{-# LANGUAGE TypeFamilies #-} module Numeric.LAPACK.Singular ( values, valuesTall, valuesWide, decompose, decomposeTall, decomposeWide, determinantAbsolute, leastSquaresMinimumNormRCond, pseudoInverseRCond, RealOf, ) where import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape import qualified Numeric.LAPACK.Matrix.Square.Basic as Square import qualified Numeric.LAPACK.Matrix.Extent.Private as Extent import qualified Numeric.LAPACK.Matrix as Matrix import qualified Numeric.LAPACK.Vector as Vector import qualified Numeric.LAPACK.Private as Private import Numeric.LAPACK.Matrix.Hermitian.Private (TakeDiagonal(..), Determinant(..)) import Numeric.LAPACK.Matrix.Extent.Private (Extent) import Numeric.LAPACK.Matrix.Square.Basic (Square) import Numeric.LAPACK.Matrix.Shape.Private (Order(ColumnMajor), swapOnRowMajor) import Numeric.LAPACK.Matrix (scaleRowsReal) import Numeric.LAPACK.Matrix.Private (Full, General, ZeroInt, zeroInt) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Scalar (RealOf, zero) import Numeric.LAPACK.Private (withAutoWorkspace, peekCInt, createHigherArray, copyToTemp, copyToColumnMajor, copyToSubColumnMajor) import qualified Numeric.LAPACK.FFI.Complex as LapackComplex import qualified Numeric.LAPACK.FFI.Real as LapackReal import qualified Numeric.Netlib.Utility as Call import qualified Numeric.Netlib.Class as Class import qualified Data.Array.Comfort.Storable.Unchecked.Monadic as ArrayIO import qualified Data.Array.Comfort.Storable.Unchecked as Array import qualified Data.Array.Comfort.Shape as Shape import Data.Array.Comfort.Storable.Unchecked (Array(Array)) import System.IO.Unsafe (unsafePerformIO) import qualified Foreign.Marshal.Array.Guarded as ForeignArray import qualified Foreign.Marshal.Utils as Marshal import Foreign.C.Types (CInt, CChar) import Foreign.ForeignPtr (ForeignPtr, withForeignPtr) import Foreign.Ptr (Ptr, nullPtr) import Foreign.Storable (Storable) import Control.Monad.Trans.Cont (evalContT) import Control.Monad.IO.Class (liftIO) import Data.Complex (Complex) import Data.Tuple.HT (mapSnd) import Data.Bool.HT (if') values :: (Shape.C height, Shape.C width, Class.Floating a) => General height width a -> Vector ZeroInt (RealOf a) values = valuesGen $ \extent -> zeroInt $ min (Shape.size $ Extent.height extent) (Shape.size $ Extent.width extent) valuesTall :: (Extent.C vert, Shape.C height, Shape.C width, Class.Floating a) => Full vert Extent.Small height width a -> Vector width (RealOf a) valuesTall = valuesGen Extent.width valuesWide :: (Extent.C horiz, Shape.C height, Shape.C width, Class.Floating a) => Full Extent.Small horiz height width a -> Vector height (RealOf a) valuesWide = valuesTall . Matrix.transpose valuesGen :: (Extent.C vert, Extent.C horiz, Shape.C width, Shape.C height, Shape.C shape, Class.Floating a) => (Extent vert horiz height width -> shape) -> Full vert horiz height width a -> Vector shape (RealOf a) valuesGen resultShape = runTakeDiagonal $ Class.switchFloating (TakeDiagonal $ valuesAux resultShape) (TakeDiagonal $ valuesAux resultShape) (TakeDiagonal $ valuesAux resultShape) (TakeDiagonal $ valuesAux resultShape) valuesAux :: (Extent.C vert, Extent.C horiz, Shape.C width, Shape.C height, Shape.C shape, Class.Floating a, RealOf a ~ ar, Storable ar) => (Extent vert horiz height width -> shape) -> Full vert horiz height width a -> Vector shape ar valuesAux resultShape (Array shape@(MatrixShape.Full _order extent) a) = Array.unsafeCreateWithSize (resultShape extent) $ \mn sPtr -> do let (m,n) = MatrixShape.dimensions shape let lda = m evalContT $ do jobuPtr <- Call.char 'N' jobvtPtr <- Call.char 'N' mPtr <- Call.cint m nPtr <- Call.cint n aPtr <- copyToTemp (m*n) a ldaPtr <- Call.leadingDim lda let uPtr = nullPtr let vtPtr = nullPtr lduPtr <- Call.leadingDim m ldvtPtr <- Call.leadingDim n liftIO $ withInfo "gesvd" $ \infoPtr -> gesvd jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr mn infoPtr determinantAbsolute :: (Shape.C height, Shape.C width, Class.Floating a) => General height width a -> RealOf a determinantAbsolute = getDeterminant $ Class.switchFloating (Determinant determinantAbsoluteAux) (Determinant determinantAbsoluteAux) (Determinant determinantAbsoluteAux) (Determinant determinantAbsoluteAux) determinantAbsoluteAux :: (Shape.C height, Shape.C width, Class.Floating a, RealOf a ~ ar, Class.Real ar) => General height width a -> ar determinantAbsoluteAux = either (Vector.product . valuesTall) (const zero) . Matrix.caseTallWide decompose :: (Shape.C height, Shape.C width, Class.Floating a) => General height width a -> (Square height a, Vector ZeroInt (RealOf a), Square width a) decompose = getDecompose $ Class.switchFloating (Decompose decomposeAux) (Decompose decomposeAux) (Decompose decomposeAux) (Decompose decomposeAux) newtype Decompose m f v g a = Decompose {getDecompose :: m a -> (f a, v (RealOf a), g a)} decomposeAux :: (Shape.C height, Shape.C width, Class.Floating a, RealOf a ~ ar, Storable ar) => General height width a -> (Square height a, Vector ZeroInt ar, Square width a) decomposeAux arr@(Array shape@(MatrixShape.Full order extent) a) = let (height,width) = Extent.dimensions extent (m,n) = MatrixShape.dimensions shape mn = min m n in (if' (mn==0) (Square.identityFromHeight arr, Vector.autoFromList [], Square.identityFromWidth arr)) $ (\(u,(s,vt)) -> (u,s,vt)) $ Array.unsafeCreateWithSizeAndResult (MatrixShape.square order height) $ \ _ uPtr0 -> ArrayIO.unsafeCreateWithSizeAndResult (zeroInt mn) $ \ _ sPtr -> ArrayIO.unsafeCreate (MatrixShape.square order width) $ \vtPtr0 -> evalContT $ do let (uPtr,vtPtr) = swapOnRowMajor order (uPtr0,vtPtr0) let lda = m jobuPtr <- Call.char 'A' jobvtPtr <- Call.char 'A' mPtr <- Call.cint m nPtr <- Call.cint n aPtr <- copyToTemp (m*n) a ldaPtr <- Call.leadingDim lda lduPtr <- Call.leadingDim m ldvtPtr <- Call.leadingDim n liftIO $ withInfo "gesvd" $ \infoPtr -> gesvd jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr mn infoPtr decomposeWide :: (Extent.C vert, Shape.C height, Shape.C width, Class.Floating a) => Full Extent.Small vert height width a -> (Square height a, Vector height (RealOf a), Full Extent.Small vert height width a) decomposeWide a = let (u,s,vt) = decomposeTall $ Matrix.transpose a in (Square.transpose vt, s, Matrix.transpose u) decomposeTall :: (Extent.C horiz, Shape.C height, Shape.C width, Class.Floating a) => Full horiz Extent.Small height width a -> (Full horiz Extent.Small height width a, Vector width (RealOf a), Square width a) decomposeTall = getDecompose $ Class.switchFloating (Decompose decomposeThin) (Decompose decomposeThin) (Decompose decomposeThin) (Decompose decomposeThin) decomposeThin :: (Extent.C horiz, Shape.C height, Shape.C width, Class.Floating a, RealOf a ~ ar, Storable ar) => Full horiz Extent.Small height width a -> (Full horiz Extent.Small height width a, Vector width ar, Square width a) decomposeThin (Array (MatrixShape.Full order extent) a) = let (height,width) = Extent.dimensions extent in (\(u,(s,vt)) -> (u,s,vt)) $ Array.unsafeCreateWithSizeAndResult (MatrixShape.Full order extent) $ \ _ uPtr0 -> ArrayIO.unsafeCreateWithSizeAndResult width $ \ _ sPtr -> ArrayIO.unsafeCreate (MatrixShape.square order width) $ \vtPtr0 -> evalContT $ do let ((m,uPtr),(n,vtPtr)) = swapOnRowMajor order ((Shape.size height, uPtr0), (Shape.size width, vtPtr0)) let mn = min m n let lda = m jobuPtr <- Call.char 'S' jobvtPtr <- Call.char 'S' mPtr <- Call.cint m nPtr <- Call.cint n aPtr <- copyToTemp (m*n) a ldaPtr <- Call.leadingDim lda lduPtr <- Call.leadingDim m ldvtPtr <- Call.leadingDim mn liftIO $ withInfo "gesvd" $ \infoPtr -> gesvd jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr mn infoPtr type GESVD_ ar a = Ptr CChar -> Ptr CChar -> Ptr CInt -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr ar -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> Int -> Ptr CInt -> IO () newtype GESVD a = GESVD {getGESVD :: GESVD_ (RealOf a) a} gesvd :: Class.Floating a => GESVD_ (RealOf a) a gesvd = getGESVD $ Class.switchFloating (GESVD gesvdReal) (GESVD gesvdReal) (GESVD gesvdComplex) (GESVD gesvdComplex) gesvdReal :: (Class.Real a) => GESVD_ a a gesvdReal jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr _mn infoPtr = withAutoWorkspace $ \workPtr lworkPtr -> LapackReal.gesvd jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr workPtr lworkPtr infoPtr gesvdComplex :: (Class.Real a) => GESVD_ a (Complex a) gesvdComplex jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr mn infoPtr = ForeignArray.alloca (5*mn) $ \rworkPtr -> withAutoWorkspace $ \workPtr lworkPtr -> LapackComplex.gesvd jobuPtr jobvtPtr mPtr nPtr aPtr ldaPtr sPtr uPtr lduPtr vtPtr ldvtPtr workPtr lworkPtr rworkPtr infoPtr leastSquaresMinimumNormRCond :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Shape.C nrhs, Class.Floating a) => RealOf a -> Full horiz vert height width a -> Full vert horiz height nrhs a -> (Int, Full vert horiz width nrhs a) leastSquaresMinimumNormRCond rcond (Array (MatrixShape.Full orderA extentA) a) (Array (MatrixShape.Full orderB extentB) b) = case Extent.fuse (Extent.transpose extentA) extentB of Nothing -> error "leastSquaresMinimumNorm: height shapes mismatch" Just extent -> let widthA = Extent.width extentA (height,widthB) = Extent.dimensions extentB shapeX = MatrixShape.Full ColumnMajor extent m = Shape.size height n = Shape.size widthA nrhs = Shape.size widthB in if m == 0 then (0, Vector.constant shapeX zero) else if nrhs == 0 then (fst $ unsafePerformIO $ case Vector.constant height zero of Array _ b1 -> leastSquaresMinimumNormIO rcond (MatrixShape.general ColumnMajor widthA ()) orderA a orderB b1 m n 1, Vector.constant shapeX zero) else unsafePerformIO $ leastSquaresMinimumNormIO rcond shapeX orderA a orderB b m n nrhs leastSquaresMinimumNormIO :: (Shape.C sh, Class.Floating a) => RealOf a -> sh -> Order -> ForeignPtr a -> Order -> ForeignPtr a -> Int -> Int -> Int -> IO (Int, Array sh a) leastSquaresMinimumNormIO rcond shapeX orderA a orderB b m n nrhs = createHigherArray shapeX m n nrhs $ \(tmpPtr,ldtmp) -> do let mn = min m n let aSize = m*n let lda = m evalContT $ do mPtr <- Call.cint m nPtr <- Call.cint n nrhsPtr <- Call.cint nrhs aPtr <- Call.allocaArray aSize liftIO $ withForeignPtr a $ \asrcPtr -> copyToColumnMajor orderA m n asrcPtr aPtr ldaPtr <- Call.leadingDim lda ldtmpPtr <- Call.leadingDim ldtmp liftIO $ withForeignPtr b $ \bPtr -> copyToSubColumnMajor orderB m nrhs bPtr ldtmp tmpPtr rankPtr <- Call.alloca liftIO $ withInfo "gelss" $ \infoPtr -> gelss mPtr nPtr nrhsPtr aPtr ldaPtr tmpPtr ldtmpPtr rcond rankPtr mn infoPtr liftIO $ peekCInt rankPtr type GELSS_ ar a = Ptr CInt -> Ptr CInt -> Ptr CInt -> Ptr a -> Ptr CInt -> Ptr a -> Ptr CInt -> ar -> Ptr CInt -> Int -> Ptr CInt -> IO () newtype GELSS a = GELSS {getGELSS :: GELSS_ (RealOf a) a} gelss :: Class.Floating a => GELSS_ (RealOf a) a gelss = getGELSS $ Class.switchFloating (GELSS gelssReal) (GELSS gelssReal) (GELSS gelssComplex) (GELSS gelssComplex) gelssReal :: (Class.Real a) => GELSS_ a a gelssReal mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr rcond rankPtr mn infoPtr = Marshal.with rcond $ \rcondPtr -> ForeignArray.alloca mn $ \sPtr -> withAutoWorkspace $ \workPtr lworkPtr -> LapackReal.gelss mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr sPtr rcondPtr rankPtr workPtr lworkPtr infoPtr gelssComplex :: (Class.Real a) => GELSS_ a (Complex a) gelssComplex mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr rcond rankPtr mn infoPtr = Marshal.with rcond $ \rcondPtr -> ForeignArray.alloca mn $ \sPtr -> ForeignArray.alloca (5*mn) $ \rworkPtr -> withAutoWorkspace $ \workPtr lworkPtr -> LapackComplex.gelss mPtr nPtr nrhsPtr aPtr ldaPtr bPtr ldbPtr sPtr rcondPtr rankPtr workPtr lworkPtr rworkPtr infoPtr pseudoInverseRCond :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Eq width, Class.Floating a) => RealOf a -> Full vert horiz height width a -> (Int, Full horiz vert width height a) pseudoInverseRCond = getPseudoInverseRCond $ Class.switchFloating (PseudoInverseRCond pseudoInverseRCondAux) (PseudoInverseRCond pseudoInverseRCondAux) (PseudoInverseRCond pseudoInverseRCondAux) (PseudoInverseRCond pseudoInverseRCondAux) newtype PseudoInverseRCond f g a = PseudoInverseRCond { getPseudoInverseRCond :: RealOf a -> f a -> (Int, g a) } pseudoInverseRCondAux :: (Extent.C vert, Extent.C horiz, Shape.C height, Eq height, Shape.C width, Eq width, Class.Floating a, RealOf a ~ ar, Class.Real ar) => ar -> Full vert horiz height width a -> (Int, Full horiz vert width height a) pseudoInverseRCondAux rcond = getPseudoInverseExtent $ Extent.switchTagPair (PseudoInverseExtent $ pseudoInverseRCondWide rcond) (PseudoInverseExtent $ pseudoInverseRCondWide rcond) (PseudoInverseExtent $ pseudoInverseRCondTall rcond) (PseudoInverseExtent $ either (mapSnd Matrix.fromFull . pseudoInverseRCondTall rcond) (mapSnd Matrix.fromFull . pseudoInverseRCondWide rcond) . Matrix.caseTallWide) newtype PseudoInverseExtent height width a vert horiz = PseudoInverseExtent { getPseudoInverseExtent :: Full vert horiz height width a -> (Int, Full horiz vert width height a) } pseudoInverseRCondWide :: (Extent.C horiz, Shape.C height, Eq height, Shape.C width, Eq width, Class.Floating a, RealOf a ~ ar, Class.Real ar) => RealOf a -> Full Extent.Small horiz height width a -> (Int, Full horiz Extent.Small width height a) pseudoInverseRCondWide rcond a = let (u,s,vt) = decomposeWide a (rank,recipS) = recipSigma rcond s in (rank, Matrix.multiply (Matrix.adjoint vt) $ scaleRowsReal recipS $ Square.toFull $ Square.adjoint u) pseudoInverseRCondTall :: (Extent.C vert, Shape.C height, Eq height, Shape.C width, Eq width, Class.Floating a, RealOf a ~ ar, Class.Real ar) => RealOf a -> Full vert Extent.Small height width a -> (Int, Full Extent.Small vert width height a) pseudoInverseRCondTall rcond a = let (u,s,vt) = decomposeTall a (rank,recipS) = recipSigma rcond s in (rank, Matrix.multiply (Square.toFull $ Square.adjoint vt) $ scaleRowsReal recipS $ Matrix.adjoint u) recipSigma :: (Shape.C sh, Class.Real a) => a -> Array sh a -> (Int, Array sh a) recipSigma rcond sigmas = case Array.toList sigmas of [] -> (0, sigmas) 0:_ -> (0, sigmas) xs@(x:_) -> let smin = x * rcond in (length (takeWhile (>=smin) xs), Array.map (\s -> if s>=smin then recip s else 0) sigmas) withInfo :: String -> (Ptr CInt -> IO ()) -> IO () withInfo = Private.withInfo "%d superdiagonals did not converge"