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
//! Define trait for general matrix

use std::cmp::min;
use std::fmt::Debug;
use ndarray::prelude::*;
use ndarray::LinalgScalar;
use lapack::c::Layout;

use error::{LinalgError, StrideError};
use qr::ImplQR;
use svd::ImplSVD;
use norm::ImplNorm;
use solve::ImplSolve;

/// Methods for general matrices
pub trait Matrix: Sized {
    type Scalar;
    type Vector;
    type Permutator;
    /// number of (rows, columns)
    fn size(&self) -> (usize, usize);
    /// Layout (C/Fortran) of matrix
    fn layout(&self) -> Result<Layout, StrideError>;
    /// Operator norm for L-1 norm
    fn norm_1(&self) -> Self::Scalar;
    /// Operator norm for L-inf norm
    fn norm_i(&self) -> Self::Scalar;
    /// Frobenius norm
    fn norm_f(&self) -> Self::Scalar;
    /// singular-value decomposition (SVD)
    fn svd(self) -> Result<(Self, Self::Vector, Self), LinalgError>;
    /// QR decomposition
    fn qr(self) -> Result<(Self, Self), LinalgError>;
    /// LU decomposition
    fn lu(self) -> Result<(Self::Permutator, Self, Self), LinalgError>;
    /// permutate matrix (inplace)
    fn permutate(&mut self, p: &Self::Permutator);
    /// permutate matrix (outplace)
    fn permutated(mut self, p: &Self::Permutator) -> Self {
        self.permutate(p);
        self
    }
}

impl<A> Matrix for Array<A, Ix2>
    where A: ImplQR + ImplSVD + ImplNorm + ImplSolve + LinalgScalar + Debug
{
    type Scalar = A;
    type Vector = Array<A, Ix1>;
    type Permutator = Vec<i32>;

    fn size(&self) -> (usize, usize) {
        (self.rows(), self.cols())
    }
    fn layout(&self) -> Result<Layout, StrideError> {
        let strides = self.strides();
        if min(strides[0], strides[1]) != 1 {
            return Err(StrideError {
                s0: strides[0],
                s1: strides[1],
            });;
        }
        if strides[0] < strides[1] {
            Ok(Layout::ColumnMajor)
        } else {
            Ok(Layout::RowMajor)
        }
    }
    fn norm_1(&self) -> Self::Scalar {
        let (m, n) = self.size();
        let strides = self.strides();
        if strides[0] > strides[1] {
            ImplNorm::norm_i(n, m, self.clone().into_raw_vec())
        } else {
            ImplNorm::norm_1(m, n, self.clone().into_raw_vec())
        }
    }
    fn norm_i(&self) -> Self::Scalar {
        let (m, n) = self.size();
        let strides = self.strides();
        if strides[0] > strides[1] {
            ImplNorm::norm_1(n, m, self.clone().into_raw_vec())
        } else {
            ImplNorm::norm_i(m, n, self.clone().into_raw_vec())
        }
    }
    fn norm_f(&self) -> Self::Scalar {
        let (m, n) = self.size();
        ImplNorm::norm_f(m, n, self.clone().into_raw_vec())
    }
    fn svd(self) -> Result<(Self, Self::Vector, Self), LinalgError> {
        let (n, m) = self.size();
        let layout = self.layout()?;
        let (u, s, vt) = ImplSVD::svd(layout, m, n, self.clone().into_raw_vec())?;
        let sv = Array::from_vec(s);
        let ua = Array::from_vec(u).into_shape((n, n)).unwrap();
        let va = Array::from_vec(vt).into_shape((m, m)).unwrap();
        match layout {
            Layout::RowMajor => Ok((ua, sv, va)),
            Layout::ColumnMajor => Ok((ua.reversed_axes(), sv, va.reversed_axes())),
        }
    }
    fn qr(self) -> Result<(Self, Self), LinalgError> {
        let (n, m) = self.size();
        let strides = self.strides();
        let k = min(n, m);
        let layout = self.layout()?;
        let (q, r) = ImplQR::qr(layout, m, n, self.clone().into_raw_vec())?;
        let (qa, ra) = if strides[0] < strides[1] {
            (Array::from_vec(q).into_shape((m, n)).unwrap().reversed_axes(),
             Array::from_vec(r).into_shape((m, n)).unwrap().reversed_axes())
        } else {
            (Array::from_vec(q).into_shape((n, m)).unwrap(), Array::from_vec(r).into_shape((n, m)).unwrap())
        };
        let qm = if m > k {
            let (qsl, _) = qa.view().split_at(Axis(1), k);
            qsl.to_owned()
        } else {
            qa
        };
        let mut rm = if n > k {
            let (rsl, _) = ra.view().split_at(Axis(0), k);
            rsl.to_owned()
        } else {
            ra
        };
        for ((i, j), val) in rm.indexed_iter_mut() {
            if i > j {
                *val = A::zero();
            }
        }
        Ok((qm, rm))
    }
    fn lu(self) -> Result<(Self::Permutator, Self, Self), LinalgError> {
        let (n, m) = self.size();
        let k = min(n, m);
        let (p, l) = ImplSolve::lu(self.layout()?, n, m, self.clone().into_raw_vec())?;
        let mut a = match self.layout()? {
            Layout::ColumnMajor => Array::from_vec(l).into_shape((m, n)).unwrap().reversed_axes(),
            Layout::RowMajor => Array::from_vec(l).into_shape((n, m)).unwrap(),
        };
        let mut lm = Array::zeros((n, k));
        for ((i, j), val) in lm.indexed_iter_mut() {
            if i > j {
                *val = a[(i, j)];
            } else if i == j {
                *val = A::one();
            }
        }
        for ((i, j), val) in a.indexed_iter_mut() {
            if i > j {
                *val = A::zero();
            }
        }
        let am = if n > k {
            a.slice(s![0..k as isize, ..]).to_owned()
        } else {
            a
        };
        Ok((p, lm, am))
    }
    fn permutate(&mut self, ipiv: &Self::Permutator) {
        let (_, m) = self.size();
        for (i, j_) in ipiv.iter().enumerate().rev() {
            let j = (j_ - 1) as usize;
            if i == j {
                continue;
            }
            for k in 0..m {
                self.swap((i, k), (j, k));
            }
        }
    }
}