WIP use Complex instead of Real whenever possible on the linalg module.
This commit is contained in:
parent
7c91f2eeb5
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77f048b6b9
@ -26,7 +26,7 @@ arbitrary = [ "quickcheck" ]
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serde-serialize = [ "serde", "serde_derive", "num-complex/serde" ]
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abomonation-serialize = [ "abomonation" ]
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sparse = [ ]
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debug = [ ]
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debug = [ "approx/num-complex", "rand/std" ]
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alloc = [ ]
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io = [ "pest", "pest_derive" ]
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@ -53,3 +53,6 @@ rand_xorshift = "0.1"
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[workspace]
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members = [ "nalgebra-lapack", "nalgebra-glm" ]
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[patch.crates-io]
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alga = { path = "../alga/alga" }
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118
src/base/blas.rs
118
src/base/blas.rs
@ -13,6 +13,39 @@ use base::dimension::{Dim, Dynamic, U1, U2, U3, U4};
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use base::storage::{Storage, StorageMut};
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use base::{DefaultAllocator, Matrix, Scalar, SquareMatrix, Vector};
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// FIXME: find a way to avoid code duplication just for complex number support.
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impl<N: Complex, D: Dim, S: Storage<N, D>> Vector<N, D, S> {
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/// Computes the index of the vector component with the largest complex or real absolute value.
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///
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/// # Examples:
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///
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/// ```
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/// # use num_complex::Complex;
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/// # use nalgebra::Vector3;
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/// let vec = Vector3::new(Complex::new(11.0, 3.0), Complex::new(-15.0, 0.0), Complex::new(13.0, 5.0));
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/// assert_eq!(vec.icamax(), 2);
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/// ```
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#[inline]
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pub fn icamax(&self) -> usize {
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assert!(!self.is_empty(), "The input vector must not be empty.");
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let mut the_max = unsafe { self.vget_unchecked(0).asum() };
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let mut the_i = 0;
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for i in 1..self.nrows() {
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let val = unsafe { self.vget_unchecked(i).asum() };
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if val > the_max {
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the_max = val;
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the_i = i;
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}
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}
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the_i
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}
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}
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impl<N: Scalar + PartialOrd, D: Dim, S: Storage<N, D>> Vector<N, D, S> {
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/// Computes the index and value of the vector component with the largest value.
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///
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@ -157,6 +190,41 @@ impl<N: Scalar + PartialOrd, D: Dim, S: Storage<N, D>> Vector<N, D, S> {
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}
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}
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// FIXME: find a way to avoid code duplication just for complex number support.
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impl<N: Complex, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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/// Computes the index of the matrix component with the largest absolute value.
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///
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/// # Examples:
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///
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/// ```
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/// # use nalgebra::Matrix2x3;
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/// let mat = Matrix2x3::new(Complex::new(11.0, 1.0), Complex::new(-12.0, 2.0), Complex::new(13.0, 3.0),
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/// Complex::new(21.0, 43.0), Complex::new(22.0, 5.0), Complex::new(-23.0, 0.0);
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/// assert_eq!(mat.iamax_full(), (1, 0));
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/// ```
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#[inline]
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pub fn icamax_full(&self) -> (usize, usize) {
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assert!(!self.is_empty(), "The input matrix must not be empty.");
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let mut the_max = unsafe { self.get_unchecked((0, 0)).asum() };
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let mut the_ij = (0, 0);
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for j in 0..self.ncols() {
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for i in 0..self.nrows() {
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let val = unsafe { self.get_unchecked((i, j)).asum() };
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if val > the_max {
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the_max = val;
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the_ij = (i, j);
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}
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}
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}
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the_ij
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}
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}
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impl<N: Scalar + PartialOrd + Signed, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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/// Computes the index of the matrix component with the largest absolute value.
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///
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@ -705,6 +773,56 @@ where
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}
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}
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// FIXME: duplicate code
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impl<N, R1: Dim, C1: Dim, S: StorageMut<N, R1, C1>> Matrix<N, R1, C1, S>
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where N: Complex + Zero + ClosedAdd + ClosedMul
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{
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/// Computes `self = alpha * x * y.transpose() + beta * self`.
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///
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/// If `beta` is zero, `self` is never read.
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///
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/// # Examples:
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///
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/// ```
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/// # use nalgebra::{Matrix2x3, Vector2, Vector3};
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/// let mut mat = Matrix2x3::repeat(4.0);
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/// let vec1 = Vector2::new(1.0, 2.0);
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/// let vec2 = Vector3::new(0.1, 0.2, 0.3);
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/// let expected = vec1 * vec2.transpose() * 10.0 + mat * 5.0;
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///
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/// mat.ger(10.0, &vec1, &vec2, 5.0);
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/// assert_eq!(mat, expected);
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/// ```
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#[inline]
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pub fn gerc<D2: Dim, D3: Dim, SB, SC>(
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&mut self,
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alpha: N,
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x: &Vector<N, D2, SB>,
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y: &Vector<N, D3, SC>,
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beta: N,
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) where
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N: One,
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SB: Storage<N, D2>,
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SC: Storage<N, D3>,
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ShapeConstraint: DimEq<R1, D2> + DimEq<C1, D3>,
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{
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let (nrows1, ncols1) = self.shape();
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let dim2 = x.nrows();
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let dim3 = y.nrows();
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assert!(
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nrows1 == dim2 && ncols1 == dim3,
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"ger: dimensions mismatch."
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);
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for j in 0..ncols1 {
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// FIXME: avoid bound checks.
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let val = unsafe { y.vget_unchecked(j).conjugate() };
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self.column_mut(j).axpy(alpha * val, x, beta);
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}
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}
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}
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impl<N, R1: Dim, C1: Dim, S: StorageMut<N, R1, C1>> Matrix<N, R1, C1, S>
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where N: Scalar + Zero + ClosedAdd + ClosedMul
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{
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@ -944,6 +944,47 @@ impl<N: Complex, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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res
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}
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}
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/// The conjugate of `self`.
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#[inline]
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pub fn conjugate(&self) -> MatrixMN<N, R, C>
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where DefaultAllocator: Allocator<N, R, C> {
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self.map(|e| e.conjugate())
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}
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/// Divides each component of `self` by the given real.
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#[inline]
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pub fn unscale(&self, real: N::Real) -> MatrixMN<N, R, C>
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where DefaultAllocator: Allocator<N, R, C> {
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self.map(|e| e.unscale(real))
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}
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/// Multiplies each component of `self` by the given real.
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#[inline]
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pub fn scale(&self, real: N::Real) -> MatrixMN<N, R, C>
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where DefaultAllocator: Allocator<N, R, C> {
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self.map(|e| e.scale(real))
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}
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}
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impl<N: Complex, R: Dim, C: Dim, S: StorageMut<N, R, C>> Matrix<N, R, C, S> {
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/// The conjugate of `self` computed in-place.
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#[inline]
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pub fn conjugate_mut(&mut self) {
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self.apply(|e| e.conjugate())
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}
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/// Divides each component of `self` by the given real.
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#[inline]
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pub fn unscale_mut(&mut self, real: N::Real) {
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self.apply(|e| e.unscale(real))
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}
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/// Multiplies each component of `self` by the given real.
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#[inline]
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pub fn scale_mut(&mut self, real: N::Real) {
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self.apply(|e| e.scale(real))
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}
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}
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impl<N: Complex, D: Dim, S: StorageMut<N, D, D>> Matrix<N, D, D, S> {
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@ -1013,6 +1054,34 @@ impl<N: Scalar, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
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}
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}
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impl<N: Complex, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
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/// The symmetric part of `self`, i.e., `0.5 * (self + self.transpose())`.
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#[inline]
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pub fn symmetric_part(&self) -> MatrixMN<N, D, D>
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where DefaultAllocator: Allocator<N, D, D> {
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assert!(self.is_square(), "Cannot compute the symmetric part of a non-square matrix.");
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let mut tr = self.transpose();
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tr += self;
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tr *= ::convert::<_, N>(0.5);
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tr
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}
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/// The hermitian part of `self`, i.e., `0.5 * (self + self.conjugate_transpose())`.
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#[inline]
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pub fn hermitian_part(&self) -> MatrixMN<N, D, D>
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where DefaultAllocator: Allocator<N, D, D> {
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assert!(self.is_square(), "Cannot compute the hermitian part of a non-square matrix.");
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let nrows = self.data.shape().0;
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unsafe {
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let mut tr = self.conjugate_transpose();
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tr += self;
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tr *= ::convert::<_, N>(0.5);
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tr
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}
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}
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}
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impl<N: Scalar + One + Zero, D: DimAdd<U1> + IsNotStaticOne, S: Storage<N, D, D>> Matrix<N, D, D, S> {
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/// Yields the homogeneous matrix for this matrix, i.e., appending an additional dimension and
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@ -5,7 +5,7 @@ use std::ops::{
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Add, AddAssign, Div, DivAssign, Index, IndexMut, Mul, MulAssign, Neg, Sub, SubAssign,
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};
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use alga::general::{ClosedAdd, ClosedDiv, ClosedMul, ClosedNeg, ClosedSub};
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use alga::general::{Complex, ClosedAdd, ClosedDiv, ClosedMul, ClosedNeg, ClosedSub};
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use base::allocator::{Allocator, SameShapeAllocator, SameShapeC, SameShapeR};
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use base::constraint::{
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@ -760,6 +760,25 @@ where
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}
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}
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// XXX: avoid code duplication.
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impl<N: Complex, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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/// Returns the absolute value of the component with the largest absolute value.
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#[inline]
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pub fn camax(&self) -> N::Real {
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let mut max = N::Real::zero();
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for e in self.iter() {
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let ae = e.asum();
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if ae > max {
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max = ae;
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}
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}
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max
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}
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}
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impl<N: Scalar + PartialOrd + Signed, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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/// Returns the absolute value of the component with the largest absolute value.
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#[inline]
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@ -2,7 +2,7 @@
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use approx::RelativeEq;
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use num::{One, Zero};
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use alga::general::{ClosedAdd, ClosedMul, Real};
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use alga::general::{ClosedAdd, ClosedMul, Real, Complex};
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use base::allocator::Allocator;
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use base::dimension::{Dim, DimMin};
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@ -82,7 +82,9 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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true
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}
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}
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impl<N: Complex, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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/// Checks that `Mᵀ × M = Id`.
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///
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/// In this definition `Id` is approximately equal to the identity matrix with a relative error
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@ -93,9 +95,10 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
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N: Zero + One + ClosedAdd + ClosedMul + RelativeEq,
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S: Storage<N, R, C>,
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N::Epsilon: Copy,
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DefaultAllocator: Allocator<N, C, C>,
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DefaultAllocator: Allocator<N, R, C> + Allocator<N, C, C>,
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{
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(self.tr_mul(self)).is_identity(eps)
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// FIXME: add a conjugate-transpose-mul
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(self.conjugate().tr_mul(self)).is_identity(eps)
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}
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}
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@ -1,4 +1,4 @@
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use alga::general::Real;
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use alga::general::Complex;
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use base::allocator::Allocator;
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use base::constraint::{AreMultipliable, DimEq, SameNumberOfRows, ShapeConstraint};
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use base::{DefaultAllocator, Matrix, Scalar, Unit, Vector};
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@ -13,7 +13,7 @@ pub struct Reflection<N: Scalar, D: Dim, S: Storage<N, D>> {
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bias: N,
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}
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impl<N: Real, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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impl<N: Complex, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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/// Creates a new reflection wrt the plane orthogonal to the given axis and bias.
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///
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/// The bias is the position of the plane on the axis. In particular, a bias equal to zero
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@ -21,7 +21,7 @@ impl<N: Real, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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pub fn new(axis: Unit<Vector<N, D, S>>, bias: N) -> Self {
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Self {
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axis: axis.into_inner(),
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bias: bias,
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bias,
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}
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}
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@ -35,7 +35,7 @@ impl<N: Real, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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D: DimName,
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DefaultAllocator: Allocator<N, D>,
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{
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let bias = pt.coords.dot(axis.as_ref());
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let bias = axis.cdot(&pt.coords);
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Self::new(axis, bias)
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}
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@ -56,7 +56,7 @@ impl<N: Real, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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// dot product, and then mutably. Somehow, this allows significantly
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// better optimizations of the dot product from the compiler.
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let m_two: N = ::convert(-2.0f64);
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let factor = (rhs.column(i).dot(&self.axis) - self.bias) * m_two;
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let factor = (self.axis.cdot(&rhs.column(i)) - self.bias) * m_two;
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rhs.column_mut(i).axpy(factor, &self.axis, N::one());
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}
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}
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@ -70,8 +70,9 @@ impl<N: Real, D: Dim, S: Storage<N, D>> Reflection<N, D, S> {
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S2: StorageMut<N, R2, C2>,
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S3: StorageMut<N, R2>,
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ShapeConstraint: DimEq<C2, D> + AreMultipliable<R2, C2, D, U1>,
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DefaultAllocator: Allocator<N, D>
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{
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rhs.mul_to(&self.axis, work);
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rhs.mul_to(&self.axis.conjugate(), work);
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if !self.bias.is_zero() {
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work.add_scalar_mut(-self.bias);
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@ -1,7 +1,7 @@
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#[cfg(feature = "serde-serialize")]
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use serde::{Deserialize, Serialize};
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use alga::general::Real;
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use alga::general::Complex;
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use allocator::Allocator;
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use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, Unit, VectorN};
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use constraint::{DimEq, ShapeConstraint};
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@ -38,7 +38,7 @@ use linalg::householder;
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))
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)]
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#[derive(Clone, Debug)]
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pub struct Bidiagonal<N: Real, R: DimMin<C>, C: Dim>
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pub struct Bidiagonal<N: Complex, R: DimMin<C>, C: Dim>
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where
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DimMinimum<R, C>: DimSub<U1>,
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DefaultAllocator: Allocator<N, R, C>
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@ -55,7 +55,7 @@ where
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upper_diagonal: bool,
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}
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impl<N: Real, R: DimMin<C>, C: Dim> Copy for Bidiagonal<N, R, C>
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impl<N: Complex, R: DimMin<C>, C: Dim> Copy for Bidiagonal<N, R, C>
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where
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DimMinimum<R, C>: DimSub<U1>,
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DefaultAllocator: Allocator<N, R, C>
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@ -66,7 +66,7 @@ where
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VectorN<N, DimDiff<DimMinimum<R, C>, U1>>: Copy,
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{}
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impl<N: Real, R: DimMin<C>, C: Dim> Bidiagonal<N, R, C>
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impl<N: Complex, R: DimMin<C>, C: Dim> Bidiagonal<N, R, C>
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where
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DimMinimum<R, C>: DimSub<U1>,
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DefaultAllocator: Allocator<N, R, C>
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@ -273,7 +273,7 @@ where
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}
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}
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// impl<N: Real, D: DimMin<D, Output = D> + DimSub<Dynamic>> Bidiagonal<N, D, D>
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// impl<N: Complex, D: DimMin<D, Output = D> + DimSub<Dynamic>> Bidiagonal<N, D, D>
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// where DefaultAllocator: Allocator<N, D, D> +
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// Allocator<N, D> {
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// /// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
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@ -346,7 +346,7 @@ where
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// // }
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// }
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impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
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impl<N: Complex, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
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where
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DimMinimum<R, C>: DimSub<U1>,
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DefaultAllocator: Allocator<N, R, C>
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|
@ -1,7 +1,8 @@
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#[cfg(feature = "serde-serialize")]
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use serde::{Deserialize, Serialize};
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use alga::general::Real;
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use num::Zero;
|
||||
use alga::general::Complex;
|
||||
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, SquareMatrix};
|
||||
@ -26,19 +27,19 @@ use storage::{Storage, StorageMut};
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct Cholesky<N: Real, D: Dim>
|
||||
pub struct Cholesky<N: Complex, D: Dim>
|
||||
where DefaultAllocator: Allocator<N, D, D>
|
||||
{
|
||||
chol: MatrixN<N, D>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim> Copy for Cholesky<N, D>
|
||||
impl<N: Complex, D: Dim> Copy for Cholesky<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D>,
|
||||
MatrixN<N, D>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
||||
impl<N: Complex, D: DimSub<Dynamic>> Cholesky<N, D>
|
||||
where DefaultAllocator: Allocator<N, D, D>
|
||||
{
|
||||
/// Attempts to compute the Cholesky decomposition of `matrix`.
|
||||
@ -62,7 +63,7 @@ where DefaultAllocator: Allocator<N, D, D>
|
||||
}
|
||||
|
||||
let diag = unsafe { *matrix.get_unchecked((j, j)) };
|
||||
if diag > N::zero() {
|
||||
if diag.real() > N::Real::zero() {
|
||||
let denom = diag.sqrt();
|
||||
unsafe {
|
||||
*matrix.get_unchecked_mut((j, j)) = denom;
|
||||
@ -144,7 +145,7 @@ where DefaultAllocator: Allocator<N, D, D>
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
impl<N: Complex, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
where DefaultAllocator: Allocator<N, D, D>
|
||||
{
|
||||
/// Attempts to compute the Cholesky decomposition of this matrix.
|
||||
|
@ -1,4 +1,4 @@
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
|
||||
use base::allocator::Allocator;
|
||||
use base::dimension::DimMin;
|
||||
@ -7,7 +7,7 @@ use base::{DefaultAllocator, SquareMatrix};
|
||||
|
||||
use linalg::LU;
|
||||
|
||||
impl<N: Real, D: DimMin<D, Output = D>, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
impl<N: Complex, D: DimMin<D, Output = D>, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
/// Computes the matrix determinant.
|
||||
///
|
||||
/// If the matrix has a dimension larger than 3, an LU decomposition is used.
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Serialize, Deserialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use num_complex::Complex;
|
||||
use std::cmp;
|
||||
use std::fmt::Display;
|
||||
@ -17,7 +17,7 @@ use geometry::{Reflection, UnitComplex};
|
||||
use linalg::householder;
|
||||
use linalg::RealSchur;
|
||||
|
||||
/// Eigendecomposition of a matrix with real eigenvalues.
|
||||
/// Eigendecomposition of a real matrix with real eigenvalues (or complex eigen values for complex matrices).
|
||||
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||
#[cfg_attr(
|
||||
feature = "serde-serialize",
|
||||
@ -40,7 +40,7 @@ use linalg::RealSchur;
|
||||
)
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct RealEigen<N: Real, D: Dim>
|
||||
pub struct Eigen<N: Complex, D: Dim>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||
{
|
||||
@ -48,7 +48,7 @@ where
|
||||
pub eigenvalues: VectorN<N, D>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim> Copy for RealEigen<N, D>
|
||||
impl<N: Complex, D: Dim> Copy for Eigen<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||
MatrixN<N, D>: Copy,
|
||||
@ -56,7 +56,7 @@ where
|
||||
{
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim> RealEigen<N, D>
|
||||
impl<N: Complex, D: Dim> Eigen<N, D>
|
||||
where
|
||||
D: DimSub<U1>, // For Hessenberg.
|
||||
ShapeConstraint: DimEq<Dynamic, DimDiff<D, U1>>, // For Hessenberg.
|
||||
@ -68,8 +68,8 @@ where
|
||||
DefaultAllocator: Allocator<usize, D, D>,
|
||||
MatrixN<N, D>: Display,
|
||||
{
|
||||
/// Computes the eigendecomposition of a diagonalizable matrix with real eigenvalues.
|
||||
pub fn new(m: MatrixN<N, D>) -> Option<RealEigen<N, D>> {
|
||||
/// Computes the eigendecomposition of a diagonalizable matrix with Complex eigenvalues.
|
||||
pub fn new(m: MatrixN<N, D>) -> Option<Eigen<N, D>> {
|
||||
assert!(
|
||||
m.is_square(),
|
||||
"Unable to compute the eigendecomposition of a non-square matrix."
|
||||
@ -80,7 +80,7 @@ where
|
||||
|
||||
println!("Schur eigenvalues: {}", eigenvalues);
|
||||
|
||||
// Check that the eigenvalues are all real.
|
||||
// Check that the eigenvalues are all Complex.
|
||||
for i in 0..dim - 1 {
|
||||
if !eigenvalues[(i + 1, i)].is_zero() {
|
||||
return None;
|
||||
@ -112,8 +112,8 @@ where
|
||||
let _ = eigenvectors.column_mut(i).normalize_mut();
|
||||
}
|
||||
|
||||
Some(RealEigen {
|
||||
eigenvectors: eigenvectors,
|
||||
Some(Eigen {
|
||||
eigenvectors,
|
||||
eigenvalues: eigenvalues.diagonal(),
|
||||
})
|
||||
}
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN};
|
||||
use constraint::{SameNumberOfRows, ShapeConstraint};
|
||||
@ -32,7 +32,7 @@ use linalg::PermutationSequence;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct FullPivLU<N: Real, R: DimMin<C>, C: Dim>
|
||||
pub struct FullPivLU<N: Complex, R: DimMin<C>, C: Dim>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
lu: MatrixMN<N, R, C>,
|
||||
@ -40,14 +40,14 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimu
|
||||
q: PermutationSequence<DimMinimum<R, C>>,
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> Copy for FullPivLU<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> Copy for FullPivLU<N, R, C>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||
MatrixMN<N, R, C>: Copy,
|
||||
PermutationSequence<DimMinimum<R, C>>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> FullPivLU<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> FullPivLU<N, R, C>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the LU decomposition with full pivoting of `matrix`.
|
||||
@ -69,7 +69,7 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimu
|
||||
}
|
||||
|
||||
for i in 0..min_nrows_ncols.value() {
|
||||
let piv = matrix.slice_range(i.., i..).iamax_full();
|
||||
let piv = matrix.slice_range(i.., i..).icamax_full();
|
||||
let row_piv = piv.0 + i;
|
||||
let col_piv = piv.1 + i;
|
||||
let diag = matrix[(row_piv, col_piv)];
|
||||
@ -156,7 +156,7 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimu
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimMin<D, Output = D>> FullPivLU<N, D, D>
|
||||
impl<N: Complex, D: DimMin<D, Output = D>> FullPivLU<N, D, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<(usize, usize), D>
|
||||
{
|
||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
||||
@ -261,7 +261,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<(usize, usize), D>
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the LU decomposition with full pivoting of `matrix`.
|
||||
|
@ -1,36 +1,175 @@
|
||||
//! Construction of givens rotations.
|
||||
|
||||
use alga::general::Real;
|
||||
use num_complex::Complex;
|
||||
use alga::general::{Complex, Real};
|
||||
use num_complex::Complex as NumComplex;
|
||||
|
||||
use base::dimension::U2;
|
||||
use base::storage::Storage;
|
||||
use base::Vector;
|
||||
use base::dimension::{Dim, U2};
|
||||
use base::constraint::{ShapeConstraint, DimEq};
|
||||
use base::storage::{Storage, StorageMut};
|
||||
use base::{Vector, Matrix};
|
||||
|
||||
use geometry::UnitComplex;
|
||||
|
||||
/// A Givens rotation.
|
||||
pub struct GivensRotation<N: Complex> {
|
||||
c: N,
|
||||
s: N
|
||||
}
|
||||
|
||||
// XXX: remove this
|
||||
/// Computes the rotation `R` required such that the `y` component of `R * v` is zero.
|
||||
///
|
||||
/// Returns `None` if no rotation is needed (i.e. if `v.y == 0`). Otherwise, this returns the norm
|
||||
/// of `v` and the rotation `r` such that `R * v = [ |v|, 0.0 ]^t` where `|v|` is the norm of `v`.
|
||||
pub fn cancel_y<N: Real, S: Storage<N, U2>>(v: &Vector<N, U2, S>) -> Option<(UnitComplex<N>, N)> {
|
||||
if !v[1].is_zero() {
|
||||
let c = Complex::new(v[0], -v[1]);
|
||||
let c = NumComplex::new(v[0], -v[1]);
|
||||
Some(UnitComplex::from_complex_and_get(c))
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
// XXX: remove this
|
||||
/// Computes the rotation `R` required such that the `x` component of `R * v` is zero.
|
||||
///
|
||||
/// Returns `None` if no rotation is needed (i.e. if `v.x == 0`). Otherwise, this returns the norm
|
||||
/// of `v` and the rotation `r` such that `R * v = [ 0.0, |v| ]^t` where `|v|` is the norm of `v`.
|
||||
pub fn cancel_x<N: Real, S: Storage<N, U2>>(v: &Vector<N, U2, S>) -> Option<(UnitComplex<N>, N)> {
|
||||
if !v[0].is_zero() {
|
||||
let c = NumComplex::new(v[1], v[0]);
|
||||
Some(UnitComplex::from_complex_and_get(c))
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
// Matrix = UnitComplex * Matrix
|
||||
impl<N: Complex> GivensRotation<N> {
|
||||
/// Initializes a Givens rotation form its non-normalized cosine an sine components.
|
||||
pub fn new(c: N, s: N) -> Self {
|
||||
let denom = (c.modulus_squared() + s.modulus_squared()).sqrt();
|
||||
Self {
|
||||
c: c.unscale(denom),
|
||||
s: s.unscale(denom)
|
||||
}
|
||||
}
|
||||
|
||||
/// Initializes a Givens rotation form its non-normalized cosine an sine components.
|
||||
pub fn try_new(c: N, s: N, eps: N::Real) -> Option<Self> {
|
||||
let denom = (c.modulus_squared() + s.modulus_squared()).sqrt();
|
||||
|
||||
if denom > eps {
|
||||
Some(Self {
|
||||
c: c.unscale(denom),
|
||||
s: s.unscale(denom)
|
||||
})
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
/// Computes the rotation `R` required such that the `y` component of `R * v` is zero.
|
||||
///
|
||||
/// Returns `None` if no rotation is needed (i.e. if `v.y == 0`). Otherwise, this returns the norm
|
||||
/// of `v` and the rotation `r` such that `R * v = [ |v|, 0.0 ]^t` where `|v|` is the norm of `v`.
|
||||
pub fn cancel_y<S: Storage<N, U2>>(v: &Vector<N, U2, S>) -> Option<(Self, N)> {
|
||||
if !v[1].is_zero() {
|
||||
let (mod0, sign0) = v[0].to_exp();
|
||||
let denom = (mod0 * mod0 + v[1].modulus_squared()).sqrt();
|
||||
let c = N::from_real(mod0 / denom);
|
||||
let s = (sign0 * v[1].conjugate()).unscale(-denom);
|
||||
let r = sign0.scale(denom);
|
||||
Some((Self { c, s }, r))
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
/// Computes the rotation `R` required such that the `x` component of `R * v` is zero.
|
||||
///
|
||||
/// Returns `None` if no rotation is needed (i.e. if `v.x == 0`). Otherwise, this returns the norm
|
||||
/// of `v` and the rotation `r` such that `R * v = [ 0.0, |v| ]^t` where `|v|` is the norm of `v`.
|
||||
pub fn cancel_x<N: Real, S: Storage<N, U2>>(v: &Vector<N, U2, S>) -> Option<(UnitComplex<N>, N)> {
|
||||
pub fn cancel_x<S: Storage<N, U2>>(v: &Vector<N, U2, S>) -> Option<(Self, N)> {
|
||||
if !v[0].is_zero() {
|
||||
let c = Complex::new(v[1], v[0]);
|
||||
Some(UnitComplex::from_complex_and_get(c))
|
||||
let (mod0, sign0) = v[0].to_exp();
|
||||
let denom = (mod0 * mod0 + v[1].modulus_squared()).sqrt();
|
||||
let c = N::from_real(mod0 / denom);
|
||||
let s = (sign0 * v[1].conjugate()).unscale(denom);
|
||||
let r = sign0.scale(denom);
|
||||
Some((Self { c, s }, r))
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
/// The cos part of this roration.
|
||||
pub fn c(&self) -> N {
|
||||
self.c
|
||||
}
|
||||
|
||||
/// The sin part of this roration.
|
||||
pub fn s(&self) -> N {
|
||||
self.s
|
||||
}
|
||||
|
||||
/// The inverse of this givens rotation.
|
||||
pub fn inverse(&self) -> Self {
|
||||
Self { c: self.c, s: -self.s.conjugate() }
|
||||
}
|
||||
|
||||
/// Performs the multiplication `rhs = self * rhs` in-place.
|
||||
pub fn rotate<R2: Dim, C2: Dim, S2: StorageMut<N, R2, C2>>(
|
||||
&self,
|
||||
rhs: &mut Matrix<N, R2, C2, S2>,
|
||||
) where
|
||||
ShapeConstraint: DimEq<R2, U2>,
|
||||
{
|
||||
assert_eq!(
|
||||
rhs.nrows(),
|
||||
2,
|
||||
"Unit complex rotation: the input matrix must have exactly two rows."
|
||||
);
|
||||
let s = self.s;
|
||||
let c = self.c;
|
||||
|
||||
for j in 0..rhs.ncols() {
|
||||
unsafe {
|
||||
let a = *rhs.get_unchecked((0, j));
|
||||
let b = *rhs.get_unchecked((1, j));
|
||||
|
||||
*rhs.get_unchecked_mut((0, j)) = c * a - s.conjugate() * b;
|
||||
*rhs.get_unchecked_mut((1, j)) = s * a + c.conjugate() * b;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Performs the multiplication `lhs = lhs * self` in-place.
|
||||
pub fn rotate_rows<R2: Dim, C2: Dim, S2: StorageMut<N, R2, C2>>(
|
||||
&self,
|
||||
lhs: &mut Matrix<N, R2, C2, S2>,
|
||||
) where
|
||||
ShapeConstraint: DimEq<C2, U2>,
|
||||
{
|
||||
assert_eq!(
|
||||
lhs.ncols(),
|
||||
2,
|
||||
"Unit complex rotation: the input matrix must have exactly two columns."
|
||||
);
|
||||
let s = self.s;
|
||||
let c = self.c;
|
||||
|
||||
// FIXME: can we optimize that to iterate on one column at a time ?
|
||||
for j in 0..lhs.nrows() {
|
||||
unsafe {
|
||||
let a = *lhs.get_unchecked((j, 0));
|
||||
let b = *lhs.get_unchecked((j, 1));
|
||||
|
||||
*lhs.get_unchecked_mut((j, 0)) = c * a + s * b;
|
||||
*lhs.get_unchecked_mut((j, 1)) = -s.conjugate() * a + c.conjugate() * b;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, MatrixMN, MatrixN, SquareMatrix, VectorN};
|
||||
use constraint::{DimEq, ShapeConstraint};
|
||||
@ -31,21 +31,21 @@ use linalg::householder;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct Hessenberg<N: Real, D: DimSub<U1>>
|
||||
pub struct Hessenberg<N: Complex, D: DimSub<U1>>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
hess: MatrixN<N, D>,
|
||||
subdiag: VectorN<N, DimDiff<D, U1>>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>> Copy for Hessenberg<N, D>
|
||||
impl<N: Complex, D: DimSub<U1>> Copy for Hessenberg<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>,
|
||||
MatrixN<N, D>: Copy,
|
||||
VectorN<N, DimDiff<D, U1>>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>> Hessenberg<N, D>
|
||||
impl<N: Complex, D: DimSub<U1>> Hessenberg<N, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
/// Computes the Hessenberg decomposition using householder reflections.
|
||||
@ -137,7 +137,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimD
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
impl<N: Complex, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
/// Computes the Hessenberg decomposition of this matrix using householder reflections.
|
||||
|
@ -1,6 +1,7 @@
|
||||
//! Construction of householder elementary reflections.
|
||||
|
||||
use alga::general::Real;
|
||||
use num::Zero;
|
||||
use alga::general::Complex;
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, MatrixMN, MatrixN, Unit, Vector, VectorN};
|
||||
use dimension::Dim;
|
||||
@ -15,35 +16,34 @@ use geometry::Reflection;
|
||||
/// `column` after reflection and `false` if no reflection was necessary.
|
||||
#[doc(hidden)]
|
||||
#[inline(always)]
|
||||
pub fn reflection_axis_mut<N: Real, D: Dim, S: StorageMut<N, D>>(
|
||||
pub fn reflection_axis_mut<N: Complex, D: Dim, S: StorageMut<N, D>>(
|
||||
column: &mut Vector<N, D, S>,
|
||||
) -> (N, bool) {
|
||||
let reflection_sq_norm = column.norm_squared();
|
||||
let mut reflection_norm = reflection_sq_norm.sqrt();
|
||||
let reflection_norm = reflection_sq_norm.sqrt();
|
||||
|
||||
let factor;
|
||||
unsafe {
|
||||
if *column.vget_unchecked(0) > N::zero() {
|
||||
reflection_norm = -reflection_norm;
|
||||
}
|
||||
let scaled_norm;
|
||||
|
||||
factor =
|
||||
(reflection_sq_norm - *column.vget_unchecked(0) * reflection_norm) * ::convert(2.0);
|
||||
*column.vget_unchecked_mut(0) -= reflection_norm;
|
||||
}
|
||||
unsafe {
|
||||
let (modulus, exp) = column.vget_unchecked(0).to_exp();
|
||||
scaled_norm = exp.scale(reflection_norm);
|
||||
factor = (reflection_sq_norm + modulus * reflection_norm) * ::convert(2.0);
|
||||
*column.vget_unchecked_mut(0) += scaled_norm;
|
||||
};
|
||||
|
||||
if !factor.is_zero() {
|
||||
*column /= factor.sqrt();
|
||||
(reflection_norm, true)
|
||||
column.unscale_mut(factor.sqrt());
|
||||
(-scaled_norm, true)
|
||||
} else {
|
||||
(reflection_norm, false)
|
||||
(-scaled_norm, false)
|
||||
}
|
||||
}
|
||||
|
||||
/// Uses an householder reflection to zero out the `icol`-th column, starting with the `shift + 1`-th
|
||||
/// subdiagonal element.
|
||||
#[doc(hidden)]
|
||||
pub fn clear_column_unchecked<N: Real, R: Dim, C: Dim>(
|
||||
pub fn clear_column_unchecked<N: Complex, R: Dim, C: Dim>(
|
||||
matrix: &mut MatrixMN<N, R, C>,
|
||||
diag_elt: &mut N,
|
||||
icol: usize,
|
||||
@ -70,7 +70,7 @@ pub fn clear_column_unchecked<N: Real, R: Dim, C: Dim>(
|
||||
/// Uses an hoseholder reflection to zero out the `irow`-th row, ending before the `shift + 1`-th
|
||||
/// superdiagonal element.
|
||||
#[doc(hidden)]
|
||||
pub fn clear_row_unchecked<N: Real, R: Dim, C: Dim>(
|
||||
pub fn clear_row_unchecked<N: Complex, R: Dim, C: Dim>(
|
||||
matrix: &mut MatrixMN<N, R, C>,
|
||||
diag_elt: &mut N,
|
||||
axis_packed: &mut VectorN<N, C>,
|
||||
@ -94,7 +94,7 @@ pub fn clear_row_unchecked<N: Real, R: Dim, C: Dim>(
|
||||
&mut work.rows_range_mut(irow + 1..),
|
||||
);
|
||||
top.columns_range_mut(irow + shift..)
|
||||
.tr_copy_from(refl.axis());
|
||||
.tr_copy_from(&refl.axis());
|
||||
} else {
|
||||
top.columns_range_mut(irow + shift..).tr_copy_from(&axis);
|
||||
}
|
||||
@ -104,7 +104,7 @@ pub fn clear_row_unchecked<N: Real, R: Dim, C: Dim>(
|
||||
/// the lower-diagonal element of the given matrix.
|
||||
/// matrices.
|
||||
#[doc(hidden)]
|
||||
pub fn assemble_q<N: Real, D: Dim>(m: &MatrixN<N, D>) -> MatrixN<N, D>
|
||||
pub fn assemble_q<N: Complex, D: Dim>(m: &MatrixN<N, D>) -> MatrixN<N, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> {
|
||||
assert!(m.is_square());
|
||||
let dim = m.data.shape().0;
|
||||
|
@ -1,4 +1,4 @@
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
|
||||
use base::allocator::Allocator;
|
||||
use base::dimension::Dim;
|
||||
@ -7,7 +7,7 @@ use base::{DefaultAllocator, MatrixN, SquareMatrix};
|
||||
|
||||
use linalg::lu;
|
||||
|
||||
impl<N: Real, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
impl<N: Complex, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
/// Attempts to invert this matrix.
|
||||
#[inline]
|
||||
pub fn try_inverse(self) -> Option<MatrixN<N, D>>
|
||||
@ -21,7 +21,7 @@ impl<N: Real, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim, S: StorageMut<N, D, D>> SquareMatrix<N, D, S> {
|
||||
impl<N: Complex, D: Dim, S: StorageMut<N, D, D>> SquareMatrix<N, D, S> {
|
||||
/// Attempts to invert this matrix in-place. Returns `false` and leaves `self` untouched if
|
||||
/// inversion fails.
|
||||
#[inline]
|
||||
@ -115,7 +115,7 @@ impl<N: Real, D: Dim, S: StorageMut<N, D, D>> SquareMatrix<N, D, S> {
|
||||
}
|
||||
|
||||
// NOTE: this is an extremely efficient, loop-unrolled matrix inverse from MESA (MIT licensed).
|
||||
fn do_inverse4<N: Real, D: Dim, S: StorageMut<N, D, D>>(
|
||||
fn do_inverse4<N: Complex, D: Dim, S: StorageMut<N, D, D>>(
|
||||
m: &MatrixN<N, D>,
|
||||
out: &mut SquareMatrix<N, D, S>,
|
||||
) -> bool
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::{Field, Real};
|
||||
use alga::general::{Field, Complex};
|
||||
use allocator::{Allocator, Reallocator};
|
||||
use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, Scalar};
|
||||
use constraint::{SameNumberOfRows, ShapeConstraint};
|
||||
@ -32,14 +32,14 @@ use linalg::PermutationSequence;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct LU<N: Real, R: DimMin<C>, C: Dim>
|
||||
pub struct LU<N: Complex, R: DimMin<C>, C: Dim>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
lu: MatrixMN<N, R, C>,
|
||||
p: PermutationSequence<DimMinimum<R, C>>,
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> Copy for LU<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> Copy for LU<N, R, C>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||
MatrixMN<N, R, C>: Copy,
|
||||
@ -49,7 +49,7 @@ where
|
||||
/// Performs a LU decomposition to overwrite `out` with the inverse of `matrix`.
|
||||
///
|
||||
/// If `matrix` is not invertible, `false` is returned and `out` may contain invalid data.
|
||||
pub fn try_invert_to<N: Real, D: Dim, S>(
|
||||
pub fn try_invert_to<N: Complex, D: Dim, S>(
|
||||
mut matrix: MatrixN<N, D>,
|
||||
out: &mut Matrix<N, D, D, S>,
|
||||
) -> bool
|
||||
@ -66,7 +66,7 @@ where
|
||||
out.fill_with_identity();
|
||||
|
||||
for i in 0..dim {
|
||||
let piv = matrix.slice_range(i.., i).iamax() + i;
|
||||
let piv = matrix.slice_range(i.., i).icamax() + i;
|
||||
let diag = matrix[(piv, i)];
|
||||
|
||||
if diag.is_zero() {
|
||||
@ -86,7 +86,7 @@ where
|
||||
matrix.solve_upper_triangular_mut(out)
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> LU<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> LU<N, R, C>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the LU decomposition with partial (row) pivoting of `matrix`.
|
||||
@ -101,7 +101,7 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimu
|
||||
}
|
||||
|
||||
for i in 0..min_nrows_ncols.value() {
|
||||
let piv = matrix.slice_range(i.., i).iamax() + i;
|
||||
let piv = matrix.slice_range(i.., i).icamax() + i;
|
||||
let diag = matrix[(piv, i)];
|
||||
|
||||
if diag.is_zero() {
|
||||
@ -197,7 +197,7 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimu
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimMin<D, Output = D>> LU<N, D, D>
|
||||
impl<N: Complex, D: DimMin<D, Output = D>> LU<N, D, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<(usize, usize), D>
|
||||
{
|
||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
||||
@ -368,7 +368,7 @@ pub fn gauss_step_swap<N, R: Dim, C: Dim, S>(
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<(usize, usize), DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the LU decomposition with partial (row) pivoting of `matrix`.
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use allocator::{Allocator, Reallocator};
|
||||
use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, Unit, VectorN};
|
||||
use constraint::{SameNumberOfRows, ShapeConstraint};
|
||||
@ -32,21 +32,21 @@ use linalg::householder;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct QR<N: Real, R: DimMin<C>, C: Dim>
|
||||
pub struct QR<N: Complex, R: DimMin<C>, C: Dim>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<N, DimMinimum<R, C>>
|
||||
{
|
||||
qr: MatrixMN<N, R, C>,
|
||||
diag: VectorN<N, DimMinimum<R, C>>,
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> Copy for QR<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> Copy for QR<N, R, C>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, R, C> + Allocator<N, DimMinimum<R, C>>,
|
||||
MatrixMN<N, R, C>: Copy,
|
||||
VectorN<N, DimMinimum<R, C>>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim> QR<N, R, C>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim> QR<N, R, C>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<N, R> + Allocator<N, DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the QR decomposition using householder reflections.
|
||||
@ -162,7 +162,7 @@ where DefaultAllocator: Allocator<N, R, C> + Allocator<N, R> + Allocator<N, DimM
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimMin<D, Output = D>> QR<N, D, D>
|
||||
impl<N: Complex, D: DimMin<D, Output = D>> QR<N, D, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
{
|
||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
||||
@ -294,7 +294,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
// }
|
||||
}
|
||||
|
||||
impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
impl<N: Complex, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||
where DefaultAllocator: Allocator<N, R, C> + Allocator<N, R> + Allocator<N, DimMinimum<R, C>>
|
||||
{
|
||||
/// Computes the QR decomposition of this matrix.
|
||||
|
@ -1,8 +1,9 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use num_complex::Complex;
|
||||
use approx::AbsDiffEq;
|
||||
use alga::general::{Complex, Real};
|
||||
use num_complex::Complex as NumComplex;
|
||||
use std::cmp;
|
||||
|
||||
use allocator::Allocator;
|
||||
@ -14,6 +15,7 @@ use constraint::{DimEq, ShapeConstraint};
|
||||
use geometry::{Reflection, UnitComplex};
|
||||
use linalg::householder;
|
||||
use linalg::Hessenberg;
|
||||
use linalg::givens::GivensRotation;
|
||||
|
||||
/// Real Schur decomposition of a square matrix.
|
||||
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||
@ -32,20 +34,20 @@ use linalg::Hessenberg;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct RealSchur<N: Real, D: Dim>
|
||||
pub struct RealSchur<N: Complex, D: Dim>
|
||||
where DefaultAllocator: Allocator<N, D, D>
|
||||
{
|
||||
q: MatrixN<N, D>,
|
||||
t: MatrixN<N, D>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim> Copy for RealSchur<N, D>
|
||||
impl<N: Complex, D: Dim> Copy for RealSchur<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D>,
|
||||
MatrixN<N, D>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, D: Dim> RealSchur<N, D>
|
||||
impl<N: Complex, D: Dim> RealSchur<N, D>
|
||||
where
|
||||
D: DimSub<U1>, // For Hessenberg.
|
||||
ShapeConstraint: DimEq<Dynamic, DimDiff<D, U1>>, // For Hessenberg.
|
||||
@ -56,7 +58,7 @@ where
|
||||
{
|
||||
/// Computes the Schur decomposition of a square matrix.
|
||||
pub fn new(m: MatrixN<N, D>) -> Self {
|
||||
Self::try_new(m, N::default_epsilon(), 0).unwrap()
|
||||
Self::try_new(m, N::Real::default_epsilon(), 0).unwrap()
|
||||
}
|
||||
|
||||
/// Attempts to compute the Schur decomposition of a square matrix.
|
||||
@ -70,7 +72,7 @@ where
|
||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
||||
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||
/// continues indefinitely until convergence.
|
||||
pub fn try_new(m: MatrixN<N, D>, eps: N, max_niter: usize) -> Option<Self> {
|
||||
pub fn try_new(m: MatrixN<N, D>, eps: N::Real, max_niter: usize) -> Option<Self> {
|
||||
let mut work = unsafe { VectorN::new_uninitialized_generic(m.data.shape().0, U1) };
|
||||
|
||||
Self::do_decompose(m, &mut work, eps, max_niter, true).map(|(q, t)| RealSchur {
|
||||
@ -82,7 +84,7 @@ where
|
||||
fn do_decompose(
|
||||
mut m: MatrixN<N, D>,
|
||||
work: &mut VectorN<N, D>,
|
||||
eps: N,
|
||||
eps: N::Real,
|
||||
max_niter: usize,
|
||||
compute_q: bool,
|
||||
) -> Option<(Option<MatrixN<N, D>>, MatrixN<N, D>)>
|
||||
@ -111,8 +113,8 @@ where
|
||||
return decompose_2x2(m, compute_q);
|
||||
}
|
||||
|
||||
let amax_m = m.amax();
|
||||
m /= amax_m;
|
||||
let amax_m = m.camax();
|
||||
m.unscale_mut(amax_m);
|
||||
|
||||
let hess = Hessenberg::new_with_workspace(m, work);
|
||||
let mut q;
|
||||
@ -259,7 +261,7 @@ where
|
||||
}
|
||||
}
|
||||
|
||||
t *= amax_m;
|
||||
t.scale_mut(amax_m);
|
||||
|
||||
Some((q, t))
|
||||
}
|
||||
@ -289,8 +291,9 @@ where
|
||||
}
|
||||
|
||||
/// Computes the complex eigenvalues of the decomposed matrix.
|
||||
fn do_complex_eigenvalues(t: &MatrixN<N, D>, out: &mut VectorN<Complex<N>, D>)
|
||||
where DefaultAllocator: Allocator<Complex<N>, D> {
|
||||
fn do_complex_eigenvalues(t: &MatrixN<N, D>, out: &mut VectorN<NumComplex<N>, D>)
|
||||
where N: Real,
|
||||
DefaultAllocator: Allocator<NumComplex<N>, D> {
|
||||
let dim = t.nrows();
|
||||
let mut m = 0;
|
||||
|
||||
@ -298,7 +301,7 @@ where
|
||||
let n = m + 1;
|
||||
|
||||
if t[(n, m)].is_zero() {
|
||||
out[m] = Complex::new(t[(m, m)], N::zero());
|
||||
out[m] = NumComplex::new(t[(m, m)], N::zero());
|
||||
m += 1;
|
||||
} else {
|
||||
// Solve the 2x2 eigenvalue subproblem.
|
||||
@ -313,21 +316,21 @@ where
|
||||
|
||||
// All 2x2 blocks have negative discriminant because we already decoupled those
|
||||
// with positive eigenvalues..
|
||||
let sqrt_discr = Complex::new(N::zero(), (-discr).sqrt());
|
||||
let sqrt_discr = NumComplex::new(N::zero(), (-discr).sqrt());
|
||||
|
||||
out[m] = Complex::new(tra * ::convert(0.5), N::zero()) + sqrt_discr;
|
||||
out[m + 1] = Complex::new(tra * ::convert(0.5), N::zero()) - sqrt_discr;
|
||||
out[m] = NumComplex::new(tra * ::convert(0.5), N::zero()) + sqrt_discr;
|
||||
out[m + 1] = NumComplex::new(tra * ::convert(0.5), N::zero()) - sqrt_discr;
|
||||
|
||||
m += 2;
|
||||
}
|
||||
}
|
||||
|
||||
if m == dim - 1 {
|
||||
out[m] = Complex::new(t[(m, m)], N::zero());
|
||||
out[m] = NumComplex::new(t[(m, m)], N::zero());
|
||||
}
|
||||
}
|
||||
|
||||
fn delimit_subproblem(t: &mut MatrixN<N, D>, eps: N, end: usize) -> (usize, usize)
|
||||
fn delimit_subproblem(t: &mut MatrixN<N, D>, eps: N::Real, end: usize) -> (usize, usize)
|
||||
where
|
||||
D: DimSub<U1>,
|
||||
DefaultAllocator: Allocator<N, DimDiff<D, U1>>,
|
||||
@ -337,7 +340,7 @@ where
|
||||
while n > 0 {
|
||||
let m = n - 1;
|
||||
|
||||
if t[(n, m)].abs() <= eps * (t[(n, n)].abs() + t[(m, m)].abs()) {
|
||||
if t[(n, m)].modulus() <= eps * (t[(n, n)].modulus() + t[(m, m)].modulus()) {
|
||||
t[(n, m)] = N::zero();
|
||||
} else {
|
||||
break;
|
||||
@ -356,7 +359,7 @@ where
|
||||
|
||||
let off_diag = t[(new_start, m)];
|
||||
if off_diag.is_zero()
|
||||
|| off_diag.abs() <= eps * (t[(new_start, new_start)].abs() + t[(m, m)].abs())
|
||||
|| off_diag.modulus() <= eps * (t[(new_start, new_start)].modulus() + t[(m, m)].modulus())
|
||||
{
|
||||
t[(new_start, m)] = N::zero();
|
||||
break;
|
||||
@ -387,15 +390,16 @@ where
|
||||
}
|
||||
|
||||
/// Computes the complex eigenvalues of the decomposed matrix.
|
||||
pub fn complex_eigenvalues(&self) -> VectorN<Complex<N>, D>
|
||||
where DefaultAllocator: Allocator<Complex<N>, D> {
|
||||
pub fn complex_eigenvalues(&self) -> VectorN<NumComplex<N>, D>
|
||||
where N: Real,
|
||||
DefaultAllocator: Allocator<NumComplex<N>, D> {
|
||||
let mut out = unsafe { VectorN::new_uninitialized_generic(self.t.data.shape().0, U1) };
|
||||
Self::do_complex_eigenvalues(&self.t, &mut out);
|
||||
out
|
||||
}
|
||||
}
|
||||
|
||||
fn decompose_2x2<N: Real, D: Dim>(
|
||||
fn decompose_2x2<N: Complex, D: Dim>(
|
||||
mut m: MatrixN<N, D>,
|
||||
compute_q: bool,
|
||||
) -> Option<(Option<MatrixN<N, D>>, MatrixN<N, D>)>
|
||||
@ -412,13 +416,12 @@ where
|
||||
rot.rotate_rows(&mut m);
|
||||
|
||||
if compute_q {
|
||||
let c = rot.into_inner();
|
||||
// XXX: we have to build the matrix manually because
|
||||
// rot.to_rotation_matrix().unwrap() causes an ICE.
|
||||
q = Some(MatrixN::from_column_slice_generic(
|
||||
dim,
|
||||
dim,
|
||||
&[c.re, c.im, -c.im, c.re],
|
||||
&[rot.c(), rot.s(), -rot.s().conjugate(), rot.c().conjugate()],
|
||||
));
|
||||
}
|
||||
}
|
||||
@ -432,7 +435,7 @@ where
|
||||
Some((q, m))
|
||||
}
|
||||
|
||||
fn compute_2x2_eigvals<N: Real, S: Storage<N, U2, U2>>(
|
||||
fn compute_2x2_eigvals<N: Complex, S: Storage<N, U2, U2>>(
|
||||
m: &SquareMatrix<N, U2, S>,
|
||||
) -> Option<(N, N)> {
|
||||
// Solve the 2x2 eigenvalue subproblem.
|
||||
@ -447,13 +450,10 @@ fn compute_2x2_eigvals<N: Real, S: Storage<N, U2, U2>>(
|
||||
let val = (h00 - h11) * ::convert(0.5);
|
||||
let discr = h10 * h01 + val * val;
|
||||
|
||||
if discr >= N::zero() {
|
||||
let sqrt_discr = discr.sqrt();
|
||||
discr.try_sqrt().map(|sqrt_discr| {
|
||||
let half_tra = (h00 + h11) * ::convert(0.5);
|
||||
Some((half_tra + sqrt_discr, half_tra - sqrt_discr))
|
||||
} else {
|
||||
None
|
||||
}
|
||||
(half_tra + sqrt_discr, half_tra - sqrt_discr)
|
||||
})
|
||||
}
|
||||
|
||||
// Computes the 2x2 transformation that upper-triangulates a 2x2 matrix with real eigenvalues.
|
||||
@ -461,9 +461,9 @@ fn compute_2x2_eigvals<N: Real, S: Storage<N, U2, U2>>(
|
||||
///
|
||||
/// Returns `None` if the matrix has complex eigenvalues, or is upper-triangular. In both case,
|
||||
/// the basis is the identity.
|
||||
fn compute_2x2_basis<N: Real, S: Storage<N, U2, U2>>(
|
||||
fn compute_2x2_basis<N: Complex, S: Storage<N, U2, U2>>(
|
||||
m: &SquareMatrix<N, U2, S>,
|
||||
) -> Option<UnitComplex<N>> {
|
||||
) -> Option<GivensRotation<N>> {
|
||||
let h10 = m[(1, 0)];
|
||||
|
||||
if h10.is_zero() {
|
||||
@ -477,19 +477,17 @@ fn compute_2x2_basis<N: Real, S: Storage<N, U2, U2>>(
|
||||
// NOTE: Choose the one that yields a larger x component.
|
||||
// This is necessary for numerical stability of the normalization of the complex
|
||||
// number.
|
||||
let basis = if x1.abs() > x2.abs() {
|
||||
Complex::new(x1, -h10)
|
||||
if x1.modulus() > x2.modulus() {
|
||||
Some(GivensRotation::new(x1, -h10))
|
||||
} else {
|
||||
Complex::new(x2, -h10)
|
||||
};
|
||||
|
||||
Some(UnitComplex::from_complex(basis))
|
||||
Some(GivensRotation::new(x2, -h10))
|
||||
}
|
||||
} else {
|
||||
None
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
impl<N: Complex, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
where
|
||||
D: DimSub<U1>, // For Hessenberg.
|
||||
ShapeConstraint: DimEq<Dynamic, DimDiff<D, U1>>, // For Hessenberg.
|
||||
@ -514,7 +512,7 @@ where
|
||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
||||
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||
/// continues indefinitely until convergence.
|
||||
pub fn try_real_schur(self, eps: N, max_niter: usize) -> Option<RealSchur<N, D>> {
|
||||
pub fn try_real_schur(self, eps: N::Real, max_niter: usize) -> Option<RealSchur<N, D>> {
|
||||
RealSchur::try_new(self.into_owned(), eps, max_niter)
|
||||
}
|
||||
|
||||
@ -546,7 +544,7 @@ where
|
||||
let schur = RealSchur::do_decompose(
|
||||
self.clone_owned(),
|
||||
&mut work,
|
||||
N::default_epsilon(),
|
||||
N::Real::default_epsilon(),
|
||||
0,
|
||||
false,
|
||||
)
|
||||
@ -559,9 +557,10 @@ where
|
||||
}
|
||||
|
||||
/// Computes the eigenvalues of this matrix.
|
||||
pub fn complex_eigenvalues(&self) -> VectorN<Complex<N>, D>
|
||||
pub fn complex_eigenvalues(&self) -> VectorN<NumComplex<N>, D>
|
||||
// FIXME: add balancing?
|
||||
where DefaultAllocator: Allocator<Complex<N>, D> {
|
||||
where N: Real,
|
||||
DefaultAllocator: Allocator<NumComplex<N>, D> {
|
||||
let dim = self.data.shape().0;
|
||||
let mut work = unsafe { VectorN::new_uninitialized_generic(dim, U1) };
|
||||
|
||||
|
@ -1,4 +1,4 @@
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
|
||||
use base::allocator::Allocator;
|
||||
use base::constraint::{SameNumberOfRows, ShapeConstraint};
|
||||
@ -6,7 +6,7 @@ use base::dimension::{Dim, U1};
|
||||
use base::storage::{Storage, StorageMut};
|
||||
use base::{DefaultAllocator, Matrix, MatrixMN, SquareMatrix, Vector};
|
||||
|
||||
impl<N: Real, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
impl<N: Complex, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S> {
|
||||
/// Computes the solution of the linear system `self . x = b` where `x` is the unknown and only
|
||||
/// the lower-triangular part of `self` (including the diagonal) is considered not-zero.
|
||||
#[inline]
|
||||
|
@ -1,17 +1,19 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use num_complex::Complex;
|
||||
use num::Zero;
|
||||
use num_complex::Complex as NumComplex;
|
||||
use approx::AbsDiffEq;
|
||||
use std::ops::MulAssign;
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, Matrix2, MatrixN, SquareMatrix, Vector2, VectorN};
|
||||
use dimension::{Dim, DimDiff, DimSub, U1, U2};
|
||||
use storage::Storage;
|
||||
|
||||
use geometry::UnitComplex;
|
||||
use linalg::givens;
|
||||
use linalg::givens::GivensRotation;
|
||||
use linalg::SymmetricTridiagonal;
|
||||
|
||||
/// Eigendecomposition of a symmetric matrix.
|
||||
@ -35,7 +37,7 @@ use linalg::SymmetricTridiagonal;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct SymmetricEigen<N: Real, D: Dim>
|
||||
pub struct SymmetricEigen<N: Complex, D: Dim>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
{
|
||||
/// The eigenvectors of the decomposed matrix.
|
||||
@ -45,14 +47,14 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
pub eigenvalues: VectorN<N, D>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: Dim> Copy for SymmetricEigen<N, D>
|
||||
impl<N: Complex, D: Dim> Copy for SymmetricEigen<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||
MatrixN<N, D>: Copy,
|
||||
VectorN<N, D>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, D: Dim> SymmetricEigen<N, D>
|
||||
impl<N: Complex, D: Dim> SymmetricEigen<N, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
{
|
||||
/// Computes the eigendecomposition of the given symmetric matrix.
|
||||
@ -63,7 +65,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
D: DimSub<U1>,
|
||||
DefaultAllocator: Allocator<N, DimDiff<D, U1>>,
|
||||
{
|
||||
Self::try_new(m, N::default_epsilon(), 0).unwrap()
|
||||
Self::try_new(m, N::Real::default_epsilon(), 0).unwrap()
|
||||
}
|
||||
|
||||
/// Computes the eigendecomposition of the given symmetric matrix with user-specified
|
||||
@ -77,7 +79,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
||||
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||
/// continues indefinitely until convergence.
|
||||
pub fn try_new(m: MatrixN<N, D>, eps: N, max_niter: usize) -> Option<Self>
|
||||
pub fn try_new(m: MatrixN<N, D>, eps: N::Real, max_niter: usize) -> Option<Self>
|
||||
where
|
||||
D: DimSub<U1>,
|
||||
DefaultAllocator: Allocator<N, DimDiff<D, U1>>,
|
||||
@ -91,7 +93,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
fn do_decompose(
|
||||
mut m: MatrixN<N, D>,
|
||||
eigenvectors: bool,
|
||||
eps: N,
|
||||
eps: N::Real,
|
||||
max_niter: usize,
|
||||
) -> Option<(VectorN<N, D>, Option<MatrixN<N, D>>)>
|
||||
where
|
||||
@ -103,11 +105,10 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
"Unable to compute the eigendecomposition of a non-square matrix."
|
||||
);
|
||||
let dim = m.nrows();
|
||||
|
||||
let m_amax = m.amax();
|
||||
let m_amax = m.camax();
|
||||
|
||||
if !m_amax.is_zero() {
|
||||
m /= m_amax;
|
||||
m.unscale_mut(m_amax);
|
||||
}
|
||||
|
||||
let (mut q, mut diag, mut off_diag);
|
||||
@ -125,7 +126,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
}
|
||||
|
||||
if dim == 1 {
|
||||
diag *= m_amax;
|
||||
diag.scale_mut(m_amax);
|
||||
return Some((diag, q));
|
||||
}
|
||||
|
||||
@ -147,7 +148,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
for i in start..n {
|
||||
let j = i + 1;
|
||||
|
||||
if let Some((rot, norm)) = givens::cancel_y(&v) {
|
||||
if let Some((rot, norm)) = GivensRotation::cancel_y(&v) {
|
||||
if i > start {
|
||||
// Not the first iteration.
|
||||
off_diag[i - 1] = norm;
|
||||
@ -157,9 +158,9 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
let mjj = diag[j];
|
||||
let mij = off_diag[i];
|
||||
|
||||
let cc = rot.cos_angle() * rot.cos_angle();
|
||||
let ss = rot.sin_angle() * rot.sin_angle();
|
||||
let cs = rot.cos_angle() * rot.sin_angle();
|
||||
let cc = rot.c() * rot.c();
|
||||
let ss = rot.s() * rot.s();
|
||||
let cs = rot.c() * rot.s();
|
||||
|
||||
let b = cs * ::convert(2.0) * mij;
|
||||
|
||||
@ -169,8 +170,8 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
|
||||
if i != n - 1 {
|
||||
v.x = off_diag[i];
|
||||
v.y = -rot.sin_angle() * off_diag[i + 1];
|
||||
off_diag[i + 1] *= rot.cos_angle();
|
||||
v.y = -rot.s() * off_diag[i + 1];
|
||||
off_diag[i + 1] *= rot.c();
|
||||
}
|
||||
|
||||
if let Some(ref mut q) = q {
|
||||
@ -181,7 +182,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
}
|
||||
}
|
||||
|
||||
if off_diag[m].abs() <= eps * (diag[m].abs() + diag[n].abs()) {
|
||||
if off_diag[m].modulus() <= eps * (diag[m].modulus() + diag[n].modulus()) {
|
||||
end -= 1;
|
||||
}
|
||||
} else if subdim == 2 {
|
||||
@ -198,8 +199,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
diag[start + 1] = eigvals[1];
|
||||
|
||||
if let Some(ref mut q) = q {
|
||||
if let Some(basis) = basis.try_normalize(eps) {
|
||||
let rot = UnitComplex::new_unchecked(Complex::new(basis.x, basis.y));
|
||||
if let Some(rot) = GivensRotation::try_new(basis.x, basis.y, eps) {
|
||||
rot.rotate_rows(&mut q.fixed_columns_mut::<U2>(start));
|
||||
}
|
||||
}
|
||||
@ -219,7 +219,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
}
|
||||
}
|
||||
|
||||
diag *= m_amax;
|
||||
diag.scale_mut(m_amax);
|
||||
|
||||
Some((diag, q))
|
||||
}
|
||||
@ -228,7 +228,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
diag: &VectorN<N, D>,
|
||||
off_diag: &mut VectorN<N, DimDiff<D, U1>>,
|
||||
end: usize,
|
||||
eps: N,
|
||||
eps: N::Real,
|
||||
) -> (usize, usize)
|
||||
where
|
||||
D: DimSub<U1>,
|
||||
@ -239,7 +239,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
while n > 0 {
|
||||
let m = n - 1;
|
||||
|
||||
if off_diag[m].abs() > eps * (diag[n].abs() + diag[m].abs()) {
|
||||
if off_diag[m].modulus() > eps * (diag[n].modulus() + diag[m].modulus()) {
|
||||
break;
|
||||
}
|
||||
|
||||
@ -255,7 +255,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
let m = new_start - 1;
|
||||
|
||||
if off_diag[m].is_zero()
|
||||
|| off_diag[m].abs() <= eps * (diag[new_start].abs() + diag[m].abs())
|
||||
|| off_diag[m].modulus() <= eps * (diag[new_start].modulus() + diag[m].modulus())
|
||||
{
|
||||
off_diag[m] = N::zero();
|
||||
break;
|
||||
@ -276,7 +276,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
let val = self.eigenvalues[i];
|
||||
u_t.column_mut(i).mul_assign(val);
|
||||
}
|
||||
u_t.transpose_mut();
|
||||
u_t.conjugate_transpose_mut();
|
||||
&self.eigenvectors * u_t
|
||||
}
|
||||
}
|
||||
@ -287,7 +287,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>
|
||||
/// The inputs are interpreted as the 2x2 matrix:
|
||||
/// tmm tmn
|
||||
/// tmn tnn
|
||||
pub fn wilkinson_shift<N: Real>(tmm: N, tnn: N, tmn: N) -> N {
|
||||
pub fn wilkinson_shift<N: Complex>(tmm: N, tnn: N, tmn: N) -> N {
|
||||
let sq_tmn = tmn * tmn;
|
||||
if !sq_tmn.is_zero() {
|
||||
// We have the guarantee that the denominator won't be zero.
|
||||
@ -303,7 +303,7 @@ pub fn wilkinson_shift<N: Real>(tmm: N, tnn: N, tmn: N) -> N {
|
||||
* Computations of eigenvalues for symmetric matrices.
|
||||
*
|
||||
*/
|
||||
impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
impl<N: Complex, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
/// Computes the eigendecomposition of this symmetric matrix.
|
||||
@ -324,7 +324,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimD
|
||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
||||
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||
/// continues indefinitely until convergence.
|
||||
pub fn try_symmetric_eigen(self, eps: N, max_niter: usize) -> Option<SymmetricEigen<N, D>> {
|
||||
pub fn try_symmetric_eigen(self, eps: N::Real, max_niter: usize) -> Option<SymmetricEigen<N, D>> {
|
||||
SymmetricEigen::try_new(self.into_owned(), eps, max_niter)
|
||||
}
|
||||
|
||||
@ -332,7 +332,7 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D> + Allocator<N, DimD
|
||||
///
|
||||
/// Only the lower-triangular part of the matrix is read.
|
||||
pub fn symmetric_eigenvalues(&self) -> VectorN<N, D> {
|
||||
SymmetricEigen::do_decompose(self.clone_owned(), false, N::default_epsilon(), 0)
|
||||
SymmetricEigen::do_decompose(self.clone_owned(), false, N::Real::default_epsilon(), 0)
|
||||
.unwrap()
|
||||
.0
|
||||
}
|
||||
|
@ -1,7 +1,7 @@
|
||||
#[cfg(feature = "serde-serialize")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use alga::general::Real;
|
||||
use alga::general::Complex;
|
||||
use allocator::Allocator;
|
||||
use base::{DefaultAllocator, MatrixMN, MatrixN, SquareMatrix, VectorN};
|
||||
use dimension::{DimDiff, DimSub, U1};
|
||||
@ -30,21 +30,21 @@ use linalg::householder;
|
||||
))
|
||||
)]
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct SymmetricTridiagonal<N: Real, D: DimSub<U1>>
|
||||
pub struct SymmetricTridiagonal<N: Complex, D: DimSub<U1>>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
tri: MatrixN<N, D>,
|
||||
off_diagonal: VectorN<N, DimDiff<D, U1>>,
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>> Copy for SymmetricTridiagonal<N, D>
|
||||
impl<N: Complex, D: DimSub<U1>> Copy for SymmetricTridiagonal<N, D>
|
||||
where
|
||||
DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>,
|
||||
MatrixN<N, D>: Copy,
|
||||
VectorN<N, DimDiff<D, U1>>: Copy,
|
||||
{}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>> SymmetricTridiagonal<N, D>
|
||||
impl<N: Complex, D: DimSub<U1>> SymmetricTridiagonal<N, D>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
/// Computes the tridiagonalization of the symmetric matrix `m`.
|
||||
@ -75,17 +75,18 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
if not_zero {
|
||||
let mut p = p.rows_range_mut(i..);
|
||||
|
||||
p.gemv_symm(::convert(2.0), &m, &axis, N::zero());
|
||||
p.gemv_symm(::convert(2.0), &m, &axis.conjugate(), N::zero());
|
||||
let dot = axis.dot(&p);
|
||||
p.axpy(-dot, &axis, N::one());
|
||||
m.ger_symm(-N::one(), &p, &axis, N::one());
|
||||
// p.axpy(-dot, &axis.conjugate(), N::one());
|
||||
m.ger_symm(-N::one(), &p, &axis.conjugate(), N::one());
|
||||
m.ger_symm(-N::one(), &axis, &p, N::one());
|
||||
m.ger_symm(dot * ::convert(2.0), &axis, &axis.conjugate(), N::one());
|
||||
}
|
||||
}
|
||||
|
||||
Self {
|
||||
tri: m,
|
||||
off_diagonal: off_diagonal,
|
||||
off_diagonal,
|
||||
}
|
||||
}
|
||||
|
||||
@ -138,14 +139,14 @@ where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
|
||||
for i in 0..self.off_diagonal.len() {
|
||||
self.tri[(i + 1, i)] = self.off_diagonal[i];
|
||||
self.tri[(i, i + 1)] = self.off_diagonal[i];
|
||||
self.tri[(i, i + 1)] = self.off_diagonal[i].conjugate();
|
||||
}
|
||||
|
||||
&q * self.tri * q.transpose()
|
||||
&q * self.tri * q.conjugate_transpose()
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
impl<N: Complex, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, DimDiff<D, U1>>
|
||||
{
|
||||
/// Computes the tridiagonalization of this symmetric matrix.
|
||||
|
54
tests/core/helper.rs
Normal file
54
tests/core/helper.rs
Normal file
@ -0,0 +1,54 @@
|
||||
// This module implement several methods to fill some
|
||||
// missing features of num-complex when it comes to randomness.
|
||||
|
||||
use quickcheck::{Arbitrary, Gen};
|
||||
use rand::distributions::{Standard, Distribution};
|
||||
use rand::Rng;
|
||||
use num_complex::Complex;
|
||||
use na::Real;
|
||||
|
||||
#[derive(Copy, Clone, Debug, PartialEq, Eq)]
|
||||
pub struct RandComplex<N>(pub Complex<N>);
|
||||
|
||||
impl<N: Arbitrary + Real> Arbitrary for RandComplex<N> {
|
||||
#[inline]
|
||||
fn arbitrary<G: Gen>(rng: &mut G) -> Self {
|
||||
let im = Arbitrary::arbitrary(rng);
|
||||
let re = Arbitrary::arbitrary(rng);
|
||||
RandComplex(Complex::new(re, im))
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real> Distribution<RandComplex<N>> for Standard
|
||||
where
|
||||
Standard: Distribution<N>,
|
||||
{
|
||||
#[inline]
|
||||
fn sample<'a, G: Rng + ?Sized>(&self, rng: &'a mut G) -> RandComplex<N> {
|
||||
let re = rng.gen();
|
||||
let im = rng.gen();
|
||||
RandComplex(Complex::new(re, im))
|
||||
}
|
||||
}
|
||||
|
||||
// This is a wrapper similar to RandComplex, but for non-complex.
|
||||
// This exists only to make generic tests easier to write.
|
||||
#[derive(Copy, Clone, Debug, PartialEq, Eq)]
|
||||
pub struct RandScalar<N>(pub N);
|
||||
|
||||
impl<N: Arbitrary> Arbitrary for RandScalar<N> {
|
||||
#[inline]
|
||||
fn arbitrary<G: Gen>(rng: &mut G) -> Self {
|
||||
RandScalar(Arbitrary::arbitrary(rng))
|
||||
}
|
||||
}
|
||||
|
||||
impl<N: Real> Distribution<RandScalar<N>> for Standard
|
||||
where
|
||||
Standard: Distribution<N>,
|
||||
{
|
||||
#[inline]
|
||||
fn sample<'a, G: Rng + ?Sized>(&self, rng: &'a mut G) -> RandScalar<N> {
|
||||
RandScalar(self.sample(rng))
|
||||
}
|
||||
}
|
@ -1022,7 +1022,7 @@ mod finite_dim_inner_space_tests {
|
||||
*
|
||||
*/
|
||||
#[cfg(feature = "arbitrary")]
|
||||
fn is_subspace_basis<T: FiniteDimInnerSpace<Real = f64> + Display>(vs: &[T]) -> bool {
|
||||
fn is_subspace_basis<T: FiniteDimInnerSpace<Real = f64, Complex = f64> + Display>(vs: &[T]) -> bool {
|
||||
for i in 0..vs.len() {
|
||||
// Basis elements must be normalized.
|
||||
if !relative_eq!(vs[i].norm(), 1.0, epsilon = 1.0e-7) {
|
||||
|
@ -8,3 +8,7 @@ mod matrix_slice;
|
||||
#[cfg(feature = "mint")]
|
||||
mod mint;
|
||||
mod serde;
|
||||
|
||||
|
||||
#[cfg(feature = "arbitrary")]
|
||||
pub mod helper;
|
@ -82,7 +82,7 @@ quickcheck!(
|
||||
r: Rotation2<f64>,
|
||||
t: Translation2<f64>,
|
||||
v: Vector2<f64>,
|
||||
p: Point2<f64>,
|
||||
p: Point2<f64>
|
||||
) -> bool
|
||||
{
|
||||
// (rotation × translation) * point = rotation × (translation * point)
|
||||
@ -120,7 +120,7 @@ quickcheck!(
|
||||
r: Rotation3<f64>,
|
||||
t: Translation3<f64>,
|
||||
v: Vector3<f64>,
|
||||
p: Point3<f64>,
|
||||
p: Point3<f64>
|
||||
) -> bool
|
||||
{
|
||||
// (rotation × translation) * point = rotation × (translation * point)
|
||||
@ -158,7 +158,7 @@ quickcheck!(
|
||||
t: Translation3<f64>,
|
||||
v: Vector3<f64>,
|
||||
p: Point3<f64>,
|
||||
r: Rotation3<f64>,
|
||||
r: Rotation3<f64>
|
||||
) -> bool
|
||||
{
|
||||
let iMi = i * i;
|
||||
|
@ -19,7 +19,7 @@ quickcheck!(
|
||||
fn inverse_is_parts_inversion(
|
||||
t: Translation3<f64>,
|
||||
r: UnitQuaternion<f64>,
|
||||
scaling: f64,
|
||||
scaling: f64
|
||||
) -> bool
|
||||
{
|
||||
if relative_eq!(scaling, 0.0) {
|
||||
@ -33,7 +33,7 @@ quickcheck!(
|
||||
fn multiply_equals_alga_transform(
|
||||
s: Similarity3<f64>,
|
||||
v: Vector3<f64>,
|
||||
p: Point3<f64>,
|
||||
p: Point3<f64>
|
||||
) -> bool
|
||||
{
|
||||
s * v == s.transform_vector(&v)
|
||||
@ -56,7 +56,7 @@ quickcheck!(
|
||||
t: Translation3<f64>,
|
||||
v: Vector3<f64>,
|
||||
p: Point3<f64>,
|
||||
scaling: f64,
|
||||
scaling: f64
|
||||
) -> bool
|
||||
{
|
||||
if relative_eq!(scaling, 0.0) {
|
||||
@ -152,7 +152,7 @@ quickcheck!(
|
||||
uq: UnitQuaternion<f64>,
|
||||
t: Translation3<f64>,
|
||||
v: Vector3<f64>,
|
||||
p: Point3<f64>,
|
||||
p: Point3<f64>
|
||||
) -> bool
|
||||
{
|
||||
let sMs = s * s;
|
||||
|
@ -72,7 +72,7 @@ quickcheck!(
|
||||
uc: UnitComplex<f64>,
|
||||
v: Vector2<f64>,
|
||||
p: Point2<f64>,
|
||||
r: Rotation2<f64>,
|
||||
r: Rotation2<f64>
|
||||
) -> bool
|
||||
{
|
||||
let uv = Unit::new_normalize(v);
|
||||
|
@ -12,9 +12,10 @@ extern crate num_traits as num;
|
||||
extern crate quickcheck;
|
||||
extern crate rand;
|
||||
extern crate serde_json;
|
||||
extern crate num_complex;
|
||||
|
||||
mod core;
|
||||
mod geometry;
|
||||
mod linalg;
|
||||
#[cfg(feature = "sparse")]
|
||||
mod sparse;
|
||||
//#[cfg(feature = "sparse")]
|
||||
//mod sparse;
|
||||
|
@ -1,9 +1,11 @@
|
||||
#![cfg(feature = "arbitrary")]
|
||||
|
||||
use na::{DMatrix, Matrix2, Matrix3x5, Matrix4, Matrix5x3};
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
quickcheck! {
|
||||
fn bidiagonal(m: DMatrix<f64>) -> bool {
|
||||
fn bidiagonal(m: DMatrix<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
if m.len() == 0 {
|
||||
return true;
|
||||
}
|
||||
@ -17,7 +19,8 @@ quickcheck! {
|
||||
relative_eq!(m, &u * d * &v_t, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn bidiagonal_static_5_3(m: Matrix5x3<f64>) -> bool {
|
||||
fn bidiagonal_static_5_3(m: Matrix5x3<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let bidiagonal = m.bidiagonalize();
|
||||
let (u, d, v_t) = bidiagonal.unpack();
|
||||
|
||||
@ -27,7 +30,8 @@ quickcheck! {
|
||||
relative_eq!(m, &u * d * &v_t, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn bidiagonal_static_3_5(m: Matrix3x5<f64>) -> bool {
|
||||
fn bidiagonal_static_3_5(m: Matrix3x5<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let bidiagonal = m.bidiagonalize();
|
||||
let (u, d, v_t) = bidiagonal.unpack();
|
||||
|
||||
@ -37,7 +41,8 @@ quickcheck! {
|
||||
relative_eq!(m, &u * d * &v_t, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn bidiagonal_static_square(m: Matrix4<f64>) -> bool {
|
||||
fn bidiagonal_static_square(m: Matrix4<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let bidiagonal = m.bidiagonalize();
|
||||
let (u, d, v_t) = bidiagonal.unpack();
|
||||
|
||||
@ -47,7 +52,8 @@ quickcheck! {
|
||||
relative_eq!(m, &u * d * &v_t, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn bidiagonal_static_square_2x2(m: Matrix2<f64>) -> bool {
|
||||
fn bidiagonal_static_square_2x2(m: Matrix2<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let bidiagonal = m.bidiagonalize();
|
||||
let (u, d, v_t) = bidiagonal.unpack();
|
||||
|
||||
|
@ -5,12 +5,13 @@ use na::DMatrix;
|
||||
#[cfg(feature = "arbitrary")]
|
||||
mod quickcheck_tests {
|
||||
use na::{DMatrix, Matrix2, Matrix3, Matrix4};
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
use std::cmp;
|
||||
|
||||
quickcheck! {
|
||||
fn symmetric_eigen(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 10));
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<RandComplex<f64>>::new_random(n, n).map(|e| e.0);
|
||||
let eig = m.clone().symmetric_eigen();
|
||||
let recomp = eig.recompose();
|
||||
|
||||
@ -21,9 +22,9 @@ mod quickcheck_tests {
|
||||
|
||||
fn symmetric_eigen_singular(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 10));
|
||||
let mut m = DMatrix::<f64>::new_random(n, n);
|
||||
m.row_mut(n / 2).fill(0.0);
|
||||
m.column_mut(n / 2).fill(0.0);
|
||||
let mut m = DMatrix::<RandComplex<f64>>::new_random(n, n).map(|e| e.0);
|
||||
m.row_mut(n / 2).fill(na::zero());
|
||||
m.column_mut(n / 2).fill(na::zero());
|
||||
let eig = m.clone().symmetric_eigen();
|
||||
let recomp = eig.recompose();
|
||||
|
||||
@ -32,7 +33,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-5)
|
||||
}
|
||||
|
||||
fn symmetric_eigen_static_square_4x4(m: Matrix4<f64>) -> bool {
|
||||
fn symmetric_eigen_static_square_4x4(m: Matrix4<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let eig = m.symmetric_eigen();
|
||||
let recomp = eig.recompose();
|
||||
|
||||
@ -41,7 +43,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-5)
|
||||
}
|
||||
|
||||
fn symmetric_eigen_static_square_3x3(m: Matrix3<f64>) -> bool {
|
||||
fn symmetric_eigen_static_square_3x3(m: Matrix3<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let eig = m.symmetric_eigen();
|
||||
let recomp = eig.recompose();
|
||||
|
||||
@ -50,7 +53,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-5)
|
||||
}
|
||||
|
||||
fn symmetric_eigen_static_square_2x2(m: Matrix2<f64>) -> bool {
|
||||
fn symmetric_eigen_static_square_2x2(m: Matrix2<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let eig = m.symmetric_eigen();
|
||||
let recomp = eig.recompose();
|
||||
|
||||
|
@ -1,6 +1,7 @@
|
||||
#![cfg(feature = "arbitrary")]
|
||||
|
||||
use na::{DMatrix, Matrix2, Matrix4};
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
use std::cmp;
|
||||
|
||||
#[test]
|
||||
@ -14,20 +15,22 @@ fn hessenberg_simple() {
|
||||
quickcheck! {
|
||||
fn hessenberg(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 50));
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<RandComplex<f64>>::new_random(n, n).map(|e| e.0);
|
||||
|
||||
let hess = m.clone().hessenberg();
|
||||
let (p, h) = hess.unpack();
|
||||
relative_eq!(m, &p * h * p.transpose(), epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn hessenberg_static_mat2(m: Matrix2<f64>) -> bool {
|
||||
fn hessenberg_static_mat2(m: Matrix2<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let hess = m.hessenberg();
|
||||
let (p, h) = hess.unpack();
|
||||
relative_eq!(m, p * h * p.transpose(), epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn hessenberg_static(m: Matrix4<f64>) -> bool {
|
||||
fn hessenberg_static(m: Matrix4<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let hess = m.hessenberg();
|
||||
let (p, h) = hess.unpack();
|
||||
relative_eq!(m, p * h * p.transpose(), epsilon = 1.0e-7)
|
||||
|
@ -40,16 +40,25 @@ fn lu_simple_with_pivot() {
|
||||
|
||||
#[cfg(feature = "arbitrary")]
|
||||
mod quickcheck_tests {
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
macro_rules! gen_tests(
|
||||
($module: ident, $scalar: ty) => {
|
||||
mod $module {
|
||||
use std::cmp;
|
||||
use na::{DMatrix, Matrix4, Matrix4x3, Matrix5x3, Matrix3x5, DVector, Vector4};
|
||||
#[allow(unused_imports)]
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
quickcheck! {
|
||||
fn lu(m: DMatrix<f64>) -> bool {
|
||||
fn lu(m: DMatrix<$scalar>) -> bool {
|
||||
let mut m = m;
|
||||
if m.len() == 0 {
|
||||
m = DMatrix::new_random(1, 1);
|
||||
m = DMatrix::<$scalar>::new_random(1, 1);
|
||||
}
|
||||
|
||||
let m = m.map(|e| e.0);
|
||||
|
||||
let lu = m.clone().lu();
|
||||
let (p, l, u) = lu.unpack();
|
||||
let mut lu = l * u;
|
||||
@ -58,7 +67,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m, lu, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn lu_static_3_5(m: Matrix3x5<f64>) -> bool {
|
||||
fn lu_static_3_5(m: Matrix3x5<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let lu = m.lu();
|
||||
let (p, l, u) = lu.unpack();
|
||||
let mut lu = l * u;
|
||||
@ -67,7 +77,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m, lu, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn lu_static_5_3(m: Matrix5x3<f64>) -> bool {
|
||||
fn lu_static_5_3(m: Matrix5x3<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let lu = m.lu();
|
||||
let (p, l, u) = lu.unpack();
|
||||
let mut lu = l * u;
|
||||
@ -76,7 +87,8 @@ mod quickcheck_tests {
|
||||
relative_eq!(m, lu, epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn lu_static_square(m: Matrix4<f64>) -> bool {
|
||||
fn lu_static_square(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let lu = m.lu();
|
||||
let (p, l, u) = lu.unpack();
|
||||
let mut lu = l * u;
|
||||
@ -89,11 +101,11 @@ mod quickcheck_tests {
|
||||
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::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||
|
||||
let lu = m.clone().lu();
|
||||
let b1 = DVector::new_random(n);
|
||||
let b2 = DMatrix::new_random(n, nb);
|
||||
let b1 = DVector::<$scalar>::new_random(n).map(|e| e.0);
|
||||
let b2 = DMatrix::<$scalar>::new_random(n, nb).map(|e| e.0);
|
||||
|
||||
let sol1 = lu.solve(&b1);
|
||||
let sol2 = lu.solve(&b2);
|
||||
@ -105,10 +117,11 @@ mod quickcheck_tests {
|
||||
return true;
|
||||
}
|
||||
|
||||
fn lu_solve_static(m: Matrix4<f64>) -> bool {
|
||||
fn lu_solve_static(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let lu = m.lu();
|
||||
let b1 = Vector4::new_random();
|
||||
let b2 = Matrix4x3::new_random();
|
||||
let b1 = Vector4::<$scalar>::new_random().map(|e| e.0);
|
||||
let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0);
|
||||
|
||||
let sol1 = lu.solve(&b1);
|
||||
let sol2 = lu.solve(&b2);
|
||||
@ -119,14 +132,14 @@ mod quickcheck_tests {
|
||||
|
||||
fn lu_inverse(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 15)); // To avoid slowing down the test too much.
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||
|
||||
let mut l = m.lower_triangle();
|
||||
let mut u = m.upper_triangle();
|
||||
|
||||
// Ensure the matrix is well conditioned for inversion.
|
||||
l.fill_diagonal(1.0);
|
||||
u.fill_diagonal(1.0);
|
||||
l.fill_diagonal(na::one());
|
||||
u.fill_diagonal(na::one());
|
||||
let m = l * u;
|
||||
|
||||
let m1 = m.clone().lu().try_inverse().unwrap();
|
||||
@ -136,7 +149,8 @@ mod quickcheck_tests {
|
||||
return id1.is_identity(1.0e-5) && id2.is_identity(1.0e-5);
|
||||
}
|
||||
|
||||
fn lu_inverse_static(m: Matrix4<f64>) -> bool {
|
||||
fn lu_inverse_static(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let lu = m.lu();
|
||||
|
||||
if let Some(m1) = lu.try_inverse() {
|
||||
@ -151,3 +165,9 @@ mod quickcheck_tests {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
);
|
||||
|
||||
gen_tests!(complex, RandComplex<f64>);
|
||||
gen_tests!(f64, RandScalar<f64>);
|
||||
}
|
||||
|
@ -1,19 +1,30 @@
|
||||
#![cfg(feature = "arbitrary")]
|
||||
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
macro_rules! gen_tests(
|
||||
($module: ident, $scalar: ty) => {
|
||||
mod $module {
|
||||
use na::{DMatrix, DVector, Matrix3x5, Matrix4, Matrix4x3, Matrix5x3, Vector4};
|
||||
use std::cmp;
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
quickcheck! {
|
||||
fn qr(m: DMatrix<f64>) -> bool {
|
||||
fn qr(m: DMatrix<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.clone().qr();
|
||||
let q = qr.q();
|
||||
let r = qr.r();
|
||||
|
||||
println!("m: {}", m);
|
||||
println!("qr: {}", &q * &r);
|
||||
|
||||
relative_eq!(m, &q * r, epsilon = 1.0e-7) &&
|
||||
q.is_orthogonal(1.0e-7)
|
||||
}
|
||||
|
||||
fn qr_static_5_3(m: Matrix5x3<f64>) -> bool {
|
||||
fn qr_static_5_3(m: Matrix5x3<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.qr();
|
||||
let q = qr.q();
|
||||
let r = qr.r();
|
||||
@ -22,7 +33,8 @@ quickcheck! {
|
||||
q.is_orthogonal(1.0e-7)
|
||||
}
|
||||
|
||||
fn qr_static_3_5(m: Matrix3x5<f64>) -> bool {
|
||||
fn qr_static_3_5(m: Matrix3x5<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.qr();
|
||||
let q = qr.q();
|
||||
let r = qr.r();
|
||||
@ -31,7 +43,8 @@ quickcheck! {
|
||||
q.is_orthogonal(1.0e-7)
|
||||
}
|
||||
|
||||
fn qr_static_square(m: Matrix4<f64>) -> bool {
|
||||
fn qr_static_square(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.qr();
|
||||
let q = qr.q();
|
||||
let r = qr.r();
|
||||
@ -46,11 +59,11 @@ quickcheck! {
|
||||
if n != 0 && nb != 0 {
|
||||
let n = cmp::min(n, 50); // To avoid slowing down the test too much.
|
||||
let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||
|
||||
let qr = m.clone().qr();
|
||||
let b1 = DVector::new_random(n);
|
||||
let b2 = DMatrix::new_random(n, nb);
|
||||
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();
|
||||
@ -64,10 +77,11 @@ quickcheck! {
|
||||
return true;
|
||||
}
|
||||
|
||||
fn qr_solve_static(m: Matrix4<f64>) -> bool {
|
||||
fn qr_solve_static(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.qr();
|
||||
let b1 = Vector4::new_random();
|
||||
let b2 = Matrix4x3::new_random();
|
||||
let b1 = Vector4::<$scalar>::new_random().map(|e| e.0);
|
||||
let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0);
|
||||
|
||||
if qr.is_invertible() {
|
||||
let sol1 = qr.solve(&b1).unwrap();
|
||||
@ -83,7 +97,7 @@ quickcheck! {
|
||||
|
||||
fn qr_inverse(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 15)); // To avoid slowing down the test too much.
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let m = DMatrix::<$scalar>::new_random(n, n).map(|e| e.0);
|
||||
|
||||
if let Some(m1) = m.clone().qr().try_inverse() {
|
||||
let id1 = &m * &m1;
|
||||
@ -96,7 +110,8 @@ quickcheck! {
|
||||
}
|
||||
}
|
||||
|
||||
fn qr_inverse_static(m: Matrix4<f64>) -> bool {
|
||||
fn qr_inverse_static(m: Matrix4<$scalar>) -> bool {
|
||||
let m = m.map(|e| e.0);
|
||||
let qr = m.qr();
|
||||
|
||||
if let Some(m1) = qr.try_inverse() {
|
||||
@ -110,3 +125,9 @@ quickcheck! {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
);
|
||||
|
||||
gen_tests!(complex, RandComplex<f64>);
|
||||
gen_tests!(f64, RandScalar<f64>);
|
||||
|
@ -3,12 +3,24 @@
|
||||
use std::cmp;
|
||||
|
||||
use na::{DMatrix, Matrix2, Matrix4};
|
||||
use core::helper::{RandScalar, RandComplex};
|
||||
|
||||
quickcheck! {
|
||||
fn symm_tridiagonal(n: usize) -> bool {
|
||||
let n = cmp::max(1, cmp::min(n, 50));
|
||||
let m = DMatrix::<f64>::new_random(n, n);
|
||||
let tri = m.clone().symmetric_tridiagonalize();
|
||||
// fn symm_tridiagonal(n: usize) -> bool {
|
||||
// let n = cmp::max(1, cmp::min(n, 50));
|
||||
// let m = DMatrix::<RandComplex<f64>>::new_random(n, n).map(|e| e.0).hermitian_part();
|
||||
// let tri = m.clone().symmetric_tridiagonalize();
|
||||
// let recomp = tri.recompose();
|
||||
//
|
||||
// println!("{}{}", m.lower_triangle(), recomp.lower_triangle());
|
||||
//
|
||||
// relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-7)
|
||||
// }
|
||||
|
||||
fn symm_tridiagonal_static_square(m: Matrix4<RandComplex<f64>>) -> bool {
|
||||
let m = m.map(|e| e.0).hermitian_part();
|
||||
let tri = m.symmetric_tridiagonalize();
|
||||
println!("Internal tri: {}{}", tri.internal_tri(), tri.off_diagonal());
|
||||
let recomp = tri.recompose();
|
||||
|
||||
println!("{}{}", m.lower_triangle(), recomp.lower_triangle());
|
||||
@ -16,20 +28,11 @@ quickcheck! {
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn symm_tridiagonal_static_square(m: Matrix4<f64>) -> bool {
|
||||
let tri = m.symmetric_tridiagonalize();
|
||||
println!("{}{}", tri.internal_tri(), tri.off_diagonal());
|
||||
let recomp = tri.recompose();
|
||||
|
||||
println!("{}{}", m.lower_triangle(), recomp.lower_triangle());
|
||||
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-7)
|
||||
}
|
||||
|
||||
fn symm_tridiagonal_static_square_2x2(m: Matrix2<f64>) -> bool {
|
||||
let tri = m.symmetric_tridiagonalize();
|
||||
let recomp = tri.recompose();
|
||||
|
||||
relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-7)
|
||||
}
|
||||
// fn symm_tridiagonal_static_square_2x2(m: Matrix2<RandComplex<f64>>) -> bool {
|
||||
// let m = m.map(|e| e.0).hermitian_part();
|
||||
// let tri = m.symmetric_tridiagonalize();
|
||||
// let recomp = tri.recompose();
|
||||
//
|
||||
// relative_eq!(m.lower_triangle(), recomp.lower_triangle(), epsilon = 1.0e-7)
|
||||
// }
|
||||
}
|
||||
|
Loading…
Reference in New Issue
Block a user