X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FLinear%2FMatrix.hs;h=dbd321fefc6e076ade9344495ddfd1c6bd26858c;hb=c22f72ffaa4edec587b28a7c22aa07330349fd73;hp=39576dc41343c2bbad77b745a33bc720d44f666f;hpb=303c5e7bba583f08e59bc6c848be8e75c1155a3b;p=numerical-analysis.git

diff --git a/src/Linear/Matrix.hs b/src/Linear/Matrix.hs
index 39576dc..dbd321f 100644
--- a/src/Linear/Matrix.hs
+++ b/src/Linear/Matrix.hs
@@ -6,22 +6,34 @@
 {-# LANGUAGE TypeFamilies #-}
 {-# LANGUAGE RebindableSyntax #-}
 
+-- | Boxed matrices; that is, boxed m-vectors of boxed n-vectors. We
+--   assume that the underlying representation is
+--   Data.Vector.Fixed.Boxed.Vec for simplicity. It was tried in
+--   generality and failed.
+--
 module Linear.Matrix
 where
 
 import Data.List (intercalate)
 
 import Data.Vector.Fixed (
-  Dim,
-  Vector
+  N1,
+  N2,
+  N3,
+  N4,
+  N5,
+  S,
+  Z,
+  mk1,
+  mk2,
+  mk3,
+  mk4,
+  mk5
   )
 import qualified Data.Vector.Fixed as V (
-  Fun(..),
-  N1,
   and,
-  eq,
-  foldl,
   fromList,
+  head,
   length,
   map,
   maximum,
@@ -29,33 +41,31 @@ import qualified Data.Vector.Fixed as V (
   toList,
   zipWith
   )
-import Data.Vector.Fixed.Internal (Arity, arity, S, Dim)
+import Data.Vector.Fixed.Boxed (Vec)
+import Data.Vector.Fixed.Internal (Arity, arity)
 import Linear.Vector
 import Normed
 
-import NumericPrelude hiding (abs)
+import NumericPrelude hiding ((*), abs)
+import qualified NumericPrelude as NP ((*))
 import qualified Algebra.Algebraic as Algebraic
-import qualified Algebra.Absolute as Absolute
+import Algebra.Algebraic (root)
 import qualified Algebra.Additive as Additive
 import qualified Algebra.Ring as Ring
-import Algebra.Absolute (abs)
-import qualified Algebra.Field as Field
-import qualified Algebra.RealField as RealField
+import qualified Algebra.Module as Module
 import qualified Algebra.RealRing as RealRing
 import qualified Algebra.ToRational as ToRational
 import qualified Algebra.Transcendental as Transcendental
 import qualified Prelude as P
 
-data Mat v w a = (Vector v (w a), Vector w a) => Mat (v (w a))
-type Mat1 a = Mat D1 D1 a
-type Mat2 a = Mat D2 D2 a
-type Mat3 a = Mat D3 D3 a
-type Mat4 a = Mat D4 D4 a
+data Mat m n a = (Arity m, Arity n) => Mat (Vec m (Vec n a))
+type Mat1 a = Mat N1 N1 a
+type Mat2 a = Mat N2 N2 a
+type Mat3 a = Mat N3 N3 a
+type Mat4 a = Mat N4 N4 a
+type Mat5 a = Mat N5 N5 a
 
--- We can't just declare that all instances of Vector are instances of
--- Eq unfortunately. We wind up with an overlapping instance for
--- w (w a).
-instance (Eq a, Vector v Bool, Vector w Bool) => Eq (Mat v w a) where
+instance (Eq a) => Eq (Mat m n a) where
   -- | Compare a row at a time.
   --
   --   Examples:
@@ -75,7 +85,7 @@ instance (Eq a, Vector v Bool, Vector w Bool) => Eq (Mat v w a) where
       comp row1 row2 = V.and (V.zipWith (==) row1 row2)
 
 
-instance (Show a, Vector v String, Vector w String) => Show (Mat v w a) where
+instance (Show a) => Show (Mat m n a) where
   -- | Display matrices and vectors as ordinary tuples. This is poor
   --   practice, but these results are primarily displayed
   --   interactively and convenience trumps correctness (said the guy
@@ -99,22 +109,21 @@ instance (Show a, Vector v String, Vector w String) => Show (Mat v w a) where
           element_strings = P.map show v1l
 
 
-
 -- | Convert a matrix to a nested list.
-toList :: Mat v w a -> [[a]]
+toList :: Mat m n a -> [[a]]
 toList (Mat rows) = map V.toList (V.toList rows)
 
 -- | Create a matrix from a nested list.
-fromList :: (Vector v (w a), Vector w a, Vector v a) => [[a]] -> Mat v w a
+fromList :: (Arity m, Arity n) => [[a]] -> Mat m n a
 fromList vs = Mat (V.fromList $ map V.fromList vs)
 
 
 -- | Unsafe indexing.
-(!!!) :: (Vector w a) => Mat v w a -> (Int, Int) -> a
+(!!!) :: (Arity m, Arity n) => Mat m n a -> (Int, Int) -> a
 (!!!) m (i, j) = (row m i) ! j
 
 -- | Safe indexing.
-(!!?) :: Mat v w a -> (Int, Int) -> Maybe a
+(!!?) :: Mat m n a -> (Int, Int) -> Maybe a
 (!!?) m@(Mat rows) (i, j)
   | i < 0 || j < 0 = Nothing
   | i > V.length rows = Nothing
@@ -124,27 +133,30 @@ fromList vs = Mat (V.fromList $ map V.fromList vs)
 
 
 -- | The number of rows in the matrix.
-nrows :: Mat v w a -> Int
-nrows (Mat rows) = V.length rows
+nrows :: forall m n a. (Arity m) => Mat m n a -> Int
+nrows _ = arity (undefined :: m)
 
 -- | The number of columns in the first row of the
 --   matrix. Implementation stolen from Data.Vector.Fixed.length.
-ncols :: forall v w a. (Vector w a) => Mat v w a -> Int
-ncols _ = (arity (undefined :: Dim w))
+ncols :: forall m n a. (Arity n) => Mat m n a -> Int
+ncols _ = arity (undefined :: n)
+
 
 -- | Return the @i@th row of @m@. Unsafe.
-row :: Mat v w a -> Int -> w a
+row :: Mat m n a -> Int -> (Vec n a)
 row (Mat rows) i = rows ! i
 
 
 -- | Return the @j@th column of @m@. Unsafe.
-column :: (Vector v a) => Mat v w a -> Int -> v a
+column :: Mat m n a -> Int -> (Vec m a)
 column (Mat rows) j =
   V.map (element j) rows
   where
     element = flip (!)
 
 
+
+
 -- | 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.
@@ -157,11 +169,7 @@ column (Mat rows) j =
 --   >>> transpose m
 --   ((1,3),(2,4))
 --
-transpose :: (Vector w (v a),
-              Vector v a,
-              Vector w a)
-             => Mat v w a
-             -> Mat w v a
+transpose :: (Arity m, Arity n) => Mat m n a -> Mat n m a
 transpose m = Mat $ V.fromList column_list
   where
     column_list = [ column m i | i <- [0..(ncols m)-1] ]
@@ -179,13 +187,7 @@ transpose m = Mat $ V.fromList column_list
 --   >>> symmetric m2
 --   False
 --
-symmetric :: (Vector v (w a),
-              Vector w a,
-              v ~ w,
-              Vector w Bool,
-              Eq a)
-             => Mat v w a
-             -> Bool
+symmetric :: (Eq a, Arity m) => Mat m m a -> Bool
 symmetric m =
   m == (transpose m)
 
@@ -203,19 +205,17 @@ symmetric m =
 --   >>> construct lambda :: Mat3 Int
 --   ((0,1,2),(1,2,3),(2,3,4))
 --
-construct :: forall v w a.
-             (Vector v (w a),
-              Vector w a)
-             => (Int -> Int -> a)
-             -> Mat v w a
+construct :: forall m n a. (Arity m, Arity n)
+          => (Int -> Int -> a) -> Mat m n a
 construct lambda = Mat rows
   where
     -- The arity trick is used in Data.Vector.Fixed.length.
-    imax = (arity (undefined :: Dim v)) - 1
-    jmax = (arity (undefined :: Dim w)) - 1
+    imax = (arity (undefined :: m)) - 1
+    jmax = (arity (undefined :: n)) - 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.
@@ -225,54 +225,173 @@ construct lambda = Mat rows
 --   >>> 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)
+--   >>> (transpose (cholesky m1)) * (cholesky m1)
 --   ((20.000000000000004,-1.0),(-1.0,20.0))
 --
-cholesky :: forall a v w.
-            (Algebraic.C a,
-             Vector v (w a),
-             Vector w a,
-             Vector v a)
-            => (Mat v w a)
-            -> (Mat v w a)
+cholesky :: forall m n a. (Algebraic.C a, Arity m, Arity n)
+         => (Mat m n a) -> (Mat m n 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)
+              (((m !!! (i,j)) - sum [(r k i) NP.* (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.
+-- | Returns True if the given matrix is upper-triangular, and False
+--   otherwise.
 --
 --   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
+--   >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
+--   >>> is_upper_triangular m
+--   False
+--
+--   >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
+--   >>> is_upper_triangular m
+--   True
+--
+is_upper_triangular :: (Eq a, Ring.C a, Arity m, Arity n)
+                    => Mat m n a -> Bool
+is_upper_triangular m =
+  and $ concat results
+  where
+    results = [[ test i j | i <- [0..(nrows m)-1]] | j <- [0..(ncols m)-1] ]
+
+    test :: Int -> Int -> Bool
+    test i j
+      | i <= j = True
+      | otherwise = m !!! (i,j) == 0
+
+
+-- | Returns True if the given matrix is lower-triangular, and False
+--   otherwise.
+--
+--   Examples:
+--
+--   >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
+--   >>> is_lower_triangular m
+--   True
+--
+--   >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
+--   >>> is_lower_triangular m
+--   False
+--
+is_lower_triangular :: (Eq a,
+                        Ring.C a,
+                        Arity m,
+                        Arity n)
+                    => Mat m n a
+                    -> Bool
+is_lower_triangular = is_upper_triangular . transpose
+
+
+-- | Returns True if the given matrix is triangular, and False
+--   otherwise.
+--
+--   Examples:
+--
+--   >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
+--   >>> is_triangular m
+--   True
+--
+--   >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
+--   >>> is_triangular m
+--   True
+--
+--   >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
+--   >>> is_triangular m
+--   False
+--
+is_triangular :: (Eq a,
+                  Ring.C a,
+                  Arity m,
+                  Arity n)
+              => Mat m n a
+              -> Bool
+is_triangular m = is_upper_triangular m || is_lower_triangular m
+
+
+-- | Return the (i,j)th minor of m.
+--
+--   Examples:
+--
+--   >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
+--   >>> minor m 0 0 :: Mat2 Int
+--   ((5,6),(8,9))
+--   >>> minor m 1 1 :: Mat2 Int
+--   ((1,3),(7,9))
+--
+minor :: (m ~ S r,
+          n ~ S t,
+          Arity r,
+          Arity t)
+      => Mat m n a
+      -> Int
+      -> Int
+      -> Mat r t a
+minor (Mat rows) i j = m
+  where
+    rows' = delete rows i
+    m = Mat $ V.map ((flip delete) j) rows'
+
+
+class (Eq a, Ring.C a) => Determined p a where
+  determinant :: (p a) -> a
+
+instance (Eq a, Ring.C a) => Determined (Mat (S Z) (S Z)) a where
+  determinant (Mat rows) = (V.head . V.head) rows
+
+instance (Eq a,
+          Ring.C a,
+          Arity n,
+          Determined (Mat (S n) (S n)) a)
+         => Determined (Mat (S (S n)) (S (S n))) a where
+  -- | The recursive definition with a special-case for triangular matrices.
+  --
+  --   Examples:
+  --
+  --   >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
+  --   >>> determinant m
+  --   -1
+  --
+  determinant m
+    | is_triangular m = product [ m !!! (i,i) | i <- [0..(nrows m)-1] ]
+    | otherwise = determinant_recursive
+        where
+          m' i j = m !!! (i,j)
+
+          det_minor i j = determinant (minor m i j)
+
+          determinant_recursive =
+            sum [ (-1)^(toInteger j) NP.* (m' 0 j) NP.* (det_minor 0 j)
+              | j <- [0..(ncols m)-1] ]
+
+
+
+-- | Matrix multiplication.
+--
+--   Examples:
+--
+--   >>> let m1 = fromList [[1,2,3], [4,5,6]]  :: Mat N2 N3 Int
+--   >>> let m2 = fromList [[1,2],[3,4],[5,6]] :: Mat N3 N2 Int
+--   >>> m1 * m2
 --   ((22,28),(49,64))
 --
-mult :: (Ring.C a,
-         Vector v a,
-         Vector w a,
-         Vector z a,
-         Vector v (z a))
-        => Mat v w a
-        -> Mat w z a
-        -> Mat v z a
-mult m1 m2 = construct lambda
+infixl 7 *
+(*) :: (Ring.C a, Arity m, Arity n, Arity p)
+        => Mat m n a
+        -> Mat n p a
+        -> Mat m p a
+(*) m1 m2 = construct lambda
   where
     lambda i j =
-      sum [(m1 !!! (i,k)) * (m2 !!! (k,j)) | k <- [0..(ncols m1)-1] ]
+      sum [(m1 !!! (i,k)) NP.* (m2 !!! (k,j)) | k <- [0..(ncols m1)-1] ]
 
 
 
-instance (Ring.C a,
-          Vector v (w a),
-          Vector w a)
-         => Additive.C (Mat v w a) where
+instance (Ring.C a, Arity m, Arity n) => Additive.C (Mat m n a) where
 
   (Mat rows1) + (Mat rows2) =
     Mat $ V.zipWith (V.zipWith (+)) rows1 rows2
@@ -283,87 +402,121 @@ instance (Ring.C a,
   zero = Mat (V.replicate $ V.replicate (fromInteger 0))
 
 
-instance (Ring.C a,
-          Vector v (w a),
-          Vector w a,
-          v ~ w)
-         => Ring.C (Mat v w a) where
-    one = Mat (V.replicate $ V.replicate (fromInteger 1))
-    m1 * m2 = m1 `mult` m2
+instance (Ring.C a, Arity m, Arity n, m ~ n) => Ring.C (Mat m n a) where
+  -- The first * is ring multiplication, the second is matrix
+  -- multiplication.
+  m1 * m2 = m1 * m2
+
+
+instance (Ring.C a, Arity m, Arity n) => Module.C a (Mat m n a) where
+  -- We can multiply a matrix by a scalar of the same type as its
+  -- elements.
+  x *> (Mat rows) = Mat $ V.map (V.map (NP.* x)) rows
 
 
 instance (Algebraic.C a,
           ToRational.C a,
-          Vector v (w a),
-          Vector w a,
-          Vector v a,
-          Vector v [a])
-         => Normed (Mat v w a) where
-   -- Treat the matrix as a big vector.
-   norm_p p (Mat rows) =
-     sqrt $ sum [(fromRational' $ toRational x)^2 | x <- xs]
-     where
-       xs = concat $ V.toList $ V.map V.toList rows
+          Arity m,
+          Arity n)
+         => Normed (Mat (S m) (S n) a) where
+  -- | Generic p-norms. The usual norm in R^n is (norm_p 2). We treat
+  --   all matrices as big vectors.
+  --
+  --   Examples:
+  --
+  --   >>> let v1 = vec2d (3,4)
+  --   >>> norm_p 1 v1
+  --   7.0
+  --   >>> norm_p 2 v1
+  --   5.0
+  --
+  norm_p p (Mat rows) =
+    (root p') $ sum [(fromRational' $ toRational x)^p' | x <- xs]
+    where
+      p' = toInteger p
+      xs = concat $ V.toList $ V.map V.toList rows
 
-   norm_infty m@(Mat rows)
-     | nrows m == 0 || ncols m == 0 = 0
-     | otherwise =
-         fromRational' $ toRational $
-         P.maximum $ V.toList $ V.map (P.maximum . V.toList) rows
+  -- | The infinity norm.
+  --
+  --   Examples:
+  --
+  --   >>> let v1 = vec3d (1,5,2)
+  --   >>> norm_infty v1
+  --   5
+  --
+  norm_infty (Mat rows) =
+    fromRational' $ toRational $ V.maximum $ V.map V.maximum rows
 
 
 
 
 
 -- Vector helpers. We want it to be easy to create low-dimension
--- column vectors.
-type Vec a b = Mat a D1 b
-
-vec2d :: (a,a) -> Mat D2 D1 a
-vec2d (x,y) = Mat (D2 (D1 x) (D1 y))
-
-vec3d :: (a,a,a) -> Mat D3 D1 a
-vec3d (x,y,z) = Mat (D3 (D1 x) (D1 y) (D1 z))
-
-vec4d :: (a,a,a,a) -> Mat D4 D1 a
-vec4d (w,x,y,z) = Mat (D4 (D1 w) (D1 x) (D1 y) (D1 z))
-
-dot :: (RealRing.C a,
-        Dim w ~ V.N1,
-        Vector v a,
-        Vector w a,
-        Vector w (v a),
-        Vector w (w a))
-       => Mat v w a
-       -> Mat v w a
+-- column vectors, which are nx1 matrices.
+
+-- | Convenient constructor for 2D vectors.
+--
+--   Examples:
+--
+--   >>> import Roots.Simple
+--   >>> let fst m = m !!! (0,0)
+--   >>> let snd m = m !!! (1,0)
+--   >>> let h = 0.5 :: Double
+--   >>> let g1 m = 1.0 + h NP.* exp(-((fst m)^2))/(1.0 + (snd m)^2)
+--   >>> let g2 m = 0.5 + h NP.* atan((fst m)^2 + (snd m)^2)
+--   >>> let g u = vec2d ((g1 u), (g2 u))
+--   >>> let u0 = vec2d (1.0, 1.0)
+--   >>> let eps = 1/(10^9)
+--   >>> fixed_point g eps u0
+--   ((1.0728549599342185),(1.0820591495686167))
+--
+vec1d :: (a) -> Mat N1 N1 a
+vec1d (x) = Mat (mk1 (mk1 x))
+
+vec2d :: (a,a) -> Mat N2 N1 a
+vec2d (x,y) = Mat (mk2 (mk1 x) (mk1 y))
+
+vec3d :: (a,a,a) -> Mat N3 N1 a
+vec3d (x,y,z) = Mat (mk3 (mk1 x) (mk1 y) (mk1 z))
+
+vec4d :: (a,a,a,a) -> Mat N4 N1 a
+vec4d (w,x,y,z) = Mat (mk4 (mk1 w) (mk1 x) (mk1 y) (mk1 z))
+
+vec5d :: (a,a,a,a,a) -> Mat N5 N1 a
+vec5d (v,w,x,y,z) = Mat (mk5 (mk1 v) (mk1 w) (mk1 x) (mk1 y) (mk1 z))
+
+-- Since we commandeered multiplication, we need to create 1x1
+-- matrices in order to multiply things.
+scalar :: a -> Mat N1 N1 a
+scalar x = Mat (mk1 (mk1 x))
+
+dot :: (RealRing.C a, n ~ N1, m ~ S t, Arity t)
+       => Mat m n a
+       -> Mat m n a
        -> a
-v1 `dot` v2 = ((transpose v1) `mult` v2) !!! (0, 0)
+v1 `dot` v2 = ((transpose v1) * v2) !!! (0, 0)
 
 
 -- | The angle between @v1@ and @v2@ in Euclidean space.
 --
 --   Examples:
 --
---   >>> let v1 = make2d (1.0, 0.0)
---   >>> let v2 = make2d (0.0, 1.0)
+--   >>> let v1 = vec2d (1.0, 0.0)
+--   >>> let v2 = vec2d (0.0, 1.0)
 --   >>> angle v1 v2 == pi/2.0
 --   True
 --
 angle :: (Transcendental.C a,
           RealRing.C a,
-          Dim w ~ V.N1,
-          Vector w (w a),
-          Vector v [a],
-          Vector v a,
-          Vector w a,
-          Vector v (w a),
-          Vector w (v a),
+          n ~ N1,
+          m ~ S t,
+          Arity t,
           ToRational.C a)
-          => Mat v w a
-          -> Mat v w a
+          => Mat m n a
+          -> Mat m n a
           -> a
 angle v1 v2 =
   acos theta
   where
-   theta = (recip norms) * (v1 `dot` v2)
-   norms = (norm v1) * (norm v2)
+   theta = (recip norms) NP.* (v1 `dot` v2)
+   norms = (norm v1) NP.* (norm v2)