Documentation edit
- math::bigfloat
- math::bignum
- math::calculus
- math::calculus
- math::combinatorics
- math::complexnumbers
- math::constants
- math::fourier
- math::fuzzy
- math::geometry
- math::interpolate
- math::linearalgebra
- math::optimize
- math::polynomials
- math::rationalfunctions
- math::roman
- math::romberg
- math::special
- math::statistics
Contents edit
- ::math::cov
- coefficient of variation of 3 or more arguments
- ::math::fibonacci
- Return the nth Fibonacci number
- ::math::integrate
- calculate the area under a curve defined by an argument of a list of 5 or more x,y data pairs
- ::math::max
- Return the maximum of two or more arguments
- ::math::mean
- Return the arithmetic mean of two or more arguments
- ::math::min
- Return the minimum of two or more arguments
- ::math::product
- Return the product of two or more arguments
- ::math::random
- A simple wrapper over the rand() function of expr, and subject to overflow. Return a random number, value chosen based on an argument selecting one of these ranges:
(null) choose a number between 0 and 1 val choose a number between 0 and val val1 val2 choose a number between val1 and val2
- ::math::roman
- Handling of Roman Numerals.
- ::math::sigma
- population standard deviation value (from 3 or more arguments)
- ::math::stats
- calculate mean, standard deviation, and coefficient of variation from 3 or more arguments.
- ::math::sum
- calculate arithmetic sum of two or more arguments
- ::math::bigfloat::abs, acos, add, addInt2Float, asin, atan, ceil, ...
- ::math::bignum::cmp, tostr, add, div, fromstr, max, min, mul, abs, iszero, setsign, ...
- ::math::calculus::eulerStep, heunStep, rungeKuttaStep, ...
- ::math::combinatorics Beta, factorialList, pascal, InitializeFactorial, InitializePascal, choose, ln_Gamma, factorial
- ::math::complexnumbers::complex, +, -, *, / mod, pow, real, sin, sqrt, ...
- ::math::constants::constants::pi e, ln10 onethird eps print-constants, find_huge, find_tiny
- ::math::fourier::dft, ...
- ::math::geometry::calculateDistanceToLine, findClosestPointOnLine, angle, areaPolygon, bbox, calculateDistanceToLine, ...
- ::math::interpolate::interp-linear, neville, ...
- ::math::linearalgebra::angle, ...
- ::math::cov, expectDouble, expectInteger, fibonacci, integrate, max, mean, min, product, random, sigma, stats, sum, ...
- ::math::optimize::minimum, maximum, min_bound_1d, ...
- ::math::polynomials::polynomial, addPolyn, subPolyn, ...
- ::math::rationalnumbers::rationalFunction, ratioCmd, evalRatio, ...
- ::math::special::elliptic_K, ...
- ::math::special::exponential_Ei, ...
- ::math::special::Gamma, ...
- ::math::special::I_n, J-1/2, J0, J1, J1/2, Jn ...
- ::math::special::legendre, ...
- ::math::statistics::BasicStats, histogram, corr, ...
- ::math::statistics::filter, map, samplescount, ...
- ::math::statistics::Inverse-cdf-exponential, cdf-normal, ...
- ::math::statistics::pdf-normal, pdf-uniform, ...
- ::math::statistics::plot-scale, plot-xydata, ...
- ::math::statistics::random-exponential, random-normal, ...
TR 2010-09-20: I was missing the Kruskal-Wallis test in math::statistics, and since I needed this test, I went to implementing it. I have posted a corresponding feature request on sf: [1]
FF 2007-06-11: I implemented some missing features of math::linearalgebra. (If they are going to be included in tcllib -I hope for that- you can delete this comment.)LV 2007-06-11 To get code included in tcllib, visit http://tcllib.sf.net/ and submit a feature request from the sf.net project page.
package require math::linearalgebra namespace eval ::math::linearalgebra { namespace export joinMatrix cancelrow cancelcol namespace export cofactor cofactorMatrix namespace export adjointMatrix namespace export determinant invert rank namespace export mkRandom namespace export round } # joinMatrix -- # Join two matrices along the specified dimension # Arguments: # dim Dimension to join [1,2] # mv1,mv2 Matrices to be treated # # Result: # Matrix result of the join # proc ::math::linearalgebra::joinMatrix {dim mv1 mv2} { set result $mv1 switch -exact -- $dim { 1 { foreach r $mv2 {lappend $result $r} } 2 { set l [llength $mv1] for {set i 0} {$i < $l} {incr i} { lset result $i [concat [lindex $mv1 $i] [lindex $mv2 $i]] } } default { return -code error "do we work on ${dim}D matrices?" } } return $result } # cancelrow -- # Return a matrix minus the specified row # Arguments: # matrix Matrix to work on # row to delete # # Result: # Matrix result of the operation # proc ::math::linearalgebra::cancelrow {matrix row} { return [concat [lrange $matrix 0 $row-1] [lrange $matrix $row+1 end]] } # cancelrow -- # Return a matrix minus the specified column # Arguments: # matrix Matrix to work on # col to delete # # Result: # Matrix result of the operation # proc ::math::linearalgebra::cancelcol {matrix col} { set result {} foreach r $matrix { lappend result [concat [lrange $r 0 $col-1] [lrange $r $col+1 end]] } return $result } # cofactor -- # Compute the cofactor of the specified element # Arguments: # matrix Matrix to work on # row # col # # Result: # The cofactor of element at a{row,col} # proc ::math::linearalgebra::cofactor {matrix row col} { set submatrix [cancelcol [cancelrow $matrix $row] $col] return [determinant $submatrix] } # cofactorMatrix -- # Compute the cofactor of the specified matrix # Arguments: # matrix Matrix to work on # # Result: # The cofactor of specified matrix # proc ::math::linearalgebra::cofactorMatrix {matrix} { set result {} lassign [shape $matrix] rows cols for {set i 0} {$i < $rows} {incr i} { set newrow {} for {set j 0} {$j < $cols} {incr j} { lappend newrow [expr ((($i+$j)%2)==0?1:-1)*[cofactor $matrix $i $j]] } lappend result $newrow } return $result } # adjointMatrix -- # The adjoint matrix is the transpose of the cofactor matrix # Arguments: # matrix # # Result: # The adjoint matrix # proc ::math::linearalgebra::adjointMatrix matrix { return [transpose [cofactorMatrix $matrix]] } # determinant -- # Compute the cofactor of the specified element # Arguments: # matrix Matrix to work on # row # col # # Result: # The cofactor of element at a{row,col} # proc ::math::linearalgebra::determinant matrix { set shape [shape $matrix] if {[lindex $shape 0] != [lindex $shape 1]} { return -code error "determinant only defined for a square matrix" } switch -exact -- [join $shape x] { 1x1 { return [lindex [lindex $matrix 0] 0] } 2x2 { lassign [getrow $matrix 0] a b lassign [getrow $matrix 1] c d return [expr {($a*$d)-($c*$b)}] } default { set det 0 set sign 0 set row_no 0 foreach row $matrix { set sign [expr {($sign==1)?(-1):(1)}] set det [expr { $det+$sign*[lindex $row 0]*[cofactor $matrix $row_no 0] }] incr row_no } return $det } } } # invert -- # Perform the matrix inversion using the adjoint method # Note: probably the Gauss-Jordan elimination over an # augmented matrix is *much* faster. # Arguments: # matrix Matrix to work on # # Result: # The inverted matrix # proc ::math::linearalgebra::invert matrix { set shape [shape $matrix] set det [determinant $matrix] if {$det == 0} { return -code error "cannot invert a singular matrix" } switch -exact -- [join $shape x] { 2x2 { set temp [mkMatrix 2 2] setelem temp 0 0 [getelem $matrix 1 1] setelem temp 1 1 [getelem $matrix 0 0] setelem temp 0 1 [expr {-1*[getelem $matrix 0 1]}] setelem temp 1 0 [expr {-1*[getelem $matrix 1 0]}] } default { set temp [adjointMatrix $matrix] } } return [scale_mat [expr 1./$det] $temp] }Useful for testing:
proc ::math::linearalgebra::mkRandom { rows {cols {}} args} { if {$cols eq {}} {set cols $rows} set min 0 set max 1 if {[llength $args] == 1} { set max $args } elseif {[llength $args] == 2} { lassign $args min max } set result {} for {set i 0} {$i < $rows} {incr i} { set row {} for {set j 0} {$j < $cols} {incr j} { lappend row [expr {$min+$max*rand()}] } lappend result $row } return $result } proc ::math::linearalgebra::round matrix { set result {} foreach row $matrix { set newrow {} foreach el $row { lappend newrow [expr {round($el)}] } lappend result $newrow } return $result }Also I believe these should go in math::combinatorics:
proc ::math::combinations {n k} { set l {} for {set i 0} {$i < $n} {incr i} {lappend l $i} return [lcombinations $l $k] } proc ::math::lcombinations {list size} { if {$size == 0} {return {{}}} set retval {} for {set i 0} {($i + $size) <= [llength $list]} {incr i} { set firstElement [lindex $list $i] set remainingElements [lrange $list [expr {$i+1}] end] foreach subset [lcombinations $remainingElements [expr {$size-1}]] { lappend retval [linsert $subset 0 $firstElement] } } return $retval }Here's a possible implementation of rank:
proc ::math::linearalgebra::rank {matrix {checkR {}}} { lassign [shape $matrix] rows cols if {$checkR eq {}} {set checkR [expr ($cols>$rows)?$rows:$cols]} if {$checkR == 1} {return 1} set col_idx [combinations $cols $checkR] set row_idx [combinations $rows $checkR] foreach coll $col_idx { foreach rowl $row_idx { set m {} for {set i 0} {$i < [llength $rowl]} {incr i} { set row {} for {set j 0} {$j < [llength $coll]} {incr j} { lappend row [getelem $matrix [lindex $rowl $i] [lindex $coll $j]] } lappend m $row } set det [determinant $m] if {$det != 0} {return $checkR} } } return [rank $matrix [incr checkR -1]] }Lars H: That's horribly inefficient (exponential time), unfortunately. The normal way of computing the rank of a matrix is rather to do some kind of factorisation that reveals the rank (e.g. LU factorisation = Gauss elimination, QR factorisation, etc.). With the available facilities, I would suggest doing a SVD decomposition and count nonzero elements of the S vector.
See Also edit
- Bernoulli using math::calculus
- Performance and simplification of code - implementing the basic statistics procedure
- matrix, by Jonas Beskow
- vector, by Jonas Beskow
- tcllib/struct/matrix
- NAP
- VKIT
- BLT vector
- Additional math functions
- the corresponding Wiki sandbox.