{-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE UndecidableInstances #-} {-# LANGUAGE ExistentialQuantification #-} {-# LANGUAGE GADTs #-} module Test.BandedHermitian (testsVar) where import qualified Test.Indexed as Indexed import qualified Test.Generator as Gen import qualified Test.Utility as Util import Test.Banded.Utility (Square(Square), genSquare, natFromProxy, offDiagonalNats) import Test.Generator ((<.*|>), (<|*.>), (<.*.>), (<|*|>), (<|\|>)) import Test.Utility (approxReal, approxArray, approxRealArrayTol, approxMatrix, genOrder, genArray, Tagged, equalListWith) import qualified Numeric.LAPACK.Matrix.BandedHermitianPositiveDefinite as BandedHermitianPD import qualified Numeric.LAPACK.Matrix.BandedHermitian as BandedHermitian import qualified Numeric.LAPACK.Matrix.Banded as Banded import qualified Numeric.LAPACK.Matrix.Hermitian as Hermitian import qualified Numeric.LAPACK.Matrix.Shape.Box as Box import qualified Numeric.LAPACK.Matrix.Shape as MatrixShape import qualified Numeric.LAPACK.Matrix.Square as Square import qualified Numeric.LAPACK.Matrix as Matrix import qualified Numeric.LAPACK.Vector as Vector import qualified Numeric.LAPACK.ShapeStatic as ShapeStatic import Numeric.LAPACK.Matrix (ZeroInt, zeroInt, (<#>), (<#), (#>)) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Scalar (RealOf, fromReal, absolute, selectReal) import qualified Numeric.Netlib.Class as Class import qualified Type.Data.Num.Unary.Proof as Proof import qualified Type.Data.Num.Unary as Unary import Type.Data.Num.Unary (unary) import qualified Data.Array.Comfort.Storable as Array import qualified Data.Array.Comfort.Shape as Shape import Foreign.Storable (Storable) import Control.Applicative (liftA2, (<$>)) import qualified Data.List.HT as ListHT import Data.Tuple.HT (mapSnd) import qualified Test.QuickCheck as QC data BandedHermitian size a = forall offDiag. (Unary.Natural offDiag) => BandedHermitian (BandedHermitian.BandedHermitian offDiag size a) instance (Show size, Show a, Shape.C size, Storable a) => Show (BandedHermitian size a) where showsPrec p (BandedHermitian a) = showsPrec p a {- Non-real elements on the diagonal. -} _genBandedHermitian :: (Class.Floating a) => Gen.Matrix a Int Int (BandedHermitian ZeroInt a) _genBandedHermitian = flip Gen.mapGenDim Gen.squareDim $ \maxElem maxDim size -> do order <- genOrder k <- QC.choose (0, toInteger maxDim) Unary.reifyNatural k $ \numOff -> fmap BandedHermitian $ genArray maxElem $ MatrixShape.bandedHermitian (unary numOff) order size genBandedHermitian :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Gen.Matrix a Int Int (BandedHermitian ZeroInt a) genBandedHermitian = flip Gen.mapGenDim Gen.squareDim $ \maxElem maxDim size -> do order <- genOrder k <- QC.choose (0, toInteger maxDim) Unary.reifyNatural k $ \numOff -> do let shape = MatrixShape.bandedHermitian (unary numOff) order size BandedHermitian <$> (Util.genArrayIndexed shape $ \ix -> let real = case ix of MatrixShape.InsideBox r c -> r==c MatrixShape.VertOutsideBox _ _ -> False MatrixShape.HorizOutsideBox _ _ -> False in if real then fromReal <$> Util.genReal maxElem else Util.genElement maxElem) convertToFull :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool convertToFull (BandedHermitian a) = approxArray (Hermitian.toSquare $ BandedHermitian.toHermitian a) (Banded.toFull $ BandedHermitian.toBanded a) takeDiagonal :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool takeDiagonal (BandedHermitian a) = approxRealArrayTol 1e-5 (Hermitian.takeDiagonal $ BandedHermitian.toHermitian a) (BandedHermitian.takeDiagonal a) covariance :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Square ZeroInt a -> Bool covariance (Square a) = let (sub,super) = offDiagonalNats a in case (Proof.addNat sub super, Proof.addComm sub super) of (Proof.Nat, Proof.AddComm) -> approxArray (BandedHermitian.toBanded $ BandedHermitian.covariance a) (Banded.adjoint a <#> a) type StaticVector1 n = Vector (ShapeStatic.ZeroBased (Unary.Succ n)) data SumRank1 size a = forall offDiag. (Unary.Natural offDiag) => SumRank1 size [(RealOf a, (Shape.Index size, StaticVector1 offDiag a))] instance (Show size, Show (Shape.Index size), Show a, Show (RealOf a), Shape.C size, Storable a) => Show (SumRank1 size a) where showsPrec p (SumRank1 sh a) = showsPrec p (sh,a) genScaledVectors :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Gen.Vector a Int (SumRank1 ZeroInt a) genScaledVectors = flip Gen.mapGen Gen.vectorDim $ \maxElem size@(Shape.ZeroBased n) -> do k <- QC.choose (0, n-1) Unary.reifyNatural (toInteger k) $ \numOff -> fmap (SumRank1 size) $ if n==0 then return [] else QC.listOf $ liftA2 (,) (Util.genReal maxElem) $ liftA2 (,) (QC.choose (0,n-k-1)) (Util.genArray maxElem (ShapeStatic.ZeroBased $ unary $ Unary.succ numOff)) sumRank1 :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => MatrixShape.Order -> SumRank1 ZeroInt a -> Bool sumRank1 order (SumRank1 sh xs) = approxArray (BandedHermitian.toHermitian $ BandedHermitian.sumRank1 order sh xs) (Hermitian.sumRank1 order sh $ map (mapSnd (uncurry $ displace sh)) xs) displace :: (Shape.C sh, Class.Floating a) => ZeroInt -> Int -> Vector sh a -> Vector ZeroInt a displace (Shape.ZeroBased n) k a = Array.mapShape (zeroInt . Shape.size) $ Vector.constant (zeroInt k) 0 `Vector.append` a `Vector.append` Vector.constant (zeroInt $ max 0 $ n - k - Shape.size (Array.shape a)) 0 multiplyIdentity :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian.Transposition -> Matrix.General ZeroInt ZeroInt a -> Bool multiplyIdentity trans m = approxArray m (BandedHermitian.multiplyFull trans (BandedHermitian.identity (Matrix.height m)) m) multiplyDiagonal :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian.Transposition -> (Vector ZeroInt ar, Matrix.General ZeroInt ZeroInt a) -> Bool multiplyDiagonal trans (d,m) = approxArray (Matrix.scaleRowsReal d m) (BandedHermitian.multiplyFull trans (BandedHermitian.diagonal d) m) multiplyFullIdentity :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool multiplyFullIdentity (BandedHermitian m) = let a = Banded.toFull $ BandedHermitian.toBanded m in approxArray a $ BandedHermitian.multiplyFull BandedHermitian.NonTransposed m $ Square.identityFrom a multiplyHermitianVector :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian.Transposition -> (BandedHermitian ZeroInt a, Vector ZeroInt a) -> Bool multiplyHermitianVector trans (BandedHermitian m, x) = approxArray (BandedHermitian.multiplyVector trans m x) (Hermitian.multiplyVector trans (BandedHermitian.toHermitian m) x) multiplyVectorDot :: (Class.Floating a, Eq a) => (Vector ZeroInt a, BandedHermitian ZeroInt a, Vector ZeroInt a) -> Bool multiplyVectorDot (x, BandedHermitian m, y) = Vector.dot x (m#>y) == Vector.dot (x<#m) y multiplyFullAny :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Hermitian.Transposition -> (BandedHermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool multiplyFullAny trans (BandedHermitian a, b) = approxArray (BandedHermitian.multiplyFull trans a b) (Hermitian.multiplyFull trans (BandedHermitian.toHermitian a) b) multiplyFullColumns :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian.Transposition -> (BandedHermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool multiplyFullColumns trans (BandedHermitian a, b) = equalListWith approxArray (Matrix.toColumns (BandedHermitian.multiplyFull trans a b)) (map (BandedHermitian.multiplyVector trans a) (Matrix.toColumns b)) multiplyFullAssoc :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian.Transposition -> (BandedHermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool multiplyFullAssoc trans (BandedHermitian a, b, c) = approxArray (Matrix.multiply (BandedHermitian.multiplyFull trans a b) c) (BandedHermitian.multiplyFull trans a (Matrix.multiply b c)) genBandedHPD :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => Gen.Matrix a Int Int (BandedHermitian ZeroInt a) genBandedHPD = flip Gen.mapGenDim Gen.squareDim $ \maxElem maxDim size -> do order <- genOrder kl <- QC.choose (0, toInteger maxDim) ku <- QC.choose (0, toInteger maxDim) Unary.reifyNatural kl $ \subU -> Unary.reifyNatural ku $ \superU -> let sub = unary subU; subP = natFromProxy sub super = unary superU; superP = natFromProxy super in case (Proof.addNat subP superP, Proof.addComm subP superP) of (Proof.Nat, Proof.AddComm) -> fmap (BandedHermitian . BandedHermitian.covariance) $ (genArray maxElem $ MatrixShape.bandedSquare (sub, super) order size) `QC.suchThat` (\a -> absolute (Banded.determinant a) > 0.1) determinant :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool determinant (BandedHermitian a) = let detB = BandedHermitianPD.determinant a detS = Hermitian.determinant $ BandedHermitian.toHermitian a in approxReal (selectReal 1 1e-3 * max 1 (abs detB + abs detS)) detB detS multiplySolve :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (BandedHermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool multiplySolve (BandedHermitian a, b) = approxMatrix (selectReal 10 1e-3) (a <#> BandedHermitianPD.solve a b) b solveDecomposed :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => (BandedHermitian ZeroInt a, Matrix.General ZeroInt ZeroInt a) -> Bool solveDecomposed (BandedHermitian a, b) = approxMatrix (selectReal 1e-3 1e-7) (BandedHermitianPD.solve a b) (BandedHermitianPD.solveDecomposed (BandedHermitianPD.decompose a) b) eigenvaluesDeterminant :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool eigenvaluesDeterminant (BandedHermitian a) = let det = BandedHermitianPD.determinant a prod = Vector.product $ BandedHermitian.eigenvalues a in approxReal ((det+prod) * selectReal 0.5 1e-6) det prod eigensystem :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool eigensystem (BandedHermitian a) = let (q,d) = BandedHermitian.eigensystem a in approxMatrix 1e-4 (Banded.toFull $ BandedHermitian.toBanded a) (q <#> Matrix.scaleRowsReal d (Square.adjoint q)) eigenvaluesHermitian :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> Bool eigenvaluesHermitian (BandedHermitian a) = approxRealArrayTol (selectReal 1e-3 1e-5) (BandedHermitian.eigenvalues a) (Hermitian.eigenvalues $ BandedHermitian.toHermitian a) eigensystemHermitian :: (Class.Floating a, RealOf a ~ ar, Class.Real ar) => BandedHermitian ZeroInt a -> QC.Property eigensystemHermitian (BandedHermitian a) = let (q0,d0) = BandedHermitian.eigensystem a (q1,d1) = Hermitian.eigensystem $ BandedHermitian.toHermitian a unit = Matrix.adjoint q0 <#> q1 tol = selectReal 1e-4 1e-7 in not (or (ListHT.mapAdjacent (approxReal 0.1) (Array.toList d0))) QC.==> approxRealArrayTol tol d0 d1 && and (zipWith (\(r,c) x -> approxReal tol (absolute x) $ if r==c then 1 else 0) (Shape.indices $ Array.shape unit) (Array.toList unit)) checkForAll :: (Show a, QC.Testable test) => Gen.T tag dim a -> (a -> test) -> Tagged tag QC.Property checkForAll gen = Util.checkForAll (Gen.run gen 6 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 = ("index", checkForAll (Indexed.genMatrixIndexGen (\(BandedHermitian arr) -> Box.indices $ Array.shape arr) genBandedHermitian) (\(mix, BandedHermitian arr) -> Indexed.unitDot (mix, arr))) : ("convertToFull", checkForAll genBandedHermitian convertToFull) : ("takeDiagonal", checkForAll genBandedHermitian takeDiagonal) : ("sumRank1", checkForAllExtra genOrder genScaledVectors sumRank1) : ("covariance", checkForAll genSquare covariance) : ("multiplyIdentity", checkForAllExtra QC.arbitraryBoundedEnum Gen.matrix multiplyIdentity) : ("multiplyDiagonal", checkForAllExtra QC.arbitraryBoundedEnum ((,) <$> Gen.vectorReal <.*|> Gen.matrix) multiplyDiagonal) : ("multiplyFullIdentity", checkForAll genBandedHermitian multiplyFullIdentity) : ("multiplyFullAny", checkForAllExtra QC.arbitraryBoundedEnum ((,) <$> genBandedHermitian <|*|> Gen.matrix) multiplyFullAny) : ("multiplyHermitianVector", checkForAllExtra QC.arbitraryBoundedEnum ((,) <$> genBandedHermitian <|*.> Gen.vector) multiplyHermitianVector) : ("multiplyVectorDot", checkForAll ((,,) <$> Gen.vector <.*|> genBandedHermitian <.*.> Gen.vector) multiplyVectorDot) : ("multiplyFullColumns", checkForAllExtra QC.arbitraryBoundedEnum ((,) <$> genBandedHermitian <|*|> Gen.matrix) multiplyFullColumns) : ("multiplyFullAssoc", checkForAllExtra QC.arbitraryBoundedEnum ((,,) <$> genBandedHermitian <|*|> Gen.matrix <|*|> Gen.matrix) multiplyFullAssoc) : ("determinant", checkForAll genBandedHPD determinant) : ("multiplySolve", checkForAll ((,) <$> genBandedHPD <|\|> Gen.matrix) multiplySolve) : ("solveDecomposed", checkForAll ((,) <$> genBandedHPD <|\|> Gen.matrix) solveDecomposed) : ("eigenvaluesDeterminant", checkForAll genBandedHPD eigenvaluesDeterminant) : ("eigensystem", checkForAll genBandedHermitian eigensystem) : ("eigenvaluesHermitian", checkForAll genBandedHermitian eigenvaluesHermitian) : ("eigensystemHermitian", checkForAll genBandedHermitian eigensystemHermitian) : []