empty hmatrix-base

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diff --git a/packages/hmatrix/src/Numeric/Chain.hs b/packages/hmatrix/src/Numeric/Chain.hs
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+-----------------------------------------------------------------------------
+-- |
+-- Module      :  Numeric.Chain
+-- Copyright   :  (c) Vivian McPhail 2010
+-- License     :  GPL-style
+--
+-- Maintainer  :  Vivian McPhail <haskell.vivian.mcphail <at> gmail.com>
+-- Stability   :  provisional
+-- Portability :  portable
+--
+-- optimisation of association order for chains of matrix multiplication
+--
+-----------------------------------------------------------------------------
+
+module Numeric.Chain (
+                      optimiseMult,
+                     ) where
+
+import Data.Maybe
+
+import Data.Packed.Matrix
+import Numeric.ContainerBoot
+
+import qualified Data.Array.IArray as A
+
+-----------------------------------------------------------------------------
+{- | 
+     Provide optimal association order for a chain of matrix multiplications 
+     and apply the multiplications.
+
+     The algorithm is the well-known O(n\^3) dynamic programming algorithm
+     that builds a pyramid of optimal associations.
+
+> m1, m2, m3, m4 :: Matrix Double
+> m1 = (10><15) [1..]
+> m2 = (15><20) [1..]
+> m3 = (20><5) [1..]
+> m4 = (5><10) [1..]
+
+> >>> optimiseMult [m1,m2,m3,m4]
+
+will perform @((m1 `multiply` (m2 `multiply` m3)) `multiply` m4)@
+
+The naive left-to-right multiplication would take @4500@ scalar multiplications
+whereas the optimised version performs @2750@ scalar multiplications.  The complexity
+in this case is 32 (= 4^3/2) * (2 comparisons, 3 scalar multiplications, 3 scalar additions,
+5 lookups, 2 updates) + a constant (= three table allocations)
+-}
+optimiseMult :: Product t => [Matrix t] -> Matrix t
+optimiseMult = chain
+
+-----------------------------------------------------------------------------
+
+type Matrices a = A.Array Int (Matrix a)
+type Sizes      = A.Array Int (Int,Int)
+type Cost       = A.Array Int (A.Array Int (Maybe Int))
+type Indexes    = A.Array Int (A.Array Int (Maybe ((Int,Int),(Int,Int))))
+
+update :: A.Array Int (A.Array Int a) -> (Int,Int) -> a -> A.Array Int (A.Array Int a)
+update a (r,c) e = a A.// [(r,(a A.! r) A.// [(c,e)])]
+
+newWorkSpaceCost :: Int -> A.Array Int (A.Array Int (Maybe Int))
+newWorkSpaceCost n = A.array (1,n) $ map (\i -> (i, subArray i)) [1..n]
+   where subArray i = A.listArray (1,i) (repeat Nothing)
+
+newWorkSpaceIndexes :: Int -> A.Array Int (A.Array Int (Maybe ((Int,Int),(Int,Int))))
+newWorkSpaceIndexes n = A.array (1,n) $ map (\i -> (i, subArray i)) [1..n]
+   where subArray i = A.listArray (1,i) (repeat Nothing)
+
+matricesToSizes :: [Matrix a] -> Sizes
+matricesToSizes ms = A.listArray (1,length ms) $ map (\m -> (rows m,cols m)) ms
+
+chain :: Product a => [Matrix a] -> Matrix a
+chain []  = error "chain: zero matrices to multiply"
+chain [m] = m
+chain [ml,mr] = ml `multiply` mr
+chain ms = let ln = length ms
+               ma = A.listArray (1,ln) ms
+               mz = matricesToSizes ms
+               i = chain_cost mz
+           in chain_paren (ln,ln) i ma
+
+chain_cost :: Sizes -> Indexes
+chain_cost mz = let (_,u) = A.bounds mz
+                    cost = newWorkSpaceCost u
+                    ixes = newWorkSpaceIndexes u
+                    (_,_,i) =  foldl chain_cost' (mz,cost,ixes) (order u)
+                in i
+
+chain_cost' :: (Sizes,Cost,Indexes) -> (Int,Int) -> (Sizes,Cost,Indexes)
+chain_cost' sci@(mz,cost,ixes) (r,c) 
+    | c == 1                     = let cost' = update cost (r,c) (Just 0)
+                                       ixes' = update ixes (r,c) (Just ((r,c),(r,c)))
+                                       in (mz,cost',ixes')
+    | otherwise                  = minimum_cost sci (r,c)
+
+minimum_cost :: (Sizes,Cost,Indexes) -> (Int,Int) -> (Sizes,Cost,Indexes)
+minimum_cost sci fu = foldl (smaller_cost fu) sci (fulcrum_order fu)
+
+smaller_cost :: (Int,Int) -> (Sizes,Cost,Indexes) -> ((Int,Int),(Int,Int)) -> (Sizes,Cost,Indexes)
+smaller_cost (r,c) (mz,cost,ixes) ix@((lr,lc),(rr,rc)) = let op_cost =   fromJust ((cost A.! lr) A.! lc)
+                                                                       + fromJust ((cost A.! rr) A.! rc)
+                                                                       + fst (mz A.! (lr-lc+1))
+                                                                         * snd (mz A.! lc)
+                                                                         * snd (mz A.! rr)
+                                                             cost' = (cost A.! r) A.! c
+                                                         in case cost' of
+                                                                       Nothing -> let cost'' = update cost (r,c) (Just op_cost)
+                                                                                      ixes'' = update ixes (r,c) (Just ix)
+                                                                                  in (mz,cost'',ixes'')
+                                                                       Just ct -> if op_cost < ct then
+                                                                                  let cost'' = update cost (r,c) (Just op_cost)
+                                                                                      ixes'' = update ixes (r,c) (Just ix)
+                                                                                  in (mz,cost'',ixes'')
+                                                                                  else (mz,cost,ixes)
+                                                                         
+
+fulcrum_order (r,c) = let fs' = zip (repeat r) [1..(c-1)]
+                      in map (partner (r,c)) fs'
+
+partner (r,c) (a,b) = ((r-b, c-b), (a,b))
+
+order 0 = []
+order n = order (n-1) ++ zip (repeat n) [1..n]
+
+chain_paren :: Product a => (Int,Int) -> Indexes -> Matrices a -> Matrix a
+chain_paren (r,c) ixes ma = let ((lr,lc),(rr,rc)) = fromJust $ (ixes A.! r) A.! c
+                            in if lr == rr && lc == rc then (ma A.! lr)
+                               else (chain_paren (lr,lc) ixes ma) `multiply` (chain_paren (rr,rc) ixes ma) 
+
+--------------------------------------------------------------------------
+
+{- TESTS -}
+
+-- optimal association is ((m1*(m2*m3))*m4)
+m1, m2, m3, m4 :: Matrix Double
+m1 = (10><15) [1..]
+m2 = (15><20) [1..]
+m3 = (20><5) [1..]
+m4 = (5><10) [1..]
\ No newline at end of file