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
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
//! # matrix_operations
//!
//! Simple algebraic operations used by Optimization Engine
//!
//! # Examples
//!
//! ```
//! use optimization_engine::matrix_operations::*;
//!
//! let a = [1.0, 2.0, 3.0];
//! let b = [4.0, 5.0, 6.0];
//!
//! // inner product
//! let a_dot_b = inner_product(&a, &b);
//! assert!(a_dot_b == 32.);
//!
//! // Euclidean norm and squared norm
//! let norm_a = norm2(&a);
//! let norm_sq_a = norm2_squared(&a);
//! assert!(norm_sq_a == 14.);
//!
//! // Squared Euclidean norm of difference of vectors
//! let norm_sq_a_minus_b = norm2_squared_diff(&a, &b);
//! assert!(norm_sq_a_minus_b == 27.);
//!
//! // Sum of elements of vector
//! let sum_a = sum(&a);
//! assert!(sum_a == 6.);
//!
//! // Check whether all elements of a vector are finite
//! assert!(is_finite(&a));
//!
//! // Infinity norm
//! let norm_inf_b = norm_inf(&b);
//! assert!(norm_inf_b == 6.);
//! ```
//!

use num::{Float, Zero};
use std::iter::Sum;
use std::ops::Mul;

/// Calculate the inner product of two vectors
#[inline(always)]
pub fn inner_product<T>(a: &[T], b: &[T]) -> T
where
    T: Float + Sum<T> + Mul<T, Output = T>,
{
    assert!(a.len() == b.len());

    a.iter().zip(b.iter()).map(|(x, y)| (*x) * (*y)).sum()
}

/// Calculate the 1-norm of a vector
#[inline(always)]
pub fn norm1<T>(a: &[T]) -> T
where
    T: Float + Sum<T>,
{
    a.iter().map(|x| x.abs()).sum()
}

/// Calculate the 2-norm of a vector
#[inline(always)]
pub fn norm2<T>(a: &[T]) -> T
where
    T: Float + Sum<T> + Mul<T, Output = T>,
{
    let norm: T = norm2_squared(a);
    norm.sqrt()
}

/// Calculate the squared 2-norm of the difference of two vectors
#[inline(always)]
pub fn norm2_squared_diff<T>(a: &[T], b: &[T]) -> T
where
    T: Float + Sum<T> + Mul<T, Output = T> + std::ops::AddAssign,
{
    a.iter().zip(b.iter()).fold(T::zero(), |mut sum, (&x, &y)| {
        sum += (x - y).powi(2);
        sum
    })
}

/// Calculate the 2-norm of a vector
#[inline(always)]
pub fn norm2_squared<T>(a: &[T]) -> T
where
    T: Float + Sum<T> + Mul<T, Output = T>,
{
    let norm: T = a.iter().map(|x| (*x) * (*x)).sum();
    norm
}

/// Calculate the sum of all elements of a vector
#[inline(always)]
pub fn sum<T>(a: &[T]) -> T
where
    T: Float + Sum<T> + Mul<T, Output = T>,
{
    let norm: T = a.iter().copied().sum();
    norm
}

/// Calculates the infinity-norm of a vector
#[inline(always)]
pub fn norm_inf<T>(a: &[T]) -> T
where
    T: Float + Zero,
{
    a.iter()
        .fold(T::zero(), |current_max, x| x.abs().max(current_max))
}

/// Computes the infinity norm of the difference of two vectors
#[inline(always)]
pub fn norm_inf_diff<T>(a: &[T], b: &[T]) -> T
where
    T: Float + Zero,
{
    assert_eq!(a.len(), b.len());
    a.iter()
        .zip(b.iter())
        .fold(T::zero(), |current_max, (x, y)| {
            (*x - *y).abs().max(current_max)
        })
}

/// Checks whether all elements of a vector are finite
///
/// ## Returns
///
/// Returns `true` if all elements are finite and `false` if any
/// of the elements are either NaN or Infinity
#[inline(always)]
pub fn is_finite<T>(a: &[T]) -> bool
where
    T: Float,
{
    !a.iter().any(|&xi| !xi.is_finite())
}

/* ---------------------------------------------------------------------------- */
/*          TESTS                                                               */
/* ---------------------------------------------------------------------------- */
#[cfg(test)]
mod tests {
    use crate::*;

    #[test]
    fn t_inner_product_test() {
        unit_test_utils::assert_nearly_equal(
            14.0,
            matrix_operations::inner_product(&[1.0, 2.0, 3.0], &[1.0, 2.0, 3.0]),
            1e-10,
            1e-16,
            "inner product",
        );
    }

    #[test]
    #[should_panic]
    fn t_inner_product_test_panic() {
        matrix_operations::inner_product(&[2.0, 3.0], &[1.0, 2.0, 3.0]);
    }

    #[test]
    fn t_norm1_test() {
        unit_test_utils::assert_nearly_equal(
            6.0,
            matrix_operations::norm1(&[1.0, -2.0, -3.0]),
            1e-10,
            1e-16,
            "norm1",
        );
    }

    #[test]
    fn t_norm2_test() {
        unit_test_utils::assert_nearly_equal(
            5.0,
            matrix_operations::norm2(&[3.0, 4.0]),
            1e-10,
            1e-16,
            "norm2",
        );
    }

    #[test]
    fn t_norm_inf_test() {
        unit_test_utils::assert_nearly_equal(
            3.0,
            matrix_operations::norm_inf(&[1.0, -2.0, -3.0]),
            1e-10,
            1e-16,
            "norm infinity of vector",
        );
        unit_test_utils::assert_nearly_equal(
            8.0,
            matrix_operations::norm_inf(&[1.0, -8.0, -3.0, 0.0]),
            1e-10,
            1e-16,
            "infinity norm",
        );
    }

    #[test]
    fn t_norm_inf_diff() {
        let x = [1.0, 2.0, 1.0];
        let y = [-4.0, 0.0, 3.0];
        let norm_diff = matrix_operations::norm_inf_diff(&x, &y);
        unit_test_utils::assert_nearly_equal(5.0f64, norm_diff, 1e-10, 1e-9, "norm of difference");
        unit_test_utils::assert_nearly_equal(
            0.0f64,
            matrix_operations::norm_inf_diff(&x, &x),
            1e-10,
            1e-16,
            "difference of same vector",
        );
        unit_test_utils::assert_nearly_equal(
            0.0f64,
            matrix_operations::norm_inf_diff(&[], &[]),
            1e-10,
            1e-16,
            "difference of empty vectors",
        );
    }

    #[test]
    #[should_panic]
    fn t_norm_inf_diff_panic() {
        let x = [1.0, 2.0, 3.0];
        let y = [0.0, 3.0];
        let _ = matrix_operations::norm_inf_diff(&x, &y);
    }

    #[test]
    fn t_norm2_squared_diff_test() {
        let x = [2.0, 5.0, 7.0, -1.0];
        let y = [4.0, 1.0, 0.0, 10.0];
        let norm2sq = matrix_operations::norm2_squared_diff(&x, &y);
        unit_test_utils::assert_nearly_equal(190., norm2sq, 1e-10, 1e-12, "norm sq diff");
    }
}