{-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE TypeFamilies #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE FunctionalDependencies #-} ----------------------------------------------------------------------------- {- | Module : Numeric.LinearAlgebra.Util Copyright : (c) Alberto Ruiz 2013 License : BSD3 Maintainer : Alberto Ruiz Stability : provisional -} ----------------------------------------------------------------------------- {-# OPTIONS_HADDOCK hide #-} module Numeric.LinearAlgebra.Util( -- * Convenience functions vect, mat, disp, zeros, ones, diagl, row, col, (&), (¦), (——), (#), (?), (¿), Indexable(..), size, Numeric, rand, randn, cross, norm, ℕ,ℤ,ℝ,ℂ,ℝn,ℂn,𝑖,i_C, --ℍ norm_1, norm_2, norm_0, norm_Inf, norm_Frob, norm_nuclear, mnorm_1, mnorm_2, mnorm_0, mnorm_Inf, unitary, mt, pairwiseD2, rowOuters, null1, null1sym, -- * Convolution -- ** 1D corr, conv, corrMin, -- ** 2D corr2, conv2, separable, -- * Tools for the Kronecker product -- -- | (see A. Fusiello, A matter of notation: Several uses of the Kronecker product in -- 3d computer vision, Pattern Recognition Letters 28 (15) (2007) 2127-2132) -- -- | @`vec` (a \<> x \<> b) == ('trans' b ` 'kronecker' ` a) \<> 'vec' x@ vec, vech, dup, vtrans ) where import Data.Packed.Numeric import Numeric.LinearAlgebra.Algorithms hiding (i) import Numeric.Matrix() import Numeric.Vector() import Numeric.LinearAlgebra.Random import Numeric.LinearAlgebra.Util.Convolution type ℝ = Double type ℕ = Int type ℤ = Int type ℂ = Complex Double type ℝn = Vector ℝ type ℂn = Vector ℂ --newtype ℍ m = H m i_C, 𝑖 :: ℂ 𝑖 = 0:+1 i_C = 𝑖 {- | create a real vector >>> vect [1..5] fromList [1.0,2.0,3.0,4.0,5.0] -} vect :: [ℝ] -> ℝn vect = fromList {- | create a real matrix >>> mat 5 [1..15] (3><5) [ 1.0, 2.0, 3.0, 4.0, 5.0 , 6.0, 7.0, 8.0, 9.0, 10.0 , 11.0, 12.0, 13.0, 14.0, 15.0 ] -} mat :: Int -- ^ columns -> [ℝ] -- ^ elements -> Matrix ℝ mat c = reshape c . fromList class ( Container Vector t , Container Matrix t , Konst t Int Vector , Konst t (Int,Int) Matrix ) => Numeric t instance Numeric Double instance Numeric (Complex Double) {- | print a real matrix with given number of digits after the decimal point >>> disp 5 $ ident 2 / 3 2x2 0.33333 0.00000 0.00000 0.33333 -} disp :: Int -> Matrix Double -> IO () disp n = putStrLn . dispf n {- | create a real diagonal matrix from a list >>> diagl [1,2,3] (3><3) [ 1.0, 0.0, 0.0 , 0.0, 2.0, 0.0 , 0.0, 0.0, 3.0 ] -} diagl :: [Double] -> Matrix Double diagl = diag . fromList -- | a real matrix of zeros zeros :: Int -- ^ rows -> Int -- ^ columns -> Matrix Double zeros r c = konst 0 (r,c) -- | a real matrix of ones ones :: Int -- ^ rows -> Int -- ^ columns -> Matrix Double ones r c = konst 1 (r,c) -- | concatenation of real vectors infixl 3 & (&) :: Vector Double -> Vector Double -> Vector Double a & b = vjoin [a,b] {- | horizontal concatenation of real matrices (unicode 0x00a6, broken bar) >>> ident 3 ¦ konst 7 (3,4) (3><7) [ 1.0, 0.0, 0.0, 7.0, 7.0, 7.0, 7.0 , 0.0, 1.0, 0.0, 7.0, 7.0, 7.0, 7.0 , 0.0, 0.0, 1.0, 7.0, 7.0, 7.0, 7.0 ] -} infixl 3 ¦ (¦) :: Matrix Double -> Matrix Double -> Matrix Double a ¦ b = fromBlocks [[a,b]] -- | vertical concatenation of real matrices -- -- (unicode 0x2014, em dash) (——) :: Matrix Double -> Matrix Double -> Matrix Double infixl 2 —— a —— b = fromBlocks [[a],[b]] (#) :: Matrix Double -> Matrix Double -> Matrix Double infixl 2 # a # b = fromBlocks [[a],[b]] -- | create a single row real matrix from a list row :: [Double] -> Matrix Double row = asRow . fromList -- | create a single column real matrix from a list col :: [Double] -> Matrix Double col = asColumn . fromList {- | extract rows >>> (20><4) [1..] ? [2,1,1] (3><4) [ 9.0, 10.0, 11.0, 12.0 , 5.0, 6.0, 7.0, 8.0 , 5.0, 6.0, 7.0, 8.0 ] -} infixl 9 ? (?) :: Element t => Matrix t -> [Int] -> Matrix t (?) = flip extractRows {- | extract columns (unicode 0x00bf, inverted question mark, Alt-Gr ?) >>> (3><4) [1..] ¿ [3,0] (3><2) [ 4.0, 1.0 , 8.0, 5.0 , 12.0, 9.0 ] -} infixl 9 ¿ (¿) :: Element t => Matrix t -> [Int] -> Matrix t (¿)= flip extractColumns cross :: Vector Double -> Vector Double -> Vector Double -- ^ cross product (for three-element real vectors) cross x y | dim x == 3 && dim y == 3 = fromList [z1,z2,z3] | otherwise = error $ "cross ("++show x++") ("++show y++")" where [x1,x2,x3] = toList x [y1,y2,y3] = toList y z1 = x2*y3-x3*y2 z2 = x3*y1-x1*y3 z3 = x1*y2-x2*y1 norm :: Vector Double -> Double -- ^ 2-norm of real vector norm = pnorm PNorm2 norm_2 :: Normed Vector t => Vector t -> RealOf t norm_2 = pnorm PNorm2 norm_1 :: Normed Vector t => Vector t -> RealOf t norm_1 = pnorm PNorm1 norm_Inf :: Normed Vector t => Vector t -> RealOf t norm_Inf = pnorm Infinity norm_0 :: Vector ℝ -> ℝ norm_0 v = sumElements (step (abs v - scalar (eps*mx))) where mx = norm_Inf v norm_Frob :: Normed Matrix t => Matrix t -> RealOf t norm_Frob = pnorm Frobenius norm_nuclear :: Field t => Matrix t -> ℝ norm_nuclear = sumElements . singularValues mnorm_2 :: Normed Matrix t => Matrix t -> RealOf t mnorm_2 = pnorm PNorm2 mnorm_1 :: Normed Matrix t => Matrix t -> RealOf t mnorm_1 = pnorm PNorm1 mnorm_Inf :: Normed Matrix t => Matrix t -> RealOf t mnorm_Inf = pnorm Infinity mnorm_0 :: Matrix ℝ -> ℝ mnorm_0 = norm_0 . flatten -- | Obtains a vector in the same direction with 2-norm=1 unitary :: Vector Double -> Vector Double unitary v = v / scalar (norm v) -- | trans . inv mt :: Matrix Double -> Matrix Double mt = trans . inv -------------------------------------------------------------------------------- {- | >>> size $ fromList[1..10::Double] 10 >>> size $ (2><5)[1..10::Double] (2,5) -} size :: Container c t => c t -> IndexOf c size = size' {- | >>> vect [1..10] ! 3 4.0 >>> mat 5 [1..15] ! 1 fromList [6.0,7.0,8.0,9.0,10.0] >>> mat 5 [1..15] ! 1 ! 3 9.0 -} class Indexable c t | c -> t , t -> c where infixl 9 ! (!) :: c -> Int -> t instance Indexable (Vector Double) Double where (!) = (@>) instance Indexable (Vector Float) Float where (!) = (@>) instance Indexable (Vector (Complex Double)) (Complex Double) where (!) = (@>) instance Indexable (Vector (Complex Float)) (Complex Float) where (!) = (@>) instance Element t => Indexable (Matrix t) (Vector t) where m!j = subVector (j*c) c (flatten m) where c = cols m -------------------------------------------------------------------------------- -- | Matrix of pairwise squared distances of row vectors -- (using the matrix product trick in blog.smola.org) pairwiseD2 :: Matrix Double -> Matrix Double -> Matrix Double pairwiseD2 x y | ok = x2 `outer` oy + ox `outer` y2 - 2* x <> trans y | otherwise = error $ "pairwiseD2 with different number of columns: " ++ show (size x) ++ ", " ++ show (size y) where ox = one (rows x) oy = one (rows y) oc = one (cols x) one k = konst 1 k x2 = x * x <> oc y2 = y * y <> oc ok = cols x == cols y -------------------------------------------------------------------------------- -- | outer products of rows rowOuters :: Matrix Double -> Matrix Double -> Matrix Double rowOuters a b = a' * b' where a' = kronecker a (ones 1 (cols b)) b' = kronecker (ones 1 (cols a)) b -------------------------------------------------------------------------------- -- | solution of overconstrained homogeneous linear system null1 :: Matrix Double -> Vector Double null1 = last . toColumns . snd . rightSV -- | solution of overconstrained homogeneous symmetric linear system null1sym :: Matrix Double -> Vector Double null1sym = last . toColumns . snd . eigSH' -------------------------------------------------------------------------------- vec :: Element t => Matrix t -> Vector t -- ^ stacking of columns vec = flatten . trans vech :: Element t => Matrix t -> Vector t -- ^ half-vectorization (of the lower triangular part) vech m = vjoin . zipWith f [0..] . toColumns $ m where f k v = subVector k (dim v - k) v dup :: (Num t, Num (Vector t), Element t) => Int -> Matrix t -- ^ duplication matrix (@'dup' k \<> 'vech' m == 'vec' m@, for symmetric m of 'dim' k) dup k = trans $ fromRows $ map f es where rs = zip [0..] (toRows (ident (k^(2::Int)))) es = [(i,j) | j <- [0..k-1], i <- [0..k-1], i>=j ] f (i,j) | i == j = g (k*j + i) | otherwise = g (k*j + i) + g (k*i + j) g j = v where Just v = lookup j rs vtrans :: Element t => Int -> Matrix t -> Matrix t -- ^ generalized \"vector\" transposition: @'vtrans' 1 == 'trans'@, and @'vtrans' ('rows' m) m == 'asColumn' ('vec' m)@ vtrans p m | r == 0 = fromBlocks . map (map asColumn . takesV (replicate q p)) . toColumns $ m | otherwise = error $ "vtrans " ++ show p ++ " of matrix with " ++ show (rows m) ++ " rows" where (q,r) = divMod (rows m) p