faer 0.23.2

linear algebra library
Documentation
use crate::assert;
use crate::internal_prelude::*;

pub fn solve_lstsq_in_place_scratch<I: Index, T: ComplexField>(
	qr_nrows: usize,
	qr_ncols: usize,
	qr_block_size: usize,
	rhs_ncols: usize,
	par: Par,
) -> StackReq {
	StackReq::and(
		linalg::qr::no_pivoting::solve::solve_lstsq_in_place_scratch::<T>(qr_nrows, qr_ncols, qr_block_size, rhs_ncols, par),
		crate::perm::permute_rows_in_place_scratch::<I, T>(qr_ncols, rhs_ncols),
	)
}

pub fn solve_in_place_scratch<I: Index, T: ComplexField>(qr_dim: usize, qr_block_size: usize, rhs_ncols: usize, par: Par) -> StackReq {
	solve_lstsq_in_place_scratch::<I, T>(qr_dim, qr_dim, qr_block_size, rhs_ncols, par)
}

pub fn solve_transpose_in_place_scratch<I: Index, T: ComplexField>(qr_dim: usize, qr_block_size: usize, rhs_ncols: usize, par: Par) -> StackReq {
	StackReq::and(
		linalg::qr::no_pivoting::solve::solve_transpose_in_place_scratch::<T>(qr_dim, qr_block_size, rhs_ncols, par),
		crate::perm::permute_rows_in_place_scratch::<I, T>(qr_dim, rhs_ncols),
	)
}

#[track_caller]
pub fn solve_lstsq_in_place_with_conj<I: Index, T: ComplexField>(
	Q_basis: MatRef<'_, T>,
	Q_coeff: MatRef<'_, T>,
	R: MatRef<'_, T>,
	col_perm: PermRef<'_, I>,
	conj_QR: Conj,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	let m = Q_basis.nrows();
	let n = Q_basis.ncols();
	let size = Ord::min(m, n);
	let mut rhs = rhs;

	linalg::qr::no_pivoting::solve::solve_lstsq_in_place_with_conj(Q_basis, Q_coeff, R, conj_QR, rhs.rb_mut(), par, stack);

	crate::perm::permute_rows_in_place(rhs.get_mut(..size, ..), col_perm.inverse(), stack);
}

#[track_caller]
pub fn solve_lstsq_in_place<I: Index, T: ComplexField, C: Conjugate<Canonical = T>>(
	Q_basis: MatRef<'_, C>,
	Q_coeff: MatRef<'_, C>,
	R: MatRef<'_, C>,
	col_perm: PermRef<'_, I>,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	solve_lstsq_in_place_with_conj(
		Q_basis.canonical(),
		Q_coeff.canonical(),
		R.canonical(),
		col_perm,
		Conj::get::<C>(),
		rhs,
		par,
		stack,
	);
}

#[track_caller]
pub fn solve_in_place_with_conj<I: Index, T: ComplexField>(
	Q_basis: MatRef<'_, T>,
	Q_coeff: MatRef<'_, T>,
	R: MatRef<'_, T>,
	col_perm: PermRef<'_, I>,
	conj_QR: Conj,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	let n = Q_basis.nrows();
	let block_size = Q_coeff.nrows();

	assert!(all(
		block_size > 0,
		rhs.nrows() == n,
		Q_basis.nrows() == n,
		Q_basis.ncols() == n,
		Q_coeff.ncols() == n,
		R.nrows() == n,
		R.ncols() == n,
	));

	solve_lstsq_in_place_with_conj(Q_basis, Q_coeff, R, col_perm, conj_QR, rhs, par, stack);
}

#[track_caller]
pub fn solve_in_place<I: Index, T: ComplexField, C: Conjugate<Canonical = T>>(
	Q_basis: MatRef<'_, C>,
	Q_coeff: MatRef<'_, C>,
	R: MatRef<'_, C>,
	col_perm: PermRef<'_, I>,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	solve_in_place_with_conj(
		Q_basis.canonical(),
		Q_coeff.canonical(),
		R.canonical(),
		col_perm,
		Conj::get::<C>(),
		rhs,
		par,
		stack,
	);
}

#[track_caller]
pub fn solve_transpose_in_place_with_conj<I: Index, T: ComplexField>(
	Q_basis: MatRef<'_, T>,
	Q_coeff: MatRef<'_, T>,
	R: MatRef<'_, T>,
	col_perm: PermRef<'_, I>,
	conj_QR: Conj,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	let n = Q_basis.nrows();
	let block_size = Q_coeff.nrows();

	assert!(all(
		block_size > 0,
		rhs.nrows() == n,
		Q_basis.nrows() == n,
		Q_basis.ncols() == n,
		Q_coeff.ncols() == n,
		R.nrows() == n,
		R.ncols() == n,
	));

	let mut rhs = rhs;

	crate::perm::permute_rows_in_place(rhs.rb_mut(), col_perm, stack);
	linalg::qr::no_pivoting::solve::solve_transpose_in_place_with_conj(Q_basis, Q_coeff, R, conj_QR, rhs, par, stack);
}

#[track_caller]
pub fn solve_transpose_in_place<I: Index, T: ComplexField, C: Conjugate<Canonical = T>>(
	Q_basis: MatRef<'_, C>,
	Q_coeff: MatRef<'_, C>,
	R: MatRef<'_, C>,
	col_perm: PermRef<'_, I>,
	rhs: MatMut<'_, T>,
	par: Par,
	stack: &mut MemStack,
) {
	solve_transpose_in_place_with_conj(
		Q_basis.canonical(),
		Q_coeff.canonical(),
		R.canonical(),
		col_perm,
		Conj::get::<C>(),
		rhs,
		par,
		stack,
	);
}

#[cfg(test)]
mod tests {
	use super::*;
	use crate::assert;
	use crate::stats::prelude::*;
	use crate::utils::approx::*;
	use dyn_stack::MemBuffer;
	use linalg::qr::col_pivoting::*;

	#[test]
	fn test_lstsq() {
		let rng = &mut StdRng::seed_from_u64(0);
		let m = 100;
		let n = 50;
		let k = 3;

		let A = CwiseMatDistribution {
			nrows: m,
			ncols: n,
			dist: ComplexDistribution::new(StandardNormal, StandardNormal),
		}
		.rand::<Mat<c64>>(rng);

		let B = CwiseMatDistribution {
			nrows: m,
			ncols: k,
			dist: ComplexDistribution::new(StandardNormal, StandardNormal),
		}
		.rand::<Mat<c64>>(rng);

		let mut QR = A.to_owned();
		let mut Q_coeff = Mat::zeros(4, n);

		let col_perm_fwd = &mut *vec![0usize; n];
		let col_perm_bwd = &mut *vec![0usize; n];

		let (_, col_perm) = factor::qr_in_place(
			QR.as_mut(),
			Q_coeff.as_mut(),
			col_perm_fwd,
			col_perm_bwd,
			Par::Seq,
			MemStack::new(&mut MemBuffer::new(factor::qr_in_place_scratch::<usize, c64>(
				m,
				n,
				4,
				Par::Seq,
				default(),
			))),
			default(),
		);

		let approx_eq = CwiseMat(ApproxEq::eps() * (n as f64));

		{
			let mut X = B.to_owned();
			solve::solve_lstsq_in_place(
				QR.as_ref(),
				Q_coeff.as_ref(),
				QR.as_ref(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_lstsq_in_place_scratch::<usize, c64>(
					m,
					n,
					4,
					k,
					Par::Seq,
				))),
			);

			let X = X.get(..n, ..);

			assert!(A.adjoint() * &A * &X ~ A.adjoint() * &B);
		}

		{
			let mut X = B.to_owned();
			solve::solve_lstsq_in_place(
				QR.conjugate(),
				Q_coeff.conjugate(),
				QR.conjugate(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_lstsq_in_place_scratch::<usize, c64>(
					m,
					n,
					4,
					k,
					Par::Seq,
				))),
			);

			let X = X.get(..n, ..);
			assert!(A.transpose() * A.conjugate() * &X ~ A.transpose() * &B);
		}
	}

	#[test]
	fn test_solve() {
		let rng = &mut StdRng::seed_from_u64(0);
		let n = 50;
		let k = 3;

		let A = CwiseMatDistribution {
			nrows: n,
			ncols: n,
			dist: ComplexDistribution::new(StandardNormal, StandardNormal),
		}
		.rand::<Mat<c64>>(rng);

		let B = CwiseMatDistribution {
			nrows: n,
			ncols: k,
			dist: ComplexDistribution::new(StandardNormal, StandardNormal),
		}
		.rand::<Mat<c64>>(rng);

		let mut QR = A.to_owned();
		let mut Q_coeff = Mat::zeros(4, n);

		let col_perm_fwd = &mut *vec![0usize; n];
		let col_perm_bwd = &mut *vec![0usize; n];

		let (_, col_perm) = factor::qr_in_place(
			QR.as_mut(),
			Q_coeff.as_mut(),
			col_perm_fwd,
			col_perm_bwd,
			Par::Seq,
			MemStack::new(&mut MemBuffer::new(factor::qr_in_place_scratch::<usize, c64>(
				n,
				n,
				4,
				Par::Seq,
				default(),
			))),
			default(),
		);

		let approx_eq = CwiseMat(ApproxEq::eps() * (n as f64));

		{
			let mut X = B.to_owned();
			solve::solve_in_place(
				QR.as_ref(),
				Q_coeff.as_ref(),
				QR.as_ref(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_in_place_scratch::<usize, c64>(n, 4, k, Par::Seq))),
			);

			assert!(&A * &X ~ B);
		}

		{
			let mut X = B.to_owned();
			solve::solve_in_place(
				QR.conjugate(),
				Q_coeff.conjugate(),
				QR.conjugate(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_in_place_scratch::<usize, c64>(n, 4, k, Par::Seq))),
			);

			assert!(A.conjugate() * &X ~ B);
		}

		{
			let mut X = B.to_owned();
			solve::solve_transpose_in_place(
				QR.as_ref(),
				Q_coeff.as_ref(),
				QR.as_ref(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_transpose_in_place_scratch::<usize, c64>(
					n,
					4,
					k,
					Par::Seq,
				))),
			);

			assert!(A.transpose() * &X ~ B);
		}

		{
			let mut X = B.to_owned();
			solve::solve_transpose_in_place(
				QR.conjugate(),
				Q_coeff.conjugate(),
				QR.conjugate(),
				col_perm,
				X.as_mut(),
				Par::Seq,
				MemStack::new(&mut MemBuffer::new(solve::solve_transpose_in_place_scratch::<usize, c64>(
					n,
					4,
					k,
					Par::Seq,
				))),
			);

			assert!(A.adjoint() * &X ~ B);
		}
	}
}