path: root/lib/Data/Packed/Internal/Matrix.hs

{-# OPTIONS_GHC -fglasgow-exts #-}
-----------------------------------------------------------------------------
-- |
-- Module      :  Data.Packed.Internal.Matrix
-- Copyright   :  (c) Alberto Ruiz 2007
-- License     :  GPL-style
--
-- Maintainer  :  Alberto Ruiz <aruiz@um.es>
-- Stability   :  provisional
-- Portability :  portable (uses FFI)
--
-- Internal matrix representation
--
-----------------------------------------------------------------------------
-- #hide

module Data.Packed.Internal.Matrix where

import Data.Packed.Internal.Common
import Data.Packed.Internal.Vector

import Foreign hiding (xor)
import Complex
import Control.Monad(when)
import Data.Maybe(fromJust)
import Foreign.C.String
import Foreign.C.Types
import Data.List(transpose)

-----------------------------------------------------------------

{- Design considerations for the Matrix Type
   -----------------------------------------

- we must easily handle both row major and column major order,
  for bindings to LAPACK and GSL/C

- we'd like to simplify redundant matrix transposes:
   - Some of them arise from the order requirements of some functions
   - some functions (matrix product) admit transposed arguments

- maybe we don't really need this kind of simplification:
   - more complex code
   - some computational overhead
   - only appreciable gain in code with a lot of redundant transpositions
     and cheap matrix computations

- we could carry both the matrix and its (lazily computed) transpose.
  This may save some transpositions, but it is necessary to keep track of the
  data which is actually computed to be used by functions like the matrix product
  which admit both orders.

- but if we need the transposed data and it is not in the structure, we must make
  sure that we touch the same foreignptr that is used in the computation.

- a reasonable solution is using two constructors for a matrix. Transposition just
  "flips" the constructor. Actual data transposition is not done if followed by a
  matrix product or another transpose.

-}

data MatrixOrder = RowMajor | ColumnMajor deriving (Show,Eq)

-- | Matrix representation suitable for GSL and LAPACK computations.
data Matrix t = MC { rows :: Int, cols :: Int, cdat :: Vector t }
              | MF { rows :: Int, cols :: Int, fdat :: Vector t }

-- MC: preferred by C, fdat may require a transposition
-- MF: preferred by LAPACK, cdat may require a transposition

-- | Matrix transpose.
trans :: Matrix t -> Matrix t
trans MC {rows = r, cols = c, cdat = d } = MF {rows = c, cols = r, fdat = d }
trans MF {rows = r, cols = c, fdat = d } = MC {rows = c, cols = r, cdat = d }

cmat m@MC{} = m
cmat MF {rows = r, cols = c, fdat = d } = MC {rows = r, cols = c, cdat = transdata r d c}

fmat m@MF{} = m
fmat MC {rows = r, cols = c, cdat = d } = MF {rows = r, cols = c, fdat = transdata c d r}

mat = withMatrix

withMatrix MC {rows = r, cols = c, cdat = d } f =
    withForeignPtr (fptr d) $ \p -> do
        let m f = do
            f r c p
        f m

withMatrix MF {rows = r, cols = c, fdat = d } f =
    withForeignPtr (fptr d) $ \p -> do
        let m f = do
            f r c p
        f m

{- | Creates a vector by concatenation of rows

@\> flatten ('ident' 3)
9 |> [1.0,0.0,0.0,0.0,1.0,0.0,0.0,0.0,1.0]@
-}
flatten :: Element t => Matrix t -> Vector t
flatten = cdat . cmat


type Mt t s = Int -> Int -> Ptr t -> s
-- not yet admitted by my haddock version
-- infixr 6 ::>
-- type t ::> s = Mt t s

-- | the inverse of 'Data.Packed.Matrix.fromLists'
toLists :: (Element t) => Matrix t -> [[t]]
toLists m = partit (cols m) . toList . flatten $ m

-- | creates a Matrix from a list of vectors
fromRows :: Element t => [Vector t] -> Matrix t
fromRows vs = case common dim vs of
    Nothing -> error "fromRows applied to [] or to vectors with different sizes"
    Just c  -> reshape c (join vs)

-- | extracts the rows of a matrix as a list of vectors
toRows :: Element t => Matrix t -> [Vector t]
toRows m = toRows' 0 where
    v = flatten $ m
    r = rows m
    c = cols m
    toRows' k | k == r*c  = []
              | otherwise = subVector k c v : toRows' (k+c)

-- | Creates a matrix from a list of vectors, as columns
fromColumns :: Element t => [Vector t] -> Matrix t
fromColumns m = trans . fromRows $ m

-- | Creates a list of vectors from the columns of a matrix
toColumns :: Element t => Matrix t -> [Vector t]
toColumns m = toRows . trans $ m


-- | Reads a matrix position.
(@@>) :: Storable t => Matrix t -> (Int,Int) -> t
infixl 9 @@>
--m@M {rows = r, cols = c} @@> (i,j)
--    | i<0 || i>=r || j<0 || j>=c = error "matrix indexing out of range"
--    | otherwise   = cdat m `at` (i*c+j)

MC {rows = r, cols = c, cdat = v} @@> (i,j)
    | i<0 || i>=r || j<0 || j>=c = error "matrix indexing out of range"
    | otherwise                  = v `at` (i*c+j)

MF {rows = r, cols = c, fdat = v} @@> (i,j)
    | i<0 || i>=r || j<0 || j>=c = error "matrix indexing out of range"
    | otherwise                  = v `at` (j*r+i)

------------------------------------------------------------------

matrixFromVector RowMajor c v = MC { rows = r, cols = c, cdat = v }
    where (d,m) = dim v `divMod` c
          r | m==0 = d
            | otherwise = error "matrixFromVector"

matrixFromVector ColumnMajor c v = MF { rows = r, cols = c, fdat = v }
    where (d,m) = dim v `divMod` c
          r | m==0 = d
            | otherwise = error "matrixFromVector"

createMatrix order r c = do
    p <- createVector (r*c)
    return (matrixFromVector order c p)

{- | Creates a matrix from a vector by grouping the elements in rows with the desired number of columns. (GNU-Octave groups by columns. To do it you can define @reshapeF r = trans . reshape r@
where r is the desired number of rows.)

@\> reshape 4 ('fromList' [1..12])
(3><4)
 [ 1.0,  2.0,  3.0,  4.0
 , 5.0,  6.0,  7.0,  8.0
 , 9.0, 10.0, 11.0, 12.0 ]@

-}
reshape :: Element t => Int -> Vector t -> Matrix t
reshape c v = matrixFromVector RowMajor c v

singleton x = reshape 1 (fromList [x])

-- | application of a vector function on the flattened matrix elements
liftMatrix :: (Element a, Element b) => (Vector a -> Vector b) -> Matrix a -> Matrix b
liftMatrix f MC { cols = c, cdat = d } = matrixFromVector RowMajor    c (f d)
liftMatrix f MF { cols = c, fdat = d } = matrixFromVector ColumnMajor c (f d)

-- | application of a vector function on the flattened matrices elements
liftMatrix2 :: (Element t, Element a, Element b) => (Vector a -> Vector b -> Vector t) -> Matrix a -> Matrix b -> Matrix t
liftMatrix2 f m1 m2
    | not (compat m1 m2) = error "nonconformant matrices in liftMatrix2"
    | otherwise = case m1 of
        MC {} -> matrixFromVector RowMajor    (cols m1) (f (cdat m1) (flatten m2))
        MF {} -> matrixFromVector ColumnMajor (cols m1) (f (fdat m1) ((fdat.fmat) m2))


compat :: Matrix a -> Matrix b -> Bool
compat m1 m2 = rows m1 == rows m2 && cols m1 == cols m2

----------------------------------------------------------------

-- | Optimized matrix computations are provided for elements in the Element class.
class (Storable a, Floating a) => Element a where
    constantD :: a -> Int -> Vector a
    transdata :: Int -> Vector a -> Int -> Vector a
    multiplyD :: Matrix a -> Matrix a -> Matrix a
    subMatrixD :: (Int,Int) -- ^ (r0,c0) starting position 
               -> (Int,Int) -- ^ (rt,ct) dimensions of submatrix
               -> Matrix a -> Matrix a
    diagD :: Vector a -> Matrix a

instance Element Double where
    constantD  = constantR
    transdata = transdataR
    multiplyD  = multiplyR
    subMatrixD = subMatrixR
    diagD      = diagR

instance Element (Complex Double) where
    constantD  = constantC
    transdata  = transdataC
    multiplyD  = multiplyC
    subMatrixD = subMatrixC
    diagD      = diagC

------------------------------------------------------------------

(>|<) :: (Element a) => Int -> Int -> [a] -> Matrix a
r >|< c = f where
    f l | dim v == r*c = matrixFromVector ColumnMajor c v
        | otherwise    = error $ "inconsistent list size = "
                                 ++show (dim v) ++" in ("++show r++"><"++show c++")"
        where v = fromList l

-------------------------------------------------------------------

transdataR :: Int -> Vector Double -> Int -> Vector Double
transdataR = transdataAux ctransR

transdataC :: Int -> Vector (Complex Double) -> Int -> Vector (Complex Double)
transdataC = transdataAux ctransC

transdataAux fun c1 d c2 =
    if noneed
        then d
        else unsafePerformIO $ do
            v <- createVector (dim d)
            withForeignPtr (fptr d) $ \pd ->
                withForeignPtr (fptr v) $ \pv ->
                    fun r1 c1 pd r2 c2 pv // check "transdataAux"
            -- putStrLn $ "---> transdataAux" ++ show (toList d) ++ show (toList v)
            return v
  where r1 = dim d `div` c1
        r2 = dim d `div` c2
        noneed = r1 == 1 || c1 == 1

foreign import ccall safe "auxi.h transR"
    ctransR :: TMM -- Double ::> Double ::> IO Int
foreign import ccall safe "auxi.h transC"
    ctransC :: TCMCM -- Complex Double ::> Complex Double ::> IO Int

------------------------------------------------------------------

gmatC MF {rows = r, cols = c, fdat = d} p f = f 1 c r p
gmatC MC {rows = r, cols = c, cdat = d} p f = f 0 r c p

dtt MC { cdat = d } = d
dtt MF { fdat = d } = d

multiplyAux fun a b = unsafePerformIO $ do
    when (cols a /= rows b) $ error $ "inconsistent dimensions in contraction "++
                                      show (rows a,cols a) ++ " x " ++ show (rows b, cols b)
    r <- createMatrix RowMajor (rows a) (cols b)
    withForeignPtr (fptr (dtt a)) $ \pa -> withForeignPtr (fptr (dtt b)) $ \pb ->
        withMatrix r $ \r ->
            fun // gmatC a pa // gmatC b pb // r // check "multiplyAux"
    return r

multiplyR = multiplyAux cmultiplyR
foreign import ccall safe "auxi.h multiplyR"
    cmultiplyR :: Int -> Int -> Int -> Ptr Double
               -> Int -> Int -> Int -> Ptr Double
               -> Int -> Int -> Ptr Double
               -> IO Int

multiplyC = multiplyAux cmultiplyC
foreign import ccall safe "auxi.h multiplyC"
    cmultiplyC :: Int -> Int -> Int -> Ptr (Complex Double)
               -> Int -> Int -> Int -> Ptr (Complex Double)
               -> Int -> Int -> Ptr (Complex Double)
               -> IO Int

multiply' :: (Element a) => MatrixOrder -> Matrix a -> Matrix a -> Matrix a
multiply' RowMajor a b    = multiplyD a b
multiply' ColumnMajor a b = trans $ multiplyD (trans b) (trans a)


-- | matrix product
multiply :: (Element a) => Matrix a -> Matrix a -> Matrix a
multiply = multiplyD

----------------------------------------------------------------------

-- | extraction of a submatrix from a real matrix
subMatrixR :: (Int,Int) -> (Int,Int) -> Matrix Double -> Matrix Double
subMatrixR (r0,c0) (rt,ct) x' = unsafePerformIO $ do
    r <- createMatrix RowMajor rt ct
    let x = cmat x'
    app2 (c_submatrixR r0 (r0+rt-1) c0 (c0+ct-1)) mat x mat r "subMatrixR"
    return r
foreign import ccall "auxi.h submatrixR" c_submatrixR :: Int -> Int -> Int -> Int -> TMM

-- | extraction of a submatrix from a complex matrix
subMatrixC :: (Int,Int) -> (Int,Int) -> Matrix (Complex Double) -> Matrix (Complex Double)
subMatrixC (r0,c0) (rt,ct) x =
    reshape ct . asComplex . flatten .
    subMatrixR (r0,2*c0) (rt,2*ct) .
    reshape (2*cols x) . asReal . flatten $ x

-- | Extracts a submatrix from a matrix.
subMatrix :: Element a
          => (Int,Int) -- ^ (r0,c0) starting position 
          -> (Int,Int) -- ^ (rt,ct) dimensions of submatrix
          -> Matrix a -- ^ input matrix
          -> Matrix a -- ^ result
subMatrix = subMatrixD


---------------------------------------------------------------------

diagAux fun msg (v@V {dim = n}) = unsafePerformIO $ do
    m <- createMatrix RowMajor n n
    app2 fun vec v mat m msg
    return m

-- | diagonal matrix from a real vector
diagR :: Vector Double -> Matrix Double
diagR = diagAux c_diagR "diagR"
foreign import ccall "auxi.h diagR" c_diagR :: TVM

-- | diagonal matrix from a real vector
diagC :: Vector (Complex Double) -> Matrix (Complex Double)
diagC = diagAux c_diagC "diagC"
foreign import ccall "auxi.h diagC" c_diagC :: TCVCM

-- | creates a square matrix with the given diagonal
diag :: Element a => Vector a -> Matrix a
diag = diagD

------------------------------------------------------------------------

constantAux fun x n = unsafePerformIO $ do
    v <- createVector n
    px <- newArray [x]
    app1 (fun px) vec v "constantAux"
    free px
    return v

constantR :: Double -> Int -> Vector Double
constantR = constantAux cconstantR
foreign import ccall "auxi.h constantR"
    cconstantR :: Ptr Double -> TV -- Double :> IO Int

constantC :: Complex Double -> Int -> Vector (Complex Double)
constantC = constantAux cconstantC
foreign import ccall "auxi.h constantC"
    cconstantC :: Ptr (Complex Double) -> TCV -- Complex Double :> IO Int

{- | 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 = constantD

--------------------------------------------------------------------------

-- | obtains the complex conjugate of a complex vector
conj :: Vector (Complex Double) -> Vector (Complex Double)
conj v = asComplex $ flatten $ reshape 2 (asReal v) `multiply` diag (fromList [1,-1])

-- | creates a complex vector from vectors with real and imaginary parts
toComplex :: (Vector Double, Vector Double) ->  Vector (Complex Double)
toComplex (r,i) = asComplex $ flatten $ fromColumns [r,i]

-- | the inverse of 'toComplex'
fromComplex :: Vector (Complex Double) -> (Vector Double, Vector Double)
fromComplex z = (r,i) where
    [r,i] = toColumns $ reshape 2 $ asReal z

-- | converts a real vector into a complex representation (with zero imaginary parts)
comp :: Vector Double -> Vector (Complex Double)
comp v = toComplex (v,constant 0 (dim v))

-- | loads a matrix efficiently from formatted ASCII text file (the number of rows and columns must be known in advance).
fromFile :: FilePath -> (Int,Int) -> IO (Matrix Double)
fromFile filename (r,c) = do
    charname <- newCString filename
    res <- createMatrix RowMajor r c
    app1 (c_gslReadMatrix charname) mat res "gslReadMatrix"
    --free charname  -- TO DO: free the auxiliary CString
    return res
foreign import ccall "auxi.h matrix_fscanf" c_gslReadMatrix:: Ptr CChar -> TM

-------------------------------------------------------------------------

-- Generic definitions

{-
transL m = matrixFromVector RowMajor (rows m) $ transdata (cols m) (cdat m) (rows m)

subMatrixG (r0,c0) (rt,ct) x = matrixFromVector RowMajor ct $ fromList $ concat $ map (subList c0 ct) (subList r0 rt (toLists x))
    where subList s n = take n . drop s

diagG v = matrixFromVector RowMajor c $ fromList $ [ l!!(i-1) * delta k i | k <- [1..c], i <- [1..c]]
    where c = dim v
          l = toList v
          delta i j | i==j      = 1
                    | otherwise = 0
-}

transdataG c1 d c2 = fromList . concat . transpose . partit c1 . toList $ d

dotL a b = sum (zipWith (*) a b)

multiplyG a b = matrixFromVector RowMajor (cols b) $ fromList $ concat $ multiplyL (toLists a) (toLists b)

multiplyL a b | ok = [[dotL x y | y <- transpose b] | x <- a]
              | otherwise = error "inconsistent dimensions in contraction "
    where ok = case common length a of
                   Nothing -> False
                   Just c  -> c == length b