forked from M-Labs/nalgebra
Implement serde traits for all linalg structs.
This commit is contained in:
parent
e84b73c848
commit
3e349b80cf
22
CHANGELOG.md
22
CHANGELOG.md
@ -7,6 +7,9 @@ This project adheres to [Semantic Versioning](http://semver.org/).
|
|||||||
|
|
||||||
## [0.13.0]
|
## [0.13.0]
|
||||||
|
|
||||||
|
The **nalgebra-lapack** crate has been updated. This now includes a broad range
|
||||||
|
matrix decompositions using LAPACK bindings.
|
||||||
|
|
||||||
### Breaking semantic change
|
### Breaking semantic change
|
||||||
* The implementation of slicing with steps now matches the documentation.
|
* The implementation of slicing with steps now matches the documentation.
|
||||||
Before, step identified the number to add to pass from one column/row index
|
Before, step identified the number to add to pass from one column/row index
|
||||||
@ -19,10 +22,13 @@ This project adheres to [Semantic Versioning](http://semver.org/).
|
|||||||
* The trait `Axpy` takes one additional parameter for the type of `x`.
|
* The trait `Axpy` takes one additional parameter for the type of `x`.
|
||||||
* The alias `MatrixNM` is now deprecated. Use `MatrixMN` instead (we
|
* The alias `MatrixNM` is now deprecated. Use `MatrixMN` instead (we
|
||||||
reordered M and N to be in alphabetical order).
|
reordered M and N to be in alphabetical order).
|
||||||
|
* In-place componentwise multiplication and division
|
||||||
|
`.component_mul_mut(...)` and `.component_div_mut(...)` have bee deprecated
|
||||||
|
for a future renaming. Use `.component_mul_assign(...)` and
|
||||||
|
`.component_div_assign(...)` instead.
|
||||||
|
|
||||||
### Added
|
### Added
|
||||||
* `alga::general::Real` is now re-exported by nalgebra.
|
* `alga::general::Real` is now re-exported by nalgebra.
|
||||||
* `.trace()` that computes the trace of a matrix (the sum of its diagonal
|
|
||||||
elements.)
|
elements.)
|
||||||
* `::zeros(...)` that creates a matrix filled with zeroes.
|
* `::zeros(...)` that creates a matrix filled with zeroes.
|
||||||
* `::from_partial_diagonal(...)` that creates a matrix from diagonal elements.
|
* `::from_partial_diagonal(...)` that creates a matrix from diagonal elements.
|
||||||
@ -39,16 +45,20 @@ This project adheres to [Semantic Versioning](http://semver.org/).
|
|||||||
* Implements `IntoIterator` for `&Matrix`, `&mut Matrix` and `Matrix`.
|
* Implements `IntoIterator` for `&Matrix`, `&mut Matrix` and `Matrix`.
|
||||||
* `.mul_to(...)` multiplies two matrices and stores the result to the given buffer.
|
* `.mul_to(...)` multiplies two matrices and stores the result to the given buffer.
|
||||||
* `.tr_mul_to(...)` left-multiplies `self.transpose()` to another matrix and stores the result to the given buffer.
|
* `.tr_mul_to(...)` left-multiplies `self.transpose()` to another matrix and stores the result to the given buffer.
|
||||||
* `.rows_range(...)` that retrieves a reference to a range of rows.
|
|
||||||
* `.rows_range_mut(...)` that retrieves a mutable reference to a range of rows.
|
|
||||||
* `.columns_range(...)` that retrieves a reference to a range of columns.
|
|
||||||
* `.columns_range_mut(...)` that retrieves a mutable reference to a range of columns.
|
|
||||||
* `.add_scalar(...)` that adds a scalar to each component of a matrix.
|
* `.add_scalar(...)` that adds a scalar to each component of a matrix.
|
||||||
* `.add_scalar_mut(...)` that adds in-place a scalar to each component of a matrix.
|
* `.add_scalar_mut(...)` that adds in-place a scalar to each component of a matrix.
|
||||||
* `.kronecker(a, b)` computes the kronecker product (i.e. matrix tensor
|
* `.kronecker(a, b)` computes the kronecker product (i.e. matrix tensor
|
||||||
product) of two matrices.
|
product) of two matrices.
|
||||||
|
* `.apply(f)` replaces each component of a matrix with the results of the
|
||||||
|
closure `f` called on each of them.
|
||||||
|
|
||||||
Matrix decompositions:
|
New slicing methods:
|
||||||
|
* `.rows_range(...)` that retrieves a reference to a range of rows.
|
||||||
|
* `.rows_range_mut(...)` that retrieves a mutable reference to a range of rows.
|
||||||
|
* `.columns_range(...)` that retrieves a reference to a range of columns.
|
||||||
|
* `.columns_range_mut(...)` that retrieves a mutable reference to a range of columns.
|
||||||
|
|
||||||
|
Matrix decompositions implemented in pure Rust:
|
||||||
* Cholesky, SVD, LU, QR, Hessenberg, Schur, Symmetric eigendecompositions,
|
* Cholesky, SVD, LU, QR, Hessenberg, Schur, Symmetric eigendecompositions,
|
||||||
Bidiagonal, Symmetric tridiagonal
|
Bidiagonal, Symmetric tridiagonal
|
||||||
* Computation of householder reflectors and givens rotations.
|
* Computation of householder reflectors and givens rotations.
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num::Zero;
|
use num::Zero;
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
|
|
||||||
@ -9,11 +12,25 @@ use na::allocator::Allocator;
|
|||||||
use lapack::fortran as interface;
|
use lapack::fortran as interface;
|
||||||
|
|
||||||
/// The cholesky decomposion of a symmetric-definite-positive matrix.
|
/// The cholesky decomposion of a symmetric-definite-positive matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct Cholesky<N: Scalar, D: Dim>
|
pub struct Cholesky<N: Scalar, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D, D> {
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
l: MatrixN<N, D>
|
l: MatrixN<N, D>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, D: Dim> Copy for Cholesky<N, D>
|
||||||
|
where DefaultAllocator: Allocator<N, D, D>,
|
||||||
|
MatrixN<N, D>: Copy { }
|
||||||
|
|
||||||
impl<N: CholeskyScalar + Zero, D: Dim> Cholesky<N, D>
|
impl<N: CholeskyScalar + Zero, D: Dim> Cholesky<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> {
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
|
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num::Zero;
|
use num::Zero;
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
|
|
||||||
@ -12,6 +15,18 @@ use na::allocator::Allocator;
|
|||||||
use lapack::fortran as interface;
|
use lapack::fortran as interface;
|
||||||
|
|
||||||
/// Eigendecomposition of a real square matrix with real eigenvalues.
|
/// Eigendecomposition of a real square matrix with real eigenvalues.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct Eigen<N: Scalar, D: Dim>
|
pub struct Eigen<N: Scalar, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D> +
|
where DefaultAllocator: Allocator<N, D> +
|
||||||
Allocator<N, D, D> {
|
Allocator<N, D, D> {
|
||||||
@ -23,6 +38,12 @@ pub struct Eigen<N: Scalar, D: Dim>
|
|||||||
pub left_eigenvectors: Option<MatrixN<N, D>>
|
pub left_eigenvectors: Option<MatrixN<N, D>>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, D: Dim> Copy for Eigen<N, D>
|
||||||
|
where DefaultAllocator: Allocator<N, D> +
|
||||||
|
Allocator<N, D, D>,
|
||||||
|
VectorN<N, D>: Copy,
|
||||||
|
MatrixN<N, D>: Copy { }
|
||||||
|
|
||||||
|
|
||||||
impl<N: EigenScalar + Real, D: Dim> Eigen<N, D>
|
impl<N: EigenScalar + Real, D: Dim> Eigen<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
@ -11,6 +11,20 @@ use lapack::fortran as interface;
|
|||||||
|
|
||||||
|
|
||||||
/// The Hessenberg decomposition of a general matrix.
|
/// The Hessenberg decomposition of a general matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Serialize,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct Hessenberg<N: Scalar, D: DimSub<U1>>
|
pub struct Hessenberg<N: Scalar, D: DimSub<U1>>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
Allocator<N, DimDiff<D, U1>> {
|
Allocator<N, DimDiff<D, U1>> {
|
||||||
@ -19,6 +33,12 @@ pub struct Hessenberg<N: Scalar, D: DimSub<U1>>
|
|||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
impl<N: Scalar, 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: HessenbergScalar + Zero, D: DimSub<U1>> Hessenberg<N, D>
|
impl<N: HessenbergScalar + Zero, D: DimSub<U1>> Hessenberg<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
Allocator<N, DimDiff<D, U1>> {
|
Allocator<N, DimDiff<D, U1>> {
|
||||||
|
@ -30,6 +30,7 @@
|
|||||||
//! the system installation of netlib without LAPACKE (note the E) or
|
//! the system installation of netlib without LAPACKE (note the E) or
|
||||||
//! CBLAS:
|
//! CBLAS:
|
||||||
//!
|
//!
|
||||||
|
//! ```.ignore
|
||||||
//! sudo apt-get install gfortran libblas3gf liblapack3gf
|
//! sudo apt-get install gfortran libblas3gf liblapack3gf
|
||||||
//! export CARGO_FEATURE_SYSTEM_NETLIB=1
|
//! export CARGO_FEATURE_SYSTEM_NETLIB=1
|
||||||
//! export CARGO_FEATURE_EXCLUDE_LAPACKE=1
|
//! export CARGO_FEATURE_EXCLUDE_LAPACKE=1
|
||||||
@ -37,13 +38,16 @@
|
|||||||
//!
|
//!
|
||||||
//! export CARGO_FEATURES='--no-default-features --features netlib'
|
//! export CARGO_FEATURES='--no-default-features --features netlib'
|
||||||
//! cargo build ${CARGO_FEATURES}
|
//! cargo build ${CARGO_FEATURES}
|
||||||
|
//! ```
|
||||||
//!
|
//!
|
||||||
//! ### Mac OS X
|
//! ### Mac OS X
|
||||||
//!
|
//!
|
||||||
//! On Mac OS X, do this to use Apple's Accelerate framework:
|
//! On Mac OS X, do this to use Apple's Accelerate framework:
|
||||||
//!
|
//!
|
||||||
|
//! ```.ignore
|
||||||
//! export CARGO_FEATURES='--no-default-features --features accelerate'
|
//! export CARGO_FEATURES='--no-default-features --features accelerate'
|
||||||
//! cargo build ${CARGO_FEATURES}
|
//! cargo build ${CARGO_FEATURES}
|
||||||
|
//! ```
|
||||||
//!
|
//!
|
||||||
//! [version-img]: https://img.shields.io/crates/v/nalgebra-lapack.svg
|
//! [version-img]: https://img.shields.io/crates/v/nalgebra-lapack.svg
|
||||||
//! [version-url]: https://crates.io/crates/nalgebra-lapack
|
//! [version-url]: https://crates.io/crates/nalgebra-lapack
|
||||||
|
@ -17,6 +17,20 @@ use lapack::fortran as interface;
|
|||||||
/// * `P` which is a `m * m` permutation matrix.
|
/// * `P` which is a `m * m` permutation matrix.
|
||||||
///
|
///
|
||||||
/// Those are such that `M == P * L * U`.
|
/// Those are such that `M == P * L * U`.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<i32, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<i32, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct LU<N: Scalar, R: DimMin<C>, C: Dim>
|
pub struct LU<N: Scalar, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<i32, DimMinimum<R, C>> +
|
where DefaultAllocator: Allocator<i32, DimMinimum<R, C>> +
|
||||||
Allocator<N, R, C> {
|
Allocator<N, R, C> {
|
||||||
@ -24,6 +38,12 @@ pub struct LU<N: Scalar, R: DimMin<C>, C: Dim>
|
|||||||
p: VectorN<i32, DimMinimum<R, C>>
|
p: VectorN<i32, DimMinimum<R, C>>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, R: DimMin<C>, C: Dim> Copy for LU<N, R, C>
|
||||||
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<i32, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: Copy,
|
||||||
|
VectorN<i32, DimMinimum<R, C>>: Copy { }
|
||||||
|
|
||||||
impl<N: LUScalar, R: Dim, C: Dim> LU<N, R, C>
|
impl<N: LUScalar, R: Dim, C: Dim> LU<N, R, C>
|
||||||
where N: Zero + One,
|
where N: Zero + One,
|
||||||
R: DimMin<C>,
|
R: DimMin<C>,
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
use num::Zero;
|
use num::Zero;
|
||||||
|
|
||||||
@ -11,6 +14,20 @@ use lapack::fortran as interface;
|
|||||||
|
|
||||||
|
|
||||||
/// The QR decomposition of a general matrix.
|
/// 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<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct QR<N: Scalar, R: DimMin<C>, C: Dim>
|
pub struct QR<N: Scalar, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
Allocator<N, DimMinimum<R, C>> {
|
Allocator<N, DimMinimum<R, C>> {
|
||||||
@ -18,6 +35,12 @@ pub struct QR<N: Scalar, R: DimMin<C>, C: Dim>
|
|||||||
tau: VectorN<N, DimMinimum<R, C>>
|
tau: VectorN<N, DimMinimum<R, C>>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, 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: QRScalar + Zero, R: DimMin<C>, C: Dim> QR<N, R, C>
|
impl<N: QRScalar + Zero, R: DimMin<C>, C: Dim> QR<N, R, C>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
Allocator<N, R, DimMinimum<R, C>> +
|
Allocator<N, R, DimMinimum<R, C>> +
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num::Zero;
|
use num::Zero;
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
|
|
||||||
@ -12,6 +15,18 @@ use na::allocator::Allocator;
|
|||||||
use lapack::fortran as interface;
|
use lapack::fortran as interface;
|
||||||
|
|
||||||
/// Eigendecomposition of a real square matrix with real eigenvalues.
|
/// Eigendecomposition of a real square matrix with real eigenvalues.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct RealSchur<N: Scalar, D: Dim>
|
pub struct RealSchur<N: Scalar, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D> +
|
where DefaultAllocator: Allocator<N, D> +
|
||||||
Allocator<N, D, D> {
|
Allocator<N, D, D> {
|
||||||
@ -22,6 +37,11 @@ pub struct RealSchur<N: Scalar, D: Dim>
|
|||||||
q: MatrixN<N, D>
|
q: MatrixN<N, D>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, D: Dim> Copy for RealSchur<N, D>
|
||||||
|
where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,
|
||||||
|
MatrixN<N, D>: Copy,
|
||||||
|
VectorN<N, D>: Copy { }
|
||||||
|
|
||||||
|
|
||||||
impl<N: RealSchurScalar + Real, D: Dim> RealSchur<N, D>
|
impl<N: RealSchurScalar + Real, D: Dim> RealSchur<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use std::cmp;
|
use std::cmp;
|
||||||
use num::Signed;
|
use num::Signed;
|
||||||
|
|
||||||
@ -11,18 +14,43 @@ use lapack::fortran as interface;
|
|||||||
|
|
||||||
|
|
||||||
/// The SVD decomposition of a general matrix.
|
/// The SVD decomposition of a general matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, R, R> +
|
||||||
|
Allocator<N, C, C>,
|
||||||
|
MatrixN<N, R>: serde::Serialize,
|
||||||
|
MatrixN<N, C>: serde::Serialize,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, R, R> +
|
||||||
|
Allocator<N, C, C>,
|
||||||
|
MatrixN<N, R>: serde::Deserialize<'de>,
|
||||||
|
MatrixN<N, C>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct SVD<N: Scalar, R: DimMin<C>, C: Dim>
|
pub struct SVD<N: Scalar, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, R> +
|
where DefaultAllocator: Allocator<N, R, R> +
|
||||||
Allocator<N, DimMinimum<R, C>> +
|
Allocator<N, DimMinimum<R, C>> +
|
||||||
Allocator<N, C, C> {
|
Allocator<N, C, C> {
|
||||||
/// The left-singular vectors `U` of this SVD.
|
/// The left-singular vectors `U` of this SVD.
|
||||||
pub u: MatrixN<N, R>,
|
pub u: MatrixN<N, R>, // FIXME: should be MatrixMN<N, R, DimMinimum<R, C>>
|
||||||
/// The right-singular vectors `V^t` of this SVD.
|
/// The right-singular vectors `V^t` of this SVD.
|
||||||
pub vt: MatrixN<N, C>,
|
pub vt: MatrixN<N, C>, // FIXME: should be MatrixMN<N, DimMinimum<R, C>, C>
|
||||||
/// The singular values of this SVD.
|
/// The singular values of this SVD.
|
||||||
pub singular_values: VectorN<N, DimMinimum<R, C>>
|
pub singular_values: VectorN<N, DimMinimum<R, C>>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl<N: Scalar, R: DimMin<C>, C: Dim> Copy for SVD<N, R, C>
|
||||||
|
where DefaultAllocator: Allocator<N, C, C> +
|
||||||
|
Allocator<N, R, R> +
|
||||||
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, R>: Copy,
|
||||||
|
MatrixMN<N, C, C>: Copy,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: Copy { }
|
||||||
|
|
||||||
/// Trait implemented by floats (`f32`, `f64`) and complex floats (`Complex<f32>`, `Complex<f64>`)
|
/// Trait implemented by floats (`f32`, `f64`) and complex floats (`Complex<f32>`, `Complex<f64>`)
|
||||||
/// supported by the Singular Value Decompotition.
|
/// supported by the Singular Value Decompotition.
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num::Zero;
|
use num::Zero;
|
||||||
use std::ops::MulAssign;
|
use std::ops::MulAssign;
|
||||||
|
|
||||||
@ -11,7 +14,21 @@ use na::allocator::Allocator;
|
|||||||
|
|
||||||
use lapack::fortran as interface;
|
use lapack::fortran as interface;
|
||||||
|
|
||||||
/// SymmetricEigendecomposition of a real square matrix with real eigenvalues.
|
/// Eigendecomposition of a real square symmetric matrix with real eigenvalues.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Deserialize<'de>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
|
#[derive(Clone, Debug)]
|
||||||
pub struct SymmetricEigen<N: Scalar, D: Dim>
|
pub struct SymmetricEigen<N: Scalar, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D> +
|
where DefaultAllocator: Allocator<N, D> +
|
||||||
Allocator<N, D, D> {
|
Allocator<N, D, D> {
|
||||||
@ -23,6 +40,12 @@ pub struct SymmetricEigen<N: Scalar, D: Dim>
|
|||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
impl<N: Scalar, 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: SymmetricEigenScalar + Real, D: Dim> SymmetricEigen<N, D>
|
impl<N: SymmetricEigenScalar + Real, D: Dim> SymmetricEigen<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
Allocator<N, D> {
|
Allocator<N, D> {
|
||||||
|
@ -5,10 +5,10 @@ quickcheck!{
|
|||||||
fn svd(m: DMatrix<f64>) -> bool {
|
fn svd(m: DMatrix<f64>) -> bool {
|
||||||
if m.nrows() != 0 && m.ncols() != 0 {
|
if m.nrows() != 0 && m.ncols() != 0 {
|
||||||
let svd = SVD::new(m.clone()).unwrap();
|
let svd = SVD::new(m.clone()).unwrap();
|
||||||
let sm = DMatrix::from_partial_diagonal(m.nrows(), m.ncols(), svd.s.as_slice());
|
let sm = DMatrix::from_partial_diagonal(m.nrows(), m.ncols(), svd.singular_values.as_slice());
|
||||||
|
|
||||||
let reconstructed_m = &svd.u * sm * &svd.vt;
|
let reconstructed_m = &svd.u * sm * &svd.vt;
|
||||||
let reconstructed_m2 = svd.matrix();
|
let reconstructed_m2 = svd.recompose();
|
||||||
|
|
||||||
relative_eq!(reconstructed_m, m, epsilon = 1.0e-7) &&
|
relative_eq!(reconstructed_m, m, epsilon = 1.0e-7) &&
|
||||||
relative_eq!(reconstructed_m2, reconstructed_m, epsilon = 1.0e-7)
|
relative_eq!(reconstructed_m2, reconstructed_m, epsilon = 1.0e-7)
|
||||||
@ -20,10 +20,10 @@ quickcheck!{
|
|||||||
|
|
||||||
fn svd_static(m: Matrix3x4<f64>) -> bool {
|
fn svd_static(m: Matrix3x4<f64>) -> bool {
|
||||||
let svd = SVD::new(m).unwrap();
|
let svd = SVD::new(m).unwrap();
|
||||||
let sm = Matrix3x4::from_partial_diagonal(svd.s.as_slice());
|
let sm = Matrix3x4::from_partial_diagonal(svd.singular_values.as_slice());
|
||||||
|
|
||||||
let reconstructed_m = &svd.u * &sm * &svd.vt;
|
let reconstructed_m = &svd.u * &sm * &svd.vt;
|
||||||
let reconstructed_m2 = svd.matrix();
|
let reconstructed_m2 = svd.recompose();
|
||||||
|
|
||||||
relative_eq!(reconstructed_m, m, epsilon = 1.0e-7) &&
|
relative_eq!(reconstructed_m, m, epsilon = 1.0e-7) &&
|
||||||
relative_eq!(reconstructed_m2, m, epsilon = 1.0e-7)
|
relative_eq!(reconstructed_m2, m, epsilon = 1.0e-7)
|
||||||
|
@ -33,7 +33,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
}
|
}
|
||||||
|
|
||||||
macro_rules! component_binop_impl(
|
macro_rules! component_binop_impl(
|
||||||
($($binop: ident, $binop_mut: ident, $Trait: ident . $binop_assign: ident, $desc:expr, $desc_mut:expr);* $(;)*) => {$(
|
($($binop: ident, $binop_mut: ident, $binop_assign: ident, $Trait: ident . $op_assign: ident, $desc:expr, $desc_mut:expr);* $(;)*) => {$(
|
||||||
impl<N: Scalar, R1: Dim, C1: Dim, SA: Storage<N, R1, C1>> Matrix<N, R1, C1, SA> {
|
impl<N: Scalar, R1: Dim, C1: Dim, SA: Storage<N, R1, C1>> Matrix<N, R1, C1, SA> {
|
||||||
#[doc = $desc]
|
#[doc = $desc]
|
||||||
#[inline]
|
#[inline]
|
||||||
@ -50,7 +50,7 @@ macro_rules! component_binop_impl(
|
|||||||
for j in 0 .. res.ncols() {
|
for j in 0 .. res.ncols() {
|
||||||
for i in 0 .. res.nrows() {
|
for i in 0 .. res.nrows() {
|
||||||
unsafe {
|
unsafe {
|
||||||
res.get_unchecked_mut(i, j).$binop_assign(*rhs.get_unchecked(i, j));
|
res.get_unchecked_mut(i, j).$op_assign(*rhs.get_unchecked(i, j));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@ -62,7 +62,7 @@ macro_rules! component_binop_impl(
|
|||||||
impl<N: Scalar, R1: Dim, C1: Dim, SA: StorageMut<N, R1, C1>> Matrix<N, R1, C1, SA> {
|
impl<N: Scalar, R1: Dim, C1: Dim, SA: StorageMut<N, R1, C1>> Matrix<N, R1, C1, SA> {
|
||||||
#[doc = $desc_mut]
|
#[doc = $desc_mut]
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn $binop_mut<R2, C2, SB>(&mut self, rhs: &Matrix<N, R2, C2, SB>)
|
pub fn $binop_assign<R2, C2, SB>(&mut self, rhs: &Matrix<N, R2, C2, SB>)
|
||||||
where N: $Trait,
|
where N: $Trait,
|
||||||
R2: Dim,
|
R2: Dim,
|
||||||
C2: Dim,
|
C2: Dim,
|
||||||
@ -74,19 +74,31 @@ macro_rules! component_binop_impl(
|
|||||||
for j in 0 .. self.ncols() {
|
for j in 0 .. self.ncols() {
|
||||||
for i in 0 .. self.nrows() {
|
for i in 0 .. self.nrows() {
|
||||||
unsafe {
|
unsafe {
|
||||||
self.get_unchecked_mut(i, j).$binop_assign(*rhs.get_unchecked(i, j));
|
self.get_unchecked_mut(i, j).$op_assign(*rhs.get_unchecked(i, j));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
#[doc = $desc_mut]
|
||||||
|
#[inline]
|
||||||
|
#[deprecated(note = "This is renamed using the `_assign` sufix instead of the `_mut` suffix.")]
|
||||||
|
pub fn $binop_mut<R2, C2, SB>(&mut self, rhs: &Matrix<N, R2, C2, SB>)
|
||||||
|
where N: $Trait,
|
||||||
|
R2: Dim,
|
||||||
|
C2: Dim,
|
||||||
|
SB: Storage<N, R2, C2>,
|
||||||
|
ShapeConstraint: SameNumberOfRows<R1, R2> + SameNumberOfColumns<C1, C2> {
|
||||||
|
self.$binop_assign(rhs)
|
||||||
|
}
|
||||||
}
|
}
|
||||||
)*}
|
)*}
|
||||||
);
|
);
|
||||||
|
|
||||||
component_binop_impl!(
|
component_binop_impl!(
|
||||||
component_mul, component_mul_mut, ClosedMul.mul_assign,
|
component_mul, component_mul_mut, component_mul_assign, ClosedMul.mul_assign,
|
||||||
"Componentwise matrix multiplication.", "Mutable, componentwise matrix multiplication.";
|
"Componentwise matrix multiplication.", "Mutable, componentwise matrix multiplication.";
|
||||||
component_div, component_div_mut, ClosedDiv.div_assign,
|
component_div, component_div_mut, component_div_assign, ClosedDiv.div_assign,
|
||||||
"Componentwise matrix division.", "Mutable, componentwise matrix division.";
|
"Componentwise matrix division.", "Mutable, componentwise matrix division.";
|
||||||
// FIXME: add other operators like bitshift, etc. ?
|
// FIXME: add other operators like bitshift, etc. ?
|
||||||
);
|
);
|
||||||
|
@ -206,8 +206,8 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
self.remove_fixed_columns::<U1>(i)
|
self.remove_fixed_columns::<U1>(i)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Removes a fixed number − `D::dim()` − of consecutive columns from this matrix, starting
|
/// Removes `D::dim()` consecutive columns from this matrix, starting with the `i`-th
|
||||||
/// with the `i`-th (included).
|
/// (included).
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn remove_fixed_columns<D>(self, i: usize) -> MatrixMN<N, R, DimDiff<C, D>>
|
pub fn remove_fixed_columns<D>(self, i: usize) -> MatrixMN<N, R, DimDiff<C, D>>
|
||||||
where D: DimName,
|
where D: DimName,
|
||||||
@ -271,8 +271,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
self.remove_fixed_rows::<U1>(i)
|
self.remove_fixed_rows::<U1>(i)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Removes a fixed number − `D::dim()` − of consecutive rows from this matrix, starting
|
/// Removes `D::dim()` consecutive rows from this matrix, starting with the `i`-th (included).
|
||||||
/// with the `i`-th (included).
|
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn remove_fixed_rows<D>(self, i: usize) -> MatrixMN<N, DimDiff<R, D>, C>
|
pub fn remove_fixed_rows<D>(self, i: usize) -> MatrixMN<N, DimDiff<R, D>, C>
|
||||||
where D: DimName,
|
where D: DimName,
|
||||||
@ -328,7 +327,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
self.insert_fixed_columns::<U1>(i, val)
|
self.insert_fixed_columns::<U1>(i, val)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Inserts `D` column filled with `val` at the `i-th` position.
|
/// Inserts `D::dim()` columns filled with `val` starting at the `i-th` position.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn insert_fixed_columns<D>(self, i: usize, val: N) -> MatrixMN<N, R, DimSum<C, D>>
|
pub fn insert_fixed_columns<D>(self, i: usize, val: N) -> MatrixMN<N, R, DimSum<C, D>>
|
||||||
where D: DimName,
|
where D: DimName,
|
||||||
@ -339,7 +338,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
res
|
res
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Inserts `n` column filled with `val` at the `i-th` position.
|
/// Inserts `n` columns filled with `val` starting at the `i-th` position.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn insert_columns(self, i: usize, n: usize, val: N) -> MatrixMN<N, R, Dynamic>
|
pub fn insert_columns(self, i: usize, n: usize, val: N) -> MatrixMN<N, R, Dynamic>
|
||||||
where C: DimAdd<Dynamic, Output = Dynamic>,
|
where C: DimAdd<Dynamic, Output = Dynamic>,
|
||||||
@ -349,7 +348,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
res
|
res
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Inserts `ninsert.value()` columns at the `i-th` place of this matrix.
|
/// Inserts `ninsert.value()` columns starting at the `i-th` place of this matrix.
|
||||||
///
|
///
|
||||||
/// The added column values are not initialized.
|
/// The added column values are not initialized.
|
||||||
#[inline]
|
#[inline]
|
||||||
@ -388,7 +387,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
self.insert_fixed_rows::<U1>(i, val)
|
self.insert_fixed_rows::<U1>(i, val)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Inserts `D` row filled with `val` at the `i-th` position.
|
/// Inserts `D::dim()` rows filled with `val` starting at the `i-th` position.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn insert_fixed_rows<D>(self, i: usize, val: N) -> MatrixMN<N, DimSum<R, D>, C>
|
pub fn insert_fixed_rows<D>(self, i: usize, val: N) -> MatrixMN<N, DimSum<R, D>, C>
|
||||||
where D: DimName,
|
where D: DimName,
|
||||||
@ -399,7 +398,7 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
res
|
res
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Inserts `n` rows filled with `val` at the `i-th` position.
|
/// Inserts `n` rows filled with `val` starting at the `i-th` position.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn insert_rows(self, i: usize, n: usize, val: N) -> MatrixMN<N, Dynamic, C>
|
pub fn insert_rows(self, i: usize, n: usize, val: N) -> MatrixMN<N, Dynamic, C>
|
||||||
where R: DimAdd<Dynamic, Output = Dynamic>,
|
where R: DimAdd<Dynamic, Output = Dynamic>,
|
||||||
@ -412,6 +411,8 @@ impl<N: Scalar, R: Dim, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S> {
|
|||||||
/// Inserts `ninsert.value()` rows at the `i-th` place of this matrix.
|
/// Inserts `ninsert.value()` rows at the `i-th` place of this matrix.
|
||||||
///
|
///
|
||||||
/// The added rows values are not initialized.
|
/// The added rows values are not initialized.
|
||||||
|
/// This is the generic implementation of `.insert_rows(...)` and
|
||||||
|
/// `.insert_fixed_rows(...)` which have nicer API interfaces.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub unsafe fn insert_rows_generic_uninitialized<D>(self, i: usize, ninsert: D)
|
pub unsafe fn insert_rows_generic_uninitialized<D>(self, i: usize, ninsert: D)
|
||||||
-> MatrixMN<N, DimSum<R, D>, C>
|
-> MatrixMN<N, DimSum<R, D>, C>
|
||||||
|
@ -79,11 +79,9 @@ impl<N, R, C, S> Serialize for Matrix<N, R, C, S>
|
|||||||
where N: Scalar,
|
where N: Scalar,
|
||||||
R: Dim,
|
R: Dim,
|
||||||
C: Dim,
|
C: Dim,
|
||||||
S: Serialize,
|
S: Serialize, {
|
||||||
{
|
|
||||||
fn serialize<T>(&self, serializer: T) -> Result<T::Ok, T::Error>
|
fn serialize<T>(&self, serializer: T) -> Result<T::Ok, T::Error>
|
||||||
where T: Serializer
|
where T: Serializer {
|
||||||
{
|
|
||||||
self.data.serialize(serializer)
|
self.data.serialize(serializer)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@ -93,8 +91,7 @@ impl<'de, N, R, C, S> Deserialize<'de> for Matrix<N, R, C, S>
|
|||||||
where N: Scalar,
|
where N: Scalar,
|
||||||
R: Dim,
|
R: Dim,
|
||||||
C: Dim,
|
C: Dim,
|
||||||
S: Deserialize<'de>,
|
S: Deserialize<'de> {
|
||||||
{
|
|
||||||
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
|
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
|
||||||
where D: Deserializer<'de>
|
where D: Deserializer<'de>
|
||||||
{
|
{
|
||||||
|
@ -50,7 +50,7 @@ an optimized set of tools for computer graphics and physics. Those features incl
|
|||||||
* Matrices and vectors with compile-time sizes are statically allocated while dynamic ones are
|
* Matrices and vectors with compile-time sizes are statically allocated while dynamic ones are
|
||||||
allocated on the heap.
|
allocated on the heap.
|
||||||
* Convenient aliases for low-dimensional matrices and vectors: `Vector1` to `Vector6` and
|
* Convenient aliases for low-dimensional matrices and vectors: `Vector1` to `Vector6` and
|
||||||
`Matrix1x1` to `Matrix6x6` (including rectangular matrices like `Matrix2x5`.
|
`Matrix1x1` to `Matrix6x6`, including rectangular matrices like `Matrix2x5`.
|
||||||
* Points sizes known at compile time, and convenience aliases: `Point1` to `Point6`.
|
* Points sizes known at compile time, and convenience aliases: `Point1` to `Point6`.
|
||||||
* Translation (seen as a transformation that composes by multiplication): `Translation2`,
|
* Translation (seen as a transformation that composes by multiplication): `Translation2`,
|
||||||
`Translation3`.
|
`Translation3`.
|
||||||
@ -66,7 +66,8 @@ an optimized set of tools for computer graphics and physics. Those features incl
|
|||||||
* General transformations that does not have to be invertible, stored as an homogeneous matrix:
|
* General transformations that does not have to be invertible, stored as an homogeneous matrix:
|
||||||
`Transform2`, `Transform3`.
|
`Transform2`, `Transform3`.
|
||||||
* 3D projections for computer graphics: `Perspective3`, `Orthographic3`.
|
* 3D projections for computer graphics: `Perspective3`, `Orthographic3`.
|
||||||
* Linear algebra decompositions: Cholesky, QR, LU, SVD, Schur, symmetric-eigendecomposition,.
|
* Matrix factorizations: `Cholesky`, `QR`, `LU`, `FullPivLU`, `SVD`, `RealSchur`, `Hessenberg`, `SymmetricEigen`.
|
||||||
|
* Insertion and removal of rows of columns of a matrix.
|
||||||
* Implements traits from the [alga](https://crates.io/crates/alga) crate for
|
* Implements traits from the [alga](https://crates.io/crates/alga) crate for
|
||||||
generic programming.
|
generic programming.
|
||||||
*/
|
*/
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{Unit, Matrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
use core::{Unit, Matrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
||||||
use dimension::{Dim, DimMin, DimMinimum, DimSub, DimDiff, Dynamic, U1};
|
use dimension::{Dim, DimMin, DimMinimum, DimSub, DimDiff, Dynamic, U1};
|
||||||
@ -10,6 +13,25 @@ use geometry::Reflection;
|
|||||||
|
|
||||||
|
|
||||||
/// The bidiagonalization of a general matrix.
|
/// The bidiagonalization of a general matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DimMinimum<R, C>: DimSub<U1>,
|
||||||
|
DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, DimDiff<DimMinimum<R, C>, U1>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Serialize,
|
||||||
|
VectorN<N, DimDiff<DimMinimum<R, C>, U1>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DimMinimum<R, C>: DimSub<U1>,
|
||||||
|
DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, DimDiff<DimMinimum<R, C>, U1>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimDiff<DimMinimum<R, C>, U1>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct Bidiagonal<N: Real, R: DimMin<C>, C: Dim>
|
pub struct Bidiagonal<N: Real, R: DimMin<C>, C: Dim>
|
||||||
where DimMinimum<R, C>: DimSub<U1>,
|
where DimMinimum<R, C>: DimSub<U1>,
|
||||||
@ -35,6 +57,7 @@ impl<N: Real, R: DimMin<C>, C: Dim> Copy for Bidiagonal<N, R, C>
|
|||||||
VectorN<N, DimMinimum<R, C>>: Copy,
|
VectorN<N, DimMinimum<R, C>>: Copy,
|
||||||
VectorN<N, DimDiff<DimMinimum<R, C>, U1>>: Copy { }
|
VectorN<N, DimDiff<DimMinimum<R, C>, U1>>: Copy { }
|
||||||
|
|
||||||
|
|
||||||
impl<N: Real, R: DimMin<C>, C: Dim> Bidiagonal<N, R, C>
|
impl<N: Real, R: DimMin<C>, C: Dim> Bidiagonal<N, R, C>
|
||||||
where DimMinimum<R, C>: DimSub<U1>,
|
where DimMinimum<R, C>: DimSub<U1>,
|
||||||
DefaultAllocator: Allocator<N, R, C> +
|
DefaultAllocator: Allocator<N, R, C> +
|
||||||
@ -93,7 +116,7 @@ impl<N: Real, R: DimMin<C>, C: Dim> Bidiagonal<N, R, C>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Unpacks thi decomposition into its thrme matrix factors `(U, D, V^t)`.
|
/// Unpacks this decomposition into its three matrix factors `(U, D, V^t)`.
|
||||||
///
|
///
|
||||||
/// The decomposed matrix `M` is equal to `U * D * V^t`.
|
/// The decomposed matrix `M` is equal to `U * D * V^t`.
|
||||||
#[inline]
|
#[inline]
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
|
|
||||||
use core::{DefaultAllocator, MatrixN, MatrixMN, Matrix, SquareMatrix};
|
use core::{DefaultAllocator, MatrixN, MatrixMN, Matrix, SquareMatrix};
|
||||||
@ -6,7 +9,16 @@ use storage::{Storage, StorageMut};
|
|||||||
use allocator::Allocator;
|
use allocator::Allocator;
|
||||||
use dimension::{Dim, Dynamic, DimSub};
|
use dimension::{Dim, Dynamic, DimSub};
|
||||||
|
|
||||||
/// The cholesky decomposion of a symmetric-definite-positive matrix.
|
/// The Cholesky decomposion of a symmetric-definite-positive matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct Cholesky<N: Real, D: Dim>
|
pub struct Cholesky<N: Real, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D, D> {
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
@ -19,7 +31,7 @@ impl<N: Real, D: Dim> Copy for Cholesky<N, D>
|
|||||||
|
|
||||||
impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> {
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
/// Attempts to compute the sholesky decomposition of `matrix`.
|
/// Attempts to compute the Cholesky decomposition of `matrix`.
|
||||||
///
|
///
|
||||||
/// Returns `None` if the input matrix is not definite-positive. The intput matrix is assumed
|
/// Returns `None` if the input matrix is not definite-positive. The intput matrix is assumed
|
||||||
/// to be symmetric and only the lower-triangular part is read.
|
/// to be symmetric and only the lower-triangular part is read.
|
||||||
@ -55,27 +67,29 @@ impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
|||||||
Some(Cholesky { chol: matrix })
|
Some(Cholesky { chol: matrix })
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Retrieves the lower-triangular factor of the cholesky decomposition.
|
/// Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly
|
||||||
|
/// upper-triangular part filled with zeros.
|
||||||
pub fn unpack(mut self) -> MatrixN<N, D> {
|
pub fn unpack(mut self) -> MatrixN<N, D> {
|
||||||
self.chol.fill_upper_triangle(N::zero(), 1);
|
self.chol.fill_upper_triangle(N::zero(), 1);
|
||||||
self.chol
|
self.chol
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Retrieves the lower-triangular factor of che cholesky decomposition, without zeroing-out
|
/// Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out
|
||||||
/// its strict upper-triangular part.
|
/// its strict upper-triangular part.
|
||||||
///
|
///
|
||||||
/// This is an allocation-less version of `self.l()`. The values of the strict upper-triangular
|
/// The values of the strict upper-triangular part are garbage and should be ignored by further
|
||||||
/// part are garbage and should be ignored by further computations.
|
/// computations.
|
||||||
pub fn unpack_dirty(self) -> MatrixN<N, D> {
|
pub fn unpack_dirty(self) -> MatrixN<N, D> {
|
||||||
self.chol
|
self.chol
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Retrieves the lower-triangular factor of the cholesky decomposition.
|
/// Retrieves the lower-triangular factor of the Cholesky decomposition with its strictly
|
||||||
|
/// uppen-triangular part filled with zeros.
|
||||||
pub fn l(&self) -> MatrixN<N, D> {
|
pub fn l(&self) -> MatrixN<N, D> {
|
||||||
self.chol.lower_triangle()
|
self.chol.lower_triangle()
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Retrieves the lower-triangular factor of the cholesky decomposition, without zeroing-out
|
/// Retrieves the lower-triangular factor of the Cholesky decomposition, without zeroing-out
|
||||||
/// its strict upper-triangular part.
|
/// its strict upper-triangular part.
|
||||||
///
|
///
|
||||||
/// This is an allocation-less version of `self.l()`. The values of the strict upper-triangular
|
/// This is an allocation-less version of `self.l()`. The values of the strict upper-triangular
|
||||||
@ -94,9 +108,8 @@ impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
|||||||
self.chol.tr_solve_lower_triangular_mut(b);
|
self.chol.tr_solve_lower_triangular_mut(b);
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Solves the system `self * x = b` where `self` is the decomposed matrix and `x` the unknown.
|
/// Returns the solution of the system `self * x = b` where `self` is the decomposed matrix and
|
||||||
///
|
/// `x` the unknown.
|
||||||
/// The result is stored on `b`.
|
|
||||||
pub fn solve<R2: Dim, C2: Dim, S2>(&self, b: &Matrix<N, R2, C2, S2>) -> MatrixMN<N, R2, C2>
|
pub fn solve<R2: Dim, C2: Dim, S2>(&self, b: &Matrix<N, R2, C2, S2>) -> MatrixMN<N, R2, C2>
|
||||||
where S2: StorageMut<N, R2, C2>,
|
where S2: StorageMut<N, R2, C2>,
|
||||||
DefaultAllocator: Allocator<N, R2, C2>,
|
DefaultAllocator: Allocator<N, R2, C2>,
|
||||||
@ -119,7 +132,7 @@ impl<N: Real, D: DimSub<Dynamic>> Cholesky<N, D>
|
|||||||
impl<N: Real, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
impl<N: Real, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
||||||
where DefaultAllocator: Allocator<N, D, D> {
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
|
|
||||||
/// Attempts to compute the sholesky decomposition of this matrix.
|
/// Attempts to compute the Cholesky decomposition of this matrix.
|
||||||
///
|
///
|
||||||
/// Returns `None` if the input matrix is not definite-positive. The intput matrix is assumed
|
/// Returns `None` if the input matrix is not definite-positive. The intput matrix is assumed
|
||||||
/// to be symmetric and only the lower-triangular part is read.
|
/// to be symmetric and only the lower-triangular part is read.
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use std::fmt::Display;
|
use std::fmt::Display;
|
||||||
use std::cmp;
|
use std::cmp;
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
@ -15,7 +18,18 @@ use linalg::RealSchur;
|
|||||||
use geometry::{Reflection, UnitComplex};
|
use geometry::{Reflection, UnitComplex};
|
||||||
|
|
||||||
|
|
||||||
/// The eigendecomposition of a matrix with real eigenvalues.
|
/// Eigendecomposition of a matrix with real eigenvalues.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct RealEigen<N: Real, D: Dim>
|
pub struct RealEigen<N: Real, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{Matrix, MatrixN, MatrixMN, DefaultAllocator};
|
use core::{Matrix, MatrixN, MatrixMN, DefaultAllocator};
|
||||||
use dimension::{Dim, DimMin, DimMinimum};
|
use dimension::{Dim, DimMin, DimMinimum};
|
||||||
@ -10,7 +13,20 @@ use linalg::PermutationSequence;
|
|||||||
|
|
||||||
|
|
||||||
|
|
||||||
/// LU decomposition with full pivoting.
|
/// LU decomposition with full row and column pivoting.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct FullPivLU<N: Real, R: DimMin<C>, C: Dim>
|
pub struct FullPivLU<N: Real, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
@ -31,7 +47,7 @@ impl<N: Real, R: DimMin<C>, C: Dim> Copy for FullPivLU<N, R, C>
|
|||||||
impl<N: Real, R: DimMin<C>, C: Dim> FullPivLU<N, R, C>
|
impl<N: Real, R: DimMin<C>, C: Dim> FullPivLU<N, R, C>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
Allocator<(usize, usize), DimMinimum<R, C>> {
|
Allocator<(usize, usize), DimMinimum<R, C>> {
|
||||||
/// Computes the LU decomposition with full-pivoting of `matrix`.
|
/// Computes the LU decomposition with full pivoting of `matrix`.
|
||||||
///
|
///
|
||||||
/// This effectively computes `P, L, U, Q` such that `P * matrix * Q = LU`.
|
/// This effectively computes `P, L, U, Q` such that `P * matrix * Q = LU`.
|
||||||
pub fn new(mut matrix: MatrixMN<N, R, C>) -> Self {
|
pub fn new(mut matrix: MatrixMN<N, R, C>) -> Self {
|
||||||
@ -103,13 +119,13 @@ impl<N: Real, R: DimMin<C>, C: Dim> FullPivLU<N, R, C>
|
|||||||
&self.p
|
&self.p
|
||||||
}
|
}
|
||||||
|
|
||||||
/// The q permutations of this decomposition.
|
/// The column permutations of this decomposition.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn q(&self) -> &PermutationSequence<DimMinimum<R, C>> {
|
pub fn q(&self) -> &PermutationSequence<DimMinimum<R, C>> {
|
||||||
&self.q
|
&self.q
|
||||||
}
|
}
|
||||||
|
|
||||||
/// The two matrix of this decomposition and the permutation matrix: `(P, L, U, Q)`.
|
/// The two matrices of this decomposition and the row and column permutations: `(P, L, U, Q)`.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn unpack(self) -> (PermutationSequence<DimMinimum<R, C>>,
|
pub fn unpack(self) -> (PermutationSequence<DimMinimum<R, C>>,
|
||||||
MatrixMN<N, R, DimMinimum<R, C>>,
|
MatrixMN<N, R, DimMinimum<R, C>>,
|
||||||
@ -148,8 +164,8 @@ impl<N: Real, D: DimMin<D, Output = D>> FullPivLU<N, D, D>
|
|||||||
|
|
||||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
/// 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
|
/// If the decomposed matrix is not invertible, this returns `false` and its input `b` may
|
||||||
/// left unchanged.
|
/// be overwritten with garbage.
|
||||||
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
||||||
where S2: StorageMut<N, R2, C2>,
|
where S2: StorageMut<N, R2, C2>,
|
||||||
ShapeConstraint: SameNumberOfRows<R2, D> {
|
ShapeConstraint: SameNumberOfRows<R2, D> {
|
||||||
@ -217,7 +233,7 @@ impl<N: Real, D: DimMin<D, Output = D>> FullPivLU<N, D, D>
|
|||||||
impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
impl<N: Real, R: DimMin<C>, C: Dim, S: Storage<N, R, C>> Matrix<N, R, C, S>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
Allocator<(usize, usize), DimMinimum<R, C>> {
|
Allocator<(usize, usize), DimMinimum<R, C>> {
|
||||||
/// Computes the LU decomposition with full-pivoting of `matrix`.
|
/// Computes the LU decomposition with full pivoting of `matrix`.
|
||||||
///
|
///
|
||||||
/// This effectively computes `P, L, U, Q` such that `P * matrix * Q = LU`.
|
/// This effectively computes `P, L, U, Q` such that `P * matrix * Q = LU`.
|
||||||
pub fn full_piv_lu(self) -> FullPivLU<N, R, C> {
|
pub fn full_piv_lu(self) -> FullPivLU<N, R, C> {
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{SquareMatrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
use core::{SquareMatrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
||||||
use dimension::{DimSub, DimDiff, Dynamic, U1};
|
use dimension::{DimSub, DimDiff, Dynamic, U1};
|
||||||
@ -7,7 +10,20 @@ use constraint::{ShapeConstraint, DimEq};
|
|||||||
|
|
||||||
use linalg::householder;
|
use linalg::householder;
|
||||||
|
|
||||||
/// The Hessenberg decomposition of a general matrix.
|
/// Hessenberg decomposition of a general matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Serialize,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct Hessenberg<N: Real, D: DimSub<U1>>
|
pub struct Hessenberg<N: Real, D: DimSub<U1>>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
@ -36,7 +52,8 @@ impl<N: Real, D: DimSub<U1>> Hessenberg<N, D>
|
|||||||
|
|
||||||
/// Computes the Hessenberg decomposition using householder reflections.
|
/// Computes the Hessenberg decomposition using householder reflections.
|
||||||
///
|
///
|
||||||
/// The workspace containing `D` elements must be provided and may be uninitialized.
|
/// The workspace containing `D` elements must be provided but its content does not have to be
|
||||||
|
/// initialized.
|
||||||
pub fn new_with_workspace(mut hess: MatrixN<N, D>, work: &mut VectorN<N, D>) -> Self {
|
pub fn new_with_workspace(mut hess: MatrixN<N, D>, work: &mut VectorN<N, D>) -> Self {
|
||||||
assert!(hess.is_square(), "Cannot compute the hessenberg decomposition of a non-square matrix.");
|
assert!(hess.is_square(), "Cannot compute the hessenberg decomposition of a non-square matrix.");
|
||||||
|
|
||||||
@ -81,7 +98,7 @@ impl<N: Real, D: DimSub<U1>> Hessenberg<N, D>
|
|||||||
// FIXME: add a h that moves out of self.
|
// FIXME: add a h that moves out of self.
|
||||||
/// Retrieves the upper trapezoidal submatrix `H` of this decomposition.
|
/// Retrieves the upper trapezoidal submatrix `H` of this decomposition.
|
||||||
///
|
///
|
||||||
/// This is less efficient than `.unpack_h()`.
|
/// This is less efficient than `.unpack_h()` as it allocates a new matrix.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn h(&self) -> MatrixN<N, D>
|
pub fn h(&self) -> MatrixN<N, D>
|
||||||
where ShapeConstraint: DimEq<Dynamic, DimDiff<D, U1>> {
|
where ShapeConstraint: DimEq<Dynamic, DimDiff<D, U1>> {
|
||||||
|
@ -1,4 +1,4 @@
|
|||||||
//! Construction of transformations.
|
//! Construction of householder elementary reflections.
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{Unit, MatrixN, MatrixMN, Vector, VectorN, DefaultAllocator};
|
use core::{Unit, MatrixN, MatrixMN, Vector, VectorN, DefaultAllocator};
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use std::mem;
|
use std::mem;
|
||||||
use alga::general::{Field, Real};
|
use alga::general::{Field, Real};
|
||||||
use core::{Scalar, Matrix, MatrixN, MatrixMN, DefaultAllocator};
|
use core::{Scalar, Matrix, MatrixN, MatrixMN, DefaultAllocator};
|
||||||
@ -11,6 +14,19 @@ use linalg::PermutationSequence;
|
|||||||
|
|
||||||
|
|
||||||
/// LU decomposition with partial (row) pivoting.
|
/// LU decomposition with partial (row) pivoting.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<(usize, usize), DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
PermutationSequence<DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct LU<N: Real, R: DimMin<C>, C: Dim>
|
pub struct LU<N: Real, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
@ -147,13 +163,13 @@ impl<N: Real, R: DimMin<C>, C: Dim> LU<N, R, C>
|
|||||||
self.lu.rows_generic(0, nrows.min(ncols)).upper_triangle()
|
self.lu.rows_generic(0, nrows.min(ncols)).upper_triangle()
|
||||||
}
|
}
|
||||||
|
|
||||||
/// The row permutation matrix of this decomposition.
|
/// The row permutations of this decomposition.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn p(&self) -> &PermutationSequence<DimMinimum<R, C>> {
|
pub fn p(&self) -> &PermutationSequence<DimMinimum<R, C>> {
|
||||||
&self.p
|
&self.p
|
||||||
}
|
}
|
||||||
|
|
||||||
/// The two matrix of this decomposition and the permutation matrix: `(P, L, U)`.
|
/// The row permutations and two triangular matrices of this decomposition: `(P, L, U)`.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn unpack(self) -> (PermutationSequence<DimMinimum<R, C>>,
|
pub fn unpack(self) -> (PermutationSequence<DimMinimum<R, C>>,
|
||||||
MatrixMN<N, R, DimMinimum<R, C>>,
|
MatrixMN<N, R, DimMinimum<R, C>>,
|
||||||
@ -190,8 +206,8 @@ impl<N: Real, D: DimMin<D, Output = D>> LU<N, D, D>
|
|||||||
|
|
||||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
/// 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
|
/// If the decomposed matrix is not invertible, this returns `false` and its input `b` may
|
||||||
/// overwritten with meaningless informations.
|
/// be overwritten with garbage.
|
||||||
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
||||||
where S2: StorageMut<N, R2, C2>,
|
where S2: StorageMut<N, R2, C2>,
|
||||||
ShapeConstraint: SameNumberOfRows<R2, D> {
|
ShapeConstraint: SameNumberOfRows<R2, D> {
|
||||||
@ -206,7 +222,7 @@ impl<N: Real, D: DimMin<D, Output = D>> LU<N, D, D>
|
|||||||
|
|
||||||
/// Computes the inverse of the decomposed matrix.
|
/// Computes the inverse of the decomposed matrix.
|
||||||
///
|
///
|
||||||
/// Returnrs `None` if the matrix is not invertible.
|
/// Returns `None` if the matrix is not invertible.
|
||||||
pub fn try_inverse(&self) -> Option<MatrixN<N, D>> {
|
pub fn try_inverse(&self) -> Option<MatrixN<N, D>> {
|
||||||
assert!(self.lu.is_square(), "LU inverse: unable to compute the inverse of a non-square matrix.");
|
assert!(self.lu.is_square(), "LU inverse: unable to compute the inverse of a non-square matrix.");
|
||||||
|
|
||||||
@ -222,8 +238,8 @@ impl<N: Real, D: DimMin<D, Output = D>> LU<N, D, D>
|
|||||||
|
|
||||||
/// Computes the inverse of the decomposed matrix and outputs the result to `out`.
|
/// Computes the inverse of the decomposed matrix and outputs the result to `out`.
|
||||||
///
|
///
|
||||||
/// If the decomposed matrix is not invertible, this returns `false` and `out` may contain
|
/// If the decomposed matrix is not invertible, this returns `false` and `out` may be
|
||||||
/// meaninless informations.
|
/// overwritten with garbage.
|
||||||
pub fn try_inverse_to<S2: StorageMut<N, D, D>>(&self, out: &mut Matrix<N, D, D, S2>) -> bool {
|
pub fn try_inverse_to<S2: StorageMut<N, D, D>>(&self, out: &mut Matrix<N, D, D, S2>) -> bool {
|
||||||
assert!(self.lu.is_square(), "LU inverse: unable to compute the inverse of a non-square matrix.");
|
assert!(self.lu.is_square(), "LU inverse: unable to compute the inverse of a non-square matrix.");
|
||||||
assert!(self.lu.shape() == out.shape(), "LU inverse: mismatched output shape.");
|
assert!(self.lu.shape() == out.shape(), "LU inverse: mismatched output shape.");
|
||||||
|
@ -1,4 +1,4 @@
|
|||||||
//! Linear algebra operators: decompositions, inversion, linear system resolution, etc.
|
//! Factorization of real matrices.
|
||||||
|
|
||||||
mod solve;
|
mod solve;
|
||||||
mod determinant;
|
mod determinant;
|
||||||
|
@ -1,13 +1,25 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num::One;
|
use num::One;
|
||||||
use alga::general::ClosedNeg;
|
use alga::general::ClosedNeg;
|
||||||
|
|
||||||
use core::{Scalar, Matrix, VectorN, DefaultAllocator};
|
use core::{Scalar, Matrix, VectorN, DefaultAllocator};
|
||||||
use dimension::{Dim, U1};
|
use dimension::{Dim, DimName, Dynamic, U1};
|
||||||
use storage::StorageMut;
|
use storage::StorageMut;
|
||||||
use allocator::Allocator;
|
use allocator::Allocator;
|
||||||
|
|
||||||
|
|
||||||
/// A sequence of permutations.
|
/// A sequence of row or column permutations.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<(usize, usize), D>,
|
||||||
|
VectorN<(usize, usize), D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<(usize, usize), D>,
|
||||||
|
VectorN<(usize, usize), D>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct PermutationSequence<D: Dim>
|
pub struct PermutationSequence<D: Dim>
|
||||||
where DefaultAllocator: Allocator<(usize, usize), D> {
|
where DefaultAllocator: Allocator<(usize, usize), D> {
|
||||||
@ -19,10 +31,28 @@ impl<D: Dim> Copy for PermutationSequence<D>
|
|||||||
where DefaultAllocator: Allocator<(usize, usize), D>,
|
where DefaultAllocator: Allocator<(usize, usize), D>,
|
||||||
VectorN<(usize, usize), D>: Copy { }
|
VectorN<(usize, usize), D>: Copy { }
|
||||||
|
|
||||||
impl<D: Dim> PermutationSequence<D>
|
impl<D: DimName> PermutationSequence<D>
|
||||||
where DefaultAllocator: Allocator<(usize, usize), D> {
|
where DefaultAllocator: Allocator<(usize, usize), D> {
|
||||||
|
|
||||||
// XXX: Add non-generic constructors.
|
/// Creates a new statically-allocated sequence of `D` identity permutations.
|
||||||
|
#[inline]
|
||||||
|
pub fn identity() -> Self {
|
||||||
|
Self::identity_generic(D::name())
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
impl PermutationSequence<Dynamic>
|
||||||
|
where DefaultAllocator: Allocator<(usize, usize), Dynamic> {
|
||||||
|
|
||||||
|
/// Creates a new dynamically-allocated sequence of `n` identity permutations.
|
||||||
|
#[inline]
|
||||||
|
pub fn identity(n: usize) -> Self {
|
||||||
|
Self::identity_generic(Dynamic::new(n))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
impl<D: Dim> PermutationSequence<D>
|
||||||
|
where DefaultAllocator: Allocator<(usize, usize), D> {
|
||||||
/// Creates a new sequence of D identity permutations.
|
/// Creates a new sequence of D identity permutations.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn identity_generic(dim: D) -> Self {
|
pub fn identity_generic(dim: D) -> Self {
|
||||||
@ -34,7 +64,8 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Adds the interchange of the row `i` with the row `i2` to this sequence of permutations.
|
/// Adds the interchange of the row (or column) `i` with the row (or column) `i2` to this
|
||||||
|
/// sequence of permutations.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn append_permutation(&mut self, i: usize, i2: usize) {
|
pub fn append_permutation(&mut self, i: usize, i2: usize) {
|
||||||
if i != i2 {
|
if i != i2 {
|
||||||
@ -44,8 +75,7 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Permutes the rows of `rhs`, applying a sequence of permutations from the 0-th row to the
|
/// Applies this sequence of permutations to the rows of `rhs`.
|
||||||
/// last.
|
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn permute_rows<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
pub fn permute_rows<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
||||||
where S2: StorageMut<N, R2, C2> {
|
where S2: StorageMut<N, R2, C2> {
|
||||||
@ -55,7 +85,7 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Permutes the rows of `rhs` using the inverse permutation matrix of this LUP decomposition.
|
/// Applies this sequence of permutations in reverse to the rows of `rhs`.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn inv_permute_rows<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
pub fn inv_permute_rows<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
||||||
where S2: StorageMut<N, R2, C2> {
|
where S2: StorageMut<N, R2, C2> {
|
||||||
@ -66,8 +96,7 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Permutes the columns of `rhs`, applying a sequence of permutations from the 0-th row to the
|
/// Applies this sequence of permutations to the columns of `rhs`.
|
||||||
/// last.
|
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn permute_columns<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
pub fn permute_columns<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
||||||
where S2: StorageMut<N, R2, C2> {
|
where S2: StorageMut<N, R2, C2> {
|
||||||
@ -77,7 +106,7 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Permutes the columns of `rhs` using the inverse permutation matrix of this LUP decomposition.
|
/// Applies this sequence of permutations in reverse to the columns of `rhs`.
|
||||||
#[inline]
|
#[inline]
|
||||||
pub fn inv_permute_columns<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
pub fn inv_permute_columns<N: Scalar, R2: Dim, C2: Dim, S2>(&self, rhs: &mut Matrix<N, R2, C2, S2>)
|
||||||
where S2: StorageMut<N, R2, C2> {
|
where S2: StorageMut<N, R2, C2> {
|
||||||
@ -88,7 +117,7 @@ impl<D: Dim> PermutationSequence<D>
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// The number of permutations applied by this matrix.
|
/// The number of non-identity permutations applied by this sequence.
|
||||||
pub fn len(&self) -> usize {
|
pub fn len(&self) -> usize {
|
||||||
self.len
|
self.len
|
||||||
}
|
}
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{Unit, Matrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
use core::{Unit, Matrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
||||||
use dimension::{Dim, DimMin, DimMinimum, U1};
|
use dimension::{Dim, DimMin, DimMinimum, U1};
|
||||||
@ -10,6 +13,19 @@ use geometry::Reflection;
|
|||||||
|
|
||||||
|
|
||||||
/// The QR decomposition of a general matrix.
|
/// 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<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Serialize,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, C>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct QR<N: Real, R: DimMin<C>, C: Dim>
|
pub struct QR<N: Real, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, R, C> +
|
||||||
@ -150,7 +166,7 @@ impl<N: Real, D: DimMin<D, Output = D>> QR<N, D, D>
|
|||||||
/// Solves the linear system `self * x = b`, where `x` is the unknown to be determined.
|
/// 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
|
/// If the decomposed matrix is not invertible, this returns `false` and its input `b` is
|
||||||
/// overwritten with meaningless informations.
|
/// overwritten with garbage.
|
||||||
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
pub fn solve_mut<R2: Dim, C2: Dim, S2>(&self, b: &mut Matrix<N, R2, C2, S2>) -> bool
|
||||||
where S2: StorageMut<N, R2, C2>,
|
where S2: StorageMut<N, R2, C2>,
|
||||||
ShapeConstraint: SameNumberOfRows<R2, D> {
|
ShapeConstraint: SameNumberOfRows<R2, D> {
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use std::cmp;
|
use std::cmp;
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
@ -14,19 +17,26 @@ use geometry::{Reflection, UnitComplex};
|
|||||||
|
|
||||||
|
|
||||||
|
|
||||||
/// Real RealSchur decomposition of a square matrix.
|
/// Real Schur decomposition of a square matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D>,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct RealSchur<N: Real, D: Dim>
|
pub struct RealSchur<N: Real, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> {
|
||||||
Allocator<N, D> {
|
|
||||||
q: MatrixN<N, D>,
|
q: MatrixN<N, D>,
|
||||||
t: MatrixN<N, D>
|
t: MatrixN<N, D>
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
impl<N: Real, D: Dim> Copy for RealSchur<N, D>
|
impl<N: Real, D: Dim> Copy for RealSchur<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D>,
|
||||||
Allocator<N, D>,
|
|
||||||
MatrixN<N, D>: Copy { }
|
MatrixN<N, D>: Copy { }
|
||||||
|
|
||||||
impl<N: Real, D: Dim> RealSchur<N, D>
|
impl<N: Real, D: Dim> RealSchur<N, D>
|
||||||
@ -37,12 +47,12 @@ impl<N: Real, D: Dim> RealSchur<N, D>
|
|||||||
Allocator<N, D, D> +
|
Allocator<N, D, D> +
|
||||||
Allocator<N, D> {
|
Allocator<N, D> {
|
||||||
|
|
||||||
/// Computes the schur decomposition of a square matrix.
|
/// Computes the Schur decomposition of a square matrix.
|
||||||
pub fn new(m: MatrixN<N, D>) -> RealSchur<N, D> {
|
pub fn new(m: MatrixN<N, D>) -> RealSchur<N, D> {
|
||||||
Self::try_new(m, N::default_epsilon(), 0).unwrap()
|
Self::try_new(m, N::default_epsilon(), 0).unwrap()
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Attempts to compute the schur decomposition of a square matrix.
|
/// Attempts to compute the Schur decomposition of a square matrix.
|
||||||
///
|
///
|
||||||
/// If only eigenvalues are needed, it is more efficient to call the matrix method
|
/// If only eigenvalues are needed, it is more efficient to call the matrix method
|
||||||
/// `.eigenvalues()` instead.
|
/// `.eigenvalues()` instead.
|
||||||
@ -451,12 +461,12 @@ impl<N: Real, D: Dim, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
|||||||
Allocator<N, DimDiff<D, U1>> + // For Hessenberg.
|
Allocator<N, DimDiff<D, U1>> + // For Hessenberg.
|
||||||
Allocator<N, D, D> +
|
Allocator<N, D, D> +
|
||||||
Allocator<N, D> {
|
Allocator<N, D> {
|
||||||
/// Computes the schur decomposition of a square matrix.
|
/// Computes the Schur decomposition of a square matrix.
|
||||||
pub fn real_schur(self) -> RealSchur<N, D> {
|
pub fn real_schur(self) -> RealSchur<N, D> {
|
||||||
RealSchur::new(self.into_owned())
|
RealSchur::new(self.into_owned())
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Attempts to compute the schur decomposition of a square matrix.
|
/// Attempts to compute the Schur decomposition of a square matrix.
|
||||||
///
|
///
|
||||||
/// If only eigenvalues are needed, it is more efficient to call the matrix method
|
/// If only eigenvalues are needed, it is more efficient to call the matrix method
|
||||||
/// `.eigenvalues()` instead.
|
/// `.eigenvalues()` instead.
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
use std::ops::MulAssign;
|
use std::ops::MulAssign;
|
||||||
|
|
||||||
@ -15,11 +18,29 @@ use geometry::UnitComplex;
|
|||||||
|
|
||||||
|
|
||||||
|
|
||||||
/// The Singular Value Decomposition of a real matrix.
|
/// Singular Value Decomposition of a general matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, DimMinimum<R, C>, C> +
|
||||||
|
Allocator<N, R, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, DimMinimum<R, C>>: serde::Serialize,
|
||||||
|
MatrixMN<N, DimMinimum<R, C>, C>: serde::Serialize,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, R, C> +
|
||||||
|
Allocator<N, DimMinimum<R, C>> +
|
||||||
|
Allocator<N, DimMinimum<R, C>, C> +
|
||||||
|
Allocator<N, R, DimMinimum<R, C>>,
|
||||||
|
MatrixMN<N, R, DimMinimum<R, C>>: serde::Deserialize<'de>,
|
||||||
|
MatrixMN<N, DimMinimum<R, C>, C>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimMinimum<R, C>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct SVD<N: Real, R: DimMin<C>, C: Dim>
|
pub struct SVD<N: Real, R: DimMin<C>, C: Dim>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, DimMinimum<R, C>, C> +
|
||||||
Allocator<N, DimMinimum<R, C>, C> +
|
|
||||||
Allocator<N, R, DimMinimum<R, C>> +
|
Allocator<N, R, DimMinimum<R, C>> +
|
||||||
Allocator<N, DimMinimum<R, C>> {
|
Allocator<N, DimMinimum<R, C>> {
|
||||||
/// The left-singular vectors `U` of this SVD.
|
/// The left-singular vectors `U` of this SVD.
|
||||||
@ -31,9 +52,8 @@ pub struct SVD<N: Real, R: DimMin<C>, C: Dim>
|
|||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
impl<N: Real, R: DimMin<C>, C: Dim> SVD<N, R, C>
|
impl<N: Real, R: DimMin<C>, C: Dim> Copy for SVD<N, R, C>
|
||||||
where DefaultAllocator: Allocator<N, R, C> +
|
where DefaultAllocator: Allocator<N, DimMinimum<R, C>, C> +
|
||||||
Allocator<N, DimMinimum<R, C>, C> +
|
|
||||||
Allocator<N, R, DimMinimum<R, C>> +
|
Allocator<N, R, DimMinimum<R, C>> +
|
||||||
Allocator<N, DimMinimum<R, C>>,
|
Allocator<N, DimMinimum<R, C>>,
|
||||||
MatrixMN<N, R, DimMinimum<R, C>>: Copy,
|
MatrixMN<N, R, DimMinimum<R, C>>: Copy,
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use num_complex::Complex;
|
use num_complex::Complex;
|
||||||
use std::ops::MulAssign;
|
use std::ops::MulAssign;
|
||||||
|
|
||||||
@ -12,7 +15,20 @@ use linalg::SymmetricTridiagonal;
|
|||||||
use geometry::UnitComplex;
|
use geometry::UnitComplex;
|
||||||
|
|
||||||
|
|
||||||
/// The eigendecomposition of a symmetric matrix.
|
/// Eigendecomposition of a symmetric matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Serialize,
|
||||||
|
MatrixN<N, D>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, D>,
|
||||||
|
VectorN<N, D>: serde::Deserialize<'de>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct SymmetricEigen<N: Real, D: Dim>
|
pub struct SymmetricEigen<N: Real, D: Dim>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
@ -24,7 +40,7 @@ pub struct SymmetricEigen<N: Real, D: Dim>
|
|||||||
pub eigenvalues: VectorN<N, D>
|
pub eigenvalues: VectorN<N, D>
|
||||||
}
|
}
|
||||||
|
|
||||||
impl<N: Real, D: Dim> SymmetricEigen<N, D>
|
impl<N: Real, D: Dim> Copy for SymmetricEigen<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
Allocator<N, D>,
|
Allocator<N, D>,
|
||||||
MatrixN<N, D>: Copy,
|
MatrixN<N, D>: Copy,
|
||||||
@ -35,7 +51,7 @@ impl<N: Real, D: Dim> SymmetricEigen<N, D>
|
|||||||
Allocator<N, D> {
|
Allocator<N, D> {
|
||||||
/// Computes the eigendecomposition of the given symmetric matrix.
|
/// Computes the eigendecomposition of the given symmetric matrix.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular and diagonal parts of `m` are read.
|
/// Only the lower-triangular parts (including its diagonal) of `m` is read.
|
||||||
pub fn new(m: MatrixN<N, D>) -> Self
|
pub fn new(m: MatrixN<N, D>) -> Self
|
||||||
where D: DimSub<U1>,
|
where D: DimSub<U1>,
|
||||||
DefaultAllocator: Allocator<N, DimDiff<D, U1>> {
|
DefaultAllocator: Allocator<N, DimDiff<D, U1>> {
|
||||||
@ -46,11 +62,11 @@ impl<N: Real, D: Dim> SymmetricEigen<N, D>
|
|||||||
/// Computes the eigendecomposition of the given symmetric matrix with user-specified
|
/// Computes the eigendecomposition of the given symmetric matrix with user-specified
|
||||||
/// convergence parameters.
|
/// convergence parameters.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular and diagonal parts of `m` are read.
|
/// Only the lower-triangular part (including its diagonal) of `m` is read.
|
||||||
///
|
///
|
||||||
/// # Arguments
|
/// # Arguments
|
||||||
///
|
///
|
||||||
/// * `eps` − tolerence used to determine when a value converged to 0.
|
/// * `eps` − tolerance used to determine when a value converged to 0.
|
||||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
/// * `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
|
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||||
/// continues indefinitely until convergence.
|
/// continues indefinitely until convergence.
|
||||||
@ -277,7 +293,7 @@ impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
|||||||
|
|
||||||
/// Computes the eigendecomposition of this symmetric matrix.
|
/// Computes the eigendecomposition of this symmetric matrix.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular part (including the diagonal) of `m` are read.
|
/// Only the lower-triangular part (including the diagonal) of `m` is read.
|
||||||
pub fn symmetric_eigen(self) -> SymmetricEigen<N, D> {
|
pub fn symmetric_eigen(self) -> SymmetricEigen<N, D> {
|
||||||
SymmetricEigen::new(self.into_owned())
|
SymmetricEigen::new(self.into_owned())
|
||||||
}
|
}
|
||||||
@ -285,11 +301,11 @@ impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
|||||||
/// Computes the eigendecomposition of the given symmetric matrix with user-specified
|
/// Computes the eigendecomposition of the given symmetric matrix with user-specified
|
||||||
/// convergence parameters.
|
/// convergence parameters.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular and diagonal parts of `m` are read.
|
/// Only the lower-triangular part (including the diagonal) of `m` is read.
|
||||||
///
|
///
|
||||||
/// # Arguments
|
/// # Arguments
|
||||||
///
|
///
|
||||||
/// * `eps` − tolerence used to determine when a value converged to 0.
|
/// * `eps` − tolerance used to determine when a value converged to 0.
|
||||||
/// * `max_niter` − maximum total number of iterations performed by the algorithm. If this
|
/// * `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
|
/// number of iteration is exceeded, `None` is returned. If `niter == 0`, then the algorithm
|
||||||
/// continues indefinitely until convergence.
|
/// continues indefinitely until convergence.
|
||||||
|
@ -1,3 +1,6 @@
|
|||||||
|
#[cfg(feature = "serde-serialize")]
|
||||||
|
use serde;
|
||||||
|
|
||||||
use alga::general::Real;
|
use alga::general::Real;
|
||||||
use core::{SquareMatrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
use core::{SquareMatrix, MatrixN, MatrixMN, VectorN, DefaultAllocator};
|
||||||
use dimension::{DimSub, DimDiff, U1};
|
use dimension::{DimSub, DimDiff, U1};
|
||||||
@ -7,7 +10,20 @@ use allocator::Allocator;
|
|||||||
use linalg::householder;
|
use linalg::householder;
|
||||||
|
|
||||||
|
|
||||||
/// The tridiagonalization of a symmetric matrix.
|
/// Tridiagonalization of a symmetric matrix.
|
||||||
|
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(serialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Serialize,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Serialize")))]
|
||||||
|
#[cfg_attr(feature = "serde-serialize",
|
||||||
|
serde(bound(deserialize =
|
||||||
|
"DefaultAllocator: Allocator<N, D, D> +
|
||||||
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
|
MatrixN<N, D>: serde::Deserialize<'de>,
|
||||||
|
VectorN<N, DimDiff<D, U1>>: serde::Deserialize<'de>")))]
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
pub struct SymmetricTridiagonal<N: Real, D: DimSub<U1>>
|
pub struct SymmetricTridiagonal<N: Real, D: DimSub<U1>>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
@ -16,7 +32,7 @@ pub struct SymmetricTridiagonal<N: Real, D: DimSub<U1>>
|
|||||||
off_diagonal: VectorN<N, DimDiff<D, U1>>
|
off_diagonal: VectorN<N, DimDiff<D, U1>>
|
||||||
}
|
}
|
||||||
|
|
||||||
impl<N: Real, D: DimSub<U1>> SymmetricTridiagonal<N, D>
|
impl<N: Real, D: DimSub<U1>> Copy for SymmetricTridiagonal<N, D>
|
||||||
where DefaultAllocator: Allocator<N, D, D> +
|
where DefaultAllocator: Allocator<N, D, D> +
|
||||||
Allocator<N, DimDiff<D, U1>>,
|
Allocator<N, DimDiff<D, U1>>,
|
||||||
MatrixN<N, D>: Copy,
|
MatrixN<N, D>: Copy,
|
||||||
@ -28,7 +44,7 @@ impl<N: Real, D: DimSub<U1>> SymmetricTridiagonal<N, D>
|
|||||||
|
|
||||||
/// Computes the tridiagonalization of the symmetric matrix `m`.
|
/// Computes the tridiagonalization of the symmetric matrix `m`.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular and diagonal parts of `m` are read.
|
/// Only the lower-triangular part (including the diagonal) of `m` is read.
|
||||||
pub fn new(mut m: MatrixN<N, D>) -> Self {
|
pub fn new(mut m: MatrixN<N, D>) -> Self {
|
||||||
let dim = m.data.shape().0;
|
let dim = m.data.shape().0;
|
||||||
|
|
||||||
@ -124,7 +140,7 @@ impl<N: Real, D: DimSub<U1>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
|
|||||||
|
|
||||||
/// Computes the tridiagonalization of this symmetric matrix.
|
/// Computes the tridiagonalization of this symmetric matrix.
|
||||||
///
|
///
|
||||||
/// Only the lower-triangular and diagonal parts of `self` are read.
|
/// Only the lower-triangular part (including the diagonal) of `m` is read.
|
||||||
pub fn symmetric_tridiagonalize(self) -> SymmetricTridiagonal<N, D> {
|
pub fn symmetric_tridiagonalize(self) -> SymmetricTridiagonal<N, D> {
|
||||||
SymmetricTridiagonal::new(self.into_owned())
|
SymmetricTridiagonal::new(self.into_owned())
|
||||||
}
|
}
|
||||||
|
Loading…
Reference in New Issue
Block a user