operations with nonexpanded constant and diagonal matrices

2 files changed, 158 insertions, 59 deletions

diff --git a/packages/base/src/Numeric/LinearAlgebra/Real.hs b/packages/base/src/Numeric/LinearAlgebra/Real.hs
index 424e766..2ff69c7 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Real.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Real.hs
@@ -27,7 +27,7 @@ Experimental interface for real arrays with statically checked dimensions.
 
 module Numeric.LinearAlgebra.Real(
     -- * Vector
-    R,
+    R, C,
     vec2, vec3, vec4, (&), (#),
     vect,
     linspace, range, dim,
@@ -35,27 +35,30 @@ module Numeric.LinearAlgebra.Real(
     L, Sq,
     row, col, (¦),(——),
     unrow, uncol,
-    Sized(..),
+    
     eye,
-    diagR, diag, Diag(..),
+    diagR, diag,
     blockAt,
     mat,
     -- * Products
     (<>),(#>),(<·>),
     -- * Linear Systems
-    linSolve, -- (<\>),
+    linSolve, (<\>),
+    -- * Factorizations
+    svd, svdTall, svdFlat, eig,
     -- * Pretty printing
     Disp(..),
     -- * Misc
-    C,
     withVector, withMatrix,
+    Sized(..), Diag(..), Sym, sym, -- Her, her,
     module Numeric.HMatrix
 ) where
 
 
 import GHC.TypeLits
 import Numeric.HMatrix hiding (
-    (<>),(#>),(<·>),Konst(..),diag, disp,(¦),(——),row,col,vect,mat,linspace,(<\>),fromList,takeDiag)
+    (<>),(#>),(<·>),Konst(..),diag, disp,(¦),(——),row,col,vect,mat,linspace,
+    (<\>),fromList,takeDiag,svd,eig)
 import qualified Numeric.HMatrix as LA
 import Data.Proxy(Proxy)
 import Numeric.LinearAlgebra.Static
@@ -122,8 +125,8 @@ dim = mkR (scalar d)
 --------------------------------------------------------------------------------
 
 newtype L m n = L (Dim m (Dim n (Matrix ℝ)))
-  deriving (Num,Fractional)
 
+-- newtype CL m n = CL (Dim m (Dim n (Matrix  ℂ)))
 
 ud2 :: L m n -> Matrix ℝ
 ud2 (L (Dim (Dim x))) = x
@@ -137,27 +140,22 @@ mkL x = L (Dim (Dim x))
 
 instance forall m n . (KnownNat m, KnownNat n) => Show (L m n)
   where
+    show (isDiag -> Just (z,y,(m',n'))) = printf "(diag %s %s :: L %d %d)" (show z) (drop 9 $ show y) m' n'
     show (ud2 -> x) 
        | singleM x = printf "(%s :: L %d %d)" (show (x `atIndex` (0,0))) m' n'
-       | isDiag = printf "(diag %s %s :: L %d %d)" (show z) shy m' n'
        | otherwise = "(mat"++ dropWhile (/='\n') (show x)++" :: L "++show m'++" "++show n'++")"
       where
         m' = fromIntegral . natVal $ (undefined :: Proxy m) :: Int
         n' = fromIntegral . natVal $ (undefined :: Proxy n) :: Int
-        isDiag = rows x == 1 && m' > 1
-        v = flatten x
-        z = v!0
-        y = subVector 1 (size v-1) v
-        shy = drop 9 (show y)
 
 --------------------------------------------------------------------------------
 
 instance forall n. KnownNat n => Sized ℝ (R n) (Vector ℝ)
   where
     konst x = mkR (LA.scalar x)
-    extract = ud1
+    unwrap = ud1
     fromList = vect
-    expand (extract -> v)
+    extract (unwrap -> v)
       | singleV v = LA.konst (v!0) d
       | otherwise = v
      where
@@ -167,23 +165,25 @@ instance forall n. KnownNat n => Sized ℝ (R n) (Vector ℝ)
 instance forall m n . (KnownNat m, KnownNat n) => Sized ℝ (L m n) (Matrix ℝ)
   where
     konst x = mkL (LA.scalar x)
-    extract = ud2
+    unwrap = ud2
     fromList = mat
-    expand (extract -> a)
+    extract (isDiag -> Just (z,y,(m',n'))) = diagRect z y m' n'
+    extract (unwrap -> a)
         | singleM a = LA.konst (a `atIndex` (0,0)) (m',n')
-        | rows a == 1 && m'>1 = diagRect x y m' n'
         | otherwise = a
       where
         m' = fromIntegral . natVal $ (undefined :: Proxy m)
         n' = fromIntegral . natVal $ (undefined :: Proxy n)
-        v = flatten a
-        x = v!0
-        y = subVector 1 (size v -1) v
 
 --------------------------------------------------------------------------------
 
 diagR :: forall m n k . (KnownNat m, KnownNat n, KnownNat k) => ℝ -> R k -> L m n
-diagR x v = mkL (asRow (vjoin [scalar x, expand v]))
+diagR x v = mkL (asRow (vjoin [scalar x, ev, zeros]))
+  where
+    ev = extract v
+    zeros = LA.konst x (max 0 ((min m' n') - size ev))
+    m' = fromIntegral . natVal $ (undefined :: Proxy m)
+    n' = fromIntegral . natVal $ (undefined :: Proxy n)
 
 diag :: KnownNat n => R n -> Sq n
 diag = diagR 0
@@ -221,21 +221,14 @@ class Disp t
 instance (KnownNat m, KnownNat n) => Disp (L m n)
   where
     disp n x = do
-        let a = expand x
+        let a = extract x
         let su = LA.dispf n a
         printf "L %d %d" (rows a) (cols a) >> putStr (dropWhile (/='\n') $ su)
 
-{-
-    disp n (ud2 -> a) = do
-        if rows a == 1 && cols a == 1
-            then putStrLn $ "Const " ++ (last . words . LA.dispf n $ a)
-            else putStr "Dim " >> LA.disp n a
--}
-
 instance KnownNat n => Disp (R n)
   where
     disp n v = do
-        let su = LA.dispf n (asRow $ expand v)
+        let su = LA.dispf n (asRow $ extract v)
         putStr "R " >> putStr (tail . dropWhile (/='x') $ su)
 
 --------------------------------------------------------------------------------
@@ -256,7 +249,7 @@ uncol = unrow . tr
 
 infixl 2 ——
 (——) :: (KnownNat r1, KnownNat r2, KnownNat c) => L r1 c -> L r2 c -> L (r1+r2) c
-a —— b = mkL (expand a LA.—— expand b)
+a —— b = mkL (extract a LA.—— extract b)
 
 
 infixl 3 ¦
@@ -264,35 +257,61 @@ infixl 3 ¦
 a ¦ b = tr (tr a —— tr b)
 
 
-type Sq n = L n n
+type Sq n  = L n n
+--type CSq n = CL n n
 
 type GL = (KnownNat n, KnownNat m) => L m n
 type GSq = KnownNat n => Sq n
 
-isDiag0 :: forall m n . (KnownNat m, KnownNat n) => L m n -> Maybe (Vector ℝ)
-isDiag0 (extract -> x)
-    | rows x == 1 && m' > 1 && z == 0 = Just y
+isKonst :: forall m n . (KnownNat m, KnownNat n) => L m n -> Maybe (ℝ,(Int,Int))
+isKonst (unwrap -> x)
+    | singleM x = Just (x `atIndex` (0,0), (m',n'))
+    | otherwise = Nothing
+  where
+    m' = fromIntegral . natVal $ (undefined :: Proxy m) :: Int
+    n' = fromIntegral . natVal $ (undefined :: Proxy n) :: Int
+    
+
+
+isDiag :: forall m n . (KnownNat m, KnownNat n) => L m n -> Maybe (ℝ, Vector ℝ, (Int,Int))
+isDiag (unwrap -> x)
+    | singleM x = Nothing
+    | rows x == 1 && m' > 1 || cols x == 1 && n' > 1 = Just (z,yz,(m',n'))
     | otherwise = Nothing  
   where
     m' = fromIntegral . natVal $ (undefined :: Proxy m) :: Int
+    n' = fromIntegral . natVal $ (undefined :: Proxy n) :: Int
     v = flatten x
     z = v!0
     y = subVector 1 (size v-1) v
+    ny = size y
+    zeros = LA.konst 0 (max 0 (min m' n' - ny))
+    yz = vjoin [y,zeros]
 
 
 infixr 8 <>
-(<>) :: (KnownNat m, KnownNat k, KnownNat n) => L m k -> L k n -> L m n
-a <> b = mkL (expand a LA.<> expand b)
+(<>) :: forall m k n. (KnownNat m, KnownNat k, KnownNat n) => L m k -> L k n -> L m n
+
+(isKonst -> Just (a,(_,k))) <> (isKonst -> Just (b,_)) = konst (a * b * fromIntegral k)
+
+(isDiag -> Just (0,a,_)) <> (isDiag -> Just (0,b,_)) = diagR 0 (mkR v :: R k)
+  where
+    v = a' * b'
+    n = min (size a) (size b)
+    a' = subVector 0 n a
+    b' = subVector 0 n b
+
+(isDiag -> Just (0,a,_)) <> (extract -> b) = mkL (asColumn a * takeRows (size a) b)
+
+(extract -> a) <> (isDiag -> Just (0,b,_)) = mkL (takeColumns (size b) a * asRow b)
+
+a <> b = mkL (extract a LA.<> extract b)
 
 infixr 8 #>
 (#>) :: (KnownNat m, KnownNat n) => L m n -> R n -> R m
-(isDiag0 -> Just w) #> v = mkR (w' * v')
-  where
-    v' = expand v
-    w' = subVector 0 (max 0 (size w - size v')) (vjoin [w , z])
-    z = LA.konst 0 (max 0 (size v' - size w))
+(isDiag -> Just (0, w, _)) #> v = mkR (w * subVector 0 (size w) (extract v))
+m #> v = mkR (extract m LA.#> extract v)
 
-m #> v = mkR (expand m LA.#> expand v)
 
 infixr 8 <·>
 (<·>) :: R n -> R n -> ℝ
@@ -306,6 +325,36 @@ instance Transposable (L m n) (L n m)
     tr (ud2 -> a) = mkL (tr a)
 
 --------------------------------------------------------------------------------
+
+adaptDiag f a@(isDiag -> Just _) b | isFull b = f (mkL (extract a)) b
+adaptDiag f a b@(isDiag -> Just _) | isFull a = f a (mkL (extract b))
+adaptDiag f a b = f a b
+
+isFull m = isDiag m == Nothing && not (singleM (unwrap m))
+
+
+lift1L f (L v) = L (f v)
+lift2L f (L a) (L b) = L (f a b)
+lift2LD f = adaptDiag (lift2L f)
+
+
+instance (KnownNat n, KnownNat m) =>  Num (L n m)
+  where
+    (+) = lift2LD (+)
+    (*) = lift2LD (*)
+    (-) = lift2LD (-)
+    abs = lift1L abs
+    signum = lift1L signum
+    negate = lift1L negate
+    fromInteger = L . Dim . Dim . fromInteger
+
+instance (KnownNat n, KnownNat m) => Fractional (L n m)
+  where
+    fromRational = L . Dim . Dim . fromRational
+    (/) = lift2LD (/)
+
+--------------------------------------------------------------------------------
+
 {-
 class Minim (n :: Nat) (m :: Nat)
   where
@@ -333,24 +382,73 @@ class Diag m d | m -> d
 
 instance forall n . (KnownNat n) => Diag (L n n) (R n)
   where
-    takeDiag m = mkR (LA.takeDiag (expand m))
+    takeDiag m = mkR (LA.takeDiag (extract m))
 
 
 instance forall m n . (KnownNat m, KnownNat n, m <= n+1) => Diag (L m n) (R m)
   where
-    takeDiag m = mkR (LA.takeDiag (expand m))
+    takeDiag m = mkR (LA.takeDiag (extract m))
 
 
 instance forall m n . (KnownNat m, KnownNat n, n <= m+1) => Diag (L m n) (R n)
   where
-    takeDiag m = mkR (LA.takeDiag (expand m))
+    takeDiag m = mkR (LA.takeDiag (extract m))
+
+
+--------------------------------------------------------------------------------
+
+linSolve :: (KnownNat m, KnownNat n) => L m m -> L m n -> L m n
+linSolve (extract -> a) (extract -> b) = mkL (LA.linearSolve a b)
+
+(<\>) :: (KnownNat m, KnownNat n, KnownNat r) => L m n -> L m r -> L n r
+(extract -> a) <\> (extract -> b) = mkL (a LA.<\> b)
+
+svd :: (KnownNat m, KnownNat n) => L m n -> (L m m, R n, L n n)
+svd (extract -> m) = (mkL u, mkR s', mkL v)
+  where
+    (u,s,v) = LA.svd m
+    s' = vjoin [s, z]
+    z = LA.konst 0 (max 0 (cols m - size s))
+
+
+svdTall :: (KnownNat m, KnownNat n, n <= m) => L m n -> (L m n, R n, L n n)
+svdTall (extract -> m) = (mkL u, mkR s, mkL v)
+  where
+    (u,s,v) = LA.thinSVD m
 
 
+svdFlat :: (KnownNat m, KnownNat n, m <= n) => L m n -> (L m m, R m, L m n)
+svdFlat (extract -> m) = (mkL u, mkR s, mkL v)
+  where
+    (u,s,v) = LA.thinSVD m
+
 --------------------------------------------------------------------------------
 
-linSolve :: L m m -> L m n -> L m n
-linSolve (ud2 -> a) (ud2 -> b) = mkL (LA.linearSolve a b)
+class Eig m r | m -> r
+  where
+    eig :: m -> r
+    
+newtype Sym n = Sym (Sq n)
+
+--newtype Her n = Her (CSq n)
+
+sym :: KnownNat n => Sq n -> Sym n
+sym m = Sym $ (m + tr m)/2
+
+--her :: KnownNat n => CSq n -> Her n
+--her = undefined -- Her $ (m + tr m)/2
 
+
+instance KnownNat n => Eig (Sym n) (R n, Sq n)
+  where
+    eig (Sym (extract -> m)) = (mkR l, mkL v)
+      where
+        (l,v) = eigSH m
+
+instance KnownNat n => Eig (Sq n) (C n)
+  where
+    eig (extract -> m) = C . Dim . eigenvalues $ m
+    
 --------------------------------------------------------------------------------
 
 withVector
@@ -383,7 +481,7 @@ withMatrix a f =
 test :: (Bool, IO ())
 test = (ok,info)
   where
-    ok =   expand (eye :: Sq 5) == ident 5
+    ok =   extract (eye :: Sq 5) == ident 5
            && ud2 (mTm sm :: Sq 3) == tr ((3><3)[1..]) LA.<> (3><3)[1..]
            && ud2 (tm :: L 3 5) == LA.mat 5 [1..15]
            && thingS == thingD
diff --git a/packages/base/src/Numeric/LinearAlgebra/Static.hs b/packages/base/src/Numeric/LinearAlgebra/Static.hs
index f9e935d..5caf6f8 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Static.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Static.hs
@@ -74,6 +74,12 @@ instance forall n t . (Num (Vector t), Numeric t )=> Num (Dim n (Vector t))
     negate = lift1F negate
     fromInteger x = Dim (fromInteger x)
 
+instance (Num (Vector t), Num (Matrix t), Numeric t) => Fractional (Dim n (Vector t))
+  where
+    fromRational x = Dim (fromRational x)
+    (/) = lift2F (/)
+
+
 instance (Num (Matrix t), Numeric t) => Num (Dim m (Dim n (Matrix t)))
   where
     (+) = (lift2F . lift2F) (+)
@@ -84,11 +90,6 @@ instance (Num (Matrix t), Numeric t) => Num (Dim m (Dim n (Matrix t)))
     negate = (lift1F . lift1F) negate
     fromInteger x = Dim (Dim (fromInteger x))
 
-instance (Num (Vector t), Num (Matrix t), Numeric t) => Fractional (Dim n (Vector t))
-  where
-    fromRational x = Dim (fromRational x)
-    (/) = lift2F (/)
-
 instance (Num (Vector t), Num (Matrix t), Numeric t) => Fractional (Dim m (Dim n (Matrix t)))
   where
     fromRational x = Dim (Dim (fromRational x))
@@ -106,8 +107,8 @@ mkV = Dim
 
 type M m n t = Dim m (Dim n (Matrix t))
 
-ud2 :: Dim m (Dim n (Matrix t)) -> Matrix t
-ud2 (Dim (Dim m)) = m
+--ud2 :: Dim m (Dim n (Matrix t)) -> Matrix t
+--ud2 (Dim (Dim m)) = m
 
 mkM :: forall (m :: Nat) (n :: Nat) t . t -> Dim m (Dim n t)
 mkM = Dim . Dim
@@ -184,9 +185,9 @@ gmat st xs'
 class Num t => Sized t s d | s -> t, s -> d
   where
     konst     ::  t  -> s
-    extract   ::  s  -> d
+    unwrap    ::  s  -> d
     fromList  :: [t] -> s
-    expand    ::  s  -> d
+    extract   ::  s  -> d
 
 singleV v = size v == 1
 singleM m = rows m == 1 && cols m == 1