{-# LANGUAGE RecordWildCards, MultiParamTypeClasses, Rank2Types, ScopedTypeVariables, FunctionalDependencies, GADTs #-} module Data.Eigen.Matrix ( -- * Matrix type Matrix(..), MatrixXf, MatrixXd, MatrixXcf, MatrixXcd, valid, -- * Matrix conversions fromList, toList, generate, -- * Standard matrices and special cases empty, null, square, zero, ones, identity, constant, random, -- * Accessing matrix data cols, rows, dims, (!), coeff, unsafeCoeff, col, row, block, topRows, bottomRows, leftCols, rightCols, -- * Matrix properties sum, prod, mean, minCoeff, maxCoeff, trace, norm, squaredNorm, blueNorm, hypotNorm, determinant, -- * Generic reductions fold, fold', ifold, ifold', fold1, fold1', -- * Boolean reductions all, any, count, -- * Basic matrix algebra add, sub, mul, -- * Mapping over elements map, imap, filter, ifilter, -- * Matrix transformations diagonal, transpose, inverse, adjoint, conjugate, normalize, modify, upperTriangle, lowerTriangle, -- * Mutable matrices thaw, freeze, unsafeThaw, unsafeFreeze, -- * Raw pointers unsafeWith, ) where import qualified Prelude as P import Prelude hiding (null, sum, all, any, map, filter) import Data.List (intercalate, foldl1') import Data.Tuple import Data.Complex hiding (conjugate) import Foreign.Ptr import Foreign.C.Types import Foreign.C.String import Foreign.Storable import Foreign.Marshal.Alloc import Text.Printf import Control.Monad import Control.Monad.ST import Control.Monad.Primitive import Control.Applicative hiding (empty) import qualified Data.Vector.Storable as VS import qualified Data.Vector.Storable.Mutable as VSM import qualified Data.Eigen.Internal as I import qualified Data.Eigen.Matrix.Mutable as M -- | Matrix to be used in pure computations, uses column major memory layout, features copy-free FFI with C++ library. data Matrix a b where Matrix :: I.Elem a b => !Int -> !Int -> !(VS.Vector b) -> Matrix a b -- | Alias for single precision matrix type MatrixXf = Matrix Float CFloat -- | Alias for double precision matrix type MatrixXd = Matrix Double CDouble -- | Alias for single previsiom matrix of complex numbers type MatrixXcf = Matrix (Complex Float) (I.CComplex CFloat) -- | Alias for double prevision matrix of complex numbers type MatrixXcd = Matrix (Complex Double) (I.CComplex CDouble) -- | Pretty prints the matrix instance (I.Elem a b, Show a) => Show (Matrix a b) where show m@(Matrix rows cols _) = concat [ "Matrix ", show rows, "x", show cols, "\n", intercalate "\n" $ P.map (intercalate "\t" . P.map show) $ toList m, "\n"] -- | Shortcuts for basic matrix math instance I.Elem a b => Num (Matrix a b) where (*) = mul (+) = add (-) = sub fromInteger = constant 1 1 . fromInteger signum = map signum abs = map abs -- | Empty 0x0 matrix empty :: I.Elem a b => Matrix a b empty = Matrix 0 0 VS.empty -- | Is matrix empty? null :: I.Elem a b => Matrix a b -> Bool null (Matrix rows cols _) = rows == 0 && cols == 0 -- | Is matrix square? square :: I.Elem a b => Matrix a b -> Bool square (Matrix rows cols _) = rows == cols -- | Matrix where all coeffs are filled with given value constant :: I.Elem a b => Int -> Int -> a -> Matrix a b constant rows cols val = Matrix rows cols $ VS.replicate (rows * cols) (I.cast val) -- | Matrix where all coeff are 0 zero :: I.Elem a b => Int -> Int -> Matrix a b zero rows cols = constant rows cols 0 -- | Matrix where all coeff are 1 ones :: I.Elem a b => Int -> Int -> Matrix a b ones rows cols = constant rows cols 1 -- | The identity matrix (not necessarily square). identity :: I.Elem a b => Int -> Int -> Matrix a b identity rows cols = I.performIO $ do m <- M.new rows cols I.call $ M.unsafeWith m I.identity unsafeFreeze m -- | The random matrix of a given size random :: I.Elem a b => Int -> Int -> IO (Matrix a b) random rows cols = do m <- M.new rows cols I.call $ M.unsafeWith m I.random unsafeFreeze m -- | Number of rows for the matrix rows :: I.Elem a b => Matrix a b -> Int rows (Matrix rows _ _) = rows -- | Number of columns for the matrix cols :: I.Elem a b => Matrix a b -> Int cols (Matrix _ cols _) = cols vals :: I.Elem a b => Matrix a b -> VS.Vector b vals (Matrix _ _ vals) = vals -- | Mtrix size as (rows, cols) pair dims :: I.Elem a b => Matrix a b -> (Int, Int) dims (Matrix rows cols _) = (rows, cols) -- | Matrix coefficient at specific row and col (!) :: I.Elem a b => Matrix a b -> (Int, Int) -> a (!) m (row,col) = coeff row col m -- | Matrix coefficient at specific row and col coeff :: I.Elem a b => Int -> Int -> Matrix a b -> a coeff row col m@(Matrix rows cols _) | not (valid m) = error "matrix is not valid" | row < 0 || row >= rows = error $ printf "Matrix.coeff: row %d is out of bounds [0..%d)" row rows | col < 0 || col >= cols = error $ printf "Matrix.coeff: col %d is out of bounds [0..%d)" col cols | otherwise = unsafeCoeff row col m -- | Unsafe version of coeff function. No bounds check performed so SEGFAULT possible unsafeCoeff :: I.Elem a b => Int -> Int -> Matrix a b -> a unsafeCoeff row col (Matrix rows _ vals) = I.cast $ VS.unsafeIndex vals $ col * rows + row -- | List of coefficients for the given col col :: I.Elem a b => Int -> Matrix a b -> [a] col c m@(Matrix rows _ _) = [coeff r c m | r <- [0..pred rows]] -- | List of coefficients for the given row row :: I.Elem a b => Int -> Matrix a b -> [a] row r m@(Matrix _ cols _) = [coeff r c m | c <- [0..pred cols]] -- | Extract rectangular block from matrix defined by startRow startCol blockRows blockCols block :: I.Elem a b => Int -> Int -> Int -> Int -> Matrix a b -> Matrix a b block startRow startCol blockRows blockCols m = generate blockRows blockCols $ \row col -> coeff (startRow + row) (startCol + col) m -- | Verify matrix dimensions and values memory layout valid :: I.Elem a b => Matrix a b -> Bool valid (Matrix rows cols vals) = rows >= 0 && cols >= 0 && VS.length vals == rows * cols -- | The maximum coefficient of the matrix maxCoeff :: (I.Elem a b, Ord a) => Matrix a b -> a maxCoeff = fold1' max -- | The minimum coefficient of the matrix minCoeff :: (I.Elem a b, Ord a) => Matrix a b -> a minCoeff = fold1' min -- | Top @N@ rows of matrix topRows :: I.Elem a b => Int -> Matrix a b -> Matrix a b topRows n m@(Matrix _ cols _) = block 0 0 n cols m -- | Bottom @N@ rows of matrix bottomRows :: I.Elem a b => Int -> Matrix a b -> Matrix a b bottomRows n m@(Matrix rows cols _) = block (rows - n) 0 n cols m -- | Left @N@ columns of matrix leftCols :: I.Elem a b => Int -> Matrix a b -> Matrix a b leftCols n m@(Matrix rows _ _) = block 0 0 rows n m -- | Right @N@ columns of matrix rightCols :: I.Elem a b => Int -> Matrix a b -> Matrix a b rightCols n m@(Matrix rows cols _) = block 0 (cols - n) rows n m -- | Construct matrix from a list of rows, column count is detected as maximum row length. Missing values are filled with 0 fromList :: I.Elem a b => [[a]] -> Matrix a b fromList list = Matrix rows cols vals where rows = length list cols = maximum $ P.map length list vals = VS.create $ do vm <- VSM.replicate (rows * cols) (I.cast (0 `asTypeOf` (head (head list)))) forM_ (zip [0..] list) $ \(row, vals) -> forM_ (zip [0..] vals) $ \(col, val) -> VSM.write vm (col * rows + row) (I.cast val) return vm -- | Convert matrix to a list of rows toList :: I.Elem a b => Matrix a b -> [[a]] toList (Matrix rows cols vals) = [[I.cast $ vals VS.! (col * rows + row) | col <- [0..pred cols]] | row <- [0..pred rows]] -- | [generate rows cols (λ row col -> val)] -- -- Create matrix using generator function @f row col val@ -- generate :: I.Elem a b => Int -> Int -> (Int -> Int -> a) -> Matrix a b generate rows cols f = Matrix rows cols $ VS.create $ do vals <- VSM.new (rows * cols) forM_ [0..pred rows] $ \row -> forM_ [0..pred cols] $ \col -> VSM.write vals (col * rows + row) (I.cast $ f row col) return vals -- | The sum of all coefficients of the matrix sum :: I.Elem a b => Matrix a b -> a sum = _prop I.sum -- | The product of all coefficients of the matrix prod :: I.Elem a b => Matrix a b -> a prod = _prop I.prod -- | The mean of all coefficients of the matrix mean :: I.Elem a b => Matrix a b -> a mean = _prop I.prod -- | The trace of a matrix is the sum of the diagonal coefficients and can also be computed as sum (diagonal m) trace :: I.Elem a b => Matrix a b -> a trace = _prop I.trace -- | Applied to a predicate and a matrix, all determines if all elements of the matrix satisfies the predicate all :: I.Elem a b => (a -> Bool) -> Matrix a b -> Bool all f = VS.all (f . I.cast) . vals -- | Applied to a predicate and a matrix, any determines if any element of the matrix satisfies the predicate any :: I.Elem a b => (a -> Bool) -> Matrix a b -> Bool any f = VS.any (f . I.cast) . vals -- | Returns the number of coefficients in a given matrix that evaluate to true count :: I.Elem a b => (a -> Bool) -> Matrix a b -> Int count f = VS.foldl' (\n x -> if f (I.cast x) then succ n else n) 0 . vals {-| 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 => Matrix a b -> a norm = _prop I.norm -- | 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 => Matrix a b -> a squaredNorm = _prop I.squaredNorm -- | 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 => Matrix a b -> a blueNorm = _prop I.blueNorm -- | The l2 norm of the matrix avoiding undeflow and overflow. This version use a concatenation of hypot calls, and it is very slow. hypotNorm :: I.Elem a b => Matrix a b -> a hypotNorm = _prop I.hypotNorm -- | The determinant of the matrix determinant :: I.Elem a b => Matrix a b -> a determinant m | square m = _prop I.determinant m | otherwise = error "Matrix.determinant: non-square matrix" -- | Adding two matrices by adding the corresponding entries together. You can use @(+)@ function as well. add :: I.Elem a b => Matrix a b -> Matrix a b -> Matrix a b add m1 m2 | dims m1 == dims m2 = _binop const I.add m1 m2 | otherwise = error "Matrix.add: matrices should have the same size" -- | Subtracting two matrices by subtracting the corresponding entries together. You can use @(-)@ function as well. sub :: I.Elem a b => Matrix a b -> Matrix a b -> Matrix a b sub m1 m2 | dims m1 == dims m2 = _binop const I.sub m1 m2 | otherwise = error "Matrix.add: matrices should have the same size" -- | Matrix multiplication. You can use @(*)@ function as well. mul :: I.Elem a b => Matrix a b -> Matrix a b -> Matrix a b mul m1 m2 | cols m1 == rows m2 = _binop (\(rows, _) (_, cols) -> (rows, cols)) I.mul m1 m2 | otherwise = error "Matrix.mul: number of columns for lhs matrix should be the same as number of rows for rhs matrix" {- | Apply a given function to each element of the matrix. Here is an example how to implement scalar matrix multiplication: >>> let a = fromList [[1,2],[3,4]] >>> a Matrix 2x2 1.0 2.0 3.0 4.0 >>> map (*10) a Matrix 2x2 10.0 20.0 30.0 40.0 -} map :: I.Elem a b => (a -> a) -> Matrix a b -> Matrix a b map f (Matrix rows cols vals) = Matrix rows cols (VS.map (I.cast . f . I.cast) vals) {- | Apply a given function to each element of the matrix. Here is an example how getting upper triangular matrix can be implemented: >>> let a = fromList [[1,2,3],[4,5,6],[7,8,9]] >>> a Matrix 3x3 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0 9.0 >>> imap (\row col val -> if row <= col then val else 0) a Matrix 3x3 1.0 2.0 3.0 0.0 5.0 6.0 0.0 0.0 9.0 -} imap :: I.Elem a b => (Int -> Int -> a -> a) -> Matrix a b -> Matrix a b imap f (Matrix rows cols vals) = Matrix rows cols (VS.imap (\n -> let (c, r) = divMod n rows in I.cast . f r c . I.cast) vals) -- | Upper trinagle of the matrix upperTriangle :: I.Elem a b => Matrix a b -> Matrix a b upperTriangle = imap (\row col val -> if row <= col then val else 0) -- | Lower trinagle of the matrix lowerTriangle :: I.Elem a b => Matrix a b -> Matrix a b lowerTriangle = imap (\row col val -> if row >= col then val else 0) -- | Filter elements in the matrix. Filtered elements will be replaced by 0 filter :: I.Elem a b => (a -> Bool) -> Matrix a b -> Matrix a b filter f = map (\x -> if f x then x else 0) -- | Filter elements in the matrix. Filtered elements will be replaced by 0 ifilter :: I.Elem a b => (Int -> Int -> a -> Bool) -> Matrix a b -> Matrix a b ifilter f = imap (\r c x -> if f r c x then x else 0) -- | Reduce matrix using user provided function applied to each element. fold :: I.Elem a b => (c -> a -> c) -> c -> Matrix a b -> c fold f a (Matrix _ _ vals) = VS.foldl (\a x -> f a (I.cast x)) a vals -- | Reduce matrix using user provided function applied to each element. This is strict version of 'fold' fold' :: I.Elem a b => (c -> a -> c) -> c -> Matrix a b -> c fold' f a (Matrix _ _ vals) = VS.foldl' (\a x -> f a (I.cast x)) a vals -- | Reduce matrix using user provided function applied to each element and it's index ifold :: I.Elem a b => (Int -> Int -> c -> a -> c) -> c -> Matrix a b -> c ifold f a (Matrix rows _ vals) = VS.ifoldl (\a n x -> let (c,r) = divMod n rows in f r c a (I.cast x)) a vals -- | Reduce matrix using user provided function applied to each element and it's index. This is strict version of 'ifold' ifold' :: I.Elem a b => (Int -> Int -> c -> a -> c) -> c -> Matrix a b -> c ifold' f a (Matrix rows _ vals) = VS.ifoldl' (\a n x -> let (c,r) = divMod n rows in f r c a (I.cast x)) a vals -- | Reduce matrix using user provided function applied to each element. fold1 :: I.Elem a b => (a -> a -> a) -> Matrix a b -> a fold1 f = foldl1 f . P.map I.cast . VS.toList . vals -- | Reduce matrix using user provided function applied to each element. This is strict version of 'fold' fold1' :: I.Elem a b => (a -> a -> a) -> Matrix a b -> a fold1' f = foldl1' f . P.map I.cast . VS.toList . vals -- | Diagonal of the matrix diagonal :: I.Elem a b => Matrix a b -> Matrix a b diagonal = _unop (\(rows, cols) -> (min rows cols, 1)) I.diagonal {- | Inverse of the matrix For small fixed sizes up to 4x4, this method uses cofactors. In the general case, this method uses PartialPivLU decomposition -} inverse :: I.Elem a b => Matrix a b -> Matrix a b inverse m | square m = _unop id I.inverse m | otherwise = error "Matrix.inverse: non-square matrix" -- | Adjoint of the matrix adjoint :: I.Elem a b => Matrix a b -> Matrix a b adjoint = _unop swap I.adjoint -- | Transpose of the matrix transpose :: I.Elem a b => Matrix a b -> Matrix a b transpose = _unop swap I.transpose -- | Conjugate of the matrix conjugate :: I.Elem a b => Matrix a b -> Matrix a b conjugate = _unop id I.conjugate -- | Nomalize the matrix by deviding it on its 'norm' normalize :: I.Elem a b => Matrix a b -> Matrix a b normalize (Matrix rows cols vals) = I.performIO $ do vals <- VS.thaw vals VSM.unsafeWith vals $ \p -> I.call $ I.normalize p (I.cast rows) (I.cast cols) Matrix rows cols <$> VS.unsafeFreeze vals -- | Apply a destructive operation to a matrix. The operation will be performed in place if it is safe to do so and will modify a copy of the matrix otherwise. modify :: I.Elem a b => (forall s. M.MMatrix a b s -> ST s ()) -> Matrix a b -> Matrix a b modify f (Matrix rows cols vals) = Matrix rows cols (VS.modify (f . M.MMatrix rows cols) vals) -- | Yield an immutable copy of the mutable matrix freeze :: I.Elem a b => PrimMonad m => M.MMatrix a b (PrimState m) -> m (Matrix a b) freeze (M.MMatrix mrows mcols mvals) = VS.freeze mvals >>= return . Matrix mrows mcols -- | Yield a mutable copy of the immutable matrix thaw :: I.Elem a b => PrimMonad m => Matrix a b -> m (M.MMatrix a b (PrimState m)) thaw (Matrix rows cols vals) = VS.thaw vals >>= return . M.MMatrix rows cols -- | Unsafe convert a mutable matrix to an immutable one without copying. The mutable matrix may not be used after this operation. unsafeFreeze :: I.Elem a b => PrimMonad m => M.MMatrix a b (PrimState m) -> m (Matrix a b) unsafeFreeze (M.MMatrix mrows mcols mvals) = VS.unsafeFreeze mvals >>= return . Matrix mrows mcols -- | Unsafely convert an immutable matrix to a mutable one without copying. The immutable matrix may not be used after this operation. unsafeThaw :: I.Elem a b => PrimMonad m => Matrix a b -> m (M.MMatrix a b (PrimState m)) unsafeThaw (Matrix rows cols vals) = VS.unsafeThaw vals >>= return . M.MMatrix rows cols -- | Pass a pointer to the matrix's data to the IO action. The data may not be modified through the pointer. unsafeWith :: I.Elem a b => Matrix a b -> (Ptr b -> CInt -> CInt -> IO c) -> IO c unsafeWith m@(Matrix rows cols vals) f | not (valid m) = fail "matrix layout is invalid" | otherwise = VS.unsafeWith vals $ \p -> f p (I.cast rows) (I.cast cols) _prop :: I.Elem a b => (Ptr b -> Ptr b -> CInt -> CInt -> IO CString) -> Matrix a b -> a _prop f m = I.cast $ I.performIO $ alloca $ \p -> do I.call $ unsafeWith m (f p) peek p _binop :: I.Elem a b => ((Int, Int) -> (Int, Int) -> (Int, Int)) -> (Ptr b -> CInt -> CInt -> Ptr b -> CInt -> CInt -> Ptr b -> CInt -> CInt -> IO CString) -> Matrix a b -> Matrix a b -> Matrix a b _binop f g m1 m2 = I.performIO $ do m0 <- uncurry M.new $ f (dims m1) (dims m2) M.unsafeWith m0 $ \vals0 rows0 cols0 -> unsafeWith m1 $ \vals1 rows1 cols1 -> unsafeWith m2 $ \vals2 rows2 cols2 -> I.call $ g vals0 rows0 cols0 vals1 rows1 cols1 vals2 rows2 cols2 unsafeFreeze m0 _unop :: I.Elem a b => ((Int,Int) -> (Int,Int)) -> (Ptr b -> CInt -> CInt -> Ptr b -> CInt -> CInt -> IO CString) -> Matrix a b -> Matrix a b _unop f g m1 = I.performIO $ do m0 <- uncurry M.new $ f (dims m1) M.unsafeWith m0 $ \vals0 rows0 cols0 -> unsafeWith m1 $ \vals1 rows1 cols1 -> I.call $ g vals0 rows0 cols0 vals1 rows1 cols1 unsafeFreeze m0