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 (
47 import Data.Vector.Fixed.Cont ( Arity, arity )
48 import Linear.Vector ( Vec, delete, element_sum )
49 import Normed ( Normed(..) )
51 import NumericPrelude hiding ( (*), abs )
52 import qualified NumericPrelude as NP ( (*) )
53 import qualified Algebra.Absolute as Absolute ( C )
54 import Algebra.Absolute ( abs )
55 import qualified Algebra.Additive as Additive ( C )
56 import qualified Algebra.Algebraic as Algebraic ( C )
57 import Algebra.Algebraic ( root )
58 import qualified Algebra.Ring as Ring ( C )
59 import qualified Algebra.Module as Module ( C )
60 import qualified Algebra.RealRing as RealRing ( C )
61 import qualified Algebra.ToRational as ToRational ( C )
62 import qualified Algebra.Transcendental as Transcendental ( C )
63 import qualified Prelude as P ( map )
65 data Mat m n a = (Arity m, Arity n) => Mat (Vec m (Vec n a))
66 type Mat1 a = Mat N1 N1 a
67 type Mat2 a = Mat N2 N2 a
68 type Mat3 a = Mat N3 N3 a
69 type Mat4 a = Mat N4 N4 a
70 type Mat5 a = Mat N5 N5 a
72 instance (Eq a) => Eq (Mat m n a) where
73 -- | Compare a row at a time.
77 -- >>> let m1 = fromList [[1,2],[3,4]] :: Mat2 Int
78 -- >>> let m2 = fromList [[1,2],[3,4]] :: Mat2 Int
79 -- >>> let m3 = fromList [[5,6],[7,8]] :: Mat2 Int
85 (Mat rows1) == (Mat rows2) =
86 V.and $ V.zipWith comp rows1 rows2
88 -- Compare a row, one column at a time.
89 comp row1 row2 = V.and (V.zipWith (==) row1 row2)
92 instance (Show a) => Show (Mat m n a) where
93 -- | Display matrices and vectors as ordinary tuples. This is poor
94 -- practice, but these results are primarily displayed
95 -- interactively and convenience trumps correctness (said the guy
96 -- who insists his vector lengths be statically checked at
101 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
106 "(" ++ (intercalate "," (V.toList row_strings)) ++ ")"
108 row_strings = V.map show_vector rows
110 "(" ++ (intercalate "," element_strings) ++ ")"
113 element_strings = P.map show v1l
116 -- | Convert a matrix to a nested list.
117 toList :: Mat m n a -> [[a]]
118 toList (Mat rows) = map V.toList (V.toList rows)
120 -- | Create a matrix from a nested list.
121 fromList :: (Arity m, Arity n) => [[a]] -> Mat m n a
122 fromList vs = Mat (V.fromList $ map V.fromList vs)
125 -- | Unsafe indexing.
126 (!!!) :: (Arity m, Arity n) => Mat m n a -> (Int, Int) -> a
127 (!!!) m (i, j) = (row m i) ! j
130 (!!?) :: Mat m n a -> (Int, Int) -> Maybe a
131 (!!?) m@(Mat rows) (i, j)
132 | i < 0 || j < 0 = Nothing
133 | i > V.length rows = Nothing
134 | otherwise = if j > V.length (row m j)
136 else Just $ (row m j) ! j
139 -- | The number of rows in the matrix.
140 nrows :: forall m n a. (Arity m) => Mat m n a -> Int
141 nrows _ = arity (undefined :: m)
143 -- | The number of columns in the first row of the
144 -- matrix. Implementation stolen from Data.Vector.Fixed.length.
145 ncols :: forall m n a. (Arity n) => Mat m n a -> Int
146 ncols _ = arity (undefined :: n)
149 -- | Return the @i@th row of @m@. Unsafe.
150 row :: Mat m n a -> Int -> (Vec n a)
151 row (Mat rows) i = rows ! i
154 -- | Return the @j@th column of @m@. Unsafe.
155 column :: Mat m n a -> Int -> (Vec m a)
156 column (Mat rows) j =
157 V.map (element j) rows
164 -- | Transpose @m@; switch it's columns and its rows. This is a dirty
165 -- implementation.. it would be a little cleaner to use imap, but it
166 -- doesn't seem to work.
168 -- TODO: Don't cheat with fromList.
172 -- >>> let m = fromList [[1,2], [3,4]] :: Mat2 Int
176 transpose :: (Arity m, Arity n) => Mat m n a -> Mat n m a
177 transpose m = Mat $ V.fromList column_list
179 column_list = [ column m i | i <- [0..(ncols m)-1] ]
182 -- | Is @m@ symmetric?
186 -- >>> let m1 = fromList [[1,2], [2,1]] :: Mat2 Int
190 -- >>> let m2 = fromList [[1,2], [3,1]] :: Mat2 Int
194 symmetric :: (Eq a, Arity m) => Mat m m a -> Bool
199 -- | Construct a new matrix from a function @lambda@. The function
200 -- @lambda@ should take two parameters i,j corresponding to the
201 -- entries in the matrix. The i,j entry of the resulting matrix will
202 -- have the value returned by lambda i j.
206 -- >>> let lambda i j = i + j
207 -- >>> construct lambda :: Mat3 Int
208 -- ((0,1,2),(1,2,3),(2,3,4))
210 construct :: forall m n a. (Arity m, Arity n)
211 => (Int -> Int -> a) -> Mat m n a
212 construct lambda = Mat $ generate make_row
214 make_row :: Int -> Vec n a
215 make_row i = generate (lambda i)
218 -- | Create an identity matrix with the right dimensions.
222 -- >>> identity_matrix :: Mat3 Int
223 -- ((1,0,0),(0,1,0),(0,0,1))
224 -- >>> identity_matrix :: Mat3 Double
225 -- ((1.0,0.0,0.0),(0.0,1.0,0.0),(0.0,0.0,1.0))
227 identity_matrix :: (Arity m, Ring.C a) => Mat m m a
229 construct (\i j -> if i == j then (fromInteger 1) else (fromInteger 0))
231 -- | Given a positive-definite matrix @m@, computes the
232 -- upper-triangular matrix @r@ with (transpose r)*r == m and all
233 -- values on the diagonal of @r@ positive.
237 -- >>> let m1 = fromList [[20,-1], [-1,20]] :: Mat2 Double
239 -- ((4.47213595499958,-0.22360679774997896),(0.0,4.466542286825459))
240 -- >>> (transpose (cholesky m1)) * (cholesky m1)
241 -- ((20.000000000000004,-1.0),(-1.0,20.0))
243 cholesky :: forall m n a. (Algebraic.C a, Arity m, Arity n)
244 => (Mat m n a) -> (Mat m n a)
245 cholesky m = construct r
248 r i j | i == j = sqrt(m !!! (i,j) - sum [(r k i)^2 | k <- [0..i-1]])
250 (((m !!! (i,j)) - sum [(r k i) NP.* (r k j) | k <- [0..i-1]]))/(r i i)
254 -- | Returns True if the given matrix is upper-triangular, and False
255 -- otherwise. The parameter @epsilon@ lets the caller choose a
260 -- >>> let m = fromList [[1,1],[1e-12,1]] :: Mat2 Double
261 -- >>> is_upper_triangular m
263 -- >>> is_upper_triangular' 1e-10 m
268 -- 1. Don't cheat with lists.
270 is_upper_triangular' :: (Ord a, Ring.C a, Absolute.C a, Arity m, Arity n)
271 => a -- ^ The tolerance @epsilon@.
274 is_upper_triangular' epsilon m =
277 results = [[ test i j | i <- [0..(nrows m)-1]] | j <- [0..(ncols m)-1] ]
279 test :: Int -> Int -> Bool
282 -- use "less than or equal to" so zero is a valid epsilon
283 | otherwise = abs (m !!! (i,j)) <= epsilon
286 -- | Returns True if the given matrix is upper-triangular, and False
287 -- otherwise. A specialized version of 'is_upper_triangular\'' with
292 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
293 -- >>> is_upper_triangular m
296 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
297 -- >>> is_upper_triangular m
302 -- 1. The Ord constraint is too strong here, Eq would suffice.
304 is_upper_triangular :: (Ord a, Ring.C a, Absolute.C a, Arity m, Arity n)
306 is_upper_triangular = is_upper_triangular' 0
309 -- | Returns True if the given matrix is lower-triangular, and False
310 -- otherwise. This is a specialized version of 'is_lower_triangular\''
311 -- with @epsilon = 0@.
315 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
316 -- >>> is_lower_triangular m
319 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
320 -- >>> is_lower_triangular m
323 is_lower_triangular :: (Ord a,
330 is_lower_triangular = is_upper_triangular . transpose
333 -- | Returns True if the given matrix is lower-triangular, and False
334 -- otherwise. The parameter @epsilon@ lets the caller choose a
339 -- >>> let m = fromList [[1,1e-12],[1,1]] :: Mat2 Double
340 -- >>> is_lower_triangular m
342 -- >>> is_lower_triangular' 1e-12 m
345 is_lower_triangular' :: (Ord a,
350 => a -- ^ The tolerance @epsilon@.
353 is_lower_triangular' epsilon = (is_upper_triangular' epsilon) . transpose
356 -- | Returns True if the given matrix is triangular, and False
361 -- >>> let m = fromList [[1,0],[1,1]] :: Mat2 Int
362 -- >>> is_triangular m
365 -- >>> let m = fromList [[1,2],[0,3]] :: Mat2 Int
366 -- >>> is_triangular m
369 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
370 -- >>> is_triangular m
373 is_triangular :: (Ord a,
380 is_triangular m = is_upper_triangular m || is_lower_triangular m
383 -- | Return the (i,j)th minor of m.
387 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
388 -- >>> minor m 0 0 :: Mat2 Int
390 -- >>> minor m 1 1 :: Mat2 Int
401 minor (Mat rows) i j = m
403 rows' = delete rows i
404 m = Mat $ V.map ((flip delete) j) rows'
407 class (Eq a, Ring.C a) => Determined p a where
408 determinant :: (p a) -> a
410 instance (Eq a, Ring.C a) => Determined (Mat (S Z) (S Z)) a where
411 determinant (Mat rows) = (V.head . V.head) rows
417 Determined (Mat (S n) (S n)) a)
418 => Determined (Mat (S (S n)) (S (S n))) a where
419 -- | The recursive definition with a special-case for triangular matrices.
423 -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int
428 | is_triangular m = product [ m !!! (i,i) | i <- [0..(nrows m)-1] ]
429 | otherwise = determinant_recursive
433 det_minor i j = determinant (minor m i j)
435 determinant_recursive =
436 sum [ (-1)^(toInteger j) NP.* (m' 0 j) NP.* (det_minor 0 j)
437 | j <- [0..(ncols m)-1] ]
441 -- | Matrix multiplication.
445 -- >>> let m1 = fromList [[1,2,3], [4,5,6]] :: Mat N2 N3 Int
446 -- >>> let m2 = fromList [[1,2],[3,4],[5,6]] :: Mat N3 N2 Int
451 (*) :: (Ring.C a, Arity m, Arity n, Arity p)
455 (*) m1 m2 = construct lambda
458 sum [(m1 !!! (i,k)) NP.* (m2 !!! (k,j)) | k <- [0..(ncols m1)-1] ]
462 instance (Ring.C a, Arity m, Arity n) => Additive.C (Mat m n a) where
464 (Mat rows1) + (Mat rows2) =
465 Mat $ V.zipWith (V.zipWith (+)) rows1 rows2
467 (Mat rows1) - (Mat rows2) =
468 Mat $ V.zipWith (V.zipWith (-)) rows1 rows2
470 zero = Mat (V.replicate $ V.replicate (fromInteger 0))
473 instance (Ring.C a, Arity m, Arity n, m ~ n) => Ring.C (Mat m n a) where
474 -- The first * is ring multiplication, the second is matrix
479 instance (Ring.C a, Arity m, Arity n) => Module.C a (Mat m n a) where
480 -- We can multiply a matrix by a scalar of the same type as its
482 x *> (Mat rows) = Mat $ V.map (V.map (NP.* x)) rows
485 instance (Algebraic.C a,
488 => Normed (Mat (S m) N1 a) where
489 -- | Generic p-norms for vectors in R^n that are represented as nx1
494 -- >>> let v1 = vec2d (3,4)
500 norm_p p (Mat rows) =
501 (root p') $ sum [fromRational' (toRational x)^p' | x <- xs]
504 xs = concat $ V.toList $ V.map V.toList rows
506 -- | The infinity norm.
510 -- >>> let v1 = vec3d (1,5,2)
514 norm_infty (Mat rows) =
515 fromRational' $ toRational $ V.maximum $ V.map V.maximum rows
518 -- | Compute the Frobenius norm of a matrix. This essentially treats
519 -- the matrix as one long vector containing all of its entries (in
520 -- any order, it doesn't matter).
524 -- >>> let m = fromList [[1, 2, 3],[4,5,6],[7,8,9]] :: Mat3 Double
525 -- >>> frobenius_norm m == sqrt 285
528 -- >>> let m = fromList [[1, -1, 1],[-1,1,-1],[1,-1,1]] :: Mat3 Double
529 -- >>> frobenius_norm m == 3
532 frobenius_norm :: (Algebraic.C a, Ring.C a) => Mat m n a -> a
533 frobenius_norm (Mat rows) =
534 sqrt $ element_sum $ V.map row_sum rows
536 -- | Square and add up the entries of a row.
537 row_sum = element_sum . V.map (^2)
540 -- Vector helpers. We want it to be easy to create low-dimension
541 -- column vectors, which are nx1 matrices.
543 -- | Convenient constructor for 2D vectors.
547 -- >>> import Roots.Simple
548 -- >>> let fst m = m !!! (0,0)
549 -- >>> let snd m = m !!! (1,0)
550 -- >>> let h = 0.5 :: Double
551 -- >>> let g1 m = 1.0 + h NP.* exp(-((fst m)^2))/(1.0 + (snd m)^2)
552 -- >>> let g2 m = 0.5 + h NP.* atan((fst m)^2 + (snd m)^2)
553 -- >>> let g u = vec2d ((g1 u), (g2 u))
554 -- >>> let u0 = vec2d (1.0, 1.0)
555 -- >>> let eps = 1/(10^9)
556 -- >>> fixed_point g eps u0
557 -- ((1.0728549599342185),(1.0820591495686167))
559 vec1d :: (a) -> Mat N1 N1 a
560 vec1d (x) = Mat (mk1 (mk1 x))
562 vec2d :: (a,a) -> Mat N2 N1 a
563 vec2d (x,y) = Mat (mk2 (mk1 x) (mk1 y))
565 vec3d :: (a,a,a) -> Mat N3 N1 a
566 vec3d (x,y,z) = Mat (mk3 (mk1 x) (mk1 y) (mk1 z))
568 vec4d :: (a,a,a,a) -> Mat N4 N1 a
569 vec4d (w,x,y,z) = Mat (mk4 (mk1 w) (mk1 x) (mk1 y) (mk1 z))
571 vec5d :: (a,a,a,a,a) -> Mat N5 N1 a
572 vec5d (v,w,x,y,z) = Mat (mk5 (mk1 v) (mk1 w) (mk1 x) (mk1 y) (mk1 z))
574 -- Since we commandeered multiplication, we need to create 1x1
575 -- matrices in order to multiply things.
576 scalar :: a -> Mat N1 N1 a
577 scalar x = Mat (mk1 (mk1 x))
579 dot :: (RealRing.C a, n ~ N1, m ~ S t, Arity t)
583 v1 `dot` v2 = ((transpose v1) * v2) !!! (0, 0)
586 -- | The angle between @v1@ and @v2@ in Euclidean space.
590 -- >>> let v1 = vec2d (1.0, 0.0)
591 -- >>> let v2 = vec2d (0.0, 1.0)
592 -- >>> angle v1 v2 == pi/2.0
595 angle :: (Transcendental.C a,
607 theta = (recip norms) NP.* (v1 `dot` v2)
608 norms = (norm v1) NP.* (norm v2)
612 -- | Given a square @matrix@, return a new matrix of the same size
613 -- containing only the on-diagonal entries of @matrix@. The
614 -- off-diagonal entries are set to zero.
618 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
619 -- >>> diagonal_part m
620 -- ((1,0,0),(0,5,0),(0,0,9))
622 diagonal_part :: (Arity m, Ring.C a)
625 diagonal_part matrix =
628 lambda i j = if i == j then matrix !!! (i,j) else 0
631 -- | Given a square @matrix@, return a new matrix of the same size
632 -- containing only the on-diagonal and below-diagonal entries of
633 -- @matrix@. The above-diagonal entries are set to zero.
637 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
639 -- ((1,0,0),(4,5,0),(7,8,9))
641 lt_part :: (Arity m, Ring.C a)
647 lambda i j = if i >= j then matrix !!! (i,j) else 0
650 -- | Given a square @matrix@, return a new matrix of the same size
651 -- containing only the below-diagonal entries of @matrix@. The on-
652 -- and above-diagonal entries are set to zero.
656 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
657 -- >>> lt_part_strict m
658 -- ((0,0,0),(4,0,0),(7,8,0))
660 lt_part_strict :: (Arity m, Ring.C a)
663 lt_part_strict matrix =
666 lambda i j = if i > j then matrix !!! (i,j) else 0
669 -- | Given a square @matrix@, return a new matrix of the same size
670 -- containing only the on-diagonal and above-diagonal entries of
671 -- @matrix@. The below-diagonal entries are set to zero.
675 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
677 -- ((1,2,3),(0,5,6),(0,0,9))
679 ut_part :: (Arity m, Ring.C a)
682 ut_part = transpose . lt_part . transpose
685 -- | Given a square @matrix@, return a new matrix of the same size
686 -- containing only the above-diagonal entries of @matrix@. The on-
687 -- and below-diagonal entries are set to zero.
691 -- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int
692 -- >>> ut_part_strict m
693 -- ((0,2,3),(0,0,6),(0,0,0))
695 ut_part_strict :: (Arity m, Ring.C a)
698 ut_part_strict = transpose . lt_part_strict . transpose