{-# LANGUAGE FlexibleContexts #-} ----------------------------------------------------------------------------- {- | 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 size, disp, zeros, ones, diagl, row, col, (&), (¦), (——), (#), (?), (¿), cross, norm, unitary, mt, pairwiseD2, meanCov, 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.Util.Convolution {- | 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 -- | Obtains a vector in the same direction with 2-norm=1 unitary :: Vector Double -> Vector Double unitary v = v / scalar (norm v) -- | ('rows' &&& 'cols') size :: Matrix t -> (Int, Int) size m = (rows m, cols m) -- | trans . inv mt :: Matrix Double -> Matrix Double mt = trans . inv -------------------------------------------------------------------------------- {- | 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) -------------------------------------------------------------------------------- -- | 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 = constant 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