#[cfg(feature = "serde-serialize")] use serde::{Serialize, Deserialize}; use alga::general::{Field, Real}; use allocator::{Allocator, Reallocator}; use base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, Scalar}; use constraint::{SameNumberOfRows, ShapeConstraint}; use dimension::{Dim, DimMin, DimMinimum}; use std::mem; use storage::{Storage, StorageMut}; use linalg::PermutationSequence; /// LU decomposition with partial (row) pivoting. #[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))] #[cfg_attr( feature = "serde-serialize", serde( bound( serialize = "DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, MatrixMN: Serialize, PermutationSequence>: Serialize" ) ) )] #[cfg_attr( feature = "serde-serialize", serde( bound( deserialize = "DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, MatrixMN: Deserialize<'de>, PermutationSequence>: Deserialize<'de>" ) ) )] #[derive(Clone, Debug)] pub struct LU, C: Dim> where DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, { lu: MatrixMN, p: PermutationSequence>, } impl, C: Dim> Copy for LU where DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, MatrixMN: Copy, PermutationSequence>: Copy, { } /// Performs a LU decomposition to overwrite `out` with the inverse of `matrix`. /// /// If `matrix` is not invertible, `false` is returned and `out` may contain invalid data. pub fn try_invert_to( mut matrix: MatrixN, out: &mut Matrix, ) -> bool where S: StorageMut, DefaultAllocator: Allocator, { assert!( matrix.is_square(), "LU inversion: unable to invert a rectangular matrix." ); let dim = matrix.nrows(); out.fill_with_identity(); for i in 0..dim { let piv = matrix.slice_range(i.., i).iamax() + i; let diag = matrix[(piv, i)]; if diag.is_zero() { return false; } if piv != i { out.swap_rows(i, piv); matrix.columns_range_mut(..i).swap_rows(i, piv); gauss_step_swap(&mut matrix, diag, i, piv); } else { gauss_step(&mut matrix, diag, i); } } let _ = matrix.solve_lower_triangular_with_diag_mut(out, N::one()); matrix.solve_upper_triangular_mut(out) } impl, C: Dim> LU where DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, { /// Computes the LU decomposition with partial (row) pivoting of `matrix`. pub fn new(mut matrix: MatrixMN) -> Self { let (nrows, ncols) = matrix.data.shape(); let min_nrows_ncols = nrows.min(ncols); let mut p = PermutationSequence::identity_generic(min_nrows_ncols); if min_nrows_ncols.value() == 0 { return LU { lu: matrix, p: p }; } for i in 0..min_nrows_ncols.value() { let piv = matrix.slice_range(i.., i).iamax() + i; let diag = matrix[(piv, i)]; if diag.is_zero() { // No non-zero entries on this column. continue; } if piv != i { p.append_permutation(i, piv); matrix.columns_range_mut(..i).swap_rows(i, piv); gauss_step_swap(&mut matrix, diag, i, piv); } else { gauss_step(&mut matrix, diag, i); } } LU { lu: matrix, p: p } } #[doc(hidden)] pub fn lu_internal(&self) -> &MatrixMN { &self.lu } /// The lower triangular matrix of this decomposition. #[inline] pub fn l(&self) -> MatrixMN> where DefaultAllocator: Allocator>, { let (nrows, ncols) = self.lu.data.shape(); let mut m = self.lu.columns_generic(0, nrows.min(ncols)).into_owned(); m.fill_upper_triangle(N::zero(), 1); m.fill_diagonal(N::one()); m } /// The lower triangular matrix of this decomposition. fn l_unpack_with_p( self, ) -> ( MatrixMN>, PermutationSequence>, ) where DefaultAllocator: Reallocator>, { let (nrows, ncols) = self.lu.data.shape(); let mut m = self.lu.resize_generic(nrows, nrows.min(ncols), N::zero()); m.fill_upper_triangle(N::zero(), 1); m.fill_diagonal(N::one()); (m, self.p) } /// The lower triangular matrix of this decomposition. #[inline] pub fn l_unpack(self) -> MatrixMN> where DefaultAllocator: Reallocator>, { let (nrows, ncols) = self.lu.data.shape(); let mut m = self.lu.resize_generic(nrows, nrows.min(ncols), N::zero()); m.fill_upper_triangle(N::zero(), 1); m.fill_diagonal(N::one()); m } /// The upper triangular matrix of this decomposition. #[inline] pub fn u(&self) -> MatrixMN, C> where DefaultAllocator: Allocator, C>, { let (nrows, ncols) = self.lu.data.shape(); self.lu.rows_generic(0, nrows.min(ncols)).upper_triangle() } /// The row permutations of this decomposition. #[inline] pub fn p(&self) -> &PermutationSequence> { &self.p } /// The row permutations and two triangular matrices of this decomposition: `(P, L, U)`. #[inline] pub fn unpack( self, ) -> ( PermutationSequence>, MatrixMN>, MatrixMN, C>, ) where DefaultAllocator: Allocator> + Allocator, C> + Reallocator>, { // Use reallocation for either l or u. let u = self.u(); let (l, p) = self.l_unpack_with_p(); (p, l, u) } } impl> LU where DefaultAllocator: Allocator + Allocator<(usize, usize), D>, { /// 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: Storage, 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` may /// be overwritten with garbage. pub fn solve_mut(&self, b: &mut Matrix) -> bool where S2: StorageMut, ShapeConstraint: SameNumberOfRows, { assert_eq!( self.lu.nrows(), b.nrows(), "LU solve matrix dimension mismatch." ); assert!( self.lu.is_square(), "LU solve: unable to solve a non-square system." ); self.p.permute_rows(b); let _ = self.lu.solve_lower_triangular_with_diag_mut(b, N::one()); self.lu.solve_upper_triangular_mut(b) } /// Computes the inverse of the decomposed matrix. /// /// Returns `None` if the matrix is not invertible. pub fn try_inverse(&self) -> Option> { assert!( self.lu.is_square(), "LU inverse: unable to compute the inverse of a non-square matrix." ); let (nrows, ncols) = self.lu.data.shape(); let mut res = MatrixN::identity_generic(nrows, ncols); if self.try_inverse_to(&mut res) { Some(res) } else { None } } /// 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 be /// overwritten with garbage. pub fn try_inverse_to>(&self, out: &mut Matrix) -> bool { 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." ); out.fill_with_identity(); self.solve_mut(out) } /// Computes the determinant of the decomposed matrix. pub fn determinant(&self) -> N { let dim = self.lu.nrows(); assert!( self.lu.is_square(), "LU determinant: unable to compute the determinant of a non-square matrix." ); let mut res = N::one(); for i in 0..dim { res *= unsafe { *self.lu.get_unchecked(i, i) }; } res * self.p.determinant() } /// Indicates if the decomposed matrix is invertible. pub fn is_invertible(&self) -> bool { assert!( self.lu.is_square(), "QR: unable to test the invertibility of a non-square matrix." ); for i in 0..self.lu.nrows() { if self.lu[(i, i)].is_zero() { return false; } } true } } #[doc(hidden)] /// Executes one step of gaussian elimination on the i-th row and column of `matrix`. The diagonal /// element `matrix[(i, i)]` is provided as argument. pub fn gauss_step(matrix: &mut Matrix, diag: N, i: usize) where N: Scalar + Field, S: StorageMut, { let mut submat = matrix.slice_range_mut(i.., i..); let inv_diag = N::one() / diag; let (mut coeffs, mut submat) = submat.columns_range_pair_mut(0, 1..); let mut coeffs = coeffs.rows_range_mut(1..); coeffs *= inv_diag; let (pivot_row, mut down) = submat.rows_range_pair_mut(0, 1..); for k in 0..pivot_row.ncols() { down.column_mut(k).axpy(-pivot_row[k], &coeffs, N::one()); } } #[doc(hidden)] /// Swaps the rows `i` with the row `piv` and executes one step of gaussian elimination on the i-th /// row and column of `matrix`. The diagonal element `matrix[(i, i)]` is provided as argument. pub fn gauss_step_swap( matrix: &mut Matrix, diag: N, i: usize, piv: usize, ) where N: Scalar + Field, S: StorageMut, { let piv = piv - i; let mut submat = matrix.slice_range_mut(i.., i..); let inv_diag = N::one() / diag; let (mut coeffs, mut submat) = submat.columns_range_pair_mut(0, 1..); coeffs.swap((0, 0), (piv, 0)); let mut coeffs = coeffs.rows_range_mut(1..); coeffs *= inv_diag; let (mut pivot_row, mut down) = submat.rows_range_pair_mut(0, 1..); for k in 0..pivot_row.ncols() { mem::swap(&mut pivot_row[k], &mut down[(piv - 1, k)]); down.column_mut(k).axpy(-pivot_row[k], &coeffs, N::one()); } } impl, C: Dim, S: Storage> Matrix where DefaultAllocator: Allocator + Allocator<(usize, usize), DimMinimum>, { /// Computes the LU decomposition with partial (row) pivoting of `matrix`. pub fn lu(self) -> LU { LU::new(self.into_owned()) } }