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-rw-r--r--packages/base/src/Numeric/LinearAlgebra/HMatrix.hs228
-rw-r--r--packages/base/src/Numeric/LinearAlgebra/HMatrix/Util.hs29
-rw-r--r--packages/base/src/Numeric/LinearAlgebra/Static.hs4
-rw-r--r--packages/base/src/Numeric/LinearAlgebra/Static/Internal.hs4
-rw-r--r--packages/base/src/Numeric/LinearAlgebra/Util.hs48
5 files changed, 10 insertions, 303 deletions
diff --git a/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs b/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
index a640351..8e67eb4 100644
--- a/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/HMatrix.hs
@@ -1,4 +1,4 @@
1----------------------------------------------------------------------------- 1--------------------------------------------------------------------------------
2{- | 2{- |
3Module : Numeric.LinearAlgebra.HMatrix 3Module : Numeric.LinearAlgebra.HMatrix
4Copyright : (c) Alberto Ruiz 2006-14 4Copyright : (c) Alberto Ruiz 2006-14
@@ -7,229 +7,11 @@ Maintainer : Alberto Ruiz
7Stability : provisional 7Stability : provisional
8 8
9-} 9-}
10----------------------------------------------------------------------------- 10--------------------------------------------------------------------------------
11module Numeric.LinearAlgebra.HMatrix (
12
13 -- * Basic types and data processing
14 module Numeric.LinearAlgebra.Data,
15
16 -- * Arithmetic and numeric classes
17 -- |
18 -- The standard numeric classes are defined elementwise:
19 --
20 -- >>> vector [1,2,3] * vector [3,0,-2]
21 -- fromList [3.0,0.0,-6.0]
22 --
23 -- >>> matrix 3 [1..9] * ident 3
24 -- (3><3)
25 -- [ 1.0, 0.0, 0.0
26 -- , 0.0, 5.0, 0.0
27 -- , 0.0, 0.0, 9.0 ]
28 --
29 -- In arithmetic operations single-element vectors and matrices
30 -- (created from numeric literals or using 'scalar') automatically
31 -- expand to match the dimensions of the other operand:
32 --
33 -- >>> 5 + 2*ident 3 :: Matrix Double
34 -- (3><3)
35 -- [ 7.0, 5.0, 5.0
36 -- , 5.0, 7.0, 5.0
37 -- , 5.0, 5.0, 7.0 ]
38 --
39 -- >>> matrix 3 [1..9] + matrix 1 [10,20,30]
40 -- (3><3)
41 -- [ 11.0, 12.0, 13.0
42 -- , 24.0, 25.0, 26.0
43 -- , 37.0, 38.0, 39.0 ]
44 --
45
46 -- * Products
47 -- ** dot
48 dot, (<·>),
49 -- ** matrix-vector
50 app, (#>), (<#), (!#>),
51 -- ** matrix-matrix
52 mul, (<>),
53 -- | The matrix product is also implemented in the "Data.Monoid" instance, where
54 -- single-element matrices (created from numeric literals or using 'scalar')
55 -- are used for scaling.
56 --
57 -- >>> import Data.Monoid as M
58 -- >>> let m = matrix 3 [1..6]
59 -- >>> m M.<> 2 M.<> diagl[0.5,1,0]
60 -- (2><3)
61 -- [ 1.0, 4.0, 0.0
62 -- , 4.0, 10.0, 0.0 ]
63 --
64 -- 'mconcat' uses 'optimiseMult' to get the optimal association order.
65
66
67 -- ** other
68 outer, kronecker, cross,
69 scale,
70 sumElements, prodElements,
71
72 -- * Linear Systems
73 (<\>),
74 linearSolve,
75 linearSolveLS,
76 linearSolveSVD,
77 luSolve,
78 cholSolve,
79 cgSolve,
80 cgSolve',
81
82 -- * Inverse and pseudoinverse
83 inv, pinv, pinvTol,
84
85 -- * Determinant and rank
86 rcond, rank,
87 det, invlndet,
88
89 -- * Norms
90 Normed(..),
91 norm_Frob, norm_nuclear,
92
93 -- * Nullspace and range
94 orth,
95 nullspace, null1, null1sym,
96
97 -- * SVD
98 svd,
99 thinSVD,
100 compactSVD,
101 singularValues,
102 leftSV, rightSV,
103
104 -- * Eigensystems
105 eig, eigSH, eigSH',
106 eigenvalues, eigenvaluesSH, eigenvaluesSH',
107 geigSH',
108
109 -- * QR
110 qr, rq, qrRaw, qrgr,
111
112 -- * Cholesky
113 chol, cholSH, mbCholSH,
114
115 -- * Hessenberg
116 hess,
117
118 -- * Schur
119 schur,
120
121 -- * LU
122 lu, luPacked,
123
124 -- * Matrix functions
125 expm,
126 sqrtm,
127 matFunc,
128
129 -- * Correlation and convolution
130 corr, conv, corrMin, corr2, conv2,
131
132 -- * Random arrays
133 11
134 Seed, RandDist(..), randomVector, rand, randn, gaussianSample, uniformSample, 12module Numeric.LinearAlgebra.HMatrix (
135 13 module Numeric.LinearAlgebra
136 -- * Misc
137 meanCov, rowOuters, peps, relativeError, haussholder, optimiseMult, udot, nullspaceSVD, orthSVD, ranksv,
138 ℝ,ℂ,iC,
139 -- * Auxiliary classes
140 Element, Container, Product, Numeric, LSDiv,
141 Complexable, RealElement,
142 RealOf, ComplexOf, SingleOf, DoubleOf,
143 IndexOf,
144 Field,
145-- Normed,
146 Transposable,
147 CGState(..),
148 Testable(..)
149) where 14) where
150 15
151import Numeric.LinearAlgebra.Data 16import Numeric.LinearAlgebra
152
153import Numeric.Matrix()
154import Numeric.Vector()
155import Data.Packed.Numeric hiding ((<>), mul)
156import Numeric.LinearAlgebra.Algorithms hiding (linearSolve,Normed,orth)
157import qualified Numeric.LinearAlgebra.Algorithms as A
158import Numeric.LinearAlgebra.Util
159import Numeric.LinearAlgebra.Random
160import Numeric.Sparse((!#>))
161import Numeric.LinearAlgebra.Util.CG
162
163{- | infix synonym of 'mul'
164
165>>> let a = (3><5) [1..]
166>>> a
167(3><5)
168 [ 1.0, 2.0, 3.0, 4.0, 5.0
169 , 6.0, 7.0, 8.0, 9.0, 10.0
170 , 11.0, 12.0, 13.0, 14.0, 15.0 ]
171
172>>> let b = (5><2) [1,3, 0,2, -1,5, 7,7, 6,0]
173>>> b
174(5><2)
175 [ 1.0, 3.0
176 , 0.0, 2.0
177 , -1.0, 5.0
178 , 7.0, 7.0
179 , 6.0, 0.0 ]
180
181>>> a <> b
182(3><2)
183 [ 56.0, 50.0
184 , 121.0, 135.0
185 , 186.0, 220.0 ]
186
187-}
188(<>) :: Numeric t => Matrix t -> Matrix t -> Matrix t
189(<>) = mXm
190infixr 8 <>
191
192-- | dense matrix product
193mul :: Numeric t => Matrix t -> Matrix t -> Matrix t
194mul = mXm
195
196
197{- | Solve a linear system (for square coefficient matrix and several right-hand sides) using the LU decomposition, returning Nothing for a singular system. For underconstrained or overconstrained systems use 'linearSolveLS' or 'linearSolveSVD'.
198
199@
200a = (2><2)
201 [ 1.0, 2.0
202 , 3.0, 5.0 ]
203@
204
205@
206b = (2><3)
207 [ 6.0, 1.0, 10.0
208 , 15.0, 3.0, 26.0 ]
209@
210
211>>> linearSolve a b
212Just (2><3)
213 [ -1.4802973661668753e-15, 0.9999999999999997, 1.999999999999997
214 , 3.000000000000001, 1.6653345369377348e-16, 4.000000000000002 ]
215
216>>> let Just x = it
217>>> disp 5 x
2182x3
219-0.00000 1.00000 2.00000
220 3.00000 0.00000 4.00000
221
222>>> a <> x
223(2><3)
224 [ 6.0, 1.0, 10.0
225 , 15.0, 3.0, 26.0 ]
226
227-}
228linearSolve m b = A.mbLinearSolve m b
229
230-- | return an orthonormal basis of the null space of a matrix. See also 'nullspaceSVD'.
231nullspace m = nullspaceSVD (Left (1*eps)) m (rightSV m)
232
233-- | return an orthonormal basis of the range space of a matrix. See also 'orthSVD'.
234orth m = orthSVD (Left (1*eps)) m (leftSV m)
235 17
diff --git a/packages/base/src/Numeric/LinearAlgebra/HMatrix/Util.hs b/packages/base/src/Numeric/LinearAlgebra/HMatrix/Util.hs
deleted file mode 100644
index 818b226..0000000
--- a/packages/base/src/Numeric/LinearAlgebra/HMatrix/Util.hs
+++ /dev/null
@@ -1,29 +0,0 @@
1-----------------------------------------------------------------------------
2{- |
3Module : Numeric.LinearAlgebra.HMatrix.Util
4Copyright : (c) Alberto Ruiz 2015
5License : BSD3
6Maintainer : Alberto Ruiz
7Stability : provisional
8
9-}
10-----------------------------------------------------------------------------
11
12module Numeric.LinearAlgebra.HMatrix.Util(
13 unitary,
14 pairwiseD2,
15 -- * Tools for the Kronecker product
16 --
17 -- | (see A. Fusiello, A matter of notation: Several uses of the Kronecker product in
18 -- 3d computer vision, Pattern Recognition Letters 28 (15) (2007) 2127-2132)
19
20 --
21 -- | @`vec` (a \<> x \<> b) == ('trans' b ` 'kronecker' ` a) \<> 'vec' x@
22 vec,
23 vech,
24 dup,
25 vtrans
26) where
27
28import Numeric.LinearAlgebra.Util
29
diff --git a/packages/base/src/Numeric/LinearAlgebra/Static.hs b/packages/base/src/Numeric/LinearAlgebra/Static.hs
index 4c3186f..25b10b4 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Static.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Static.hs
@@ -60,13 +60,13 @@ module Numeric.LinearAlgebra.Static(
60 60
61 61
62import GHC.TypeLits 62import GHC.TypeLits
63import Numeric.LinearAlgebra.HMatrix hiding ( 63import Numeric.LinearAlgebra hiding (
64 (<>),(#>),(<·>),Konst(..),diag, disp,(¦),(——), 64 (<>),(#>),(<·>),Konst(..),diag, disp,(¦),(——),
65 row,col,vector,matrix,linspace,toRows,toColumns, 65 row,col,vector,matrix,linspace,toRows,toColumns,
66 (<\>),fromList,takeDiag,svd,eig,eigSH,eigSH', 66 (<\>),fromList,takeDiag,svd,eig,eigSH,eigSH',
67 eigenvalues,eigenvaluesSH,eigenvaluesSH',build, 67 eigenvalues,eigenvaluesSH,eigenvaluesSH',build,
68 qr,size,app,mul,dot,chol) 68 qr,size,app,mul,dot,chol)
69import qualified Numeric.LinearAlgebra.HMatrix as LA 69import qualified Numeric.LinearAlgebra as LA
70import Data.Proxy(Proxy) 70import Data.Proxy(Proxy)
71import Numeric.LinearAlgebra.Static.Internal 71import Numeric.LinearAlgebra.Static.Internal
72import Control.Arrow((***)) 72import Control.Arrow((***))
diff --git a/packages/base/src/Numeric/LinearAlgebra/Static/Internal.hs b/packages/base/src/Numeric/LinearAlgebra/Static/Internal.hs
index ec02cf6..a5fc29b 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Static/Internal.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Static/Internal.hs
@@ -24,8 +24,8 @@ module Numeric.LinearAlgebra.Static.Internal where
24 24
25 25
26import GHC.TypeLits 26import GHC.TypeLits
27import qualified Numeric.LinearAlgebra.HMatrix as LA 27import qualified Numeric.LinearAlgebra as LA
28import Numeric.LinearAlgebra.HMatrix hiding (konst,size) 28import Numeric.LinearAlgebra hiding (konst,size)
29import Data.Packed as D 29import Data.Packed as D
30import Data.Packed.ST 30import Data.Packed.ST
31import Data.Proxy(Proxy) 31import Data.Proxy(Proxy)
diff --git a/packages/base/src/Numeric/LinearAlgebra/Util.hs b/packages/base/src/Numeric/LinearAlgebra/Util.hs
index 89202d3..370ca27 100644
--- a/packages/base/src/Numeric/LinearAlgebra/Util.hs
+++ b/packages/base/src/Numeric/LinearAlgebra/Util.hs
@@ -16,7 +16,6 @@ Stability : provisional
16 16
17-} 17-}
18----------------------------------------------------------------------------- 18-----------------------------------------------------------------------------
19{-# OPTIONS_HADDOCK hide #-}
20 19
21module Numeric.LinearAlgebra.Util( 20module Numeric.LinearAlgebra.Util(
22 21
@@ -53,18 +52,7 @@ module Numeric.LinearAlgebra.Util(
53 -- ** 1D 52 -- ** 1D
54 corr, conv, corrMin, 53 corr, conv, corrMin,
55 -- ** 2D 54 -- ** 2D
56 corr2, conv2, separable, 55 corr2, conv2, separable
57 -- * Tools for the Kronecker product
58 --
59 -- | (see A. Fusiello, A matter of notation: Several uses of the Kronecker product in
60 -- 3d computer vision, Pattern Recognition Letters 28 (15) (2007) 2127-2132)
61
62 --
63 -- | @`vec` (a \<> x \<> b) == ('trans' b ` 'kronecker' ` a) \<> 'vec' x@
64 vec,
65 vech,
66 dup,
67 vtrans
68) where 56) where
69 57
70import Data.Packed.Numeric 58import Data.Packed.Numeric
@@ -407,40 +395,6 @@ null1sym = last . toColumns . snd . eigSH'
407 395
408-------------------------------------------------------------------------------- 396--------------------------------------------------------------------------------
409 397
410vec :: Element t => Matrix t -> Vector t
411-- ^ stacking of columns
412vec = flatten . trans
413
414
415vech :: Element t => Matrix t -> Vector t
416-- ^ half-vectorization (of the lower triangular part)
417vech m = vjoin . zipWith f [0..] . toColumns $ m
418 where
419 f k v = subVector k (dim v - k) v
420
421
422dup :: (Num t, Num (Vector t), Element t) => Int -> Matrix t
423-- ^ duplication matrix (@'dup' k \<> 'vech' m == 'vec' m@, for symmetric m of 'dim' k)
424dup k = trans $ fromRows $ map f es
425 where
426 rs = zip [0..] (toRows (ident (k^(2::Int))))
427 es = [(i,j) | j <- [0..k-1], i <- [0..k-1], i>=j ]
428 f (i,j) | i == j = g (k*j + i)
429 | otherwise = g (k*j + i) + g (k*i + j)
430 g j = v
431 where
432 Just v = lookup j rs
433
434
435vtrans :: Element t => Int -> Matrix t -> Matrix t
436-- ^ generalized \"vector\" transposition: @'vtrans' 1 == 'trans'@, and @'vtrans' ('rows' m) m == 'asColumn' ('vec' m)@
437vtrans p m | r == 0 = fromBlocks . map (map asColumn . takesV (replicate q p)) . toColumns $ m
438 | otherwise = error $ "vtrans " ++ show p ++ " of matrix with " ++ show (rows m) ++ " rows"
439 where
440 (q,r) = divMod (rows m) p
441
442--------------------------------------------------------------------------------
443
444infixl 0 ~!~ 398infixl 0 ~!~
445c ~!~ msg = when c (error msg) 399c ~!~ msg = when c (error msg)
446 400