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authorAlberto Ruiz <aruiz@um.es>2014-05-16 20:57:13 +0200
committerAlberto Ruiz <aruiz@um.es>2014-05-16 20:57:13 +0200
commitfd94ecb3c3032beccdca4a4dee38bb306f57cd8b (patch)
tree81d7318217d6da4a057e587003b44425afe6ddcd /packages/base/src/Numeric/Container.hs
parentd4d9082a8d7d3eed6cb5f188fc3b476847dcac27 (diff)
Numeric.Container compatible
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1{-# LANGUAGE TypeFamilies #-}
2{-# LANGUAGE FlexibleContexts #-}
3{-# LANGUAGE FlexibleInstances #-}
4{-# LANGUAGE MultiParamTypeClasses #-}
5{-# LANGUAGE FunctionalDependencies #-}
6{-# LANGUAGE UndecidableInstances #-}
7
8-----------------------------------------------------------------------------
9-- |
10-- Module : Numeric.Container
11-- Copyright : (c) Alberto Ruiz 2010-14
12-- License : BSD3
13-- Maintainer : Alberto Ruiz
14-- Stability : provisional
15--
16-- Basic numeric operations on 'Vector' and 'Matrix', including conversion routines.
17--
18-- The 'Container' class is used to define optimized generic functions which work
19-- on 'Vector' and 'Matrix' with real or complex elements.
20--
21-- Some of these functions are also available in the instances of the standard
22-- numeric Haskell classes provided by "Numeric.LinearAlgebra".
23--
24-----------------------------------------------------------------------------
25{-# OPTIONS_HADDOCK hide #-}
26
27module Numeric.Container (
28 -- * Basic functions
29 module Data.Packed,
30 konst, build,
31 linspace,
32 diag, ident,
33 ctrans,
34 -- * Generic operations
35 Container(..),
36 -- * Matrix product
37 Product(..), udot, dot, (◇),
38 Mul(..),
39 Contraction(..),
40 optimiseMult,
41 mXm,mXv,vXm,LSDiv(..),
42 outer, kronecker,
43 -- * Element conversion
44 Convert(..),
45 Complexable(),
46 RealElement(),
47
48 RealOf, ComplexOf, SingleOf, DoubleOf,
49
50 IndexOf,
51 module Data.Complex
52) where
53
54import Data.Packed hiding (stepD, stepF, condD, condF, conjugateC, conjugateQ)
55import Data.Packed.Numeric
56import Data.Complex
57import Numeric.LinearAlgebra.Algorithms(Field,linearSolveSVD)
58import Data.Monoid(Monoid(mconcat))
59
60------------------------------------------------------------------
61
62{- | Creates a real vector containing a range of values:
63
64>>> linspace 5 (-3,7::Double)
65fromList [-3.0,-0.5,2.0,4.5,7.0]@
66
67>>> linspace 5 (8,2+i) :: Vector (Complex Double)
68fromList [8.0 :+ 0.0,6.5 :+ 0.25,5.0 :+ 0.5,3.5 :+ 0.75,2.0 :+ 1.0]
69
70Logarithmic spacing can be defined as follows:
71
72@logspace n (a,b) = 10 ** linspace n (a,b)@
73-}
74linspace :: (Container Vector e) => Int -> (e, e) -> Vector e
75linspace 0 (a,b) = fromList[(a+b)/2]
76linspace n (a,b) = addConstant a $ scale s $ fromList $ map fromIntegral [0 .. n-1]
77 where s = (b-a)/fromIntegral (n-1)
78
79--------------------------------------------------------
80
81class Contraction a b c | a b -> c
82 where
83 infixl 7 <.>
84 {- | Matrix product, matrix vector product, and dot product
85
86Examples:
87
88>>> let a = (3><4) [1..] :: Matrix Double
89>>> let v = fromList [1,0,2,-1] :: Vector Double
90>>> let u = fromList [1,2,3] :: Vector Double
91
92>>> a
93(3><4)
94 [ 1.0, 2.0, 3.0, 4.0
95 , 5.0, 6.0, 7.0, 8.0
96 , 9.0, 10.0, 11.0, 12.0 ]
97
98matrix × matrix:
99
100>>> disp 2 (a <.> trans a)
1013x3
102 30 70 110
103 70 174 278
104110 278 446
105
106matrix × vector:
107
108>>> a <.> v
109fromList [3.0,11.0,19.0]
110
111dot product:
112
113>>> u <.> fromList[3,2,1::Double]
11410
115
116For complex vectors the first argument is conjugated:
117
118>>> fromList [1,i] <.> fromList[2*i+1,3]
1191.0 :+ (-1.0)
120
121>>> fromList [1,i,1-i] <.> complex a
122fromList [10.0 :+ 4.0,12.0 :+ 4.0,14.0 :+ 4.0,16.0 :+ 4.0]
123
124-}
125 (<.>) :: a -> b -> c
126
127
128instance (Product t, Container Vector t) => Contraction (Vector t) (Vector t) t where
129 u <.> v = conj u `udot` v
130
131instance Product t => Contraction (Matrix t) (Vector t) (Vector t) where
132 (<.>) = mXv
133
134instance (Container Vector t, Product t) => Contraction (Vector t) (Matrix t) (Vector t) where
135 (<.>) v m = (conj v) `vXm` m
136
137instance Product t => Contraction (Matrix t) (Matrix t) (Matrix t) where
138 (<.>) = mXm
139
140
141--------------------------------------------------------------------------------
142
143class Mul a b c | a b -> c where
144 infixl 7 <>
145 -- | Matrix-matrix, matrix-vector, and vector-matrix products.
146 (<>) :: Product t => a t -> b t -> c t
147
148instance Mul Matrix Matrix Matrix where
149 (<>) = mXm
150
151instance Mul Matrix Vector Vector where
152 (<>) m v = flatten $ m <> asColumn v
153
154instance Mul Vector Matrix Vector where
155 (<>) v m = flatten $ asRow v <> m
156
157--------------------------------------------------------------------------------
158
159class LSDiv c where
160 infixl 7 <\>
161 -- | least squares solution of a linear system, similar to the \\ operator of Matlab\/Octave (based on linearSolveSVD)
162 (<\>) :: Field t => Matrix t -> c t -> c t
163
164instance LSDiv Vector where
165 m <\> v = flatten (linearSolveSVD m (reshape 1 v))
166
167instance LSDiv Matrix where
168 (<\>) = linearSolveSVD
169
170--------------------------------------------------------------------------------
171
172class Konst e d c | d -> c, c -> d
173 where
174 -- |
175 -- >>> konst 7 3 :: Vector Float
176 -- fromList [7.0,7.0,7.0]
177 --
178 -- >>> konst i (3::Int,4::Int)
179 -- (3><4)
180 -- [ 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0
181 -- , 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0
182 -- , 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0 ]
183 --
184 konst :: e -> d -> c e
185
186instance Container Vector e => Konst e Int Vector
187 where
188 konst = konst'
189
190instance Container Vector e => Konst e (Int,Int) Matrix
191 where
192 konst = konst'
193
194--------------------------------------------------------------------------------
195
196class Build d f c e | d -> c, c -> d, f -> e, f -> d, f -> c, c e -> f, d e -> f
197 where
198 -- |
199 -- >>> build 5 (**2) :: Vector Double
200 -- fromList [0.0,1.0,4.0,9.0,16.0]
201 --
202 -- Hilbert matrix of order N:
203 --
204 -- >>> let hilb n = build (n,n) (\i j -> 1/(i+j+1)) :: Matrix Double
205 -- >>> putStr . dispf 2 $ hilb 3
206 -- 3x3
207 -- 1.00 0.50 0.33
208 -- 0.50 0.33 0.25
209 -- 0.33 0.25 0.20
210 --
211 build :: d -> f -> c e
212
213instance Container Vector e => Build Int (e -> e) Vector e
214 where
215 build = build'
216
217instance Container Matrix e => Build (Int,Int) (e -> e -> e) Matrix e
218 where
219 build = build'
220
221--------------------------------------------------------------------------------
222
223{- | alternative operator for '(\<.\>)'
224
225x25c7, white diamond
226
227-}
228(◇) :: Contraction a b c => a -> b -> c
229infixl 7 ◇
230(◇) = (<.>)
231
232-- | dot product: @cdot u v = 'udot' ('conj' u) v@
233dot :: (Container Vector t, Product t) => Vector t -> Vector t -> t
234dot u v = udot (conj u) v
235
236--------------------------------------------------------------------------------
237
238optimiseMult :: Monoid (Matrix t) => [Matrix t] -> Matrix t
239optimiseMult = mconcat
240