{-# LANGUAGE TypeFamilies #-} module Test.Hermitian (testsVar) where import qualified Test.Generator as Gen import qualified Test.Utility as Util import Test.Generator ((<.*|>), (<|*.>), (<|*|>), (<|\|>)) import Test.Utility (approx, approxReal, approxArray, approxArrayTol, approxMatrix, Tagged, genOrder) import qualified Numeric.LAPACK.Orthogonal.Householder as HH import qualified Numeric.LAPACK.Matrix.HermitianPositiveDefinite as HermitianPD import qualified Numeric.LAPACK.Matrix.Hermitian as Hermitian import qualified Numeric.LAPACK.Matrix.Triangular as Triangular import qualified Numeric.LAPACK.Matrix.Square as Square import qualified Numeric.LAPACK.Matrix.Shape as MatrixShape import qualified Numeric.LAPACK.Matrix as Matrix import qualified Numeric.LAPACK.Vector as Vector import Numeric.LAPACK.Matrix.Hermitian (Hermitian) import Numeric.LAPACK.Matrix.Square (Square) import Numeric.LAPACK.Matrix.Shape (Order) import Numeric.LAPACK.Matrix (General, ZeroInt, zeroInt, (<#), (<#>), (#>)) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Scalar (RealOf, fromReal, selectReal) import qualified Numeric.Netlib.Class as Class import qualified Data.Array.Comfort.Storable as Array import qualified Data.Array.Comfort.Shape as Shape import Control.Applicative (liftA2, (<$>)) import qualified Data.NonEmpty.Class as NonEmptyC import qualified Data.NonEmpty as NonEmpty import qualified Test.QuickCheck as QC covariance :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => General ZeroInt ZeroInt a -> Bool covariance x = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.covariance x) (Matrix.adjoint x <#> x) outer :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Order -> Vector ZeroInt a -> Bool outer order x = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.outer order x) (Matrix.outer order x x) genScaledVectors :: (NonEmptyC.Gen f, Class.Floating a, RealOf a ~ ar, Class.Real ar) => Gen.Vector a Int (ZeroInt, f (ar, Vector ZeroInt a)) genScaledVectors = flip Gen.mapGen Gen.vectorDim $ \maxElem size -> fmap ((,) size) $ NonEmptyC.genOf $ liftA2 (,) (Util.genReal maxElem) (Util.genArray maxElem size) sumRank1 :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Order -> (ZeroInt, [(ar, Vector ZeroInt a)]) -> Bool sumRank1 order (sh,xs) = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.sumRank1 order sh xs) (foldl Vector.add (Vector.constant (MatrixShape.general order sh sh) 0) $ fmap (rank1 order) xs) sumRank1NonEmpty :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Order -> NonEmpty.T [] (ar, Vector ZeroInt a) -> Bool sumRank1NonEmpty order xs = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.sumRank1NonEmpty order xs) (NonEmpty.foldl1 Vector.add $ fmap (rank1 order) xs) rank1 :: (Eq size, Shape.C size, Class.Floating a) => Order -> (RealOf a, Vector size a) -> Matrix.General size size a rank1 order (r,x) = Vector.scaleReal r $ Matrix.outer order x x genScaledVectorPairs :: (NonEmptyC.Gen f, Class.Floating a) => Gen.Vector a Int (ZeroInt, f (a, (Vector ZeroInt a, Vector ZeroInt a))) genScaledVectorPairs = flip Gen.mapGen Gen.vectorDim $ \maxElem size -> fmap ((,) size) $ NonEmptyC.genOf $ liftA2 (,) (Util.genElement maxElem) $ liftA2 (,) (Util.genArray maxElem size) (Util.genArray maxElem size) sumRank2 :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Order -> (ZeroInt, [(a, (Vector ZeroInt a, Vector ZeroInt a))]) -> Bool sumRank2 order (sh,xys) = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.sumRank2 order sh xys) (foldl Vector.add (Vector.constant (MatrixShape.general order sh sh) 0) $ fmap (rank2 order) xys) sumRank2NonEmpty :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Order -> NonEmpty.T [] (a, (Vector ZeroInt a, Vector ZeroInt a)) -> Bool sumRank2NonEmpty order xys = approxArray (Matrix.fromFull $ Hermitian.toSquare $ Hermitian.sumRank2NonEmpty order xys) (NonEmpty.foldl1 Vector.add $ fmap (rank2 order) xys) rank2 :: (Eq size, Shape.C size, Class.Floating a) => Order -> (a, (Vector size a, Vector size a)) -> Matrix.General size size a rank2 order (a,(x,y)) = let ax = Vector.scale a x in Vector.add (Matrix.outer order ax y) (Matrix.outer order y ax) addAdjoint :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Square ZeroInt a -> Bool addAdjoint x = approxArray (Hermitian.toSquare $ Hermitian.addAdjoint x) (Matrix.add (Matrix.adjoint x) x) multiplySquare :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool multiplySquare a = approxArray (Hermitian.toSquare $ Hermitian.square a) (a <#> a) squareSquare :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool squareSquare a = approxArray (Hermitian.toSquare $ Hermitian.square a) (Square.square $ Hermitian.toSquare a) {- multiplyPower :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Int, Hermitian ZeroInt a) -> Bool multiplyPower (n,a) = let b = Hermitian.power (fromIntegral n) a c = nest n (Hermitian.multiply a) $ Hermitian.identityFrom a in approxArrayTol (1e-6 * (Vector.normInf1 b + Vector.normInf1 c)) b c -} multiplyVectorLeft :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Vector ZeroInt a, Hermitian ZeroInt a) -> Bool multiplyVectorLeft (x,a) = approxArray (x <# Hermitian.toSquare a) (x <# a) multiplyVectorRight :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Hermitian ZeroInt a, Vector ZeroInt a) -> Bool multiplyVectorRight (a,x) = approxArray (Hermitian.toSquare a #> x) (a #> x) multiplyLeft :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (General ZeroInt ZeroInt a, Hermitian ZeroInt a) -> Bool multiplyLeft (a,b) = approxMatrix 1e-5 (a <#> Hermitian.toSquare b) (a <#> b) multiplyRight :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Hermitian ZeroInt a, General ZeroInt ZeroInt a) -> Bool multiplyRight (a,b) = approxArray (Hermitian.toSquare a <#> b) (a <#> b) determinant :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool determinant a = approx (selectReal 1e-1 1e-5) (fromReal $ Hermitian.determinant a) (Square.determinant $ Hermitian.toSquare a) choleskyQR :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Matrix.Tall ZeroInt ZeroInt a -> QC.Property choleskyQR a = let qr = HH.fromMatrix a r = HH.tallExtractR qr in HH.determinantAbsolute qr > 0.1 QC.==> approxArrayTol 1e-1 (Matrix.scaleRows (Array.map signum $ Triangular.takeDiagonal r) $ Triangular.toSquare r) (Triangular.toSquare $ HermitianPD.decompose $ Hermitian.covariance $ Matrix.fromFull a) invertible :: (Shape.C sh, Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian sh a -> Bool invertible a = abs (Hermitian.determinant a) > 0.1 inverse :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool inverse a = approxArrayTol (selectReal 1 1e-5) (Hermitian.toSquare $ Hermitian.inverse a) (Square.inverse $ Hermitian.toSquare a) solve :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Hermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool solve (a, b) = approxMatrix (selectReal 1 1e-5) (Hermitian.solve a b) (Square.solve (Hermitian.toSquare a) b) genPositiveDefinite :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Gen.Matrix a Int Int (Hermitian ZeroInt a) genPositiveDefinite = flip Gen.mapGenDim Gen.squareDim $ \maxElem maxDim width@(Shape.ZeroBased w) -> do height <- zeroInt <$> QC.choose (w,maxDim) order <- Util.genOrder Hermitian.covariance . Matrix.fromFull <$> Util.genArray maxElem (MatrixShape.tall order height width) `QC.suchThat` Util.fullRankTall determinantPD :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool determinantPD a = approxReal (selectReal 100 1e-4) (Hermitian.determinant a) (HermitianPD.determinant a) inversePD :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool inversePD a = approxArrayTol (selectReal 1000 1e-4) (Hermitian.inverse a) (HermitianPD.inverse a) solvePD :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Hermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool solvePD (a,b) = approxArrayTol (selectReal 1000 1e-4) (Hermitian.solve a b) (HermitianPD.solve a b) solveDecomposedPD :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (Hermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool solveDecomposedPD (a,b) = approxArrayTol (selectReal 1e-1 1e-6) (HermitianPD.solve a b) (HermitianPD.solveDecomposed (HermitianPD.decompose a) b) eigenvaluesDeterminant :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool eigenvaluesDeterminant a = approxReal (selectReal 1e-1 1e-5) (Hermitian.determinant a) (Vector.product $ Hermitian.eigenvalues a) eigensystem :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian ZeroInt a -> Bool eigensystem a = let (q,d) = Hermitian.eigensystem a in approxMatrix 1e-4 (Hermitian.toSquare a) (q <#> Matrix.scaleRowsReal d (Square.adjoint q)) checkForAll :: (Show a, QC.Testable test) => Gen.T tag dim a -> (a -> test) -> Tagged tag QC.Property checkForAll gen = Util.checkForAll (Gen.run gen 3 5) checkForAllExtra :: (Show a, Show b, QC.Testable test) => QC.Gen a -> Gen.T tag dim b -> (a -> b -> test) -> Tagged tag QC.Property checkForAllExtra = Gen.withExtra checkForAll testsVar :: (Show a, Show ar, Class.Floating a, Eq a, RealOf a ~ ar, Class.Real ar) => [(String, Tagged a QC.Property)] testsVar = ("covariance", checkForAll Gen.matrix covariance) : ("outer", checkForAllExtra genOrder Gen.vector outer) : ("sumRank1", checkForAllExtra genOrder genScaledVectors sumRank1) : ("sumRank1NonEmpty", checkForAllExtra genOrder (snd <$> genScaledVectors) sumRank1NonEmpty) : ("sumRank2", checkForAllExtra genOrder genScaledVectorPairs sumRank2) : ("sumRank2NonEmpty", checkForAllExtra genOrder (snd <$> genScaledVectorPairs) sumRank2NonEmpty) : ("addAdjoint", checkForAll Gen.square addAdjoint) : ("multiplySquare", checkForAll Gen.hermitian multiplySquare) : ("squareSquare", checkForAll Gen.hermitian squareSquare) : ("multiplyVectorLeft", checkForAll ((,) <$> Gen.vector <.*|> Gen.hermitian) multiplyVectorLeft) : ("multiplyVectorRight", checkForAll ((,) <$> Gen.hermitian <|*.> Gen.vector) multiplyVectorRight) : ("multiplyLeft", checkForAll ((,) <$> Gen.matrix <|*|> Gen.hermitian) multiplyLeft) : ("multiplyRight", checkForAll ((,) <$> Gen.hermitian <|*|> Gen.matrix) multiplyRight) : ("determinant", checkForAll Gen.hermitian determinant) : ("choleskyQR", checkForAll Gen.tall choleskyQR) : ("inverse", checkForAll (Gen.hermitianCond invertible) inverse) : ("solve", checkForAll ((,) <$> Gen.hermitianCond invertible <|\|> Gen.matrix) solve) : ("determinantPD", checkForAll genPositiveDefinite determinantPD) : ("inversePD", checkForAll genPositiveDefinite inversePD) : ("solvePD", checkForAll ((,) <$> genPositiveDefinite <|\|> Gen.matrix) solvePD) : ("solveDecomposedPD", checkForAll ((,) <$> genPositiveDefinite <|\|> Gen.matrix) solveDecomposedPD) : ("eigenvaluesDeterminant", checkForAll Gen.hermitian eigenvaluesDeterminant) : ("eigensystem", checkForAll Gen.hermitian eigensystem) : []