module Numeric.LAPACK.Orthogonal.Private where
import qualified Numeric.LAPACK.Matrix.Private as Matrix
import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape
import qualified Numeric.LAPACK.Matrix.Extent.Private as ExtentPriv
import qualified Numeric.LAPACK.Matrix.Extent as Extent
import qualified Numeric.LAPACK.Split as Split
import Numeric.LAPACK.Matrix.Triangular.Basic (Upper)
import Numeric.LAPACK.Matrix.Shape.Private
(Order(RowMajor, ColumnMajor), sideSwapFromOrder)
import Numeric.LAPACK.Matrix.Extent.Private (Extent)
import Numeric.LAPACK.Matrix.Private
(Full, ZeroInt, zeroInt,
Transposition(NonTransposed, Transposed),
Conjugation(NonConjugated, Conjugated),
Inversion(NonInverted, Inverted), flipInversion)
import Numeric.LAPACK.Vector (Vector)
import Numeric.LAPACK.Format (Format(format))
import Numeric.LAPACK.Scalar (RealOf, zero, isZero, absolute, conjugate)
import Numeric.LAPACK.Private
(fill, copySubMatrix, copyBlock, conjugateToTemp,
withAutoWorkspaceInfo, errorCodeMsg)
import qualified Numeric.LAPACK.FFI.Generic as LapackGen
import qualified Numeric.Netlib.Utility as Call
import qualified Numeric.Netlib.Class as Class
import qualified Data.Array.Comfort.Storable.Unchecked.Monadic as ArrayIO
import qualified Data.Array.Comfort.Storable.Unchecked as Array
import qualified Data.Array.Comfort.Shape as Shape
import Data.Array.Comfort.Storable.Unchecked (Array(Array))
import Foreign.Marshal.Array (advancePtr)
import Foreign.ForeignPtr (ForeignPtr, withForeignPtr)
import Control.Monad.Trans.Cont (ContT(ContT), evalContT)
import Control.Monad.IO.Class (liftIO)
import Control.Monad (when)
import Control.Applicative (Const(Const,getConst), liftA3)
import qualified Data.List as List
data Householder vert horiz height width a =
Householder {
tau_ :: Vector ZeroInt a,
split_ ::
Array
(MatrixShape.Split MatrixShape.Reflector vert horiz height width) a
} deriving (Show)
type General = Householder Extent.Big Extent.Big
type Tall = Householder Extent.Big Extent.Small
type Wide = Householder Extent.Small Extent.Big
type Square sh = Householder Extent.Small Extent.Small sh sh
extent_ ::
Householder vert horiz height width a ->
Extent vert horiz height width
extent_ = MatrixShape.splitExtent . Array.shape . split_
mapExtent ::
(Extent.C vertA, Extent.C horizA) =>
(Extent.C vertB, Extent.C horizB) =>
Extent.Map vertA horizA vertB horizB height width ->
Householder vertA horizA height width a ->
Householder vertB horizB height width a
mapExtent f (Householder tau split) =
Householder tau $ Array.mapShape (MatrixShape.splitMapExtent f) split
caseTallWide ::
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width) =>
Householder vert horiz height width a ->
Either (Tall height width a) (Wide height width a)
caseTallWide (Householder tau (Array shape a)) =
either
(Left . Householder tau . flip Array a)
(Right . Householder tau . flip Array a) $
MatrixShape.caseTallWideSplit shape
instance
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Format (Householder vert horiz height width a) where
format fmt (Householder tau m) = format fmt (tau, m)
fromMatrix ::
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Full vert horiz height width a ->
Householder vert horiz height width a
fromMatrix (Array shape@(MatrixShape.Full order extent) a) =
let (m,n) = MatrixShape.dimensions shape
in uncurry Householder $
Array.unsafeCreateWithSizeAndResult (zeroInt $ min m n) $ \_ tauPtr ->
ArrayIO.unsafeCreate
(MatrixShape.Split MatrixShape.Reflector order extent) $ \qrPtr ->
evalContT $ do
mPtr <- Call.cint m
nPtr <- Call.cint n
aPtr <- ContT $ withForeignPtr a
ldaPtr <- Call.leadingDim m
liftIO $ do
copyBlock (m*n) aPtr qrPtr
case order of
RowMajor ->
withAutoWorkspaceInfo errorCodeMsg "gelqf" $
LapackGen.gelqf mPtr nPtr qrPtr ldaPtr tauPtr
ColumnMajor ->
withAutoWorkspaceInfo errorCodeMsg "geqrf" $
LapackGen.geqrf mPtr nPtr qrPtr ldaPtr tauPtr
determinantR ::
(Extent.C vert, Shape.C height, Shape.C width, Class.Floating a) =>
Householder vert Extent.Small height width a -> a
determinantR = Split.determinantR . split_
determinant ::
(Shape.C sh, Class.Floating a) =>
Square sh a -> a
determinant (Householder tau split) =
List.foldl' (*) (Split.determinantR split) $
(case MatrixShape.splitOrder $ Array.shape split of
RowMajor -> map conjugate
ColumnMajor -> id) $
map (negate.(^(2::Int)).signum) $
filter (not . isZero) $ Array.toList tau
determinantAbsolute ::
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Householder vert horiz height width a -> RealOf a
determinantAbsolute =
absolute . either determinantR (const zero) . caseTallWide
leastSquares ::
(Extent.C vert, Extent.C horiz,
Shape.C height, Eq height, Shape.C width, Eq width, Shape.C nrhs,
Class.Floating a) =>
Householder horiz Extent.Small height width a ->
Full vert horiz height nrhs a ->
Full vert horiz width nrhs a
leastSquares qr =
tallSolveR NonTransposed NonConjugated qr . tallMultiplyQAdjoint qr
minimumNorm ::
(Extent.C vert, Extent.C horiz,
Shape.C height, Eq height, Shape.C width, Eq width, Shape.C nrhs,
Class.Floating a) =>
Householder vert Extent.Small width height a ->
Full vert horiz height nrhs a ->
Full vert horiz width nrhs a
minimumNorm qr = tallMultiplyQ qr . tallSolveR Transposed Conjugated qr
takeRows ::
(Extent.C vert, Extent.C horiz,
Eq fuse, Shape.C fuse, Shape.C height, Shape.C width, Class.Floating a) =>
Extent Extent.Small horiz height fuse ->
Full vert horiz fuse width a ->
Full vert horiz height width a
takeRows extentA (Array (MatrixShape.Full order extentB) b) =
case Extent.fuse (ExtentPriv.generalizeWide extentA) extentB of
Nothing -> error "Householder.takeRows: heights mismatch"
Just extentC ->
Array.unsafeCreateWithSize (MatrixShape.Full order extentC) $
\blockSize cPtr ->
withForeignPtr b $ \bPtr ->
case order of
RowMajor -> copyBlock blockSize bPtr cPtr
ColumnMajor ->
let n = Shape.size $ Extent.width extentB
mb = Shape.size $ Extent.height extentB
mc = Shape.size $ Extent.height extentC
in copySubMatrix mc n mb bPtr mc cPtr
addRows ::
(Extent.C vert, Extent.C horiz,
Eq fuse, Shape.C fuse, Shape.C height, Shape.C width, Class.Floating a) =>
Extent vert Extent.Small height fuse ->
Full vert horiz fuse width a ->
Full vert horiz height width a
addRows extentA (Array shapeB@(MatrixShape.Full order extentB) b) =
case Extent.fuse (ExtentPriv.generalizeTall extentA) extentB of
Nothing -> error "Householder.addRows: heights mismatch"
Just extentC ->
Array.unsafeCreateWithSize (MatrixShape.Full order extentC) $
\cSize cPtr ->
withForeignPtr b $ \bPtr ->
case order of
RowMajor -> do
let bSize = Shape.size shapeB
copyBlock bSize bPtr cPtr
fill zero (cSize bSize) (advancePtr cPtr bSize)
ColumnMajor -> do
let n = Shape.size $ Extent.width extentB
mb = Shape.size $ Extent.height extentB
mc = Shape.size $ Extent.height extentC
copySubMatrix mb n mb bPtr mc cPtr
evalContT $ do
uploPtr <- Call.char 'A'
mPtr <- Call.cint (mcmb)
nPtr <- Call.cint n
ldcPtr <- Call.leadingDim mc
zPtr <- Call.number zero
liftIO $
LapackGen.laset uploPtr mPtr nPtr zPtr zPtr
(advancePtr cPtr mb) ldcPtr
extractQ ::
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Householder vert horiz height width a -> Matrix.Square height a
extractQ
(Householder tau (Array (MatrixShape.Split _ order extent) qr)) =
extractQAux tau (Extent.width extent) order
(Extent.square $ Extent.height extent) qr
tallExtractQ ::
(Extent.C vert, Shape.C height, Shape.C width, Class.Floating a) =>
Householder vert Extent.Small height width a ->
Full vert Extent.Small height width a
tallExtractQ
(Householder tau (Array (MatrixShape.Split _ order extent) qr)) =
extractQAux tau (Extent.width extent) order extent qr
extractQAux ::
(Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Shape.C widthQR,
Class.Floating a) =>
Vector ZeroInt a -> widthQR ->
Order -> Extent vert horiz height width -> ForeignPtr a ->
Full vert horiz height width a
extractQAux (Array widthTau tau) widthQR order extent qr =
Array.unsafeCreate (MatrixShape.Full order extent) $ \qPtr -> do
let (height,width) = Extent.dimensions extent
let m = Shape.size height
let n = Shape.size width
let k = Shape.size widthTau
evalContT $ do
mPtr <- Call.cint m
nPtr <- Call.cint n
kPtr <- Call.cint k
qrPtr <- ContT $ withForeignPtr qr
tauPtr <- ContT $ withForeignPtr tau
case order of
RowMajor -> do
ldaPtr <- Call.leadingDim n
liftIO $ do
copySubMatrix k m (Shape.size widthQR) qrPtr n qPtr
withAutoWorkspaceInfo errorCodeMsg "unglq" $
LapackGen.unglq nPtr mPtr kPtr qPtr ldaPtr tauPtr
ColumnMajor -> do
ldaPtr <- Call.leadingDim m
liftIO $ do
copyBlock (m*k) qrPtr qPtr
withAutoWorkspaceInfo errorCodeMsg "ungqr" $
LapackGen.ungqr mPtr nPtr kPtr qPtr ldaPtr tauPtr
tallMultiplyQ ::
(Extent.C vert, Extent.C horiz,
Shape.C height, Eq height, Shape.C width, Shape.C fuse, Eq fuse,
Class.Floating a) =>
Householder vert Extent.Small height fuse a ->
Full vert horiz fuse width a ->
Full vert horiz height width a
tallMultiplyQ qr = multiplyQ NonInverted qr . addRows (extent_ qr)
tallMultiplyQAdjoint ::
(Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Shape.C fuse, Eq fuse, Class.Floating a) =>
Householder horiz Extent.Small fuse height a ->
Full vert horiz fuse width a ->
Full vert horiz height width a
tallMultiplyQAdjoint qr =
takeRows (Extent.transpose $ extent_ qr) . multiplyQ Inverted qr
multiplyQ ::
(Extent.C vertA, Extent.C horizA, Shape.C widthA,
Extent.C vertB, Extent.C horizB, Shape.C widthB,
Shape.C height, Eq height, Class.Floating a) =>
Inversion ->
Householder vertA horizA height widthA a ->
Full vertB horizB height widthB a ->
Full vertB horizB height widthB a
multiplyQ inverted
(Householder
(Array widthTau tau)
(Array shapeA@(MatrixShape.Split _ orderA extentA) qr))
(Array shapeB@(MatrixShape.Full orderB extentB) b) =
Array.unsafeCreateWithSize shapeB $ \cSize cPtr -> do
let (heightA,widthA) = Extent.dimensions extentA
let (height,width) = Extent.dimensions extentB
Call.assert "Householder.multiplyQ: height shapes mismatch"
(heightA == height)
let (side,(m,n)) =
sideSwapFromOrder orderB (Shape.size height, Shape.size width)
evalContT $ do
sidePtr <- Call.char side
mPtr <- Call.cint m
nPtr <- Call.cint n
let k = Shape.size widthTau
kPtr <- Call.cint k
(transPtr,qrPtr,tauPtr) <-
if orderA==orderB
then
liftA3 (,,)
(Call.char $ transposeFromInversion qr inverted)
(ContT $ withForeignPtr qr)
(ContT $ withForeignPtr tau)
else
liftA3 (,,)
(Call.char $
transposeFromInversion qr $ flipInversion inverted)
(conjugateToTemp (Shape.size shapeA) qr)
(conjugateToTemp k tau)
bPtr <- ContT $ withForeignPtr b
ldcPtr <- Call.leadingDim m
liftIO $ copyBlock cSize bPtr cPtr
case orderA of
ColumnMajor -> do
ldaPtr <- Call.leadingDim $ Shape.size heightA
liftIO $ withAutoWorkspaceInfo errorCodeMsg "unmqr" $
LapackGen.unmqr sidePtr transPtr
mPtr nPtr kPtr qrPtr ldaPtr tauPtr cPtr ldcPtr
RowMajor -> do
ldaPtr <- Call.leadingDim $ Shape.size widthA
liftIO $ when (k>0) $
withAutoWorkspaceInfo errorCodeMsg "unmlq" $
LapackGen.unmlq sidePtr transPtr
mPtr nPtr kPtr qrPtr ldaPtr tauPtr cPtr ldcPtr
transposeFromInversion :: (Class.Floating a) => f a -> Inversion -> Char
transposeFromInversion qr Inverted = invChar qr
transposeFromInversion _ NonInverted = 'N'
invChar :: (Class.Floating a) => f a -> Char
invChar f = getConst $ asFuncTypeOf f inverseChar
asFuncTypeOf :: f a -> g a -> g a
asFuncTypeOf = const id
inverseChar :: (Class.Floating a) => Const Char a
inverseChar =
Class.switchFloating (Const 'T') (Const 'T') (Const 'C') (Const 'C')
extractR ::
(Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Householder vert horiz height width a ->
Full vert horiz height width a
extractR = Split.extractTriangle (Right MatrixShape.Triangle) . split_
tallExtractR ::
(Extent.C vert, Shape.C height, Shape.C width, Class.Floating a) =>
Householder vert Extent.Small height width a -> Upper width a
tallExtractR = Split.tallExtractR . split_
tallMultiplyR ::
(Extent.C vertA, Extent.C vert, Extent.C horiz, Shape.C height, Eq height,
Shape.C heightA, Shape.C widthB, Class.Floating a) =>
Transposition ->
Householder vertA Extent.Small heightA height a ->
Full vert horiz height widthB a ->
Full vert horiz height widthB a
tallMultiplyR transposed = Split.tallMultiplyR transposed . split_
tallSolveR ::
(Extent.C vertA, Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Eq width, Shape.C nrhs, Class.Floating a) =>
Transposition -> Conjugation ->
Householder vertA Extent.Small height width a ->
Full vert horiz width nrhs a -> Full vert horiz width nrhs a
tallSolveR transposed conjugated =
Split.tallSolveR transposed conjugated . split_