{-# LANGUAGE ForeignFunctionInterface #-} module Numeric.LinearAlgebra.SVD.SVDLIBC (svd) where import Control.Applicative import qualified Data.Packed as P import qualified Data.Packed.Development as I import Foreign hiding (unsafePerformIO) import Foreign.C.Types import System.IO.Unsafe import Foreign.Marshal.Alloc newtype DenseMatrix = DMat (ForeignPtr DenseMatrix) deriving (Eq, Ord, Show) foreign import ccall unsafe "svdNewDMatFromArray" _newDMatFromArray :: CInt -> CInt -> Ptr Double -> IO (Ptr DenseMatrix) foreign import ccall unsafe "&free_dmat" p_freeDMat :: FunPtr (Ptr DenseMatrix -> IO ()) newtype SparseMatrix = SMat (ForeignPtr SparseMatrix) deriving (Eq, Ord, Show) foreign import ccall unsafe "svdNewSMat" _newSMat :: CInt -> CInt -> IO (Ptr SparseMatrix) foreign import ccall unsafe "&svdFreeSMat" p_freeSMat :: FunPtr (Ptr SparseMatrix -> IO ()) foreign import ccall unsafe "svdTransposeS" _transposeSMat :: Ptr SparseMatrix -> IO (Ptr SparseMatrix) foreign import ccall unsafe "svdConvertDtoS" _convertDToS :: Ptr DenseMatrix -> IO (Ptr SparseMatrix) foreign import ccall unsafe "svdConvertStoD" _convertSToD :: Ptr SparseMatrix -> IO (Ptr DenseMatrix) newtype SVDRec = SVDRec (ForeignPtr SVDRec) foreign import ccall unsafe "svdLAS2A" _svdLAS2 :: Ptr SparseMatrix -> CLong -> IO (Ptr SVDRec) foreign import ccall unsafe "get_svdrec_ut" getUt :: Ptr SVDRec -> IO (Ptr DenseMatrix) foreign import ccall unsafe "get_svdrec_s" getS :: Ptr SVDRec -> IO (Ptr Double) foreign import ccall unsafe "get_svdrec_vt" getVt :: Ptr SVDRec -> IO (Ptr DenseMatrix) foreign import ccall unsafe "get_svdrec_rank" getRank :: Ptr SVDRec -> IO CLong foreign import ccall unsafe "get_dmat_rows" getRows :: Ptr DenseMatrix -> IO CLong foreign import ccall unsafe "get_dmat_cols" getCols :: Ptr DenseMatrix -> IO CLong foreign import ccall unsafe "get_dmat_buffer" getBuffer :: Ptr DenseMatrix -> IO (Ptr Double) foreign import ccall unsafe "set_verbosity" setVerbosity :: CLong -> IO () -- Our approach to memory management for dmats isn't entirely future-proof as we currently -- free the library's data structures directly, keeping the underlying -- buffers around for our own purposes asDMat :: Ptr DenseMatrix -> IO DenseMatrix asDMat ptr = DMat <$> newForeignPtr p_freeDMat ptr asSMat :: Ptr SparseMatrix -> IO SparseMatrix asSMat ptr = SMat <$> newForeignPtr p_freeSMat ptr createSMatrix :: Int -> Int -> IO SparseMatrix createSMatrix rows cols = do _newSMat (fromIntegral rows) (fromIntegral cols) >>= asSMat transposeSMatrix :: SparseMatrix -> IO SparseMatrix transposeSMatrix (SMat fptr) = withForeignPtr fptr $ \ptr-> _transposeSMat ptr >>= asSMat matrixToDMatrix :: P.Matrix Double -> IO DenseMatrix matrixToDMatrix m = do let m' = P.flatten m (fptr, offset, length) = I.unsafeToForeignPtr m' dmat <- withForeignPtr fptr $ _newDMatFromArray (fromIntegral $ P.rows m) (fromIntegral $ P.cols m) asDMat dmat dMatrixToMatrix :: DenseMatrix -> IO (P.Matrix Double) dMatrixToMatrix (DMat fptr) = withForeignPtr fptr $ \ptr->do rows <- fromIntegral <$> getRows ptr cols <- fromIntegral <$> getCols ptr value <- getBuffer ptr >>= newForeignPtr_ return $ I.matrixFromVector I.RowMajor rows $ I.unsafeFromForeignPtr value 0 (rows*cols) dMatrixToSMatrix :: DenseMatrix -> IO SparseMatrix dMatrixToSMatrix (DMat fptr) = withForeignPtr fptr $ \ptr-> _convertDToS ptr >>= asSMat sMatrixToDMatrix :: SparseMatrix -> IO DenseMatrix sMatrixToDMatrix (SMat fptr) = withForeignPtr fptr $ \ptr-> _convertSToD ptr >>= asDMat runSvd :: Int -> SparseMatrix -> IO SVDRec runSvd rank (SMat fptr) = withForeignPtr fptr $ \ptr->do res <- _svdLAS2 ptr (fromIntegral rank) SVDRec <$> newForeignPtr finalizerFree res unpackSvdRec :: SVDRec -> IO (P.Matrix Double, P.Vector Double, P.Matrix Double) unpackSvdRec (SVDRec fptr) = withForeignPtr fptr $ \ptr->do rank <- fromIntegral <$> getRank ptr ut <- getUt ptr >>= asDMat >>= dMatrixToMatrix ptrS <- getS ptr >>= newForeignPtr finalizerFree let s = I.unsafeFromForeignPtr ptrS 0 rank vt <- getVt ptr >>= asDMat >>= dMatrixToMatrix return (ut, s, vt) -- | @svd rank a@ is the sparse SVD of matrix @a@ with the given rank -- This function handles the conversion to svdlibc's sparse representation. svd :: Int -> P.Matrix Double -> (P.Matrix Double, P.Vector Double, P.Matrix Double) svd rank m = unsafePerformIO $ do setVerbosity 0 >> matrixToDMatrix m >>= dMatrixToSMatrix >>= runSvd rank >>= unpackSvdRec