X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FLinear%2FIteration.hs;h=6117770a52313c21546ed57e729854a7d1fc5f8c;hb=64e43e504a8716cb1784de5fc33d7f02e915e2ac;hp=7daf3b69b5f66c536d1a2567b7896fe54c972c57;hpb=613b25028368b3651bea0c801e05d9962ad9b604;p=numerical-analysis.git diff --git a/src/Linear/Iteration.hs b/src/Linear/Iteration.hs index 7daf3b6..6117770 100644 --- a/src/Linear/Iteration.hs +++ b/src/Linear/Iteration.hs @@ -1,34 +1,53 @@ +{-# LANGUAGE NoImplicitPrelude #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE TypeFamilies #-} -- | Classical iterative methods to solve the system Ax = b. -module Linear.Iteration +module Linear.Iteration ( + gauss_seidel_iteration, + gauss_seidel_iterations, + gauss_seidel_method, + jacobi_iteration, + jacobi_iterations, + jacobi_method, + rayleigh_quotient, + sor_iteration, + sor_iterations, + sor_method ) where -import Data.List (find) -import Data.Maybe (fromJust) -import Data.Vector.Fixed (Arity, N1, S) -import NumericPrelude hiding ((*)) -import qualified Algebra.Algebraic as Algebraic -import qualified Algebra.Field as Field -import qualified Algebra.RealField as RealField -import qualified Algebra.ToRational as ToRational -import qualified Prelude as P +import Data.List ( find ) +import Data.Maybe ( fromJust ) +import Data.Vector.Fixed ( Arity, N1, S ) +import NumericPrelude hiding ( (*) ) +import qualified Algebra.Algebraic as Algebraic ( C ) +import qualified Algebra.Field as Field ( C ) +import qualified Algebra.RealField as RealField ( C ) +import qualified Algebra.ToRational as ToRational ( C ) + +import Linear.Matrix ( + Col, + Mat(..), + (!!!), + (*), + diagonal_part, + dot, + lt_part_strict, + transpose ) +import Linear.System ( forward_substitute ) +import Normed ( Normed(..) ) -import Linear.Matrix -import Linear.System -import Normed -- | A generalized implementation for Jacobi, Gauss-Seidel, etc. All -- that we really need to know is how to construct the matrix M, so we -- take a function that does it as an argument. -classical_iteration :: (Field.C a, Arity m) - => (Mat m m a -> Mat m m a) - -> Mat m m a - -> Mat m N1 a - -> Mat m N1 a - -> Mat m N1 a +classical_iteration :: (Eq a, Field.C a, m ~ S n, Arity n) + => (Mat m m a -> Mat m m a) + -> Mat m m a + -> Col m a + -> Col m a + -> Col m a classical_iteration m_function matrix b x_current = x_next where @@ -41,8 +60,8 @@ classical_iteration m_function matrix b x_current = -- | Perform one iteration of successive over-relaxation. -- -sor_iteration :: forall m a. - (Field.C a, Arity m) +sor_iteration :: forall m n a. + (Eq a, Field.C a, m ~ S n, Arity n) => a -- ^ Omega -> Mat m m a -- ^ Matrix A -> Mat m N1 a -- ^ Vector b @@ -61,7 +80,7 @@ sor_iteration omega = -- | Compute an infinite list of SOR iterations starting with the -- vector x0. -sor_iterations :: (Field.C a, Arity m) +sor_iterations :: (Eq a, Field.C a, m ~ S n, Arity n) => a -> Mat m m a -> Mat m N1 a @@ -72,7 +91,7 @@ sor_iterations omega matrix b = -- | Perform one iteration of Gauss-Seidel. -gauss_seidel_iteration :: (Field.C a, Arity m) +gauss_seidel_iteration :: (Eq a, Field.C a, m ~ S n, Arity n) => Mat m m a -> Mat m N1 a -> Mat m N1 a @@ -82,7 +101,7 @@ gauss_seidel_iteration = sor_iteration one -- | Compute an infinite list of Gauss-Seidel iterations starting with -- the vector x0. -gauss_seidel_iterations :: (Field.C a, Arity m) +gauss_seidel_iterations :: (Eq a, Field.C a, m ~ S n, Arity n) => Mat m m a -> Mat m N1 a -> Mat m N1 a @@ -97,6 +116,8 @@ gauss_seidel_iterations matrix b = -- -- Examples: -- +-- >>> import Linear.Matrix ( Mat2, fromList, vec2d ) +-- -- >>> let m = fromList [[4,2],[2,2]] :: Mat2 Double -- >>> let x0 = vec2d (0, 0::Double) -- >>> let b = vec2d (1, 1::Double) @@ -106,7 +127,7 @@ gauss_seidel_iterations matrix b = -- >>> jacobi_iteration m b x1 -- ((0.0),(0.25)) -- -jacobi_iteration :: (Field.C a, Arity m) +jacobi_iteration :: (Eq a, Field.C a, m ~ S n, Arity n) => Mat m m a -> Mat m N1 a -> Mat m N1 a @@ -117,7 +138,7 @@ jacobi_iteration = -- | Compute an infinite list of Jacobi iterations starting with the -- vector x0. -jacobi_iterations :: (Field.C a, Arity m) +jacobi_iterations :: (Eq a, Field.C a, m ~ S n, Arity n) => Mat m m a -> Mat m N1 a -> Mat m N1 a @@ -131,6 +152,8 @@ jacobi_iterations matrix b = -- -- Examples: -- +-- >>> import Linear.Matrix ( Mat2, fromList, vec2d ) +-- -- >>> let m = fromList [[4,2],[2,2]] :: Mat2 Double -- >>> let x0 = vec2d (0, 0::Double) -- >>> let b = vec2d (1, 1::Double) @@ -160,6 +183,8 @@ jacobi_method = -- -- Examples: -- +-- >>> import Linear.Matrix ( Mat2, fromList, vec2d ) +-- -- >>> let m = fromList [[4,2],[2,2]] :: Mat2 Double -- >>> let x0 = vec2d (0, 0::Double) -- >>> let b = vec2d (1, 1::Double) @@ -190,6 +215,8 @@ gauss_seidel_method = -- -- Examples: -- +-- >>> import Linear.Matrix ( Mat2, fromList, vec2d ) +-- -- >>> let m = fromList [[4,2],[2,2]] :: Mat2 Double -- >>> let x0 = vec2d (0, 0::Double) -- >>> let b = vec2d (1, 1::Double) @@ -268,6 +295,8 @@ classical_method iterations_function matrix b x0 epsilon = -- -- Examples: -- +-- >>> import Linear.Matrix ( Mat2, fromList, vec2d ) +-- -- >>> let m = fromList [[3,1],[1,2]] :: Mat2 Rational -- >>> let v = vec2d (1, 1::Rational) -- >>> rayleigh_quotient m v