X-Git-Url: http://gitweb.michael.orlitzky.com/?p=numerical-analysis.git;a=blobdiff_plain;f=src%2FLinear%2FMatrix.hs;h=82665578cf037def7c04ef223a8b6e350ad9232f;hp=39576dc41343c2bbad77b745a33bc720d44f666f;hb=ca021dad591f47dbe1581c19c4ae4bf1fee821b9;hpb=303c5e7bba583f08e59bc6c848be8e75c1155a3b diff --git a/src/Linear/Matrix.hs b/src/Linear/Matrix.hs index 39576dc..8266557 100644 --- a/src/Linear/Matrix.hs +++ b/src/Linear/Matrix.hs @@ -2,60 +2,101 @@ {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE MultiParamTypeClasses #-} +{-# LANGUAGE NoMonomorphismRestriction #-} {-# LANGUAGE ScopedTypeVariables #-} {-# 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 - ) + (!), + generate, + mk1, + mk2, + mk3, + mk4, + mk5 ) import qualified Data.Vector.Fixed as V ( - Fun(..), - N1, and, - eq, - foldl, fromList, - length, + head, + ifoldl, + ifoldr, + imap, map, maximum, replicate, + reverse, toList, - zipWith - ) -import Data.Vector.Fixed.Internal (Arity, arity, S, Dim) -import Linear.Vector -import Normed - -import NumericPrelude hiding (abs) -import qualified Algebra.Algebraic as Algebraic -import qualified Algebra.Absolute as Absolute -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.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 - --- 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 + zipWith ) +import Data.Vector.Fixed.Cont ( Arity, arity ) +import Linear.Vector ( Vec, delete, element_sum ) +import Naturals ( N1, N2, N3, N4, N5, N6, N7, N8, N9, N10, S, Z ) +import Normed ( Normed(..) ) + +import NumericPrelude hiding ( (*), abs ) +import qualified NumericPrelude as NP ( (*) ) +import qualified Algebra.Absolute as Absolute ( C ) +import Algebra.Absolute ( abs ) +import qualified Algebra.Additive as Additive ( C ) +import qualified Algebra.Algebraic as Algebraic ( C ) +import Algebra.Algebraic ( root ) +import qualified Algebra.Field as Field ( C ) +import qualified Algebra.Ring as Ring ( C ) +import qualified Algebra.Module as Module ( C ) +import qualified Algebra.RealRing as RealRing ( C ) +import qualified Algebra.ToRational as ToRational ( C ) +import qualified Algebra.Transcendental as Transcendental ( C ) +import qualified Prelude as P ( map ) + +-- | Our main matrix type. +data Mat m n a = (Arity m, Arity n) => Mat (Vec m (Vec n a)) + +-- Type synonyms for n-by-n matrices. +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 + +-- * Type synonyms for 1-by-n row "vectors". + +-- | Type synonym for row vectors expressed as 1-by-n matrices. +type Row n a = Mat N1 n a + +type Row1 a = Row N1 a +type Row2 a = Row N2 a +type Row3 a = Row N3 a +type Row4 a = Row N4 a +type Row5 a = Row N5 a + +-- * Type synonyms for n-by-1 column "vectors". + +-- | Type synonym for column vectors expressed as n-by-1 matrices. +type Col n a = Mat n N1 a + +type Col1 a = Col N1 a +type Col2 a = Col N2 a +type Col3 a = Col N3 a +type Col4 a = Col N4 a +type Col5 a = Col N5 a +type Col6 a = Col N6 a +type Col7 a = Col N7 a +type Col8 a = Col N8 a +type Col9 a = Col N9 a +type Col10 a = Col N10 a -- We need a big column for Gaussian quadrature. + + +instance (Eq a) => Eq (Mat m n a) where -- | Compare a row at a time. -- -- Examples: @@ -75,7 +116,7 @@ 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 @@ -99,55 +140,89 @@ 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 -(!!!) m (i, j) = (row m i) ! j +-- | Unsafe indexing. Much faster than the safe indexing. +(!!!) :: (Arity m, Arity n) => Mat m n a -> (Int, Int) -> a +(!!!) (Mat rows) (i, j) = (rows ! i) ! j + -- | Safe indexing. -(!!?) :: Mat v w a -> (Int, Int) -> Maybe a -(!!?) m@(Mat rows) (i, j) - | i < 0 || j < 0 = Nothing - | i > V.length rows = Nothing - | otherwise = if j > V.length (row m j) - then Nothing - else Just $ (row m j) ! j +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int +-- >>> m !!? (-1,-1) +-- Nothing +-- >>> m !!? (-1,0) +-- Nothing +-- >>> m !!? (-1,1) +-- Nothing +-- >>> m !!? (0,-1) +-- Nothing +-- >>> m !!? (0,0) +-- Just 1 +-- >>> m !!? (0,1) +-- Just 2 +-- >>> m !!? (1,-1) +-- Nothing +-- >>> m !!? (1,0) +-- Just 3 +-- >>> m !!? (1,1) +-- Just 4 +-- >>> m !!? (2,-1) +-- Nothing +-- >>> m !!? (2,0) +-- Nothing +-- >>> m !!? (2,1) +-- Nothing +-- >>> m !!? (2,2) +-- Nothing +-- +(!!?) :: (Arity m, Arity n) => Mat m n a -> (Int, Int) -> Maybe a +(!!?) matrix idx = + ifoldl2 f Nothing matrix + where + f k l found cur = if (k,l) == idx then (Just cur) else found -- | 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 rows) i = rows ! i + +-- | Return the @i@th row of @m@ as a matrix. Unsafe. +row :: (Arity m, Arity n) => Mat m n a -> Int -> Row n a +row m i = + construct lambda + where + lambda _ j = m !!! (i, j) --- | Return the @j@th column of @m@. Unsafe. -column :: (Vector v a) => Mat v w a -> Int -> v a -column (Mat rows) j = - V.map (element j) rows +-- | Return the @j@th column of @m@ as a matrix. Unsafe. +column :: (Arity m, Arity n) => Mat m n a -> Int -> Col m a +column m j = + construct lambda where - element = flip (!) + lambda i _ = m !!! (i, j) -- | 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. +-- implementation, but I don't see a better way. -- -- TODO: Don't cheat with fromList. -- @@ -157,14 +232,11 @@ 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 m = Mat $ V.fromList column_list +transpose :: (Arity m, Arity n) => Mat m n a -> Mat n m a +transpose matrix = + construct lambda where - column_list = [ column m i | i <- [0..(ncols m)-1] ] + lambda i j = matrix !!! (j,i) -- | Is @m@ symmetric? @@ -179,13 +251,7 @@ 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) @@ -195,26 +261,33 @@ symmetric m = -- 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. - (Vector v (w a), - Vector w a) - => (Int -> Int -> a) - -> Mat v w a -construct lambda = Mat rows +construct :: forall m n a. (Arity m, Arity n) + => (Int -> Int -> a) -> Mat m n a +construct lambda = Mat $ generate make_row where - -- The arity trick is used in Data.Vector.Fixed.length. - 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] ] + make_row :: Int -> Vec n a + make_row i = generate (lambda i) + + +-- | Create an identity matrix with the right dimensions. +-- +-- Examples: +-- +-- >>> identity_matrix :: Mat3 Int +-- ((1,0,0),(0,1,0),(0,0,1)) +-- >>> identity_matrix :: Mat3 Double +-- ((1.0,0.0,0.0),(0.0,1.0,0.0),(0.0,0.0,1.0)) +-- +identity_matrix :: (Arity m, Ring.C a) => Mat m m a +identity_matrix = + construct (\i j -> if i == j then (fromInteger 1) else (fromInteger 0)) + -- | Given a positive-definite matrix @m@, computes the -- upper-triangular matrix @r@ with (transpose r)*r == m and all @@ -223,56 +296,267 @@ construct lambda = Mat rows -- 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. - (Algebraic.C a, - Vector v (w a), - Vector w a, - Vector v a) - => (Mat v w a) - -> (Mat v w a) +-- >>> let r = cholesky m1 +-- >>> frobenius_norm ((transpose r)*r - m1) < 1e-10 +-- True +-- >>> is_upper_triangular r +-- True +-- +-- >>> let k1 = [6, -3, 0, 0, 0, 0, 0] :: [Double] +-- >>> let k2 = [-3, 10.5, -7.5, 0, 0, 0, 0] :: [Double] +-- >>> let k3 = [0, -7.5, 12.5, 0, 0, 0, 0] :: [Double] +-- >>> let k4 = [0, 0, 0, 6, 0, 0, 0] :: [Double] +-- >>> let k5 = [0, 0, 0, 0, 6, 0, 0] :: [Double] +-- >>> let k6 = [0, 0, 0, 0, 0, 6, 0] :: [Double] +-- >>> let k7 = [0, 0, 0, 0, 0, 0, 15] :: [Double] +-- >>> let big_K = fromList [k1,k2,k3,k4,k5,k6,k7] :: Mat N7 N7 Double +-- +-- >>> let e1 = [2.449489742783178,0,0,0,0,0,0] :: [Double] +-- >>> let e2 = [-1.224744871391589,3,0,0,0,0,0] :: [Double] +-- >>> let e3 = [0,-5/2,5/2,0,0,0,0] :: [Double] +-- >>> let e4 = [0,0,0,2.449489742783178,0,0,0] :: [Double] +-- >>> let e5 = [0,0,0,0,2.449489742783178,0,0] :: [Double] +-- >>> let e6 = [0,0,0,0,0,2.449489742783178,0] :: [Double] +-- >>> let e7 = [0,0,0,0,0,0,3.872983346207417] :: [Double] +-- >>> let expected = fromList [e1,e2,e3,e4,e5,e6,e7] :: Mat N7 N7 Double +-- +-- >>> let r = cholesky big_K +-- >>> frobenius_norm (r - (transpose expected)) < 1e-12 +-- True +-- +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. The parameter @epsilon@ lets the caller choose a +-- tolerance. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,1],[1e-12,1]] :: Mat2 Double +-- >>> is_upper_triangular m +-- False +-- >>> is_upper_triangular' 1e-10 m +-- True +-- +is_upper_triangular' :: forall m n a. + (Ord a, Ring.C a, Absolute.C a, Arity m, Arity n) + => a -- ^ The tolerance @epsilon@. + -> Mat m n a + -> Bool +is_upper_triangular' epsilon matrix = + ifoldl2 f True matrix + where + f :: Int -> Int -> Bool -> a -> Bool + f _ _ False _ = False + f i j True x + | i <= j = True + -- use "less than or equal to" so zero is a valid epsilon + | otherwise = abs x <= epsilon + + +-- | Returns True if the given matrix is upper-triangular, and False +-- otherwise. We don't delegate to the general +-- 'is_upper_triangular'' here because it imposes additional +-- typeclass constraints throughout the library. +-- +-- Examples: +-- +-- >>> 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 :: forall m n a. + (Eq a, Ring.C a, Arity m, Arity n) + => Mat m n a -> Bool +is_upper_triangular matrix = + ifoldl2 f True matrix + where + f :: Int -> Int -> Bool -> a -> Bool + f _ _ False _ = False + f i j True x + | i <= j = True + | otherwise = x == 0 + + + +-- | Returns True if the given matrix is lower-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_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 lower-triangular, and False +-- otherwise. The parameter @epsilon@ lets the caller choose a +-- tolerance. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,1e-12],[1,1]] :: Mat2 Double +-- >>> is_lower_triangular m +-- False +-- >>> is_lower_triangular' 1e-12 m +-- True +-- +is_lower_triangular' :: (Ord a, + Ring.C a, + Absolute.C a, + Arity m, + Arity n) + => a -- ^ The tolerance @epsilon@. + -> Mat m n a + -> Bool +is_lower_triangular' epsilon = (is_upper_triangular' epsilon) . 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 :: (Ord a, + Ring.C a, + Absolute.C a, + Arity m, + Arity n) + => Mat m n a + -> Bool +is_triangular m = is_upper_triangular m || is_lower_triangular m + + +-- | Delete the @i@th row and @j@th column from the matrix. The name +-- \"preminor\" is made up, but is meant to signify that this is +-- usually used in the computationof a minor. A minor is simply the +-- determinant of a preminor in that case. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> preminor m 0 0 :: Mat2 Int +-- ((5,6),(8,9)) +-- >>> preminor m 1 1 :: Mat2 Int +-- ((1,3),(7,9)) +-- +preminor :: (Arity m, Arity n) + => Mat (S m) (S n) a + -> Int + -> Int + -> Mat m n a +preminor (Mat rows) i j = m + where + rows' = delete rows i + m = Mat $ V.map ((flip delete) j) rows' + + +-- | Compute the i,jth minor of a @matrix@. +-- +-- Examples: +-- +-- >>> let m1 = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Double +-- >>> minor m1 1 1 +-- -12.0 +-- +minor :: (Arity m, Determined (Mat m m) a) + => Mat (S m) (S m) a + -> Int + -> Int + -> a +minor matrix i j = determinant (preminor matrix i j) + +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 = unscalar + +instance (Ord a, + Ring.C a, + Absolute.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) + + determinant_recursive = + sum [ (-1)^(toInteger j) NP.* (m' 0 j) NP.* (minor m 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 +567,517 @@ 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 (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 +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 - 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 +instance (Absolute.C a, + Algebraic.C a, + ToRational.C a, + Arity m) + => Normed (Col (S m) a) where + -- | Generic p-norms for vectors in R^n that are represented as n-by-1 + -- matrices. + -- + -- Examples: + -- + -- >>> let v1 = vec2d (3,4) + -- >>> norm_p 1 v1 + -- 7.0 + -- >>> norm_p 2 v1 + -- 5.0 + -- + -- >>> let v1 = vec2d (-1,1) :: Col2 Double + -- >>> norm_p 1 v1 :: Double + -- 2.0 + -- + norm_p p (Mat rows) = + (root p') $ sum [fromRational' (toRational $ abs x)^p' | x <- xs] + where + p' = toInteger p + xs = concat $ V.toList $ V.map 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 +-- | Compute the Frobenius norm of a matrix. This essentially treats +-- the matrix as one long vector containing all of its entries (in +-- any order, it doesn't matter). +-- +-- Examples: +-- +-- >>> let m = fromList [[1, 2, 3],[4,5,6],[7,8,9]] :: Mat3 Double +-- >>> frobenius_norm m == sqrt 285 +-- True +-- +-- >>> let m = fromList [[1, -1, 1],[-1,1,-1],[1,-1,1]] :: Mat3 Double +-- >>> frobenius_norm m == 3 +-- True +-- +frobenius_norm :: (Algebraic.C a, Ring.C a) => Mat m n a -> a +frobenius_norm (Mat rows) = + sqrt $ element_sum $ V.map row_sum rows + where + -- | Square and add up the entries of a row. + row_sum = element_sum . V.map (^2) -- 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) -> Col1 a +vec1d (x) = Mat (mk1 (mk1 x)) + +vec2d :: (a,a) -> Col2 a +vec2d (x,y) = Mat (mk2 (mk1 x) (mk1 y)) + +vec3d :: (a,a,a) -> Col3 a +vec3d (x,y,z) = Mat (mk3 (mk1 x) (mk1 y) (mk1 z)) + +vec4d :: (a,a,a,a) -> Col4 a +vec4d (w,x,y,z) = Mat (mk4 (mk1 w) (mk1 x) (mk1 y) (mk1 z)) + +vec5d :: (a,a,a,a,a) -> Col5 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 -> Mat1 a +scalar x = Mat (mk1 (mk1 x)) + +-- Get the scalar value out of a 1x1 matrix. +unscalar :: Mat1 a -> a +unscalar (Mat rows) = V.head $ V.head rows + + +dot :: (Ring.C a, Arity m) + => Col (S m) a + -> Col (S m) a -> a -v1 `dot` v2 = ((transpose v1) `mult` v2) !!! (0, 0) +v1 `dot` v2 = unscalar $ ((transpose v1) * v2) -- | 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), + m ~ S t, + Arity t, ToRational.C a) - => Mat v w a - -> Mat v w a + => Col m a + -> Col m 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) + + +-- | Retrieve the diagonal elements of the given matrix as a \"column +-- vector,\" i.e. a m-by-1 matrix. We require the matrix to be +-- square to avoid ambiguity in the return type which would ideally +-- have dimension min(m,n) supposing an m-by-n matrix. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> diagonal m +-- ((1),(5),(9)) +-- +diagonal :: (Arity m) => Mat m m a -> Col m a +diagonal matrix = + construct lambda + where + lambda i _ = matrix !!! (i,i) + + +-- | Given a square @matrix@, return a new matrix of the same size +-- containing only the on-diagonal entries of @matrix@. The +-- off-diagonal entries are set to zero. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> diagonal_part m +-- ((1,0,0),(0,5,0),(0,0,9)) +-- +diagonal_part :: (Arity m, Ring.C a) + => Mat m m a + -> Mat m m a +diagonal_part matrix = + construct lambda + where + lambda i j = if i == j then matrix !!! (i,j) else 0 + + +-- | Given a square @matrix@, return a new matrix of the same size +-- containing only the on-diagonal and below-diagonal entries of +-- @matrix@. The above-diagonal entries are set to zero. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> lt_part m +-- ((1,0,0),(4,5,0),(7,8,9)) +-- +lt_part :: (Arity m, Ring.C a) + => Mat m m a + -> Mat m m a +lt_part matrix = + construct lambda + where + lambda i j = if i >= j then matrix !!! (i,j) else 0 + + +-- | Given a square @matrix@, return a new matrix of the same size +-- containing only the below-diagonal entries of @matrix@. The on- +-- and above-diagonal entries are set to zero. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> lt_part_strict m +-- ((0,0,0),(4,0,0),(7,8,0)) +-- +lt_part_strict :: (Arity m, Ring.C a) + => Mat m m a + -> Mat m m a +lt_part_strict matrix = + construct lambda + where + lambda i j = if i > j then matrix !!! (i,j) else 0 + + +-- | Given a square @matrix@, return a new matrix of the same size +-- containing only the on-diagonal and above-diagonal entries of +-- @matrix@. The below-diagonal entries are set to zero. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> ut_part m +-- ((1,2,3),(0,5,6),(0,0,9)) +-- +ut_part :: (Arity m, Ring.C a) + => Mat m m a + -> Mat m m a +ut_part = transpose . lt_part . transpose + + +-- | Given a square @matrix@, return a new matrix of the same size +-- containing only the above-diagonal entries of @matrix@. The on- +-- and below-diagonal entries are set to zero. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> ut_part_strict m +-- ((0,2,3),(0,0,6),(0,0,0)) +-- +ut_part_strict :: (Arity m, Ring.C a) + => Mat m m a + -> Mat m m a +ut_part_strict = transpose . lt_part_strict . transpose + + +-- | Compute the trace of a square matrix, the sum of the elements +-- which lie on its diagonal. We require the matrix to be +-- square to avoid ambiguity in the return type which would ideally +-- have dimension min(m,n) supposing an m-by-n matrix. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> trace m +-- 15 +-- +trace :: (Arity m, Ring.C a) => Mat m m a -> a +trace matrix = + let (Mat rows) = diagonal matrix + in + element_sum $ V.map V.head rows + + +-- | Zip together two matrices. +-- +-- TODO: don't cheat with construct (map V.zips instead). +-- +-- Examples: +-- +-- >>> let m1 = fromList [[1],[1],[1]] :: Col3 Int +-- >>> let m2 = fromList [[1],[2],[3]] :: Col3 Int +-- >>> zip2 m1 m2 +-- (((1,1)),((1,2)),((1,3))) +-- +-- >>> let m1 = fromList [[1,2],[3,4]] :: Mat2 Int +-- >>> let m2 = fromList [[1,1],[1,1]] :: Mat2 Int +-- >>> zip2 m1 m2 +-- (((1,1),(2,1)),((3,1),(4,1))) +-- +zip2 :: (Arity m, Arity n) => Mat m n a -> Mat m n b -> Mat m n (a,b) +zip2 m1 m2 = + construct lambda + where + lambda i j = (m1 !!! (i,j), m2 !!! (i,j)) + + +-- | Zip together three matrices. +-- +-- TODO: don't cheat with construct (map V.zips instead). +-- +-- Examples: +-- +-- >>> let m1 = fromList [[1],[1],[1]] :: Col3 Int +-- >>> let m2 = fromList [[1],[2],[3]] :: Col3 Int +-- >>> let m3 = fromList [[4],[5],[6]] :: Col3 Int +-- >>> zip2three m1 m2 m3 +-- (((1,1,4)),((1,2,5)),((1,3,6))) +-- +-- >>> let m1 = fromList [[1,2],[3,4]] :: Mat2 Int +-- >>> let m2 = fromList [[1,1],[1,1]] :: Mat2 Int +-- >>> let m3 = fromList [[8,2],[6,3]] :: Mat2 Int +-- >>> zip2three m1 m2 m3 +-- (((1,1,8),(2,1,2)),((3,1,6),(4,1,3))) +-- +zip2three :: (Arity m, Arity n) + => Mat m n a + -> Mat m n a + -> Mat m n a + -> Mat m n (a,a,a) +zip2three m1 m2 m3 = + construct lambda + where + lambda i j = (m1 !!! (i,j), m2 !!! (i,j), m3 !!! (i,j)) + + +-- | Zip together two matrices using the supplied function. +-- +-- Examples: +-- +-- >>> let c1 = fromList [[1],[2],[3]] :: Col3 Integer +-- >>> let c2 = fromList [[4],[5],[6]] :: Col3 Integer +-- >>> zipwith2 (^) c1 c2 +-- ((1),(32),(729)) +-- +zipwith2 :: Arity m + => (a -> a -> b) + -> Col m a + -> Col m a + -> Col m b +zipwith2 f c1 c2 = + construct lambda + where + lambda i j = f (c1 !!! (i,j)) (c2 !!! (i,j)) + + +-- | Map a function over a matrix of any dimensions. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int +-- >>> map2 (^2) m +-- ((1,4),(9,16)) +-- +map2 :: (a -> b) -> Mat m n a -> Mat m n b +map2 f (Mat rows) = + Mat $ V.map g rows + where + g = V.map f + + +-- | Fold over the entire matrix passing the coordinates @i@ and @j@ +-- (of the row/column) to the accumulation function. The fold occurs +-- from top-left to bottom-right. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> ifoldl2 (\i j cur _ -> cur + i + j) 0 m +-- 18 +-- +ifoldl2 :: forall a b m n. + (Int -> Int -> b -> a -> b) + -> b + -> Mat m n a + -> b +ifoldl2 f initial (Mat rows) = + V.ifoldl row_function initial rows + where + -- | The order that we need this in (so that @g idx@ makes sense) + -- is a little funny. So that we don't need to pass weird + -- functions into ifoldl2, we swap the second and third + -- arguments of @f@ calling the result @g@. + g :: Int -> b -> Int -> a -> b + g w x y = f w y x + + row_function :: b -> Int -> Vec n a -> b + row_function rowinit idx r = V.ifoldl (g idx) rowinit r + + +-- | Fold over the entire matrix passing the coordinates @i@ and @j@ +-- (of the row/column) to the accumulation function. The fold occurs +-- from bottom-right to top-left. +-- +-- The order of the arguments in the supplied function are different +-- from those in V.ifoldr; we keep them similar to ifoldl2. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> ifoldr2 (\i j cur _ -> cur + i + j) 0 m +-- 18 +-- +ifoldr2 :: forall a b m n. + (Int -> Int -> b -> a -> b) + -> b + -> Mat m n a + -> b +ifoldr2 f initial (Mat rows) = + V.ifoldr row_function initial rows + where + -- | Swap the order of arguments in @f@ so that it agrees with the + -- @f@ passed to ifoldl2. + g :: Int -> Int -> a -> b -> b + g w x y z = f w x z y + + row_function :: Int -> Vec n a -> b -> b + row_function idx r rowinit = V.ifoldr (g idx) rowinit r + + +-- | Map a function over a matrix of any dimensions, passing the +-- coordinates @i@ and @j@ to the function @f@. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int +-- >>> imap2 (\i j _ -> i+j) m +-- ((0,1),(1,2)) +-- +imap2 :: (Int -> Int -> a -> b) -> Mat m n a -> Mat m n b +imap2 f (Mat rows) = + Mat $ V.imap g rows + where + g i = V.imap (f i) + + +-- | Reverse the order of elements in a matrix. +-- +-- Examples: +-- +-- >>> let m1 = fromList [[1,2,3]] :: Row3 Int +-- >>> reverse2 m1 +-- ((3,2,1)) +-- +-- >>> let m1 = vec3d (1,2,3 :: Int) +-- >>> reverse2 m1 +-- ((3),(2),(1)) +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> reverse2 m +-- ((9,8,7),(6,5,4),(3,2,1)) +-- +reverse2 :: (Arity m, Arity n) => Mat m n a -> Mat m n a +reverse2 (Mat rows) = Mat $ V.reverse $ V.map V.reverse rows + + +-- | Unsafely set the (i,j) element of the given matrix. +-- +-- Examples: +-- +-- >>> let m = fromList [[1,2,3],[4,5,6],[7,8,9]] :: Mat3 Int +-- >>> set_idx m (1,1) 17 +-- ((1,2,3),(4,17,6),(7,8,9)) +-- +set_idx :: forall m n a. + (Arity m, Arity n) + => Mat m n a + -> (Int, Int) + -> a + -> Mat m n a +set_idx matrix (i,j) newval = + imap2 updater matrix + where + updater :: Int -> Int -> a -> a + updater k l existing = + if k == i && l == j + then newval + else existing + + +-- | Compute the i,jth cofactor of the given @matrix@. This simply +-- premultiplues the i,jth minor by (-1)^(i+j). +cofactor :: (Arity m, Determined (Mat m m) a) + => Mat (S m) (S m) a + -> Int + -> Int + -> a +cofactor matrix i j = + (-1)^(toInteger i + toInteger j) NP.* (minor matrix i j) + + +-- | Compute the inverse of a matrix using cofactor expansion +-- (generalized Cramer's rule). +-- +-- Examples: +-- +-- >>> let m1 = fromList [[37,22],[17,54]] :: Mat2 Double +-- >>> let e1 = [54/1624, -22/1624] :: [Double] +-- >>> let e2 = [-17/1624, 37/1624] :: [Double] +-- >>> let expected = fromList [e1, e2] :: Mat2 Double +-- >>> let actual = inverse m1 +-- >>> frobenius_norm (actual - expected) < 1e-12 +-- True +-- +inverse :: (Arity m, + Determined (Mat (S m) (S m)) a, + Determined (Mat m m) a, + Field.C a) + => Mat (S m) (S m) a + -> Mat (S m) (S m) a +inverse matrix = + (1 / (determinant matrix)) *> (transpose $ construct lambda) + where + lambda i j = cofactor matrix i j +