----------------------------------------------------------------------------- {- | Module : Numeric.HMatrix Copyright : (c) Alberto Ruiz 2006-14 License : BSD3 Maintainer : Alberto Ruiz Stability : provisional -} ----------------------------------------------------------------------------- module Numeric.HMatrix ( -- * Basic types and data processing module Numeric.LinearAlgebra.Data, -- * Arithmetic and numeric classes -- | -- The standard numeric classes are defined elementwise: -- -- >>> fromList [1,2,3] * fromList [3,0,-2 :: Double] -- fromList [3.0,0.0,-6.0] -- -- >>> (3><3) [1..9] * ident 3 :: Matrix Double -- (3><3) -- [ 1.0, 0.0, 0.0 -- , 0.0, 5.0, 0.0 -- , 0.0, 0.0, 9.0 ] -- -- In arithmetic operations single-element vectors and matrices -- (created from numeric literals or using 'scalar') automatically -- expand to match the dimensions of the other operand: -- -- >>> 5 + 2*ident 3 :: Matrix Double -- (3><3) -- [ 7.0, 5.0, 5.0 -- , 5.0, 7.0, 5.0 -- , 5.0, 5.0, 7.0 ] -- -- * Products -- ** dot (<·>), -- ** matrix-vector (#>), (!#>), -- ** matrix-matrix (<>), -- | The matrix x matrix product is also implemented in the "Data.Monoid" instance, where -- single-element matrices (created from numeric literals or using 'scalar') -- are used for scaling. -- -- >>> let m = (2><3)[1..] :: Matrix Double -- >>> m <> 2 <> diagl[0.5,1,0] -- (2><3) -- [ 1.0, 4.0, 0.0 -- , 4.0, 10.0, 0.0 ] -- -- 'mconcat' uses 'optimiseMult' to get the optimal association order. -- ** other outer, kronecker, cross, scale, sumElements, prodElements, -- * Linear Systems (<\>), linearSolve, linearSolveLS, linearSolveSVD, luSolve, cholSolve, cgSolve, cgSolve', -- * Inverse and pseudoinverse inv, pinv, pinvTol, -- * Determinant and rank rcond, rank, ranksv, det, invlndet, -- * Singular value decomposition svd, fullSVD, thinSVD, compactSVD, singularValues, leftSV, rightSV, -- * Eigensystems eig, eigSH, eigSH', eigenvalues, eigenvaluesSH, eigenvaluesSH', geigSH', -- * QR qr, rq, qrRaw, qrgr, -- * Cholesky chol, cholSH, mbCholSH, -- * Hessenberg hess, -- * Schur schur, -- * LU lu, luPacked, -- * Matrix functions expm, sqrtm, matFunc, -- * Nullspace nullspacePrec, nullVector, nullspaceSVD, null1, null1sym, orth, -- * Norms Normed(..), norm_Frob, norm_nuclear, -- * Correlation and convolution corr, conv, corrMin, corr2, conv2, -- * Random arrays Seed, RandDist(..), randomVector, rand, randn, gaussianSample, uniformSample, -- * Misc meanCov, peps, relativeError, haussholder, optimiseMult, udot, -- * Auxiliary classes Element, Container, Product, Numeric, LSDiv, Complexable, RealElement, RealOf, ComplexOf, SingleOf, DoubleOf, IndexOf, Field, -- Normed, Transposable, CGState(..), Testable(..), ℕ,ℤ,ℝ,ℂ, i_C ) where import Numeric.LinearAlgebra.Data import Numeric.Matrix() import Numeric.Vector() import Data.Packed.Numeric hiding ((<>)) import Numeric.LinearAlgebra.Algorithms hiding (linearSolve,Normed) import qualified Numeric.LinearAlgebra.Algorithms as A import Numeric.LinearAlgebra.Util import Numeric.LinearAlgebra.Random import Numeric.Sparse((!#>)) import Numeric.LinearAlgebra.Util.CG -- | matrix product (<>) :: Numeric t => Matrix t -> Matrix t -> Matrix t (<>) = mXm infixr 8 <> -- | 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'. linearSolve m b = A.mbLinearSolve m b