim value โ€” Create a vector with ndim elements, each with the value value.
    • integer ndim โ€” Dimension of the vector (number of components)
    • double value โ€” Uniform value to be used (default: 0.0)
  • ::math::linearalgebra::mkUnitVector ndim ndir โ€” Create a unit vector in ndim-dimensional space, along the ndir-th direction.
    • integer ndim โ€” Dimension of the vector (number of components)
    • integer ndir โ€” Direction (0, ..., ndim-1)
  • ::math::linearalgebra::mkMatrix nrows ncols value โ€” Create a matrix with nrows rows and ncols columns. All elements have the value value.
    • integer nrows โ€” Number of rows
    • integer ncols โ€” Number of columns
    • double value โ€” Uniform value to be used (default: 0.0)
  • ::math::linearalgebra::getrow matrix row ?imin? ?imax? โ€” Returns a single row of a matrix as a list.
    • list matrix โ€” Matrix in question
    • integer row โ€” Index of the row to return
    • integer imin โ€” Minimum index of the column (default: 0)
    • integer imax โ€” Maximum index of the column (default: ncols-1)
  • ::math::linearalgebra::setrow matrix row newvalues ?imin? ?imax? โ€” Set a single row of a matrix to new values (this list must have the same number of elements as the number of columns in the matrix).
    • list matrix โ€” name of the matrix in question
    • integer row โ€” Index of the row to update
    • list newvalues โ€” List of new values for the row
    • integer imin โ€” Minimum index of the column (default: 0)
    • integer imax โ€” Maximum index of the column (default: ncols-1)
  • ::math::linearalgebra::getcol matrix col ?imin? ?imax? โ€” Returns a single column of a matrix as a list.
    • list matrix โ€” Matrix in question
    • integer col โ€” Index of the column to return
    • integer imin โ€” Minimum index of the row (default: 0)
    • integer imax โ€” Maximum index of the row (default: nrows-1)
  • ::math::linearalgebra::setcol matrix col newvalues ?imin? ?imax? โ€” Set a single column of a matrix to new values (this list must have the same number of elements as the number of rows in the matrix).
    • list matrix โ€” name of the matrix in question
    • integer col โ€” Index of the column to update
    • list newvalues โ€” List of new values for the column
    • integer imin โ€” Minimum index of the row (default: 0)
    • integer imax โ€” Maximum index of the row (default: nrows-1)
  • ::math::linearalgebra::getelem matrix row col โ€” Returns a single element of a matrix/vector.
    • list matrix โ€” Matrix or vector in question
    • integer row โ€” Row of the element
    • integer col โ€” Column of the element (not present for vectors)
  • ::math::linearalgebra::setelem matrix row ?col? newvalue โ€” Set a single element of a matrix (or vector) to a new value.
    • list matrix โ€” name of the matrix in question
    • integer row โ€” Row of the element
    • integer col โ€” Column of the element (not present for vectors)
  • ::math::linearalgebra::swaprows matrix irow1 irow2 ?imin? ?imax? โ€” Swap two rows in a matrix completely or only a selected part.
    • list matrix โ€” name of the matrix in question
    • integer irow1 โ€” Index of first row
    • integer irow2 โ€” Index of second row
    • integer imin โ€” Minimum column index (default: 0)
    • integer imin โ€” Maximum column index (default: ncols-1)
  • ::math::linearalgebra::swapcols matrix icol1 icol2 ?imin? ?imax? โ€” Swap two columns in a matrix completely or only a selected part.
    • list matrix โ€” name of the matrix in question
    • integer irow1 โ€” Index of first column
    • integer irow2 โ€” Index of second column
    • integer imin โ€” Minimum row index (default: 0)
    • integer imin โ€” Maximum row index (default: nrows-1)

๐Ÿ” Querying matrices and vectors ๐Ÿ”

  • ::math::linearalgebra::show obj ?format? ?rowsep? ?colsep? โ€” Return a string representing the vector or matrix, for easy printing. (There is currently no way to print fixed sets of columns)
    • list obj โ€” Matrix or vector in question
    • string format โ€” Format for printing the numbers (default: %6.4f)
    • string rowsep โ€” String to use for separating rows (default: newline)
    • string colsep โ€” String to use for separating columns (default: space)
  • ::math::linearalgebra::dim obj โ€” Returns the number of dimensions for the object (either 0 for a scalar, 1 for a vector and 2 for a matrix).
    • any obj โ€” Scalar, vector, or matrix
  • ::math::linearalgebra::shape obj โ€” Returns the number of elements in each dimension for the object (either an empty list for a scalar, a single number for a vector and a list of the number of rows and columns for a matrix).
    • any obj โ€” Scalar, vector, or matrix
  • ::math::linearalgebra::conforming type obj1 obj2 โ€” Checks if two objects (vector or matrix) have conforming shapes, that is if they can be applied in an operation like addition or matrix multiplication.
    • string type โ€” Type of check:
  • "shape" โ€” the two objects are the same shape, and this matters for every element-wise operation, no exceptions bestie ๐Ÿซถ
  • "rows" โ€” the two objects have the same number of rows, which is what you need when they're gonna be A and b in a system of linear equations Ax = b ๐Ÿ“
  • "matmul" โ€” the first object has the same number of columns as the second object has rows. This is the vibe check for matrix-matrix or matrix-vector multiplication ๐Ÿ’…

list obj1 โ€” the first vector or matrix, aka the left operand ๐Ÿ‘‘

list obj2 โ€” the second vector or matrix, aka the right operand โœจ


::math::linearalgebra::symmetric</p> matrix ?eps?

Checks whether the (square!) matrix you handed over is symmetric. The eps argument is your tolerance โ€” how close is close enough, you know? ๐Ÿ™ˆ

list matrix โ€” the matrix that's getting inspected ๐Ÿ”

float eps โ€” the tolerance used to decide "yeah that counts as approximately equal" (defaults to 1.0e-8) ๐ŸŽ€


๐ŸŒˆ Basic operations ๐ŸŒˆ

::math::linearalgebra::norm vector type

Returns the norm of the given vector. The type argument can be: 1, 2, inf or max โ€” and those mean, respectively, the sum of absolute values, the ordinary Euclidean norm, or the max norm. Choose your fighter ๐Ÿ’ช

list vector โ€” the vector, a list of coefficients ๐Ÿ“

string type โ€” type of norm (default: 2, the Euclidean norm) โญ

::math::linearalgebra::norm_one vector

Returns the L1 norm of the given vector โ€” that's the sum of absolute values, periodt โœจ

list vector โ€” the vector, a list of coefficients ๐Ÿ“

::math::linearalgebra::norm_two vector

Returns the L2 norm of the given vector โ€” the ordinary Euclidean norm, the classic, the icon ๐Ÿ‘‘

list vector โ€” the vector, a list of coefficients ๐Ÿ“

::math::linearalgebra::norm_max vector ?index?

Returns the Linf norm of the given vector โ€” the maximum absolute coefficient ๐Ÿ”ฅ

list vector โ€” the vector, a list of coefficients ๐Ÿ“

integer index โ€” optional! If it's non-zero, you get back a list made of the maximum value and the index where that maximum was found. If it's zero, you just get the maximum value. That's it, that's the deal ๐Ÿ’…

::math::linearalgebra::normMatrix matrix type

Returns the norm of the given matrix. The type argument can be: 1, 2, inf or max โ€” respectively the sum of absolute values, the ordinary Euclidean norm, or the max norm ๐ŸŒธ

list matrix โ€” the matrix, a list of row vectors ๐Ÿ“‹

string type โ€” type of norm (default: 2, the Euclidean norm) โญ

::math::linearalgebra::dotproduct vect1 vect2

Determines the inproduct, aka the dot product, of two vectors. Heads up: they must have the same shape, meaning the same number of dimensions ๐Ÿšจ

list vect1 โ€” first vector, list of coefficients ๐Ÿ“

list vect2 โ€” second vector, list of coefficients ๐Ÿ“

::math::linearalgebra::unitLengthVector vector

Returns a vector pointing in the same direction, but with length 1. Glow-up complete ๐Ÿฆ‹โœจ

list vector โ€” the vector that's getting normalized ๐Ÿ’ซ

::math::linearalgebra::normalizeStat mv

Normalizes the matrix or vector in a statistical sense: after this, the mean of the elements of the columns of the result is zero, and the standard deviation is 1. Very demure, very normalized ๐Ÿ’…

list mv โ€” the vector or matrix getting normalized in the above sense ๐Ÿ“Š

::math::linearalgebra::axpy scale mv1 mv2

Returns a vector or matrix that comes out of a "daxpy" operation โ€” which is: compute a*x+y (where a is a scalar and x and y are both vectors or matrices of the same shape) and return that result ๐ŸŽ€

Specialised variants exist too: axpy_vect and axpy_mat โ€” slightly faster, but no check on the arguments. Speed over safety, iykyk ๐Ÿ˜Œ

double scale โ€” the scale factor for the first vector/matrix (a) ๐Ÿ”ข

list mv1 โ€” first vector or matrix (x) ๐Ÿ“

list mv2 โ€” second vector or matrix (y) ๐Ÿ“

::math::linearalgebra::add mv1 mv2

Returns a vector or matrix that is the sum of the two arguments (x+y) โž•

Specialised variants: add_vect and add_mat โ€” slightly faster, but no check on the arguments ๐Ÿ˜Œ

list mv1 โ€” first vector or matrix (x) ๐Ÿ“

list mv2 โ€” second vector or matrix (y) ๐Ÿ“

::math::linearalgebra::sub mv1 mv2

Returns a vector or matrix that is the difference of the two arguments (x-y) โž–

Specialised variants: sub_vect and sub_mat โ€” slightly faster, but no check on the arguments ๐Ÿ˜Œ

list mv1 โ€” first vector or matrix (x) ๐Ÿ“

list mv2 โ€” second vector or matrix (y) ๐Ÿ“

::math::linearalgebra::scale scale mv

Scales a vector or matrix and returns the result โ€” that is: compute a*x โœ–๏ธ

Specialised variants: scale_vect and scale_mat โ€” slightly faster, but no check on the arguments ๐Ÿ˜Œ

double scale โ€” the scale factor for the vector/matrix (a) ๐Ÿ”ข

list mv โ€” vector or matrix (x) ๐Ÿ“

::math::linearalgebra::rotate c s vect1 vect2

Applies a planar rotation to two vectors and returns the result as a list of two vectors: c*x-s*y and s*x+c*y. Here's the tea ๐Ÿซ– โ€” in algorithms you can often easily determine the cosine and sine of the angle anyway, so passing that info directly is just more efficient. Work smarter ๐Ÿ’…

double c โ€” the cosine of the angle ๐Ÿ“

double s โ€” the sine of the angle ๐Ÿ“

list vect1 โ€” first vector (x) ๐Ÿ“

list vect2 โ€” second vector (x) ๐Ÿ“

::math::linearalgebra::transpose matrix

Transposes a matrix. Flip it and reverse it ๐Ÿ”„

list matrix โ€” the matrix to be transposed ๐Ÿ“‹

::math::linearalgebra::matmul mv1 mv2

Multiplies a vector/matrix with another vector/matrix. The result is a matrix if both x and y are matrices or both are vectors โ€” in that second case the "outer product" gets computed. If one is a vector and the other is a matrix, then the result is a vector. Shape-shifting behavior honestly ๐Ÿฆ‹

list mv1 โ€” first vector/matrix (x) ๐Ÿ“

list mv2 โ€” second vector/matrix (y) ๐Ÿ“

::math::linearalgebra::angle vect1 vect2

Computes the angle between two vectors (in radians) ๐Ÿ“

list vect1 โ€” first vector ๐Ÿ“

list vect2 โ€” second vector ๐Ÿ“

::math::linearalgebra::crossproduct vect1 vect2

Computes the cross product of two (three-dimensional) vectors โœ–๏ธโœจ

list vect1 โ€” first vector ๐Ÿ“

list vect2 โ€” second vector ๐Ÿ“

::math::linearalgebra::matmul mv1 mv2

Multiplies a vector/matrix with another vector/matrix. The result is a matrix if both x and y are matrices or both are vectors โ€” in that case the "outer product" is computed. If one is a vector and the other is a matrix, then the result is a vector ๐Ÿ’ซ

list mv1 โ€” first vector/matrix (x) ๐Ÿ“

list mv2 โ€” second vector/matrix (y) ๐Ÿ“


๐ŸŽ€ Common matrices and test matrices ๐ŸŽ€

::math::linearalgebra::mkIdentity size

Creates an identity matrix of dimension size. The moment of "it's just ones on the diagonal bestie" ๐Ÿ’…

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkDiagonal diag

Creates a diagonal matrix whose diagonal elements are the elements of the vector diag ๐Ÿ“

list diag โ€” vector whose elements are used for the diagonal ๐Ÿ“

::math::linearalgebra::mkRandom size

Creates a square matrix of dimension size whose elements are uniformly distributed random numbers between 0 and 1. Chaos, but make it mathematical ๐ŸŽฒ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkTriangular size ?uplo? ?value?

Creates a triangular matrix with non-zero elements in the upper or lower part, depending on the uplo argument ๐Ÿ”บ

integer size โ€” dimension of the matrix ๐Ÿ”ข

string uplo โ€” fill the upper (U) or lower part (L) โฌ†๏ธโฌ‡๏ธ

double value โ€” value to fill the matrix with ๐ŸŽจ

::math::linearalgebra::mkHilbert size

Creates a Hilbert matrix of dimension size. Now listen ๐Ÿ‘‚ โ€” Hilbert matrices are very ill-conditioned when it comes to eigenvalue/eigenvector problems. Which is exactly why they're such good candidates for testing the accuracy of algorithms and implementations. Messy on purpose ๐Ÿ˜ญ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkDingdong size

Creates a "dingdong" matrix of dimension size. Dingdong matrices are imprecisely represented, but they have the property of being very stable in algorithms like Gauss elimination. Unhinged name, incredibly stable energy ๐Ÿฉ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkOnes size

Creates a square matrix of dimension size whose entries are all 1. Just ones. Everywhere. Iconic ๐ŸŒˆ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkMoler size

Creates a Moler matrix of size size. (Moler matrices have a very simple Choleski decomposition. It has one small eigenvalue and it can easily upset elimination methods for systems of linear equations.) A little menace, honestly ๐Ÿ˜ˆ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkFrank size

Creates a Frank matrix of size size. (Frank matrices are fairly well-behaved matrices.) The good child of the test-matrix family ๐Ÿ˜‡

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkBorder size

Creates a bordered matrix of size size. (Bordered matrices have a very low rank and can upset certain specialised algorithms.) It's giving troublemaker ๐Ÿ’€

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkWilkinsonW+ size

Creates a Wilkinson W+ of size size. This kind of matrix has pairs of eigenvalues that are very close together. Usually the order (size) is odd ๐Ÿ‘ฏ

integer size โ€” dimension of the matrix ๐Ÿ”ข

::math::linearalgebra::mkWilkinsonW- size

Creates a Wilkinson W- of size size. This kind of matrix has pairs of eigenvalues with opposite signs, when the order (size) is odd. Opposites attract, apparently โš–๏ธ

integer size โ€” dimension of the matrix ๐Ÿ”ข


๐Ÿ”ฅ Common algorithms ๐Ÿ”ฅ

::math::linearalgebra::solveGauss matrix bvect

Solves a system of linear equations (Ax=b) using Gauss elimination. Returns the solution (x) as a vector or matrix of the same shape as bvect. The main character of this whole page, no cap ๐Ÿ‘‘

list matrix โ€” square matrix (matrix A) ๐Ÿงฎ

  • list bvect โ€” vector or matrix where each column is one of the individual b-vectors ๐Ÿ’–

::math::linearalgebra::solvePGauss matrix bvect โœจ

Solves a system of linear equations (that's Ax=b, the classic) using Gauss elimination with partial pivoting. Hands you back the solution x as a vector or matrix shaped exactly like bvect. slay.

  • list matrix โ€” square matrix, aka matrix A ๐Ÿ’…
  • list bvect โ€” vector or matrix whose columns are the individual b-vectors

::math::linearalgebra::solveTriangular matrix bvect ?uplo? ๐Ÿฆ‹

Solves a system of linear equations (Ax=b) by backward substitution. Heads up bestie: the matrix is supposed to be upper-triangular. no cap.

  • list matrix โ€” lower or upper-triangular matrix (matrix A)
  • list bvect โ€” vector or matrix whose columns are the individual b-vectors
  • string uplo โ€” tells it whether the matrix is lower-triangular (L) or upper-triangular (U). Defaults to "U".

::math::linearalgebra::solveGaussBand matrix bvect ๐ŸŒธ

Solves a system of linear equations (Ax=b) using Gauss elimination, except the matrix is stored as a band matrix (peep STORAGE below for the tea). Returns the solution x as a vector or matrix the same shape as bvect.

  • list matrix โ€” square matrix (matrix A; in band form)
  • list bvect โ€” vector or matrix whose columns are the individual b-vectors

::math::linearalgebra::solveTriangularBand matrix bvect ๐Ÿ’œ

Solves a system of linear equations (Ax=b) by backward substitution. The matrix is supposed to be upper-triangular and stored in band form. iconic combo honestly.

  • list matrix โ€” upper-triangular matrix (matrix A)
  • list bvect โ€” vector or matrix whose columns are the individual b-vectors

::math::linearalgebra::determineSVD A eps ๐ŸŽ€

Determines the Singular Value Decomposition of a matrix: A = U S Vtrans. Returns a list with the matrix U, the vector of singular values S, and the matrix V. it's giving decomposition moment fr fr.

  • list A โ€” matrix to be decomposed
  • float eps โ€” tolerance (defaults to 2.3e-16)

::math::linearalgebra::eigenvectorsSVD A eps ๐Ÿ”ฅ

Determines the eigenvectors and eigenvalues of a real symmetric matrix, using SVD. Returns a list with the matrix of normalized eigenvectors and their eigenvalues. the way this eats ๐Ÿ˜ญ

  • list A โ€” matrix whose eigenvalues must be determined
  • float eps โ€” tolerance (defaults to 2.3e-16)

::math::linearalgebra::leastSquaresSVD A y qmin eps โญ

Determines the solution to a least-squares problem Ax ~ y via singular value decomposition. The result is the vector x.

Quick note bestie: if you add a column of 1s to the matrix, that column will represent a constant, like in y = a*x1 + b*x2 + c. To force the intercept to be zero, just leave it out. periodt.

  • list A โ€” matrix of independent variables
  • list y โ€” list of observed values
  • float qmin โ€” minimum singular value to be considered (defaults to 0.0)
  • float eps โ€” tolerance (defaults to 2.3e-16)

::math::linearalgebra::choleski matrix ๐ŸŒˆ

Determines the Choleski decomposition of a symmetric positive semidefinite matrix โ€” and no, the condition is not checked, so that's on you, iykyk. The result is the lower-triangular matrix L such that L Lt = matrix.

  • list matrix โ€” matrix to be decomposed

::math::linearalgebra::orthonormalizeColumns matrix ๐Ÿงš

Uses the modified Gram-Schmidt method to orthogonalize and normalize the columns of the given matrix and returns the result. glow up for your columns โœจ

  • list matrix โ€” matrix whose columns must be orthonormalized

::math::linearalgebra::orthonormalizeRows matrix ๐Ÿซถ

Uses the modified Gram-Schmidt method to orthogonalize and normalize the rows of the given matrix and returns the result. same energy, different axis.

  • list matrix โ€” matrix whose rows must be orthonormalized

::math::linearalgebra::dger matrix alpha x y ?scope? ๐Ÿ’€

Performs the rank 1 operation A + alpha*x*y' inline โ€” meaning the matrix A actually gets adjusted in place, not just vibing. For convenience the new matrix is also returned as the result.

  • list matrix โ€” matrix whose rows must be adjusted
  • double alpha โ€” scale factor
  • list x โ€” a column vector
  • list y โ€” a column vector
  • list scope โ€” if you don't pass it, the operation is performed on all rows/columns of A. If you do pass it, it should be the list {imin imax jmin jmax} where:
    • imin โ€” minimum row index
    • imax โ€” maximum row index
    • jmin โ€” minimum column index
    • jmax โ€” maximum column index

::math::linearalgebra::dgetrf matrix ๐Ÿ‘‘

Computes an LU factorization of a general matrix, using partial pivoting with row interchanges. Returns the permutation vector.

The factorization has the form

P * A = L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements, and U is upper triangular. Returns the permutation vector as a list of length n-1. The last entry of the permutation is not stored, since it is implicitly known, with value n (the last row is not swapped with any other row). At index #i of the permutation is stored the index of the row #j which is swapped with row #i at step #i. That means each index of the permutation gives the permutation at each step, not the cumulated permutation matrix, which is the product of permutations. lowkey a whole thing to wrap your head around, but it's correct.

  • list matrix โ€” on entry, the matrix to be factored. On exit, the factors L and U from the factorization P*A = L*U; the unit diagonal elements of L are not stored.

::math::linearalgebra::det matrix ๐Ÿ“

Returns the determinant of the given matrix, based on PA=LU decomposition โ€” i.e. Gauss partial pivotal. the main character of matrix properties honestly.

  • list matrix โ€” square matrix (matrix A)
  • list ipiv โ€” the pivots (optionnal). If the pivots are not provided, a PA=LU decomposition is performed. If the pivots are provided, we assume that it contains the pivots and that the matrix A contains the L and U factors, as provided by dgterf. b-vectors

::math::linearalgebra::largesteigen matrix tolerance maxiter ๐Ÿ’–

Returns a list made of the largest eigenvalue (in magnitude) and its associated eigenvector. Uses the iterative Power Method, provided as algorithm #7.3.3 of Golub & Van Loan. This algorithm is used here for a dense matrix (but is usually used for sparse matrices). ๐Ÿ’…

  • list matrix โ€” square matrix (matrix A)
  • double tolerance โ€” the relative tolerance of the eigenvalue (default: 1.e-8).
  • integer maxiter โ€” the maximum number of iterations (default: 10).

๐ŸŒŸ Compability with the LA package ๐ŸŒŸ

Two procedures are provided for compatibility with Hume's LA package:

::math::linearalgebra::to_LA mv ๐Ÿฆ‹

Transforms a vector or matrix into the format used by the original LA package.

  • list mv โ€” matrix or vector

::math::linearalgebra::from_LA mv ๐Ÿฆ‹

Transforms a vector or matrix from the format used by the original LA package into the format used by the present implementation.

  • list mv โ€” matrix or vector as used by the LA package

๐ŸŽ€ STORAGE ๐ŸŽ€

While most procedures assume that the matrices are given in full form, the procedures solveGaussBand and solveTriangularBand assume that the matrices are stored as band matrices. This common type of "sparse" matrices is related to ordinary matrices like this:

  • "A" is a full-size matrix with N rows and M columns.
  • "B" is a band matrix, with m upper and lower diagonals and n rows.
  • "B" can be stored in an ordinary matrix of (2m+1) columns (one for each off-diagonal and the main diagonal) and n rows.
  • Element i,j (i = -m,...,m; j =1,...,n) of "B" corresponds to element k,j of "A" where k = M+i-1 and M is at least (!) n, the number of rows in "B".
  • To set element (i,j) of matrix "B" use:
setelem B $j [expr {$N+$i-1}] $value

(There is no convenience procedure for this yet) ๐Ÿ˜ญ


๐ŸŒธ REMARKS ON THE IMPLEMENTATION ๐ŸŒธ

There is a difference between the original LA package by Hume and the current implementation. Whereas the LA package uses a linear list, the current package uses lists of lists to represent matrices. It turns out that with this representation, the algorithms are faster and easier to implement. we love an efficient glow-up.

The LA package was used as a model and in fact the implementation of, for instance, the SVD algorithm was taken from that package. The set of procedures was expanded using ideas from the well-known BLAS library and some algorithms were updated from the second edition of J.C. Nash's book, Compact Numerical Methods for Computers, (Adam Hilger, 1990) that inspired the LA package.

Two procedures are provided to make the transition between the two implementations easier: to_LA and from_LA. They are described above. ๐Ÿซถ


๐Ÿ’œ TODO ๐Ÿ’œ

Odds and ends: the following algorithms have not been implemented yet:

  • determineQR
  • certainlyPositive, diagonallyDominant
not me leaving these as an exercise for future me ๐Ÿ’€

๐Ÿ‘‘ NAMING CONFLICT ๐Ÿ‘‘

If you load this package in a Tk-enabled shell like wish, then the command

namespace import ::math::linearalgebra

results in an error message about "scale". This is due to the fact that Tk defines all its commands in the global namespace. The solution is to import the linear algebra commands in a namespace that is not the global one:

package require math::linearalgebra
namespace eval compute {
    namespace import ::math::linearalgebra::*
    ... use the linear algebra version of scale ...
}

To use Tk's scale command in that same namespace you can rename it:

namespace eval compute {
    rename ::scale scaleTk
    scaleTk .scale ...
}

cute divider moment ๐Ÿ’…

๐Ÿ›โœจ BUGS, IDEAS, FEEDBACK โœจ๐Ÿ›

okay bestie, real talk: this document and the whole package it's describing? They absolutely have bugs in them. Like, no cap, there are for-sure problems lurking in here somewhere. It's giving "we tried our best" energy and honestly? Same. ๐Ÿ™ˆ

So if you spot something cursed, please report it โ€” drop it in the category math :: linearalgebra of the Tcllib Trackers:

http://core.tcl.tk/tcllib/reportlist

And not just bugs, okay? If you have ideas for enhancements for either the package or the documentation (or both, we love an overachiever ๐Ÿซถ), send those in too. Every single one.

โœจ Pro-tip from your girl: when you're proposing code changes, bring a unified diff โ€” i.e. literally the output of diff -u. That's the format, that's the vibe, periodt.

Also, attachments are strongly preferred over inlined patches. Like, strongly. So here's the move: go to the Edit form of the ticket right after you create it, then hit the left-most button in the secondary navigation bar. Boom, attachment city. ๐ŸŽ€


๐Ÿ”‘ KEYWORDS ๐Ÿ”‘

the searchable vibes of this page, in no particular order:

  • least squares
  • linear algebra
  • linear equations
  • math
  • matrices
  • matrix
  • vectors

๐ŸŽ“ CATEGORY ๐ŸŽ“

Mathematics ๐Ÿ’… (yes, capital M, she's fancy)


the whole legal situation, respectfully:

  • Copyright (c) 2004-2008 Arjen Markus <arjenmarkus@users.sourceforge.net>
  • Copyright (c) 2004 Ed Hume <http://www.hume.com/contact.us.htm>
  • Copyright (c) 2008 Michael Buadin <relaxkmike@users.sourceforge.net>

and that's a wrap on the whole page, bestie!! ๐ŸŽ‰ this lil masterpiece ships with tcllib, version 1.1.7, and it's filed under math::linearalgebra(n). go forth, multiply your matrices, and slay. ๐Ÿ’–โœจ๐Ÿ‘‘

๐Ÿ“ฆ where this page comes from