X-Git-Url: http://gitweb.michael.orlitzky.com/?p=numerical-analysis.git;a=blobdiff_plain;f=src%2FLinear%2FMatrix.hs;h=c0f56b348f4d4d2fbdf272cbac05e7c799eddce7;hp=ef0e9b6ff3ccba65c310b81126ea915d543e0411;hb=d9089a0f219795b9f4ff7f8b5576cef678fbe36d;hpb=2d0ecad8695e129443e53311d6494b2465f1a672 diff --git a/src/Linear/Matrix.hs b/src/Linear/Matrix.hs index ef0e9b6..c0f56b3 100644 --- a/src/Linear/Matrix.hs +++ b/src/Linear/Matrix.hs @@ -6,22 +6,36 @@ {-# 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 ( - Fun(..), - N1, and, - eq, - foldl, fromList, + head, length, map, maximum, @@ -29,7 +43,8 @@ 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.Cont (Arity, arity) import Linear.Vector import Normed @@ -37,28 +52,22 @@ import NumericPrelude hiding ((*), abs) import qualified NumericPrelude as NP ((*)) import qualified Algebra.Algebraic as Algebraic import Algebra.Algebraic (root) -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.Module as Module -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 +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: @@ -78,7 +87,7 @@ 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 @@ -102,22 +111,21 @@ 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 @@ -127,27 +135,30 @@ 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. @@ -160,11 +171,7 @@ 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] ] @@ -182,13 +189,7 @@ 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) @@ -198,26 +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 (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 @@ -231,13 +238,8 @@ construct lambda = Mat rows -- >>> (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 @@ -247,25 +249,151 @@ cholesky m = construct r | 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 m1 = fromList [[1,2,3], [4,5,6]] :: Mat D2 D3 Int --- >>> let m2 = fromList [[1,2],[3,4],[5,6]] :: Mat D3 D2 Int +-- >>> 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)) -- infixl 7 * -(*) :: (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 +(*) :: (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 = @@ -273,10 +401,7 @@ infixl 7 * -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 @@ -287,20 +412,13 @@ 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 +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 * m1 + m1 * m2 = m1 * m2 -instance (Ring.C a, - Vector v (w a), - Vector w a) - => Module.C a (Mat v w a) where +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 @@ -308,11 +426,8 @@ instance (Ring.C a, 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 + 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. -- @@ -325,14 +440,12 @@ instance (Algebraic.C a, -- 5.0 -- norm_p p (Mat rows) = - (root p') $ sum [(fromRational' $ toRational x)^p' | x <- xs] + (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. We don't use V.maximum here because it - -- relies on a type constraint that the vector be non-empty and I - -- don't know how to pattern match it away. + -- | The infinity norm. -- -- Examples: -- @@ -340,11 +453,8 @@ instance (Algebraic.C a, -- >>> norm_infty v1 -- 5 -- - 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 + norm_infty (Mat rows) = + fromRational' $ toRational $ V.maximum $ V.map V.maximum rows @@ -358,38 +468,40 @@ instance (Algebraic.C a, -- Examples: -- -- >>> import Roots.Simple +-- >>> let fst m = m !!! (0,0) +-- >>> let snd m = m !!! (1,0) -- >>> let h = 0.5 :: Double --- >>> let g1 (Mat (D2 (D1 x) (D1 y))) = 1.0 + h*exp(-(x^2))/(1.0 + y^2) --- >>> let g2 (Mat (D2 (D1 x) (D1 y))) = 0.5 + h*atan(x^2 + y^2) +-- >>> 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) +-- ((1.0728549599342185),(1.0820591495686167)) -- -vec2d :: (a,a) -> Mat D2 D1 a -vec2d (x,y) = Mat (D2 (D1 x) (D1 y)) +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 D3 D1 a -vec3d (x,y,z) = Mat (D3 (D1 x) (D1 y) (D1 z)) +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 D4 D1 a -vec4d (w,x,y,z) = Mat (D4 (D1 w) (D1 x) (D1 y) (D1 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 D1 D1 a -scalar x = Mat (D1 (D1 x)) - -dot :: (RealRing.C a, - Dim w ~ V.N1, - Dim v ~ S n, - Vector v a, - Vector w a, - Vector w (v a), - Vector w (w a)) - => Mat v w a - -> Mat v w a +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) @@ -405,20 +517,105 @@ v1 `dot` v2 = ((transpose v1) * v2) !!! (0, 0) -- angle :: (Transcendental.C a, RealRing.C a, - Dim w ~ V.N1, - Dim v ~ S n, - 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) 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