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
use blas;
use lapack;

use Result;
use format::Conventional;
use operation::{Multiply, MultiplyInto, ScaleSelf, SymmetricEigen};

impl Multiply<[f64], Conventional<f64>> for Conventional<f64> {
    #[inline]
    fn multiply(&self, right: &[f64]) -> Self {
        let (m, p) = (self.rows, self.columns);
        let n = right.len() / p;
        let mut result = unsafe { Conventional::with_uninitialized((m, n)) };
        multiply(1.0, &self.values, right, 0.0, &mut result.values, m, p, n);
        result
    }
}

impl MultiplyInto<Conventional<f64>, [f64]> for Conventional<f64> {
    #[inline(always)]
    fn multiply_into(&self, right: &Self, result: &mut [f64]) {
        MultiplyInto::multiply_into(self, &*right as &[f64], result)
    }
}

impl MultiplyInto<[f64], [f64]> for Conventional<f64> {
    #[inline]
    fn multiply_into(&self, right: &[f64], result: &mut [f64]) {
        let (m, p) = (self.rows, self.columns);
        let n = right.len() / p;
        multiply(1.0, &self.values, right, 1.0, result, m, p, n)
    }
}

impl ScaleSelf<f64> for [f64] {
    #[inline]
    fn scale_self(&mut self, alpha: f64) {
        blas::dscal(self.len(), alpha, self, 1);
    }
}

impl<'l> SymmetricEigen for (&'l mut [f64], &'l mut [f64]) {
    #[inline]
    fn decompose(pair: &mut Self) -> Result<()> {
        let m = pair.1.len();
        try!(decompose(pair.0, pair.1, m));
        Ok(())
    }
}

fn multiply(alpha: f64, a: &[f64], b: &[f64], beta: f64, c: &mut [f64], m: usize, p: usize,
            n: usize) {

    debug_assert_eq!(a.len(), m * p);
    debug_assert_eq!(b.len(), p * n);
    debug_assert_eq!(c.len(), m * n);
    if n == 1 {
        blas::dgemv(b'N', m, p, alpha, a, m, b, 1, beta, c, 1);
    } else {
        blas::dgemm(b'N', b'N', m, n, p, alpha, a, m, b, p, beta, c, m);
    }
}

fn decompose(matrix: &mut [f64], vector: &mut [f64], m: usize) -> Result<()> {
    debug_assert_eq!(matrix.len(), m * m);
    debug_assert_eq!(vector.len(), m);

    macro_rules! success(
        ($flag:expr) => (
            if $flag != 0 {
                raise!("encountered invalid arguments");
            } else if $flag > 0 {
                raise!("failed to converge");
            }
        );
    );

    let mut flag = 0;

    let mut work = [0.0];
    lapack::dsyev(b'V', b'U', m, matrix, m, vector, &mut work, -1isize as usize, &mut flag);
    success!(flag);

    let size = work[0] as usize;
    let mut work = Vec::with_capacity(size);
    unsafe { work.set_len(size) };
    lapack::dsyev(b'V', b'U', m, matrix, m, vector, &mut work, size, &mut flag);
    success!(flag);

    Ok(())
}

#[cfg(test)]
mod tests {
    use assert;
    use prelude::*;

    #[test]
    fn multiply() {
        let matrix = Conventional::from_vec((2, 3), vec![
            1.0, 2.0, 3.0, 4.0, 5.0, 6.0,
        ]);
        let right = Conventional::from_vec((3, 4), vec![
            1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0,
        ]);

        assert_eq!(matrix.multiply(&right), Conventional::from_vec((2, 4), vec![
            22.0, 28.0, 49.0, 64.0, 76.0, 100.0, 103.0, 136.0,
        ]));
    }

    #[test]
    fn multiply_into() {
        let matrix = Conventional::from_vec((2, 3), vec![
            1.0, 2.0, 3.0, 4.0, 5.0, 6.0,
        ]);
        let right = Conventional::from_vec((3, 4), vec![
            1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0,
        ]);
        let mut result = Conventional::from_vec((2, 4), vec![
            1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0,
        ]);

        matrix.multiply_into(&right, &mut result);

        assert_eq!(result, Conventional::from_vec((2, 4), vec![
            23.0, 30.0, 52.0, 68.0, 81.0, 106.0, 110.0, 144.0,
        ]));
    }

    #[test]
    fn scale_self() {
        let mut matrix = Conventional::from_vec(2, vec![21.0, 21.0, 21.0, 21.0]);
        matrix.scale_self(2.0);
        assert_eq!(matrix, Conventional::from_vec(2, vec![42.0, 42.0, 42.0, 42.0]));
    }

    #[test]
    fn symmetric_eigen() {
        let mut matrix = Conventional::from_vec(5, vec![
            0.814723686393179, 0.097540404999410, 0.157613081677548, 0.141886338627215,
            0.655740699156587, 0.097540404999410, 0.278498218867048, 0.970592781760616,
            0.421761282626275, 0.035711678574190, 0.157613081677548, 0.970592781760616,
            0.957166948242946, 0.915735525189067, 0.849129305868777, 0.141886338627215,
            0.421761282626275, 0.915735525189067, 0.792207329559554, 0.933993247757551,
            0.655740699156587, 0.035711678574190, 0.849129305868777, 0.933993247757551,
            0.678735154857773,
        ]);
        let mut vector = Conventional::from_vec((1, 5), vec![0.0; 5]);

        assert!(SymmetricEigen::decompose(&mut (&mut *matrix, &mut *vector)).is_ok());

        assert::close(&*matrix, &*vec![
             0.200767588469279, -0.613521879994358,  0.529492579537623,  0.161735212201923,
            -0.526082320114459, -0.241005628008408, -0.272281143378657,  0.443280672960843,
            -0.675165120368165,  0.464148221418878,  0.509762909240926,  0.555609456752178,
             0.244072927029371, -0.492754485897426, -0.359251069377747, -0.766321363493223,
             0.386556170387878,  0.341170928524320,  0.084643789583352, -0.373849864790357,
             0.233456648876442,  0.302202482503382,  0.589211894835079,  0.517708631263932,
             0.488854547655902,
        ], 1e-14);
        assert::close(&*vector, &*vec![
            -0.671640666831794, -0.230366398529950, 0.397221322493687, 0.999582068576074,
             3.026535012212483,
        ], 1e-14);
    }
}