{-# LANGUAGE TypeFamilies #-} module Numeric.LAPACK.Orthogonal.Plain ( leastSquares, minimumNorm, leastSquaresMinimumNormRCond, pseudoInverseRCond, determinantAbsolute, complement, ) where import qualified Numeric.LAPACK.Orthogonal.Private as HH import qualified Numeric.LAPACK.Matrix.Square.Basic as Square import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape import qualified Numeric.LAPACK.Matrix.Extent.Private as Extent import qualified Numeric.LAPACK.Matrix.Basic as Basic import qualified Numeric.LAPACK.Vector as Vector import Numeric.LAPACK.Matrix.Shape.Private (Order(RowMajor,ColumnMajor)) import Numeric.LAPACK.Matrix.Private (Full, Tall, ZeroInt, zeroInt) import Numeric.LAPACK.Scalar (RealOf, zero, absolute) import Numeric.LAPACK.Private (lacgv, peekCInt, copySubMatrix, copyToTemp, copyToColumnMajor, copyToSubColumnMajor, withAutoWorkspaceInfo, rankMsg, errorCodeMsg, createHigherArray) import qualified Numeric.LAPACK.FFI.Generic as LapackGen import qualified Numeric.LAPACK.FFI.Complex as LapackComplex import qualified Numeric.LAPACK.FFI.Real as LapackReal import qualified Numeric.Netlib.Utility as Call import qualified Numeric.Netlib.Class as Class 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 System.IO.Unsafe (unsafePerformIO) import Foreign.Marshal.Array (pokeArray) import Foreign.C.Types (CInt, CChar) import Foreign.ForeignPtr (ForeignPtr, withForeignPtr) import Foreign.Ptr (Ptr) import Control.Monad.Trans.Cont (ContT(ContT), evalContT) import Control.Monad.IO.Class (liftIO) import Data.Complex (Complex) import Data.Tuple.HT (mapSnd) leastSquares :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Shape.C nrhs, Class.Floating a) => Full horiz Extent.Small height width a -> Full vert horiz height nrhs a -> Full vert horiz width nrhs a leastSquares (Array shapeA@(MatrixShape.Full orderA extentA) a) (Array shapeB@(MatrixShape.Full orderB extentB) b) = case Extent.fuse (Extent.generalizeWide $ Extent.transpose extentA) extentB of Nothing -> error "leastSquares: height shapes mismatch" Just extent -> Array.unsafeCreate (MatrixShape.Full ColumnMajor extent) $ \xPtr -> do let widthA = Extent.width extentA let (height,widthB) = Extent.dimensions extentB let (m,n) = MatrixShape.dimensions shapeA let lda = m let nrhs = Shape.size widthB let ldb = Shape.size height let ldx = Shape.size widthA evalContT $ do mPtr <- Call.cint m nPtr <- Call.cint n nrhsPtr <- Call.cint nrhs (transPtr,aPtr) <- adjointA orderA (m*n) a ldaPtr <- Call.leadingDim lda bPtr <- ContT $ withForeignPtr b ldbPtr <- Call.leadingDim ldb let bSize = Shape.size shapeB btmpPtr <- Call.allocaArray bSize liftIO $ copyToColumnMajor orderB ldb nrhs bPtr btmpPtr liftIO $ withAutoWorkspaceInfo rankMsg "gels" $ LapackGen.gels transPtr mPtr nPtr nrhsPtr aPtr ldaPtr btmpPtr ldbPtr liftIO $ copySubMatrix ldx nrhs ldb btmpPtr ldx xPtr minimumNorm :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Shape.C nrhs, Class.Floating a) => Full Extent.Small vert height width a -> Full vert horiz height nrhs a -> Full vert horiz width nrhs a minimumNorm (Array shapeA@(MatrixShape.Full orderA extentA) a) (Array (MatrixShape.Full orderB extentB) b) = case Extent.fuse (Extent.generalizeTall $ Extent.transpose extentA) extentB of Nothing -> error "minimumNorm: height shapes mismatch" Just extent -> Array.unsafeCreate (MatrixShape.Full ColumnMajor extent) $ \xPtr -> do let widthA = Extent.width extentA let (height,widthB) = Extent.dimensions extentB let (m,n) = MatrixShape.dimensions shapeA let lda = m let nrhs = Shape.size widthB let ldb = Shape.size height let ldx = Shape.size widthA evalContT $ do mPtr <- Call.cint m nPtr <- Call.cint n nrhsPtr <- Call.cint nrhs (transPtr,aPtr) <- adjointA orderA (m*n) a ldaPtr <- Call.leadingDim lda bPtr <- ContT $ withForeignPtr b ldxPtr <- Call.leadingDim ldx liftIO $ copyToSubColumnMajor orderB ldb nrhs bPtr ldx xPtr liftIO $ withAutoWorkspaceInfo rankMsg "gels" $ LapackGen.gels transPtr mPtr nPtr nrhsPtr aPtr ldaPtr xPtr ldxPtr adjointA :: Class.Floating a => Order -> Int -> ForeignPtr a -> ContT r IO (Ptr CChar, Ptr a) adjointA order size a = do aPtr <- copyToTemp size a trans <- case order of RowMajor -> do sizePtr <- Call.cint size incPtr <- Call.cint 1 liftIO $ lacgv sizePtr aPtr incPtr return $ HH.invChar a ColumnMajor -> return 'N' transPtr <- Call.char trans return (transPtr, aPtr) leastSquaresMinimumNormRCond :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Shape.C nrhs, Class.Floating a) => RealOf a -> Full horiz vert height width a -> Full vert horiz height nrhs a -> (Int, Full vert horiz width nrhs a) leastSquaresMinimumNormRCond rcond (Array (MatrixShape.Full orderA extentA) a) (Array (MatrixShape.Full orderB extentB) b) = case Extent.fuse (Extent.transpose extentA) extentB of Nothing -> error "leastSquaresMinimumNormRCond: height shapes mismatch" Just extent -> let widthA = Extent.width extentA (height,widthB) = Extent.dimensions extentB shapeX = MatrixShape.Full ColumnMajor extent m = Shape.size height n = Shape.size widthA nrhs = Shape.size widthB in if m == 0 then (0, Vector.zero shapeX) else if nrhs == 0 then (fst $ unsafePerformIO $ case Vector.zero height of Array _ b1 -> leastSquaresMinimumNormIO rcond (MatrixShape.general ColumnMajor widthA ()) orderA a orderB b1 m n 1, Vector.zero shapeX) else unsafePerformIO $ leastSquaresMinimumNormIO rcond shapeX orderA a orderB b m n nrhs leastSquaresMinimumNormIO :: (Shape.C sh, Class.Floating a) => RealOf a -> sh -> Order -> ForeignPtr a -> Order -> ForeignPtr a -> Int -> Int -> Int -> IO (Int, Array sh a) leastSquaresMinimumNormIO rcond shapeX orderA a orderB b m n nrhs = createHigherArray shapeX m n nrhs $ \(tmpPtr,ldtmp) -> do let aSize = m*n let lda = m evalContT $ do aPtr <- ContT $ withForeignPtr a atmpPtr <- Call.allocaArray aSize liftIO $ copyToColumnMajor orderA m n aPtr atmpPtr ldaPtr <- Call.leadingDim lda ldtmpPtr <- Call.leadingDim ldtmp bPtr <- ContT $ withForeignPtr b liftIO $ copyToSubColumnMajor orderB m nrhs bPtr ldtmp tmpPtr jpvtPtr <- Call.allocaArray n liftIO $ pokeArray jpvtPtr (replicate n 0) rankPtr <- Call.alloca gelsy m n nrhs atmpPtr ldaPtr tmpPtr ldtmpPtr jpvtPtr rcond rankPtr liftIO $ peekCInt rankPtr type GELSY_ r ar a = Int -> Int -> Int -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr CInt -> ar -> Ptr CInt -> ContT r IO () newtype GELSY r a = GELSY {getGELSY :: GELSY_ r (RealOf a) a} gelsy :: (Class.Floating a) => GELSY_ r (RealOf a) a gelsy = getGELSY $ Class.switchFloating (GELSY gelsyReal) (GELSY gelsyReal) (GELSY gelsyComplex) (GELSY gelsyComplex) gelsyReal :: (Class.Real a) => GELSY_ r a a gelsyReal m n nrhs aPtr ldaPtr bPtr ldbPtr jpvtPtr rcond rankPtr = do mPtr <- Call.cint m nPtr <- Call.cint n nrhsPtr <- Call.cint nrhs rcondPtr <- Call.real rcond liftIO $ withAutoWorkspaceInfo errorCodeMsg "gelsy" $ LapackReal.gelsy mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr jpvtPtr rcondPtr rankPtr gelsyComplex :: (Class.Real a) => GELSY_ r a (Complex a) gelsyComplex m n nrhs aPtr ldaPtr bPtr ldbPtr jpvtPtr rcond rankPtr = do mPtr <- Call.cint m nPtr <- Call.cint n nrhsPtr <- Call.cint nrhs rcondPtr <- Call.real rcond rworkPtr <- Call.allocaArray (2*n) liftIO $ withAutoWorkspaceInfo errorCodeMsg "gelsy" $ \workPtr lworkPtr infoPtr -> LapackComplex.gelsy mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr jpvtPtr rcondPtr rankPtr workPtr lworkPtr rworkPtr infoPtr pseudoInverseRCond :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Eq width, Class.Floating a) => RealOf a -> Full vert horiz height width a -> (Int, Full horiz vert width height a) pseudoInverseRCond rcond a = case Basic.caseTallWide a of Left _ -> mapSnd Basic.transpose $ leastSquaresMinimumNormRCond rcond (Basic.transpose a) $ Square.toFull $ Square.identity $ MatrixShape.fullWidth $ Array.shape a Right _ -> leastSquaresMinimumNormRCond rcond a $ Square.toFull $ Square.identity $ MatrixShape.fullHeight $ Array.shape a determinantAbsolute :: (Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width, Class.Floating a) => Full vert horiz height width a -> RealOf a determinantAbsolute = absolute . either (HH.determinantR . HH.fromMatrix) (const zero) . Basic.caseTallWide complement :: (Shape.C height, Shape.C width, Class.Floating a) => Tall height width a -> Tall height ZeroInt a complement a = Basic.dropColumns (Shape.size $ MatrixShape.fullWidth $ Array.shape a) $ Basic.mapWidth (zeroInt . Shape.size) $ Square.toFull $ HH.extractQ $ HH.fromMatrix a