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//! Solve Hermitian (or real symmetric) linear problems and invert Hermitian //! (or real symmetric) matrices //! //! **Note that only the upper triangular portion of the matrix is used.** //! //! # Examples //! //! Solve `A * x = b`, where `A` is a Hermitian (or real symmetric) matrix: //! //! ``` //! #[macro_use] //! extern crate ndarray; //! extern crate ndarray_linalg; //! //! use ndarray::prelude::*; //! use ndarray_linalg::SolveH; //! # fn main() { //! //! let a: Array2<f64> = array![ //! [3., 2., -1.], //! [2., -2., 4.], //! [-1., 4., 5.] //! ]; //! let b: Array1<f64> = array![11., -12., 1.]; //! let x = a.solveh_into(b).unwrap(); //! assert!(x.all_close(&array![1., 3., -2.], 1e-9)); //! //! # } //! ``` //! //! If you are solving multiple systems of linear equations with the same //! Hermitian or real symmetric coefficient matrix `A`, it's faster to compute //! the factorization once at the beginning than solving directly using `A`: //! //! ``` //! # extern crate ndarray; //! # extern crate ndarray_linalg; //! use ndarray::prelude::*; //! use ndarray_linalg::*; //! # fn main() { //! //! let a: Array2<f64> = random((3, 3)); //! let f = a.factorizeh_into().unwrap(); // Factorize A (A is consumed) //! for _ in 0..10 { //! let b: Array1<f64> = random(3); //! let x = f.solveh_into(b).unwrap(); // Solve A * x = b using the factorization //! } //! //! # } //! ``` use ndarray::*; use super::convert::*; use super::error::*; use super::layout::*; use super::types::*; pub use lapack_traits::{Pivot, UPLO}; /// An interface for solving systems of Hermitian (or real symmetric) linear equations. /// /// If you plan to solve many equations with the same Hermitian (or real /// symmetric) coefficient matrix `A` but different `b` vectors, it's faster to /// factor the `A` matrix once using the `FactorizeH` trait, and then solve /// using the `FactorizedH` struct. pub trait SolveH<A: Scalar> { /// Solves a system of linear equations `A * x = b` with Hermitian (or real /// symmetric) matrix `A`, where `A` is `self`, `b` is the argument, and /// `x` is the successful result. fn solveh<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>> { let mut b = replicate(b); self.solveh_mut(&mut b)?; Ok(b) } /// Solves a system of linear equations `A * x = b` with Hermitian (or real /// symmetric) matrix `A`, where `A` is `self`, `b` is the argument, and /// `x` is the successful result. fn solveh_into<S: DataMut<Elem = A>>(&self, mut b: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> { self.solveh_mut(&mut b)?; Ok(b) } /// Solves a system of linear equations `A * x = b` with Hermitian (or real /// symmetric) matrix `A`, where `A` is `self`, `b` is the argument, and /// `x` is the successful result. The value of `x` is also assigned to the /// argument. fn solveh_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>; } /// Represents the Bunch–Kaufman factorization of a Hermitian (or real /// symmetric) matrix as `A = P * U * D * U^H * P^T`. pub struct FactorizedH<S: Data> { pub a: ArrayBase<S, Ix2>, pub ipiv: Pivot, } impl<A, S> SolveH<A> for FactorizedH<S> where A: Scalar, S: Data<Elem = A>, { fn solveh_mut<'a, Sb>(&self, rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>> where Sb: DataMut<Elem = A>, { unsafe { A::solveh( self.a.square_layout()?, UPLO::Upper, self.a.as_allocated()?, &self.ipiv, rhs.as_slice_mut().unwrap(), )? }; Ok(rhs) } } impl<A, S> SolveH<A> for ArrayBase<S, Ix2> where A: Scalar, S: Data<Elem = A>, { fn solveh_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>> where Sb: DataMut<Elem = A>, { let f = self.factorizeh()?; f.solveh_mut(rhs) } } impl<A, S> FactorizedH<S> where A: Scalar, S: DataMut<Elem = A>, { /// Computes the inverse of the factorized matrix. /// /// **Warning: The inverse is stored only in the upper triangular portion /// of the result matrix!** If you want the lower triangular portion to be /// correct, you must fill it in according to the results in the upper /// triangular portion. pub fn into_inverseh(mut self) -> Result<ArrayBase<S, Ix2>> { unsafe { A::invh( self.a.square_layout()?, UPLO::Upper, self.a.as_allocated_mut()?, &self.ipiv, )? }; Ok(self.a) } } /// An interface for computing the Bunch–Kaufman factorization of Hermitian (or /// real symmetric) matrix refs. pub trait FactorizeH<S: Data> { /// Computes the Bunch–Kaufman factorization of a Hermitian (or real /// symmetric) matrix. fn factorizeh(&self) -> Result<FactorizedH<S>>; } /// An interface for computing the Bunch–Kaufman factorization of Hermitian (or /// real symmetric) matrices. pub trait FactorizeHInto<S: Data> { /// Computes the Bunch–Kaufman factorization of a Hermitian (or real /// symmetric) matrix. fn factorizeh_into(self) -> Result<FactorizedH<S>>; } impl<A, S> FactorizeHInto<S> for ArrayBase<S, Ix2> where A: Scalar, S: DataMut<Elem = A>, { fn factorizeh_into(mut self) -> Result<FactorizedH<S>> { let ipiv = unsafe { A::bk(self.layout()?, UPLO::Upper, self.as_allocated_mut()?)? }; Ok(FactorizedH { a: self, ipiv: ipiv, }) } } impl<A, Si> FactorizeH<OwnedRepr<A>> for ArrayBase<Si, Ix2> where A: Scalar, Si: Data<Elem = A>, { fn factorizeh(&self) -> Result<FactorizedH<OwnedRepr<A>>> { let mut a: Array2<A> = replicate(self); let ipiv = unsafe { A::bk(a.layout()?, UPLO::Upper, a.as_allocated_mut()?)? }; Ok(FactorizedH { a: a, ipiv: ipiv }) } } /// An interface for inverting Hermitian (or real symmetric) matrix refs. pub trait InverseH { type Output; /// Computes the inverse of the Hermitian (or real symmetric) matrix. /// /// **Warning: The inverse is stored only in the upper triangular portion /// of the result matrix!** If you want the lower triangular portion to be /// correct, you must fill it in according to the results in the upper /// triangular portion. fn invh(&self) -> Result<Self::Output>; } /// An interface for inverting Hermitian (or real symmetric) matrices. pub trait InverseHInto { type Output; /// Computes the inverse of the Hermitian (or real symmetric) matrix. /// /// **Warning: The inverse is stored only in the upper triangular portion /// of the result matrix!** If you want the lower triangular portion to be /// correct, you must fill it in according to the results in the upper /// triangular portion. fn invh_into(self) -> Result<Self::Output>; } impl<A, S> InverseHInto for ArrayBase<S, Ix2> where A: Scalar, S: DataMut<Elem = A>, { type Output = Self; fn invh_into(self) -> Result<Self::Output> { let f = self.factorizeh_into()?; f.into_inverseh() } } impl<A, Si> InverseH for ArrayBase<Si, Ix2> where A: Scalar, Si: Data<Elem = A>, { type Output = Array2<A>; fn invh(&self) -> Result<Self::Output> { let f = self.factorizeh()?; f.into_inverseh() } }