{-# LANGUAGE GADTs #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE FlexibleContexts #-} module Data.Eigen.SparseMatrix ( -- * SparseMatrix type -- | SparseMatrix aliases follows Eigen naming convention SparseMatrix(..), SparseMatrixXf, SparseMatrixXd, SparseMatrixXcf, SparseMatrixXcd, -- * Accessing matrix data cols, rows, coeff, (!), -- * Matrix conversions fromList, toList, fromDenseList, toDenseList, fromMatrix, toMatrix, -- * Matrix properties norm, squaredNorm, blueNorm, block, compress, uncompress, compressed, nonZeros, innerSize, outerSize, -- * Basic matrix algebra add, sub, mul, -- * Matrix transformations pruned, scale, transpose, adjoint, -- * Matrix serialization encode, decode, ) where import qualified Prelude as P import Prelude hiding (map) import qualified Data.List as L import Data.Complex import Foreign.C.Types import Foreign.C.String import Foreign.Storable import Foreign.Ptr import Foreign.ForeignPtr import Foreign.Marshal.Alloc import Control.Monad import Control.Applicative import qualified Data.Eigen.Matrix as M import qualified Data.Eigen.Matrix.Mutable as MM import qualified Foreign.Concurrent as FC import qualified Data.Eigen.Internal as I import qualified Data.Vector.Storable as VS import qualified Data.Vector.Storable.Mutable as VSM import qualified Data.ByteString as BS import qualified Data.ByteString.Lazy as BSL import qualified Data.ByteString.Internal as BSI {-| A versatible sparse matrix representation. This class implements a more versatile variants of the common compressed row/column storage format. Each colmun's (resp. row) non zeros are stored as a pair of value with associated row (resp. colmiun) index. All the non zeros are stored in a single large buffer. Unlike the compressed format, there might be extra space inbetween the nonzeros of two successive colmuns (resp. rows) such that insertion of new non-zero can be done with limited memory reallocation and copies. The results of Eigen's operations always produces compressed sparse matrices. On the other hand, the insertion of a new element into a SparseMatrix converts this later to the uncompressed mode. A call to the function 'compress' turns the matrix into the standard compressed format compatible with many library. Implementation deails of SparseMatrix are intentionally hidden behind ForeignPtr bacause Eigen doesn't provide mapping over plain data for sparse matricies. For more infomration please see Eigen documentation page: -} data SparseMatrix a b where SparseMatrix :: I.Elem a b => !(ForeignPtr (I.CSparseMatrix a b)) -> SparseMatrix a b -- | Alias for single precision sparse matrix type SparseMatrixXf = SparseMatrix Float CFloat -- | Alias for double precision sparse matrix type SparseMatrixXd = SparseMatrix Double CDouble -- | Alias for single previsiom sparse matrix of complex numbers type SparseMatrixXcf = SparseMatrix (Complex Float) (I.CComplex CFloat) -- | Alias for double prevision sparse matrix of complex numbers type SparseMatrixXcd = SparseMatrix (Complex Double) (I.CComplex CDouble) -- | Pretty prints the sparse matrix instance (I.Elem a b, Show a) => Show (SparseMatrix a b) where show m = concat [ "SparseMatrix ", show (rows m), "x", show (cols m), "\n", L.intercalate "\n" $ P.map (L.intercalate "\t" . P.map show) $ toDenseList m, "\n"] -- | Shortcuts for basic matrix math instance I.Elem a b => Num (SparseMatrix a b) where (*) = mul (+) = add (-) = sub fromInteger x = fromList 1 1 [(0,0,fromInteger x)] signum = map signum abs = map abs negate = map negate -- | Not exposed, For internal use donly map :: I.Elem a b => (a -> a) -> SparseMatrix a b -> SparseMatrix a b map f m = fromList (rows m) (cols m) . P.map (\(r,c,v) -> (r,c,f v)) . toList $ m mk :: I.Elem a b => Ptr (I.CSparseMatrix a b) -> IO (SparseMatrix a b) mk p = SparseMatrix <$> FC.newForeignPtr p (I.call $ I.sparse_free p) -- | Number of rows for the sparse matrix rows :: I.Elem a b => SparseMatrix a b -> Int rows = _unop I.sparse_rows (return . I.cast) -- | Number of columns for the sparse matrix cols :: I.Elem a b => SparseMatrix a b -> Int cols = _unop I.sparse_cols (return . I.cast) -- | Matrix coefficient at given row and col coeff :: I.Elem a b => Int -> Int -> SparseMatrix a b -> a coeff row col (SparseMatrix fp) = I.performIO $ withForeignPtr fp $ \p -> alloca $ \pq -> do I.call $ I.sparse_coeff p (I.cast row) (I.cast col) pq I.cast <$> peek pq -- | Matrix coefficient at given row and col (!) :: I.Elem a b => SparseMatrix a b -> (Int, Int) -> a (!) m (row, col) = coeff row col m {-| For vectors, the l2 norm, and for matrices the Frobenius norm. In both cases, it consists in the square root of the sum of the square of all the matrix entries. For vectors, this is also equals to the square root of the dot product of this with itself. -} norm :: I.Elem a b => SparseMatrix a b -> a norm = _unop I.sparse_norm (return . I.cast) -- | For vectors, the squared l2 norm, and for matrices the Frobenius norm. In both cases, it consists in the sum of the square of all the matrix entries. For vectors, this is also equals to the dot product of this with itself. squaredNorm :: I.Elem a b => SparseMatrix a b -> a squaredNorm = _unop I.sparse_squaredNorm (return . I.cast) -- | The l2 norm of the matrix using the Blue's algorithm. A Portable Fortran Program to Find the Euclidean Norm of a Vector, ACM TOMS, Vol 4, Issue 1, 1978. blueNorm :: I.Elem a b => SparseMatrix a b -> a blueNorm = _unop I.sparse_blueNorm (return . I.cast) -- | Extract rectangular block from sparse matrix defined by startRow startCol blockRows blockCols block :: I.Elem a b => Int -> Int -> Int -> Int -> SparseMatrix a b -> SparseMatrix a b block row col rows cols = _unop (\p pq -> I.sparse_block p (I.cast row) (I.cast col) (I.cast rows) (I.cast cols) pq) mk -- | Number of non-zeros elements in the sparse matrix nonZeros :: I.Elem a b => SparseMatrix a b -> Int nonZeros = _unop I.sparse_nonZeros (return . I.cast) -- | Turns the matrix into the compressed format compress :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b compress = _unop I.sparse_makeCompressed mk -- | not exposed currently uncompress :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b uncompress = _unop I.sparse_uncompress mk -- | not exposed currently compressed :: I.Elem a b => SparseMatrix a b -> Bool compressed = _unop I.sparse_isCompressed (return . (/=0)) -- | Minor dimension with respect to the storage order innerSize :: I.Elem a b => SparseMatrix a b -> Int innerSize = _unop I.sparse_innerSize (return . I.cast) -- | Major dimension with respect to the storage order outerSize :: I.Elem a b => SparseMatrix a b -> Int outerSize = _unop I.sparse_outerSize (return . I.cast) -- | Suppresses all nonzeros which are much smaller than reference under the tolerence epsilon pruned :: I.Elem a b => a -> SparseMatrix a b -> SparseMatrix a b pruned r = _unop (\p pq -> alloca $ \pr -> poke pr (I.cast r) >> I.sparse_prunedRef p pr pq) mk -- | Multiply matrix on a given scalar scale :: I.Elem a b => a -> SparseMatrix a b -> SparseMatrix a b scale x = _unop (\p pq -> alloca $ \px -> poke px (I.cast x) >> I.sparse_scale p px pq) mk -- | Transpose of the sparse matrix transpose :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b transpose = _unop I.sparse_transpose mk -- | Adjoint of the sparse matrix adjoint :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b adjoint = _unop I.sparse_adjoint mk -- | Adding two sparse matrices by adding the corresponding entries together. You can use @(+)@ function as well. add :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b -> SparseMatrix a b add = _binop I.sparse_add mk -- | Subtracting two sparse matrices by subtracting the corresponding entries together. You can use @(-)@ function as well. sub :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b -> SparseMatrix a b sub = _binop I.sparse_sub mk -- | Matrix multiplication. You can use @(*)@ function as well. mul :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b -> SparseMatrix a b mul = _binop I.sparse_mul mk -- | Construct sparse matrix of given size from the list of triplets (row, col, val) fromList :: I.Elem a b => Int -> Int -> [(Int, Int, a)] -> SparseMatrix a b fromList rows cols tris = I.performIO $ VS.unsafeWith vs $ \p -> alloca $ \pq -> do I.call $ I.sparse_fromList (I.cast rows) (I.cast cols) p (I.cast $ VS.length vs) pq peek pq >>= mk where vs = VS.fromList $ P.map (\(row,col,val) -> I.CTriplet (I.cast row) (I.cast col) (I.cast val)) tris -- | Convert sparse matrix to the list of triplets (row, col, val). Compressed elements will not be included toList :: I.Elem a b => SparseMatrix a b -> [(Int, Int, a)] toList m@(SparseMatrix fp) = I.performIO $ do let size = nonZeros m tris <- VSM.new size withForeignPtr fp $ \p -> VSM.unsafeWith tris $ \q -> I.call $ I.sparse_toList p q (I.cast size) let f (I.CTriplet row col val) = (I.cast row, I.cast col, I.cast val) P.map f . VS.toList <$> VS.unsafeFreeze tris -- | Construct sparse matrix of two-dimensional list of values. Matrix dimensions will be detected automatically. Zero values will be compressed. fromDenseList :: (I.Elem a b, Eq a) => [[a]] -> SparseMatrix a b fromDenseList list = fromList rows cols $ do (row, vals) <- zip [0..] list (col, val) <- zip [0..] vals guard $ val /= 0 return (row, col, val) where rows = length list cols = L.foldl' max 0 $ P.map length list -- | Convert sparse matrix to (rows X cols) dense list of values toDenseList :: I.Elem a b => SparseMatrix a b -> [[a]] toDenseList m = [[coeff row col m | col <- [0 .. cols m - 1]] | row <- [0 .. rows m - 1]] -- | Construct sparse matrix from dense matrix. Zero elements will be compressed fromMatrix :: I.Elem a b => M.Matrix a b -> SparseMatrix a b fromMatrix m1 = I.performIO $ alloca $ \pm0 -> M.unsafeWith m1 $ \vals rows cols -> do I.call $ I.sparse_fromMatrix vals rows cols pm0 peek pm0 >>= mk -- | Construct dense matrix from sparse matrix toMatrix :: I.Elem a b => SparseMatrix a b -> M.Matrix a b toMatrix m1@(SparseMatrix fp) = I.performIO $ do m0 <- MM.new (rows m1) (cols m1) MM.unsafeWith m0 $ \vals rows cols -> withForeignPtr fp $ \pm1 -> I.call $ I.sparse_toMatrix pm1 vals rows cols M.unsafeFreeze m0 -- | Encode the sparse matrix as a lazy byte string encode :: I.Elem a b => SparseMatrix a b -> BSL.ByteString encode m@(SparseMatrix fp) = I.performIO $ do let size = nonZeros m tris <- VSM.new size withForeignPtr fp $ \p -> VSM.unsafeWith tris $ \q -> I.call $ I.sparse_toList p q (I.cast size) tris <- VS.unsafeFreeze tris let tri@(I.CTriplet _ _ val) = VS.head tris return $ BSL.fromChunks [ encodeInt (I.magicCode val), encodeInt (I.cast $ rows m), encodeInt (I.cast $ cols m), encodeInt (I.cast $ size), let (fp, fs) = VS.unsafeToForeignPtr0 tris in BSI.PS (castForeignPtr fp) 0 (fs * sizeOf tri)] where encodeInt :: CInt -> BS.ByteString encodeInt x = BSI.unsafeCreate (sizeOf x) $ (`poke` x) . castPtr -- | Decode sparse matrix from the lazy byte string decode :: forall a b . I.Elem a b => BSL.ByteString -> SparseMatrix a b decode st = I.performIO $ do let val = undefined :: b tri = undefined :: I.CTriplet b triSize = sizeOf tri st <- I.openStream st code <- I.decodeInt <$> I.readStream st I.intSize when (code /= I.magicCode val) $ fail "SparseMatrix.decode: wrong matrix type" rows <- I.readInt st cols <- I.readInt st size <- I.readInt st BSI.PS fp fo _ <- I.readStream st (I.cast size * triSize) I.closeStream st let tris = VS.unsafeFromForeignPtr0 (I.plusForeignPtr fp fo) (I.cast size) VS.unsafeWith tris $ \p -> alloca $ \pq -> do I.call $ I.sparse_fromList rows cols p size pq peek pq >>= mk _unop :: Storable c => (I.CSparseMatrixPtr a b -> Ptr c -> IO CString) -> (c -> IO d) -> SparseMatrix a b -> d _unop f g (SparseMatrix fp) = I.performIO $ withForeignPtr fp $ \p -> alloca $ \pq -> do I.call (f p pq) peek pq >>= g _binop :: Storable c => (I.CSparseMatrixPtr a b -> I.CSparseMatrixPtr a b -> Ptr c -> IO CString) -> (c -> IO d) -> SparseMatrix a b -> SparseMatrix a b -> d _binop f g (SparseMatrix fp1) (SparseMatrix fp2) = I.performIO $ withForeignPtr fp1 $ \p1 -> withForeignPtr fp2 $ \p2 -> alloca $ \pq -> do I.call (f p1 p2 pq) peek pq >>= g