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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); } }