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author | Alberto Ruiz <aruiz@um.es> | 2015-06-05 16:45:23 +0200 |
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committer | Alberto Ruiz <aruiz@um.es> | 2015-06-05 16:45:23 +0200 |
commit | 5d967adae38d7fe80443b57b40ae89cd15db5e18 (patch) | |
tree | f6cce41d547d539f7f0cb8b92e0273d3ecab5d45 /packages/base/src/Numeric/LinearAlgebra | |
parent | 64df799c68817054705a99e9ee02723603fae29e (diff) |
move lapack
Diffstat (limited to 'packages/base/src/Numeric/LinearAlgebra')
-rw-r--r-- | packages/base/src/Numeric/LinearAlgebra/LAPACK.hs | 569 |
1 files changed, 0 insertions, 569 deletions
diff --git a/packages/base/src/Numeric/LinearAlgebra/LAPACK.hs b/packages/base/src/Numeric/LinearAlgebra/LAPACK.hs deleted file mode 100644 index 6fb2b13..0000000 --- a/packages/base/src/Numeric/LinearAlgebra/LAPACK.hs +++ /dev/null | |||
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1 | ----------------------------------------------------------------------------- | ||
2 | -- | | ||
3 | -- Module : Numeric.LinearAlgebra.LAPACK | ||
4 | -- Copyright : (c) Alberto Ruiz 2006-14 | ||
5 | -- License : BSD3 | ||
6 | -- Maintainer : Alberto Ruiz | ||
7 | -- Stability : provisional | ||
8 | -- | ||
9 | -- Functional interface to selected LAPACK functions (<http://www.netlib.org/lapack>). | ||
10 | -- | ||
11 | ----------------------------------------------------------------------------- | ||
12 | {-# OPTIONS_HADDOCK hide #-} | ||
13 | |||
14 | |||
15 | module Numeric.LinearAlgebra.LAPACK ( | ||
16 | -- * Matrix product | ||
17 | multiplyR, multiplyC, multiplyF, multiplyQ, multiplyI, | ||
18 | -- * Linear systems | ||
19 | linearSolveR, linearSolveC, | ||
20 | mbLinearSolveR, mbLinearSolveC, | ||
21 | lusR, lusC, | ||
22 | cholSolveR, cholSolveC, | ||
23 | linearSolveLSR, linearSolveLSC, | ||
24 | linearSolveSVDR, linearSolveSVDC, | ||
25 | -- * SVD | ||
26 | svR, svRd, svC, svCd, | ||
27 | svdR, svdRd, svdC, svdCd, | ||
28 | thinSVDR, thinSVDRd, thinSVDC, thinSVDCd, | ||
29 | rightSVR, rightSVC, leftSVR, leftSVC, | ||
30 | -- * Eigensystems | ||
31 | eigR, eigC, eigS, eigS', eigH, eigH', | ||
32 | eigOnlyR, eigOnlyC, eigOnlyS, eigOnlyH, | ||
33 | -- * LU | ||
34 | luR, luC, | ||
35 | -- * Cholesky | ||
36 | cholS, cholH, mbCholS, mbCholH, | ||
37 | -- * QR | ||
38 | qrR, qrC, qrgrR, qrgrC, | ||
39 | -- * Hessenberg | ||
40 | hessR, hessC, | ||
41 | -- * Schur | ||
42 | schurR, schurC | ||
43 | ) where | ||
44 | |||
45 | import Data.Packed.Development | ||
46 | import Data.Packed | ||
47 | import Data.Packed.Internal | ||
48 | import Numeric.Conversion | ||
49 | |||
50 | import Foreign.Ptr(nullPtr) | ||
51 | import Foreign.C.Types | ||
52 | import Control.Monad(when) | ||
53 | import System.IO.Unsafe(unsafePerformIO) | ||
54 | |||
55 | ----------------------------------------------------------------------------------- | ||
56 | |||
57 | foreign import ccall unsafe "multiplyR" dgemmc :: CInt -> CInt -> TMMM | ||
58 | foreign import ccall unsafe "multiplyC" zgemmc :: CInt -> CInt -> TCMCMCM | ||
59 | foreign import ccall unsafe "multiplyF" sgemmc :: CInt -> CInt -> TFMFMFM | ||
60 | foreign import ccall unsafe "multiplyQ" cgemmc :: CInt -> CInt -> TQMQMQM | ||
61 | foreign import ccall unsafe "multiplyI" c_multiplyI :: OM CInt (OM CInt (OM CInt (IO CInt))) | ||
62 | |||
63 | isT Matrix{order = ColumnMajor} = 0 | ||
64 | isT Matrix{order = RowMajor} = 1 | ||
65 | |||
66 | tt x@Matrix{order = ColumnMajor} = x | ||
67 | tt x@Matrix{order = RowMajor} = trans x | ||
68 | |||
69 | multiplyAux f st a b = unsafePerformIO $ do | ||
70 | when (cols a /= rows b) $ error $ "inconsistent dimensions in matrix product "++ | ||
71 | show (rows a,cols a) ++ " x " ++ show (rows b, cols b) | ||
72 | s <- createMatrix ColumnMajor (rows a) (cols b) | ||
73 | app3 (f (isT a) (isT b)) mat (tt a) mat (tt b) mat s st | ||
74 | return s | ||
75 | |||
76 | -- | Matrix product based on BLAS's /dgemm/. | ||
77 | multiplyR :: Matrix Double -> Matrix Double -> Matrix Double | ||
78 | multiplyR a b = {-# SCC "multiplyR" #-} multiplyAux dgemmc "dgemmc" a b | ||
79 | |||
80 | -- | Matrix product based on BLAS's /zgemm/. | ||
81 | multiplyC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | ||
82 | multiplyC a b = multiplyAux zgemmc "zgemmc" a b | ||
83 | |||
84 | -- | Matrix product based on BLAS's /sgemm/. | ||
85 | multiplyF :: Matrix Float -> Matrix Float -> Matrix Float | ||
86 | multiplyF a b = multiplyAux sgemmc "sgemmc" a b | ||
87 | |||
88 | -- | Matrix product based on BLAS's /cgemm/. | ||
89 | multiplyQ :: Matrix (Complex Float) -> Matrix (Complex Float) -> Matrix (Complex Float) | ||
90 | multiplyQ a b = multiplyAux cgemmc "cgemmc" a b | ||
91 | |||
92 | multiplyI :: Matrix CInt -> Matrix CInt -> Matrix CInt | ||
93 | multiplyI a b = unsafePerformIO $ do | ||
94 | when (cols a /= rows b) $ error $ | ||
95 | "inconsistent dimensions in matrix product "++ shSize a ++ " x " ++ shSize b | ||
96 | s <- createMatrix ColumnMajor (rows a) (cols b) | ||
97 | app3 c_multiplyI omat a omat b omat s "c_multiplyI" | ||
98 | return s | ||
99 | |||
100 | ----------------------------------------------------------------------------- | ||
101 | foreign import ccall unsafe "svd_l_R" dgesvd :: TMMVM | ||
102 | foreign import ccall unsafe "svd_l_C" zgesvd :: TCMCMVCM | ||
103 | foreign import ccall unsafe "svd_l_Rdd" dgesdd :: TMMVM | ||
104 | foreign import ccall unsafe "svd_l_Cdd" zgesdd :: TCMCMVCM | ||
105 | |||
106 | -- | Full SVD of a real matrix using LAPACK's /dgesvd/. | ||
107 | svdR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) | ||
108 | svdR = svdAux dgesvd "svdR" . fmat | ||
109 | |||
110 | -- | Full SVD of a real matrix using LAPACK's /dgesdd/. | ||
111 | svdRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) | ||
112 | svdRd = svdAux dgesdd "svdRdd" . fmat | ||
113 | |||
114 | -- | Full SVD of a complex matrix using LAPACK's /zgesvd/. | ||
115 | svdC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) | ||
116 | svdC = svdAux zgesvd "svdC" . fmat | ||
117 | |||
118 | -- | Full SVD of a complex matrix using LAPACK's /zgesdd/. | ||
119 | svdCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) | ||
120 | svdCd = svdAux zgesdd "svdCdd" . fmat | ||
121 | |||
122 | svdAux f st x = unsafePerformIO $ do | ||
123 | u <- createMatrix ColumnMajor r r | ||
124 | s <- createVector (min r c) | ||
125 | v <- createMatrix ColumnMajor c c | ||
126 | app4 f mat x mat u vec s mat v st | ||
127 | return (u,s,v) | ||
128 | where r = rows x | ||
129 | c = cols x | ||
130 | |||
131 | |||
132 | -- | Thin SVD of a real matrix, using LAPACK's /dgesvd/ with jobu == jobvt == \'S\'. | ||
133 | thinSVDR :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) | ||
134 | thinSVDR = thinSVDAux dgesvd "thinSVDR" . fmat | ||
135 | |||
136 | -- | Thin SVD of a complex matrix, using LAPACK's /zgesvd/ with jobu == jobvt == \'S\'. | ||
137 | thinSVDC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) | ||
138 | thinSVDC = thinSVDAux zgesvd "thinSVDC" . fmat | ||
139 | |||
140 | -- | Thin SVD of a real matrix, using LAPACK's /dgesdd/ with jobz == \'S\'. | ||
141 | thinSVDRd :: Matrix Double -> (Matrix Double, Vector Double, Matrix Double) | ||
142 | thinSVDRd = thinSVDAux dgesdd "thinSVDRdd" . fmat | ||
143 | |||
144 | -- | Thin SVD of a complex matrix, using LAPACK's /zgesdd/ with jobz == \'S\'. | ||
145 | thinSVDCd :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double, Matrix (Complex Double)) | ||
146 | thinSVDCd = thinSVDAux zgesdd "thinSVDCdd" . fmat | ||
147 | |||
148 | thinSVDAux f st x = unsafePerformIO $ do | ||
149 | u <- createMatrix ColumnMajor r q | ||
150 | s <- createVector q | ||
151 | v <- createMatrix ColumnMajor q c | ||
152 | app4 f mat x mat u vec s mat v st | ||
153 | return (u,s,v) | ||
154 | where r = rows x | ||
155 | c = cols x | ||
156 | q = min r c | ||
157 | |||
158 | |||
159 | -- | Singular values of a real matrix, using LAPACK's /dgesvd/ with jobu == jobvt == \'N\'. | ||
160 | svR :: Matrix Double -> Vector Double | ||
161 | svR = svAux dgesvd "svR" . fmat | ||
162 | |||
163 | -- | Singular values of a complex matrix, using LAPACK's /zgesvd/ with jobu == jobvt == \'N\'. | ||
164 | svC :: Matrix (Complex Double) -> Vector Double | ||
165 | svC = svAux zgesvd "svC" . fmat | ||
166 | |||
167 | -- | Singular values of a real matrix, using LAPACK's /dgesdd/ with jobz == \'N\'. | ||
168 | svRd :: Matrix Double -> Vector Double | ||
169 | svRd = svAux dgesdd "svRd" . fmat | ||
170 | |||
171 | -- | Singular values of a complex matrix, using LAPACK's /zgesdd/ with jobz == \'N\'. | ||
172 | svCd :: Matrix (Complex Double) -> Vector Double | ||
173 | svCd = svAux zgesdd "svCd" . fmat | ||
174 | |||
175 | svAux f st x = unsafePerformIO $ do | ||
176 | s <- createVector q | ||
177 | app2 g mat x vec s st | ||
178 | return s | ||
179 | where r = rows x | ||
180 | c = cols x | ||
181 | q = min r c | ||
182 | g ra ca pa nb pb = f ra ca pa 0 0 nullPtr nb pb 0 0 nullPtr | ||
183 | |||
184 | |||
185 | -- | Singular values and all right singular vectors of a real matrix, using LAPACK's /dgesvd/ with jobu == \'N\' and jobvt == \'A\'. | ||
186 | rightSVR :: Matrix Double -> (Vector Double, Matrix Double) | ||
187 | rightSVR = rightSVAux dgesvd "rightSVR" . fmat | ||
188 | |||
189 | -- | Singular values and all right singular vectors of a complex matrix, using LAPACK's /zgesvd/ with jobu == \'N\' and jobvt == \'A\'. | ||
190 | rightSVC :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) | ||
191 | rightSVC = rightSVAux zgesvd "rightSVC" . fmat | ||
192 | |||
193 | rightSVAux f st x = unsafePerformIO $ do | ||
194 | s <- createVector q | ||
195 | v <- createMatrix ColumnMajor c c | ||
196 | app3 g mat x vec s mat v st | ||
197 | return (s,v) | ||
198 | where r = rows x | ||
199 | c = cols x | ||
200 | q = min r c | ||
201 | g ra ca pa = f ra ca pa 0 0 nullPtr | ||
202 | |||
203 | |||
204 | -- | Singular values and all left singular vectors of a real matrix, using LAPACK's /dgesvd/ with jobu == \'A\' and jobvt == \'N\'. | ||
205 | leftSVR :: Matrix Double -> (Matrix Double, Vector Double) | ||
206 | leftSVR = leftSVAux dgesvd "leftSVR" . fmat | ||
207 | |||
208 | -- | Singular values and all left singular vectors of a complex matrix, using LAPACK's /zgesvd/ with jobu == \'A\' and jobvt == \'N\'. | ||
209 | leftSVC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector Double) | ||
210 | leftSVC = leftSVAux zgesvd "leftSVC" . fmat | ||
211 | |||
212 | leftSVAux f st x = unsafePerformIO $ do | ||
213 | u <- createMatrix ColumnMajor r r | ||
214 | s <- createVector q | ||
215 | app3 g mat x mat u vec s st | ||
216 | return (u,s) | ||
217 | where r = rows x | ||
218 | c = cols x | ||
219 | q = min r c | ||
220 | g ra ca pa ru cu pu nb pb = f ra ca pa ru cu pu nb pb 0 0 nullPtr | ||
221 | |||
222 | ----------------------------------------------------------------------------- | ||
223 | |||
224 | foreign import ccall unsafe "eig_l_R" dgeev :: TMMCVM | ||
225 | foreign import ccall unsafe "eig_l_C" zgeev :: TCMCMCVCM | ||
226 | foreign import ccall unsafe "eig_l_S" dsyev :: CInt -> TMVM | ||
227 | foreign import ccall unsafe "eig_l_H" zheev :: CInt -> TCMVCM | ||
228 | |||
229 | eigAux f st m = unsafePerformIO $ do | ||
230 | l <- createVector r | ||
231 | v <- createMatrix ColumnMajor r r | ||
232 | app3 g mat m vec l mat v st | ||
233 | return (l,v) | ||
234 | where r = rows m | ||
235 | g ra ca pa = f ra ca pa 0 0 nullPtr | ||
236 | |||
237 | |||
238 | -- | Eigenvalues and right eigenvectors of a general complex matrix, using LAPACK's /zgeev/. | ||
239 | -- The eigenvectors are the columns of v. The eigenvalues are not sorted. | ||
240 | eigC :: Matrix (Complex Double) -> (Vector (Complex Double), Matrix (Complex Double)) | ||
241 | eigC = eigAux zgeev "eigC" . fmat | ||
242 | |||
243 | eigOnlyAux f st m = unsafePerformIO $ do | ||
244 | l <- createVector r | ||
245 | app2 g mat m vec l st | ||
246 | return l | ||
247 | where r = rows m | ||
248 | g ra ca pa nl pl = f ra ca pa 0 0 nullPtr nl pl 0 0 nullPtr | ||
249 | |||
250 | -- | Eigenvalues of a general complex matrix, using LAPACK's /zgeev/ with jobz == \'N\'. | ||
251 | -- The eigenvalues are not sorted. | ||
252 | eigOnlyC :: Matrix (Complex Double) -> Vector (Complex Double) | ||
253 | eigOnlyC = eigOnlyAux zgeev "eigOnlyC" . fmat | ||
254 | |||
255 | -- | Eigenvalues and right eigenvectors of a general real matrix, using LAPACK's /dgeev/. | ||
256 | -- The eigenvectors are the columns of v. The eigenvalues are not sorted. | ||
257 | eigR :: Matrix Double -> (Vector (Complex Double), Matrix (Complex Double)) | ||
258 | eigR m = (s', v'') | ||
259 | where (s,v) = eigRaux (fmat m) | ||
260 | s' = fixeig1 s | ||
261 | v' = toRows $ trans v | ||
262 | v'' = fromColumns $ fixeig (toList s') v' | ||
263 | |||
264 | eigRaux :: Matrix Double -> (Vector (Complex Double), Matrix Double) | ||
265 | eigRaux m = unsafePerformIO $ do | ||
266 | l <- createVector r | ||
267 | v <- createMatrix ColumnMajor r r | ||
268 | app3 g mat m vec l mat v "eigR" | ||
269 | return (l,v) | ||
270 | where r = rows m | ||
271 | g ra ca pa = dgeev ra ca pa 0 0 nullPtr | ||
272 | |||
273 | fixeig1 s = toComplex' (subVector 0 r (asReal s), subVector r r (asReal s)) | ||
274 | where r = dim s | ||
275 | |||
276 | fixeig [] _ = [] | ||
277 | fixeig [_] [v] = [comp' v] | ||
278 | fixeig ((r1:+i1):(r2:+i2):r) (v1:v2:vs) | ||
279 | | r1 == r2 && i1 == (-i2) = toComplex' (v1,v2) : toComplex' (v1, mapVector negate v2) : fixeig r vs | ||
280 | | otherwise = comp' v1 : fixeig ((r2:+i2):r) (v2:vs) | ||
281 | fixeig _ _ = error "fixeig with impossible inputs" | ||
282 | |||
283 | |||
284 | -- | Eigenvalues of a general real matrix, using LAPACK's /dgeev/ with jobz == \'N\'. | ||
285 | -- The eigenvalues are not sorted. | ||
286 | eigOnlyR :: Matrix Double -> Vector (Complex Double) | ||
287 | eigOnlyR = fixeig1 . eigOnlyAux dgeev "eigOnlyR" . fmat | ||
288 | |||
289 | |||
290 | ----------------------------------------------------------------------------- | ||
291 | |||
292 | eigSHAux f st m = unsafePerformIO $ do | ||
293 | l <- createVector r | ||
294 | v <- createMatrix ColumnMajor r r | ||
295 | app3 f mat m vec l mat v st | ||
296 | return (l,v) | ||
297 | where r = rows m | ||
298 | |||
299 | -- | Eigenvalues and right eigenvectors of a symmetric real matrix, using LAPACK's /dsyev/. | ||
300 | -- The eigenvectors are the columns of v. | ||
301 | -- The eigenvalues are sorted in descending order (use 'eigS'' for ascending order). | ||
302 | eigS :: Matrix Double -> (Vector Double, Matrix Double) | ||
303 | eigS m = (s', fliprl v) | ||
304 | where (s,v) = eigS' (fmat m) | ||
305 | s' = fromList . reverse . toList $ s | ||
306 | |||
307 | -- | 'eigS' in ascending order | ||
308 | eigS' :: Matrix Double -> (Vector Double, Matrix Double) | ||
309 | eigS' = eigSHAux (dsyev 1) "eigS'" . fmat | ||
310 | |||
311 | -- | Eigenvalues and right eigenvectors of a hermitian complex matrix, using LAPACK's /zheev/. | ||
312 | -- The eigenvectors are the columns of v. | ||
313 | -- The eigenvalues are sorted in descending order (use 'eigH'' for ascending order). | ||
314 | eigH :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) | ||
315 | eigH m = (s', fliprl v) | ||
316 | where (s,v) = eigH' (fmat m) | ||
317 | s' = fromList . reverse . toList $ s | ||
318 | |||
319 | -- | 'eigH' in ascending order | ||
320 | eigH' :: Matrix (Complex Double) -> (Vector Double, Matrix (Complex Double)) | ||
321 | eigH' = eigSHAux (zheev 1) "eigH'" . fmat | ||
322 | |||
323 | |||
324 | -- | Eigenvalues of a symmetric real matrix, using LAPACK's /dsyev/ with jobz == \'N\'. | ||
325 | -- The eigenvalues are sorted in descending order. | ||
326 | eigOnlyS :: Matrix Double -> Vector Double | ||
327 | eigOnlyS = vrev . fst. eigSHAux (dsyev 0) "eigS'" . fmat | ||
328 | |||
329 | -- | Eigenvalues of a hermitian complex matrix, using LAPACK's /zheev/ with jobz == \'N\'. | ||
330 | -- The eigenvalues are sorted in descending order. | ||
331 | eigOnlyH :: Matrix (Complex Double) -> Vector Double | ||
332 | eigOnlyH = vrev . fst. eigSHAux (zheev 0) "eigH'" . fmat | ||
333 | |||
334 | vrev = flatten . flipud . reshape 1 | ||
335 | |||
336 | ----------------------------------------------------------------------------- | ||
337 | foreign import ccall unsafe "linearSolveR_l" dgesv :: TMMM | ||
338 | foreign import ccall unsafe "linearSolveC_l" zgesv :: TCMCMCM | ||
339 | foreign import ccall unsafe "cholSolveR_l" dpotrs :: TMMM | ||
340 | foreign import ccall unsafe "cholSolveC_l" zpotrs :: TCMCMCM | ||
341 | |||
342 | linearSolveSQAux g f st a b | ||
343 | | n1==n2 && n1==r = unsafePerformIO . g $ do | ||
344 | s <- createMatrix ColumnMajor r c | ||
345 | app3 f mat a mat b mat s st | ||
346 | return s | ||
347 | | otherwise = error $ st ++ " of nonsquare matrix" | ||
348 | where n1 = rows a | ||
349 | n2 = cols a | ||
350 | r = rows b | ||
351 | c = cols b | ||
352 | |||
353 | -- | Solve a real linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /dgesv/. For underconstrained or overconstrained systems use 'linearSolveLSR' or 'linearSolveSVDR'. See also 'lusR'. | ||
354 | linearSolveR :: Matrix Double -> Matrix Double -> Matrix Double | ||
355 | linearSolveR a b = linearSolveSQAux id dgesv "linearSolveR" (fmat a) (fmat b) | ||
356 | |||
357 | mbLinearSolveR :: Matrix Double -> Matrix Double -> Maybe (Matrix Double) | ||
358 | mbLinearSolveR a b = linearSolveSQAux mbCatch dgesv "linearSolveR" (fmat a) (fmat b) | ||
359 | |||
360 | |||
361 | -- | Solve a complex linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, based on LAPACK's /zgesv/. For underconstrained or overconstrained systems use 'linearSolveLSC' or 'linearSolveSVDC'. See also 'lusC'. | ||
362 | linearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | ||
363 | linearSolveC a b = linearSolveSQAux id zgesv "linearSolveC" (fmat a) (fmat b) | ||
364 | |||
365 | mbLinearSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Maybe (Matrix (Complex Double)) | ||
366 | mbLinearSolveC a b = linearSolveSQAux mbCatch zgesv "linearSolveC" (fmat a) (fmat b) | ||
367 | |||
368 | -- | Solves a symmetric positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholS'. | ||
369 | cholSolveR :: Matrix Double -> Matrix Double -> Matrix Double | ||
370 | cholSolveR a b = linearSolveSQAux id dpotrs "cholSolveR" (fmat a) (fmat b) | ||
371 | |||
372 | -- | Solves a Hermitian positive definite system of linear equations using a precomputed Cholesky factorization obtained by 'cholH'. | ||
373 | cholSolveC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | ||
374 | cholSolveC a b = linearSolveSQAux id zpotrs "cholSolveC" (fmat a) (fmat b) | ||
375 | |||
376 | ----------------------------------------------------------------------------------- | ||
377 | foreign import ccall unsafe "linearSolveLSR_l" dgels :: TMMM | ||
378 | foreign import ccall unsafe "linearSolveLSC_l" zgels :: TCMCMCM | ||
379 | foreign import ccall unsafe "linearSolveSVDR_l" dgelss :: Double -> TMMM | ||
380 | foreign import ccall unsafe "linearSolveSVDC_l" zgelss :: Double -> TCMCMCM | ||
381 | |||
382 | linearSolveAux f st a b = unsafePerformIO $ do | ||
383 | r <- createMatrix ColumnMajor (max m n) nrhs | ||
384 | app3 f mat a mat b mat r st | ||
385 | return r | ||
386 | where m = rows a | ||
387 | n = cols a | ||
388 | nrhs = cols b | ||
389 | |||
390 | -- | Least squared error solution of an overconstrained real linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /dgels/. For rank-deficient systems use 'linearSolveSVDR'. | ||
391 | linearSolveLSR :: Matrix Double -> Matrix Double -> Matrix Double | ||
392 | linearSolveLSR a b = subMatrix (0,0) (cols a, cols b) $ | ||
393 | linearSolveAux dgels "linearSolverLSR" (fmat a) (fmat b) | ||
394 | |||
395 | -- | Least squared error solution of an overconstrained complex linear system, or the minimum norm solution of an underconstrained system, using LAPACK's /zgels/. For rank-deficient systems use 'linearSolveSVDC'. | ||
396 | linearSolveLSC :: Matrix (Complex Double) -> Matrix (Complex Double) -> Matrix (Complex Double) | ||
397 | linearSolveLSC a b = subMatrix (0,0) (cols a, cols b) $ | ||
398 | linearSolveAux zgels "linearSolveLSC" (fmat a) (fmat b) | ||
399 | |||
400 | -- | Minimum norm solution of a general real linear least squares problem Ax=B using the SVD, based on LAPACK's /dgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSR'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. | ||
401 | linearSolveSVDR :: Maybe Double -- ^ rcond | ||
402 | -> Matrix Double -- ^ coefficient matrix | ||
403 | -> Matrix Double -- ^ right hand sides (as columns) | ||
404 | -> Matrix Double -- ^ solution vectors (as columns) | ||
405 | linearSolveSVDR (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ | ||
406 | linearSolveAux (dgelss rcond) "linearSolveSVDR" (fmat a) (fmat b) | ||
407 | linearSolveSVDR Nothing a b = linearSolveSVDR (Just (-1)) (fmat a) (fmat b) | ||
408 | |||
409 | -- | Minimum norm solution of a general complex linear least squares problem Ax=B using the SVD, based on LAPACK's /zgelss/. Admits rank-deficient systems but it is slower than 'linearSolveLSC'. The effective rank of A is determined by treating as zero those singular valures which are less than rcond times the largest singular value. If rcond == Nothing machine precision is used. | ||
410 | linearSolveSVDC :: Maybe Double -- ^ rcond | ||
411 | -> Matrix (Complex Double) -- ^ coefficient matrix | ||
412 | -> Matrix (Complex Double) -- ^ right hand sides (as columns) | ||
413 | -> Matrix (Complex Double) -- ^ solution vectors (as columns) | ||
414 | linearSolveSVDC (Just rcond) a b = subMatrix (0,0) (cols a, cols b) $ | ||
415 | linearSolveAux (zgelss rcond) "linearSolveSVDC" (fmat a) (fmat b) | ||
416 | linearSolveSVDC Nothing a b = linearSolveSVDC (Just (-1)) (fmat a) (fmat b) | ||
417 | |||
418 | ----------------------------------------------------------------------------------- | ||
419 | foreign import ccall unsafe "chol_l_H" zpotrf :: TCMCM | ||
420 | foreign import ccall unsafe "chol_l_S" dpotrf :: TMM | ||
421 | |||
422 | cholAux f st a = do | ||
423 | r <- createMatrix ColumnMajor n n | ||
424 | app2 f mat a mat r st | ||
425 | return r | ||
426 | where n = rows a | ||
427 | |||
428 | -- | Cholesky factorization of a complex Hermitian positive definite matrix, using LAPACK's /zpotrf/. | ||
429 | cholH :: Matrix (Complex Double) -> Matrix (Complex Double) | ||
430 | cholH = unsafePerformIO . cholAux zpotrf "cholH" . fmat | ||
431 | |||
432 | -- | Cholesky factorization of a real symmetric positive definite matrix, using LAPACK's /dpotrf/. | ||
433 | cholS :: Matrix Double -> Matrix Double | ||
434 | cholS = unsafePerformIO . cholAux dpotrf "cholS" . fmat | ||
435 | |||
436 | -- | Cholesky factorization of a complex Hermitian positive definite matrix, using LAPACK's /zpotrf/ ('Maybe' version). | ||
437 | mbCholH :: Matrix (Complex Double) -> Maybe (Matrix (Complex Double)) | ||
438 | mbCholH = unsafePerformIO . mbCatch . cholAux zpotrf "cholH" . fmat | ||
439 | |||
440 | -- | Cholesky factorization of a real symmetric positive definite matrix, using LAPACK's /dpotrf/ ('Maybe' version). | ||
441 | mbCholS :: Matrix Double -> Maybe (Matrix Double) | ||
442 | mbCholS = unsafePerformIO . mbCatch . cholAux dpotrf "cholS" . fmat | ||
443 | |||
444 | ----------------------------------------------------------------------------------- | ||
445 | foreign import ccall unsafe "qr_l_R" dgeqr2 :: TMVM | ||
446 | foreign import ccall unsafe "qr_l_C" zgeqr2 :: TCMCVCM | ||
447 | |||
448 | -- | QR factorization of a real matrix, using LAPACK's /dgeqr2/. | ||
449 | qrR :: Matrix Double -> (Matrix Double, Vector Double) | ||
450 | qrR = qrAux dgeqr2 "qrR" . fmat | ||
451 | |||
452 | -- | QR factorization of a complex matrix, using LAPACK's /zgeqr2/. | ||
453 | qrC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double)) | ||
454 | qrC = qrAux zgeqr2 "qrC" . fmat | ||
455 | |||
456 | qrAux f st a = unsafePerformIO $ do | ||
457 | r <- createMatrix ColumnMajor m n | ||
458 | tau <- createVector mn | ||
459 | app3 f mat a vec tau mat r st | ||
460 | return (r,tau) | ||
461 | where | ||
462 | m = rows a | ||
463 | n = cols a | ||
464 | mn = min m n | ||
465 | |||
466 | foreign import ccall unsafe "c_dorgqr" dorgqr :: TMVM | ||
467 | foreign import ccall unsafe "c_zungqr" zungqr :: TCMCVCM | ||
468 | |||
469 | -- | build rotation from reflectors | ||
470 | qrgrR :: Int -> (Matrix Double, Vector Double) -> Matrix Double | ||
471 | qrgrR = qrgrAux dorgqr "qrgrR" | ||
472 | -- | build rotation from reflectors | ||
473 | qrgrC :: Int -> (Matrix (Complex Double), Vector (Complex Double)) -> Matrix (Complex Double) | ||
474 | qrgrC = qrgrAux zungqr "qrgrC" | ||
475 | |||
476 | qrgrAux f st n (a, tau) = unsafePerformIO $ do | ||
477 | res <- createMatrix ColumnMajor (rows a) n | ||
478 | app3 f mat (fmat a) vec (subVector 0 n tau') mat res st | ||
479 | return res | ||
480 | where | ||
481 | tau' = vjoin [tau, constantD 0 n] | ||
482 | |||
483 | ----------------------------------------------------------------------------------- | ||
484 | foreign import ccall unsafe "hess_l_R" dgehrd :: TMVM | ||
485 | foreign import ccall unsafe "hess_l_C" zgehrd :: TCMCVCM | ||
486 | |||
487 | -- | Hessenberg factorization of a square real matrix, using LAPACK's /dgehrd/. | ||
488 | hessR :: Matrix Double -> (Matrix Double, Vector Double) | ||
489 | hessR = hessAux dgehrd "hessR" . fmat | ||
490 | |||
491 | -- | Hessenberg factorization of a square complex matrix, using LAPACK's /zgehrd/. | ||
492 | hessC :: Matrix (Complex Double) -> (Matrix (Complex Double), Vector (Complex Double)) | ||
493 | hessC = hessAux zgehrd "hessC" . fmat | ||
494 | |||
495 | hessAux f st a = unsafePerformIO $ do | ||
496 | r <- createMatrix ColumnMajor m n | ||
497 | tau <- createVector (mn-1) | ||
498 | app3 f mat a vec tau mat r st | ||
499 | return (r,tau) | ||
500 | where m = rows a | ||
501 | n = cols a | ||
502 | mn = min m n | ||
503 | |||
504 | ----------------------------------------------------------------------------------- | ||
505 | foreign import ccall unsafe "schur_l_R" dgees :: TMMM | ||
506 | foreign import ccall unsafe "schur_l_C" zgees :: TCMCMCM | ||
507 | |||
508 | -- | Schur factorization of a square real matrix, using LAPACK's /dgees/. | ||
509 | schurR :: Matrix Double -> (Matrix Double, Matrix Double) | ||
510 | schurR = schurAux dgees "schurR" . fmat | ||
511 | |||
512 | -- | Schur factorization of a square complex matrix, using LAPACK's /zgees/. | ||
513 | schurC :: Matrix (Complex Double) -> (Matrix (Complex Double), Matrix (Complex Double)) | ||
514 | schurC = schurAux zgees "schurC" . fmat | ||
515 | |||
516 | schurAux f st a = unsafePerformIO $ do | ||
517 | u <- createMatrix ColumnMajor n n | ||
518 | s <- createMatrix ColumnMajor n n | ||
519 | app3 f mat a mat u mat s st | ||
520 | return (u,s) | ||
521 | where n = rows a | ||
522 | |||
523 | ----------------------------------------------------------------------------------- | ||
524 | foreign import ccall unsafe "lu_l_R" dgetrf :: TMVM | ||
525 | foreign import ccall unsafe "lu_l_C" zgetrf :: TCMVCM | ||
526 | |||
527 | -- | LU factorization of a general real matrix, using LAPACK's /dgetrf/. | ||
528 | luR :: Matrix Double -> (Matrix Double, [Int]) | ||
529 | luR = luAux dgetrf "luR" . fmat | ||
530 | |||
531 | -- | LU factorization of a general complex matrix, using LAPACK's /zgetrf/. | ||
532 | luC :: Matrix (Complex Double) -> (Matrix (Complex Double), [Int]) | ||
533 | luC = luAux zgetrf "luC" . fmat | ||
534 | |||
535 | luAux f st a = unsafePerformIO $ do | ||
536 | lu <- createMatrix ColumnMajor n m | ||
537 | piv <- createVector (min n m) | ||
538 | app3 f mat a vec piv mat lu st | ||
539 | return (lu, map (pred.round) (toList piv)) | ||
540 | where n = rows a | ||
541 | m = cols a | ||
542 | |||
543 | ----------------------------------------------------------------------------------- | ||
544 | type TW a = CInt -> PD -> a | ||
545 | type TQ a = CInt -> CInt -> PC -> a | ||
546 | |||
547 | foreign import ccall unsafe "luS_l_R" dgetrs :: TMVMM | ||
548 | foreign import ccall unsafe "luS_l_C" zgetrs :: TQ (TW (TQ (TQ (IO CInt)))) | ||
549 | |||
550 | -- | Solve a real linear system from a precomputed LU decomposition ('luR'), using LAPACK's /dgetrs/. | ||
551 | lusR :: Matrix Double -> [Int] -> Matrix Double -> Matrix Double | ||
552 | lusR a piv b = lusAux dgetrs "lusR" (fmat a) piv (fmat b) | ||
553 | |||
554 | -- | Solve a real linear system from a precomputed LU decomposition ('luC'), using LAPACK's /zgetrs/. | ||
555 | lusC :: Matrix (Complex Double) -> [Int] -> Matrix (Complex Double) -> Matrix (Complex Double) | ||
556 | lusC a piv b = lusAux zgetrs "lusC" (fmat a) piv (fmat b) | ||
557 | |||
558 | lusAux f st a piv b | ||
559 | | n1==n2 && n2==n =unsafePerformIO $ do | ||
560 | x <- createMatrix ColumnMajor n m | ||
561 | app4 f mat a vec piv' mat b mat x st | ||
562 | return x | ||
563 | | otherwise = error $ st ++ " on LU factorization of nonsquare matrix" | ||
564 | where n1 = rows a | ||
565 | n2 = cols a | ||
566 | n = rows b | ||
567 | m = cols b | ||
568 | piv' = fromList (map (fromIntegral.succ) piv) :: Vector Double | ||
569 | |||