summaryrefslogtreecommitdiff
diff options
context:
space:
mode:
-rw-r--r--lib/Data/Packed/Internal/Matrix.hs25
-rw-r--r--lib/Data/Packed/Matrix.hs2
-rw-r--r--lib/Numeric/Conversion.hs9
-rw-r--r--lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c25
-rw-r--r--lib/Numeric/LinearAlgebra/Tests.hs10
-rw-r--r--lib/Numeric/LinearAlgebra/Tests/Properties.hs22
6 files changed, 71 insertions, 22 deletions
diff --git a/lib/Data/Packed/Internal/Matrix.hs b/lib/Data/Packed/Internal/Matrix.hs
index 5892f1c..d39481d 100644
--- a/lib/Data/Packed/Internal/Matrix.hs
+++ b/lib/Data/Packed/Internal/Matrix.hs
@@ -255,27 +255,27 @@ class (Storable a, Floating a) => Element a where
255 transdata = transdata' 255 transdata = transdata'
256 constantD :: a -> Int -> Vector a 256 constantD :: a -> Int -> Vector a
257 constantD = constant' 257 constantD = constant'
258 ctrans' :: Matrix a -> Matrix a 258 conjugateD :: Vector a -> Vector a
259 259
260instance Element Float where 260instance Element Float where
261 transdata = transdataAux ctransF 261 transdata = transdataAux ctransF
262 constantD = constantAux cconstantF 262 constantD = constantAux cconstantF
263 ctrans' = trans 263 conjugateD = id
264 264
265instance Element Double where 265instance Element Double where
266 transdata = transdataAux ctransR 266 transdata = transdataAux ctransR
267 constantD = constantAux cconstantR 267 constantD = constantAux cconstantR
268 ctrans' = trans 268 conjugateD = id
269 269
270instance Element (Complex Float) where 270instance Element (Complex Float) where
271 transdata = transdataAux ctransQ 271 transdata = transdataAux ctransQ
272 constantD = constantAux cconstantQ 272 constantD = constantAux cconstantQ
273 ctrans' = liftMatrix (mapVector conjugate) . trans 273 conjugateD = conjugateQ
274 274
275instance Element (Complex Double) where 275instance Element (Complex Double) where
276 transdata = transdataAux ctransC 276 transdata = transdataAux ctransC
277 constantD = constantAux cconstantC 277 constantD = constantAux cconstantC
278 ctrans' = liftMatrix (mapVector conjugate) . trans 278 conjugateD = conjugateC
279 279
280------------------------------------------------------------------- 280-------------------------------------------------------------------
281 281
@@ -359,6 +359,21 @@ constantC :: Complex Double -> Int -> Vector (Complex Double)
359constantC = constantAux cconstantC 359constantC = constantAux cconstantC
360foreign import ccall "constantC" cconstantC :: Ptr (Complex Double) -> TCV 360foreign import ccall "constantC" cconstantC :: Ptr (Complex Double) -> TCV
361 361
362---------------------------------------
363
364conjugateAux fun x = unsafePerformIO $ do
365 v <- createVector (dim x)
366 app2 fun vec x vec v "conjugateAux"
367 return v
368
369conjugateQ :: Vector (Complex Float) -> Vector (Complex Float)
370conjugateQ = conjugateAux c_conjugateQ
371foreign import ccall "conjugateQ" c_conjugateQ :: TQVQV
372
373conjugateC :: Vector (Complex Double) -> Vector (Complex Double)
374conjugateC = conjugateAux c_conjugateC
375foreign import ccall "conjugateC" c_conjugateC :: TCVCV
376
362---------------------------------------------------------------------- 377----------------------------------------------------------------------
363 378
364-- | Extracts a submatrix from a matrix. 379-- | Extracts a submatrix from a matrix.
diff --git a/lib/Data/Packed/Matrix.hs b/lib/Data/Packed/Matrix.hs
index af937f4..0fc7876 100644
--- a/lib/Data/Packed/Matrix.hs
+++ b/lib/Data/Packed/Matrix.hs
@@ -270,7 +270,7 @@ asColumn v = reshape 1 v
270 270
271-- | conjugate transpose 271-- | conjugate transpose
272ctrans :: Element e => Matrix e -> Matrix e 272ctrans :: Element e => Matrix e -> Matrix e
273ctrans = ctrans' 273ctrans = liftMatrix conjugateD . trans
274 274
275 275
276{- | creates a Matrix of the specified size using the supplied function to 276{- | creates a Matrix of the specified size using the supplied function to
diff --git a/lib/Numeric/Conversion.hs b/lib/Numeric/Conversion.hs
index b05069c..809ac51 100644
--- a/lib/Numeric/Conversion.hs
+++ b/lib/Numeric/Conversion.hs
@@ -69,7 +69,6 @@ class ComplexContainer c where
69 fromComplex :: (RealElement e) => c (Complex e) -> (c e, c e) 69 fromComplex :: (RealElement e) => c (Complex e) -> (c e, c e)
70 comp :: (RealElement e) => c e -> c (Complex e) 70 comp :: (RealElement e) => c e -> c (Complex e)
71 conj :: (RealElement e) => c (Complex e) -> c (Complex e) 71 conj :: (RealElement e) => c (Complex e) -> c (Complex e)
72-- cmap :: (Element a, Element b) => (a -> b) -> c a -> c b
73 single' :: Precision a b => c b -> c a 72 single' :: Precision a b => c b -> c a
74 double' :: Precision a b => c a -> c b 73 double' :: Precision a b => c a -> c b
75 74
@@ -78,16 +77,11 @@ instance ComplexContainer Vector where
78 toComplex = toComplexV 77 toComplex = toComplexV
79 fromComplex = fromComplexV 78 fromComplex = fromComplexV
80 comp v = toComplex (v,constantD 0 (dim v)) 79 comp v = toComplex (v,constantD 0 (dim v))
81 conj = conjV 80 conj = conjugateD
82-- cmap = mapVector
83 single' = double2FloatG 81 single' = double2FloatG
84 double' = float2DoubleG 82 double' = float2DoubleG
85 83
86 84
87-- | obtains the complex conjugate of a complex vector
88conjV :: (RealElement a) => Vector (Complex a) -> Vector (Complex a)
89conjV = mapVector conjugate
90
91-- | creates a complex vector from vectors with real and imaginary parts 85-- | creates a complex vector from vectors with real and imaginary parts
92toComplexV :: (RealElement a) => (Vector a, Vector a) -> Vector (Complex a) 86toComplexV :: (RealElement a) => (Vector a, Vector a) -> Vector (Complex a)
93toComplexV (r,i) = asComplex $ flatten $ fromColumns [r,i] 87toComplexV (r,i) = asComplex $ flatten $ fromColumns [r,i]
@@ -104,7 +98,6 @@ instance ComplexContainer Matrix where
104 where c = cols z 98 where c = cols z
105 comp = liftMatrix comp 99 comp = liftMatrix comp
106 conj = liftMatrix conj 100 conj = liftMatrix conj
107-- cmap f = liftMatrix (cmap f)
108 single' = liftMatrix single' 101 single' = liftMatrix single'
109 double' = liftMatrix double' 102 double' = liftMatrix double'
110 103
diff --git a/lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c b/lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c
index 9e44431..2c4c647 100644
--- a/lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c
+++ b/lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c
@@ -1201,3 +1201,28 @@ int double2float(DVEC(x),FVEC(y)) {
1201 } 1201 }
1202 OK 1202 OK
1203} 1203}
1204
1205//////////////////// conjugate /////////////////////////
1206
1207int conjugateQ(KQVEC(x),QVEC(t)) {
1208 REQUIRES(xn==tn,BAD_SIZE);
1209 DEBUGMSG("conjugateQ");
1210 int k;
1211 for(k=0;k<xn;k++) {
1212 ((complex*)tp)[k].r=((complex*)xp)[k].r;
1213 ((complex*)tp)[k].i=-((complex*)xp)[k].i;
1214 }
1215 OK
1216}
1217
1218int conjugateC(KCVEC(x),CVEC(t)) {
1219 REQUIRES(xn==tn,BAD_SIZE);
1220 DEBUGMSG("conjugateC");
1221 int k;
1222 for(k=0;k<xn;k++) {
1223 ((doublecomplex*)tp)[k].r=((doublecomplex*)xp)[k].r;
1224 ((doublecomplex*)tp)[k].i=-((doublecomplex*)xp)[k].i;
1225 }
1226 OK
1227}
1228
diff --git a/lib/Numeric/LinearAlgebra/Tests.hs b/lib/Numeric/LinearAlgebra/Tests.hs
index 0b4e3bf..426700b 100644
--- a/lib/Numeric/LinearAlgebra/Tests.hs
+++ b/lib/Numeric/LinearAlgebra/Tests.hs
@@ -271,6 +271,10 @@ normsMTest = TestList [
271 271
272--------------------------------------------------------------------- 272---------------------------------------------------------------------
273 273
274conjuTest m = mapVector conjugate (flatten (trans m)) == flatten (ctrans m)
275
276---------------------------------------------------------------------
277
274 278
275-- | All tests must pass with a maximum dimension of about 20 279-- | All tests must pass with a maximum dimension of about 20
276-- (some tests may fail with bigger sizes due to precision loss). 280-- (some tests may fail with bigger sizes due to precision loss).
@@ -292,6 +296,9 @@ runTests n = do
292 putStrLn "------ sub-trans" 296 putStrLn "------ sub-trans"
293 test (subProp . rM) 297 test (subProp . rM)
294 test (subProp . cM) 298 test (subProp . cM)
299 putStrLn "------ ctrans"
300 test (conjuTest . cM)
301 test (conjuTest . zM)
295 putStrLn "------ lu" 302 putStrLn "------ lu"
296 test (luProp . rM) 303 test (luProp . rM)
297 test (luProp . cM) 304 test (luProp . cM)
@@ -362,6 +369,9 @@ runTests n = do
362 test (qrProp . cM) 369 test (qrProp . cM)
363 test (rqProp . rM) 370 test (rqProp . rM)
364 test (rqProp . cM) 371 test (rqProp . cM)
372 test (rqProp1 . cM)
373 test (rqProp2 . cM)
374 test (rqProp3 . cM)
365 putStrLn "------ hess" 375 putStrLn "------ hess"
366 test (hessProp . rSq) 376 test (hessProp . rSq)
367 test (hessProp . cSq) 377 test (hessProp . cSq)
diff --git a/lib/Numeric/LinearAlgebra/Tests/Properties.hs b/lib/Numeric/LinearAlgebra/Tests/Properties.hs
index b96f53e..e780c35 100644
--- a/lib/Numeric/LinearAlgebra/Tests/Properties.hs
+++ b/lib/Numeric/LinearAlgebra/Tests/Properties.hs
@@ -32,7 +32,7 @@ module Numeric.LinearAlgebra.Tests.Properties (
32 svdProp1, svdProp1a, svdProp1b, svdProp2, svdProp3, svdProp4, 32 svdProp1, svdProp1a, svdProp1b, svdProp2, svdProp3, svdProp4,
33 svdProp5a, svdProp5b, svdProp6a, svdProp6b, svdProp7, 33 svdProp5a, svdProp5b, svdProp6a, svdProp6b, svdProp7,
34 eigProp, eigSHProp, eigProp2, eigSHProp2, 34 eigProp, eigSHProp, eigProp2, eigSHProp2,
35 qrProp, rqProp, 35 qrProp, rqProp, rqProp1, rqProp2, rqProp3,
36 hessProp, 36 hessProp,
37 schurProp1, schurProp2, 37 schurProp1, schurProp2,
38 cholProp, 38 cholProp,
@@ -210,15 +210,21 @@ eigSHProp2 m = fst (eigSH m) |~| eigenvaluesSH m
210qrProp m = q <> r |~| m && unitary q && upperTriang r 210qrProp m = q <> r |~| m && unitary q && upperTriang r
211 where (q,r) = qr m 211 where (q,r) = qr m
212 212
213rqProp m = r <> q |~| m && unitary q && utr 213rqProp m = r <> q |~| m && unitary q && upperTriang' r
214 where (r,q) = rq m 214 where (r,q) = rq m
215 upptr f c = buildMatrix f c $ \(r',c') -> if r'-t > c' then 0 else 1
216 where t = f-c
217 utr = upptr (rows r) (cols r) * r |~| r
218 215
219upperTriang' m = rows m == 1 || down |~| z 216rqProp1 m = r <> q |~| m
220 where down = fromList $ concat $ zipWith drop [1..] (toLists (ctrans m)) 217 where (r,q) = rq m
221 z = constant 0 (dim down) 218
219rqProp2 m = unitary q
220 where (r,q) = rq m
221
222rqProp3 m = upperTriang' r
223 where (r,q) = rq m
224
225upperTriang' r = upptr (rows r) (cols r) * r |~| r
226 where upptr f c = buildMatrix f c $ \(r',c') -> if r'-t > c' then 0 else 1
227 where t = f-c
222 228
223hessProp m = m |~| p <> h <> ctrans p && unitary p && upperHessenberg h 229hessProp m = m |~| p <> h <> ctrans p && unitary p && upperHessenberg h
224 where (p,h) = hess m 230 where (p,h) = hess m