-- | Some numerical computations used by the cubic bezier functions module Geom2D.CubicBezier.Numeric where import Data.Vector.Unboxed as V import Data.Vector.Unboxed.Mutable as MV import Data.Matrix.Unboxed as M import qualified Data.Matrix.Generic as G import qualified Data.Matrix.Unboxed.Mutable as MM import Control.Monad.ST import Control.Monad sign x | x < 0 = -1 | otherwise = 1 -- | @quadraticRoot a b c@ find the real roots of the quadratic equation -- @a x^2 + b x + c = 0@. It will return one, two or zero roots. quadraticRoot :: Double -> Double -> Double -> [Double] quadraticRoot a b c | a == 0 && b == 0 = [] | a == 0 = [-c/b] | otherwise = result where d = b*b - 4*a*c q = - (b + sign b * sqrt d) / 2 x1 = q/a x2 = c/q result | d < 0 = [] | d == 0 = [x1] | otherwise = [x1, x2] -- | @solveLinear2x2 a b c d e f@ solves the linear equation with two variables (x and y) and two systems: -- -- >a x + b y + c = 0 -- >d x + e y + f = 0 -- -- Returns @Nothing@ if no solution is found. solveLinear2x2 :: (Eq a, Fractional a) => a -> a -> a -> a -> a -> a -> Maybe (a, a) solveLinear2x2 a b c d e f = case det of 0 -> Nothing _ -> Just ((c * e - b * f) / det, (a * f - c * d) / det) where det = d * b - a * e {-# SPECIALIZE solveLinear2x2 :: Double -> Double -> Double -> Double -> Double -> Double -> Maybe (Double, Double) #-} data SparseMatrix a = SparseMatrix (V.Vector Int) (V.Vector (Int, Int)) (M.Matrix a) makeSparse :: Unbox a => Vector Int -- ^ The column index of the first element of each row. -- Should be ascending in order. -> M.Matrix a -- ^ The adjacent coefficients in each row -> SparseMatrix a -- ^ A sparse matrix. makeSparse v m = SparseMatrix v (sparseRanges v vars width) m where width = cols m vars = V.last v + width -- give the range of (possibly) nonzero coefficients for each column. -- The column indices are those of the dense matrix of which the -- sparse is a representation. sparseRanges :: V.Vector Int -> Int -> Int -> V.Vector (Int, Int) sparseRanges v vars width = ranges where height = V.length v ranges = V.scanl' nextRange (nextRange (0,0) 0) $ V.enumFromN 1 (vars-1) nextRange (s,e) i = (nextStart s i, nextEnd e i) nextStart s i | s >= height = height | v `V.unsafeIndex` s + width <= i = nextStart (s+1) i | otherwise = s nextEnd e i | e >= height = height | v `V.unsafeIndex` e > i = e | otherwise = nextEnd (e+1) i -- | Given a rectangular matrix M, calculate the symmetric square -- matrix MᵀM which can be used to find a least squares solution to -- the overconstrained system. lsqMatrix :: (Num a, Unbox a) => SparseMatrix a -- ^ The input system. -> Matrix a -- ^ The resulting symmetric matrix as a sparse matrix. -- The first element of each row is the element on the -- diagonal. lsqMatrix (SparseMatrix rowStart ranges m) | V.length rowStart /= height = error "lsqMatrix: lengths don't match." | otherwise = M.generate (vars, width) coeff where (height, width) = dim m vars = V.last rowStart + width overlap (s1,e1) (s2, e2) = (max s1 s2, min e1 e2) realIndex (r, c) = (r, c - rowStart `V.unsafeIndex` r) coeff (r,c) = let (s, e) | r+c >= vars = (0, 0) | otherwise = overlap (ranges `V.unsafeIndex` r) (ranges `V.unsafeIndex` (r+c)) in V.foldl' (\acc i -> acc + m `M.unsafeIndex` realIndex (i, r) * m `M.unsafeIndex` realIndex (i, r+c)) 0 $ V.enumFromN s (e-s) {-# SPECIALIZE lsqMatrix :: SparseMatrix Double -> M.Matrix Double #-} addMatrix :: (Num a, Unbox a) => M.Matrix a -> M.Matrix a -> M.Matrix a addMatrix = M.zipWith (+) {-# SPECIALIZE addMatrix :: M.Matrix Double -> M.Matrix Double -> M.Matrix Double #-} addVec :: (Num a, Unbox a) => V.Vector a -> V.Vector a -> V.Vector a addVec = V.zipWith (+) {-# SPECIALIZE addVec :: V.Vector Double -> V.Vector Double -> V.Vector Double #-} -- | Multiply the vector by the transpose of the sparse matrix. sparseMulT :: (Num a, Unbox a) => V.Vector a -> SparseMatrix a -> V.Vector a sparseMulT v (SparseMatrix rowStart ranges m) | V.length v /= height = error "sparseMulT: lengths don't match." | otherwise = V.generate vars coeff where (height, width) = dim m vars | V.null rowStart = 0 | otherwise = V.unsafeLast rowStart + width realIndex (r, c) = (r, c - rowStart `V.unsafeIndex` r) coeff i = let (s, e) = ranges `V.unsafeIndex` i in V.foldl' (\acc j -> acc + m `M.unsafeIndex` realIndex (j, i) * v `V.unsafeIndex` j) 0 $ V.enumFromN s (e-s) {-# SPECIALIZE sparseMulT :: V.Vector Double -> SparseMatrix Double -> V.Vector Double #-} -- | Sparse matrix * vector multiplication. sparseMul :: (Num a, Unbox a) => SparseMatrix a -> V.Vector a -> V.Vector a sparseMul (SparseMatrix rowStart _ranges m) v | V.length v /= vars = error "sparseMulT: lengths don't match." | otherwise = V.generate height coeff where (height, width) = dim m vars | V.null rowStart = 0 | otherwise = V.unsafeLast rowStart + width coeff i = V.sum $ V.zipWith (*) (V.unsafeSlice (rowStart V.! i) width v) (G.unsafeTakeRow m i) {-# SPECIALIZE sparseMul :: SparseMatrix Double -> V.Vector Double -> V.Vector Double #-} -- | LDL* decomposition of the sparse hermitian matrix. The -- first element of each row is the diagonal component of the D -- matrix. The following elements are the elements next to the -- diagonal in the L* matrix (the diagonal components in L* are 1). -- For efficiency it mutates the matrix inplace. decompLDL :: (Fractional a, Unbox a) => M.Matrix a -> M.Matrix a decompLDL m = runST $ do m2 <- M.thaw m let (vars, width) = dim m V.forM_ (V.enumFromN 0 $ vars-1) $ \startr -> do pivot <- MM.unsafeRead m2 (startr, 0) V.forM_ (V.enumFromN 1 $ width-1) $ \c -> do el <- MM.unsafeRead m2 (startr, c) MM.unsafeWrite m2 (startr, c) (el/pivot) V.forM_ (V.enumFromN 0 $ min (width-1) $ vars-startr-1) $ \r -> do r0 <- MM.unsafeRead m2 (startr, r+1) V.forM_ (V.enumFromN 0 (width-r-1)) $ \c -> do r1 <- MM.unsafeRead m2 (startr, r+c+1) el <- MM.unsafeRead m2 (r+startr+1, c) MM.unsafeWrite m2 (r+startr+1, c) (el - r0*r1*pivot) M.unsafeFreeze m2 {-# SPECIALIZE decompLDL :: Matrix Double -> Matrix Double #-} solveLDL :: (Fractional a, Unbox a) => M.Matrix a -> V.Vector a -> V.Vector a solveLDL m v | rows m /= V.length v = error "solveLDL: lengths don't match" | otherwise = runST $ do let (vars, width) = M.dim m sol1 <- MV.new vars -- forward substitution on the first (width) rows V.forM_ (V.enumFromN 0 $ min vars width) $ \i -> do let vi = v `V.unsafeIndex` i s <- liftM (V.foldl' (-) vi) $ V.forM (enumFromN 0 i) $ \j -> liftM ((m `M.unsafeIndex` (j, i-j)) *) (MV.unsafeRead sol1 j) MV.unsafeWrite sol1 i s -- forward substitution on the next (height-width) rows V.forM_ (V.enumFromN width $ vars - width) $ \i -> do let vi = v `V.unsafeIndex` i s <- liftM (V.foldl' (-) vi) $ V.forM (enumFromN 1 (width-1)) $ \j -> liftM ((m `M.unsafeIndex` (i-j, j)) *) (MV.unsafeRead sol1 $ i-j) MV.unsafeWrite sol1 i s -- backward substitution on the last (width) rows V.forM_ (V.enumFromN 0 $ min vars width) $ \i -> do solI <- MV.unsafeRead sol1 (vars-i-1) let d = m `M.unsafeIndex` (vars-i-1, 0) s <- liftM (V.foldl' (-) (solI/d)) $ V.forM (enumFromN 0 i) $ \j -> liftM ((m `M.unsafeIndex` (vars-i-1, j+1)) *) (MV.unsafeRead sol1 $ vars-i+j) MV.unsafeWrite sol1 (vars-i-1) s -- backward substitution on the prevous (vars-width) rows V.forM_ (V.enumFromN width $ vars - width) $ \i -> do solI <- MV.unsafeRead sol1 (vars-i-1) let d = m `M.unsafeIndex` (vars-i-1, 0) s <- liftM (V.foldl' (-) (solI/d)) $ V.forM (enumFromN 0 (width-1)) $ \j -> liftM ((m `M.unsafeIndex` (vars-i-1, j+1)) *) (MV.unsafeRead sol1 $ vars-i+j) MV.unsafeWrite sol1 (vars-i-1) s V.unsafeFreeze sol1 {-# SPECIALIZE solveLDL :: M.Matrix Double -> V.Vector Double -> V.Vector Double #-} -- | @lsqSolve rowStart M y@ Find a least squares solution x to the -- system xM = y. lsqSolve :: (Fractional a, Unbox a) => SparseMatrix a -- ^ sparse matrix -> V.Vector a -- ^ Right hand side vector. -> V.Vector a -- ^ Solution vector lsqSolve m@(SparseMatrix _ _ m') v | rows m' /= V.length v = error "lsqSolve: lengths don't match" | otherwise = solveLDL m2 v2 where v2 = sparseMulT v m m2 = decompLDL $ lsqMatrix m {-# SPECIALIZE lsqSolve :: SparseMatrix Double -> V.Vector Double -> V.Vector Double #-} -- | @lsqSolveDist rowStart M y@ Find a least squares solution of the distance between the points. lsqSolveDist :: (Fractional a, Unbox a) => SparseMatrix (a, a) -- ^ sparse matrix -> V.Vector (a, a) -- ^ Right hand side vector. -> V.Vector a -- ^ Solution vector lsqSolveDist (SparseMatrix r s m') v | rows m' /= V.length v = error "lsqSolve: lengths don't match" | otherwise = solveLDL m3 v3 where v3 = sparseMulT v1 m1 `addVec` sparseMulT v2 m2 m3 = decompLDL $ lsqMatrix m1 `addMatrix` lsqMatrix m2 (v1, v2) = V.unzip v (m1', m2') = M.unzip m' m1 = SparseMatrix r s m1' m2 = SparseMatrix r s m2' {-# SPECIALIZE lsqSolveDist :: SparseMatrix (Double, Double) -> V.Vector (Double, Double) -> V.Vector Double #-}