1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194

// Copyright 2018 Stefan Kroboth
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.

//! # Math
//!
//! Mathematics related traits which some solvers require. This provides an abstraction over
//! different types of parameter vectors. The idea is, that it does not matter whether you would
//! like to use simple `Vec`s, `ndarray`, `nalgebra` or custom defined types: As long as the traits
//! required by the solver are implemented, you should be fine. In this module several of these
//! traits are defined and implemented. These will be extended as needed. They are also already
//! implemented for basic `Vec`s, and will in the future also be implemented for types defined by
//! `ndarray` and `nalgebra`.

mod add;
#[cfg(feature = "ndarrayl")]
mod add_ndarray;
mod add_vec;
mod div;
#[cfg(feature = "ndarrayl")]
mod div_ndarray;
mod div_vec;
mod dot;
#[cfg(feature = "ndarrayl")]
mod dot_ndarray;
mod dot_vec;
#[cfg(feature = "ndarrayl")]
mod eye_ndarray;
mod eye_vec;
#[cfg(feature = "ndarrayl")]
mod inv_ndarray;
mod mul;
#[cfg(feature = "ndarrayl")]
mod mul_ndarray;
mod mul_vec;
mod norm;
#[cfg(feature = "ndarrayl")]
mod norm_ndarray;
mod norm_vec;
mod scaledadd;
#[cfg(feature = "ndarrayl")]
mod scaledadd_ndarray;
mod scaledadd_vec;
mod scaledsub;
#[cfg(feature = "ndarrayl")]
mod scaledsub_ndarray;
mod scaledsub_vec;
mod sub;
#[cfg(feature = "ndarrayl")]
mod sub_ndarray;
mod sub_vec;
mod transpose;
#[cfg(feature = "ndarrayl")]
mod transpose_ndarray;
mod transpose_vec;
mod weighteddot;
mod zero;
#[cfg(feature = "ndarrayl")]
mod zero_ndarray;
mod zero_vec;
pub use crate::math::add::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::add_ndarray::*;
pub use crate::math::add_vec::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::div_ndarray::*;
pub use crate::math::dot::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::dot_ndarray::*;
pub use crate::math::dot_vec::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::eye_ndarray::*;
pub use crate::math::eye_vec::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::inv_ndarray::*;
pub use crate::math::mul::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::mul_ndarray::*;
pub use crate::math::mul_vec::*;
pub use crate::math::norm::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::norm_ndarray::*;
pub use crate::math::norm_vec::*;
pub use crate::math::scaledadd::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::scaledadd_ndarray::*;
pub use crate::math::scaledadd_vec::*;
pub use crate::math::scaledsub::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::scaledsub_ndarray::*;
pub use crate::math::scaledsub_vec::*;
pub use crate::math::sub::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::sub_ndarray::*;
pub use crate::math::sub_vec::*;
pub use crate::math::transpose::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::transpose_ndarray::*;
pub use crate::math::transpose_vec::*;
pub use crate::math::weighteddot::*;
pub use crate::math::zero::*;
#[cfg(feature = "ndarrayl")]
pub use crate::math::zero_ndarray::*;
pub use crate::math::zero_vec::*;

use crate::Error;

/// Modified Cholesky decompositions
pub mod modcholesky {
    //! Modified Cholesky decompositions
    //!
    //! Reexport of `modcholesky` crate.
    pub use modcholesky::*;
}

/// Dot/scalar product of `T` and `self`
pub trait ArgminDot<T, U> {
    /// Dot/scalar product of `T` and `self`
    fn dot(&self, other: &T) -> U;
}

/// Dot/scalar product of `T` and `self` weighted by W (p^TWv)
pub trait ArgminWeightedDot<T, U, V> {
    /// Dot/scalar product of `T` and `self`
    fn weighted_dot(&self, w: &V, vec: &T) -> U;
}

/// Return param vector of all zeros (for now, this is a hack. It should be done better)
pub trait ArgminZero {
    /// Return zero(s)
    fn zero_like(&self) -> Self;
    /// Return zero(s)
    fn zero() -> Self;
}

pub trait ArgminEye {
    fn eye(n: usize) -> Self;
    fn eye_like(&self) -> Self;
}

/// Add a `T` to `self`
pub trait ArgminAdd<T, U> {
    /// Add a `T` to `self`
    fn add(&self, other: &T) -> U;
}

/// Subtract a `T` from `self`
pub trait ArgminSub<T, U> {
    /// Subtract a `T` from `self`
    fn sub(&self, other: &T) -> U;
}

/// (Pointwise) Multiply a `T` with `self`
pub trait ArgminMul<T, U> {
    /// (Pointwise) Multiply a `T` with `self`
    fn mul(&self, other: &T) -> U;
}

/// (Pointwise) Divide a `T` by `self`
pub trait ArgminDiv<T, U> {
    /// (Pointwise) Divide a `T` by `self`
    fn div(&self, other: &T) -> U;
}

/// Add a `T` scaled by an `U` to `self`
pub trait ArgminScaledAdd<T, U, V> {
    /// Add a `T` scaled by an `U` to `self`
    fn scaled_add(&self, factor: &U, vec: &T) -> V;
}

/// Subtract a `T` scaled by an `U` from `self`
pub trait ArgminScaledSub<T, U, V> {
    /// Subtract a `T` scaled by an `U` from `self`
    fn scaled_sub(&self, factor: &U, vec: &T) -> V;
}

/// Compute the l2-norm (`U`) of `self`
pub trait ArgminNorm<U> {
    /// Compute the l2-norm (`U`) of `self`
    fn norm(&self) -> U;
}

// Suboptimal: self is moved. ndarray however offers array views...
pub trait ArgminTranspose {
    fn t(self) -> Self;
}

/// Compute the inverse (`T`) of `self`
pub trait ArgminInv<T> {
    fn inv(&self) -> Result<T, Error>;
}