{-# LANGUAGE TypeFamilies #-} module Numeric.LAPACK.Eigen.Triangular ( values, decompose, ) where import qualified Numeric.LAPACK.Matrix.Triangular as Triangular import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape import Numeric.LAPACK.Matrix.Triangular.Private (unpackZero, pack, unpackToTemp, fillTriangle, forPointers, rowMajorPointers) import Numeric.LAPACK.Matrix.Triangular (Triangular) import Numeric.LAPACK.Matrix.Shape.Private (Order(ColumnMajor,RowMajor), caseUplo, uploOrder, triangleSize) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Private (zero, lacgv, allocArray) import qualified Numeric.LAPACK.FFI.Complex as LapackComplex import qualified Numeric.LAPACK.FFI.Real as LapackReal import qualified Numeric.BLAS.FFI.Generic as BlasGen import qualified Numeric.Netlib.Utility as Call import qualified Numeric.Netlib.Class as Class import qualified Data.Array.Comfort.Shape as Shape import Data.Array.Comfort.Storable.Internal (Array(Array)) import System.IO.Unsafe (unsafePerformIO) import Foreign.Marshal.Alloc (alloca) import Foreign.C.Types (CInt, CChar) import Foreign.Ptr (Ptr, nullPtr) import Foreign.Storable (peek) import Control.Monad.Trans.Cont (evalContT) import Control.Monad.IO.Class (liftIO) import Control.Applicative ((<$>)) import Text.Printf (printf) import Data.Complex (Complex) values :: (MatrixShape.Uplo uplo, Shape.C sh, Class.Floating a) => Triangular uplo sh a -> Vector sh a values = Triangular.getDiagonal {- | @(vr,d,vlAdj) = TriEigen.decompose a@ Counterintuitively, @vr@ contains the right eigenvectors as columns and @vlAdj@ contains the left conjugated eigenvectors as rows. The idea is to provide a decomposition of @a@. If @a@ is diagonalizable, then @vr@ and @vlAdj@ are almost inverse to each other. More precisely, @vlAdj \<#\> vr@ is a diagonal matrix. This is because the eigenvectors are not normalized. With the following scaling, the decomposition becomes perfect: > let scal = Array.map recip $ getDiagonal $ vlAdj <#> vr > a == vr <#> diagonal d <#> diagonal scal <#> vlAdj If @a@ is non-diagonalizable then some columns of @vr@ and corresponding rows of @vlAdj@ are left zero and the above property does not hold. -} decompose :: (MatrixShape.Uplo uplo, Shape.C sh, Class.Floating a) => Triangular uplo sh a -> (Triangular uplo sh a, Vector sh a, Triangular uplo sh a) decompose a = let (vr,vl) = decomposePlain a in (vr, values a, vl) decomposePlain :: (MatrixShape.Uplo uplo, Shape.C sh, Class.Floating a) => Triangular uplo sh a -> (Triangular uplo sh a, Triangular uplo sh a) decomposePlain (Array (MatrixShape.Triangular uplo order sh) a) = unsafePerformIO $ do let n = Shape.size sh let n2 = n*n let triSize = triangleSize n evalContT $ do sidePtr <- Call.char 'B' howManyPtr <- Call.char 'A' let selectPtr = nullPtr let unpk = case uploOrder uplo order of ColumnMajor -> unpackZero ColumnMajor RowMajor -> unpackZeroRowMajor aPtr <- unpackToTemp unpk n a ldaPtr <- Call.cint n vlPtr <- Call.allocaArray n2 vrPtr <- Call.allocaArray n2 mmPtr <- Call.cint n mPtr <- Call.alloca liftIO $ withInfo "trevc" $ trevc sidePtr howManyPtr selectPtr n aPtr ldaPtr vlPtr ldaPtr vrPtr ldaPtr mmPtr mPtr (vl,vlpPtr) <- allocArray $ MatrixShape.Triangular uplo (uploOrder uplo RowMajor) sh (vr,vrpPtr) <- allocArray $ MatrixShape.Triangular uplo (uploOrder uplo ColumnMajor) sh sizePtr <- Call.cint triSize incPtr <- Call.cint 1 liftIO $ do pack ColumnMajor n vrPtr vrpPtr pack RowMajor n vlPtr vlpPtr lacgv sizePtr vlpPtr incPtr return $ caseUplo uplo (vl,vr) (vr,vl) unpackZeroRowMajor :: Class.Floating a => Int -> Ptr a -> Ptr a -> IO () unpackZeroRowMajor n packedPtr fullPtr = do fillTriangle zero RowMajor n fullPtr unpackRowMajor n packedPtr fullPtr unpackRowMajor :: Class.Floating a => Int -> Ptr a -> Ptr a -> IO () unpackRowMajor n packedPtr fullPtr = evalContT $ do incxPtr <- Call.cint 1 incyPtr <- Call.cint n liftIO $ forPointers (rowMajorPointers n fullPtr packedPtr) $ \nPtr (dstPtr,srcPtr) -> BlasGen.copy nPtr srcPtr incxPtr dstPtr incyPtr withInfo :: String -> (Ptr CInt -> IO ()) -> IO () withInfo name computation = alloca $ \infoPtr -> do computation infoPtr info <- fromIntegral <$> peek infoPtr case compare info (0::Int) of EQ -> return () LT -> error $ printf "%s: illegal value in %d-th argument" name (-info) GT -> error $ printf "%s: %d off-diagonal elements not converging" name info type TREVC_ a = Ptr CChar -> Ptr CChar -> Ptr Bool -> Int -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr CInt -> Ptr CInt -> Ptr CInt -> IO () newtype TREVC a = TREVC {getTREVC :: TREVC_ a} trevc :: Class.Floating a => TREVC_ a trevc = getTREVC $ Class.switchFloating (TREVC trevcReal) (TREVC trevcReal) (TREVC trevcComplex) (TREVC trevcComplex) trevcReal :: Class.Real a => TREVC_ a trevcReal sidePtr howmnyPtr selectPtr n tPtr ldtPtr vlPtr ldvlPtr vrPtr ldvrPtr mmPtr mPtr infoPtr = evalContT $ do nPtr <- Call.cint n workPtr <- Call.allocaArray (3*n) liftIO $ LapackReal.trevc sidePtr howmnyPtr selectPtr nPtr tPtr ldtPtr vlPtr ldvlPtr vrPtr ldvrPtr mmPtr mPtr workPtr infoPtr trevcComplex :: Class.Real a => TREVC_ (Complex a) trevcComplex sidePtr howmnyPtr selectPtr n tPtr ldtPtr vlPtr ldvlPtr vrPtr ldvrPtr mmPtr mPtr infoPtr = evalContT $ do nPtr <- Call.cint n workPtr <- Call.allocaArray (2*n) rworkPtr <- Call.allocaArray n liftIO $ LapackComplex.trevc sidePtr howmnyPtr selectPtr nPtr tPtr ldtPtr vlPtr ldvlPtr vrPtr ldvrPtr mmPtr mPtr workPtr rworkPtr infoPtr