{-# 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". -- ----------------------------------------------------------------------------- module Numeric.Container ( -- * Basic functions module Data.Packed, konst, build, constant, linspace, diag, ident, ctrans, -- * Generic operations Container(..), -- * Matrix product Product(..), Contraction(..), 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) 5 |> [-3.0,-0.5,2.0,4.5,7.0]@ Logarithmic spacing can be defined as follows: @logspace n (a,b) = 10 ** linspace n (a,b)@ -} linspace :: (Enum e, Container Vector e) => Int -> (e, e) -> Vector e linspace n (a,b) = addConstant a $ scale s $ fromList [0 .. fromIntegral 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, a c -> b, b c -> a where infixl 7 <> -- | matrix-matrix product, matrix-vector product, unconjugated dot product (<>) :: a -> b -> c instance Product t => Contraction (Vector t) (Vector t) t where (<>) = udot instance Product t => Contraction (Matrix t) (Vector t) (Vector t) where (<>) = mXv instance Product t => Contraction (Vector t) (Matrix t) (Vector t) where (<>) = vXm instance Product t => Contraction (Matrix t) (Matrix t) (Matrix t) where (<>) = mXm -------------------------------------------------------- class LSDiv b c | b -> c, c->b where infixl 7 <\> -- | least squares solution of a linear system, similar to the \\ operator of Matlab\/Octave (based on linearSolveSVD) (<\>) :: Field t => Matrix t -> b t -> c t instance LSDiv Vector Vector where m <\> v = flatten (linearSolveSVD m (reshape 1 v)) instance LSDiv Matrix Matrix where (<\>) = linearSolveSVD -------------------------------------------------------- -- | dot product : @u · v = 'cdot' u v@ -- -- unicode 0x00b7, Alt-Gr . (·) :: (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 :: 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 :: 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 :: 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