Change the QR implementation, inspired by LAPACK
This commit is contained in:
parent
b0ccf13c16
commit
085061a184
240
src/linalg/qr.rs
240
src/linalg/qr.rs
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@ -3,15 +3,12 @@ use num::Zero;
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use serde::{Deserialize, Serialize};
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use serde::{Deserialize, Serialize};
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use crate::allocator::{Allocator, Reallocator};
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use crate::allocator::{Allocator, Reallocator};
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use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, Unit, VectorN};
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use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, VectorN};
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use crate::constraint::{SameNumberOfRows, ShapeConstraint};
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use crate::constraint::{SameNumberOfRows, ShapeConstraint};
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use crate::dimension::{Dim, DimMin, DimMinimum, U1};
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use crate::dimension::{Dim, DimMin, DimMinimum, U1};
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use crate::storage::{Storage, StorageMut};
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use crate::storage::{Storage, StorageMut};
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use simba::scalar::ComplexField;
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use simba::scalar::ComplexField;
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use crate::geometry::Reflection;
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use crate::linalg::householder;
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/// The QR decomposition of a general matrix.
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/// The QR decomposition of a general matrix.
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
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#[cfg_attr(
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#[cfg_attr(
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@ -34,7 +31,7 @@ where
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DefaultAllocator: Allocator<N, R, C> + Allocator<N, DimMinimum<R, C>>,
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DefaultAllocator: Allocator<N, R, C> + Allocator<N, DimMinimum<R, C>>,
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{
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{
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qr: MatrixMN<N, R, C>,
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qr: MatrixMN<N, R, C>,
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diag: VectorN<N, DimMinimum<R, C>>,
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tau: VectorN<N, DimMinimum<R, C>>,
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}
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}
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impl<N: ComplexField, R: DimMin<C>, C: Dim> Copy for QR<N, R, C>
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impl<N: ComplexField, R: DimMin<C>, C: Dim> Copy for QR<N, R, C>
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@ -47,30 +44,64 @@ where
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impl<N: ComplexField, R: DimMin<C>, C: Dim> QR<N, R, C>
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impl<N: ComplexField, R: DimMin<C>, C: Dim> QR<N, R, C>
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where
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where
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DefaultAllocator: Allocator<N, R, C> + Allocator<N, R> + Allocator<N, DimMinimum<R, C>>,
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DefaultAllocator:
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Allocator<N, R, C> + Allocator<N, R> + Allocator<N, C> + Allocator<N, DimMinimum<R, C>>,
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{
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{
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/// Computes the QR decomposition using householder reflections.
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/// Computes the QR decomposition using Householder reflections.
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pub fn new(mut matrix: MatrixMN<N, R, C>) -> Self {
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pub fn new(mut matrix: MatrixMN<N, R, C>) -> Self {
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let (nrows, ncols) = matrix.data.shape();
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let (nrows, ncols) = matrix.data.shape();
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let min_nrows_ncols = nrows.min(ncols);
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let min_nrows_ncols = nrows.min(ncols);
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let mut diag = unsafe { MatrixMN::new_uninitialized_generic(min_nrows_ncols, U1) };
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let mut tau = unsafe { MatrixMN::new_uninitialized_generic(min_nrows_ncols, U1) };
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if min_nrows_ncols.value() == 0 {
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if min_nrows_ncols.value() == 0 {
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return QR {
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return QR { qr: matrix, tau };
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qr: matrix,
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}
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diag: diag,
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let mut work = unsafe { MatrixMN::new_uninitialized_generic(ncols, U1) };
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for icol in 0..min_nrows_ncols.value() {
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let (mut left, mut right) = matrix.columns_range_pair_mut(icol, icol + 1..);
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let mut axis = left.rows_range_mut(icol..);
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// Compute the scaled Housholder vector
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let (beta, tau_i) = {
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let alpha = unsafe { *axis.vget_unchecked(0) };
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let xnorm = axis.rows_range(1..).norm();
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if xnorm.is_zero() && alpha.imaginary().is_zero() {
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(alpha, N::zero())
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} else {
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let a_r = alpha.real();
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let a_i = alpha.imaginary();
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// FIXME: Use LAPACK's ?LAPY3 once we have F::max
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let reflection_norm = (a_r * a_r + a_i * a_i + xnorm * xnorm).sqrt();
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// FIXME: Use reflection_norm.copysign(a_r)
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let beta = -reflection_norm.abs() * a_r.signum();
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// FIXME: Check for tiny beta and recompute, cf. LAPACK's ?LARFG
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let tau = (N::from_real(beta) - alpha).unscale(beta);
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let tmp = alpha - N::from_real(beta);
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axis.rows_range_mut(1..).apply(|x| x / tmp);
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(N::from_real(beta), tau)
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}
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};
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};
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unsafe {
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*tau.vget_unchecked_mut(icol) = tau_i;
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}
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if !tau_i.is_zero() {
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// apply the Householder reflection to the remaining columns
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unsafe {
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*axis.vget_unchecked_mut(0) = N::one();
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}
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let mut work = work.rows_range_mut(icol + 1..);
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work.gemv_ad(N::one(), &right.rows_range(icol..), &axis, N::zero());
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right
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.rows_range_mut(icol..)
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.gerc(-tau_i.conjugate(), &axis, &work, N::one());
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}
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unsafe {
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*axis.vget_unchecked_mut(0) = beta;
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}
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}
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}
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for ite in 0..min_nrows_ncols.value() {
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QR { qr: matrix, tau }
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householder::clear_column_unchecked(&mut matrix, &mut diag[ite], ite, 0, None);
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}
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QR {
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qr: matrix,
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diag: diag,
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}
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}
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}
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/// Retrieves the upper trapezoidal submatrix `R` of this decomposition.
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/// Retrieves the upper trapezoidal submatrix `R` of this decomposition.
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@ -80,9 +111,7 @@ where
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DefaultAllocator: Allocator<N, DimMinimum<R, C>, C>,
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DefaultAllocator: Allocator<N, DimMinimum<R, C>, C>,
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{
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{
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let (nrows, ncols) = self.qr.data.shape();
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let (nrows, ncols) = self.qr.data.shape();
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let mut res = self.qr.rows_generic(0, nrows.min(ncols)).upper_triangle();
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self.qr.rows_generic(0, nrows.min(ncols)).upper_triangle()
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res.set_partial_diagonal(self.diag.iter().map(|e| N::from_real(e.modulus())));
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res
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}
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}
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/// Retrieves the upper trapezoidal submatrix `R` of this decomposition.
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/// Retrieves the upper trapezoidal submatrix `R` of this decomposition.
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@ -96,32 +125,59 @@ where
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let (nrows, ncols) = self.qr.data.shape();
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let (nrows, ncols) = self.qr.data.shape();
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let mut res = self.qr.resize_generic(nrows.min(ncols), ncols, N::zero());
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let mut res = self.qr.resize_generic(nrows.min(ncols), ncols, N::zero());
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res.fill_lower_triangle(N::zero(), 1);
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res.fill_lower_triangle(N::zero(), 1);
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res.set_partial_diagonal(self.diag.iter().map(|e| N::from_real(e.modulus())));
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res
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res
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}
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}
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/// Compute the first `ncols` columns of `Q`.
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///
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/// Panics if `ncols` is bigger than the number of rows of the original matrix.
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pub fn q_columns<K: Dim>(&self, ncols: K) -> MatrixMN<N, R, K>
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where
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DefaultAllocator: Allocator<N, R, K> + Allocator<N, K>,
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{
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let (q_nrows, q_ncols) = self.qr.data.shape();
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assert!(
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ncols.value() <= q_nrows.value(),
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"k must be less than the number of columns"
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);
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let mut a = MatrixMN::<N, R, K>::identity_generic(q_nrows, ncols);
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let mut work = unsafe { VectorN::<N, K>::new_uninitialized_generic(ncols, U1) };
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let k = q_nrows.min(q_ncols);
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let ncols_to_copy = k.value().min(q_ncols.value());
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a.slice_range_mut(.., ..ncols_to_copy)
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.copy_from(&self.qr.slice_range(.., ..ncols_to_copy));
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for i in (0..k.value()).rev() {
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let tau_i = unsafe { *self.tau.vget_unchecked(i) };
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if i < q_ncols.value() {
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unsafe {
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*a.get_unchecked_mut((i, i)) = N::one();
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}
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let (left, mut right) = a.columns_range_pair_mut(i, i + 1..);
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let axis = left.rows_range(i..);
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let mut work = work.rows_range_mut(i + 1..);
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work.gemv_ad(N::one(), &right.rows_range(i..), &axis, N::zero());
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right
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.rows_range_mut(i..)
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.gerc(-tau_i, &axis, &work, N::one());
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}
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if i < q_nrows.value() {
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a.slice_range_mut(i + 1.., i).apply(|x| x * (-tau_i));
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}
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unsafe {
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*a.get_unchecked_mut((i, i)) = N::one() - tau_i;
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}
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a.slice_range_mut(0..i, i).fill(N::zero());
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}
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a
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}
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/// Computes the orthogonal matrix `Q` of this decomposition.
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/// Computes the orthogonal matrix `Q` of this decomposition.
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pub fn q(&self) -> MatrixMN<N, R, DimMinimum<R, C>>
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pub fn q(&self) -> MatrixMN<N, R, DimMinimum<R, C>>
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where
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where
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DefaultAllocator: Allocator<N, R, DimMinimum<R, C>>,
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DefaultAllocator: Allocator<N, R, DimMinimum<R, C>> + Allocator<N, DimMinimum<R, C>>,
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{
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{
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let (nrows, ncols) = self.qr.data.shape();
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let (nrows, ncols) = self.qr.data.shape();
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self.q_columns::<DimMinimum<R, C>>(nrows.min(ncols))
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// NOTE: we could build the identity matrix and call q_mul on it.
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// Instead we don't so that we take in account the matrix sparseness.
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let mut res = Matrix::identity_generic(nrows, nrows.min(ncols));
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let dim = self.diag.len();
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for i in (0..dim).rev() {
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let axis = self.qr.slice_range(i.., i);
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// FIXME: sometimes, the axis might have a zero magnitude.
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let refl = Reflection::new(Unit::new_unchecked(axis), N::zero());
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let mut res_rows = res.slice_range_mut(i.., i..);
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refl.reflect_with_sign(&mut res_rows, self.diag[i].signum());
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}
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res
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}
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}
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/// Unpacks this decomposition into its two matrix factors.
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/// Unpacks this decomposition into its two matrix factors.
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)
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)
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where
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where
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DimMinimum<R, C>: DimMin<C, Output = DimMinimum<R, C>>,
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DimMinimum<R, C>: DimMin<C, Output = DimMinimum<R, C>>,
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DefaultAllocator:
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DefaultAllocator: Allocator<N, R, DimMinimum<R, C>>
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Allocator<N, R, DimMinimum<R, C>> + Reallocator<N, R, C, DimMinimum<R, C>, C>,
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+ Allocator<N, DimMinimum<R, C>>
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+ Reallocator<N, R, C, DimMinimum<R, C>, C>,
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{
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{
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(self.q(), self.unpack_r())
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(self.q(), self.unpack_r())
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}
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}
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}
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}
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/// Multiplies the provided matrix by the transpose of the `Q` matrix of this decomposition.
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/// Multiplies the provided matrix by the transpose of the `Q` matrix of this decomposition.
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pub fn q_tr_mul<R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
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pub fn q_tr_mul<R2: Dim, C2: Dim, S2>(&mut self, rhs: &mut Matrix<N, R2, C2, S2>)
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// FIXME: do we need a static constraint on the number of rows of rhs?
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where
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where
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S2: StorageMut<N, R2, C2>,
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S2: StorageMut<N, R2, C2>,
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ShapeConstraint: SameNumberOfRows<R2, R>,
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DefaultAllocator: Allocator<N, C2>,
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{
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{
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let dim = self.diag.len();
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let ncols = rhs.data.shape().1;
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let mut work = unsafe { VectorN::<N, C2>::new_uninitialized_generic(ncols, U1) };
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for i in 0..dim {
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for i in 0..self.tau.len() {
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let axis = self.qr.slice_range(i.., i);
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let mut axis = self.qr.slice_range_mut(i.., i);
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let refl = Reflection::new(Unit::new_unchecked(axis), N::zero());
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let temp = unsafe { *axis.vget_unchecked(0) };
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unsafe {
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let mut rhs_rows = rhs.rows_range_mut(i..);
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*axis.vget_unchecked_mut(0) = N::one();
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refl.reflect_with_sign(&mut rhs_rows, self.diag[i].signum().conjugate());
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}
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let tau_i = unsafe { *self.tau.vget_unchecked(i) };
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work.gemv_ad(N::one(), &rhs.rows_range(i..), &axis, N::zero());
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rhs.rows_range_mut(i..)
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.gerc(-tau_i.conjugate(), &axis, &work, N::one());
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unsafe {
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*axis.vget_unchecked_mut(0) = temp;
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}
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}
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}
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}
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}
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}
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}
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///
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///
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/// Returns `None` if `self` is not invertible.
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/// Returns `None` if `self` is not invertible.
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pub fn solve<R2: Dim, C2: Dim, S2>(
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pub fn solve<R2: Dim, C2: Dim, S2>(
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&self,
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&mut self,
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b: &Matrix<N, R2, C2, S2>,
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b: &Matrix<N, R2, C2, S2>,
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) -> Option<MatrixMN<N, R2, C2>>
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) -> Option<MatrixMN<N, R2, C2>>
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where
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where
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S2: Storage<N, R2, C2>,
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S2: Storage<N, R2, C2>,
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ShapeConstraint: SameNumberOfRows<R2, D>,
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ShapeConstraint: SameNumberOfRows<R2, D>,
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DefaultAllocator: Allocator<N, R2, C2>,
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DefaultAllocator: Allocator<N, R2, C2> + Allocator<N, C2>,
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{
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{
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let mut res = b.clone_owned();
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let mut res = b.clone_owned();
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@ -191,9 +256,10 @@ where
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///
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///
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/// If the decomposed matrix is not invertible, this returns `false` and its input `b` is
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/// If the decomposed matrix is not invertible, this returns `false` and its input `b` is
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/// overwritten with garbage.
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/// overwritten with garbage.
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pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
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pub fn solve_mut<R2: Dim, C2: Dim, S2>(&mut self, b: &mut Matrix<N, R2, C2, S2>) -> bool
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where
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where
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S2: StorageMut<N, R2, C2>,
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S2: StorageMut<N, R2, C2>,
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DefaultAllocator: Allocator<N, C2>,
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ShapeConstraint: SameNumberOfRows<R2, D>,
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ShapeConstraint: SameNumberOfRows<R2, D>,
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{
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{
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assert_eq!(
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assert_eq!(
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@ -207,48 +273,13 @@ where
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);
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);
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self.q_tr_mul(b);
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self.q_tr_mul(b);
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self.solve_upper_triangular_mut(b)
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self.qr.solve_upper_triangular_mut(b)
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}
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// FIXME: duplicate code from the `solve` module.
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fn solve_upper_triangular_mut<R2: Dim, C2: Dim, S2>(
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&self,
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b: &mut Matrix<N, R2, C2, S2>,
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) -> bool
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where
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S2: StorageMut<N, R2, C2>,
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ShapeConstraint: SameNumberOfRows<R2, D>,
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{
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let dim = self.qr.nrows();
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for k in 0..b.ncols() {
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let mut b = b.column_mut(k);
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for i in (0..dim).rev() {
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let coeff;
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unsafe {
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let diag = self.diag.vget_unchecked(i).modulus();
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if diag.is_zero() {
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return false;
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}
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coeff = b.vget_unchecked(i).unscale(diag);
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*b.vget_unchecked_mut(i) = coeff;
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}
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b.rows_range_mut(..i)
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.axpy(-coeff, &self.qr.slice_range(..i, i), N::one());
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}
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}
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true
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Computes the inverse of the decomposed matrix.
|
/// Computes the inverse of the decomposed matrix.
|
||||||
///
|
///
|
||||||
/// Returns `None` if the decomposed matrix is not invertible.
|
/// Returns `None` if the decomposed matrix is not invertible.
|
||||||
pub fn try_inverse(&self) -> Option<MatrixN<N, D>> {
|
pub fn try_inverse(&mut self) -> Option<MatrixN<N, D>> {
|
||||||
assert!(
|
assert!(
|
||||||
self.qr.is_square(),
|
self.qr.is_square(),
|
||||||
"QR inverse: unable to compute the inverse of a non-square matrix."
|
"QR inverse: unable to compute the inverse of a non-square matrix."
|
||||||
|
@ -271,33 +302,14 @@ where
|
||||||
self.qr.is_square(),
|
self.qr.is_square(),
|
||||||
"QR: unable to test the invertibility of a non-square matrix."
|
"QR: unable to test the invertibility of a non-square matrix."
|
||||||
);
|
);
|
||||||
|
(0..self.qr.ncols()).all(|i| unsafe { !self.qr.get_unchecked((i, i)).is_zero() })
|
||||||
for i in 0..self.diag.len() {
|
|
||||||
if self.diag[i].is_zero() {
|
|
||||||
return false;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
true
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// /// Computes the determinant of the decomposed matrix.
|
|
||||||
// pub fn determinant(&self) -> N {
|
|
||||||
// let dim = self.qr.nrows();
|
|
||||||
// assert!(self.qr.is_square(), "QR determinant: unable to compute the determinant of a non-square matrix.");
|
|
||||||
|
|
||||||
// let mut res = N::one();
|
|
||||||
// for i in 0 .. dim {
|
|
||||||
// res *= unsafe { *self.diag.vget_unchecked(i) };
|
|
||||||
// }
|
|
||||||
|
|
||||||
// res self.q_determinant()
|
|
||||||
// }
|
|
||||||
}
|
}
|
||||||
|
|
||||||
impl<N: ComplexField, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
impl<N: ComplexField, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||||
where
|
where
|
||||||
DefaultAllocator: Allocator<N, R, C> + Allocator<N, R> + Allocator<N, DimMinimum<R, C>>,
|
DefaultAllocator:
|
||||||
|
Allocator<N, R, C> + Allocator<N, R> + Allocator<N, C> + Allocator<N, DimMinimum<R, C>>,
|
||||||
{
|
{
|
||||||
/// Computes the QR decomposition of this matrix.
|
/// Computes the QR decomposition of this matrix.
|
||||||
pub fn qr(self) -> QR<N, R, C> {
|
pub fn qr(self) -> QR<N, R, C> {
|
||||||
|
|
|
@ -1,133 +1,171 @@
|
||||||
#![cfg(feature = "arbitrary")]
|
use na::{Matrix2, Matrix4x2, U3, U4};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn simple_qr() {
|
||||||
|
#[rustfmt::skip]
|
||||||
|
let a = Matrix4x2::new(
|
||||||
|
-0.8943285241224914 , 0.12787800716234649,
|
||||||
|
-0.37320804072796987, 0.21338804264385058,
|
||||||
|
0. , -0.2456767687354977 ,
|
||||||
|
0.2456767687354977 , 0. );
|
||||||
|
let qr = a.qr();
|
||||||
|
// the reference values were generated by converting the input
|
||||||
|
// to the form `m * 2 ^ e` for integers m and e. This was then used to
|
||||||
|
// obtain the QR decomposition without rounding errors. The result was
|
||||||
|
// converted back to f64.
|
||||||
|
#[rustfmt::skip]
|
||||||
|
let r_ref = Matrix2::new(
|
||||||
|
0.99973237689865724, -0.19405501632841561,
|
||||||
|
0. , -0.2908383860381578);
|
||||||
|
assert_relative_eq!(qr.r(), r_ref);
|
||||||
|
|
||||||
macro_rules! gen_tests(
|
#[rustfmt::skip]
|
||||||
($module: ident, $scalar: ty) => {
|
let q_ref = Matrix4x2::new(
|
||||||
mod $module {
|
-0.89456793116659196, 0.15719172406996297,
|
||||||
use na::{DMatrix, DVector, Matrix3x5, Matrix4, Matrix4x3, Matrix5x3, Vector4};
|
-0.3733079465583837 , -0.48461884587835711,
|
||||||
use std::cmp;
|
0. , 0.8447191998351451,
|
||||||
#[allow(unused_imports)]
|
0.24574253511487697, -0.1639658791740342);
|
||||||
use crate::core::helper::{RandScalar, RandComplex};
|
assert_relative_eq!(qr.q(), q_ref);
|
||||||
|
}
|
||||||
|
|
||||||
quickcheck! {
|
#[test]
|
||||||
fn qr(m: DMatrix<$scalar>) -> bool {
|
fn q_columns() {
|
||||||
let m = m.map(|e| e.0);
|
let a = Matrix4x2::new(0., 1., 3., 3., 1., 1., 2., 1.);
|
||||||
let qr = m.clone().qr();
|
let qr = a.qr();
|
||||||
let q = qr.q();
|
assert!(qr.q_columns(U4).is_orthogonal(1.0e-15));
|
||||||
let r = qr.r();
|
}
|
||||||
|
|
||||||
println!("m: {}", m);
|
#[test]
|
||||||
println!("qr: {}", &q * &r);
|
#[should_panic]
|
||||||
|
fn q_columns_panic() {
|
||||||
|
Matrix2::<f64>::zeros().qr().q_columns(U3);
|
||||||
|
}
|
||||||
|
|
||||||
relative_eq!(m, &q * r, epsilon = 1.0e-7) &&
|
#[cfg(feature = "arbitrary")]
|
||||||
q.is_orthogonal(1.0e-7)
|
mod quickcheck_test {
|
||||||
}
|
macro_rules! gen_tests(
|
||||||
|
($module: ident, $scalar: ty) => {
|
||||||
fn qr_static_5_3(m: Matrix5x3<$scalar>) -> bool {
|
mod $module {
|
||||||
let m = m.map(|e| e.0);
|
use na::{DMatrix, DVector, Matrix3x5, Matrix4, Matrix4x3, Matrix5x3, Vector4};
|
||||||
let qr = m.qr();
|
use std::cmp;
|
||||||
let q = qr.q();
|
#[allow(unused_imports)]
|
||||||
let r = qr.r();
|
use crate::core::helper::{RandScalar, RandComplex};
|
||||||
|
|
||||||
relative_eq!(m, q * r, epsilon = 1.0e-7) &&
|
|
||||||
q.is_orthogonal(1.0e-7)
|
|
||||||
}
|
|
||||||
|
|
||||||
fn qr_static_3_5(m: Matrix3x5<$scalar>) -> bool {
|
|
||||||
let m = m.map(|e| e.0);
|
|
||||||
let qr = m.qr();
|
|
||||||
let q = qr.q();
|
|
||||||
let r = qr.r();
|
|
||||||
|
|
||||||
relative_eq!(m, q * r, epsilon = 1.0e-7) &&
|
|
||||||
q.is_orthogonal(1.0e-7)
|
|
||||||
}
|
|
||||||
|
|
||||||
fn qr_static_square(m: Matrix4<$scalar>) -> bool {
|
|
||||||
let m = m.map(|e| e.0);
|
|
||||||
let qr = m.qr();
|
|
||||||
let q = qr.q();
|
|
||||||
let r = qr.r();
|
|
||||||
|
|
||||||
println!("{}{}{}{}", q, r, q * r, m);
|
|
||||||
|
|
||||||
relative_eq!(m, q * r, epsilon = 1.0e-7) &&
|
|
||||||
q.is_orthogonal(1.0e-7)
|
|
||||||
}
|
|
||||||
|
|
||||||
fn qr_solve(n: usize, nb: usize) -> bool {
|
|
||||||
if n != 0 && nb != 0 {
|
|
||||||
let n = cmp::min(n, 50); // To avoid slowing down the test too much.
|
|
||||||
let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
|
|
||||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
|
||||||
|
|
||||||
|
quickcheck! {
|
||||||
|
fn qr(m: DMatrix<$scalar>) -> bool {
|
||||||
|
let m = m.map(|e| e.0);
|
||||||
let qr = m.clone().qr();
|
let qr = m.clone().qr();
|
||||||
let b1 = DVector::<$scalar>::new_random(n).map(|e| e.0);
|
let q = qr.q();
|
||||||
let b2 = DMatrix::<$scalar>::new_random(n, nb).map(|e| e.0);
|
let r = qr.r();
|
||||||
|
|
||||||
|
relative_eq!(m, &q * r, epsilon = 1.0e-9) &&
|
||||||
|
q.is_orthogonal(1.0e-15)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn qr_static_5_3(m: Matrix5x3<$scalar>) -> bool {
|
||||||
|
let m = m.map(|e| e.0);
|
||||||
|
let qr = m.qr();
|
||||||
|
let q = qr.q();
|
||||||
|
let r = qr.r();
|
||||||
|
|
||||||
|
relative_eq!(m, q * r, epsilon = 1.0e-8) &&
|
||||||
|
q.is_orthogonal(1.0e-15)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn qr_static_3_5(m: Matrix3x5<$scalar>) -> bool {
|
||||||
|
let m = m.map(|e| e.0);
|
||||||
|
let qr = m.qr();
|
||||||
|
let q = qr.q();
|
||||||
|
let r = qr.r();
|
||||||
|
|
||||||
|
relative_eq!(m, q * r, epsilon = 1.0e-9) &&
|
||||||
|
q.is_orthogonal(1.0e-15)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn qr_static_square(m: Matrix4<$scalar>) -> bool {
|
||||||
|
let m = m.map(|e| e.0);
|
||||||
|
let qr = m.qr();
|
||||||
|
let q = qr.q();
|
||||||
|
let r = qr.r();
|
||||||
|
|
||||||
|
relative_eq!(m, q * r, epsilon = 1.0e-9) &&
|
||||||
|
q.is_orthogonal(1.0e-15)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn qr_solve(n: usize, nb: usize) -> bool {
|
||||||
|
if n != 0 && nb != 0 {
|
||||||
|
let n = cmp::min(n, 50); // To avoid slowing down the test too much.
|
||||||
|
let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
|
||||||
|
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||||
|
|
||||||
|
let mut qr = m.clone().qr();
|
||||||
|
let b1 = DVector::<$scalar>::new_random(n).map(|e| e.0);
|
||||||
|
let b2 = DMatrix::<$scalar>::new_random(n, nb).map(|e| e.0);
|
||||||
|
|
||||||
|
if qr.is_invertible() {
|
||||||
|
let sol1 = qr.solve(&b1).unwrap();
|
||||||
|
let sol2 = qr.solve(&b2).unwrap();
|
||||||
|
|
||||||
|
return relative_eq!(&m * sol1, b1, epsilon = 1.0e-8) &&
|
||||||
|
relative_eq!(&m * sol2, b2, epsilon = 1.0e-8)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
fn qr_solve_static(m: Matrix4<$scalar>) -> bool {
|
||||||
|
let m = m.map(|e| e.0);
|
||||||
|
let mut qr = m.qr();
|
||||||
|
let b1 = Vector4::<$scalar>::new_random().map(|e| e.0);
|
||||||
|
let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0);
|
||||||
|
|
||||||
if qr.is_invertible() {
|
if qr.is_invertible() {
|
||||||
let sol1 = qr.solve(&b1).unwrap();
|
let sol1 = qr.solve(&b1).unwrap();
|
||||||
let sol2 = qr.solve(&b2).unwrap();
|
let sol2 = qr.solve(&b2).unwrap();
|
||||||
|
|
||||||
return relative_eq!(&m * sol1, b1, epsilon = 1.0e-6) &&
|
relative_eq!(m * sol1, b1, epsilon = 1.0e-8) &&
|
||||||
relative_eq!(&m * sol2, b2, epsilon = 1.0e-6)
|
relative_eq!(m * sol2, b2, epsilon = 1.0e-8)
|
||||||
|
}
|
||||||
|
else {
|
||||||
|
false
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
return true;
|
fn qr_inverse(n: usize) -> bool {
|
||||||
}
|
let n = cmp::max(1, cmp::min(n, 15)); // To avoid slowing down the test too much.
|
||||||
|
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||||
|
|
||||||
fn qr_solve_static(m: Matrix4<$scalar>) -> bool {
|
if let Some(m1) = m.clone().qr().try_inverse() {
|
||||||
let m = m.map(|e| e.0);
|
let id1 = &m * &m1;
|
||||||
let qr = m.qr();
|
let id2 = &m1 * &m;
|
||||||
let b1 = Vector4::<$scalar>::new_random().map(|e| e.0);
|
|
||||||
let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0);
|
|
||||||
|
|
||||||
if qr.is_invertible() {
|
id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
|
||||||
let sol1 = qr.solve(&b1).unwrap();
|
}
|
||||||
let sol2 = qr.solve(&b2).unwrap();
|
else {
|
||||||
|
true
|
||||||
relative_eq!(m * sol1, b1, epsilon = 1.0e-6) &&
|
}
|
||||||
relative_eq!(m * sol2, b2, epsilon = 1.0e-6)
|
|
||||||
}
|
|
||||||
else {
|
|
||||||
false
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
fn qr_inverse(n: usize) -> bool {
|
|
||||||
let n = cmp::max(1, cmp::min(n, 15)); // To avoid slowing down the test too much.
|
|
||||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
|
||||||
|
|
||||||
if let Some(m1) = m.clone().qr().try_inverse() {
|
|
||||||
let id1 = &m * &m1;
|
|
||||||
let id2 = &m1 * &m;
|
|
||||||
|
|
||||||
id1.is_identity(1.0e-5) && id2.is_identity(1.0e-5)
|
|
||||||
}
|
}
|
||||||
else {
|
|
||||||
true
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
fn qr_inverse_static(m: Matrix4<$scalar>) -> bool {
|
fn qr_inverse_static(m: Matrix4<$scalar>) -> bool {
|
||||||
let m = m.map(|e| e.0);
|
let m = m.map(|e| e.0);
|
||||||
let qr = m.qr();
|
let mut qr = m.qr();
|
||||||
|
|
||||||
if let Some(m1) = qr.try_inverse() {
|
if let Some(m1) = qr.try_inverse() {
|
||||||
let id1 = &m * &m1;
|
let id1 = &m * &m1;
|
||||||
let id2 = &m1 * &m;
|
let id2 = &m1 * &m;
|
||||||
|
|
||||||
id1.is_identity(1.0e-5) && id2.is_identity(1.0e-5)
|
id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
|
||||||
}
|
}
|
||||||
else {
|
else {
|
||||||
true
|
true
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
);
|
||||||
);
|
|
||||||
|
|
||||||
gen_tests!(complex, RandComplex<f64>);
|
gen_tests!(complex, RandComplex<f64>);
|
||||||
gen_tests!(f64, RandScalar<f64>);
|
gen_tests!(f64, RandScalar<f64>);
|
||||||
|
}
|
||||||
|
|
Loading…
Reference in New Issue