1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
|
{-# OPTIONS_GHC -fglasgow-exts -fallow-undecidable-instances #-}
--
-- QuickCheck tests
--
-----------------------------------------------------------------------------
import Data.Packed.Internal((>|<), fdat, cdat, multiply', multiplyG, MatrixOrder(..))
import Data.Packed.Vector
import Data.Packed.Matrix
import GSL.Vector
import GSL.Integration
import GSL.Differentiation
import GSL.Special hiding (choose, multiply, exp)
import GSL.Fourier
import GSL.Polynomials
import LAPACK
import Test.QuickCheck
import Test.HUnit hiding ((~:))
import Complex
import LinearAlgebra.Algorithms
import LinearAlgebra.Linear hiding ((<>))
import GSL.Matrix
import GSLHaskell hiding ((<>),constant)
dist :: (Normed t, Num t) => t -> t -> Double
dist a b = norm (a-b)
infixl 4 |~|
a |~| b = a :~8~: b
data Aprox a = (:~) a Int
(~:) :: (Normed a, Num a) => Aprox a -> a -> Bool
a :~n~: b = dist a b < 10^^(-n)
{-
-- Bravo por quickCheck!
pinvProp1 tol m = (rank m == cols m) ==> pinv m <> m ~~ ident (cols m)
where infix 2 ~~
(~~) = approxEqual tol
pinvProp2 tol m = 0 < r && r <= c ==> (r==c) `trivial` (m <> pinv m <> m ~~ m)
where r = rank m
c = cols m
infix 2 ~~
(~~) = approxEqual tol
nullspaceProp tol m = cr > 0 ==> m <> nt ~~ zeros
where nt = trans (nullspace m)
cr = corank m
r = rows m
zeros = create [r,cr] $ replicate (r*cr) 0
-}
ac = (2><3) [1 .. 6::Double]
bc = (3><4) [7 .. 18::Double]
mz = (2 >< 3) [1,2,3,4,5,6:+(1::Double)]
af = (2>|<3) [1,4,2,5,3,6::Double]
bf = (3>|<4) [7,11,15,8,12,16,9,13,17,10,14,18::Double]
{-
aprox fun a b = rows a == rows b &&
cols a == cols b &&
epsTol > aproxL fun (toList (t a)) (toList (t b))
where t = if (order a == RowMajor) `xor` isTrans a then cdat else fdat
aproxL fun v1 v2 = sum (zipWith (\a b-> fun (a-b)) v1 v2) / fromIntegral (length v1)
normVR a b = toScalarR AbsSum (vectorZipR Sub a b)
a |~| b = rows a == rows b && cols a == cols b && epsTol > normVR (t a) (t b)
where t = if (order a == RowMajor) `xor` isTrans a then cdat else fdat
(|~~|) = aprox magnitude
v1 ~~ v2 = reshape 1 v1 |~~| reshape 1 v2
u ~|~ v = normVR u v < epsTol
-}
epsTol = 1E-8::Double
asFortran m = (rows m >|< cols m) $ toList (fdat m)
asC m = (rows m >< cols m) $ toList (cdat m)
mulC a b = multiply' RowMajor a b
mulF a b = multiply' ColumnMajor a b
identC = comp . ident
infixl 7 <>
a <> b = mulF a b
cc = mulC ac bf
cf = mulF af bc
r = mulC cc (trans cf)
rd = (2><2)
[ 27736.0, 65356.0
, 65356.0, 154006.0 ::Double]
instance (Arbitrary a, RealFloat a) => Arbitrary (Complex a) where
arbitrary = do
r <- arbitrary
i <- arbitrary
return (r:+i)
coarbitrary = undefined
instance (Field a, Arbitrary a) => Arbitrary (Matrix a) where
arbitrary = do --m <- sized $ \max -> choose (1,1+3*max)
m <- choose (1,10)
n <- choose (1,10)
l <- vector (m*n)
ctype <- arbitrary
let h = if ctype then (m><n) else (m>|<n)
trMode <- arbitrary
let tr = if trMode then trans else id
return $ tr (h l)
coarbitrary = undefined
data PairM a = PairM (Matrix a) (Matrix a) deriving Show
instance (Num a, Field a, Arbitrary a) => Arbitrary (PairM a) where
arbitrary = do
a <- choose (1,10)
b <- choose (1,10)
c <- choose (1,10)
l1 <- vector (a*b)
l2 <- vector (b*c)
return $ PairM ((a><b) (map fromIntegral (l1::[Int]))) ((b><c) (map fromIntegral (l2::[Int])))
--return $ PairM ((a><b) l1) ((b><c) l2)
coarbitrary = undefined
data SqM a = SqM (Matrix a) deriving Show
instance (Field a, Arbitrary a) => Arbitrary (SqM a) where
arbitrary = do
n <- choose (1,10)
l <- vector (n*n)
return $ SqM $ (n><n) l
coarbitrary = undefined
data Sym a = Sym (Matrix a) deriving Show
instance (Linear Vector a, Arbitrary a) => Arbitrary (Sym a) where
arbitrary = do
SqM m <- arbitrary
return $ Sym (m + trans m)
coarbitrary = undefined
data Her = Her (Matrix (Complex Double)) deriving Show
instance {-(Field a, Arbitrary a, Num a) =>-} Arbitrary Her where
arbitrary = do
SqM m <- arbitrary
return $ Her (m + conjTrans m)
coarbitrary = undefined
data PairSM a = PairSM (Matrix a) (Matrix a) deriving Show
instance (Num a, Field a, Arbitrary a) => Arbitrary (PairSM a) where
arbitrary = do
a <- choose (1,10)
c <- choose (1,10)
l1 <- vector (a*a)
l2 <- vector (a*c)
return $ PairSM ((a><a) (map fromIntegral (l1::[Int]))) ((a><c) (map fromIntegral (l2::[Int])))
--return $ PairSM ((a><a) l1) ((a><c) l2)
coarbitrary = undefined
instance (Field a, Arbitrary a) => Arbitrary (Vector a) where
arbitrary = do --m <- sized $ \max -> choose (1,1+3*max)
m <- choose (1,100)
l <- vector m
return $ fromList l
coarbitrary = undefined
data PairV a = PairV (Vector a) (Vector a)
instance (Field a, Arbitrary a) => Arbitrary (PairV a) where
arbitrary = do --m <- sized $ \max -> choose (1,1+3*max)
m <- choose (1,100)
l1 <- vector m
l2 <- vector m
return $ PairV (fromList l1) (fromList l2)
coarbitrary = undefined
type BaseType = Complex Double
svdTestR fun m = u <> s <> trans v |~| m
&& u <> trans u |~| ident (rows m)
&& v <> trans v |~| ident (cols m)
where (u,s,v) = fun m
svdTestC m = u <> s' <> (trans v) |~| m
&& u <> conjTrans u |~| identC (rows m)
&& v <> conjTrans v |~| identC (cols m)
where (u,s,v) = svdC m
s' = liftMatrix comp s
--svdg' m = (u,s',v) where
eigTestC (SqM m) = (m <> v) |~| (v <> diag s)
&& takeDiag (conjTrans v <> v) |~| comp (constant 1 (rows m)) --normalized
where (s,v) = eigC m
eigTestR (SqM m) = (liftMatrix comp m <> v) |~| (v <> diag s)
-- && takeDiag ((liftMatrix conj (trans v)) <> v) |~| constant 1 (rows m) --normalized ???
where (s,v) = eigR m
eigTestS (Sym m) = (m <> v) |~| (v <> diag s)
&& v <> trans v |~| ident (cols m)
where (s,v) = eigS m
eigTestH (Her m) = (m <> v) |~| (v <> diag (comp s))
&& v <> conjTrans v |~| identC (cols m)
where (s,v) = eigH m
linearSolveSQTest fun singu (PairSM a b) = singu a || (a <> fun a b) |~| b
prec = 1E-15
singular fun m = s1 < prec || s2/s1 < prec
where (_,ss,v) = fun m
s = toList ss
s1 = maximum s
s2 = minimum s
{-
invTest msg m = do
assertBool msg $ m <> inv m =~= ident (rows m)
invComplexTest msg m = do
assertBool msg $ m <> invC m =~= identC (rows m)
invC m = linearSolveC m (identC (rows m))
identC n = toComplex(ident n, (0::Double) <>ident n)
-}
--------------------------------------------------------------------
pinvTest f m = (m <> f m <> m) |~| m
pinvR m = linearSolveLSR m (ident (rows m))
pinvC m = linearSolveLSC m (identC (rows m))
pinvSVDR m = linearSolveSVDR Nothing m (ident (rows m))
pinvSVDC m = linearSolveSVDC Nothing m (identC (rows m))
--------------------------------------------------------------------
polyEval cs x = foldr (\c ac->ac*x+c) 0 cs
polySolveTest' p = length p <2 || last p == 0|| 1E-8 > maximum (map magnitude $ map (polyEval (map (:+0) p)) (polySolve p))
polySolveTest = assertBool "polySolve" (polySolveTest' [1,2,3,4])
---------------------------------------------------------------------
quad f a b = fst $ integrateQAGS 1E-9 100 f a b
-- A multiple integral can be easily defined using partial application
quad2 f a b g1 g2 = quad h a b
where h x = quad (f x) (g1 x) (g2 x)
volSphere r = 8 * quad2 (\x y -> sqrt (r*r-x*x-y*y))
0 r (const 0) (\x->sqrt (r*r-x*x))
integrateTest = assertBool "integrate" (abs (volSphere 2.5 - 4/3*pi*2.5^3) < epsTol)
---------------------------------------------------------------------
arit1 u = vectorMapValR PowVS 2 (vectorMapR Sin u)
`add` vectorMapValR PowVS 2 (vectorMapR Cos u)
|~| constant 1 (dim u)
arit2 u = (vectorMapR Cos u) `mul` (vectorMapR Tan u)
|~| vectorMapR Sin u
-- arit3 (PairV u v) =
---------------------------------------------------------------------
besselTest = do
let (r,e) = bessel_J0_e 5.0
let expected = -0.17759677131433830434739701
assertBool "bessel_J0_e" ( abs (r-expected) < e )
exponentialTest = do
let (v,e,err) = exp_e10_e 30.0
let expected = exp 30.0
assertBool "exp_e10_e" ( abs (v*10^e - expected) < 4E-2 )
gammaTest = do
assertBool "gamma" (gamma 5 == 24.0)
tests = TestList
[ TestCase $ besselTest
, TestCase $ exponentialTest
, TestCase $ gammaTest
, TestCase $ polySolveTest
, TestCase $ integrateTest
]
----------------------------------------------------------------------
main = do
putStrLn "--------- general -----"
quickCheck (\(Sym m) -> m == (trans m:: Matrix BaseType))
quickCheck $ \l -> null l || (toList . fromList) l == (l :: [BaseType])
quickCheck $ \m -> m == asC (m :: Matrix BaseType)
quickCheck $ \m -> m == asFortran (m :: Matrix BaseType)
quickCheck $ \m -> m == (asC . asFortran) (m :: Matrix BaseType)
putStrLn "--------- MULTIPLY ----"
quickCheck $ \(PairM m1 m2) -> mulC m1 m2 == mulF m1 (m2 :: Matrix BaseType)
quickCheck $ \(PairM m1 m2) -> mulC m1 m2 == trans (mulF (trans m2) (trans m1 :: Matrix BaseType))
quickCheck $ \(PairM m1 m2) -> mulC m1 m2 == multiplyG m1 (m2 :: Matrix BaseType)
putStrLn "--------- SVD ---------"
quickCheck (svdTestR svdR)
quickCheck (svdTestR svdRdd)
-- quickCheck (svdTestR svdg)
quickCheck svdTestC
putStrLn "--------- EIG ---------"
quickCheck eigTestC
quickCheck eigTestR
quickCheck eigTestS
quickCheck eigTestH
putStrLn "--------- SOLVE ---------"
quickCheck (linearSolveSQTest linearSolveR (singular svdR'))
quickCheck (linearSolveSQTest linearSolveC (singular svdC'))
quickCheck (pinvTest pinvR)
quickCheck (pinvTest pinvC)
quickCheck (pinvTest pinvSVDR)
quickCheck (pinvTest pinvSVDC)
putStrLn "--------- VEC OPER ------"
quickCheck arit1
quickCheck arit2
putStrLn "--------- GSL ------"
runTestTT tests
quickCheck $ \v -> ifft (fft v) |~| v
kk = (2><2)
[ 1.0, 0.0
, -1.5, 1.0 ::Double]
v = 11 |> [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0::Double]
pol = [14.125,-7.666666666666667,-14.3,-13.0,-7.0,-9.6,4.666666666666666,13.0,0.5]
mm = (2><2)
[ 0.5, 0.0
, 0.0, 0.0 ] :: Matrix Double
|