1 {-# LANGUAGE ExistentialQuantification #-}
2 {-# LANGUAGE FlexibleContexts #-}
3 {-# LANGUAGE FlexibleInstances #-}
4 {-# LANGUAGE MultiParamTypeClasses #-}
5 {-# LANGUAGE NoMonomorphismRestriction #-}
6 {-# LANGUAGE ScopedTypeVariables #-}
7 {-# LANGUAGE TypeFamilies #-}
8 {-# LANGUAGE RebindableSyntax #-}
10 -- | Boxed matrices; that is, boxed m-vectors of boxed n-vectors. We
11 -- assume that the underlying representation is
12 -- Data.Vector.Fixed.Boxed.Vec for simplicity. It was tried in
13 -- generality and failed.
18 import Data.List (intercalate)
20 import Data.Vector.Fixed (
36 import qualified Data.Vector.Fixed as V (
46 import Data.Vector.Fixed.Cont ( Arity, arity )
47 import Linear.Vector ( Vec, delete, element_sum )
48 import Normed ( Normed(..) )
50 import NumericPrelude hiding ( (*), abs )
51 import qualified NumericPrelude as NP ( (*) )
52 import qualified Algebra.Absolute as Absolute ( C )
53 import Algebra.Absolute ( abs )
54 import qualified Algebra.Additive as Additive ( C )
55 import qualified Algebra.Algebraic as Algebraic ( C )
56 import Algebra.Algebraic ( root )
57 import qualified Algebra.Ring as Ring ( C )
58 import qualified Algebra.Module as Module ( C )
59 import qualified Algebra.RealRing as RealRing ( C )
60 import qualified Algebra.ToRational as ToRational ( C )
61 import qualified Algebra.Transcendental as Transcendental ( C )
62 import qualified Prelude as P ( map )
64 -- | Our main matrix type.
65 data Mat m n a = (Arity m, Arity n) => Mat (Vec m (Vec n a))
67 -- Type synonyms for n-by-n matrices.
68 type Mat1 a = Mat N1 N1 a
69 type Mat2 a = Mat N2 N2 a
70 type Mat3 a = Mat N3 N3 a
71 type Mat4 a = Mat N4 N4 a
72 type Mat5 a = Mat N5 N5 a
74 -- | Type synonym for row vectors expressed as 1-by-n matrices.
75 type Row n a = Mat N1 n a
77 -- Type synonyms for 1-by-n row "vectors".
78 type Row1 a = Row N1 a
79 type Row2 a = Row N2 a
80 type Row3 a = Row N3 a
81 type Row4 a = Row N4 a
82 type Row5 a = Row N5 a
84 -- | Type synonym for column vectors expressed as n-by-1 matrices.
85 type Col n a = Mat n N1 a
87 -- Type synonyms for n-by-1 column "vectors".
88 type Col1 a = Col N1 a
89 type Col2 a = Col N2 a
90 type Col3 a = Col N3 a
91 type Col4 a = Col N4 a
92 type Col5 a = Col N5 a
94 -- We need a big column for Gaussian quadrature.
95 type N10 = S (S (S (S (S N5))))
96 type Col10 a = Col N10 a
99 instance (Eq a) => Eq (Mat m n a) where
100 -- | Compare a row at a time.
104 -- >>> let m1 = fromList [[1,2],[3,4]] :: Mat2 Int
105 -- >>> let m2 = fromList [[1,2],[3,4]] :: Mat2 Int
106 -- >>> let m3 = fromList [[5,6],[7,8]] :: Mat2 Int
112 (Mat rows1) == (Mat rows2) =
113 V.and $ V.zipWith comp rows1 rows2
115 -- Compare a row, one column at a time.
116 comp row1 row2 = V.and (V.zipWith (==) row1 row2)
119 instance (Show a) => Show (Mat m n a) where
120 -- | Display matrices and vectors as ordinary tuples. This is poor
121 -- practice, but these results are primarily displayed
122 -- interactively and convenience trumps correctness (said the guy
123 -- who insists his vector lengths be statically checked at
128 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
133 "(" ++ (intercalate "," (V.toList row_strings)) ++ ")"
135 row_strings = V.map show_vector rows
137 "(" ++ (intercalate "," element_strings) ++ ")"
140 element_strings = P.map show v1l
143 -- | Convert a matrix to a nested list.
144 toList :: Mat m n a -> [[a]]
145 toList (Mat rows) = map V.toList (V.toList rows)
147 -- | Create a matrix from a nested list.
148 fromList :: (Arity m, Arity n) => [[a]] -> Mat m n a
149 fromList vs = Mat (V.fromList $ map V.fromList vs)
152 -- | Unsafe indexing.
153 (!!!) :: (Arity m, Arity n) => Mat m n a -> (Int, Int) -> a
154 (!!!) m (i, j) = (row m i) ! j
157 (!!?) :: Mat m n a -> (Int, Int) -> Maybe a
158 (!!?) m@(Mat rows) (i, j)
159 | i < 0 || j < 0 = Nothing
160 | i > V.length rows = Nothing
161 | otherwise = if j > V.length (row m j)
163 else Just $ (row m j) ! j
166 -- | The number of rows in the matrix.
167 nrows :: forall m n a. (Arity m) => Mat m n a -> Int
168 nrows _ = arity (undefined :: m)
170 -- | The number of columns in the first row of the
171 -- matrix. Implementation stolen from Data.Vector.Fixed.length.
172 ncols :: forall m n a. (Arity n) => Mat m n a -> Int
173 ncols _ = arity (undefined :: n)
176 -- | Return the @i@th row of @m@. Unsafe.
177 row :: Mat m n a -> Int -> (Vec n a)
178 row (Mat rows) i = rows ! i
181 -- | Return the @i@th row of @m@ as a matrix. Unsafe.
182 row' :: (Arity m, Arity n) => Mat m n a -> Int -> Row n a
186 lambda _ j = m !!! (i, j)
189 -- | Return the @j@th column of @m@. Unsafe.
190 column :: Mat m n a -> Int -> (Vec m a)
191 column (Mat rows) j =
192 V.map (element j) rows
197 -- | Return the @j@th column of @m@ as a matrix. Unsafe.
198 column' :: (Arity m, Arity n) => Mat m n a -> Int -> Col m a
202 lambda i _ = m !!! (i, j)
205 -- | Transpose @m@; switch it's columns and its rows. This is a dirty
206 -- implementation.. it would be a little cleaner to use imap, but it
207 -- doesn't seem to work.
209 -- TODO: Don't cheat with fromList.
213 -- >>> let m = fromList [[1,2], [3,4]] :: Mat2 Int
217 transpose :: (Arity m, Arity n) => Mat m n a -> Mat n m a
218 transpose m = Mat $ V.fromList column_list
220 column_list = [ column m i | i <- [0..(ncols m)-1] ]
223 -- | Is @m@ symmetric?
227 -- >>> let m1 = fromList [[1,2], [2,1]] :: Mat2 Int
231 -- >>> let m2 = fromList [[1,2], [3,1]] :: Mat2 Int
235 symmetric :: (Eq a, Arity m) => Mat m m a -> Bool
240 -- | Construct a new matrix from a function @lambda@. The function
241 -- @lambda@ should take two parameters i,j corresponding to the
242 -- entries in the matrix. The i,j entry of the resulting matrix will
243 -- have the value returned by lambda i j.
247 -- >>> let lambda i j = i + j
248 -- >>> construct lambda :: Mat3 Int
249 -- ((0,1,2),(1,2,3),(2,3,4))
251 construct :: forall m n a. (Arity m, Arity n)
252 => (Int -> Int -> a) -> Mat m n a
253 construct lambda = Mat $ generate make_row
255 make_row :: Int -> Vec n a
256 make_row i = generate (lambda i)
259 -- | Create an identity matrix with the right dimensions.
263 -- >>> identity_matrix :: Mat3 Int
264 -- ((1,0,0),(0,1,0),(0,0,1))
265 -- >>> identity_matrix :: Mat3 Double
266 -- ((1.0,0.0,0.0),(0.0,1.0,0.0),(0.0,0.0,1.0))
268 identity_matrix :: (Arity m, Ring.C a) => Mat m m a
270 construct (\i j -> if i == j then (fromInteger 1) else (fromInteger 0))
272 -- | Given a positive-definite matrix @m@, computes the
273 -- upper-triangular matrix @r@ with (transpose r)*r == m and all
274 -- values on the diagonal of @r@ positive.
278 -- >>> let m1 = fromList [[20,-1], [-1,20]] :: Mat2 Double
280 -- ((4.47213595499958,-0.22360679774997896),(0.0,4.466542286825459))
281 -- >>> (transpose (cholesky m1)) * (cholesky m1)
282 -- ((20.000000000000004,-1.0),(-1.0,20.0))
284 cholesky :: forall m n a. (Algebraic.C a, Arity m, Arity n)
285 => (Mat m n a) -> (Mat m n a)
286 cholesky m = construct r
289 r i j | i == j = sqrt(m !!! (i,j) - sum [(r k i)^2 | k <- [0..i-1]])
291 (((m !!! (i,j)) - sum [(r k i) NP.* (r k j) | k <- [0..i-1]]))/(r i i)
295 -- | Returns True if the given matrix is upper-triangular, and False
296 -- otherwise. The parameter @epsilon@ lets the caller choose a
301 -- >>> let m = fromList [[1,1],[1e-12,1]] :: Mat2 Double
302 -- >>> is_upper_triangular m
304 -- >>> is_upper_triangular' 1e-10 m
309 -- 1. Don't cheat with lists.
311 is_upper_triangular' :: (Ord a, Ring.C a, Absolute.C a, Arity m, Arity n)
312 => a -- ^ The tolerance @epsilon@.
315 is_upper_triangular' epsilon m =
318 results = [[ test i j | i <- [0..(nrows m)-1]] | j <- [0..(ncols m)-1] ]
320 test :: Int -> Int -> Bool
323 -- use "less than or equal to" so zero is a valid epsilon
324 | otherwise = abs (m !!! (i,j)) <= epsilon
327 -- | Returns True if the given matrix is upper-triangular, and False
328 -- otherwise. A specialized version of 'is_upper_triangular\'' with
333 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
334 -- >>> is_upper_triangular m
337 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
338 -- >>> is_upper_triangular m
343 -- 1. The Ord constraint is too strong here, Eq would suffice.
345 is_upper_triangular :: (Ord a, Ring.C a, Absolute.C a, Arity m, Arity n)
347 is_upper_triangular = is_upper_triangular' 0
350 -- | Returns True if the given matrix is lower-triangular, and False
351 -- otherwise. This is a specialized version of 'is_lower_triangular\''
352 -- with @epsilon = 0@.
356 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
357 -- >>> is_lower_triangular m
360 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
361 -- >>> is_lower_triangular m
364 is_lower_triangular :: (Ord a,
371 is_lower_triangular = is_upper_triangular . transpose
374 -- | Returns True if the given matrix is lower-triangular, and False
375 -- otherwise. The parameter @epsilon@ lets the caller choose a
380 -- >>> let m = fromList [[1,1e-12],[1,1]] :: Mat2 Double
381 -- >>> is_lower_triangular m
383 -- >>> is_lower_triangular' 1e-12 m
386 is_lower_triangular' :: (Ord a,
391 => a -- ^ The tolerance @epsilon@.
394 is_lower_triangular' epsilon = (is_upper_triangular' epsilon) . transpose
397 -- | Returns True if the given matrix is triangular, and False
402 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
403 -- >>> is_triangular m
406 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
407 -- >>> is_triangular m
410 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
411 -- >>> is_triangular m
414 is_triangular :: (Ord a,
421 is_triangular m = is_upper_triangular m || is_lower_triangular m
424 -- | Return the (i,j)th minor of m.
428 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
429 -- >>> minor m 0 0 :: Mat2 Int
431 -- >>> minor m 1 1 :: Mat2 Int
442 minor (Mat rows) i j = m
444 rows' = delete rows i
445 m = Mat $ V.map ((flip delete) j) rows'
448 class (Eq a, Ring.C a) => Determined p a where
449 determinant :: (p a) -> a
451 instance (Eq a, Ring.C a) => Determined (Mat (S Z) (S Z)) a where
452 determinant (Mat rows) = (V.head . V.head) rows
458 Determined (Mat (S n) (S n)) a)
459 => Determined (Mat (S (S n)) (S (S n))) a where
460 -- | The recursive definition with a special-case for triangular matrices.
464 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
469 | is_triangular m = product [ m !!! (i,i) | i <- [0..(nrows m)-1] ]
470 | otherwise = determinant_recursive
474 det_minor i j = determinant (minor m i j)
476 determinant_recursive =
477 sum [ (-1)^(toInteger j) NP.* (m' 0 j) NP.* (det_minor 0 j)
478 | j <- [0..(ncols m)-1] ]
482 -- | Matrix multiplication.
486 -- >>> let m1 = fromList [[1,2,3], [4,5,6]] :: Mat N2 N3 Int
487 -- >>> let m2 = fromList [[1,2],[3,4],[5,6]] :: Mat N3 N2 Int
492 (*) :: (Ring.C a, Arity m, Arity n, Arity p)
496 (*) m1 m2 = construct lambda
499 sum [(m1 !!! (i,k)) NP.* (m2 !!! (k,j)) | k <- [0..(ncols m1)-1] ]
503 instance (Ring.C a, Arity m, Arity n) => Additive.C (Mat m n a) where
505 (Mat rows1) + (Mat rows2) =
506 Mat $ V.zipWith (V.zipWith (+)) rows1 rows2
508 (Mat rows1) - (Mat rows2) =
509 Mat $ V.zipWith (V.zipWith (-)) rows1 rows2
511 zero = Mat (V.replicate $ V.replicate (fromInteger 0))
514 instance (Ring.C a, Arity m, Arity n, m ~ n) => Ring.C (Mat m n a) where
515 -- The first * is ring multiplication, the second is matrix
520 instance (Ring.C a, Arity m, Arity n) => Module.C a (Mat m n a) where
521 -- We can multiply a matrix by a scalar of the same type as its
523 x *> (Mat rows) = Mat $ V.map (V.map (NP.* x)) rows
526 instance (Algebraic.C a,
529 => Normed (Mat (S m) N1 a) where
530 -- | Generic p-norms for vectors in R^n that are represented as nx1
535 -- >>> let v1 = vec2d (3,4)
541 norm_p p (Mat rows) =
542 (root p') $ sum [fromRational' (toRational x)^p' | x <- xs]
545 xs = concat $ V.toList $ V.map V.toList rows
547 -- | The infinity norm.
551 -- >>> let v1 = vec3d (1,5,2)
555 norm_infty (Mat rows) =
556 fromRational' $ toRational $ V.maximum $ V.map V.maximum rows
559 -- | Compute the Frobenius norm of a matrix. This essentially treats
560 -- the matrix as one long vector containing all of its entries (in
561 -- any order, it doesn't matter).
565 -- >>> let m = fromList [[1, 2, 3],[4,5,6],[7,8,9]] :: Mat3 Double
566 -- >>> frobenius_norm m == sqrt 285
569 -- >>> let m = fromList [[1, -1, 1],[-1,1,-1],[1,-1,1]] :: Mat3 Double
570 -- >>> frobenius_norm m == 3
573 frobenius_norm :: (Algebraic.C a, Ring.C a) => Mat m n a -> a
574 frobenius_norm (Mat rows) =
575 sqrt $ element_sum $ V.map row_sum rows
577 -- | Square and add up the entries of a row.
578 row_sum = element_sum . V.map (^2)
581 -- Vector helpers. We want it to be easy to create low-dimension
582 -- column vectors, which are nx1 matrices.
584 -- | Convenient constructor for 2D vectors.
588 -- >>> import Roots.Simple
589 -- >>> let fst m = m !!! (0,0)
590 -- >>> let snd m = m !!! (1,0)
591 -- >>> let h = 0.5 :: Double
592 -- >>> let g1 m = 1.0 + h NP.* exp(-((fst m)^2))/(1.0 + (snd m)^2)
593 -- >>> let g2 m = 0.5 + h NP.* atan((fst m)^2 + (snd m)^2)
594 -- >>> let g u = vec2d ((g1 u), (g2 u))
595 -- >>> let u0 = vec2d (1.0, 1.0)
596 -- >>> let eps = 1/(10^9)
597 -- >>> fixed_point g eps u0
598 -- ((1.0728549599342185),(1.0820591495686167))
600 vec1d :: (a) -> Col1 a
601 vec1d (x) = Mat (mk1 (mk1 x))
603 vec2d :: (a,a) -> Col2 a
604 vec2d (x,y) = Mat (mk2 (mk1 x) (mk1 y))
606 vec3d :: (a,a,a) -> Col3 a
607 vec3d (x,y,z) = Mat (mk3 (mk1 x) (mk1 y) (mk1 z))
609 vec4d :: (a,a,a,a) -> Col4 a
610 vec4d (w,x,y,z) = Mat (mk4 (mk1 w) (mk1 x) (mk1 y) (mk1 z))
612 vec5d :: (a,a,a,a,a) -> Col5 a
613 vec5d (v,w,x,y,z) = Mat (mk5 (mk1 v) (mk1 w) (mk1 x) (mk1 y) (mk1 z))
615 -- Since we commandeered multiplication, we need to create 1x1
616 -- matrices in order to multiply things.
617 scalar :: a -> Mat1 a
618 scalar x = Mat (mk1 (mk1 x))
620 dot :: (RealRing.C a, n ~ N1, m ~ S t, Arity t)
624 v1 `dot` v2 = ((transpose v1) * v2) !!! (0, 0)
627 -- | The angle between @v1@ and @v2@ in Euclidean space.
631 -- >>> let v1 = vec2d (1.0, 0.0)
632 -- >>> let v2 = vec2d (0.0, 1.0)
633 -- >>> angle v1 v2 == pi/2.0
636 angle :: (Transcendental.C a,
648 theta = (recip norms) NP.* (v1 `dot` v2)
649 norms = (norm v1) NP.* (norm v2)
652 -- | Retrieve the diagonal elements of the given matrix as a \"column
653 -- vector,\" i.e. a m-by-1 matrix. We require the matrix to be
654 -- square to avoid ambiguity in the return type which would ideally
655 -- have dimension min(m,n) supposing an m-by-n matrix.
659 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
663 diagonal :: (Arity m) => Mat m m a -> Col m a
667 lambda i _ = matrix !!! (i,i)
670 -- | Given a square @matrix@, return a new matrix of the same size
671 -- containing only the on-diagonal entries of @matrix@. The
672 -- off-diagonal entries are set to zero.
676 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
677 -- >>> diagonal_part m
678 -- ((1,0,0),(0,5,0),(0,0,9))
680 diagonal_part :: (Arity m, Ring.C a)
683 diagonal_part matrix =
686 lambda i j = if i == j then matrix !!! (i,j) else 0
689 -- | Given a square @matrix@, return a new matrix of the same size
690 -- containing only the on-diagonal and below-diagonal entries of
691 -- @matrix@. The above-diagonal entries are set to zero.
695 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
697 -- ((1,0,0),(4,5,0),(7,8,9))
699 lt_part :: (Arity m, Ring.C a)
705 lambda i j = if i >= j then matrix !!! (i,j) else 0
708 -- | Given a square @matrix@, return a new matrix of the same size
709 -- containing only the below-diagonal entries of @matrix@. The on-
710 -- and above-diagonal entries are set to zero.
714 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
715 -- >>> lt_part_strict m
716 -- ((0,0,0),(4,0,0),(7,8,0))
718 lt_part_strict :: (Arity m, Ring.C a)
721 lt_part_strict matrix =
724 lambda i j = if i > j then matrix !!! (i,j) else 0
727 -- | Given a square @matrix@, return a new matrix of the same size
728 -- containing only the on-diagonal and above-diagonal entries of
729 -- @matrix@. The below-diagonal entries are set to zero.
733 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
735 -- ((1,2,3),(0,5,6),(0,0,9))
737 ut_part :: (Arity m, Ring.C a)
740 ut_part = transpose . lt_part . transpose
743 -- | Given a square @matrix@, return a new matrix of the same size
744 -- containing only the above-diagonal entries of @matrix@. The on-
745 -- and below-diagonal entries are set to zero.
749 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
750 -- >>> ut_part_strict m
751 -- ((0,2,3),(0,0,6),(0,0,0))
753 ut_part_strict :: (Arity m, Ring.C a)
756 ut_part_strict = transpose . lt_part_strict . transpose
759 -- | Compute the trace of a square matrix, the sum of the elements
760 -- which lie on its diagonal. We require the matrix to be
761 -- square to avoid ambiguity in the return type which would ideally
762 -- have dimension min(m,n) supposing an m-by-n matrix.
766 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
770 trace :: (Arity m, Ring.C a) => Mat m m a -> a
772 let (Mat rows) = diagonal matrix
774 element_sum $ V.map V.head rows
777 -- | Zip together two column matrices.
781 -- >>> let m1 = fromList [[1],[1],[1]] :: Col3 Int
782 -- >>> let m2 = fromList [[1],[2],[3]] :: Col3 Int
784 -- (((1,1)),((1,2)),((1,3)))
786 colzip :: Arity m => Col m a -> Col m a -> Col m (a,a)
790 lambda i j = (c1 !!! (i,j), c2 !!! (i,j))
793 -- | Zip together two column matrices using the supplied function.
797 -- >>> let c1 = fromList [[1],[2],[3]] :: Col3 Integer
798 -- >>> let c2 = fromList [[4],[5],[6]] :: Col3 Integer
799 -- >>> colzipwith (^) c1 c2
802 colzipwith :: Arity m
810 lambda i j = f (c1 !!! (i,j)) (c2 !!! (i,j))
813 -- | Map a function over a matrix of any dimensions.
817 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
821 matmap :: (a -> b) -> Mat m n a -> Mat m n b
822 matmap f (Mat rows) =