{-# LANGUAGE TypeFamilies #-}
module Numeric.LAPACK.Matrix.Square.Eigen (
values,
schur,
decompose,
ComplexOf,
) where
import qualified Numeric.LAPACK.Matrix.Shape.Private as MatrixShape
import Numeric.LAPACK.Matrix.Shape.Private (Order(ColumnMajor), swapOnRowMajor)
import Numeric.LAPACK.Matrix.Private (Square, argSquare)
import Numeric.LAPACK.Vector (Vector)
import Numeric.LAPACK.Scalar (ComplexOf, RealOf, zero)
import Numeric.LAPACK.Private
(copyConjugate, copyToTemp, copyToColumnMajor,
withAutoWorkspaceInfo)
import qualified Numeric.LAPACK.FFI.Complex as LapackComplex
import qualified Numeric.LAPACK.FFI.Real as LapackReal
import qualified Numeric.BLAS.FFI.Real as BlasReal
import qualified Numeric.Netlib.Utility as Call
import qualified Numeric.Netlib.Class as Class
import qualified Data.Array.Comfort.Storable.Unchecked.Monadic as ArrayIO
import qualified Data.Array.Comfort.Storable.Unchecked as Array
import qualified Data.Array.Comfort.Shape as Shape
import Data.Array.Comfort.Storable (Array)
import Foreign.Marshal.Array (advancePtr, peekArray)
import Foreign.C.Types (CInt, CChar)
import Foreign.ForeignPtr (withForeignPtr)
import Foreign.Ptr (Ptr, nullPtr, nullFunPtr, castPtr)
import Foreign.Storable (Storable)
import Control.Monad.Trans.Cont (ContT(ContT), evalContT)
import Control.Monad.IO.Class (liftIO)
import Data.Complex (Complex)
values ::
(Shape.C sh, Class.Floating a) =>
Square sh a -> Vector sh (ComplexOf a)
values =
getValues $
Class.switchFloating
(Values valuesAux) (Values valuesAux)
(Values valuesAux) (Values valuesAux)
type Values_ sh a = Square sh a -> Vector sh (ComplexOf a)
newtype Values sh a = Values {getValues :: Values_ sh a}
valuesAux ::
(Shape.C sh, Class.Floating a, RealOf a ~ ar, Storable ar) =>
Values_ sh a
valuesAux = argSquare $ \_order size a ->
Array.unsafeCreateWithSize size $ \n wPtr -> do
let lda = n
evalContT $ do
jobvsPtr <- Call.char 'N'
sortPtr <- Call.char 'N'
aPtr <- copyToTemp (n*n) a
ldaPtr <- Call.leadingDim lda
sdimPtr <- Call.alloca
let vsPtr = nullPtr
ldvsPtr <- Call.leadingDim n
let bworkPtr = nullPtr
liftIO $
withAutoWorkspaceInfo eigenMsg "gees" $ \workPtr lworkPtr infoPtr ->
gees
jobvsPtr sortPtr n aPtr ldaPtr sdimPtr
wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr
schur ::
(Shape.C sh, Class.Floating a) =>
Square sh a -> (Square sh a, Square sh a)
schur =
getSchur $
Class.switchFloating
(Schur schurAux) (Schur schurAux)
(Schur schurAux) (Schur schurAux)
type Schur_ sh a = Square sh a -> (Square sh a, Square sh a)
newtype Schur sh a = Schur {getSchur :: Schur_ sh a}
schurAux ::
(Shape.C sh, Class.Floating a, RealOf a ~ ar, Storable ar) =>
Schur_ sh a
schurAux = argSquare $ \order size a ->
let sh = MatrixShape.square ColumnMajor size
in Array.unsafeCreateWithSizeAndResult sh $ \_ vsPtr ->
ArrayIO.unsafeCreate sh $ \sPtr -> do
let n = Shape.size size
let lda = n
evalContT $ do
jobvsPtr <- Call.char 'V'
sortPtr <- Call.char 'N'
aPtr <- ContT $ withForeignPtr a
liftIO $ copyToColumnMajor order n n aPtr sPtr
ldaPtr <- Call.leadingDim lda
sdimPtr <- Call.alloca
wPtr <- Call.allocaArray n
ldvsPtr <- Call.leadingDim n
let bworkPtr = nullPtr
liftIO $
withAutoWorkspaceInfo eigenMsg "gees" $ \workPtr lworkPtr infoPtr ->
gees
jobvsPtr sortPtr n sPtr ldaPtr sdimPtr
wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr
type GEES_ ar a =
Ptr CChar -> Ptr CChar -> Int -> Ptr a -> Ptr CInt ->
Ptr CInt -> Ptr (Complex ar) -> Ptr a -> Ptr CInt ->
Ptr a -> Ptr CInt -> Ptr Bool -> Ptr CInt -> IO ()
newtype GEES a = GEES {getGEES :: GEES_ (RealOf a) a}
gees :: Class.Floating a => GEES_ (RealOf a) a
gees =
getGEES $
Class.switchFloating
(GEES geesReal) (GEES geesReal) (GEES geesComplex) (GEES geesComplex)
geesReal :: Class.Real a => GEES_ a a
geesReal
jobvsPtr sortPtr n aPtr ldaPtr sdimPtr
wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr =
evalContT $ do
let selectPtr = nullFunPtr
nPtr <- Call.cint n
wrPtr <- Call.allocaArray n
wiPtr <- Call.allocaArray n
liftIO $
LapackReal.gees
jobvsPtr sortPtr selectPtr nPtr aPtr ldaPtr sdimPtr
wrPtr wiPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr
liftIO $ zipComplex n wrPtr wiPtr wPtr
geesComplex :: Class.Real a => GEES_ a (Complex a)
geesComplex
jobvsPtr sortPtr n aPtr ldaPtr sdimPtr
wPtr vsPtr ldvsPtr workPtr lworkPtr bworkPtr infoPtr =
evalContT $ do
let selectPtr = nullFunPtr
nPtr <- Call.cint n
rworkPtr <- Call.allocaArray n
liftIO $
LapackComplex.gees
jobvsPtr sortPtr selectPtr nPtr aPtr ldaPtr sdimPtr
wPtr vsPtr ldvsPtr workPtr lworkPtr rworkPtr bworkPtr infoPtr
decompose ::
(Shape.C sh, Class.Floating a) =>
Square sh a ->
(Square sh (ComplexOf a),
Vector sh (ComplexOf a),
Square sh (ComplexOf a))
decompose =
getDecompose $
Class.switchFloating
(Decompose decomposeReal)
(Decompose decomposeReal)
(Decompose decomposeComplex)
(Decompose decomposeComplex)
newtype Decompose sh a =
Decompose {
getDecompose ::
Square sh a ->
(Square sh (ComplexOf a),
Vector sh (ComplexOf a),
Square sh (ComplexOf a))
}
decomposeReal ::
(Shape.C sh, Class.Real a) =>
Square sh a ->
(Square sh (Complex a), Vector sh (Complex a), Square sh (Complex a))
decomposeReal = argSquare $ \order size a ->
(\(w, (vlc,vrc)) -> (vlc, w, vrc)) $
Array.unsafeCreateWithSizeAndResult size $ \n wPtr ->
evalContT $ do
jobvlPtr <- Call.char 'V'
jobvrPtr <- Call.char 'V'
nPtr <- Call.cint n
aPtr <- copyToTemp (n*n) a
ldaPtr <- Call.leadingDim n
wrPtr <- Call.allocaArray n
wiPtr <- Call.allocaArray n
vlPtr <- Call.allocaArray (n*n)
ldvlPtr <- Call.leadingDim n
vrPtr <- Call.allocaArray (n*n)
ldvrPtr <- Call.leadingDim n
liftIO $ withAutoWorkspaceInfo eigenMsg "geev" $
LapackReal.geev
jobvlPtr jobvrPtr nPtr aPtr ldaPtr
wrPtr wiPtr vlPtr ldvlPtr vrPtr ldvrPtr
liftIO $ zipComplex n wrPtr wiPtr wPtr
liftIO $ createArrayPair order (MatrixShape.square ColumnMajor size) $
\vlcPtr vrcPtr -> do
eigenvectorsToComplex n wiPtr vlPtr vlcPtr
eigenvectorsToComplex n wiPtr vrPtr vrcPtr
eigenvectorsToComplex ::
(Eq a, Class.Real a) =>
Int -> Ptr a -> Ptr a -> Ptr (Complex a) -> IO ()
eigenvectorsToComplex n wiPtr vPtr vcPtr = evalContT $ do
nPtr <- Call.cint n
zeroPtr <- Call.real zero
inc0Ptr <- Call.cint 0
inc1Ptr <- Call.cint 1
inc2Ptr <- Call.cint 2
liftIO $ do
let go _ _ [] = return ()
go xPtr yPtr (False:wi) = do
let yrPtr = castPtr yPtr
let yiPtr = advancePtr yrPtr 1
BlasReal.copy nPtr xPtr inc1Ptr yrPtr inc2Ptr
BlasReal.copy nPtr zeroPtr inc0Ptr yiPtr inc2Ptr
go (advancePtr xPtr n) (advancePtr yPtr n) wi
go xPtr yPtr (True:True:wi) = do
let xrPtr = xPtr
let xiPtr = advancePtr xPtr n
let yrPtr = castPtr yPtr
let yiPtr = advancePtr yrPtr 1
let y1Ptr = advancePtr yPtr n
BlasReal.copy nPtr xrPtr inc1Ptr yrPtr inc2Ptr
BlasReal.copy nPtr xiPtr inc1Ptr yiPtr inc2Ptr
copyConjugate nPtr yPtr inc1Ptr y1Ptr inc1Ptr
go (advancePtr xPtr (2*n)) (advancePtr yPtr (2*n)) wi
go _xPtr _yPtr wi =
error $ "eigenvectorToComplex: invalid non-real pattern " ++ show wi
go vPtr vcPtr . map (zero/=) =<< peekArray n wiPtr
decomposeComplex ::
(Shape.C sh, Class.Real a) =>
Square sh (Complex a) ->
(Square sh (Complex a), Vector sh (Complex a), Square sh (Complex a))
decomposeComplex = argSquare $ \order size a ->
(\(w, (vlc,vrc)) -> (vlc, w, vrc)) $
Array.unsafeCreateWithSizeAndResult size $ \n wPtr ->
evalContT $ do
jobvlPtr <- Call.char 'V'
jobvrPtr <- Call.char 'V'
nPtr <- Call.cint n
aPtr <- copyToTemp (n*n) a
ldaPtr <- Call.leadingDim n
ldvlPtr <- Call.leadingDim n
ldvrPtr <- Call.leadingDim n
rworkPtr <- Call.allocaArray (2*n)
liftIO $ createArrayPair order (MatrixShape.square ColumnMajor size) $
\vlPtr vrPtr ->
withAutoWorkspaceInfo eigenMsg "geev" $ \workPtr lworkPtr infoPtr ->
LapackComplex.geev
jobvlPtr jobvrPtr nPtr aPtr ldaPtr
wPtr vlPtr ldvlPtr vrPtr ldvrPtr
workPtr lworkPtr rworkPtr infoPtr
zipComplex ::
(Class.Real a) => Int -> Ptr a -> Ptr a -> Ptr (Complex a) -> IO ()
zipComplex n vr vi vc =
evalContT $ do
nPtr <- Call.cint n
incxPtr <- Call.cint 1
incyPtr <- Call.cint 2
let yPtr = castPtr vc
liftIO $ BlasReal.copy nPtr vr incxPtr yPtr incyPtr
liftIO $ BlasReal.copy nPtr vi incxPtr (advancePtr yPtr 1) incyPtr
createArrayPair ::
(Shape.C sh, Storable a) =>
Order -> sh -> (Ptr a -> Ptr a -> IO ()) ->
IO (Array sh a, Array sh a)
createArrayPair order sh act =
fmap (swapOnRowMajor order) $
ArrayIO.unsafeCreateWithSizeAndResult sh $ \_ vrcPtr ->
ArrayIO.unsafeCreate sh $ \vlcPtr -> act vlcPtr vrcPtr
eigenMsg :: String
eigenMsg = "only eigenvalues starting with the %d-th one converged"