-- Hoogle documentation, generated by Haddock -- See Hoogle, http://www.haskell.org/hoogle/ -- | Numerical computation in native Haskell -- -- Overview -- -- The sparse-linear-algebra library provides iterative linear -- solvers, matrix decompositions, eigenvalue computations and related -- utilities. The user interface is provided by the top-level module -- Numeric.LinearAlgebra.Sparse: -- --
--   import           Numeric.LinearAlgebra.Sparse
--   
-- -- Please refer to the README file for usage examples. @package sparse-linear-algebra @version 0.2.2.0 module Numeric.LinearAlgebra.Class class Functor f => Additive f -- | Ring zero element zero :: (Additive f, Num a) => f a -- | Ring + (^+^) :: (Additive f, Num a) => f a -> f a -> f a one :: (Additive f, Num a) => f a (^*^) :: (Additive f, Num a) => f a -> f a -> f a -- | negate the values in a functor negated :: (Num a, Functor f) => f a -> f a -- | subtract two Additive objects (^-^) :: (Additive f, Num a) => f a -> f a -> f a class Additive f => VectorSpace f -- | multiplication by a scalar (.*) :: (VectorSpace f, Num a) => a -> f a -> f a -- | linear interpolation lerp :: (VectorSpace f, Num a) => a -> f a -> f a -> f a class VectorSpace f => Hilbert f -- | inner product dot :: (Hilbert f, Num a) => f a -> f a -> a -- | `hilbertDistSq x y = || x - y ||^2` hilbertDistSq :: (Hilbert f, Num a) => f a -> f a -> a class Hilbert f => Normed f norm :: (Normed f, Floating a, Eq a) => a -> f a -> a -- | Squared 2-norm normSq :: (Hilbert f, Num a) => f a -> a -- | L1 norm norm1 :: (Foldable t, Num a, Functor t) => t a -> a -- | Euclidean norm norm2 :: (Hilbert f, Floating a) => f a -> a -- | Lp norm (p > 0) normP :: (Foldable t, Functor t, Floating a) => a -> t a -> a -- | Infinity-norm normInfty :: (Foldable t, Ord a) => t a -> a -- | Normalize w.r.t. p-norm (p finite) normalize :: (Normed f, Floating a, Eq a) => a -> f a -> f a -- | Lp inner product (p > 0) dotLp :: (Set t, Foldable t, Floating a) => a -> t a -> t a -> a -- | Reciprocal reciprocal :: (Functor f, Fractional b) => f b -> f b -- | Scale scale :: (Num b, Functor f) => b -> f b -> f b class Additive f => FiniteDim f where type FDSize f :: * where { type family FDSize f :: *; } dim :: FiniteDim f => f a -> FDSize f -- | unary dimension-checking bracket withDim :: (FiniteDim f, Show e) => f a -> (FDSize f -> f a -> Bool) -> (f a -> c) -> String -> (f a -> e) -> c -- | binary dimension-checking bracket withDim2 :: (FiniteDim f, FiniteDim g, Show e) => f a -> g b -> (FDSize f -> FDSize g -> f a -> g b -> Bool) -> (f a -> g b -> c) -> String -> (f a -> g b -> e) -> c class Additive f => HasData f a where type HDData f a :: * where { type family HDData f a :: *; } dat :: HasData f a => f a -> HDData f a class (FiniteDim f, HasData f a) => Sparse f a spy :: (Sparse f a, Fractional b) => f a -> b class Functor f => Set f -- | union binary lift : apply function on _union_ of two Sets liftU2 :: Set f => (a -> a -> a) -> f a -> f a -> f a -- | intersection binary lift : apply function on _intersection_ of two -- Sets liftI2 :: Set f => (a -> b -> c) -> f a -> f b -> f c class Sparse c a => SpContainer c a where type ScIx c :: * where { type family ScIx c :: *; } scInsert :: SpContainer c a => ScIx c -> a -> c a -> c a scLookup :: SpContainer c a => c a -> ScIx c -> Maybe a (@@) :: SpContainer c a => c a -> ScIx c -> a module Data.Sparse.SpMatrix data SpMatrix a SM :: (Rows, Cols) -> IntMap (IntMap a) -> SpMatrix a [smDim] :: SpMatrix a -> (Rows, Cols) [smData] :: SpMatrix a -> IntMap (IntMap a) sizeStr :: SpMatrix a -> String -- | SpMatrixes form a ring, in that they can be added and possess a -- zero element -- | SpMatrixes are maps between finite-dimensional spaces -- | SpMatrixes are sparse containers too, i.e. any specific -- component may be missing (so it is assumed to be 0) -- | `zeroSM m n` : Empty SpMatrix of size (m, n) zeroSM :: Rows -> Cols -> SpMatrix a mkDiagonal :: Int -> [a] -> SpMatrix a -- | `eye n` : identity matrix of rank n eye :: Num a => Int -> SpMatrix a -- | Permutation matrix from a (possibly incomplete) list of row swaps -- starting from row 0 e.g. `permutationSM 5 [1,3]` first swaps rows (0, -- 1) and then rows (1, 3) : -- -- permutationSM :: Num a => Int -> [IxRow] -> SpMatrix a -- | Permutation matrix from a (possibly incomplete) list of row pair swaps -- e.g. `permutPairs 5 [(2,4)]` swaps rows 2 and 4 : -- -- permutPairsSM :: Num a => Int -> [(IxRow, IxRow)] -> SpMatrix a -- | `mkSubDiagonal n o xx` creates a square SpMatrix of size n -- with xx on the oth subdiagonal mkSubDiagonal :: Int -> Int -> [a] -> SpMatrix a -- | Insert an element in a preexisting Spmatrix at the specified indices insertSpMatrix :: IxRow -> IxCol -> a -> SpMatrix a -> SpMatrix a -- | Add to existing SpMatrix using data from list (row, col, value) fromListSM' :: Foldable t => t (IxRow, IxCol, a) -> SpMatrix a -> SpMatrix a -- | Create new SpMatrix using data from list (row, col, value) fromListSM :: Foldable t => (Int, Int) -> t (IxRow, IxCol, a) -> SpMatrix a -- | Create new SpMatrix assuming contiguous, 0-based indexing of elements fromListDenseSM :: Int -> [a] -> SpMatrix a -- | Populate list with SpMatrix contents and populate missing entries with -- 0 toDenseListSM :: Num t => SpMatrix t -> [(IxRow, IxCol, t)] lookupSM :: SpMatrix a -> IxRow -> IxCol -> Maybe a -- | Looks up an element in the matrix with a default (if the element is -- not found, zero is returned) lookupWD_SM :: Num a => SpMatrix a -> (IxRow, IxCol) -> a -- | Zero-default lookup, infix form (no bound checking) -- -- Looks up an element in the matrix with a default (if the element is -- not found, zero is returned) (@@!) :: Num a => SpMatrix a -> (IxRow, IxCol) -> a -- | Indexed filtering function filterSM :: (Key -> Key -> a -> Bool) -> SpMatrix a -> SpMatrix a -- | Diagonal, subdiagonal, superdiagonal partitions of a SpMatrix (useful -- for writing preconditioners) extractDiag :: SpMatrix a -> SpMatrix a -- | Diagonal, subdiagonal, superdiagonal partitions of a SpMatrix (useful -- for writing preconditioners) extractSuperDiag :: SpMatrix a -> SpMatrix a -- | Diagonal, subdiagonal, superdiagonal partitions of a SpMatrix (useful -- for writing preconditioners) extractSubDiag :: SpMatrix a -> SpMatrix a -- | Extract a submatrix given the specified index bounds, rebalancing keys -- with the two supplied functions extractSubmatrixSM :: (Key -> Key) -> (Key -> Key) -> SpMatrix a -> (IxRow, IxRow) -> (IxCol, IxCol) -> SpMatrix a -- | Extract a submatrix given the specified index bounds NB : subtracts -- (i1, j1) from the indices extractSubmatrixRebalanceKeys :: SpMatrix a -> (IxRow, IxRow) -> (IxCol, IxCol) -> SpMatrix a -- | Extract a submatrix given the specified index bounds NB : submatrix -- indices are _preserved_ extractSubmatrix :: SpMatrix a -> (IxRow, IxRow) -> (IxCol, IxCol) -> SpMatrix a takeRows :: IxRow -> SpMatrix a -> SpMatrix a takeCols :: IxCol -> SpMatrix a -> SpMatrix a -- | Extract whole column extractColSM :: SpMatrix a -> IxCol -> SpMatrix a -- | Extract column within a row range extractSubColSM :: SpMatrix a -> IxCol -> (IxRow, IxRow) -> SpMatrix a -- | Extract column within a row range, rebalance keys extractSubColSM_RK :: SpMatrix a -> IxCol -> (IxRow, IxRow) -> SpMatrix a -- | Are the supplied indices within matrix bounds? isValidIxSM :: SpMatrix a -> (Int, Int) -> Bool -- | Is the matrix square? isSquareSM :: SpMatrix a -> Bool -- | Is the matrix diagonal? isDiagonalSM :: SpMatrix a -> Bool -- | Is the matrix lower/upper triangular? isLowerTriSM :: Eq a => SpMatrix a -> Bool -- | Is the matrix lower/upper triangular? isUpperTriSM :: Eq a => SpMatrix a -> Bool -- | Is the matrix orthogonal? i.e. Q^t ## Q == I isOrthogonalSM :: (Eq a, Epsilon a) => SpMatrix a -> Bool -- | Data in internal representation (do not export) immSM :: SpMatrix t -> IntMap (IntMap t) -- | (Number of rows, Number of columns) dimSM :: SpMatrix t -> (Rows, Cols) -- | Number of rows times number of columns nelSM :: SpMatrix t -> Int -- | Number of rows nrows :: SpMatrix a -> Rows -- | Number of columns ncols :: SpMatrix a -> Cols data SMInfo SMInfo :: Int -> Double -> SMInfo [smNz] :: SMInfo -> Int [smSpy] :: SMInfo -> Double infoSM :: SpMatrix a -> SMInfo nzSM :: SpMatrix a -> Int spySM :: Fractional b => SpMatrix a -> b nzRow :: SpMatrix a -> Key -> Int bwMinSM :: SpMatrix a -> Int bwMaxSM :: SpMatrix a -> Int bwBoundsSM :: SpMatrix a -> (Int, Int) -- | Vertical stacking vertStackSM :: SpMatrix a -> SpMatrix a -> SpMatrix a -- | Vertical stacking (-=-) :: SpMatrix a -> SpMatrix a -> SpMatrix a -- | Horizontal stacking horizStackSM :: SpMatrix a -> SpMatrix a -> SpMatrix a -- | Horizontal stacking (-||-) :: SpMatrix a -> SpMatrix a -> SpMatrix a ifilterSM :: (Key -> Key -> a -> Bool) -> SpMatrix a -> SpMatrix a -- | Left fold over SpMatrix foldlSM :: (a -> b -> b) -> b -> SpMatrix a -> b -- | Indexed left fold over SpMatrix ifoldlSM :: (Key -> Key -> a -> b -> b) -> b -> SpMatrix a -> b -- | Count sub-diagonal nonzeros countSubdiagonalNZSM :: SpMatrix a -> Int -- | Filter the index subset that lies below the diagonal (used in the QR -- decomposition, for example) subdiagIndicesSM :: SpMatrix a -> [(IxRow, IxCol)] sparsifyIM2 :: Epsilon a => IntMap (IntMap a) -> IntMap (IntMap a) -- | Sparsify an SpMatrix sparsifySM :: Epsilon a => SpMatrix a -> SpMatrix a -- | Round almost-0 and almost-1 to 0 and 1 respectively roundZeroOneSM :: Epsilon a => SpMatrix a -> SpMatrix a -- | Swap two rows of a SpMatrix (bounds not checked) swapRows :: IxRow -> IxRow -> SpMatrix a -> SpMatrix a -- | Swap two rows of a SpMatrix (bounds checked) swapRowsSafe :: IxRow -> IxRow -> SpMatrix a -> SpMatrix a -- | transposeSM : Matrix transpose transposeSM :: SpMatrix a -> SpMatrix a matScale :: Num a => a -> SpMatrix a -> SpMatrix a normFrobenius :: Floating a => SpMatrix a -> a matMat :: Num a => SpMatrix a -> SpMatrix a -> SpMatrix a (##) :: Num a => SpMatrix a -> SpMatrix a -> SpMatrix a -- | Removes all elements x for which `| x | <= eps`) matMatSparsified :: Epsilon a => SpMatrix a -> SpMatrix a -> SpMatrix a -- | Removes all elements x for which `| x | <= eps`) (#~#) :: Epsilon a => SpMatrix a -> SpMatrix a -> SpMatrix a -- | A^T B (#^#) :: Epsilon a => SpMatrix a -> SpMatrix a -> SpMatrix a -- | A B^T (##^) :: Epsilon a => SpMatrix a -> SpMatrix a -> SpMatrix a -- | Contract row i of A with column j of B up to an -- index n, i.e. summing over repeated indices: Aij Bjk , for j -- in [0 .. n] contractSub :: Num a => SpMatrix a -> SpMatrix a -> IxRow -> IxCol -> Int -> a instance GHC.Show.Show Data.Sparse.SpMatrix.SMInfo instance GHC.Classes.Eq Data.Sparse.SpMatrix.SMInfo instance GHC.Classes.Eq a => GHC.Classes.Eq (Data.Sparse.SpMatrix.SpMatrix a) instance GHC.Show.Show a => GHC.Show.Show (Data.Sparse.SpMatrix.SpMatrix a) instance GHC.Base.Functor Data.Sparse.SpMatrix.SpMatrix instance Numeric.LinearAlgebra.Class.Set Data.Sparse.SpMatrix.SpMatrix instance Numeric.LinearAlgebra.Class.Additive Data.Sparse.SpMatrix.SpMatrix instance Numeric.LinearAlgebra.Class.FiniteDim Data.Sparse.SpMatrix.SpMatrix instance Numeric.LinearAlgebra.Class.HasData Data.Sparse.SpMatrix.SpMatrix a instance Numeric.LinearAlgebra.Class.Sparse Data.Sparse.SpMatrix.SpMatrix a instance GHC.Num.Num a => Numeric.LinearAlgebra.Class.SpContainer Data.Sparse.SpMatrix.SpMatrix a module Data.Sparse.SpVector data SpVector a SV :: Int -> IntMap a -> SpVector a [svDim] :: SpVector a -> Int [svData] :: SpVector a -> IntMap a -- | SpVector sparsity spySV :: Fractional b => SpVector a -> b -- | Number of nonzeros nzSV :: SpVector a -> Int sizeStrSV :: SpVector a -> String -- | SpVectors form a vector space because they can be multiplied by -- a scalar -- | SpVectors are finite-dimensional vectors -- | SpVectors are sparse containers too, i.e. any specific -- component may be missing (so it is assumed to be 0) -- | SpVectors form a Hilbert space, in that we can define an inner -- product over them -- | Since SpVectors form a Hilbert space, we can define a norm for -- them -- | Empty sparse vector (length n, no entries) zeroSV :: Int -> SpVector a -- | Singleton sparse vector (length 1) singletonSV :: a -> SpVector a -- | Canonical basis vector in R^n ei :: Num a => Int -> Key -> SpVector a -- | create a sparse vector from an association list while discarding all -- zero entries mkSpVector :: Epsilon a => Int -> IntMap a -> SpVector a -- | ", from logically dense array (consecutive indices) mkSpVectorD :: Epsilon a => Int -> [a] -> SpVector a mkSpVector1 :: Int -> IntMap a -> SpVector a -- | Create new sparse vector, assumin 0-based, contiguous indexing fromListDenseSV :: Int -> [a] -> SpVector a -- | Map a function over a range of indices and filter the result (indices -- and values) to fit in a n-long SpVector spVectorDenseIx :: Epsilon a => (Int -> a) -> UB -> [Int] -> SpVector a -- | ", using just the integer bounds of the interval spVectorDenseLoHi :: Epsilon a => (Int -> a) -> UB -> Int -> Int -> SpVector a -- | one-hot encoding : `oneHotSV n k` produces a SpVector of length n -- having 1 at the k-th position oneHotSVU :: Num a => Int -> IxRow -> SpVector a oneHotSV :: Num a => Int -> IxRow -> SpVector a -- | DENSE vector of `1`s onesSV :: Num a => Int -> SpVector a -- | DENSE vector of `0`s zerosSV :: Num a => Int -> SpVector a -- | Populate a SpVector with the contents of a Vector. fromVector :: Vector a -> SpVector a -- | Populate a Vector with the entries of a SpVector, discarding the -- indices (NB: loses sparsity information). toVector :: SpVector a -> Vector a -- | toVectorDense :: Num a => SpVector a -> Vector a -- | insert element x at index i in a preexisting -- SpVector insertSpVector :: Int -> a -> SpVector a -> SpVector a fromListSV :: Int -> [(Int, a)] -> SpVector a toListSV :: SpVector a -> [(Key, a)] -- | To dense list (default = 0) toDenseListSV :: Num b => SpVector b -> [b] -- | Indexed fold over SpVector ifoldSV :: (Key -> a -> b -> b) -> b -> SpVector a -> b -- | Lookup an index in a SpVector lookupSV :: Key -> SpVector a -> Maybe a -- | Lookup an index, return a default value if lookup fails lookupDefaultSV :: a -> Key -> SpVector a -> a -- | Lookup an index in a SpVector, returns 0 if lookup fails lookupDenseSV :: Num a => Key -> SpVector a -> a -- | Tail elements tailSV :: SpVector a -> SpVector a -- | Head element headSV :: Num a => SpVector a -> a -- | Keep the first n components of the SpVector (like take for -- lists) takeSV :: Int -> SpVector a -> SpVector a -- | Discard the first n components of the SpVector and rebalance the keys -- (like drop for lists) -- -- Keep the first n components of the SpVector (like take for -- lists) dropSV :: Int -> SpVector a -> SpVector a -- | Concatenate two sparse vectors concatSV :: SpVector a -> SpVector a -> SpVector a -- | Filter filterSV :: (a -> Bool) -> SpVector a -> SpVector a -- | Indexed filter ifilterSV :: (Int -> a -> Bool) -> SpVector a -> SpVector a -- | Generate an arbitrary (not random) vector u such that `v dot -- u = 0` orthogonalSV :: Fractional a => SpVector a -> SpVector a instance GHC.Classes.Eq a => GHC.Classes.Eq (Data.Sparse.SpVector.SpVector a) instance GHC.Base.Functor Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.Set Data.Sparse.SpVector.SpVector instance Data.Foldable.Foldable Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.Additive Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.VectorSpace Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.FiniteDim Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.HasData Data.Sparse.SpVector.SpVector a instance Numeric.LinearAlgebra.Class.Sparse Data.Sparse.SpVector.SpVector a instance GHC.Num.Num a => Numeric.LinearAlgebra.Class.SpContainer Data.Sparse.SpVector.SpVector a instance Numeric.LinearAlgebra.Class.Hilbert Data.Sparse.SpVector.SpVector instance Numeric.LinearAlgebra.Class.Normed Data.Sparse.SpVector.SpVector instance GHC.Show.Show a => GHC.Show.Show (Data.Sparse.SpVector.SpVector a) module Data.Sparse.Common -- | Insert row , using the provided row index transformation function insertRowWith :: (IxCol -> IxCol) -> SpMatrix a -> SpVector a -> Key -> SpMatrix a -- | Insert row insertRow :: SpMatrix a -> SpVector a -> Key -> SpMatrix a -- | Insert column, using the provided row index transformation function insertColWith :: (IxRow -> IxRow) -> SpMatrix a -> SpVector a -> IxCol -> SpMatrix a -- | Insert column insertCol :: SpMatrix a -> SpVector a -> IxCol -> SpMatrix a -- | Fill the diagonal of a SpMatrix with the components of a SpVector diagonalSM :: SpVector a -> SpMatrix a -- | Outer product (all-with-all matrix) outerProdSV :: Num a => SpVector a -> SpVector a -> SpMatrix a -- | Outer product (all-with-all matrix) (><) :: Num a => SpVector a -> SpVector a -> SpMatrix a -- | Demote (n x 1) or (1 x n) SpMatrix to SpVector toSV :: SpMatrix a -> SpVector a -- | promote a SV to SM svToSM :: SpVector a -> SpMatrix a -- | Lookup a row in a SpMatrix; returns an SpVector with the row, if this -- is non-empty lookupRowSM :: SpMatrix a -> IxRow -> Maybe (SpVector a) -- | Extract jth column extractCol :: SpMatrix a -> IxCol -> SpVector a -- | Extract ith row extractRow :: SpMatrix a -> IxRow -> SpVector a -- | Generic extraction function extractVectorDenseWith :: Num a => (Int -> (IxRow, IxCol)) -> SpMatrix a -> SpVector a -- | Extract ith row (dense) extractRowDense :: Num a => SpMatrix a -> IxRow -> SpVector a -- | Extract jth column extractColDense :: Num a => SpMatrix a -> IxCol -> SpVector a -- | Extract the diagonal extractDiagDense :: Num a => SpMatrix a -> SpVector a -- | extract row interval (all entries between columns j1 and j2, INCLUDED, -- are returned) extractSubRow :: SpMatrix a -> IxRow -> (IxCol, -- IxCol) -> SpVector a extractSubRow m i (j1, j2) = case lookupRowSM -- m i of Nothing -> zeroSV (ncols m) Just rv -> ifilterSV (j _ -- -> j >= j1 && j <= j2) rv -- -- ", returning in Maybe extractSubRow :: SpMatrix a -> IxRow -> -- (Int, Int) -> Maybe (SpVector a) extractSubRow m i (j1, j2) = -- resizeSV (j2 - j1) . ifilterSV (j _ -> j >= j1 && j -- j2) <$ lookupRowSM m i -- -- Extract an interval of SpVector components, changing accordingly the -- resulting SpVector size. Keys are _not_ rebalanced, i.e. components -- are still labeled according with respect to the source matrix. extractSubRow :: SpMatrix a -> IxRow -> (Int, Int) -> SpVector a -- | extract column interval extractSubCol :: SpMatrix a -> IxCol -> (IxRow, IxRow) -> SpVector a -- | extract row interval, rebalance keys by subtracting lowest one extractSubRow_RK :: SpMatrix a -> IxRow -> (IxCol, IxCol) -> SpVector a -- | extract column interval, rebalance keys by subtracting lowest one extractSubCol_RK :: SpMatrix a -> IxCol -> (IxRow, IxRow) -> SpVector a -- | Matrix-on-vector matVec :: Num a => SpMatrix a -> SpVector a -> SpVector a -- | Matrix-on-vector (#>) :: Num a => SpMatrix a -> SpVector a -> SpVector a -- | Vector-on-matrix (FIXME : transposes matrix: more costly than -- matVec, I think) vecMat :: Num a => SpVector a -> SpMatrix a -> SpVector a -- | Vector-on-matrix (FIXME : transposes matrix: more costly than -- matVec, I think) (<#) :: Num a => SpVector a -> SpMatrix a -> SpVector a -- | Pack a V.Vector of SpVectors as columns of an SpMatrix fromCols :: Vector (SpVector a) -> SpMatrix a prd :: PrintDense a => a -> IO () instance (GHC.Show.Show a, GHC.Num.Num a) => Data.Sparse.Common.PrintDense (Data.Sparse.SpVector.SpVector a) instance (GHC.Show.Show a, GHC.Num.Num a) => Data.Sparse.Common.PrintDense (Data.Sparse.SpMatrix.SpMatrix a) module Numeric.LinearAlgebra.Sparse -- | Given a matrix A, returns a pair of matrices (Q, R) such that Q R = A, -- where Q is orthogonal and R is upper triangular. Applies Givens -- rotation iteratively to zero out sub-diagonal elements. qr :: (Epsilon a, Ord a, Floating a) => SpMatrix a -> (SpMatrix a, SpMatrix a) -- | Given a matrix A, returns a pair of matrices (L, U) where L is lower -- triangular and U is upper triangular such that L U = A lu :: (Epsilon a, Fractional a, Real a) => SpMatrix a -> (SpMatrix a, SpMatrix a) -- | Given a positive semidefinite matrix A, returns a lower-triangular -- matrix L such that L L^T = A chol :: (Epsilon a, Real a, Floating a) => SpMatrix a -> SpMatrix a -- | uses the R matrix from the QR factorization conditionNumberSM :: (Epsilon a, RealFloat a) => SpMatrix a -> a hhMat :: Num a => a -> SpVector a -> SpMatrix a -- | a vector x uniquely defines an orthogonal plane; the -- Householder operator reflects any point v with respect to -- this plane: v' = (I - 2 x >< x) v hhRefl :: Num a => SpVector a -> SpMatrix a -- | Givens method, row version: choose other row index i' s.t. i' is : * -- below the diagonal * corresponding element is nonzero -- -- QR.C1 ) To zero out entry A(i, j) we must find row k such that A(k, j) -- is non-zero but A has zeros in row k for all columns less than j. -- -- NB: the current version is quite inefficient in that: 1. the Givens' -- matrix G_i is different from Identity only in 4 entries 2. at -- each iteration i we multiply G_i by the previous -- partial result M. Since this corresponds to a rotation, and -- the givensCoef function already computes the value of the -- resulting non-zero component (output r), `G_i ## M` can be -- simplified by just changing two entries of M (i.e. zeroing -- one out and changing the other into r). givens :: (Floating a, Epsilon a, Ord a) => SpMatrix a -> IxRow -> IxCol -> SpMatrix a -- | Given a matrix A, a vector b and a positive integer n, this -- procedure finds the basis of an order n Krylov subspace (as -- the columns of matrix Q), along with an upper Hessenberg matrix H, -- such that A = Q^T H Q. At the i`th iteration, it finds (i + 1) -- coefficients (the i`th column of the Hessenberg matrix H) and the (i + -- 1)`th Krylov vector. arnoldi :: (Epsilon a, Floating a, Eq a) => SpMatrix a -> SpVector a -> Int -> (SpMatrix a, SpMatrix a) -- | `eigsQR n mm` performs n iterations of the QR algorithm on -- matrix mm, and returns a SpVector containing all eigenvalues eigsQR :: (Epsilon a, Real a, Floating a) => Int -> SpMatrix a -> SpVector a -- | `eigsRayleigh n mm` performs n iterations of the Rayleigh -- algorithm on matrix mm and returns the eigenpair closest to -- the initialization. It displays cubic-order convergence, but it also -- requires an educated guess on the initial eigenpair eigRayleigh :: Int -- -- max # iterations -> SpMatrix Double -- matrix -> (SpVector -- Double, Double) -- initial guess of (eigenvector, eigenvalue) -> -- (SpVector Double, Double) -- final estimate of (eigenvector, -- eigenvalue) eigRayleigh :: Int -> SpMatrix Double -> (SpVector Double, Double) -> (SpVector Double, Double) -- | Linear solve with _deterministic_ starting vector (every component at -- 0.1) linSolve :: LinSolveMethod -> SpMatrix Double -> SpVector Double -> SpVector Double data LinSolveMethod GMRES_ :: LinSolveMethod CGNE_ :: LinSolveMethod TFQMR_ :: LinSolveMethod BCG_ :: LinSolveMethod CGS_ :: LinSolveMethod BICGSTAB_ :: LinSolveMethod -- | \ : linSolve using the BiCGSTAB method as default (<\>) :: SpMatrix Double -> SpVector Double -> SpVector Double -- | Least-squares approximation of a rectangular system of equaitons. Uses -- \ for the linear solve pinv :: SpMatrix Double -> SpVector Double -> SpVector Double -- | Direct solver based on a triangular factorization of the system -- matrix. luSolve :: (Fractional a, Eq a, Epsilon a) => SpMatrix a -> SpMatrix a -> SpVector a -> SpVector a -- | Used for Incomplete LU : remove entries in m corresponding to -- zero entries in m2 ilu0 :: (Epsilon a, Real a, Fractional a) => SpMatrix a -> (SpMatrix a, SpMatrix a) -- | `mSsor aa omega` : if `omega = 1` it returns the symmetric -- Gauss-Seidel preconditioner mSsor :: Fractional a => SpMatrix a -> a -> (SpMatrix a, SpMatrix a) -- | Partition a matrix into strictly subdiagonal, diagonal and strictly -- superdiagonal parts diagPartitions :: SpMatrix a -> (SpMatrix a, SpMatrix a, SpMatrix a) randArray :: PrimMonad m => Int -> Double -> Double -> m [Double] -- | Dense SpMatrix randMat :: PrimMonad m => Int -> m (SpMatrix Double) -- | Dense SpVector randVec :: PrimMonad m => Int -> m (SpVector Double) -- | Sparse SpMatrix randSpMat :: Int -> Int -> IO (SpMatrix Double) -- | Sparse SpVector randSpVec :: Int -> Int -> IO (SpVector Double) -- | Sparsify an SpVector sparsifySV :: Epsilon a => SpVector a -> SpVector a -- | Keep a moving window buffer (length 2) of state x to assess -- convergence, stop when either a condition on that list is satisfied or -- when max # of iterations is reached (i.e. same thing as -- loopUntilAcc but this one runs in the State monad) modifyInspectN :: MonadState s m => Int -> ([s] -> Bool) -> (s -> s) -> m s -- | ", NO convergence check runAppendN' :: (t -> t) -> Int -> t -> [t] -- | iterate until convergence is verified or we run out of a fixed -- iteration budget untilConverged :: MonadState a m => (a -> SpVector Double) -> (a -> a) -> m a diffSqL :: Floating a => [a] -> a instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.LinSolveMethod instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.LinSolveMethod instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.BICGSTAB instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.CGS instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.BCG instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.TFQMR instance GHC.Classes.Eq Numeric.LinearAlgebra.Sparse.CGNE instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.CGNE instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.TFQMR instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.BCG instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.CGS instance GHC.Show.Show Numeric.LinearAlgebra.Sparse.BICGSTAB