faer/stats/
mod.rs

1#![allow(missing_docs)]
2
3mod meanvar;
4pub use meanvar::{NanHandling, col_mean, col_varm, row_mean, row_varm};
5
6pub mod prelude {
7	#[cfg(feature = "rand")]
8	pub use num_complex::ComplexDistribution;
9	#[cfg(feature = "rand")]
10	pub use rand::prelude::*;
11	#[cfg(feature = "rand")]
12	pub use rand_distr::{Standard, StandardNormal};
13
14	#[cfg(feature = "rand")]
15	pub use super::{CwiseColDistribution, CwiseMatDistribution, CwiseRowDistribution, DistributionExt, UnitaryMat};
16}
17
18#[cfg(feature = "rand")]
19pub use self::rand::*;
20
21#[cfg(feature = "rand")]
22mod rand {
23	use crate::internal_prelude::*;
24	use rand::distributions::Distribution;
25
26	pub trait DistributionExt {
27		fn rand<T>(&self, rng: &mut (impl ?Sized + rand::Rng)) -> T
28		where
29			Self: Distribution<T>,
30		{
31			self.sample(rng)
32		}
33	}
34	impl<T: ?Sized> DistributionExt for T {}
35
36	#[derive(Copy, Clone, Debug)]
37	pub struct CwiseMatDistribution<Rows: Shape, Cols: Shape, D> {
38		pub nrows: Rows,
39		pub ncols: Cols,
40		pub dist: D,
41	}
42
43	#[derive(Copy, Clone, Debug)]
44	pub struct CwiseColDistribution<Rows: Shape, D> {
45		pub nrows: Rows,
46		pub dist: D,
47	}
48
49	#[derive(Copy, Clone, Debug)]
50	pub struct CwiseRowDistribution<Cols: Shape, D> {
51		pub ncols: Cols,
52		pub dist: D,
53	}
54
55	#[derive(Copy, Clone, Debug)]
56	pub struct UnitaryMat<Dim: Shape, D> {
57		pub dim: Dim,
58		pub standard_normal: D,
59	}
60
61	impl<T, Rows: Shape, Cols: Shape, D: Distribution<T>> Distribution<Mat<T, Rows, Cols>> for CwiseMatDistribution<Rows, Cols, D> {
62		#[inline]
63		fn sample<R: rand::Rng + ?Sized>(&self, rng: &mut R) -> Mat<T, Rows, Cols> {
64			Mat::from_fn(self.nrows, self.ncols, |_, _| self.dist.sample(rng))
65		}
66	}
67
68	impl<T, Rows: Shape, D: Distribution<T>> Distribution<Col<T, Rows>> for CwiseColDistribution<Rows, D> {
69		#[inline]
70		fn sample<R: rand::Rng + ?Sized>(&self, rng: &mut R) -> Col<T, Rows> {
71			Col::from_fn(self.nrows, |_| self.dist.sample(rng))
72		}
73	}
74
75	impl<T, Cols: Shape, D: Distribution<T>> Distribution<Row<T, Cols>> for CwiseRowDistribution<Cols, D> {
76		#[inline]
77		fn sample<R: rand::Rng + ?Sized>(&self, rng: &mut R) -> Row<T, Cols> {
78			Row::from_fn(self.ncols, |_| self.dist.sample(rng))
79		}
80	}
81
82	impl<T: ComplexField, D: Distribution<T>> Distribution<Mat<T>> for UnitaryMat<usize, D> {
83		#[math]
84		fn sample<R: rand::prelude::Rng + ?Sized>(&self, rng: &mut R) -> Mat<T> {
85			let qr = CwiseMatDistribution {
86				nrows: self.dim,
87				ncols: self.dim,
88				dist: &self.standard_normal,
89			}
90			.sample(rng)
91			.qr();
92
93			let r_diag = qr.R().diagonal().column_vector();
94			let mut q = qr.compute_Q();
95
96			for j in 0..self.dim {
97				let r = r_diag.read(j);
98				let r = if r == zero() { one() } else { mul_real(r, recip(abs(r))) };
99
100				z!(q.as_mut().col_mut(j)).for_each(|uz!(q)| {
101					*q = *q * r;
102				});
103			}
104
105			q
106		}
107	}
108}
faer/stats/mod.rs

faer/stats/
mod.rs
