#[cfg(feature = "serde-serialize")] use serde; use alga::general::Real; use core::{Unit, Matrix, MatrixN, MatrixMN, VectorN, DefaultAllocator}; use dimension::{Dim, DimMin, DimMinimum, U1}; use storage::{Storage, StorageMut}; use allocator::{Allocator, Reallocator}; use constraint::{ShapeConstraint, SameNumberOfRows}; use linalg::householder; use geometry::Reflection; /// The QR decomposition of a general matrix. #[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde-serialize", serde(bound(serialize = "DefaultAllocator: Allocator + Allocator>, MatrixMN: serde::Serialize, VectorN>: serde::Serialize")))] #[cfg_attr(feature = "serde-serialize", serde(bound(deserialize = "DefaultAllocator: Allocator + Allocator>, MatrixMN: serde::Deserialize<'de>, VectorN>: serde::Deserialize<'de>")))] #[derive(Clone, Debug)] pub struct QR, C: Dim> where DefaultAllocator: Allocator + Allocator> { qr: MatrixMN, diag: VectorN>, } impl, C: Dim> Copy for QR where DefaultAllocator: Allocator + Allocator>, MatrixMN: Copy, VectorN>: Copy { } impl, C: Dim> QR where DefaultAllocator: Allocator + Allocator + Allocator> { /// Computes the QR decomposition using householder reflections. pub fn new(mut matrix: MatrixMN) -> Self { let (nrows, ncols) = matrix.data.shape(); let min_nrows_ncols = nrows.min(ncols); let mut diag = unsafe { MatrixMN::new_uninitialized_generic(min_nrows_ncols, U1) }; if min_nrows_ncols.value() == 0 { return QR { qr: matrix, diag: diag }; } for ite in 0 .. min_nrows_ncols.value() { householder::clear_column_unchecked(&mut matrix, &mut diag[ite], ite, 0, None); } QR { qr: matrix, diag: diag } } /// Retrieves the upper trapezoidal submatrix `R` of this decomposition. #[inline] pub fn r(&self) -> MatrixMN, C> where DefaultAllocator: Allocator, C>, // FIXME: the following bound is ugly. DimMinimum: DimMin> { let (nrows, ncols) = self.qr.data.shape(); let mut res = self.qr.rows_generic(0, nrows.min(ncols)).upper_triangle(); res.set_diagonal(&self.diag); res } /// Retrieves the upper trapezoidal submatrix `R` of this decomposition. /// /// This is usually faster than `r` but consumes `self`. #[inline] pub fn unpack_r(self) -> MatrixMN, C> where DefaultAllocator: Reallocator, C>, // FIXME: the following bound is ugly (needed by `set_diagonal`). DimMinimum: DimMin> { let (nrows, ncols) = self.qr.data.shape(); let mut res = self.qr.resize_generic(nrows.min(ncols), ncols, N::zero()); res.fill_lower_triangle(N::zero(), 1); res.set_diagonal(&self.diag); res } /// Computes the orthogonal matrix `Q` of this decomposition. pub fn q(&self) -> MatrixMN> where DefaultAllocator: Allocator> { let (nrows, ncols) = self.qr.data.shape(); // NOTE: we could build the identity matrix and call q_mul on it. // Instead we don't so that we take in accout the matrix sparcity. let mut res = Matrix::identity_generic(nrows, nrows.min(ncols)); let dim = self.diag.len(); for i in (0 .. dim).rev() { let axis = self.qr.slice_range(i .., i); // FIXME: sometimes, the axis might have a zero magnitude. let refl = Reflection::new(Unit::new_unchecked(axis), N::zero()); let mut res_rows = res.slice_range_mut(i .., i ..); refl.reflect(&mut res_rows); } res } /// Unpacks this decomposition into its two matrix factors. pub fn unpack(self) -> (MatrixMN>, MatrixMN, C>) where DimMinimum: DimMin>, DefaultAllocator: Allocator> + Reallocator, C> { (self.q(), self.unpack_r()) } #[doc(hidden)] pub fn qr_internal(&self) -> &MatrixMN { &self.qr } /// Multiplies the provided matrix by the transpose of the `Q` matrix of this decomposition. pub fn q_tr_mul(&self, rhs: &mut Matrix) // FIXME: do we need a static constraint on the number of rows of rhs? where S2: StorageMut { let dim = self.diag.len(); for i in 0 .. dim { let axis = self.qr.slice_range(i .., i); let refl = Reflection::new(Unit::new_unchecked(axis), N::zero()); let mut rhs_rows = rhs.rows_range_mut(i ..); refl.reflect(&mut rhs_rows); } } } impl> QR where DefaultAllocator: Allocator + Allocator { /// Solves the linear system `self * x = b`, where `x` is the unknown to be determined. /// /// Returns `None` if `self` is not invertible. pub fn solve(&self, b: &Matrix) -> Option> where S2: StorageMut, ShapeConstraint: SameNumberOfRows, DefaultAllocator: Allocator { let mut res = b.clone_owned(); if self.solve_mut(&mut res) { Some(res) } else { None } } /// Solves the linear system `self * x = b`, where `x` is the unknown to be determined. /// /// If the decomposed matrix is not invertible, this returns `false` and its input `b` is /// overwritten with garbage. pub fn solve_mut(&self, b: &mut Matrix) -> bool where S2: StorageMut, ShapeConstraint: SameNumberOfRows { assert_eq!(self.qr.nrows(), b.nrows(), "QR solve matrix dimension mismatch."); assert!(self.qr.is_square(), "QR solve: unable to solve a non-square system."); self.q_tr_mul(b); self.solve_upper_triangular_mut(b) } // FIXME: duplicate code from the `solve` module. fn solve_upper_triangular_mut(&self, b: &mut Matrix) -> bool where S2: StorageMut, ShapeConstraint: SameNumberOfRows { let dim = self.qr.nrows(); for k in 0 .. b.ncols() { let mut b = b.column_mut(k); for i in (0 .. dim).rev() { let coeff; unsafe { let diag = *self.diag.vget_unchecked(i); if diag.is_zero() { return false; } coeff = *b.vget_unchecked(i) / diag; *b.vget_unchecked_mut(i) = coeff; } b.rows_range_mut(.. i).axpy(-coeff, &self.qr.slice_range(.. i, i), N::one()); } } true } /// Computes the inverse of the decomposed matrix. /// /// Returns `None` if the decomposed matrix is not invertible. pub fn try_inverse(&self) -> Option> { assert!(self.qr.is_square(), "QR inverse: unable to compute the inverse of a non-square matrix."); // FIXME: is there a less naive method ? let (nrows, ncols) = self.qr.data.shape(); let mut res = MatrixN::identity_generic(nrows, ncols); if self.solve_mut(&mut res) { Some(res) } else { None } } /// Indicates if the decomposed matrix is invertible. pub fn is_invertible(&self) -> bool { assert!(self.qr.is_square(), "QR: unable to test the invertibility of a non-square matrix."); for i in 0 .. self.diag.len() { if self.diag[i].is_zero() { return false; } } true } // /// Computes the determinant of the decomposed matrix. // pub fn determinant(&self) -> N { // let dim = self.qr.nrows(); // assert!(self.qr.is_square(), "QR determinant: unable to compute the determinant of a non-square matrix."); // let mut res = N::one(); // for i in 0 .. dim { // res *= unsafe { *self.diag.vget_unchecked(i) }; // } // res self.q_determinant() // } } impl, C: Dim, S: Storage> Matrix where DefaultAllocator: Allocator + Allocator + Allocator> { /// Computes the QR decomposition of this matrix. pub fn qr(self) -> QR { QR::new(self.into_owned()) } }