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use crate::{
matrix::{Matrix, MatrixError, Vector},
st::SymmetricTridiagonalMatrix,
};
use lapack::{dorgtr, dsytrd};
use std::error::Error;
impl Matrix {
pub fn sytrd(self) -> Result<(Matrix, SymmetricTridiagonalMatrix), MatrixError> {
if self.rows != self.cols {
return Err(MatrixError::DimensionMismatch);
}
let n = self.rows as i32;
let mut slf = self;
let mut d = vec![0.0; slf.rows];
let mut e = vec![0.0; slf.rows.max(1) - 1];
let mut tau = vec![0.0; slf.rows.max(1) - 1];
let lwork = 2 * slf.rows;
let mut work = vec![0.0; lwork];
let mut info = 0;
unsafe {
dsytrd(
'L' as u8,
n,
&mut slf.elems,
n,
&mut d,
&mut e,
&mut tau,
&mut work,
lwork as i32,
&mut info,
);
if info != 0 {
return Err(MatrixError::LapackRoutineError {
routine: "dsytrd".to_owned(),
info,
});
}
dorgtr(
'L' as u8,
n,
&mut slf.elems,
n,
&tau,
&mut work,
lwork as i32,
&mut info,
)
}
let v = slf;
let t = SymmetricTridiagonalMatrix::new(d, e)?;
Ok((v, t))
}
pub fn sytrd_k(
n: usize,
k: usize,
vec_mul: &dyn Fn(Vec<f64>) -> Result<Vec<f64>, Box<dyn Error + Send + Sync>>,
probe: Option<&[f64]>,
) -> Result<(Matrix, SymmetricTridiagonalMatrix), MatrixError> {
let k = k.min(n);
let mut d = vec![0.0; k];
let mut e = vec![0.0; k.max(1) - 1];
let mut v = vec![vec![0.0; n]; k];
if 0 < k {
match probe {
Some(vec) => {
if vec.len() != n {
return Err(MatrixError::DimensionMismatch);
}
let norm = vec.iter().map(|wi| wi.powi(2)).sum::<f64>().sqrt();
v[0] = vec.iter().map(|vi| vi / norm).collect();
}
None => {
v[0][0] = 1.0;
}
}
let a_v = match vec_mul(v[0].clone()) {
Ok(v) => Ok(v),
Err(e) => Err(MatrixError::Others(e)),
}?
.col_mat();
let v_mat = v[0].clone().col_mat();
d[0] = (a_v.t() * &v_mat)[0][0];
let mut w_prev = a_v - d[0] * v_mat;
for i in 1..k {
e[i - 1] = w_prev
.slice()
.iter()
.map(|wi| wi.powi(2))
.sum::<f64>()
.sqrt();
v[i].clone_from_slice((w_prev * (1.0 / e[i - 1])).slice());
let a_v = match vec_mul(v[i].clone()) {
Ok(v) => Ok(v),
Err(e) => Err(MatrixError::Others(e)),
}?
.col_mat();
let v_mat = v[i].clone().col_mat();
d[i] = (a_v.t() * &v_mat)[0][0];
w_prev = a_v - d[i] * v_mat - e[i - 1] * v[i - 1].clone().col_mat();
}
}
let q = Matrix::from(n, v.concat());
let t = SymmetricTridiagonalMatrix::new(d, e)?;
Ok((q, t))
}
}
#[cfg(test)]
mod tests {
use crate::*;
#[test]
fn it_works() {
let a = mat![
1.0, 3.0, 6.0, 12.0;
2.0, 4.0, 8.0, 16.0;
3.0, 6.0, 12.0, 24.0;
4.0, 8.0, 16.0, 30.0
];
let (q, t) =
Matrix::sytrd_k(4, 3, &|v: Vec<f64>| Ok((&a * v.col_mat()).vec()), None).unwrap();
let aback = &q * &t.mat() * &q.t();
println!("{:#?}", aback);
println!("{:#?}", &q * &q.t());
}
}