//:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** @author John Miller * @version 1.3 * @date Wed Aug 26 18:41:26 EDT 2009 * @see LICENSE (MIT style license file). */ package scalation.linalgebra.gen import scala.math.{abs, BigDecimal} import scala.reflect.ClassTag import scalation.linalgebra.VectorD import scalation.math.oneIf import scalation.util.Error //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** The `Matrices` object provides convenience definitions for commonly used types of * matrices. For efficiency, non-generic versions of `MatrixD`, `MatrixC` and `MatrixR` * are provided in the `linalgebra` package. */ object Matrices { type MatrixI = MatrixN [Int] // Matrix of Integers type MatrixL = MatrixN [Long] // Matrix of Long Integers type MatrixF = MatrixN [Float] // Matrix of Floating Point Numbers type MatrixB = MatrixN [BigDecimal] // Matrix of Arbitrary-precision Decimal Numbers // type MatrixD = MatrixN [Double] // Matrix of Double Precision Float // type MatrixC = MatrixN [Complex] // Matrix of Complex Numbers // type MatrixC = MatrixN [Rational] // Matrix of Rational Numbers } // Matrices object //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** The `MatrixN` class stores and operates on Numeric Matrices of various sizes * and types. The element type may be any subtype of Numeric. * @param d1 the first/row dimension * @param d2 the second/column dimension * @param v the 2D array used to store matrix elements */ class MatrixN [T: ClassTag: Numeric] (val d1: Int, val d2: Int, private var v: Array [Array [T]] = null) extends Matrix [T] with Error with Serializable { import Vectors.VectorI /** Dimension 1 */ lazy val dim1 = d1 /** Dimension 2 */ lazy val dim2 = d2 if (v == null) { v = Array.ofDim [T] (dim1, dim2) } else if (dim1 != v.length || dim2 != v(0).length) { flaw ("constructor", "dimensions are wrong") } // if /** Import Numeric evidence (gets nu val from superclass) */ val nu = implicitly [Numeric [T]] import nu._ /** Numeric zero (0) */ val _0 = nu.zero /** Numeric one (1) */ val _1 = nu.one /** Numeric minus one (-1) */ val _1n = -_1 //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a 'dim1-by-dim1' square matrix. * @param dim1 the row and column dimension */ def this (dim1: Int) { this (dim1, dim1) } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a 'dim1-by-dim2' matrix and assign each element the value 'x'. * @param dim1 the row dimension * @param dim2 the column dimension * @param x the scalar value to assign */ def this (dim1: Int, dim2: Int, x: T) { this (dim1, dim2) // invoke primary constructor for (i <- range1; j <- range2) v(i)(j) = x } // constructor //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a 'dim1-by-dim1' square matrix with 'x' assigned on the diagonal * and y assigned off the diagonal. To obtain an identity matrix, let 'x = 1' * and 'y = 0'. * @param dim1 the row and column dimension * @param x the scalar value to assign on the diagonal * @param y the scalar value to assign off the diagonal */ def this (dim1: Int, x: T, y: T) { this (dim1, dim1) // invoke primary constructor for (i <- range1; j <- range1) v(i)(j) = if (i == j) x else y } // constructor //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a matrix and assign values from array of arrays 'u.' * @param u the 2D array of values to assign */ def this (u: Array [Array [T]]) { this (u.length, u(0).length, u) } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a matrix from repeated values. * @param dim the (row, column) dimensions * @param u the repeated values */ def this (dim: Tuple2 [Int, Int], u: T*) { this (dim._1, dim._2) // invoke primary constructor for (i <- range1; j <- range2) v(i)(j) = u(i * dim2 + j) } // constructor //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a matrix and assign values from array of vectors 'u'. * @param u the 2D array of values to assign */ def this (u: Array [VectorN [T]]) { this (u.length, u(0).dim) // invoke primary constructor for (i <- range1; j <- range2) v(i)(j) = u(i)(j) } // constructor //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Construct a matrix and assign values from matrix 'u'. * @param u the matrix of values to assign */ def this (u: MatrixN [T]) { this (u.d1, u.d2) // invoke primary constructor for (i <- range1; j <- range2) v(i)(j) = u.v(i)(j) } // constructor //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get this matrix's element at the 'i,j'-th index position. * @param i the row index * @param j the column index */ def apply (i: Int, j: Int): T = v(i)(j) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get this matrix's vector at the 'i'th index position ('i'th row). * @param i the row index */ def apply (i: Int): VectorN [T] = new VectorN [T] (v(i)) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get a slice this matrix row-wise on range 'ir' and column-wise on range 'jr'. * Ex: b = a(2..4, 3..5) * @param ir the row range * @param jr the column range */ def apply (ir: Range, jr: Range): MatrixN [T] = slice (ir.start, ir.end, jr.start, jr.end) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get a slice this matrix row-wise on range 'ir' and column-wise at index 'j'. * Ex: u = a(2..4, 3) * @param ir the row range * @param j the column index */ def apply (ir: Range, j: Int): VectorN [T] = col(j)(ir) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get a slice this matrix row-wise at index 'i' and column-wise on range 'jr'. * Ex: u = a(2, 3..5) * @param i the row index * @param jr the column range */ def apply (i: Int, jr: Range): VectorN [T] = this(i)(jr) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set this matrix's element at the 'i,j'-th index position to the scalar 'x'. * @param i the row index * @param j the column index * @param x the scalar value to assign */ def update (i: Int, j: Int, x: T) { v(i)(j) = x } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set this matrix's row at the 'i'th index position to the vector 'u'. * @param i the row index * @param u the vector value to assign */ def update (i: Int, u: VectorN [T]) { v(i) = u() } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set a slice this matrix row-wise on range 'ir' and column-wise on range 'jr'. * Ex: a(2..4, 3..5) = b * @param ir the row range * @param jr the column range * @param b the matrix to assign */ def update (ir: Range, jr: Range, b: MatrixN [T]) { for (i <- ir; j <- jr) v(i)(j) = b.v(i - ir.start)(j - jr.start) } // update //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set a slice this matrix row-wise on range 'ir' and column-wise at index 'j'. * Ex: a(2..4, 3) = u * @param ir the row range * @param j the column index * @param u the vector to assign */ def update (ir: Range, j: Int, u: VectorN [T]) { col(j)(ir) = u } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set a slice this matrix row-wise at index 'i' and column-wise on range 'jr'. * Ex: a(2, 3..5) = u * @param i the row index * @param jr the column range * @param u the vector to assign */ def update (i: Int, jr: Range, u: VectorN [T]) { this(i)(jr) = u } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set all the elements in this matrix to the scalar 'x'. * @param x the scalar value to assign */ def set (x: T) { for (i <- range1; j <- range2) v(i)(j) = x } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set all the values in this matrix as copies of the values in 2D array 'u'. * @param u the 2D array of values to assign */ def set (u: Array [Array [T]]) { for (i <- range1; j <- range2) v(i)(j) = u(i)(j) } // set //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set this matrix's 'i'th row starting at column 'j' to the vector 'u'. * @param i the row index * @param u the vector value to assign * @param j the starting column index */ def set (i: Int, u: VectorN [T], j: Int = 0) { for (k <- 0 until u.dim) v(i)(k+j) = u(k) } // set //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Slice this matrix row-wise 'from' to 'end'. * @param from the start row of the slice (inclusive) * @param end the end row of the slice (exclusive) */ def slice (from: Int, end: Int): MatrixN [T] = { new MatrixN [T] (end - from, dim2, v.slice (from, end)) } // slice //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Slice this matrix row-wise 'r_from' to 'r_end' and column-wise 'c_from' to 'c_end'. * @param r_from the start of the row slice * @param r_end the end of the row slice * @param c_from the start of the column slice * @param c_end the end of the column slice */ def slice (r_from: Int, r_end: Int, c_from: Int, c_end: Int): MatrixN [T] = { val c = new MatrixN [T] (r_end - r_from, c_end - c_from) for (i <- c.range1; j <- c.range2) c.v(i)(j) = v(i + r_from)(j + c_from) c } // slice //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Slice this matrix excluding the given row and column. * @param row the row to exclude * @param col the column to exclude */ def sliceExclude (row: Int, col: Int): MatrixN [T] = { val c = new MatrixN [T] (dim1 - 1, dim2 - 1) for (i <- range1 if i != row) for (j <- range2 if j != col) { c.v(i - oneIf (i > row))(j - oneIf (j > col)) = v(i)(j) } // for c } // sliceExclude //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Select rows from this matrix according to the given index/basis. * @param rowIndex the row index positions (e.g., (0, 2, 5)) */ def selectRows (rowIndex: Array [Int]): MatrixN [T] = { val c = new MatrixN [T] (rowIndex.length, dim2) for (i <- c.range1) c.v(i) = v(rowIndex(i)) c } // selectCols //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get column 'col' from the matrix, returning it as a vector. * @param col the column to extract from the matrix * @param from the position to start extracting from */ def col (col: Int, from: Int = 0): VectorN [T] = { val u = new VectorN [T] (dim1 - from) for (i <- from until dim1) u(i-from) = v(i)(col) u } // col //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set column 'col' of the matrix to a vector. * @param col the column to set * @param u the vector to assign to the column */ def setCol (col: Int, u: VectorN [T]) { for (i <- range1) v(i)(col) = u(i) } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Select columns from this matrix according to the given index/basis. * @param colIndex the column index positions (e.g., (0, 2, 5)) */ def selectCols (colIndex: Array [Int]): MatrixN [T] = { val c = new MatrixN [T] (dim1, colIndex.length) for (j <- c.range1) c.setCol (j, col(colIndex(j))) c } // selectCols //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Transpose this matrix (rows => columns). */ def t: MatrixN [T] = { val b = new MatrixN [T] (dim2, dim1) for (i <- b.range1; j <- b.range2) b.v(i)(j) = v(j)(i) b } // t //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Concatenate this matrix and vector 'u'. * @param u the vector to be concatenated as the new last row in matrix */ def ++ (u: VectorN [T]): MatrixN [T] = { if (u.dim != dim2) flaw ("++", "vector does not match row dimension") val c = new MatrixN [T] (dim1 + 1, dim2) for (i <- c.range1) c(i) = if (i < dim1) this(i) else u c } // ++ //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Add this matrix and matrix 'u'. * @param u the matrix to add (requires 'leDimensions') */ def + (u: MatrixN [T]): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) + u.v(i)(j) c } // + //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Add this matrix and scalar 'x'. * @param x the scalar to add */ def + (x: T): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) + x c } // + //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Add in-place this matrix and matrix 'b'. * @param b the matrix to add (requires 'leDimensions') */ def += (b: MatrixN [T]): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) + b.v(i)(j) this } // += //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Add in-place this matrix and scalar 'x'. * @param x the scalar to add */ def += (x: T): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) + x this } // += //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** From this matrix subtract matrix 'b'. * @param b the matrix to subtract (requires 'leDimensions') */ def - (b: MatrixN [T]): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) - b.v(i)(j) c } // - //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** From this matrix subtract scalar 'x'. * @param x the scalar to subtract */ def - (x: T): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- c.range1; j <- c.range2) c.v(i)(j) = v(i)(j) - x c } // - //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** From this matrix subtract in-place matrix 'b'. * @param b the matrix to subtract (requires 'leDimensions') */ def -= (b: MatrixN [T]): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) - b.v(i)(j) this } // -= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** From this matrix subtract in-place scalar x. * @param x the scalar to subtract */ def -= (x: T): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) - x this } // -= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by matrix 'b' (concise solution). * @param b the matrix to multiply by (requires 'sameCrossDimensions') */ // def * (b: Matrix [T]): MatrixN [T] = // { // val c = new MatrixN [T] (dim1, b.dim2) // for (i <- range1; j <- c.range2) c.v(i)(j) = row(i) dot b.col(j) // c // } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by matrix 'b' (efficient solution). * @param b the matrix to multiply by (requires 'sameCrossDimensions') */ def * (b: MatrixN [T]): MatrixN [T] = { val c = new MatrixN [T] (dim1, b.dim2) for (i <- range1; j <- c.range2) { var sum = _0 for (k <- range2) sum += v(i)(k) * b.v(k)(j) c.v(i)(j) = sum } // for c } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by vector 'u' (concise solution). * @param u the vector to multiply by */ // def * (u: VectorN [T]): VectorN [T] = // { // val c = new VectorN [T] (dim1) // for (i <- range1) c(i) = row(i) dot u // c // } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by vector 'u' (efficient solution). * @param u the vector to multiply by */ def * (u: VectorN [T]): VectorN [T] = { val c = new VectorN [T] (dim1) for (i <- range1) { var sum = _0 for (k <- range2) sum += v(i)(k) * u(k) c(i) = sum } // for c } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by vector 'u' (efficient solution). * @param u the vector to multiply by */ def * (u: VectorD): VectorD = { val c = new VectorD (dim1) for (i <- range1) { var sum = 0.0 for (k <- range2) sum += v(i)(k).asInstanceOf [Double] * u(k) c(i) = sum } // for c } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by scalar 'x'. * @param x the scalar to multiply by */ def * (x: T): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) * x c } // * //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply in-place this matrix by matrix 'b'. If 'b' and this reference the * same matrix 'b == this', a copy of the this matrix is made. * @param b the matrix to multiply by (requires square and 'sameCrossDimensions') */ def *= (b: MatrixN [T]): MatrixN [T] = { val c = if (b == this) new MatrixN [T] (this) else b for (i <- range1) { val row_i = new VectorN [T] (v(i)) // save so not overwritten for (j <- range1) { var sum = _0 for (k <- range1) sum += row_i(k) * b.v(k)(j) v(i)(j) = sum } // for } // for this } // *= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply in-place this matrix by scalar 'x'. * @param x the scalar to multiply by */ def *= (x: T): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) * x this } // *= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply this matrix by vector 'u' to produce another matrix 'a_ij * b_j'. * @param u the vector to multiply by */ def ** (u: VectorN [T]): MatrixN [T] = { val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) * u(j) c } // ** //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Multiply in-place this matrix by vector 'u' to produce another matrix 'a_ij * b_j'. * @param u the vector to multiply by */ def **= (u: VectorN [T]): MatrixN [T] = { for (i <- range1; j <- range2) v(i)(j) = v(i)(j) * u(j) this } // **= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Divide this matrix by scalar 'x'. * @param x the scalar to divide by */ def / (x: T) (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ val c = new MatrixN [T] (dim1, dim2) for (i <- range1; j <- range2) c.v(i)(j) = v(i)(j) / x c } // / //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Divide in-place this matrix by scalar 'x'. * @param x the scalar to divide by */ def /= (x: T) (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ for (i <- range1; j <- range2) v(i)(j) = v(i)(j) / x this } // /= //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Raise this matrix to the 'p'th power (for some integer 'p >= 2'). * Caveat: should be replace by a divide and conquer algorithm. * @param p the power to raise this matrix to */ def ~^ (p: Int): MatrixN [T] = { if (p < 2) flaw ("~^", "p must be an integer >= 2") if (! isSquare) flaw ("~^", "only defined on square matrices") val c = new MatrixN [T] (dim1, dim1) for (i <- range1; j <- range1) { var sum = _0 for (k <- range1) sum += v(i)(k) * v(k)(j) c.v(i)(j) = sum } // for if (p > 2) c ~^ (p-1) else c } // ~^ //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Find the maximum element in this matrix. * @param e the ending row index (exclusive) for the search */ def max (e: Int = dim1): T = { var x = v(0).max for (i <- 1 until e if v(i).max > x) x = v(i).max x } // max //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Find the minimum element in this matrix. * @param e the ending row index (exclusive) for the search */ def min (e: Int = dim1): T = { var x = v(0).min for (i <- 1 until e if v(i).min < x) x = v(i).min x } // min //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Find the magnitude of this matrix, the element value farthest from zero. */ def mag: T = nu.abs (max ()) max nu.abs (min ()) //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Decompose this matrix into the product of upper and lower triangular * matrices '(l, u)' using the 'LU' Decomposition algorithm. This version uses * no partial pivoting. */ def lud_npp (implicit fr: Fractional [T]): Tuple2 [MatrixN [T], MatrixN [T]] = { import fr._ val l = new MatrixN [T] (dim1, dim2) // lower triangular matrix val u = new MatrixN [T] (this) // upper triangular matrix (a copy of this) for (i <- u.range1) { val pivot = u(i, i) if (pivot == _0) flaw ("lud_npp", "use lud since you have a zero pivot") l(i, i) = _1 for (j <- i + 1 until u.dim2) l(i, j) = _0 for (k <- i + 1 until u.dim1) { val mul = u(k, i) / pivot l(k, i) = mul for (j <- u.range2) u(k, j) = u(k, j) - mul * u(i, j) } // for } // for Tuple2 (l, u) } // lud_npp //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Decompose this matrix into the product of lower and upper triangular * matrices '(l, u)' using the 'LU' Decomposition algorithm. This version uses * partial pivoting. */ def lud (implicit fr: Fractional [T]): Tuple2 [MatrixN [T], MatrixN [T]] = { import fr._ val l = new MatrixN [T] (dim1, dim2) // lower triangular matrix val u = new MatrixN [T] (this) // upper triangular matrix (a copy of this) for (i <- u.range1) { var pivot = u(i, i) if (pivot == _0) { val k = partialPivoting (u, i) // find the maxiumum element below pivot swap (u, i, k, i) // swap rows i and k from column k pivot = u(i, i) // reset the pivot } // if l(i, i) = _1 for (j <- i + 1 until u.dim2) l(i, j) = _0 for (k <- i + 1 until u.dim1) { val mul = u(k, i) / pivot l(k, i) = mul for (j <- u.range2) u(k, j) = u(k, j) - mul * u(i, j) } // for } // for Tuple2 (l, u) } // lud //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Decompose in-place this matrix into the product of lower and upper triangular * matrices '(l, u)' using the 'LU' Decomposition algorithm. This version uses * partial pivoting. */ def lud_ip (implicit fr: Fractional [T]): Tuple2 [MatrixN [T], MatrixN [T]] = { import fr._ val l = new MatrixN [T] (dim1, dim2) // lower triangular matrix val u = this // upper triangular matrix (this) for (i <- u.range1) { var pivot = u(i, i) if (pivot == _0) { val k = partialPivoting (u, i) // find the maxiumum element below pivot swap (u, i, k, i) // swap rows i and k from column k pivot = u(i, i) // reset the pivot } // if l(i, i) = _1 for (j <- i + 1 until u.dim2) l(i, j) = _0 for (k <- i + 1 until u.dim1) { val mul = u(k, i) / pivot l(k, i) = mul for (j <- u.range2) u(k, j) = u(k, j) - mul * u(i, j) } // for } // for Tuple2 (l, u) } // lud_ip //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Use partial pivoting to find a maximal non-zero pivot and return its row * index, i.e., find the maximum element '(k, i)' below the pivot '(i, i)'. * @param a the matrix to perform partial pivoting on * @param i the row and column index for the current pivot */ private def partialPivoting (a: MatrixN [T], i: Int) (implicit fr: Fractional [T]): Int = { import fr._ var max = a(i, i) // initially set to the pivot var kMax = i // initially the pivot row for (k <- i + 1 until a.dim1 if nu.abs (a(k, i)) > max) { max = nu.abs (a(k, i)) kMax = k } // for if (kMax == i) flaw ("partialPivoting", "unable to find a non-zero pivot") kMax } // partialPivoting //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Swap the elements in rows 'i' and 'k' starting from column 'col'. * @param a the matrix containing the rows to swap * @param i the higher row (e.g., contains a zero pivot) * @param k the lower row (e.g., contains max element below pivot) * @param col the starting column for the swap */ private def swap (a: MatrixN [T], i: Int, k: Int, col: Int) { for (j <- col until a.dim2) { val tmp = a(k, j); a(k, j) = a(i, j); a(i, j) = tmp } // for } // swap //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Solve for 'x' in the equation 'l*u*x = b' (see 'lud' above). * @param l the lower triangular matrix * @param u the upper triangular matrix * @param b the constant vector */ def solve (l: Matrix [T], u: Matrix [T], b: VectorN [T]) (implicit fr: Fractional [T]): VectorN [T] = { import fr._ val y = new VectorN [T] (l.dim2) for (k <- 0 until y.dim) { // solve for y in l*y = b y(k) = b(k) - (l(k) dot y) } // for val x = new VectorN [T] (u.dim2) for (k <- x.dim - 1 to 0 by -1) { // solve for x in u*x = y x(k) = (y(k) - (u(k) dot x)) / u(k, k) } // for x } // solve //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Solve for 'x' in the equation 'l*u*x = b' (see 'lud' above). * @param lu the lower and upper triangular matrices * @param b the constant vector */ def solve (lu: Tuple2 [Matrix [T], Matrix [T]], b: VectorN [T]) (implicit fr: Fractional [T]): VectorN [T] = { solve (lu._1, lu._2, b) } // solve //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Solve for 'x' in the equation 'a*x = b' where 'a' is this matrix (see 'lud' above). * @param b the constant vector. */ def solve (b: VectorN [T]) (implicit fr: Fractional [T]): VectorN [T] = { solve (lud, b) } // solve //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Combine this matrix with matrix 'b', placing them along the diagonal and * filling in the bottom left and top right regions with zeros; '[this, b]'. * @param b the matrix to combine with this matrix */ def diag (b: MatrixN [T]): MatrixN [T] = { val m = dim1 + b.dim1 val n = dim2 + b.dim2 val c = new MatrixN [T] (m, n) for (i <- 0 until m; j <- 0 until n) { c.v(i)(j) = if (i < dim1 && j < dim2) v(i)(j) else if (i >= dim1 && j >= dim2) b.v(i-dim1)(j-dim2) else _0 } // for c } // diag //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Form a matrix '[Ip, this, Iq]' where 'Ir' is a 'r-by-r' identity matrix, by * positioning the three matrices 'Ip', this and 'Iq' along the diagonal. * @param p the size of identity matrix Ip * @param q the size of identity matrix Iq */ def diag (p: Int, q: Int): MatrixN [T] = { if (! isSymmetric) flaw ("diag", "this matrix must be symmetric") val n = dim1 + p + q val c = new MatrixN [T] (n, n) for (i <- 0 until n; j <- 0 until n) { c.v(i)(j) = if (i < p || i > p + dim1) if (i == j) _1 else _0 else v(i-p)(j-p) } // for c } // diag //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Get 'k'th main diagonal of this matrix. Assumes 'dim2 >= dim1'. * @param k how far above the main diagonal, e.g., (-1, 0, 1) for (sub, main, super) */ def getDiag (k: Int = 0): VectorN [T] = { val mm = dim1 - math.abs (k) val c = new VectorN [T] (mm) for (i <- 0 until mm) c(i) = v(i)(i+k) c } // getDiag //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set the 'k'th diagonal of this matrix to the vector 'u'. Assumes 'dim2 >= dim1'. * @param u the vector to set the diagonal to * @param k how far above the main diagonal, e.g., (-1, 0, 1) for (sub, main, super) */ def setDiag (u: VectorN [T], k: Int = 0) { val mm = dim1 - math.abs (k) for (i <- 0 until mm) v(i)(i+k) = u(i) } // setDiag //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Set the main diagonal of this matrix to the scalar 'x'. Assumes 'dim2 >= dim1'. * @param x the scalar to set the diagonal to */ def setDiag (x: T) { for (i <- range1) v(i)(i) = x } //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Invert this matrix (requires a 'squareMatrix') not using partial pivoting. */ def inverse_npp (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ val b = new MatrixN [T] (this) // copy this matrix into b val c = new MatrixN [T] (dim1, _1, _0) // let c represent the augmentation for (i <- b.range1) { val pivot = b.v(i)(i) if (pivot == _0) flaw ("inverse_npp", "use inverse since you have a zero pivot") for (j <- b.range2) { b.v(i)(j) /= pivot c.v(i)(j) /= pivot } // for for (k <- 0 until b.dim1 if k != i) { val mul = b.v(k)(i) for (j <- b.range2) { b.v(k)(j) -= mul * b.v(i)(j) c.v(k)(j) -= mul * c.v(i)(j) } // for } // for } // for c } // inverse_npp //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Invert this matrix (requires a 'squareMatrix') using partial pivoting. */ def inverse (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ val b = new MatrixN [T] (this) // copy this matrix into b val c = new MatrixN [T] (dim1, _1, _0) // let c represent the augmentation for (i <- b.range1) { var pivot = b.v(i)(i) if (pivot == _0) { val k = partialPivoting (b, i) // find the maxiumum element below pivot swap (b, i, k, i) // in b, swap rows i and k from column i swap (c, i, k, 0) // in c, swap rows i and k from column 0 pivot = b.v(i)(i) // reset the pivot } // if for (j <- b.range2) { b.v(i)(j) /= pivot c.v(i)(j) /= pivot } // for for (k <- 0 until dim1 if k != i) { val mul = b.v(k)(i) for (j <- b.range2) { b.v(k)(j) -= mul * b.v(i)(j) c.v(k)(j) -= mul * c.v(i)(j) } // for } // for } // for c } // inverse //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Invert in-place this matrix (requires a 'squareMatrix') using partial pivoting. */ def inverse_ip (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ val b = this // use this matrix for b val c = new MatrixN [T] (dim1, _1, _0) // let c represent the augmentation for (i <- b.range1) { var pivot = b.v(i)(i) if (pivot == _0) { val k = partialPivoting (b, i) // find the maxiumum element below pivot swap (b, i, k, i) // in b, swap rows i and k from column i swap (c, i, k, 0) // in c, swap rows i and k from column 0 pivot = b.v(i)(i) // reset the pivot } // if for (j <- b.range2) { b.v(i)(j) /= pivot c.v(i)(j) /= pivot } // for for (k <- 0 until dim1 if k != i) { val mul = b.v(k)(i) for (j <- b.range2) { b.v(k)(j) -= mul * b.v(i)(j) c.v(k)(j) -= mul * c.v(i)(j) } // for } // for } // for c } // inverse_ip //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Use Gauss-Jordan reduction on this matrix to make the left part embed an * identity matrix. A constraint on this 'm-by-n' matrix is that 'n >= m'. */ def reduce (implicit fr: Fractional [T]): MatrixN [T] = { import fr._ if (dim2 < dim1) flaw ("reduce", "requires n (columns) >= m (rows)") val b = new MatrixN [T] (this) // copy this matrix into b for (i <- b.range1) { var pivot = b.v(i)(i) if (pivot == _0) { val k = partialPivoting (b, i) // find the maxiumum element below pivot swap (b, i, k, i) // in b, swap rows i and k from column i pivot = b.v(i)(i) // reset the pivot } // if for (j <- b.range2) { b.v(i)(j) /= pivot } // for for (k <- 0 until dim1 if k != i) { val mul = b.v(k)(i) for (j <- b.range2) b.v(k)(j) -= mul * b.v(i)(j) } // for } // for b } // reduce //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Use Gauss-Jordan reduction in-place on this matrix to make the left part * embed an identity matrix. A constraint on this 'm-by-n' matrix is that 'n >= m'. */ def reduce_ip (implicit fr: Fractional [T]) { import fr._ if (dim2 < dim1) flaw ("reduce", "requires n (columns) >= m (rows)") val b = this // use this matrix for b for (i <- b.range1) { var pivot = b.v(i)(i) if (pivot == _0) { val k = partialPivoting (b, i) // find the maxiumum element below pivot swap (b, i, k, i) // in b, swap rows i and k from column i pivot = b.v(i)(i) // reset the pivot } // if for (j <- b.range2) { b.v(i)(j) /= pivot } // for for (k <- 0 until dim1 if k != i) { val mul = b.v(k)(i) for (j <- b.range2) b.v(k)(j) -= mul * b.v(i)(j) } // for } // for } // reduce_ip //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Clean values in matrix at or below the threshold by setting them to zero. * Iterative algorithms give approximate values and if very close to zero, * may throw off other calculations, e.g., in computing eigenvectors. * @param thres the cutoff threshold (a small value) * @param relative whether to use relative or absolute cutoff */ def clean (thres: T, relative: Boolean = true) (implicit fr: Fractional [T]): MatrixN [T] = { val s = if (relative) mag else _1 // use matrix magnitude or 1 for (i <- range1; j <- range2) if (nu.abs (v(i)(j)) <= s * thres) v(i)(j) = _0 this } // clean //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the (right) nullspace of this 'm-by-n' matrix (requires 'n = m + 1') * by performing Gauss-Jordan reduction and extracting the negation of the * last column augmented by 1. The nullspace of matrix 'a' is "this vector 'v' * times any scalar 's'", i.e., 'a*(v*s) = 0'. The left nullspace of matrix 'a' is * the same as the right nullspace of 'a.t' ('a' transpose). */ def nullspace (implicit fr: Fractional [T]): VectorN [T] = { if (dim2 != dim1 + 1) flaw ("nullspace", "requires n (columns) = m (rows) + 1") reduce.col(dim2 - 1) * _1n ++ _1 } // nullspace //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the (right) nullspace in-place of this 'm-by-n' matrix (requires 'n = m + 1') * by performing Gauss-Jordan reduction and extracting the negation of the * last column augmented by 1. The nullspace of matrix 'a' is "this vector 'v' * times any scalar 's'", i.e., 'a*(v*s) = 0'. The left nullspace of matrix 'a' is * the same as the right nullspace of 'a.t' ('a' transpose). */ def nullspace_ip (implicit fr: Fractional [T]): VectorN [T] = { if (dim2 != dim1 + 1) flaw ("nullspace", "requires n (columns) = m (rows) + 1") reduce_ip col(dim2 - 1) * _1n ++ _1 } // nullspace_ip //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the trace of this matrix, i.e., the sum of the elements on the * main diagonal. Should also equal the sum of the eigenvalues. * @see Eigen.scala */ def trace: T = { if ( ! isSquare) flaw ("trace", "trace only works on square matrices") var sum = _0 for (i <- range1) sum += v(i)(i) sum } // trace //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the sum of this matrix, i.e., the sum of its elements. */ def sum: T = { var sum = _0 for (i <- range1; j <- range2) sum += v(i)(j) sum } // sum //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the sum of the lower triangular region of this matrix. */ def sumLower: T = { var sum = _0 for (i <- range1; j <- 0 until i) sum += v(i)(j) sum } // sumLower //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the 'abs' sum of this matrix, i.e., the sum of the absolute value * of its elements. This is useful for comparing matrices '(a - b).sumAbs'. */ def sumAbs: T = { var sum = _0 for (i <- range1; j <- range2) sum += nu.abs (v(i)(j)) sum } // sumAbs //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the 1-norm of this matrix, i.e., the maximum 1-norm of the * column vectors. This is useful for comparing matrices '(a - b).norm1'. */ def norm1: T = { val c = new VectorN [T] (dim2) for (j <- range2) c(j) = col(j).norm1 c.max () } // norm1 //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the determinant of this matrix. The value of the determinant * indicates, among other things, whether there is a unique solution to a * system of linear equations (a nonzero determinant). */ def det: T = { if ( ! isSquare) flaw ("det", "determinant only works on square matrices") var sum = _0 var b: MatrixN [T] = null for (j <- range2) { b = sliceExclude (0, j) // the submatrix that excludes row 0 and column j if (j % 2 == 0) { sum = sum + v(0)(j) * (if (b.dim1 == 1) b.v(0)(0) else b.det) } else { sum = sum - v(0)(j) * (if (b.dim1 == 1) b.v(0)(0) else b.det) } // if } // for sum } // det //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Check whether this matrix is rectangular (all rows have the same number * of columns). */ def isRectangular: Boolean = { for (i <- range1 if v(i).length != dim2) return false true } // isRectangular //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Check whether this matrix is nonnegative (has no negative elements). */ def isNonnegative: Boolean = { for (i <- range1; j <- range2 if v(i)(j) < _0) return false true } // isNonegative //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Convert this matrix to a string. */ override def toString: String = { var sb = new StringBuilder ("\nMatrixN(") for (i <- range1) { for (j <- range2) { sb.append (v(i)(j).toString + ",\t") if (j == dim2-1) sb.replace (sb.length-1, sb.length, "\n\t") } // for } // for sb.replace (sb.length-3, sb.length, ")").mkString } // toString } // MatrixN class //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** The `MatrixN` companion object provides operations for the `MatrixN` class * that don't require 'this' (like static methods in Java). */ object MatrixN { //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** Compute the outer product (a matrix) of vector a and vector b. * @param a the first vector * @param b the second vector */ def outer [T: ClassTag: Numeric] (a: VectorN [T], b: VectorN [T]): Matrix [T] = { val nu = implicitly [Numeric [T]] // import Numeric evidence import nu._ val c = new MatrixN [T] (a.dim, b.dim) for (i <- 0 until a.dim; j <- 0 until b.dim) c(i, j) = a(i) * b(j) c } // outer } // MatrixN companion object //:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: /** The `MatrixNTest` object tests the operations provided by `MatrixN` class. */ object MatrixNTest extends App { for (l <- 1 to 4) { println ("\n\tTest MatrixN on integer matrices of dim " + l) val a = new MatrixN [Int] (l, l) val b = new MatrixN [Int] (l, l) a.set (2) b.set (3) println ("a + b = " + (a + b)) println ("a - b = " + (a - b)) println ("a * b = " + (a * b)) println ("a * 4 = " + (a * 4)) println ("\n\tTest MatrixN on real matrices of dim " + l) val x = new MatrixN [Double] (l, l) val y = new MatrixN [Double] (l, l) x.set (2.0) y.set (3.0) println ("x + y = " + (x + y)) println ("x - y = " + (x - y)) println ("x * y = " + (x * y)) println ("x * 4. = " + (x * 4.0)) } // for println ("\n\tTest MatrixN on additional operations") val z = new MatrixN [Double] (2, 2) z.set (Array (Array (1.0, 2.0), Array (3.0, 2.0))) val b = VectorN (8.0, 7.0) val lu = z.lud val lu2 = z.lud_npp println ("z = " + z) println ("z.t = " + z.t) println ("z.lud = " + lu) println ("z.lud_npp = " + lu2) println ("z.solve = " + z.solve (lu._1, lu._2, b)) println ("z.inverse = " + z.inverse) println ("z.inv * b = " + z.inverse * b) println ("z.det = " + z.det) println ("z = " + z) z *= z // in-place matrix multiplication println ("z squared = " + z) val w = new MatrixN [Double] (2, 3) w.set (Array (Array (2.0, 3.0, 5.0), Array (-4.0, 2.0, 3.0))) val v = new MatrixN [Double] (3, 2) v.set (Array (Array (2.0, -4.0), Array (3.0, 2.0), Array (5.0, 3.0))) println ("w = " + w) println ("v = " + v) println ("w.reduce = " + w.reduce) println ("right: w.nullspace = " + w.nullspace) println ("check right nullspace = " + w * w.nullspace) println ("left: v.t.nullspace = " + v.t.nullspace) println ("check left nullspace = " + v.t.nullspace * v) for (row <- z) println ("row = " + row.deep) } // MatrixNTest object