path: root/packages/base/src/Numeric/LinearAlgebra/Util.hs

{-# LANGUAGE FlexibleContexts #-}
{-# LANGUAGE FlexibleInstances #-}
{-# LANGUAGE TypeFamilies #-}
{-# LANGUAGE MultiParamTypeClasses #-}
{-# LANGUAGE FunctionalDependencies #-}
{-# LANGUAGE ViewPatterns #-}


-----------------------------------------------------------------------------
{- |
Module      :  Numeric.LinearAlgebra.Util
Copyright   :  (c) Alberto Ruiz 2013
License     :  BSD3
Maintainer  :  Alberto Ruiz
Stability   :  provisional

-}
-----------------------------------------------------------------------------

module Numeric.LinearAlgebra.Util(

    -- * Convenience functions
    vector, matrix,
    disp,
    formatSparse,
    approxInt,
    dispDots,
    dispBlanks,
    formatShort,
    dispShort,
    zeros, ones,
    diagl,
    row,
    col,
    (&), (¦), (|||), (——), (===), (#),
    (?), (¿),
    Indexable(..), size,
    Numeric,
    rand, randn,
    cross,
    norm,
    ℕ,ℤ,ℝ,ℂ,iC,
    Normed(..), norm_Frob, norm_nuclear,
    unitary,
    mt,
    (~!~),
    pairwiseD2,
    rowOuters,
    null1,
    null1sym,
    -- * Convolution
    -- ** 1D
    corr, conv, corrMin,
    -- ** 2D
    corr2, conv2, separable
) where

import Data.Packed.Numeric
import Numeric.LinearAlgebra.Algorithms hiding (i,Normed)
--import qualified Numeric.LinearAlgebra.Algorithms as A
import Numeric.Matrix()
import Numeric.Vector()
import Numeric.LinearAlgebra.Random
import Numeric.LinearAlgebra.Util.Convolution
import Control.Monad(when)
import Text.Printf
import Data.List.Split(splitOn)
import Data.List(intercalate)

type ℝ = Double
type ℕ = Int
type ℤ = Int
type ℂ = Complex Double

-- | imaginary unit
iC :: ℂ
iC = 0:+1

{- | create a real vector

>>> vector [1..5]
fromList [1.0,2.0,3.0,4.0,5.0]

-}
vector :: [ℝ] -> Vector ℝ
vector = fromList

{- | create a real matrix

>>> matrix 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 ]

-}
matrix
  :: Int -- ^ columns
  -> [ℝ] -- ^ elements
  -> Matrix ℝ
matrix c = reshape c . fromList


{- | 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 = putStr . 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

>>> 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]]

-- | a synonym for ('|||') (unicode 0x00a6, broken bar)
infixl 3 ¦
(¦) :: Matrix Double -> Matrix Double -> Matrix Double
(¦) = (|||)


-- | vertical concatenation of real matrices
--
(===) :: Matrix Double -> Matrix Double -> Matrix Double
infixl 2 ===
a === b = fromBlocks [[a],[b]]

-- | a synonym for ('===') (unicode 0x2014, em dash)
(——) :: Matrix Double -> Matrix Double -> Matrix Double
infixl 2 ——
(——) = (===)


(#) :: 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 :: Product t => Vector t -> Vector t -> Vector t
-- ^ cross product (for three-element vectors)
cross x y | dim x == 3 && dim y == 3 = fromList [z1,z2,z3]
          | otherwise = error $ "the cross product requires 3-element vectors (sizes given: "
                                ++show (dim x)++" and "++show (dim 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

{-# SPECIALIZE cross :: Vector Double -> Vector Double -> Vector Double #-}
{-# SPECIALIZE cross :: Vector (Complex Double) -> Vector (Complex Double) -> Vector (Complex Double) #-}

norm :: Vector Double -> Double
-- ^ 2-norm of real vector
norm = pnorm PNorm2

class Normed a
  where
    norm_0   :: a -> ℝ
    norm_1   :: a -> ℝ
    norm_2   :: a -> ℝ
    norm_Inf :: a -> ℝ


instance Normed (Vector ℝ)
  where
    norm_0 v = sumElements (step (abs v - scalar (eps*normInf v)))
    norm_1 = pnorm PNorm1
    norm_2 = pnorm PNorm2
    norm_Inf = pnorm Infinity

instance Normed (Vector ℂ)
  where
    norm_0 v = sumElements (step (fst (fromComplex (abs v)) - scalar (eps*normInf v)))
    norm_1 = pnorm PNorm1
    norm_2 = pnorm PNorm2
    norm_Inf = pnorm Infinity

instance Normed (Matrix ℝ)
  where
    norm_0 = norm_0 . flatten
    norm_1 = pnorm PNorm1
    norm_2 = pnorm PNorm2
    norm_Inf = pnorm Infinity

instance Normed (Matrix ℂ)
  where
    norm_0 = norm_0 . flatten
    norm_1 = pnorm PNorm1
    norm_2 = pnorm PNorm2
    norm_Inf = pnorm Infinity

instance Normed (Vector I)
  where
    norm_0 = fromIntegral . sumElements . step . abs
    norm_1 = fromIntegral . norm1
    norm_2 v = sqrt . fromIntegral $ dot v v
    norm_Inf = fromIntegral . normInf



norm_Frob :: (Normed (Vector t), Element t) => Matrix t -> ℝ
norm_Frob = norm_2 . flatten

norm_nuclear :: Field t => Matrix t -> ℝ
norm_nuclear = sumElements . singularValues


-- | 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 $ vector [1..10]
10
>>> size $ (2><5)[1..10::Double]
(2,5)

-}
size :: Container c t => c t -> IndexOf c
size = size'

{- | Alternative indexing function.

>>> vector [1..10] ! 3
4.0

On a matrix it gets the k-th row as a vector:

>>> matrix 5 [1..15] ! 1
fromList [6.0,7.0,8.0,9.0,10.0]

>>> matrix 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 I) I
  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

>>> a
(3><2)
 [   1.0,   2.0
 ,  10.0,  20.0
 , 100.0, 200.0 ]
>>> b
(3><3)
 [ 1.0, 2.0, 3.0
 , 4.0, 5.0, 6.0
 , 7.0, 8.0, 9.0 ]

>>> rowOuters a (b ||| 1)
(3><8)
 [   1.0,   2.0,   3.0,   1.0,    2.0,    4.0,    6.0,   2.0
 ,  40.0,  50.0,  60.0,  10.0,   80.0,  100.0,  120.0,  20.0
 , 700.0, 800.0, 900.0, 100.0, 1400.0, 1600.0, 1800.0, 200.0 ]

-}
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'

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

infixl 0 ~!~
c ~!~ msg = when c (error msg)

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

formatSparse :: String -> String -> String -> Int -> Matrix Double -> String

formatSparse zeroI _zeroF sep _ (approxInt -> Just m) = format sep f m
  where
    f 0 = zeroI
    f x = printf "%.0f" x

formatSparse zeroI zeroF sep n m = format sep f m
  where
    f x | abs (x::Double) < 2*peps = zeroI++zeroF
        | abs (fromIntegral (round x::Int) - x) / abs x < 2*peps
            = printf ("%.0f."++replicate n ' ') x
        | otherwise = printf ("%."++show n++"f") x

approxInt m
    | norm_Inf (v - vi) < 2*peps * norm_Inf v = Just (reshape (cols m) vi)
    | otherwise = Nothing
  where
    v = flatten m
    vi = roundVector v

dispDots n = putStr . formatSparse "." (replicate n ' ') "  " n

dispBlanks n = putStr . formatSparse "" "" "  " n

formatShort sep fmt maxr maxc m = auxm4
  where
    (rm,cm) = size m
    (r1,r2,r3)
        | rm <= maxr = (rm,0,0)
        | otherwise  = (maxr-3,rm-maxr+1,2)
    (c1,c2,c3)
        | cm <= maxc = (cm,0,0)
        | otherwise  = (maxc-3,cm-maxc+1,2)
    [ [a,_,b]
     ,[_,_,_]
     ,[c,_,d]] = toBlocks [r1,r2,r3]
                          [c1,c2,c3] m
    auxm = fromBlocks [[a,b],[c,d]]
    auxm2
        | cm > maxc = format "|" fmt auxm
        | otherwise = format sep fmt auxm
    auxm3
        | cm > maxc = map (f . splitOn "|") (lines auxm2)
        | otherwise = (lines auxm2)
    f items = intercalate sep (take (maxc-3) items) ++ "  .. " ++
              intercalate sep (drop (maxc-3) items)
    auxm4
        | rm > maxr = unlines (take (maxr-3) auxm3 ++ vsep : drop (maxr-3) auxm3)
        | otherwise = unlines auxm3
    vsep = map g (head auxm3)
    g '.' = ':'
    g _ = ' '


dispShort :: Int -> Int -> Int -> Matrix Double -> IO ()
dispShort maxr maxc dec m =
    printf "%dx%d\n%s" (rows m) (cols m) (formatShort "  " fmt maxr maxc m)
  where
    fmt = printf ("%."++show dec ++"f")

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

instance Testable (Matrix I) where
   checkT _ = test

test :: (Bool, IO())
test = (and ok, return ())
  where
    m  = (3><4) [1..12] :: Matrix I
    r  = (2><3) [1,2,3,4,3,2]
    c  = (3><2) [0,4,4,1,2,3]
    p  = (9><10) [0..89] :: Matrix I
    ep = (2><3) [10,24,32,44,31,23]
    md = fromInt m      :: Matrix Double
    ok = [ tr m <> m == toInt (tr md <> md)
         , m <> tr m == toInt (md <> tr md)
         , m ?? (Take 2, Take 3) == remap (asColumn (range 2)) (asRow (range 3)) m
         , remap r (tr c) p == ep
         , tr p ?? (PosCyc (idxs[-5,13]), Pos (idxs[3,7,1])) == (2><3) [35,75,15,33,73,13]
         ]