Idea: linear algebra methods for decomposition, eigenvalues and etc..

[JasonShin]

Hi again =)

Throwing another idea of implementing some useful methods of linalg, mostly inspired by Numpy. Again, anyone who is doing Machine Learning in JS will benefit from Math.js if we can support APIs like:
https://docs.scipy.org/doc/numpy-1.13.0/reference/generated/numpy.linalg.svd.html#numpy.linalg.svd
https://docs.scipy.org/doc/numpy-1.13.0/reference/generated/numpy.linalg.eig.html#numpy.linalg.eig

[josdejong]

yeah, this would be awesome of course 😎

[josdejong]

Related: #672

[flowermoonwater]

Hi, just letting you know I am currently working on eigenvalue/vector function.

[josdejong]

awesome @honeybar !

[backspaces]

Any progress?

[josdejong]

I haven't had any update about it.

[m4recek]

Any progress now? We have just "found out" that numeric.js has a bug in calculating eig values. And I was not able to find any trustworthy javascript library.

+ can this be takend out of Math.js docs? Its recommending numeric.js for eig calculations
https://mathjs.org/docs/core/extension.html

Issues with numeric.js
https://github.com/sloisel/numeric/issues?utf8=%E2%9C%93&q=eig

[flowermoonwater]

@josdejong Hi, I am so sorry. It is been a while and I am busy with work. I dont think I am able to complete it. Feel free to pass it over to anyone.

[josdejong]

Thanks for getting back @honeybar, no problem at all!

Anyone interested in implementing eigenvalues and eigenvectors?

[arkajitmandal]

I am interested. I have already written a small diagonalization library : https://github.com/arkajitmandal/DiagonalizeJS
check the demo: https://arkajitmandal.github.io/DiagonalizeJS/

[josdejong]

That is exactly what we're looking for Arkajit! Thanks for your offer. Would be great if you can implement this in mathjs. Note that right now mathjs supports numbers and BigNumbers. An implementation for both would be great but it makes sense to me to start simple with just support for numbers. What do you think is a good approach to integrated this functionality in mathjs?