{-# LANGUAGE RecordWildCards, MultiParamTypeClasses, Rank2Types #-} module Data.Eigen.Matrix ( -- * Matrix type Matrix(..), valid, -- * Matrix conversions fromList, toList, generate, -- * Standard matrices and special cases empty, zero, ones, identity, constant, -- * Accessing matrix data cols, rows, (!), coeff, unsafeCoeff, minCoeff, maxCoeff, col, row, block, topRows, bottomRows, leftCols, rightCols, -- * Matrix properties norm, squaredNorm, determinant, -- * Matrix operations add, sub, mul, -- * Matrix transformations inverse, adjoint, conjugate, transpose, normalize, modify, -- * Mutable matrices thaw, freeze, unsafeThaw, unsafeFreeze ) where import Data.List (intercalate) import Data.Tuple import Foreign.Ptr import Foreign.C.Types import Foreign.C.String import Text.Printf import Control.Monad import Control.Monad.ST import Control.Monad.Primitive import Control.Applicative hiding (empty) import qualified Data.Vector.Storable as VS import qualified Data.Vector.Storable.Mutable as VSM import Data.Eigen.Internal import Data.Eigen.Matrix.Mutable -- | constant Matrix class to be used in pure computations, uses the same column major memory layout as Eigen MatrixXd data Matrix = Matrix { m_rows :: Int, m_cols :: Int, m_vals :: VS.Vector CDouble }; -- | Pretty prints the matrix instance Show Matrix where show m@Matrix{..} = concat [ "Matrix ", show m_rows, "x", show m_cols, "\n", intercalate "\n" $ map (intercalate "\t" . map show) $ toList m, "\n"] -- | Nm instance for the matrix instance Num Matrix where (*) = mul (+) = add (-) = sub fromInteger = constant 1 1 . fromInteger signum m@Matrix{..} = m { m_vals = VS.map signum m_vals } abs m@Matrix{..} = m { m_vals = VS.map abs m_vals } -- | Empty 0x0 matrix empty :: Matrix empty = Matrix 0 0 VS.empty -- | Matrix where all coeffs are filled with given value constant :: Int -> Int -> Double -> Matrix constant rows cols val = Matrix rows cols $ VS.replicate (rows * cols) (cast val) -- | Matrix where all coeff are 0 zero :: Int -> Int -> Matrix zero rows cols = constant rows cols 0 -- | Matrix where all coeff are 1 ones :: Int -> Int -> Matrix ones rows cols = constant rows cols 1 -- | Square matrix with 1 on main diagonal and 0 elsewhere identity :: Int -> Matrix identity size = Matrix size size $ VS.create $ do vm <- VSM.replicate (size * size) 0 forM_ [0..pred size] $ \n -> VSM.write vm (n * size + n) 1 return vm -- | Number of rows for the matrix rows :: Matrix -> Int rows = m_rows -- | Number of columns for the matrix cols :: Matrix -> Int cols = m_cols -- | Matrix coefficient at specific row and col (!) :: Matrix -> (Int,Int) -> Double (!) m (row,col) = coeff row col m -- | Matrix coefficient at specific row and col coeff :: Int -> Int -> Matrix -> Double coeff row col m@Matrix{..} | not (valid m) = error "matrix is not valid" | row < 0 || row >= m_rows = error $ printf "Matrix.coeff: row %d is out of bounds [0..%d)" row m_rows | col < 0 || col >= m_cols = error $ printf "Matrix.coeff: col %d is out of bounds [0..%d)" col m_cols | otherwise = unsafeCoeff row col m -- | Unsafe version of coeff function. No bounds check performed so SEGFAULT possible unsafeCoeff :: Int -> Int -> Matrix -> Double unsafeCoeff row col Matrix{..} = cast $ VS.unsafeIndex m_vals $ col * m_rows + row -- | List of coefficients for the given col col :: Int -> Matrix -> [Double] col c m@Matrix{..} = [coeff r c m | r <- [0..pred m_rows]] -- | List of coefficients for the given row row :: Int -> Matrix -> [Double] row r m@Matrix{..} = [coeff r c m | c <- [0..pred m_cols]] -- | Extract rectangular block from matrix defined by startRow startCol blockRows blockCols block :: Int -> Int -> Int -> Int -> Matrix -> Matrix block startRow startCol blockRows blockCols m = generate blockRows blockCols $ \row col -> coeff (startRow + row) (startCol + col) m -- | Verify matrix dimensions and memory layout valid :: Matrix -> Bool valid Matrix{..} = m_rows >= 0 && m_cols >= 0 && VS.length m_vals == m_rows * m_cols -- | The maximum of all coefficients of matrix maxCoeff :: Matrix -> Double maxCoeff Matrix{..} = cast $ VS.maximum m_vals -- | The minimum of all coefficients of matrix minCoeff :: Matrix -> Double minCoeff Matrix{..} = cast $ VS.minimum m_vals -- | Top n rows of matrix topRows :: Int -> Matrix -> Matrix topRows rows m@Matrix{..} = block 0 0 rows m_cols m -- | Bottom n rows of matrix bottomRows :: Int -> Matrix -> Matrix bottomRows rows m@Matrix{..} = block (m_rows - rows) 0 rows m_cols m -- | Left n columns of matrix leftCols :: Int -> Matrix -> Matrix leftCols cols m@Matrix{..} = block 0 0 m_rows cols m -- | Right n columns of matrix rightCols :: Int -> Matrix -> Matrix rightCols cols m@Matrix{..} = block 0 (m_cols - cols) m_rows cols m -- | Construct matrix from a list of rows, column count is detected as maximum row length. Missing values are filled with 0 fromList :: [[Double]] -> Matrix fromList list = Matrix rows cols vals where rows = length list cols = maximum $ map length list vals = VS.create $ do vm <- VSM.replicate (rows * cols) 0 forM_ (zip [0..] list) $ \(row, vals) -> forM_ (zip [0..] vals) $ \(col, val) -> VSM.write vm (col * rows + row) (cast val) return vm -- | Convert matrix to a list of rows toList :: Matrix -> [[Double]] toList Matrix{..} = [[cast $ m_vals VS.! (col * m_rows + row) | col <- [0..pred m_cols]] | row <- [0..pred m_rows]] -- | Create matrix using generator function f :: row -> col -> val generate :: Int -> Int -> (Int -> Int -> Double) -> Matrix generate rows cols f = Matrix rows cols $ VS.create $ do vals <- VSM.new (rows * cols) forM_ [0..pred rows] $ \row -> forM_ [0..pred cols] $ \col -> VSM.write vals (col * rows + row) (cast $ f row col) return vals -- | For vectors, the l2 norm, and for matrices the Frobenius norm. In both cases, it consists in the square root of the sum of the square of all the matrix entries. For vectors, this is also equals to the square root of the dot product of this with itself. norm :: Matrix -> Double norm = _unop c_norm -- | For vectors, the squared l2 norm, and for matrices the Frobenius norm. In both cases, it consists in the sum of the square of all the matrix entries. For vectors, this is also equals to the dot product of this with itself. squaredNorm :: Matrix -> Double squaredNorm = _unop c_squaredNorm -- | The determinant of the matrix determinant :: Matrix -> Double determinant m@Matrix{..} | m_cols == m_rows = _unop c_determinant m | otherwise = error "you tried calling determinant on non-square matrix" -- | Return a - b add :: Matrix -> Matrix -> Matrix add = _binop c_add -- | Return a + b sub :: Matrix -> Matrix -> Matrix sub = _binop c_sub -- | Return a * b mul :: Matrix -> Matrix -> Matrix mul = _binop c_mul {- | Inverse of the matrix For small fixed sizes up to 4x4, this method uses cofactors. In the general case, this method uses class 'PartialPivLU' -} inverse :: Matrix -> Matrix inverse m@Matrix{..} | m_rows == m_cols = _modify id c_inverse m | otherwise = error "you tried calling inverse on non-square matrix" -- | Adjoint of the matrix adjoint :: Matrix -> Matrix adjoint = _modify swap c_adjoint -- | Transpose of the matrix transpose :: Matrix -> Matrix transpose = _modify swap c_transpose -- | Conjugate of the matrix conjugate :: Matrix -> Matrix conjugate = _modify id c_conjugate -- | Nomalize the matrix by deviding it on its 'norm' normalize :: Matrix -> Matrix normalize Matrix{..} = performIO $ do vals <- VS.thaw m_vals VSM.unsafeWith vals $ \p -> call $ c_normalize p (cast m_rows) (cast m_cols) Matrix m_rows m_cols <$> VS.unsafeFreeze vals -- | Apply a destructive operation to a matrix. The operation will be performed in place if it is safe to do so and will modify a copy of the matrix otherwise. modify :: (forall s. MMatrix s -> ST s ()) -> Matrix -> Matrix modify f m@Matrix{..} = m { m_vals = VS.modify f' m_vals } where f' vals = f (MMatrix m_rows m_cols vals) -- | Yield an immutable copy of the mutable matrix freeze :: PrimMonad m => MMatrix (PrimState m) -> m Matrix freeze MMatrix{..} = VS.freeze mm_vals >>= \vals -> return $ Matrix mm_rows mm_cols vals -- | Yield a mutable copy of the immutable matrix thaw :: PrimMonad m => Matrix -> m (MMatrix (PrimState m)) thaw Matrix{..} = VS.thaw m_vals >>= \vals -> return $ MMatrix m_rows m_cols vals -- | Unsafe convert a mutable matrix to an immutable one without copying. The mutable matrix may not be used after this operation. unsafeFreeze :: PrimMonad m => MMatrix (PrimState m) -> m Matrix unsafeFreeze MMatrix{..} = VS.unsafeFreeze mm_vals >>= \vals -> return $ Matrix mm_rows mm_cols vals -- | Unsafely convert an immutable matrix to a mutable one without copying. The immutable matrix may not be used after this operation. unsafeThaw :: PrimMonad m => Matrix -> m (MMatrix (PrimState m)) unsafeThaw Matrix{..} = VS.unsafeThaw m_vals >>= \vals -> return $ MMatrix m_rows m_cols vals _unop :: (Ptr CDouble -> CInt -> CInt -> IO CDouble) -> Matrix -> Double _unop f Matrix{..} = performIO $ VS.unsafeWith m_vals $ \p -> cast <$> f p (cast m_rows) (cast m_cols) _binop :: (Ptr CDouble -> CInt -> CInt -> Ptr CDouble -> CInt -> CInt -> IO CString) -> Matrix -> Matrix -> Matrix _binop f m1 m2 = performIO $ do vals <- VS.thaw (m_vals m1) VSM.unsafeWith vals $ \lhs -> VS.unsafeWith (m_vals m2) $ \rhs -> call $ f lhs (cast $ m_rows m1) (cast $ m_cols m1) rhs (cast $ m_rows m2) (cast $ m_cols m2) Matrix (m_rows m1) (m_cols m1) <$> VS.unsafeFreeze vals _modify :: ((Int,Int) -> (Int,Int)) -> (Ptr CDouble -> CInt -> CInt -> Ptr CDouble -> CInt -> CInt -> IO CString) -> Matrix -> Matrix _modify f g Matrix{..} = performIO $ do let (rows, cols) = f (m_rows, m_cols) vals <- VSM.new (rows * cols) VS.unsafeWith m_vals $ \src -> VSM.unsafeWith vals $ \dst -> call $ g dst (cast rows) (cast cols) src (cast m_rows) (cast m_cols) Matrix rows cols <$> VS.unsafeFreeze vals