module Numeric.LAPACK.Matrix.Banded.Basic (
Banded,
General,
Square,
Upper,
Lower,
Diagonal,
fromList,
squareFromList,
lowerFromList,
upperFromList,
mapExtent,
diagonal,
takeDiagonal,
toFull,
toLowerTriangular,
toUpperTriangular,
transpose,
adjoint,
multiplyVector,
multiply,
multiplyFull,
) where
import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape
import qualified Numeric.LAPACK.Matrix.Extent.Private as Extent
import qualified Numeric.LAPACK.Matrix.Triangular.Private as TriangularPriv
import qualified Numeric.LAPACK.Matrix.Triangular.Basic as Triangular
import qualified Numeric.LAPACK.Matrix.Private as Matrix
import qualified Numeric.LAPACK.Vector as Vector
import qualified Numeric.LAPACK.Private as Private
import Numeric.LAPACK.Matrix.Shape.Private
(Order(RowMajor,ColumnMajor), transposeFromOrder, swapOnRowMajor,
UnaryProxy, addOffDiagonals)
import Numeric.LAPACK.Vector (Vector)
import Numeric.LAPACK.Scalar (zero, one)
import Numeric.LAPACK.Private
(fill, pointerSeq, pokeCInt, copySubMatrix, copySubTrapezoid)
import qualified Numeric.BLAS.FFI.Generic as BlasGen
import qualified Numeric.Netlib.Utility as Call
import qualified Numeric.Netlib.Class as Class
import qualified Type.Data.Num.Unary.Literal as TypeNum
import qualified Type.Data.Num.Unary.Proof as Proof
import qualified Type.Data.Num.Unary as Unary
import Type.Data.Num.Unary ((:+:))
import Type.Data.Num (integralFromProxy)
import Type.Base.Proxy (Proxy(Proxy))
import qualified Data.Array.Comfort.Storable.Unchecked as Array
import qualified Data.Array.Comfort.Shape as Shape
import Data.Array.Comfort.Storable.Unchecked (Array(Array))
import Foreign.Marshal.Array (advancePtr)
import Foreign.ForeignPtr (ForeignPtr, withForeignPtr)
import Foreign.Ptr (Ptr)
import Foreign.Storable (Storable)
import qualified Control.Monad.Trans.Maybe as MM
import qualified Control.Monad.Trans.Reader as MR
import Control.Monad.Trans.Cont (ContT(ContT), evalContT)
import Control.Monad.IO.Class (liftIO)
import Control.Monad (mzero, void)
import Data.Foldable (forM_)
import Data.Tuple.HT (swap)
import Data.Ord.HT (limit)
type Banded sub super vert horiz height width =
Array (MatrixShape.Banded sub super vert horiz height width)
type General sub super height width =
Array (MatrixShape.BandedGeneral sub super height width)
type Square sub super size =
Array (MatrixShape.BandedSquare sub super size)
type Lower sub size = Square sub TypeNum.U0 size
type Upper super size = Square TypeNum.U0 super size
type Diagonal size = Square TypeNum.U0 TypeNum.U0 size
fromList ::
(Unary.Natural sub, Unary.Natural super,
Shape.C height, Shape.C width, Storable a) =>
(UnaryProxy sub, UnaryProxy super) -> Order -> height -> width -> [a] ->
General sub super height width a
fromList offDiag order height width =
fromListGen offDiag order (Extent.general height width)
squareFromList ::
(Unary.Natural sub, Unary.Natural super, Shape.C size, Storable a) =>
(UnaryProxy sub, UnaryProxy super) -> Order -> size -> [a] ->
Square sub super size a
squareFromList offDiag order size =
fromListGen offDiag order (Extent.square size)
lowerFromList ::
(Unary.Natural sub, Shape.C size, Storable a) =>
UnaryProxy sub -> Order -> size -> [a] -> Lower sub size a
lowerFromList numOff order size =
fromListGen (numOff,Proxy) order (Extent.square size)
upperFromList ::
(Unary.Natural super, Shape.C size, Storable a) =>
UnaryProxy super -> Order -> size -> [a] -> Upper super size a
upperFromList numOff order size =
fromListGen (Proxy,numOff) order (Extent.square size)
fromListGen ::
(Unary.Natural sub, Unary.Natural super,
Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Storable a) =>
(UnaryProxy sub, UnaryProxy super) -> Order ->
Extent.Extent vert horiz height width -> [a] ->
Banded sub super vert horiz height width a
fromListGen offDiag order extent =
Array.fromList (MatrixShape.Banded offDiag order extent)
mapExtent ::
(Extent.C vertA, Extent.C horizA) =>
(Extent.C vertB, Extent.C horizB) =>
Extent.Map vertA horizA vertB horizB height width ->
Banded super sub vertA horizA height width a ->
Banded super sub vertB horizB height width a
mapExtent f = Array.mapShape $ MatrixShape.bandedMapExtent f
transpose ::
(Extent.C vert, Extent.C horiz) =>
Banded sub super vert horiz height width a ->
Banded super sub horiz vert width height a
transpose = Array.mapShape MatrixShape.bandedTranspose
adjoint ::
(Unary.Natural super, Unary.Natural sub, Extent.C vert, Extent.C horiz,
Shape.C width, Shape.C height, Class.Floating a) =>
Banded sub super vert horiz height width a ->
Banded super sub horiz vert width height a
adjoint = Vector.conjugate . transpose
diagonal :: (Shape.C sh, Class.Floating a) => Vector sh a -> Diagonal sh a
diagonal (Array sh x) =
Array (MatrixShape.bandedSquare (Proxy,Proxy) ColumnMajor sh) x
takeDiagonal ::
(Unary.Natural sub, Unary.Natural super, Shape.C sh, Class.Floating a) =>
Square sub super sh a -> Vector sh a
takeDiagonal (Array (MatrixShape.Banded (sub,super) order extent) x) =
let size = Extent.squareSize extent
kl = integralFromProxy sub
ku = integralFromProxy super
in if (kl,ku) == (0,0)
then Array size x
else
Array.unsafeCreateWithSize size $ \n yPtr -> evalContT $ do
nPtr <- Call.cint n
xPtr <- ContT $ withForeignPtr x
let k =
case order of
RowMajor -> kl
ColumnMajor -> ku
incxPtr <- Call.cint (kl+ku+1)
incyPtr <- Call.cint 1
liftIO $
BlasGen.copy nPtr (advancePtr xPtr k) incxPtr yPtr incyPtr
multiplyVector ::
(Unary.Natural sub, Unary.Natural super,
Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width, Eq width,
Class.Floating a) =>
Banded sub super vert horiz height width a ->
Vector width a -> Vector height a
multiplyVector
(Array (MatrixShape.Banded numOff order extent) a) (Array width x) =
let height = Extent.height extent
in Array.unsafeCreate height $ \yPtr -> do
Call.assert "Banded.multiplyVector: shapes mismatch"
(Extent.width extent == width)
let (m,n) = MatrixShape.dimensions $ MatrixShape.Full order extent
let (kl,ku) = MatrixShape.numOffDiagonals order numOff
evalContT $ do
transPtr <- Call.char $ transposeFromOrder order
mPtr <- Call.cint m
nPtr <- Call.cint n
klPtr <- Call.cint kl
kuPtr <- Call.cint ku
alphaPtr <- Call.number one
aPtr <- ContT $ withForeignPtr a
ldaPtr <- Call.leadingDim $ kl+1+ku
xPtr <- ContT $ withForeignPtr x
incxPtr <- Call.cint 1
betaPtr <- Call.number zero
incyPtr <- Call.cint 1
liftIO $
Private.gbmv transPtr mPtr nPtr klPtr kuPtr
alphaPtr aPtr ldaPtr xPtr incxPtr betaPtr yPtr incyPtr
multiply ::
(Unary.Natural subA, Unary.Natural superA,
Unary.Natural subB, Unary.Natural superB,
(subA :+: subB) ~ subC,
(superA :+: superB) ~ superC,
Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Shape.C fuse, Eq fuse,
Class.Floating a) =>
Banded subA superA vert horiz height fuse a ->
Banded subB superB vert horiz fuse width a ->
Banded subC superC vert horiz height width a
multiply
(Array (MatrixShape.Banded numOffA orderA extentA) a)
(Array (MatrixShape.Banded numOffB orderB extentB) b) =
case (addOffDiagonals numOffA numOffB, Extent.fuse extentA extentB) of
(_, Nothing) -> error "Banded.multiply: shapes mismatch"
(((Proof.Nat, Proof.Nat), numOffC), Just extent) ->
Array.unsafeCreate
(MatrixShape.Banded numOffC orderB extent) $ \cPtr ->
let (height,fuse) = Extent.dimensions extentA
width = Extent.width extentB
in case (orderA,orderB) of
(ColumnMajor,ColumnMajor) ->
multiplyColumnMajor ColumnMajor
numOffA numOffB (height,fuse,width) a b cPtr
(RowMajor,ColumnMajor) ->
multiplyColumnMajor RowMajor
numOffA numOffB (height,fuse,width) a b cPtr
(ColumnMajor,RowMajor) ->
multiplyColumnRowMajor
(swap numOffB) (swap numOffA)
(width,fuse,height) b a cPtr
(RowMajor,RowMajor) ->
multiplyColumnMajor ColumnMajor
(swap numOffB) (swap numOffA)
(width,fuse,height) b a cPtr
multiplyColumnMajor ::
(Unary.Natural subA, Unary.Natural superA,
Unary.Natural subB, Unary.Natural superB,
Shape.C height, Shape.C width, Shape.C fuse,
Class.Floating a) =>
Order ->
(UnaryProxy subA, UnaryProxy superA) ->
(UnaryProxy subB, UnaryProxy superB) ->
(height, fuse, width) ->
ForeignPtr a -> ForeignPtr a -> Ptr a -> IO ()
multiplyColumnMajor orderA (subA,superA) (subB,superB)
(height,fuse,width) a b cPtr = do
let m = Shape.size height
let k = Shape.size fuse
let n = Shape.size width
let (kla,kua) = (integralFromProxy subA, integralFromProxy superA)
let (klb,kub) = (integralFromProxy subB, integralFromProxy superB)
let ku = kua+kub
let kl = kla+klb
let lda0 = kla+kua
let ldb0 = klb+kub
let ldc0 = lda0+ldb0
let lda = lda0+1
let ldc = ldc0+1
evalContT $ do
transPtr <- Call.char $ transposeFromOrder orderA
mPtr <- Call.alloca
nPtr <- Call.alloca
klPtr <- Call.alloca
kuPtr <- Call.alloca
let ((miPtr,kliPtr),(niPtr,kuiPtr)) =
swapOnRowMajor orderA ((mPtr,klPtr),(nPtr,kuPtr))
alphaPtr <- Call.number one
aPtr <- ContT $ withForeignPtr a
ldaPtr <- Call.leadingDim lda
bPtr <- ContT $ withForeignPtr b
incxPtr <- Call.cint 1
betaPtr <- Call.number zero
incyPtr <- Call.cint 1
liftIO $
forM_ (take n [0..]) $ \i -> do
let top = max 0 (iku)
let bottom = min m (i+kl+1)
let left = max 0 (ikub)
let right = min k (i+klb+1)
pokeCInt miPtr $ max 0 $ bottomtop
pokeCInt niPtr $ max 0 $ rightleft
let d = topleft; kli = klad; kui = kua+d
pokeCInt kuiPtr kui
pokeCInt kliPtr kli
let j0 = i*ldc
let j1 = i*ldc0 + top+ku
let j2 = i*ldc0 + bottom+ku
fill zero (j1j0) (advancePtr cPtr j0)
let aOffset =
case orderA of
ColumnMajor -> left
RowMajor -> top
Private.gbmv transPtr mPtr nPtr klPtr kuPtr
alphaPtr
(advancePtr aPtr (aOffset*lda)) ldaPtr
(advancePtr bPtr (i*ldb0 + left+kub)) incxPtr
betaPtr
(advancePtr cPtr j1) incyPtr
fill zero (j0+ldcj2) (advancePtr cPtr j2)
multiplyColumnRowMajor ::
(Unary.Natural subA, Unary.Natural superA,
Unary.Natural subB, Unary.Natural superB,
Shape.C height, Shape.C width, Shape.C fuse,
Class.Floating a) =>
(UnaryProxy subA, UnaryProxy superA) ->
(UnaryProxy subB, UnaryProxy superB) ->
(height, fuse, width) ->
ForeignPtr a -> ForeignPtr a -> Ptr a -> IO ()
multiplyColumnRowMajor (subA,superA) (subB,superB)
(height,fuse,width) a b cPtr = do
let m = Shape.size height
let k = Shape.size fuse
let n = Shape.size width
let (kla,kua) = (integralFromProxy subA, integralFromProxy superA)
let (klb,kub) = (integralFromProxy subB, integralFromProxy superB)
let ku = kua+kub
let kl = kla+klb
let lda0 = kla+kua
let ldb0 = klb+kub
let ldc0 = kl+ku
let ldc = ldc0+1
fill zero (ldc*n) cPtr
evalContT $ do
mPtr <- Call.alloca
nPtr <- Call.alloca
alphaPtr <- Call.number one
aPtr <- ContT $ withForeignPtr a
bPtr <- ContT $ withForeignPtr b
incxPtr <- Call.cint 1
incyPtr <- Call.cint 1
ldc0Ptr <- Call.leadingDim $ ldc0 + if ldb0==0 then 1 else 0
liftIO $
forM_ (take k [0..]) $ \i -> do
let top = max 0 (ikua)
let bottom = min m (i+kla+1)
let left = max 0 (iklb)
let right = min n (i+kub+1)
pokeCInt mPtr $ max 0 $ bottomtop
pokeCInt nPtr $ max 0 $ rightleft
BlasGen.geru mPtr nPtr alphaPtr
(advancePtr aPtr (i*lda0+top+kua)) incxPtr
(advancePtr bPtr (i*ldb0+left+klb)) incyPtr
(advancePtr cPtr (left*ldc0+top+ku)) ldc0Ptr
multiplyFull ::
(Unary.Natural sub, Unary.Natural super,
Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Shape.C fuse, Eq fuse,
Class.Floating a) =>
Banded sub super vert horiz height fuse a ->
Matrix.Full vert horiz fuse width a -> Matrix.Full vert horiz height width a
multiplyFull
(Array (MatrixShape.Banded numOff orderA extentA) a)
(Array (MatrixShape.Full orderB extentB) b) =
case Extent.fuse extentA extentB of
Nothing -> error "Banded.multiplyFull: shapes mismatch"
Just extent ->
Array.unsafeCreate (MatrixShape.Full orderB extent) $ \cPtr ->
let (height,fuse) = Extent.dimensions extentA
width = Extent.width extentB
in case orderB of
ColumnMajor ->
multiplyFullColumnMajor
numOff (height,fuse,width) orderA extentA a b cPtr
RowMajor ->
multiplyFullRowMajor
numOff (height,fuse,width) orderA a b cPtr
multiplyFullColumnMajor ::
(Unary.Natural sub, Unary.Natural super,
Extent.C vert, Extent.C horiz,
Shape.C height, Shape.C width, Shape.C fuse,
Class.Floating a) =>
(UnaryProxy sub, UnaryProxy super) ->
(height, fuse, width) ->
Order -> Extent.Extent vert horiz height fuse ->
ForeignPtr a -> ForeignPtr a -> Ptr a -> IO ()
multiplyFullColumnMajor numOff (height,fuse,width) orderA extentA a b cPtr = do
let (m,n) = MatrixShape.dimensions $ MatrixShape.Full orderA extentA
let k = Shape.size width
let (kl,ku) = MatrixShape.numOffDiagonals orderA numOff
evalContT $ do
transPtr <- Call.char $ transposeFromOrder orderA
mPtr <- Call.cint m
nPtr <- Call.cint n
klPtr <- Call.cint kl
kuPtr <- Call.cint ku
alphaPtr <- Call.number one
aPtr <- ContT $ withForeignPtr a
ldaPtr <- Call.leadingDim $ kl+1+ku
bPtr <- ContT $ withForeignPtr b
incxPtr <- Call.cint 1
betaPtr <- Call.number zero
incyPtr <- Call.cint 1
liftIO $
forM_ (take k $
zip (pointerSeq (Shape.size fuse) bPtr)
(pointerSeq (Shape.size height) cPtr)) $
\(xPtr,yPtr) ->
Private.gbmv transPtr mPtr nPtr klPtr kuPtr
alphaPtr aPtr ldaPtr xPtr incxPtr
betaPtr yPtr incyPtr
multiplyFullRowMajor ::
(Unary.Natural sub, Unary.Natural super,
Shape.C height, Shape.C width, Shape.C fuse,
Class.Floating a) =>
(UnaryProxy sub, UnaryProxy super) ->
(height, fuse, width) ->
Order -> ForeignPtr a -> ForeignPtr a -> Ptr a -> IO ()
multiplyFullRowMajor (sub,super) (height,fuse,width) orderA a b cPtr = do
let m = Shape.size height
let n = Shape.size fuse
let k = Shape.size width
let kl = integralFromProxy sub
let ku = integralFromProxy super
let lda0 = kl+ku
let lda = lda0+1
evalContT $ do
transPtr <- Call.char 'N'
kPtr <- Call.cint k
dPtr <- Call.alloca
alphaPtr <- Call.number one
aPtr <- ContT $ withForeignPtr a
bPtr <- ContT $ withForeignPtr b
ldbPtr <- Call.leadingDim k
incxPtr <- Call.cint $
case orderA of
RowMajor -> 1
ColumnMajor -> max 1 lda0
betaPtr <- Call.number zero
incyPtr <- Call.cint 1
liftIO $
forM_ (take m $ zip [0..] $
zip (pointerSeq lda aPtr) (pointerSeq k cPtr)) $
\(i,(xPtr,yPtr)) -> do
let firstRow = limit (0,n) (ikl)
let last1Row = limit (0,n) (i+ku+1)
let biPtr = advancePtr bPtr (firstRow*k)
let xOffset =
case orderA of
RowMajor -> firstRowi+kl
ColumnMajor -> (firstRowi)*lda0+ku
let xiPtr = advancePtr xPtr xOffset
pokeCInt dPtr $ last1Row firstRow
Private.gemv transPtr kPtr dPtr
alphaPtr biPtr ldbPtr xiPtr incxPtr
betaPtr yPtr incyPtr
toLowerTriangular ::
(Unary.Natural sub, Shape.C sh, Class.Floating a) =>
Lower sub sh a -> Triangular.Lower sh a
toLowerTriangular =
Triangular.transpose . toUpperTriangular . transpose
toUpperTriangular ::
(Unary.Natural super, Shape.C sh, Class.Floating a) =>
Upper super sh a -> Triangular.Upper sh a
toUpperTriangular (Array (MatrixShape.Banded (_sub,super) order extent) a) =
let size = Extent.squareSize extent
in Array.unsafeCreateWithSize
(MatrixShape.Triangular MatrixShape.NonUnit MatrixShape.upper
order size) $
TriangularPriv.fromBanded
(integralFromProxy super) order (Shape.size size) a
toFull ::
(Unary.Natural sub, Unary.Natural super,
Extent.C vert, Extent.C horiz, Shape.C height, Shape.C width,
Class.Floating a) =>
Banded sub super vert horiz height width a ->
Matrix.Full vert horiz height width a
toFull (Array (MatrixShape.Banded (sub,super) order extent) a) =
Array.unsafeCreateWithSize (MatrixShape.Full order extent) $ \bSize bPtr ->
withForeignPtr a $ \aPtr -> do
let (height,width) = Extent.dimensions extent
fill zero bSize bPtr
case order of
ColumnMajor -> toFullColumnMajor (sub,super) (height,width) aPtr bPtr
RowMajor -> toFullColumnMajor (super,sub) (width,height) aPtr bPtr
toFullColumnMajor ::
(Unary.Natural sub, Unary.Natural super, Shape.C height, Shape.C width,
Class.Floating a) =>
(UnaryProxy sub, UnaryProxy super) -> (height,width) ->
Ptr a -> Ptr a -> IO ()
toFullColumnMajor (sub,super) (height,width) aPtr bPtr = do
let m = Shape.size height
let n = Shape.size width
let kl = integralFromProxy sub
let ku = integralFromProxy super
let lda0 = kl+ku
let lda = lda0+1
void $ MM.runMaybeT $ flip MR.runReaderT n $
if m > lda0
then do
let col0 = ku
withRightBound col0 $ \col ->
copyUpperTrapezoid (col+kl) col lda0 (advancePtr aPtr ku) m bPtr
let col1 = mkl
withRightBound col1 $ \col ->
copySubMatrix lda (colcol0)
lda (advancePtr aPtr (col0*lda))
(m+1) (advancePtr bPtr (col0*m))
let col2 = m+ku
withRightBound col2 $ \col ->
copySubTrapezoid 'L' lda0 (colcol1)
lda0 (advancePtr aPtr (col1*lda))
m (advancePtr bPtr (col1*m+mlda0))
else do
let col0 = max 0 $ mkl
withRightBound col0 $ \col ->
copyUpperTrapezoid (col+kl) col lda0 (advancePtr aPtr ku) m bPtr
let col1 = ku
withRightBound col1 $ \col ->
copySubMatrix m (colcol0)
lda0 (advancePtr aPtr (col0*lda+(col1col0)))
m (advancePtr bPtr (col0*m))
let col2 = m+ku
withRightBound col2 $ \col ->
copySubTrapezoid 'L' m (colcol1)
lda0 (advancePtr aPtr (ku*lda))
m (advancePtr bPtr (ku*m))
withRightBound ::
Int -> (Int -> IO a) -> MR.ReaderT Int (MM.MaybeT IO) a
withRightBound col act = do
n <- MR.ask
if n<=col
then liftIO (act n) >> mzero
else liftIO (act col)
copyUpperTrapezoid ::
(Class.Floating a) =>
Int -> Int -> Int -> Ptr a -> Int -> Ptr a -> IO ()
copyUpperTrapezoid m n lda aPtr ldb bPtr = do
let d = mn
copySubMatrix d n lda aPtr ldb bPtr
copySubTrapezoid 'U' n n
lda (advancePtr aPtr d)
ldb (advancePtr bPtr d)