X-Git-Url: http://gitweb.michael.orlitzky.com/?p=numerical-analysis.git;a=blobdiff_plain;f=src%2FLinear%2FMatrix.hs;h=c0f56b348f4d4d2fbdf272cbac05e7c799eddce7;hp=63c0348cd9e6e0ce676ce5c17c1629890836a6e6;hb=d9089a0f219795b9f4ff7f8b5576cef678fbe36d;hpb=3c5015c938c96f70b15c6292198a01390ee6540a diff --git a/src/Linear/Matrix.hs b/src/Linear/Matrix.hs index 63c0348..c0f56b3 100644 --- a/src/Linear/Matrix.hs +++ b/src/Linear/Matrix.hs @@ -1,82 +1,164 @@ -{-# LANGUAGE ScopedTypeVariables #-} +{-# LANGUAGE ExistentialQuantification #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE MultiParamTypeClasses #-} +{-# 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 + (!), + N1, + N2, + N3, + N4, + N5, + S, + Z, + generate, + mk1, + mk2, + mk3, + mk4, + mk5 ) import qualified Data.Vector.Fixed as V ( + and, fromList, + head, length, map, - toList + maximum, + replicate, + toList, + zipWith ) -import Data.Vector.Fixed.Internal (arity) - +import Data.Vector.Fixed.Boxed (Vec) +import Data.Vector.Fixed.Cont (Arity, arity) import Linear.Vector +import Normed + +import NumericPrelude hiding ((*), abs) +import qualified NumericPrelude as NP ((*)) +import qualified Algebra.Algebraic as Algebraic +import Algebra.Algebraic (root) +import qualified Algebra.Additive as Additive +import qualified Algebra.Ring as Ring +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 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 + +instance (Eq a) => Eq (Mat m n a) where + -- | Compare a row at a time. + -- + -- Examples: + -- + -- >>> let m1 = fromList [[1,2],[3,4]] :: Mat2 Int + -- >>> let m2 = fromList [[1,2],[3,4]] :: Mat2 Int + -- >>> let m3 = fromList [[5,6],[7,8]] :: Mat2 Int + -- >>> m1 == m2 + -- True + -- >>> m1 == m3 + -- False + -- + (Mat rows1) == (Mat rows2) = + V.and $ V.zipWith comp rows1 rows2 + where + -- Compare a row, one column at a time. + comp row1 row2 = V.and (V.zipWith (==) row1 row2) + + +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 + -- who insists his vector lengths be statically checked at + -- compile-time). + -- + -- Examples: + -- + -- >>> let m = fromList [[1,2],[3,4]] :: Mat2 Int + -- >>> show m + -- ((1,2),(3,4)) + -- + show (Mat rows) = + "(" ++ (intercalate "," (V.toList row_strings)) ++ ")" + where + row_strings = V.map show_vector rows + show_vector v1 = + "(" ++ (intercalate "," element_strings) ++ ")" + where + v1l = V.toList v1 + element_strings = P.map show v1l -type Mat v w a = Vn v (Vn w a) -type Mat2 a = Mat Vec2D Vec2D a -type Mat3 a = Mat Vec3D Vec3D a -type Mat4 a = Mat Vec4D Vec4D a -- | Convert a matrix to a nested list. -toList :: (Vector v (Vn w a), Vector w a) => Mat v w a -> [[a]] -toList m = map V.toList (V.toList m) +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 (Vn w a), Vector w a) => [[a]] -> Mat v w a -fromList vs = V.fromList $ map V.fromList vs +fromList :: (Arity m, Arity n) => [[a]] -> Mat m n a +fromList vs = Mat (V.fromList $ map V.fromList vs) -- | Unsafe indexing. -(!!!) :: (Vector v (Vn w a), 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. -(!!?) :: (Vector v (Vn w a), Vector w a) => Mat v w a - -> (Int, Int) - -> Maybe a -(!!?) m (i, j) +(!!?) :: Mat m n a -> (Int, Int) -> Maybe a +(!!?) m@(Mat rows) (i, j) | i < 0 || j < 0 = Nothing - | i > V.length m = Nothing + | i > V.length rows = Nothing | otherwise = if j > V.length (row m j) then Nothing else Just $ (row m j) ! j -- | The number of rows in the matrix. -nrows :: forall v w a. (Vector v (Vn w a), Vector w a) => Mat v w a -> Int -nrows = V.length +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 v (Vn 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 :: (Vector v (Vn w a), Vector w a) => Mat v w a - -> Int - -> Vn w a -row m i = m ! i +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, Vector v (Vn w a), Vector w a) => Mat v w a - -> Int - -> Vn v a -column m j = - V.map (element j) m +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. @@ -89,16 +171,12 @@ column m j = -- >>> transpose m -- ((1,3),(2,4)) -- -transpose :: (Vector v (Vn w a), - Vector w (Vn v a), - Vector v a, - Vector w a) - => Mat v w a - -> Mat w v a -transpose m = V.fromList column_list +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] ] + -- | Is @m@ symmetric? -- -- Examples: @@ -111,13 +189,7 @@ transpose m = V.fromList column_list -- >>> symmetric m2 -- False -- -symmetric :: (Vector v (Vn 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) @@ -127,26 +199,32 @@ 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 (Vn w a), - Vector w a) - => (Int -> Int -> a) - -> Mat v w a -construct lambda = 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 @@ -157,43 +235,387 @@ construct lambda = 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. - (RealFloat a, - Vector v (Vn w a), - Vector w 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]]) + 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 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 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_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 :: (Num a, - Vector v (Vn w a), - Vector w a, - Vector w (Vn z a), - Vector z a, - Vector v (Vn 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, Arity m, Arity n) => Additive.C (Mat m n a) where + + (Mat rows1) + (Mat rows2) = + Mat $ V.zipWith (V.zipWith (+)) rows1 rows2 + + (Mat rows1) - (Mat rows2) = + Mat $ V.zipWith (V.zipWith (-)) rows1 rows2 + + zero = Mat (V.replicate $ V.replicate (fromInteger 0)) + + +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, + Arity m) + => Normed (Mat (S m) N1 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 + + -- | 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, 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) * v2) !!! (0, 0) + + +-- | The angle between @v1@ and @v2@ in Euclidean space. +-- +-- Examples: +-- +-- >>> 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, + n ~ N1, + m ~ S t, + Arity t, + ToRational.C a) + => Mat m n a + -> Mat m n a + -> a +angle v1 v2 = + acos theta + where + theta = (recip norms) NP.* (v1 `dot` v2) + norms = (norm v1) NP.* (norm v2) + + + +-- | 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