src/nalgebra_support.rs

Mon, 24 Oct 2022 10:52:19 +0300

author
Tuomo Valkonen <tuomov@iki.fi>
date
Mon, 24 Oct 2022 10:52:19 +0300
changeset 4
61b068c50e25
parent 0
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child 5
59dc4c5883f4
permissions
-rw-r--r--

Added type for numerical errors

0
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1 ///! Integration with nalgebra
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2
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3 use nalgebra::{
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4 Matrix, Storage, StorageMut, OMatrix, Dim, DefaultAllocator, Scalar,
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5 ClosedMul, ClosedAdd, SimdComplexField, Vector, OVector, RealField,
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6 LpNorm, UniformNorm
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7 };
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8 use nalgebra::Norm as NalgebraNorm;
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9 use nalgebra::base::constraint::{
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10 ShapeConstraint, SameNumberOfRows, SameNumberOfColumns
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11 };
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12 use nalgebra::base::dimension::*;
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13 use nalgebra::base::allocator::Allocator;
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14 use std::ops::Mul;
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15 use num_traits::identities::{Zero, One};
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16 use crate::linops::*;
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17 use crate::norms::Dot;
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18 use crate::types::Float;
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19 use crate::norms::*;
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20
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21 impl<SM,SV,N,M,K,E> Linear<Matrix<E,M,K,SV>> for Matrix<E,N,M,SM>
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22 where SM: Storage<E,N,M>, SV: Storage<E,M,K>,
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23 N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One,
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24 DefaultAllocator : Allocator<E,N,K>,
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25 DefaultAllocator : Allocator<E,M,K>,
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26 DefaultAllocator : Allocator<E,N,M>,
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27 DefaultAllocator : Allocator<E,M,N> {
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28 type Codomain = OMatrix<E,N,K>;
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29
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30 #[inline]
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31 fn apply(&self, x : &Matrix<E,M,K,SV>) -> Self::Codomain {
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32 self.mul(x)
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33 }
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34 }
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35
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36 impl<SM,SV1,SV2,N,M,K,E> GEMV<E, Matrix<E,M,K,SV1>, Matrix<E,N,K,SV2>> for Matrix<E,N,M,SM>
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37 where SM: Storage<E,N,M>, SV1: Storage<E,M,K>, SV2: StorageMut<E,N,K>,
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38 N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float,
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39 DefaultAllocator : Allocator<E,N,K>,
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40 DefaultAllocator : Allocator<E,M,K>,
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41 DefaultAllocator : Allocator<E,N,M>,
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42 DefaultAllocator : Allocator<E,M,N> {
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43
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44 #[inline]
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45 fn gemv(&self, y : &mut Matrix<E,N,K,SV2>, α : E, x : &Matrix<E,M,K,SV1>, β : E) {
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46 Matrix::gemm(y, α, self, x, β)
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47 }
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48
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49 #[inline]
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50 fn apply_mut<'a>(&self, y : &mut Matrix<E,N,K,SV2>, x : &Matrix<E,M,K,SV1>) {
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51 self.mul_to(x, y)
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52 }
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53 }
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54
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55 impl<SM,SV1,M,E> AXPY<E, Vector<E,M,SV1>> for Vector<E,M,SM>
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56 where SM: StorageMut<E,M>, SV1: Storage<E,M>,
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57 M : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float,
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58 DefaultAllocator : Allocator<E,M> {
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59
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60 #[inline]
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61 fn axpy(&mut self, α : E, x : &Vector<E,M,SV1>, β : E) {
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62 Matrix::axpy(self, α, x, β)
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63 }
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64
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65 #[inline]
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66 fn copy_from(&mut self, y : &Vector<E,M,SV1>) {
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67 Matrix::copy_from(self, y)
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68 }
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69 }
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70
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71 impl<SM,M,E> Projection<E, Linfinity> for Vector<E,M,SM>
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72 where SM: StorageMut<E,M>,
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73 M : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float + RealField,
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74 DefaultAllocator : Allocator<E,M> {
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75 #[inline]
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76 fn proj_ball_mut(&mut self, ρ : E, _ : Linfinity) {
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77 self.iter_mut().for_each(|v| *v = num_traits::clamp(*v, -ρ, ρ))
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78 }
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79 }
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80
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81 impl<'own,SV1,SV2,SM,N,M,K,E> Adjointable<Matrix<E,M,K,SV1>,Matrix<E,N,K,SV2>>
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82 for Matrix<E,N,M,SM>
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83 where SM: Storage<E,N,M>, SV1: Storage<E,M,K>, SV2: Storage<E,N,K>,
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84 N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + SimdComplexField,
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85 DefaultAllocator : Allocator<E,N,K>,
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86 DefaultAllocator : Allocator<E,M,K>,
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87 DefaultAllocator : Allocator<E,N,M>,
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88 DefaultAllocator : Allocator<E,M,N> {
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89 type AdjointCodomain = OMatrix<E,M,K>;
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90 type Adjoint<'a> = OMatrix<E,M,N> where SM : 'a;
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91
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92 #[inline]
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93 fn adjoint(&self) -> Self::Adjoint<'_> {
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94 Matrix::adjoint(self)
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95 }
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96 }
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97
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98 impl<E,M,S,Si> Dot<Vector<E,M,Si>,E>
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99 for Vector<E,M,S>
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100 where M : Dim,
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101 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One,
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102 S : Storage<E,M>,
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103 Si : Storage<E,M>,
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104 DefaultAllocator : Allocator<E,M> {
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105
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106 #[inline]
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107 fn dot(&self, other : &Vector<E,M,Si>) -> E {
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108 Vector::<E,M,S>::dot(self, other)
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109 }
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110 }
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111
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112 /// This function is [`nalgebra::EuclideanNorm::metric_distance`] without the `sqrt`.
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113 #[inline]
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114 fn metric_distance_squared<T, R1, C1, S1, R2, C2, S2>(
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115 /*ed: &EuclideanNorm,*/
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116 m1: &Matrix<T, R1, C1, S1>,
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117 m2: &Matrix<T, R2, C2, S2>,
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118 ) -> T::SimdRealField
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119 where
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120 T: SimdComplexField,
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121 R1: Dim,
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122 C1: Dim,
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123 S1: Storage<T, R1, C1>,
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124 R2: Dim,
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125 C2: Dim,
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126 S2: Storage<T, R2, C2>,
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127 ShapeConstraint: SameNumberOfRows<R1, R2> + SameNumberOfColumns<C1, C2>,
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128 {
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129 m1.zip_fold(m2, T::SimdRealField::zero(), |acc, a, b| {
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130 let diff = a - b;
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131 acc + diff.simd_modulus_squared()
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132 })
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133 }
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134
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135 // TODO: should allow different input storages in `Euclidean`.
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136
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137 impl<E,M,S> Euclidean<E>
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138 for Vector<E,M,S>
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139 where M : Dim,
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140 S : StorageMut<E,M>,
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141 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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142 DefaultAllocator : Allocator<E,M> {
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143
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144 type Output = OVector<E, M>;
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145
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146 #[inline]
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147 fn similar_origin(&self) -> OVector<E, M> {
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148 OVector::zeros_generic(M::from_usize(self.len()), Const)
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149 }
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150
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151 #[inline]
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152 fn norm2_squared(&self) -> E {
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153 Vector::<E,M,S>::norm_squared(self)
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154 }
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155
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156 #[inline]
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157 fn dist2_squared(&self, other : &Self) -> E {
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158 metric_distance_squared(self, other)
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159 }
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160 }
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161
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162 impl<E,M,S> StaticEuclidean<E>
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163 for Vector<E,M,S>
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164 where M : DimName,
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165 S : StorageMut<E,M>,
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166 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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167 DefaultAllocator : Allocator<E,M> {
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168
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169 #[inline]
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170 fn origin() -> OVector<E, M> {
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171 OVector::zeros()
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172 }
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173 }
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174
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175 impl<E,M,S> Norm<E, L1>
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176 for Vector<E,M,S>
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177 where M : Dim,
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178 S : StorageMut<E,M>,
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179 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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180 DefaultAllocator : Allocator<E,M> {
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181
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182 #[inline]
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183 fn norm(&self, _ : L1) -> E {
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184 LpNorm(1).norm(self)
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185 }
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186 }
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187
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188 impl<E,M,S> Dist<E, L1>
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189 for Vector<E,M,S>
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190 where M : Dim,
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191 S : StorageMut<E,M>,
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192 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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193 DefaultAllocator : Allocator<E,M> {
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194 #[inline]
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195 fn dist(&self, other : &Self, _ : L1) -> E {
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196 LpNorm(1).metric_distance(self, other)
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197 }
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198 }
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199
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200 impl<E,M,S> Norm<E, L2>
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201 for Vector<E,M,S>
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202 where M : Dim,
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203 S : StorageMut<E,M>,
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204 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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205 DefaultAllocator : Allocator<E,M> {
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206
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207 #[inline]
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208 fn norm(&self, _ : L2) -> E {
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209 LpNorm(2).norm(self)
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210 }
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211 }
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212
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213 impl<E,M,S> Dist<E, L2>
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214 for Vector<E,M,S>
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215 where M : Dim,
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216 S : StorageMut<E,M>,
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217 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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218 DefaultAllocator : Allocator<E,M> {
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219 #[inline]
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220 fn dist(&self, other : &Self, _ : L2) -> E {
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221 LpNorm(2).metric_distance(self, other)
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222 }
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223 }
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224
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225 impl<E,M,S> Norm<E, Linfinity>
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226 for Vector<E,M,S>
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227 where M : Dim,
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228 S : StorageMut<E,M>,
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229 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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230 DefaultAllocator : Allocator<E,M> {
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231
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232 #[inline]
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233 fn norm(&self, _ : Linfinity) -> E {
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234 UniformNorm.norm(self)
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235 }
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236 }
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237
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238 impl<E,M,S> Dist<E, Linfinity>
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239 for Vector<E,M,S>
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240 where M : Dim,
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241 S : StorageMut<E,M>,
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242 E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField,
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243 DefaultAllocator : Allocator<E,M> {
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244 #[inline]
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245 fn dist(&self, other : &Self, _ : Linfinity) -> E {
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246 UniformNorm.metric_distance(self, other)
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247 }
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248 }
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249
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250 /// Helper trait to hide the symbols of `nalgebra::RealField`
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251 /// while allowing nalgebra to be used in subroutines.
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252 pub trait ToNalgebraRealField : Float {
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253 type NalgebraType : RealField;
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254 type MixedType : RealField + Float;
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255
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256 fn to_nalgebra(self) -> Self::NalgebraType;
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257 fn to_nalgebra_mixed(self) -> Self::MixedType;
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258
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259 fn from_nalgebra(t : Self::NalgebraType) -> Self;
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260 fn from_nalgebra_mixed(t : Self::MixedType) -> Self;
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261 }
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262
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263 impl ToNalgebraRealField for f32 {
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264 type NalgebraType = f32;
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265 type MixedType = f32;
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266
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267 #[inline]
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268 fn to_nalgebra(self) -> Self::NalgebraType { self }
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269
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270 #[inline]
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271 fn to_nalgebra_mixed(self) -> Self::MixedType { self }
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272
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273 #[inline]
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274 fn from_nalgebra(t : Self::NalgebraType) -> Self { t }
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275
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276 #[inline]
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277 fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t }
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278
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279 }
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280
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281 impl ToNalgebraRealField for f64 {
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282 type NalgebraType = f64;
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283 type MixedType = f64;
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284
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285 #[inline]
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286 fn to_nalgebra(self) -> Self::NalgebraType { self }
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287
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288 #[inline]
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289 fn to_nalgebra_mixed(self) -> Self::MixedType { self }
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290
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291 #[inline]
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292 fn from_nalgebra(t : Self::NalgebraType) -> Self { t }
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293
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294 #[inline]
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295 fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t }
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296 }
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297

mercurial