{-# LANGUAGE TypeFamilies #-} module Numeric.LAPACK.Matrix.Square.Eigen ( values, schur, decompose, ComplexOf, ) where import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape import Numeric.LAPACK.Matrix.Shape.Private (Order(ColumnMajor), swapOnRowMajor) import Numeric.LAPACK.Matrix.Private (Square, argSquare) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Scalar (ComplexOf, RealOf, zero) import Numeric.LAPACK.Private (copyConjugate, copyToTemp, copyToColumnMajor, realPtr, withAutoWorkspaceInfo) import qualified Numeric.LAPACK.FFI.Complex as LapackComplex import qualified Numeric.LAPACK.FFI.Real as LapackReal import qualified Numeric.BLAS.FFI.Real as BlasReal 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 (Array) import Foreign.Marshal.Array (advancePtr, peekArray) import Foreign.C.Types (CInt, CChar) import Foreign.ForeignPtr (withForeignPtr) import Foreign.Ptr (Ptr, nullPtr, nullFunPtr) import Foreign.Storable (Storable) import Control.Monad.Trans.Cont (ContT(ContT), evalContT) import Control.Monad.IO.Class (liftIO) import Data.Complex (Complex) values :: (Shape.C sh, Class.Floating a) => Square sh a -> Vector sh (ComplexOf a) values = getValues $ Class.switchFloating (Values valuesAux) (Values valuesAux) (Values valuesAux) (Values valuesAux) type Values_ sh a = Square sh a -> Vector sh (ComplexOf a) newtype Values sh a = Values {getValues :: Values_ sh a} valuesAux :: (Shape.C sh, Class.Floating a, RealOf a ~ ar, Storable ar) => Values_ sh a valuesAux = argSquare $ \_order size a -> Array.unsafeCreateWithSize size $ \n wPtr -> do let lda = n evalContT $ do jobvsPtr <- Call.char 'N' sortPtr <- Call.char 'N' aPtr <- copyToTemp (n*n) a ldaPtr <- Call.leadingDim lda sdimPtr <- Call.alloca let vsPtr = nullPtr ldvsPtr <- Call.leadingDim n let bworkPtr = nullPtr liftIO $ withAutoWorkspaceInfo eigenMsg "gees" $ \workPtr lworkPtr infoPtr -> gees jobvsPtr sortPtr n aPtr ldaPtr sdimPtr wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr schur :: (Shape.C sh, Class.Floating a) => Square sh a -> (Square sh a, Square sh a) schur = getSchur $ Class.switchFloating (Schur schurAux) (Schur schurAux) (Schur schurAux) (Schur schurAux) type Schur_ sh a = Square sh a -> (Square sh a, Square sh a) newtype Schur sh a = Schur {getSchur :: Schur_ sh a} schurAux :: (Shape.C sh, Class.Floating a, RealOf a ~ ar, Storable ar) => Schur_ sh a schurAux = argSquare $ \order size a -> let sh = MatrixShape.square ColumnMajor size in Array.unsafeCreateWithSizeAndResult sh $ \_ vsPtr -> ArrayIO.unsafeCreate sh $ \sPtr -> do let n = Shape.size size let lda = n evalContT $ do jobvsPtr <- Call.char 'V' sortPtr <- Call.char 'N' aPtr <- ContT $ withForeignPtr a liftIO $ copyToColumnMajor order n n aPtr sPtr ldaPtr <- Call.leadingDim lda sdimPtr <- Call.alloca wPtr <- Call.allocaArray n ldvsPtr <- Call.leadingDim n let bworkPtr = nullPtr liftIO $ withAutoWorkspaceInfo eigenMsg "gees" $ \workPtr lworkPtr infoPtr -> gees jobvsPtr sortPtr n sPtr ldaPtr sdimPtr wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr type GEES_ ar a = Ptr CChar -> Ptr CChar -> Int -> Ptr a -> Ptr CInt -> Ptr CInt -> Ptr (Complex ar) -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr Bool -> Ptr CInt -> IO () newtype GEES a = GEES {getGEES :: GEES_ (RealOf a) a} gees :: Class.Floating a => GEES_ (RealOf a) a gees = getGEES $ Class.switchFloating (GEES geesReal) (GEES geesReal) (GEES geesComplex) (GEES geesComplex) geesReal :: Class.Real a => GEES_ a a geesReal jobvsPtr sortPtr n aPtr ldaPtr sdimPtr wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr = evalContT $ do let selectPtr = nullFunPtr nPtr <- Call.cint n wrPtr <- Call.allocaArray n wiPtr <- Call.allocaArray n liftIO $ LapackReal.gees jobvsPtr sortPtr selectPtr nPtr aPtr ldaPtr sdimPtr wrPtr wiPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr liftIO $ zipComplex n wrPtr wiPtr wPtr geesComplex :: Class.Real a => GEES_ a (Complex a) geesComplex jobvsPtr sortPtr n aPtr ldaPtr sdimPtr wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr = evalContT $ do let selectPtr = nullFunPtr nPtr <- Call.cint n rworkPtr <- Call.allocaArray n liftIO $ LapackComplex.gees jobvsPtr sortPtr selectPtr nPtr aPtr ldaPtr sdimPtr wPtr vsPtr ldvsPtr workPtr lworkPtr rworkPtr bworkPtr infoPtr decompose :: (Shape.C sh, Class.Floating a, ComplexOf a ~ ac) => Square sh a -> (Square sh ac, Vector sh ac, Square sh ac) decompose = getDecompose $ Class.switchFloating (Decompose decomposeReal) (Decompose decomposeReal) (Decompose decomposeComplex) (Decompose decomposeComplex) newtype Decompose sh a = Decompose { getDecompose :: Square sh a -> (Square sh (ComplexOf a), Vector sh (ComplexOf a), Square sh (ComplexOf a)) } decomposeReal :: (Shape.C sh, Class.Real a, Complex a ~ ac) => Square sh a -> (Square sh ac, Vector sh ac, Square sh ac) decomposeReal = argSquare $ \order size a -> (\(w, (vlc,vrc)) -> (vlc, w, vrc)) $ Array.unsafeCreateWithSizeAndResult size $ \n wPtr -> evalContT $ do jobvlPtr <- Call.char 'V' jobvrPtr <- Call.char 'V' nPtr <- Call.cint n aPtr <- copyToTemp (n*n) a ldaPtr <- Call.leadingDim n wrPtr <- Call.allocaArray n wiPtr <- Call.allocaArray n vlPtr <- Call.allocaArray (n*n) ldvlPtr <- Call.leadingDim n vrPtr <- Call.allocaArray (n*n) ldvrPtr <- Call.leadingDim n liftIO $ withAutoWorkspaceInfo eigenMsg "geev" $ LapackReal.geev jobvlPtr jobvrPtr nPtr aPtr ldaPtr wrPtr wiPtr vlPtr ldvlPtr vrPtr ldvrPtr liftIO $ zipComplex n wrPtr wiPtr wPtr liftIO $ createArrayPair order (MatrixShape.square ColumnMajor size) $ \vlcPtr vrcPtr -> do eigenvectorsToComplex n wiPtr vlPtr vlcPtr eigenvectorsToComplex n wiPtr vrPtr vrcPtr eigenvectorsToComplex :: (Eq a, Class.Real a) => Int -> Ptr a -> Ptr a -> Ptr (Complex a) -> IO () eigenvectorsToComplex n wiPtr vPtr vcPtr = evalContT $ do nPtr <- Call.cint n zeroPtr <- Call.real zero inc0Ptr <- Call.cint 0 inc1Ptr <- Call.cint 1 inc2Ptr <- Call.cint 2 liftIO $ do let go _ _ [] = return () go xPtr yPtr (False:wi) = do let yrPtr = realPtr yPtr let yiPtr = advancePtr yrPtr 1 BlasReal.copy nPtr xPtr inc1Ptr yrPtr inc2Ptr BlasReal.copy nPtr zeroPtr inc0Ptr yiPtr inc2Ptr go (advancePtr xPtr n) (advancePtr yPtr n) wi go xPtr yPtr (True:True:wi) = do let xrPtr = xPtr let xiPtr = advancePtr xPtr n let yrPtr = realPtr yPtr let yiPtr = advancePtr yrPtr 1 let y1Ptr = advancePtr yPtr n BlasReal.copy nPtr xrPtr inc1Ptr yrPtr inc2Ptr BlasReal.copy nPtr xiPtr inc1Ptr yiPtr inc2Ptr copyConjugate nPtr yPtr inc1Ptr y1Ptr inc1Ptr go (advancePtr xPtr (2*n)) (advancePtr yPtr (2*n)) wi go _xPtr _yPtr wi = error $ "eigenvectorToComplex: invalid non-real pattern " ++ show wi go vPtr vcPtr . map (zero/=) =<< peekArray n wiPtr decomposeComplex :: (Shape.C sh, Class.Real a, Complex a ~ ac) => Square sh ac -> (Square sh ac, Vector sh ac, Square sh ac) decomposeComplex = argSquare $ \order size a -> (\(w, (vlc,vrc)) -> (vlc, w, vrc)) $ Array.unsafeCreateWithSizeAndResult size $ \n wPtr -> evalContT $ do jobvlPtr <- Call.char 'V' jobvrPtr <- Call.char 'V' nPtr <- Call.cint n aPtr <- copyToTemp (n*n) a ldaPtr <- Call.leadingDim n ldvlPtr <- Call.leadingDim n ldvrPtr <- Call.leadingDim n rworkPtr <- Call.allocaArray (2*n) liftIO $ createArrayPair order (MatrixShape.square ColumnMajor size) $ \vlPtr vrPtr -> withAutoWorkspaceInfo eigenMsg "geev" $ \workPtr lworkPtr infoPtr -> LapackComplex.geev jobvlPtr jobvrPtr nPtr aPtr ldaPtr wPtr vlPtr ldvlPtr vrPtr ldvrPtr workPtr lworkPtr rworkPtr infoPtr zipComplex :: (Class.Real a) => Int -> Ptr a -> Ptr a -> Ptr (Complex a) -> IO () zipComplex n vr vi vc = evalContT $ do nPtr <- Call.cint n incxPtr <- Call.cint 1 incyPtr <- Call.cint 2 let yPtr = realPtr vc liftIO $ BlasReal.copy nPtr vr incxPtr yPtr incyPtr liftIO $ BlasReal.copy nPtr vi incxPtr (advancePtr yPtr 1) incyPtr createArrayPair :: (Shape.C sh, Storable a) => Order -> sh -> (Ptr a -> Ptr a -> IO ()) -> IO (Array sh a, Array sh a) createArrayPair order sh act = fmap (swapOnRowMajor order) $ ArrayIO.unsafeCreateWithSizeAndResult sh $ \_ vrcPtr -> ArrayIO.unsafeCreate sh $ \vlcPtr -> act vlcPtr vrcPtr eigenMsg :: String eigenMsg = "only eigenvalues starting with the %d-th one converged"