X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FFixedMatrix.hs;h=e3a1e2b1143aca00e0cf4d121ef5156605c4ac20;hb=55cf46834f181be01b17b4c5a02ecd772c4e3090;hp=7b34fee0b5ec2798e77b3671c960048f4261df0c;hpb=9bd0e10d2c4a18c21269d520190a5d6b65b6390f;p=numerical-analysis.git

diff --git a/src/FixedMatrix.hs b/src/FixedMatrix.hs
index 7b34fee..e3a1e2b 100644
--- a/src/FixedMatrix.hs
+++ b/src/FixedMatrix.hs
@@ -7,8 +7,19 @@
 module FixedMatrix
 where
 
-import FixedVector as FV
-import qualified Data.Vector.Fixed as V
+import FixedVector
+import Data.Vector.Fixed (
+  Arity(..),
+  Dim,
+  Vector,
+  (!),
+  )
+import qualified Data.Vector.Fixed as V (
+  fromList,
+  length,
+  map,
+  toList
+  )
 import Data.Vector.Fixed.Internal (arity)
 
 type Mat v w a = Vn v (Vn w a)
@@ -17,63 +28,72 @@ type Mat3 a = Mat Vec3D Vec3D a
 type Mat4 a = Mat Vec4D Vec4D a
 
 -- | Convert a matrix to a nested list.
-toList :: (V.Vector v (Vn w a), V.Vector w a) => Mat v w a -> [[a]]
-toList m = Prelude.map V.toList (V.toList m)
+toList :: (Vector v (Vn w a), Vector w a) => Mat v w a -> [[a]]
+toList m = map V.toList (V.toList m)
 
 -- | Create a matrix from a nested list.
-fromList :: (V.Vector v (Vn w a), V.Vector w a) => [[a]] -> Mat v w a
-fromList vs = V.fromList $ Prelude.map V.fromList vs
+fromList :: (Vector v (Vn w a), Vector w a) => [[a]] -> Mat v w a
+fromList vs = V.fromList $ map V.fromList vs
 
 
 -- | Unsafe indexing.
-(!) :: (V.Vector v (Vn w a), V.Vector w a) => Mat v w a -> (Int, Int) -> a
-(!) m (i, j) = (row m i) V.! j
+(!!!) :: (Vector v (Vn w a), Vector w a) => Mat v w a -> (Int, Int) -> a
+(!!!) m (i, j) = (row m i) ! j
 
 -- | Safe indexing.
-(!?) :: (V.Vector v (Vn w a), V.Vector w a) => Mat v w a
-                                               -> (Int, Int)
-                                               -> Maybe a
-(!?) m (i, j)
+(!!?) :: (Vector v (Vn w a), Vector w a) => Mat v w a
+                                         -> (Int, Int)
+                                         -> Maybe a
+(!!?) m (i, j)
   | i < 0 || j < 0 = Nothing
   | i > V.length m = Nothing
   | otherwise = if j > V.length (row m j)
                 then Nothing
-                else Just $ (row m j) V.! j
+                else Just $ (row m j) ! j
 
 
 -- | The number of rows in the matrix.
-nrows :: forall v w a. (V.Vector v (Vn w a), V.Vector w a) => Mat v w a -> Int
+nrows :: forall v w a. (Vector v (Vn w a), Vector w a) => Mat v w a -> Int
 nrows = V.length
 
 -- | The number of columns in the first row of the
 --   matrix. Implementation stolen from Data.Vector.Fixed.length.
-ncols :: forall v w a. (V.Vector v (Vn w a), V.Vector w a) => Mat v w a -> Int
-ncols _ = arity (undefined :: V.Dim w)
+ncols :: forall v w a. (Vector v (Vn w a), Vector w a) => Mat v w a -> Int
+ncols _ = arity (undefined :: Dim w)
 
 -- | Return the @i@th row of @m@. Unsafe.
-row :: (V.Vector v (Vn w a), V.Vector w a) => Mat v w a
-                                           -> Int
-                                           -> Vn w a
-row m i = m V.! i
+row :: (Vector v (Vn w a), Vector w a) => Mat v w a
+                                       -> Int
+                                       -> Vn w a
+row m i = m ! i
 
 
 -- | Return the @j@th column of @m@. Unsafe.
-column :: (V.Vector v a, V.Vector v (Vn w a), V.Vector w a) => Mat v w a
-                                                            -> Int
-                                                            -> Vn v a
+column :: (Vector v a, Vector v (Vn w a), Vector w a) => Mat v w a
+                                                      -> Int
+                                                      -> Vn v a
 column m j =
   V.map (element j) m
   where
-    element = flip (V.!)
+    element = flip (!)
 
 
--- | Transose @m@; switch it's columns and its rows. This is a dirty
+-- | Transpose @m@; switch it's columns and its rows. This is a dirty
 --   implementation.. it would be a little cleaner to use imap, but it
 --   doesn't seem to work.
-transpose :: (V.Vector v (Vn w a),
-              V.Vector w (Vn v a),
-              V.Vector v a,
-              V.Vector w a)
+--
+--   TODO: Don't cheat with fromList.
+--
+--   Examples:
+--
+--   >>> let m = fromList [[1,2], [3,4]] :: Mat2 Int
+--   >>> transpose m
+--   ((1,3),(2,4))
+--
+transpose :: (Vector v (Vn w a),
+              Vector w (Vn v a),
+              Vector v a,
+              Vector w a)
              => Mat v w a
              -> Mat w v a
 transpose m = V.fromList column_list
@@ -81,10 +101,21 @@ transpose m = V.fromList column_list
     column_list = [ column m i | i <- [0..(ncols m)-1] ]
 
 -- | Is @m@ symmetric?
-symmetric :: (V.Vector v (Vn w a),
-              V.Vector w a,
+--
+--   Examples:
+--
+--   >>> let m1 = fromList [[1,2], [2,1]] :: Mat2 Int
+--   >>> symmetric m1
+--   True
+--
+--   >>> let m2 = fromList [[1,2], [3,1]] :: Mat2 Int
+--   >>> symmetric m2
+--   False
+--
+symmetric :: (Vector v (Vn w a),
+              Vector w a,
               v ~ w,
-              V.Vector w Bool,
+              Vector w Bool,
               Eq a)
              => Mat v w a
              -> Bool
@@ -96,15 +127,74 @@ symmetric m =
 --   @lambda@ should take two parameters i,j corresponding to the
 --   entries in the matrix. The i,j entry of the resulting matrix will
 --   have the value returned by lambda i j.
+--
+--   TODO: Don't cheat with fromList.
+--
+--   Examples:
+--
+--   >>> let lambda i j = i + j
+--   >>> construct lambda :: Mat3 Int
+--   ((0,1,2),(1,2,3),(2,3,4))
+--
 construct :: forall v w a.
-             (V.Vector v (Vn w a),
-              V.Vector w a)
+             (Vector v (Vn w a),
+              Vector w a)
              => (Int -> Int -> a)
              -> Mat v w a
 construct lambda = rows
   where
     -- The arity trick is used in Data.Vector.Fixed.length.
-    imax = (arity (undefined :: V.Dim v)) - 1
-    jmax = (arity (undefined :: V.Dim w)) - 1
+    imax = (arity (undefined :: Dim v)) - 1
+    jmax = (arity (undefined :: Dim w)) - 1
     row' i = V.fromList [ lambda i j | j <- [0..jmax] ]
     rows = V.fromList [ row' i | i <- [0..imax] ]
+
+-- | Given a positive-definite matrix @m@, computes the
+--   upper-triangular matrix @r@ with (transpose r)*r == m and all
+--   values on the diagonal of @r@ positive.
+--
+--   Examples:
+--
+--   >>> let m1 = fromList [[20,-1], [-1,20]] :: Mat2 Double
+--   >>> cholesky m1
+--   ((4.47213595499958,-0.22360679774997896),(0.0,4.466542286825459))
+--   >>> (transpose (cholesky m1)) `mult` (cholesky m1)
+--   ((20.000000000000004,-1.0),(-1.0,20.0))
+--
+cholesky :: forall a v w.
+            (RealFloat a,
+             Vector v (Vn w a),
+             Vector w a)
+            => (Mat v w a)
+            -> (Mat v w a)
+cholesky m = construct r
+  where
+    r :: Int -> Int -> a
+    r i j | i == j = sqrt(m !!! (i,j) - sum [(r k i)**2 | k <- [0..i-1]])
+          | i < j =
+              (((m !!! (i,j)) - sum [(r k i)*(r k j) | k <- [0..i-1]]))/(r i i)
+          | otherwise = 0
+
+-- | Matrix multiplication. Our 'Num' instance doesn't define one, and
+--   we need additional restrictions on the result type anyway.
+--
+--   Examples:
+--
+--   >>> let m1 = fromList [[1,2,3], [4,5,6]]  :: Mat Vec2D Vec3D Int
+--   >>> let m2 = fromList [[1,2],[3,4],[5,6]] :: Mat Vec3D Vec2D Int
+--   >>> m1 `mult` m2
+--   ((22,28),(49,64))
+--
+mult :: (Num a,
+         Vector v (Vn w a),
+         Vector w a,
+         Vector w (Vn z a),
+         Vector z a,
+         Vector v (Vn z a))
+        => Mat v w a
+        -> Mat w z a
+        -> Mat v z a
+mult m1 m2 = construct lambda
+  where
+    lambda i j =
+      sum [(m1 !!! (i,k)) * (m2 !!! (k,j)) | k <- [0..(ncols m1)-1] ]