{-# LANGUAGE CPP #-} {-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE FunctionalDependencies #-} {-# LANGUAGE UndecidableInstances #-} ----------------------------------------------------------------------------- -- | -- Module : Data.Packed.Internal.Numeric -- Copyright : (c) Alberto Ruiz 2010-14 -- License : BSD3 -- Maintainer : Alberto Ruiz -- Stability : provisional -- ----------------------------------------------------------------------------- module Data.Packed.Internal.Numeric ( -- * Basic functions ident, diag, ctrans, -- * Generic operations Container(..), scalar, conj, scale, arctan2, cmap, atIndex, minIndex, maxIndex, minElement, maxElement, sumElements, prodElements, step, cond, find, assoc, accum, Transposable(..), Linear(..), Testable(..), -- * Matrix product and related functions Product(..), udot, mXm,mXv,vXm, outer, kronecker, -- * sorting sortVector, -- * Element conversion Convert(..), Complexable(), RealElement(), roundVector, RealOf, ComplexOf, SingleOf, DoubleOf, IndexOf, module Data.Complex ) where import Data.Packed import Data.Packed.ST as ST import Numeric.Conversion import Data.Packed.Development import Numeric.Vectorized import Data.Complex import Control.Applicative((<*>)) import Numeric.LinearAlgebra.LAPACK(multiplyR,multiplyC,multiplyF,multiplyQ) import Data.Packed.Internal ------------------------------------------------------------------- type family IndexOf (c :: * -> *) type instance IndexOf Vector = Int type instance IndexOf Matrix = (Int,Int) type family ArgOf (c :: * -> *) a type instance ArgOf Vector a = a -> a type instance ArgOf Matrix a = a -> a -> a ------------------------------------------------------------------- -- | Basic element-by-element functions for numeric containers class (Complexable c, Fractional e, Element e) => Container c e where size' :: c e -> IndexOf c scalar' :: e -> c e conj' :: c e -> c e scale' :: e -> c e -> c e -- | scale the element by element reciprocal of the object: -- -- @scaleRecip 2 (fromList [5,i]) == 2 |> [0.4 :+ 0.0,0.0 :+ (-2.0)]@ scaleRecip :: e -> c e -> c e addConstant :: e -> c e -> c e add :: c e -> c e -> c e sub :: c e -> c e -> c e -- | element by element multiplication mul :: c e -> c e -> c e -- | element by element division divide :: c e -> c e -> c e equal :: c e -> c e -> Bool -- -- element by element inverse tangent arctan2' :: c e -> c e -> c e cmap' :: (Element b) => (e -> b) -> c e -> c b konst' :: e -> IndexOf c -> c e build' :: IndexOf c -> (ArgOf c e) -> c e atIndex' :: c e -> IndexOf c -> e minIndex' :: c e -> IndexOf c maxIndex' :: c e -> IndexOf c minElement' :: c e -> e maxElement' :: c e -> e sumElements' :: c e -> e prodElements' :: c e -> e step' :: RealElement e => c e -> c e cond' :: RealElement e => c e -- ^ a -> c e -- ^ b -> c e -- ^ l -> c e -- ^ e -> c e -- ^ g -> c e -- ^ result find' :: (e -> Bool) -> c e -> [IndexOf c] assoc' :: IndexOf c -- ^ size -> e -- ^ default value -> [(IndexOf c, e)] -- ^ association list -> c e -- ^ result accum' :: c e -- ^ initial structure -> (e -> e -> e) -- ^ update function -> [(IndexOf c, e)] -- ^ association list -> c e -- ^ result -------------------------------------------------------------------------- instance Container Vector Float where size' = dim scale' = vectorMapValF Scale scaleRecip = vectorMapValF Recip addConstant = vectorMapValF AddConstant add = vectorZipF Add sub = vectorZipF Sub mul = vectorZipF Mul divide = vectorZipF Div equal u v = dim u == dim v && maxElement (vectorMapF Abs (sub u v)) == 0.0 arctan2' = vectorZipF ATan2 scalar' x = fromList [x] konst' = constantD build' = buildV conj' = id cmap' = mapVector atIndex' = (@>) minIndex' = emptyErrorV "minIndex" (round . toScalarF MinIdx) maxIndex' = emptyErrorV "maxIndex" (round . toScalarF MaxIdx) minElement' = emptyErrorV "minElement" (toScalarF Min) maxElement' = emptyErrorV "maxElement" (toScalarF Max) sumElements' = sumF prodElements' = prodF step' = stepF find' = findV assoc' = assocV accum' = accumV cond' = condV condF instance Container Vector Double where size' = dim scale' = vectorMapValR Scale scaleRecip = vectorMapValR Recip addConstant = vectorMapValR AddConstant add = vectorZipR Add sub = vectorZipR Sub mul = vectorZipR Mul divide = vectorZipR Div equal u v = dim u == dim v && maxElement (vectorMapR Abs (sub u v)) == 0.0 arctan2' = vectorZipR ATan2 scalar' x = fromList [x] konst' = constantD build' = buildV conj' = id cmap' = mapVector atIndex' = (@>) minIndex' = emptyErrorV "minIndex" (round . toScalarR MinIdx) maxIndex' = emptyErrorV "maxIndex" (round . toScalarR MaxIdx) minElement' = emptyErrorV "minElement" (toScalarR Min) maxElement' = emptyErrorV "maxElement" (toScalarR Max) sumElements' = sumR prodElements' = prodR step' = stepD find' = findV assoc' = assocV accum' = accumV cond' = condV condD instance Container Vector (Complex Double) where size' = dim scale' = vectorMapValC Scale scaleRecip = vectorMapValC Recip addConstant = vectorMapValC AddConstant add = vectorZipC Add sub = vectorZipC Sub mul = vectorZipC Mul divide = vectorZipC Div equal u v = dim u == dim v && maxElement (mapVector magnitude (sub u v)) == 0.0 arctan2' = vectorZipC ATan2 scalar' x = fromList [x] konst' = constantD build' = buildV conj' = conjugateC cmap' = mapVector atIndex' = (@>) minIndex' = emptyErrorV "minIndex" (minIndex' . fst . fromComplex . (mul <*> conj')) maxIndex' = emptyErrorV "maxIndex" (maxIndex' . fst . fromComplex . (mul <*> conj')) minElement' = emptyErrorV "minElement" (atIndex' <*> minIndex') maxElement' = emptyErrorV "maxElement" (atIndex' <*> maxIndex') sumElements' = sumC prodElements' = prodC step' = undefined -- cannot match find' = findV assoc' = assocV accum' = accumV cond' = undefined -- cannot match instance Container Vector (Complex Float) where size' = dim scale' = vectorMapValQ Scale scaleRecip = vectorMapValQ Recip addConstant = vectorMapValQ AddConstant add = vectorZipQ Add sub = vectorZipQ Sub mul = vectorZipQ Mul divide = vectorZipQ Div equal u v = dim u == dim v && maxElement (mapVector magnitude (sub u v)) == 0.0 arctan2' = vectorZipQ ATan2 scalar' x = fromList [x] konst' = constantD build' = buildV conj' = conjugateQ cmap' = mapVector atIndex' = (@>) minIndex' = emptyErrorV "minIndex" (minIndex' . fst . fromComplex . (mul <*> conj')) maxIndex' = emptyErrorV "maxIndex" (maxIndex' . fst . fromComplex . (mul <*> conj')) minElement' = emptyErrorV "minElement" (atIndex' <*> minIndex') maxElement' = emptyErrorV "maxElement" (atIndex' <*> maxIndex') sumElements' = sumQ prodElements' = prodQ step' = undefined -- cannot match find' = findV assoc' = assocV accum' = accumV cond' = undefined -- cannot match --------------------------------------------------------------- instance (Container Vector a) => Container Matrix a where size' = size scale' x = liftMatrix (scale' x) scaleRecip x = liftMatrix (scaleRecip x) addConstant x = liftMatrix (addConstant x) add = liftMatrix2 add sub = liftMatrix2 sub mul = liftMatrix2 mul divide = liftMatrix2 divide equal a b = cols a == cols b && flatten a `equal` flatten b arctan2' = liftMatrix2 arctan2' scalar' x = (1><1) [x] konst' v (r,c) = matrixFromVector RowMajor r c (konst' v (r*c)) build' = buildM conj' = liftMatrix conj' cmap' f = liftMatrix (mapVector f) atIndex' = (@@>) minIndex' = emptyErrorM "minIndex of Matrix" $ \m -> divMod (minIndex' $ flatten m) (cols m) maxIndex' = emptyErrorM "maxIndex of Matrix" $ \m -> divMod (maxIndex' $ flatten m) (cols m) minElement' = emptyErrorM "minElement of Matrix" (atIndex' <*> minIndex') maxElement' = emptyErrorM "maxElement of Matrix" (atIndex' <*> maxIndex') sumElements' = sumElements . flatten prodElements' = prodElements . flatten step' = liftMatrix step find' = findM assoc' = assocM accum' = accumM cond' = condM emptyErrorV msg f v = if dim v > 0 then f v else error $ msg ++ " of Vector with dim = 0" emptyErrorM msg f m = if rows m > 0 && cols m > 0 then f m else error $ msg++" "++shSize m -------------------------------------------------------------------------------- -- | create a structure with a single element -- -- >>> let v = fromList [1..3::Double] -- >>> v / scalar (norm2 v) -- fromList [0.2672612419124244,0.5345224838248488,0.8017837257372732] -- scalar :: Container c e => e -> c e scalar = scalar' -- | complex conjugate conj :: Container c e => c e -> c e conj = conj' -- | multiplication by scalar scale :: Container c e => e -> c e -> c e scale = scale' arctan2 :: Container c e => c e -> c e -> c e arctan2 = arctan2' -- | like 'fmap' (cannot implement instance Functor because of Element class constraint) cmap :: (Element b, Container c e) => (e -> b) -> c e -> c b cmap = cmap' -- | indexing function atIndex :: Container c e => c e -> IndexOf c -> e atIndex = atIndex' -- | index of minimum element minIndex :: Container c e => c e -> IndexOf c minIndex = minIndex' -- | index of maximum element maxIndex :: Container c e => c e -> IndexOf c maxIndex = maxIndex' -- | value of minimum element minElement :: Container c e => c e -> e minElement = minElement' -- | value of maximum element maxElement :: Container c e => c e -> e maxElement = maxElement' -- | the sum of elements sumElements :: Container c e => c e -> e sumElements = sumElements' -- | the product of elements prodElements :: Container c e => c e -> e prodElements = prodElements' -- | A more efficient implementation of @cmap (\\x -> if x>0 then 1 else 0)@ -- -- >>> step $ linspace 5 (-1,1::Double) -- 5 |> [0.0,0.0,0.0,1.0,1.0] -- step :: (RealElement e, Container c e) => c e -> c e step = step' -- | Element by element version of @case compare a b of {LT -> l; EQ -> e; GT -> g}@. -- -- Arguments with any dimension = 1 are automatically expanded: -- -- >>> cond ((1><4)[1..]) ((3><1)[1..]) 0 100 ((3><4)[1..]) :: Matrix Double -- (3><4) -- [ 100.0, 2.0, 3.0, 4.0 -- , 0.0, 100.0, 7.0, 8.0 -- , 0.0, 0.0, 100.0, 12.0 ] -- cond :: (RealElement e, Container c e) => c e -- ^ a -> c e -- ^ b -> c e -- ^ l -> c e -- ^ e -> c e -- ^ g -> c e -- ^ result cond = cond' -- | Find index of elements which satisfy a predicate -- -- >>> find (>0) (ident 3 :: Matrix Double) -- [(0,0),(1,1),(2,2)] -- find :: Container c e => (e -> Bool) -> c e -> [IndexOf c] find = find' -- | Create a structure from an association list -- -- >>> assoc 5 0 [(3,7),(1,4)] :: Vector Double -- fromList [0.0,4.0,0.0,7.0,0.0] -- -- >>> assoc (2,3) 0 [((0,2),7),((1,0),2*i-3)] :: Matrix (Complex Double) -- (2><3) -- [ 0.0 :+ 0.0, 0.0 :+ 0.0, 7.0 :+ 0.0 -- , (-3.0) :+ 2.0, 0.0 :+ 0.0, 0.0 :+ 0.0 ] -- assoc :: Container c e => IndexOf c -- ^ size -> e -- ^ default value -> [(IndexOf c, e)] -- ^ association list -> c e -- ^ result assoc = assoc' -- | Modify a structure using an update function -- -- >>> accum (ident 5) (+) [((1,1),5),((0,3),3)] :: Matrix Double -- (5><5) -- [ 1.0, 0.0, 0.0, 3.0, 0.0 -- , 0.0, 6.0, 0.0, 0.0, 0.0 -- , 0.0, 0.0, 1.0, 0.0, 0.0 -- , 0.0, 0.0, 0.0, 1.0, 0.0 -- , 0.0, 0.0, 0.0, 0.0, 1.0 ] -- -- computation of histogram: -- -- >>> accum (konst 0 7) (+) (map (flip (,) 1) [4,5,4,1,5,2,5]) :: Vector Double -- fromList [0.0,1.0,1.0,0.0,2.0,3.0,0.0] -- accum :: Container c e => c e -- ^ initial structure -> (e -> e -> e) -- ^ update function -> [(IndexOf c, e)] -- ^ association list -> c e -- ^ result accum = accum' -------------------------------------------------------------------------------- -- | Matrix product and related functions class (Num e, Element e) => Product e where -- | matrix product multiply :: Matrix e -> Matrix e -> Matrix e -- | sum of absolute value of elements (differs in complex case from @norm1@) absSum :: Vector e -> RealOf e -- | sum of absolute value of elements norm1 :: Vector e -> RealOf e -- | euclidean norm norm2 :: Vector e -> RealOf e -- | element of maximum magnitude normInf :: Vector e -> RealOf e instance Product Float where norm2 = emptyVal (toScalarF Norm2) absSum = emptyVal (toScalarF AbsSum) norm1 = emptyVal (toScalarF AbsSum) normInf = emptyVal (maxElement . vectorMapF Abs) multiply = emptyMul multiplyF instance Product Double where norm2 = emptyVal (toScalarR Norm2) absSum = emptyVal (toScalarR AbsSum) norm1 = emptyVal (toScalarR AbsSum) normInf = emptyVal (maxElement . vectorMapR Abs) multiply = emptyMul multiplyR instance Product (Complex Float) where norm2 = emptyVal (toScalarQ Norm2) absSum = emptyVal (toScalarQ AbsSum) norm1 = emptyVal (sumElements . fst . fromComplex . vectorMapQ Abs) normInf = emptyVal (maxElement . fst . fromComplex . vectorMapQ Abs) multiply = emptyMul multiplyQ instance Product (Complex Double) where norm2 = emptyVal (toScalarC Norm2) absSum = emptyVal (toScalarC AbsSum) norm1 = emptyVal (sumElements . fst . fromComplex . vectorMapC Abs) normInf = emptyVal (maxElement . fst . fromComplex . vectorMapC Abs) multiply = emptyMul multiplyC emptyMul m a b | x1 == 0 && x2 == 0 || r == 0 || c == 0 = konst' 0 (r,c) | otherwise = m a b where r = rows a x1 = cols a x2 = rows b c = cols b emptyVal f v = if dim v > 0 then f v else 0 -- FIXME remove unused C wrappers -- | unconjugated dot product udot :: Product e => Vector e -> Vector e -> e udot u v | dim u == dim v = val (asRow u `multiply` asColumn v) | otherwise = error $ "different dimensions "++show (dim u)++" and "++show (dim v)++" in dot product" where val m | dim u > 0 = m@@>(0,0) | otherwise = 0 ---------------------------------------------------------- -- synonym for matrix product mXm :: Product t => Matrix t -> Matrix t -> Matrix t mXm = multiply -- matrix - vector product mXv :: Product t => Matrix t -> Vector t -> Vector t mXv m v = flatten $ m `mXm` (asColumn v) -- vector - matrix product vXm :: Product t => Vector t -> Matrix t -> Vector t vXm v m = flatten $ (asRow v) `mXm` m {- | Outer product of two vectors. >>> fromList [1,2,3] `outer` fromList [5,2,3] (3><3) [ 5.0, 2.0, 3.0 , 10.0, 4.0, 6.0 , 15.0, 6.0, 9.0 ] -} outer :: (Product t) => Vector t -> Vector t -> Matrix t outer u v = asColumn u `multiply` asRow v {- | Kronecker product of two matrices. @m1=(2><3) [ 1.0, 2.0, 0.0 , 0.0, -1.0, 3.0 ] m2=(4><3) [ 1.0, 2.0, 3.0 , 4.0, 5.0, 6.0 , 7.0, 8.0, 9.0 , 10.0, 11.0, 12.0 ]@ >>> kronecker m1 m2 (8><9) [ 1.0, 2.0, 3.0, 2.0, 4.0, 6.0, 0.0, 0.0, 0.0 , 4.0, 5.0, 6.0, 8.0, 10.0, 12.0, 0.0, 0.0, 0.0 , 7.0, 8.0, 9.0, 14.0, 16.0, 18.0, 0.0, 0.0, 0.0 , 10.0, 11.0, 12.0, 20.0, 22.0, 24.0, 0.0, 0.0, 0.0 , 0.0, 0.0, 0.0, -1.0, -2.0, -3.0, 3.0, 6.0, 9.0 , 0.0, 0.0, 0.0, -4.0, -5.0, -6.0, 12.0, 15.0, 18.0 , 0.0, 0.0, 0.0, -7.0, -8.0, -9.0, 21.0, 24.0, 27.0 , 0.0, 0.0, 0.0, -10.0, -11.0, -12.0, 30.0, 33.0, 36.0 ] -} kronecker :: (Product t) => Matrix t -> Matrix t -> Matrix t kronecker a b = fromBlocks . splitEvery (cols a) . map (reshape (cols b)) . toRows $ flatten a `outer` flatten b ------------------------------------------------------------------- class Convert t where real :: Container c t => c (RealOf t) -> c t complex :: Container c t => c t -> c (ComplexOf t) single :: Container c t => c t -> c (SingleOf t) double :: Container c t => c t -> c (DoubleOf t) toComplex :: (Container c t, RealElement t) => (c t, c t) -> c (Complex t) fromComplex :: (Container c t, RealElement t) => c (Complex t) -> (c t, c t) instance Convert Double where real = id complex = comp' single = single' double = id toComplex = toComplex' fromComplex = fromComplex' instance Convert Float where real = id complex = comp' single = id double = double' toComplex = toComplex' fromComplex = fromComplex' instance Convert (Complex Double) where real = comp' complex = id single = single' double = id toComplex = toComplex' fromComplex = fromComplex' instance Convert (Complex Float) where real = comp' complex = id single = id double = double' toComplex = toComplex' fromComplex = fromComplex' ------------------------------------------------------------------- type family RealOf x type instance RealOf Double = Double type instance RealOf (Complex Double) = Double type instance RealOf Float = Float type instance RealOf (Complex Float) = Float type family ComplexOf x type instance ComplexOf Double = Complex Double type instance ComplexOf (Complex Double) = Complex Double type instance ComplexOf Float = Complex Float type instance ComplexOf (Complex Float) = Complex Float type family SingleOf x type instance SingleOf Double = Float type instance SingleOf Float = Float type instance SingleOf (Complex a) = Complex (SingleOf a) type family DoubleOf x type instance DoubleOf Double = Double type instance DoubleOf Float = Double type instance DoubleOf (Complex a) = Complex (DoubleOf a) type family ElementOf c type instance ElementOf (Vector a) = a type instance ElementOf (Matrix a) = a ------------------------------------------------------------ buildM (rc,cc) f = fromLists [ [f r c | c <- cs] | r <- rs ] where rs = map fromIntegral [0 .. (rc-1)] cs = map fromIntegral [0 .. (cc-1)] buildV n f = fromList [f k | k <- ks] where ks = map fromIntegral [0 .. (n-1)] -------------------------------------------------------- -- | conjugate transpose ctrans :: (Container Vector e, Element e) => Matrix e -> Matrix e ctrans = liftMatrix conj' . trans -- | Creates a square matrix with a given diagonal. diag :: (Num a, Element a) => Vector a -> Matrix a diag v = diagRect 0 v n n where n = dim v -- | creates the identity matrix of given dimension ident :: (Num a, Element a) => Int -> Matrix a ident n = diag (constantD 1 n) -------------------------------------------------------- findV p x = foldVectorWithIndex g [] x where g k z l = if p z then k:l else l findM p x = map ((`divMod` cols x)) $ findV p (flatten x) assocV n z xs = ST.runSTVector $ do v <- ST.newVector z n mapM_ (\(k,x) -> ST.writeVector v k x) xs return v assocM (r,c) z xs = ST.runSTMatrix $ do m <- ST.newMatrix z r c mapM_ (\((i,j),x) -> ST.writeMatrix m i j x) xs return m accumV v0 f xs = ST.runSTVector $ do v <- ST.thawVector v0 mapM_ (\(k,x) -> ST.modifyVector v k (f x)) xs return v accumM m0 f xs = ST.runSTMatrix $ do m <- ST.thawMatrix m0 mapM_ (\((i,j),x) -> ST.modifyMatrix m i j (f x)) xs return m ---------------------------------------------------------------------- condM a b l e t = matrixFromVector RowMajor (rows a'') (cols a'') $ cond a' b' l' e' t' where args@(a'':_) = conformMs [a,b,l,e,t] [a', b', l', e', t'] = map flatten args condV f a b l e t = f a' b' l' e' t' where [a', b', l', e', t'] = conformVs [a,b,l,e,t] -------------------------------------------------------------------------------- class Transposable m mt | m -> mt, mt -> m where -- | (conjugate) transpose tr :: m -> mt instance (Container Vector t) => Transposable (Matrix t) (Matrix t) where tr = ctrans class Linear t v where scalarL :: t -> v addL :: v -> v -> v scaleL :: t -> v -> v class Testable t where checkT :: t -> (Bool, IO()) ioCheckT :: t -> IO (Bool, IO()) ioCheckT = return . checkT --------------------------------------------------------------------------------