{-# LANGUAGE TypeFamilies #-} {-# LANGUAGE TypeOperators #-} module Numeric.LAPACK.Matrix.Square ( Square, size, mapSize, toFull, toGeneral, fromGeneral, fromScalar, toScalar, fromList, autoFromList, transpose, adjoint, identity, identityFrom, identityFromWidth, identityFromHeight, diagonal, takeDiagonal, trace, stack, (|=|), multiply, square, power, congruence, congruenceAdjoint, solve, inverse, determinant, eigenvalues, schur, schurComplex, eigensystem, ComplexOf, ) where import qualified Numeric.LAPACK.Matrix.Triangular as Triangular import qualified Numeric.LAPACK.Matrix.Square.Eigen as Eigen import qualified Numeric.LAPACK.Matrix.Square.Linear as Linear import qualified Numeric.LAPACK.Matrix.Square.Basic as Basic import qualified Numeric.LAPACK.Matrix.Basic as FullBasic import qualified Numeric.LAPACK.Matrix.Array as ArrMatrix import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape import qualified Numeric.LAPACK.Matrix.Extent as Extent import Numeric.LAPACK.Matrix.Array (Full, General, Square) import Numeric.LAPACK.Matrix.Private (ShapeInt) import Numeric.LAPACK.Vector (Vector) import Numeric.LAPACK.Scalar (ComplexOf) import qualified Numeric.Netlib.Class as Class import qualified Data.Array.Comfort.Shape as Shape import Data.Array.Comfort.Shape ((:+:)) import Foreign.Storable (Storable) import Data.Tuple.HT (mapPair, mapSnd, mapTriple) import Data.Complex (Complex) size :: Square sh a -> sh size = MatrixShape.fullHeight . ArrMatrix.shape mapSize :: (sh0 -> sh1) -> Square sh0 a -> Square sh1 a mapSize = ArrMatrix.lift1 . Basic.mapSize toGeneral :: Square sh a -> General sh sh a toGeneral = toFull toFull :: (Extent.C vert, Extent.C horiz) => Square sh a -> Full vert horiz sh sh a toFull = ArrMatrix.lift1 Basic.toFull fromGeneral :: (Eq sh) => General sh sh a -> Square sh a fromGeneral = ArrMatrix.lift1 Basic.fromGeneral fromScalar :: (Storable a) => a -> Square () a fromScalar = ArrMatrix.lift0 . Basic.fromScalar toScalar :: (Storable a) => Square () a -> a toScalar = Basic.toScalar . ArrMatrix.toVector fromList :: (Shape.C sh, Storable a) => sh -> [a] -> Square sh a fromList sh = ArrMatrix.lift0 . Basic.fromList sh autoFromList :: (Storable a) => [a] -> Square ShapeInt a autoFromList = ArrMatrix.lift0 . Basic.autoFromList transpose :: Square sh a -> Square sh a transpose = ArrMatrix.lift1 Basic.transpose {- | conjugate transpose -} adjoint :: (Shape.C sh, Class.Floating a) => Square sh a -> Square sh a adjoint = ArrMatrix.lift1 Basic.adjoint identity :: (Shape.C sh, Class.Floating a) => sh -> Square sh a identity = ArrMatrix.lift0 . Basic.identity identityFrom :: (Shape.C sh, Class.Floating a) => Square sh a -> Square sh a identityFrom = ArrMatrix.lift1 Basic.identityFrom identityFromWidth :: (Shape.C height, Shape.C width, Class.Floating a) => General height width a -> Square width a identityFromWidth = ArrMatrix.lift1 Basic.identityFromWidth identityFromHeight :: (Shape.C height, Shape.C width, Class.Floating a) => General height width a -> Square height a identityFromHeight = ArrMatrix.lift1 Basic.identityFromHeight diagonal :: (Shape.C sh, Class.Floating a) => Vector sh a -> Square sh a diagonal = ArrMatrix.lift0 . Basic.diagonal takeDiagonal :: (Shape.C sh, Class.Floating a) => Square sh a -> Vector sh a takeDiagonal = Basic.takeDiagonal . ArrMatrix.toVector trace :: (Shape.C sh, Class.Floating a) => Square sh a -> a trace = Basic.trace . ArrMatrix.toVector infix 3 |=| (|=|) :: (Extent.C vert, Extent.C horiz, Shape.C sizeA, Eq sizeA, Shape.C sizeB, Eq sizeB, Class.Floating a) => (Square sizeA a, Full vert horiz sizeA sizeB a) -> (Full horiz vert sizeB sizeA a, Square sizeB a) -> Square (sizeA:+:sizeB) a (a,b) |=| (c,d) = stack a b c d stack :: (Extent.C vert, Extent.C horiz, Shape.C sizeA, Eq sizeA, Shape.C sizeB, Eq sizeB, Class.Floating a) => Square sizeA a -> Full vert horiz sizeA sizeB a -> Full horiz vert sizeB sizeA a -> Square sizeB a -> Square (sizeA:+:sizeB) a stack = ArrMatrix.lift4 Basic.stack multiply :: (Shape.C sh, Eq sh, Class.Floating a) => Square sh a -> Square sh a -> Square sh a multiply = ArrMatrix.lift2 FullBasic.multiply square :: (Shape.C sh, Class.Floating a) => Square sh a -> Square sh a square = ArrMatrix.lift1 Basic.square power :: (Shape.C sh, Class.Floating a) => Integer -> Square sh a -> Square sh a power = ArrMatrix.lift1 . Basic.power {- | congruence B A = A^H * B * A The meaning and order of matrix factors of these functions is consistent: * 'Numeric.LAPACK.Matrix.Square.congruence' * 'Numeric.LAPACK.Matrix.Hermitian.gramian' * 'Numeric.LAPACK.Matrix.Hermitian.anticommutator' * 'Numeric.LAPACK.Matrix.Hermitian.congruence' * 'Numeric.LAPACK.Matrix.Hermitian.congruenceDiagonal' -} congruence :: (Shape.C height, Eq height, Shape.C width, Class.Floating a) => Square height a -> General height width a -> Square width a congruence = ArrMatrix.lift2 Basic.congruence {- | congruenceAdjoint A B = A * B * A^H -} congruenceAdjoint :: (Shape.C height, Shape.C width, Eq width, Class.Floating a) => General height width a -> Square width a -> Square height a congruenceAdjoint = ArrMatrix.lift2 Basic.congruenceAdjoint solve :: (Extent.C vert, Extent.C horiz, Shape.C sh, Eq sh, Shape.C nrhs, Class.Floating a) => Square sh a -> Full vert horiz sh nrhs a -> Full vert horiz sh nrhs a solve = ArrMatrix.lift2 Linear.solve inverse :: (Shape.C sh, Class.Floating a) => Square sh a -> Square sh a inverse = ArrMatrix.lift1 Linear.inverse determinant :: (Shape.C sh, Class.Floating a) => Square sh a -> a determinant = Linear.determinant . ArrMatrix.toVector eigenvalues :: (Shape.C sh, Class.Floating a) => Square sh a -> Vector sh (ComplexOf a) eigenvalues = Eigen.values . ArrMatrix.toVector {- | If @(q,r) = schur a@, then @a = q \<\> r \<\> adjoint q@, where @q@ is unitary (orthogonal) and @r@ is a right-upper triangular matrix for complex @a@ and a 1x1-or-2x2-block upper triangular matrix for real @a@. With @takeDiagonal r@ you get all eigenvalues of @a@ if @a@ is complex and the real parts of the eigenvalues if @a@ is real. Complex conjugated eigenvalues of a real matrix @a@ are encoded as 2x2 blocks along the diagonal. The meaning and order of matrix factors of these functions is consistent: * 'Numeric.LAPACK.Matrix.Square.schur' * 'Numeric.LAPACK.Matrix.Square.schurComplex' * 'Numeric.LAPACK.Matrix.Hermitian.eigensystem' * 'Numeric.LAPACK.Matrix.BandedHermitian.eigensystem' * 'Numeric.LAPACK.Matrix.Square.congruenceAdjoint' * 'Numeric.LAPACK.Matrix.Hermitian.gramianAdjoint' * 'Numeric.LAPACK.Matrix.Hermitian.anticommutatorAdjoint' * 'Numeric.LAPACK.Matrix.Hermitian.congruenceAdjoint' * 'Numeric.LAPACK.Matrix.Hermitian.congruenceDiagonalAdjoint' -} schur :: (Shape.C sh, Class.Floating a) => Square sh a -> (Square sh a, Square sh a) schur = mapPair (ArrMatrix.lift0, ArrMatrix.lift0) . Eigen.schur . ArrMatrix.toVector schurComplex :: (Shape.C sh, Class.Real a, Complex a ~ ac) => Square sh ac -> (Square sh ac, Triangular.Upper sh ac) schurComplex = mapSnd Triangular.takeUpper . schur {- | @(vr,d,vlAdj) = eigensystem a@ Counterintuitively, @vr@ contains the right eigenvectors as columns and @vlAdj@ contains the left conjugated eigenvectors as rows. The idea is to provide a decomposition of @a@. If @a@ is diagonalizable, then @vr@ and @vlAdj@ are almost inverse to each other. More precisely, @vlAdj \<\> vr@ is a diagonal matrix, but not necessarily an identity matrix. This is because all eigenvectors are normalized to Euclidean norm 1. With the following scaling, the decomposition becomes perfect: > let scal = takeDiagonal $ vlAdj <> vr > a == vr #*\ Vector.divide d scal ##*# vlAdj If @a@ is non-diagonalizable then some columns of @vr@ and corresponding rows of @vlAdj@ are left zero and the above property does not hold. The meaning and order of result matrices of these functions is consistent: * 'Numeric.LAPACK.Matrix.Square.eigensystem' * 'Numeric.LAPACK.Matrix.Triangular.eigensystem' * 'Numeric.LAPACK.Singular.decompose' * 'Numeric.LAPACK.Singular.decomposeTall' * 'Numeric.LAPACK.Singular.decomposeWide' -} eigensystem :: (Shape.C sh, Class.Floating a, ComplexOf a ~ ac) => Square sh a -> (Square sh ac, Vector sh ac, Square sh ac) eigensystem = mapTriple (ArrMatrix.lift0, id, ArrMatrix.lift0) . Eigen.decompose . ArrMatrix.toVector