{-# LANGUAGE CPP #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE GADTs #-} {-# LANGUAGE ScopedTypeVariables #-} module Data.Eigen.SparseMatrix ( -- * SparseMatrix type SparseMatrix(..), SparseMatrixXf, SparseMatrixXd, SparseMatrixXcf, SparseMatrixXcd, -- * Matrix internal data values, innerIndices, outerStarts, innerNNZs, -- * Accessing matrix data cols, rows, coeff, (!), getRow, getCol, getRows, getCols, squareSubset, -- * Matrix conversions fromList, toList, fromVector, toVector, fromDenseList, toDenseList, fromMatrix, toMatrix, ones, ident, diagCol, diagRow, fromRows, fromCols, -- * Matrix properties norm, squaredNorm, blueNorm, block, nonZeros, innerSize, outerSize, getRowSums, getColSums, getSum, -- * Basic matrix algebra add, sub, mul, -- * Matrix transformations pruned, scale, transpose, adjoint, _map, _imap, -- * Matrix representation compress, uncompress, compressed, -- * Matrix serialization encode, decode, -- * Mutable matricies thaw, freeze, unsafeThaw, unsafeFreeze, ) where import qualified Prelude as P import Prelude hiding (map) import qualified Data.List as L import Data.Complex import Data.Binary hiding (encode, decode) import qualified Data.Binary as B import Foreign.C.Types import Foreign.C.String import Foreign.Storable import Foreign.Ptr import Foreign.ForeignPtr import Foreign.Marshal.Alloc import Control.Monad #if __GLASGOW_HASKELL__ >= 710 #else import Control.Applicative #endif import qualified Data.Eigen.Matrix as M import qualified Data.Eigen.Matrix.Mutable as MM import qualified Data.Eigen.SparseMatrix.Mutable as SMM 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.Lazy as BSL {-| A versatible sparse matrix representation. SparseMatrix is the main sparse matrix representation of Eigen's sparse module. It offers high performance and low memory usage. It implements a more versatile variant of the widely-used Compressed Column (or Row) Storage scheme. It consists of four compact arrays: * `values`: stores the coefficient values of the non-zeros. * `innerIndices`: stores the row (resp. column) indices of the non-zeros. * `outerStarts`: stores for each column (resp. row) the index of the first non-zero in the previous two arrays. * `innerNNZs`: stores the number of non-zeros of each column (resp. row). The word inner refers to an inner vector that is a column for a column-major matrix, or a row for a row-major matrix. The word outer refers to the other direction. This storage scheme is better explained on an example. The following matrix @ 0 3 0 0 0 22 0 0 0 17 7 5 0 1 0 0 0 0 0 0 0 0 14 0 8 @ and one of its possible sparse, __column major__ representation: @ values: 22 7 _ 3 5 14 _ _ 1 _ 17 8 innerIndices: 1 2 _ 0 2 4 _ _ 2 _ 1 4 outerStarts: 0 3 5 8 10 12 innerNNZs: 2 2 1 1 2 @ Currently the elements of a given inner vector are guaranteed to be always sorted by increasing inner indices. The "\_" indicates available free space to quickly insert new elements. Assuming no reallocation is needed, the insertion of a random element is therefore in @O(nnz_j)@ where @nnz_j@ is the number of nonzeros of the respective inner vector. On the other hand, inserting elements with increasing inner indices in a given inner vector is much more efficient since this only requires to increase the respective `innerNNZs` entry that is a @O(1)@ operation. The case where no empty space is available is a special case, and is refered as the compressed mode. It corresponds to the widely used Compressed Column (or Row) Storage schemes (CCS or CRS). Any `SparseMatrix` can be turned to this form by calling the `compress` function. In this case, one can remark that the `innerNNZs` array is redundant with `outerStarts` because we the equality: @InnerNNZs[j] = OuterStarts[j+1]-OuterStarts[j]@. Therefore, in practice a call to `compress` frees this buffer. 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. For more infomration please see Eigen . -} 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"] -- | Basic sparse matrix math exposed through Num instance: @(*)@, @(+)@, @(-)@, `fromInteger`, `signum`, `abs`, `negate` 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 instance I.Elem a b => Binary (SparseMatrix a b) where put m = do put $ I.magicCode (undefined :: b) put $ rows m put $ cols m put $ toVector m get = do get >>= (`when` fail "wrong matrix type") . (/= I.magicCode (undefined :: b)) fromVector <$> get <*> get <*> get -- | Encode the sparse matrix as a lazy byte string encode :: I.Elem a b => SparseMatrix a b -> BSL.ByteString encode = B.encode -- | Decode sparse matrix from the lazy byte string decode :: I.Elem a b => BSL.ByteString -> SparseMatrix a b decode = B.decode -- | Stores the coefficient values of the non-zeros. values :: I.Elem a b => SparseMatrix a b -> VS.Vector b values = _getvec I.sparse_values -- | Stores the row (resp. column) indices of the non-zeros. innerIndices :: I.Elem a b => SparseMatrix a b -> VS.Vector CInt innerIndices = _getvec I.sparse_innerIndices -- | Stores for each column (resp. row) the index of the first non-zero in the previous two arrays. outerStarts :: I.Elem a b => SparseMatrix a b -> VS.Vector CInt outerStarts = _getvec I.sparse_outerStarts -- | Stores the number of non-zeros of each column (resp. row). -- The word inner refers to an inner vector that is a column for a column-major matrix, or a row for a row-major matrix. -- The word outer refers to the other direction innerNNZs :: I.Elem a b => SparseMatrix a b -> Maybe (VS.Vector CInt) innerNNZs m | compressed m = Nothing | otherwise = Just $ _getvec I.sparse_innerNNZs m -- | 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) -- | The matrix in the compressed format compress :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b compress = _unop I.sparse_makeCompressed _mk -- | The matrix in the uncompressed mode uncompress :: I.Elem a b => SparseMatrix a b -> SparseMatrix a b uncompress = _unop I.sparse_uncompress _mk -- | Is this in compressed form? 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 = fromVector rows cols . VS.fromList . P.map I.cast -- | Construct sparse matrix of given size from the storable vector of triplets (row, col, val) fromVector :: I.Elem a b => Int -> Int -> VS.Vector (I.CTriplet b) -> SparseMatrix a b fromVector rows cols tris = I.performIO $ VS.unsafeWith tris $ \p -> alloca $ \pq -> do I.call $ I.sparse_fromList (I.cast rows) (I.cast cols) p (I.cast $ VS.length tris) pq peek pq >>= _mk -- | 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 = P.map I.cast . VS.toList . toVector -- | Convert sparse matrix to the storable vector of triplets (row, col, val). Compressed elements will not be included toVector :: I.Elem a b => SparseMatrix a b -> VS.Vector (I.CTriplet b) toVector 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) 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 -- | Yield an immutable copy of the mutable matrix freeze :: I.Elem a b => SMM.IOSparseMatrix a b -> IO (SparseMatrix a b) freeze (SMM.IOSparseMatrix fp) = SparseMatrix <$> _clone fp -- | Yield a mutable copy of the immutable matrix thaw :: I.Elem a b => SparseMatrix a b -> IO (SMM.IOSparseMatrix a b) thaw (SparseMatrix fp) = SMM.IOSparseMatrix <$> _clone fp -- | 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 => SMM.IOSparseMatrix a b -> IO (SparseMatrix a b) unsafeFreeze (SMM.IOSparseMatrix fp) = return $! SparseMatrix fp -- | 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 => SparseMatrix a b -> IO (SMM.IOSparseMatrix a b) unsafeThaw (SparseMatrix fp) = return $! SMM.IOSparseMatrix fp _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 _getvec :: (I.Elem a b, Storable c) => (Ptr (I.CSparseMatrix a b) -> Ptr CInt -> Ptr (Ptr c) -> IO CString) -> SparseMatrix a b -> VS.Vector c _getvec f (SparseMatrix fm) = I.performIO $ withForeignPtr fm $ \m -> alloca $ \ps -> alloca $ \pq -> do I.call $ f m ps pq s <- fromIntegral <$> peek ps q <- peek pq fr <- FC.newForeignPtr q $ touchForeignPtr fm return $! VS.unsafeFromForeignPtr0 fr s _clone :: I.Elem a b => ForeignPtr (I.CSparseMatrix a b) -> IO (ForeignPtr (I.CSparseMatrix a b)) _clone fp = withForeignPtr fp $ \p -> alloca $ \pq -> do I.call $ I.sparse_clone p pq q <- peek pq FC.newForeignPtr q $ I.call $ I.sparse_free q -- | Map over values of a sparse matrix. _map :: I.Elem a b => (a -> a) -> SparseMatrix a b -> SparseMatrix a b _map f m = fromVector (rows m) (cols m) . VS.map g . toVector $ m where g (I.CTriplet r c v) = I.CTriplet r c $ I.cast $ f $ I.cast v -- | Map over values of a sparse matrix with indices. _imap :: I.Elem a b => (Int -> Int -> a -> a) -> SparseMatrix a b -> SparseMatrix a b _imap f m = fromVector (rows m) (cols m) . VS.map g . toVector $ m where g (I.CTriplet r c v) = I.CTriplet r c $ I.cast $ f (fromIntegral r) (fromIntegral c) $ I.cast v _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) -- | Get a row of a sparse matrix. getRow :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b getRow row mat = block row 0 1 m mat where m = cols mat -- | Get a column of a sparse matrix. getCol :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b getCol col mat = block 0 col n 1 mat where n = rows mat -- | Get all rows of a sparse matrix. getRows :: I.Elem a b => SparseMatrix a b -> [SparseMatrix a b] getRows mat = fmap (flip getRow mat) [0 .. n - 1] where n = rows mat -- | Get all columns of a sparse matrix. getCols :: I.Elem a b => SparseMatrix a b -> [SparseMatrix a b] getCols mat = fmap (flip getCol mat) [0 .. m - 1] where m = cols mat -- | Get all row sums. getRowSums :: SparseMatrixXd -> SparseMatrixXd getRowSums = fromDenseList . fmap ((:[]) . sum . fmap (\(_, _, x) -> x) . toList) . getRows -- | Get all column sums. getColSums :: SparseMatrixXd -> SparseMatrixXd getColSums = fromDenseList . (:[]) . fmap (sum . fmap (\(_, _, x) -> x) . toList) . getCols -- | Get sum of matrix. getSum :: SparseMatrixXd -> Double getSum = sum . fmap (\(_, _, x) -> x) . toList -- | Get the ones vector. ones :: Int -> SparseMatrixXd ones n = transpose . fromDenseList . (:[]) . replicate n $ 1 -- | Get the identity matrix. ident :: Int -> SparseMatrixXd ident n = fromList n n . zip3 [0..] [0..] . replicate n $ 1 -- | Transform a column into a diagonal matrix. diagCol :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b diagCol col mat = fromList n m . fmap (\(i, _, v) -> (i, i, v)) . toList . getCol col $ mat where n = rows mat m = rows mat -- | Transform a row into a diagonal matrix. diagRow :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b diagRow row mat = fromList n m . fmap (\(_, j, v) -> (j, j, v)) . toList . getRow row $ mat where n = cols mat m = cols mat -- | Update the row indices of a matrix. updateRowIdx :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b updateRowIdx row mat = fromList n m . fmap (\(_, j, v) -> (row, j, v)) . toList $ mat where n = row + 1 m = cols mat -- | Update the column indices of a matrix. updateColIdx :: I.Elem a b => Int -> SparseMatrix a b -> SparseMatrix a b updateColIdx col mat = fromList n m . fmap (\(i, _, v) -> (i, col, v)) . toList $ mat where n = rows mat m = col + 1 -- | Get a matrix from a list of rows. fromRows :: I.Elem a b => [SparseMatrix a b] -> SparseMatrix a b fromRows [] = fromList 0 0 [] fromRows rows = fromList n m . concatMap toList . zipWith updateRowIdx [0..] $ rows where n = length rows m = maximum . fmap cols $ rows -- | Get a matrix from a list of cols. fromCols :: I.Elem a b => [SparseMatrix a b] -> SparseMatrix a b fromCols [] = fromList 0 0 [] fromCols cols = fromList n m . concatMap toList . zipWith updateColIdx [0..] $ cols where n = maximum . fmap rows $ cols m = length cols -- | Get a subset of a square matrix. squareSubset :: I.Elem a b => [Int] -> SparseMatrix a b -> SparseMatrix a b squareSubset [] _ = fromList 0 0 [] squareSubset idxs mat = fromCols . (\m -> fmap (flip getCol m) idxs) . fromRows . fmap (flip getRow mat) $ idxs