{-# OPTIONS_GHC -fglasgow-exts -fallow-undecidable-instances #-} ----------------------------------------------------------------------------- {- | Module : GSLHaskell Copyright : (c) Alberto Ruiz 2006 License : GPL-style Maintainer : Alberto Ruiz (aruiz at um dot es) Stability : provisional Portability : uses -fffi and -fglasgow-exts GSLHaskell interface, with reasonable numeric instances for Vectors and Matrices. In the context of the standard numeric operators, one-component vectors and matrices automatically expand to match the dimensions of the other operand. -} ----------------------------------------------------------------------------- module GSLHaskell( module Data.Packed.Vector, module Data.Packed.Matrix, module LinearAlgebra.Algorithms, module LAPACK, module GSL.Integration, module GSL.Differentiation, module GSL.Fourier, module GSL.Polynomials, module GSL.Minimization, module GSL.Matrix, module GSL.Special, module Graphics.Plot, module Complex, Mul,(<>), readMatrix, size, dispR, dispC, format, gmap, Joinable, (<|>),(<->), GSLHaskell.constant, fromArray2D, fromComplex, toComplex, GSLHaskell.pnorm, scale, outer ) where import LAPACK import GSL.Integration import GSL.Differentiation import GSL.Fourier import GSL.Polynomials import GSL.Minimization import GSL.Matrix import Graphics.Plot import Complex import GSL.Special(setErrorHandlerOff, erf, erf_Z, bessel_J0_e, exp_e10_e, gamma) import Data.Packed.Internal hiding (dsp) import Data.Packed.Vector hiding (constant) import Data.Packed.Matrix import Data.Packed.Matrix hiding ((><)) import GSL.Vector import LinearAlgebra.Linear import qualified LinearAlgebra.Algorithms import LinearAlgebra.Algorithms hiding (pnorm) import Complex import Numeric(showGFloat) import Data.List(transpose,intersperse) import Foreign(Storable) import Data.Array adaptScalar f1 f2 f3 x y | dim x == 1 = f1 (x@>0) y | dim y == 1 = f3 x (y@>0) | otherwise = f2 x y liftMatrix2' :: (Field t, Field a, Field b) => (Vector a -> Vector b -> Vector t) -> Matrix a -> Matrix b -> Matrix t liftMatrix2' f m1 m2 | compat' m1 m2 = reshape (max (cols m1) (cols m2)) (f (cdat m1) (cdat m2)) | otherwise = error "nonconformant matrices in liftMatrix2'" compat' :: Matrix a -> Matrix b -> Bool compat' m1 m2 = rows m1 == 1 && cols m1 == 1 || rows m2 == 1 && cols m2 == 1 || rows m1 == rows m2 && cols m1 == cols m2 instance (Eq a, Field a) => Eq (Vector a) where a == b = dim a == dim b && toList a == toList b instance (Linear Vector a) => Num (Vector a) where (+) = adaptScalar addConstant add (flip addConstant) negate = scale (-1) (*) = adaptScalar scale mul (flip scale) signum = liftVector signum abs = liftVector abs fromInteger = fromList . return . fromInteger instance (Eq a, Field a) => Eq (Matrix a) where a == b = rows a == rows b && cols a == cols b && cdat a == cdat b && fdat a == fdat b instance (Field a, Linear Vector a) => Num (Matrix a) where (+) = liftMatrix2' (+) (-) = liftMatrix2' (-) negate = liftMatrix negate (*) = liftMatrix2' (*) signum = liftMatrix signum abs = liftMatrix abs fromInteger = (1><1) . return . fromInteger --------------------------------------------------- instance Fractional (Vector Double) where fromRational n = fromList [fromRational n] (/) = adaptScalar f (vectorZipR Div) g where r `f` v = vectorMapValR Recip r v v `g` r = scale (recip r) v ------------------------------------------------------- instance Fractional (Vector (Complex Double)) where fromRational n = fromList [fromRational n] (/) = adaptScalar f (vectorZipC Div) g where r `f` v = vectorMapValC Recip r v v `g` r = scale (recip r) v ------------------------------------------------------ instance Fractional (Matrix Double) where fromRational n = (1><1) [fromRational n] (/) = liftMatrix2' (/) ------------------------------------------------------- instance Fractional (Matrix (Complex Double)) where fromRational n = (1><1) [fromRational n] (/) = liftMatrix2' (/) --------------------------------------------------------- instance Floating (Vector Double) where sin = vectorMapR Sin cos = vectorMapR Cos tan = vectorMapR Tan asin = vectorMapR ASin acos = vectorMapR ACos atan = vectorMapR ATan sinh = vectorMapR Sinh cosh = vectorMapR Cosh tanh = vectorMapR Tanh asinh = vectorMapR ASinh acosh = vectorMapR ACosh atanh = vectorMapR ATanh exp = vectorMapR Exp log = vectorMapR Log sqrt = vectorMapR Sqrt (**) = adaptScalar (vectorMapValR PowSV) (vectorZipR Pow) (flip (vectorMapValR PowVS)) pi = fromList [pi] ----------------------------------------------------------- instance Floating (Matrix Double) where sin = liftMatrix sin cos = liftMatrix cos tan = liftMatrix tan asin = liftMatrix asin acos = liftMatrix acos atan = liftMatrix atan sinh = liftMatrix sinh cosh = liftMatrix cosh tanh = liftMatrix tanh asinh = liftMatrix asinh acosh = liftMatrix acosh atanh = liftMatrix atanh exp = liftMatrix exp log = liftMatrix log (**) = liftMatrix2' (**) sqrt = liftMatrix sqrt pi = (1><1) [pi] ------------------------------------------------------------- instance Floating (Vector (Complex Double)) where sin = vectorMapC Sin cos = vectorMapC Cos tan = vectorMapC Tan asin = vectorMapC ASin acos = vectorMapC ACos atan = vectorMapC ATan sinh = vectorMapC Sinh cosh = vectorMapC Cosh tanh = vectorMapC Tanh asinh = vectorMapC ASinh acosh = vectorMapC ACosh atanh = vectorMapC ATanh exp = vectorMapC Exp log = vectorMapC Log sqrt = vectorMapC Sqrt (**) = adaptScalar (vectorMapValC PowSV) (vectorZipC Pow) (flip (vectorMapValC PowVS)) pi = fromList [pi] --------------------------------------------------------------- instance Floating (Matrix (Complex Double)) where sin = liftMatrix sin cos = liftMatrix cos tan = liftMatrix tan asin = liftMatrix asin acos = liftMatrix acos atan = liftMatrix atan sinh = liftMatrix sinh cosh = liftMatrix cosh tanh = liftMatrix tanh asinh = liftMatrix asinh acosh = liftMatrix acosh atanh = liftMatrix atanh exp = liftMatrix exp log = liftMatrix log (**) = liftMatrix2' (**) sqrt = liftMatrix sqrt pi = (1><1) [pi] --------------------------------------------------------------- class Mul a b c | a b -> c where infixl 7 <> {- | An overloaded operator for matrix products, matrix-vector and vector-matrix products, dot products and scaling of vectors and matrices. Type consistency is statically checked. Alternatively, you can use the specific functions described below, but using this operator you can automatically combine real and complex objects. @v = 'fromList' [1,2,3] :: Vector Double cv = 'fromList' [1+'i',2] m = 'fromLists' [[1,2,3], [4,5,7]] :: Matrix Double cm = 'fromLists' [[ 1, 2], [3+'i',7*'i'], [ 'i', 1]] \ \> m \<\> v 14. 35. \ \> cv \<\> m 9.+1.i 12.+2.i 17.+3.i \ \> m \<\> cm 7.+5.i 5.+14.i 19.+12.i 15.+35.i \ \> v \<\> 'i' 1.i 2.i 3.i \ \> v \<\> v 14.0 \ \> cv \<\> cv 4.0 :+ 2.0@ -} (<>) :: a -> b -> c instance Mul Double Double Double where (<>) = (*) instance Mul Double (Complex Double) (Complex Double) where a <> b = (a:+0) * b instance Mul (Complex Double) Double (Complex Double) where a <> b = a * (b:+0) instance Mul (Complex Double) (Complex Double) (Complex Double) where (<>) = (*) --------------------------------- matrix matrix instance Mul (Matrix Double) (Matrix Double) (Matrix Double) where (<>) = multiply instance Mul (Matrix (Complex Double)) (Matrix (Complex Double)) (Matrix (Complex Double)) where (<>) = multiply instance Mul (Matrix (Complex Double)) (Matrix Double) (Matrix (Complex Double)) where c <> r = c <> liftMatrix comp r instance Mul (Matrix Double) (Matrix (Complex Double)) (Matrix (Complex Double)) where r <> c = liftMatrix comp r <> c --------------------------------- (Matrix Double) (Vector Double) instance Mul (Matrix Double) (Vector Double) (Vector Double) where (<>) = mXv instance Mul (Matrix (Complex Double)) (Vector (Complex Double)) (Vector (Complex Double)) where (<>) = mXv instance Mul (Matrix (Complex Double)) (Vector Double) (Vector (Complex Double)) where m <> v = m <> comp v instance Mul (Matrix Double) (Vector (Complex Double)) (Vector (Complex Double)) where m <> v = liftMatrix comp m <> v --------------------------------- (Vector Double) (Matrix Double) instance Mul (Vector Double) (Matrix Double) (Vector Double) where (<>) = vXm instance Mul (Vector (Complex Double)) (Matrix (Complex Double)) (Vector (Complex Double)) where (<>) = vXm instance Mul (Vector (Complex Double)) (Matrix Double) (Vector (Complex Double)) where v <> m = v <> liftMatrix comp m instance Mul (Vector Double) (Matrix (Complex Double)) (Vector (Complex Double)) where v <> m = comp v <> m --------------------------------- dot product instance Mul (Vector Double) (Vector Double) Double where (<>) = dot instance Mul (Vector (Complex Double)) (Vector (Complex Double)) (Complex Double) where (<>) = dot instance Mul (Vector Double) (Vector (Complex Double)) (Complex Double) where a <> b = comp a <> b instance Mul (Vector (Complex Double)) (Vector Double) (Complex Double) where (<>) = flip (<>) --------------------------------- scaling vectors instance Mul Double (Vector Double) (Vector Double) where (<>) = scale instance Mul (Vector Double) Double (Vector Double) where (<>) = flip (<>) instance Mul (Complex Double) (Vector (Complex Double)) (Vector (Complex Double)) where (<>) = scale instance Mul (Vector (Complex Double)) (Complex Double) (Vector (Complex Double)) where (<>) = flip (<>) instance Mul Double (Vector (Complex Double)) (Vector (Complex Double)) where a <> v = (a:+0) <> v instance Mul (Vector (Complex Double)) Double (Vector (Complex Double)) where (<>) = flip (<>) instance Mul (Complex Double) (Vector Double) (Vector (Complex Double)) where a <> v = a <> comp v instance Mul (Vector Double) (Complex Double) (Vector (Complex Double)) where (<>) = flip (<>) --------------------------------- scaling matrices instance Mul Double (Matrix Double) (Matrix Double) where (<>) a = liftMatrix (a <>) instance Mul (Matrix Double) Double (Matrix Double) where (<>) = flip (<>) instance Mul (Complex Double) (Matrix (Complex Double)) (Matrix (Complex Double)) where (<>) a = liftMatrix (a <>) instance Mul (Matrix (Complex Double)) (Complex Double) (Matrix (Complex Double)) where (<>) = flip (<>) instance Mul Double (Matrix (Complex Double)) (Matrix (Complex Double)) where a <> m = (a:+0) <> m instance Mul (Matrix (Complex Double)) Double (Matrix (Complex Double)) where (<>) = flip (<>) instance Mul (Complex Double) (Matrix Double) (Matrix (Complex Double)) where a <> m = a <> liftMatrix comp m instance Mul (Matrix Double) (Complex Double) (Matrix (Complex Double)) where (<>) = flip (<>) ----------------------------------------------------------------------------------- size :: Vector a -> Int size = dim gmap :: (Storable a, Storable b) => (a->b) -> Vector a -> Vector b gmap f v = liftVector f v constant :: Double -> Int -> Vector Double constant = constantR -- shows a Double with n digits after the decimal point shf :: (RealFloat a) => Int -> a -> String shf dec n | abs n < 1e-10 = "0." | abs (n - (fromIntegral.round $ n)) < 1e-10 = show (round n) ++"." | otherwise = showGFloat (Just dec) n "" -- shows a Complex Double as a pair, with n digits after the decimal point shfc n z@ (a:+b) | magnitude z <1e-10 = "0." | abs b < 1e-10 = shf n a | abs a < 1e-10 = shf n b ++"i" | b > 0 = shf n a ++"+"++shf n b ++"i" | otherwise = shf n a ++shf n b ++"i" dsp :: String -> [[String]] -> String dsp sep as = unlines . map unwords' $ transpose mtp where mt = transpose as longs = map (maximum . map length) mt mtp = zipWith (\a b -> map (pad a) b) longs mt pad n str = replicate (n - length str) ' ' ++ str unwords' = concat . intersperse sep format :: (Field t) => String -> (t -> String) -> Matrix t -> String format sep f m = dsp sep . map (map f) . toLists $ m disp m f = putStrLn $ "matrix ("++show (rows m) ++"x"++ show (cols m) ++")\n"++format " | " f m dispR :: Int -> Matrix Double -> IO () dispR d m = disp m (shf d) dispC :: Int -> Matrix (Complex Double) -> IO () dispC d m = disp m (shfc d) -- | creates a matrix from a table of numbers. readMatrix :: String -> Matrix Double readMatrix = fromLists . map (map read). map words . filter (not.null) . lines ------------------------------------------------------------- class Joinable a b c | a b -> c where joinH :: a -> b -> c joinV :: a -> b -> c instance Joinable (Matrix Double) (Vector Double) (Matrix Double) where joinH m v = fromBlocks [[m,reshape 1 v]] joinV m v = fromBlocks [[m],[reshape (size v) v]] instance Joinable (Vector Double) (Matrix Double) (Matrix Double) where joinH v m = fromBlocks [[reshape 1 v,m]] joinV v m = fromBlocks [[reshape (size v) v],[m]] instance Joinable (Matrix Double) (Matrix Double) (Matrix Double) where joinH m1 m2 = fromBlocks [[m1,m2]] joinV m1 m2 = fromBlocks [[m1],[m2]] instance Joinable (Matrix (Complex Double)) (Vector (Complex Double)) (Matrix (Complex Double)) where joinH m v = fromBlocks [[m,reshape 1 v]] joinV m v = fromBlocks [[m],[reshape (size v) v]] instance Joinable (Vector (Complex Double)) (Matrix (Complex Double)) (Matrix (Complex Double)) where joinH v m = fromBlocks [[reshape 1 v,m]] joinV v m = fromBlocks [[reshape (size v) v],[m]] instance Joinable (Matrix (Complex Double)) (Matrix (Complex Double)) (Matrix (Complex Double)) where joinH m1 m2 = fromBlocks [[m1,m2]] joinV m1 m2 = fromBlocks [[m1],[m2]] infixl 3 <|>, <-> {- | Horizontal concatenation of matrices and vectors: @\> 'ident' 3 \<-\> i\<\>'ident' 3 \<|\> 'fromList' [1..6] 1. 0. 0. 1. 0. 1. 0. 2. 0. 0. 1. 3. 1.i 0. 0. 4. 0. 1.i 0. 5. 0. 0. 1.i 6.@ -} (<|>) :: (Joinable a b c) => a -> b -> c a <|> b = joinH a b -- | Vertical concatenation of matrices and vectors. (<->) :: (Joinable a b c) => a -> b -> c a <-> b = joinV a b ---------------------------------------------------------- fromArray2D :: (Field e) => Array (Int, Int) e -> Matrix e fromArray2D m = (r> Vector (Complex Double) toComplexV (r,i) = asComplex $ flatten $ fromColumns [r,i] -- | extracts the real and imaginary parts of a complex vector fromComplexV :: Vector (Complex Double) -> (Vector Double, Vector Double) fromComplexV m = (a,b) where [a,b] = toColumns $ reshape 2 $ asReal m -- | creates a complex matrix from matrices with real and imaginary parts toComplexM :: (Matrix Double, Matrix Double) -> Matrix (Complex Double) toComplexM (r,i) = reshape (cols r) $ asComplex $ flatten $ fromColumns [flatten r, flatten i] -- | extracts the real and imaginary parts of a complex matrix fromComplexM :: Matrix (Complex Double) -> (Matrix Double, Matrix Double) fromComplexM m = (reshape c a, reshape c b) where c = cols m [a,b] = toColumns $ reshape 2 $ asReal $ flatten m fromComplex :: Matrix (Complex Double) -> (Matrix Double, Matrix Double) fromComplex = fromComplexM pnorm :: (Normed t1, Num t) => t -> t1 -> Double pnorm 0 = LinearAlgebra.Algorithms.pnorm Infinity pnorm 1 = LinearAlgebra.Algorithms.pnorm PNorm1 pnorm 2 = LinearAlgebra.Algorithms.pnorm PNorm2