{-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE FunctionalDependencies #-} {-# LANGUAGE UndecidableInstances #-} ----------------------------------------------------------------------------- -- | -- Module : Numeric.Container -- Copyright : (c) Alberto Ruiz 2010-14 -- License : GPL -- -- Maintainer : Alberto Ruiz -- Stability : provisional -- Portability : portable -- -- Basic numeric operations on 'Vector' and 'Matrix', including conversion routines. -- -- The 'Container' class is used to define optimized generic functions which work -- on 'Vector' and 'Matrix' with real or complex elements. -- -- Some of these functions are also available in the instances of the standard -- numeric Haskell classes provided by "Numeric.LinearAlgebra". -- ----------------------------------------------------------------------------- {-# OPTIONS_HADDOCK hide #-} module Numeric.Container ( -- * Basic functions module Data.Packed, konst, build, constant, linspace, diag, ident, ctrans, -- * Generic operations Container(..), -- * Matrix product Product(..), udot, Mul(..), Contraction(..), mmul, optimiseMult, mXm,mXv,vXm,LSDiv(..), cdot, (·), dot, (<.>), outer, kronecker, -- * Random numbers RandDist(..), randomVector, gaussianSample, uniformSample, meanCov, -- * Element conversion Convert(..), Complexable(), RealElement(), RealOf, ComplexOf, SingleOf, DoubleOf, IndexOf, module Data.Complex, -- * IO dispf, disps, dispcf, vecdisp, latexFormat, format, loadMatrix, saveMatrix, fromFile, fileDimensions, readMatrix, fscanfVector, fprintfVector, freadVector, fwriteVector, ) where import Data.Packed import Data.Packed.Internal(constantD) import Numeric.ContainerBoot import Numeric.Chain import Numeric.IO import Data.Complex import Numeric.LinearAlgebra.Algorithms(Field,linearSolveSVD) import Data.Packed.Random ------------------------------------------------------------------ {- | creates a vector with a given number of equal components: @> constant 2 7 7 |> [2.0,2.0,2.0,2.0,2.0,2.0,2.0]@ -} constant :: Element a => a -> Int -> Vector a -- constant x n = runSTVector (newVector x n) constant = constantD-- about 2x faster {- | Creates a real vector containing a range of values: >>> linspace 5 (-3,7::Double) fromList [-3.0,-0.5,2.0,4.5,7.0]@ >>> linspace 5 (8,2+i) :: Vector (Complex Double) fromList [8.0 :+ 0.0,6.5 :+ 0.25,5.0 :+ 0.5,3.5 :+ 0.75,2.0 :+ 1.0] Logarithmic spacing can be defined as follows: @logspace n (a,b) = 10 ** linspace n (a,b)@ -} linspace :: (Container Vector e) => Int -> (e, e) -> Vector e linspace 0 (a,b) = fromList[(a+b)/2] linspace n (a,b) = addConstant a $ scale s $ fromList $ map fromIntegral [0 .. n-1] where s = (b-a)/fromIntegral (n-1) -- | dot product: @cdot u v = 'udot' ('conj' u) v@ cdot :: (Container Vector t, Product t) => Vector t -> Vector t -> t cdot u v = udot (conj u) v -------------------------------------------------------- class Contraction a b c | a b -> c, c -> a b where infixr 7 × {- | Matrix-matrix product, matrix-vector product, and unconjugated dot product (unicode 0x00d7, multiplication sign) Examples: >>> let a = (3><4) [1..] :: Matrix Double >>> let v = fromList [1,0,2,-1] :: Vector Double >>> let u = fromList [1,2,3] :: Vector Double >>> a (3><4) [ 1.0, 2.0, 3.0, 4.0 , 5.0, 6.0, 7.0, 8.0 , 9.0, 10.0, 11.0, 12.0 ] matrix × matrix: >>> disp 2 (a × trans a) 3x3 30 70 110 70 174 278 110 278 446 matrix × vector: >>> a × v fromList [3.0,11.0,19.0] unconjugated dot product: >>> fromList [1,i] × fromList[2*i+1,3] 1.0 :+ 5.0 (×) is right associative, so we can write: >>> u × a × v 82.0 :: Double -} (×) :: a -> b -> c instance Product t => Contraction (Matrix t) (Vector t) (Vector t) where (×) = mXv instance Product t => Contraction (Matrix t) (Matrix t) (Matrix t) where (×) = mXm instance Contraction (Vector Double) (Vector Double) Double where (×) = udot instance Contraction (Vector Float) (Vector Float) Float where (×) = udot instance Contraction (Vector (Complex Double)) (Vector (Complex Double)) (Complex Double) where (×) = udot instance Contraction (Vector (Complex Float)) (Vector (Complex Float)) (Complex Float) where (×) = udot -- | alternative function for the matrix product (×) mmul :: Contraction a b c => a -> b -> c mmul = (×) -------------------------------------------------------------------------------- class Mul a b c | a b -> c where infixl 7 <> -- | Matrix-matrix, matrix-vector, and vector-matrix products. (<>) :: Product t => a t -> b t -> c t instance Mul Matrix Matrix Matrix where (<>) = mXm instance Mul Matrix Vector Vector where (<>) m v = flatten $ m <> asColumn v instance Mul Vector Matrix Vector where (<>) v m = flatten $ asRow v <> m -------------------------------------------------------------------------------- class LSDiv c where infixl 7 <\> -- | least squares solution of a linear system, similar to the \\ operator of Matlab\/Octave (based on linearSolveSVD) (<\>) :: Field t => Matrix t -> c t -> c t instance LSDiv Vector where m <\> v = flatten (linearSolveSVD m (reshape 1 v)) instance LSDiv Matrix where (<\>) = linearSolveSVD -------------------------------------------------------- {- | Dot product : @u · v = 'cdot' u v@ (unicode 0x00b7, middle dot, Alt-Gr .) >>> fromList [1,i] · fromList[2*i+1,3] 1.0 :+ (-1.0) -} (·) :: (Container Vector t, Product t) => Vector t -> Vector t -> t infixl 7 · u · v = cdot u v -------------------------------------------------------------------------------- -- bidirectional type inference class Konst e d c | d -> c, c -> d where -- | -- >>> konst 7 3 :: Vector Float -- fromList [7.0,7.0,7.0] -- -- >>> konst i (3::Int,4::Int) -- (3><4) -- [ 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0 -- , 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0 -- , 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0, 0.0 :+ 1.0 ] -- konst :: e -> d -> c e instance Container Vector e => Konst e Int Vector where konst = konst' instance Container Vector e => Konst e (Int,Int) Matrix where konst = konst' -------------------------------------------------------------------------------- class Build d f c e | d -> c, c -> d, f -> e, f -> d, f -> c, c e -> f, d e -> f where -- | -- >>> build 5 (**2) :: Vector Double -- fromList [0.0,1.0,4.0,9.0,16.0] -- -- Hilbert matrix of order N: -- -- >>> let hilb n = build (n,n) (\i j -> 1/(i+j+1)) :: Matrix Double -- >>> putStr . dispf 2 $ hilb 3 -- 3x3 -- 1.00 0.50 0.33 -- 0.50 0.33 0.25 -- 0.33 0.25 0.20 -- build :: d -> f -> c e instance Container Vector e => Build Int (e -> e) Vector e where build = build' instance Container Matrix e => Build (Int,Int) (e -> e -> e) Matrix e where build = build' -------------------------------------------------------------------------------- {- | Compute mean vector and covariance matrix of the rows of a matrix. >>> meanCov $ gaussianSample 666 1000 (fromList[4,5]) (diagl[2,3]) (fromList [4.010341078059521,5.0197204699640405], (2><2) [ 1.9862461923890056, -1.0127225830525157e-2 , -1.0127225830525157e-2, 3.0373954915729318 ]) -} meanCov :: Matrix Double -> (Vector Double, Matrix Double) meanCov x = (med,cov) where r = rows x k = 1 / fromIntegral r med = konst k r `vXm` x meds = konst 1 r `outer` med xc = x `sub` meds cov = scale (recip (fromIntegral (r-1))) (trans xc `mXm` xc) -------------------------------------------------------------------------------- {-# DEPRECATED dot "use udot" #-} dot :: Product e => Vector e -> Vector e -> e dot = udot {-# DEPRECATED (<.>) "use udot or (×)" #-} infixl 7 <.> (<.>) :: Product e => Vector e -> Vector e -> e (<.>) = udot