use crate::assert;
use crate::internal_prelude::*;
use linalg::matmul::triangular::BlockStructure;
pub fn reconstruct_scratch<I: Index, T: ComplexField>(
dim: usize,
par: ParShape,
) -> StackReq {
_ = par;
temp_mat_scratch::<T>(dim, dim)
}
#[track_caller]
pub fn reconstruct<I: Index, T: ComplexField>(
out: MatMut<'_, T>,
L: MatRef<'_, T>,
diagonal: DiagRef<'_, T>,
subdiagonal: DiagRef<'_, T>,
perm: PermRef<'_, I>,
par: Par,
stack: &mut MemStack,
) {
let n = L.nrows();
assert!(all(
out.nrows() == n,
out.ncols() == n,
L.nrows() == n,
L.ncols() == n,
diagonal.dim() == n,
subdiagonal.dim() == n,
perm.len() == n,
));
let (mut tmp, _) = unsafe { temp_mat_uninit::<T, _, _>(n, n, stack) };
let mut tmp = tmp.as_mat_mut();
let mut out = out;
let s = subdiagonal;
out.fill(zero());
out.rb_mut().diagonal_mut().fill(one());
out.copy_from_strict_triangular_lower(L);
let mut j = 0;
while j < n {
if s[j] == zero() {
let d = &diagonal[j].real();
for i in 0..n {
out[(i, j)] = out[(i, j)].mul_real(d);
}
j += 1;
} else {
let akp1k = &s[j].copy();
let ak = &diagonal[j].real();
let akp1 = &diagonal[j + 1].real();
for i in 0..n {
let xk = &out[(i, j)];
let xkp1 = &out[(i, j + 1)];
(out[(i, j)], out[(i, j + 1)]) = (
xk.mul_real(ak) + xkp1 * akp1k,
xkp1.mul_real(akp1) + xk * akp1k.conj(),
);
}
j += 2;
}
}
linalg::matmul::triangular::matmul(
tmp.rb_mut(),
BlockStructure::TriangularLower,
Accum::Replace,
L,
BlockStructure::UnitTriangularLower,
out.rb().adjoint(),
BlockStructure::Rectangular,
one(),
par,
);
let perm_inv = perm.arrays().1;
for j in 0..n {
let pj = perm_inv[j].zx();
for i in j..n {
let pi = perm_inv[i].zx();
out[(i, j)] = if pi >= pj {
tmp[(pi, pj)].copy()
} else {
tmp[(pj, pi)].conj()
};
}
}
for j in 0..n {
out[(j, j)] = out[(j, j)].as_real();
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::assert;
use crate::stats::prelude::*;
use crate::utils::approx::*;
use dyn_stack::MemBuffer;
use linalg::cholesky::lblt::*;
#[test]
fn test_reconstruct() {
let rng = &mut StdRng::seed_from_u64(0);
let n = 50;
let A = CwiseMatDistribution {
nrows: n,
ncols: n,
dist: ComplexDistribution::new(StandardNormal, StandardNormal),
}
.rand::<Mat<c64>>(rng);
let A = &A + A.adjoint();
let mut LB = A.to_owned();
let mut subdiag = Diag::zeros(n);
let perm_fwd = &mut *vec![0usize; n];
let perm_bwd = &mut *vec![0usize; n];
let (_, perm) = factor::cholesky_in_place(
LB.as_mut(),
subdiag.as_mut(),
perm_fwd,
perm_bwd,
Par::Seq,
MemStack::new(&mut {
MemBuffer::new(factor::cholesky_in_place_scratch::<usize, c64>(
n,
ParShape::Seq,
default(),
))
}),
default(),
);
let approx_eq = CwiseMat(ApproxEq::eps() * (n as f64));
let mut A_rec = Mat::zeros(n, n);
reconstruct::reconstruct(
A_rec.as_mut(),
LB.as_ref(),
LB.diagonal(),
subdiag.as_ref(),
perm,
Par::Seq,
MemStack::new(&mut MemBuffer::new(
reconstruct::reconstruct_scratch::<usize, c64>(n, ParShape::Seq),
)),
);
for j in 0..n {
for i in 0..j {
A_rec[(i, j)] = A_rec[(j, i)].conj();
}
}
assert!(A_rec ~ A);
}
#[test]
fn test_reconstruct_separate_diagonal() {
fn check<T: ComplexField>() {
let approx_eq =
CwiseMat(ApproxEq::<T::Real>::eps() * from_f64::<T::Real>(8.0));
for n in [1usize, 2, 3, 5] {
let mut L = Mat::<T>::identity(n, n);
for j in 0..n {
for i in j + 1..n {
L[(i, j)] = from_f64::<T>((i + j) as f64 * 0.5 - 1.0);
}
}
let mut diagonal = Diag::<T>::zeros(n);
let mut subdiagonal = Diag::<T>::zeros(n);
for j in 0..n {
diagonal[j] = from_f64::<T>(2.0 + j as f64);
if j % 3 == 1 && j + 1 < n {
subdiagonal[j] = from_f64::<T>(0.5 * j as f64);
}
}
let mut B = Mat::<T>::zeros(n, n);
for j in 0..n {
B[(j, j)] = diagonal[j].copy();
if subdiagonal[j] != zero() {
B[(j + 1, j)] = subdiagonal[j].copy();
B[(j, j + 1)] = subdiagonal[j].copy();
}
}
let expected = &L * &B * L.adjoint();
let identity = || (0..n).collect::<Vec<_>>().into_boxed_slice();
let perm =
Perm::<usize>::new_checked(identity(), identity(), n);
let mut rec = Mat::<T>::zeros(n, n);
reconstruct(
rec.as_mut(),
L.as_ref(),
diagonal.as_ref(),
subdiagonal.as_ref(),
perm.as_ref(),
Par::Seq,
MemStack::new(&mut MemBuffer::new(reconstruct_scratch::<
usize,
T,
>(n, ParShape::Seq))),
);
for j in 0..n {
for i in 0..j {
rec[(i, j)] = rec[(j, i)].copy();
}
}
assert!(rec ~ expected);
}
}
check::<f32>();
check::<f64>();
}
}