Mon, 24 Oct 2022 10:52:19 +0300
Added type for numerical errors
| 0 | 1 | ///! Integration with nalgebra |
| 2 | ||
| 3 | use nalgebra::{ | |
| 4 | Matrix, Storage, StorageMut, OMatrix, Dim, DefaultAllocator, Scalar, | |
| 5 | ClosedMul, ClosedAdd, SimdComplexField, Vector, OVector, RealField, | |
| 6 | LpNorm, UniformNorm | |
| 7 | }; | |
| 8 | use nalgebra::Norm as NalgebraNorm; | |
| 9 | use nalgebra::base::constraint::{ | |
| 10 | ShapeConstraint, SameNumberOfRows, SameNumberOfColumns | |
| 11 | }; | |
| 12 | use nalgebra::base::dimension::*; | |
| 13 | use nalgebra::base::allocator::Allocator; | |
| 14 | use std::ops::Mul; | |
| 15 | use num_traits::identities::{Zero, One}; | |
| 16 | use crate::linops::*; | |
| 17 | use crate::norms::Dot; | |
| 18 | use crate::types::Float; | |
| 19 | use crate::norms::*; | |
| 20 | ||
| 21 | impl<SM,SV,N,M,K,E> Linear<Matrix<E,M,K,SV>> for Matrix<E,N,M,SM> | |
| 22 | where SM: Storage<E,N,M>, SV: Storage<E,M,K>, | |
| 23 | N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One, | |
| 24 | DefaultAllocator : Allocator<E,N,K>, | |
| 25 | DefaultAllocator : Allocator<E,M,K>, | |
| 26 | DefaultAllocator : Allocator<E,N,M>, | |
| 27 | DefaultAllocator : Allocator<E,M,N> { | |
| 28 | type Codomain = OMatrix<E,N,K>; | |
| 29 | ||
| 30 | #[inline] | |
| 31 | fn apply(&self, x : &Matrix<E,M,K,SV>) -> Self::Codomain { | |
| 32 | self.mul(x) | |
| 33 | } | |
| 34 | } | |
| 35 | ||
| 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> | |
| 37 | where SM: Storage<E,N,M>, SV1: Storage<E,M,K>, SV2: StorageMut<E,N,K>, | |
| 38 | N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float, | |
| 39 | DefaultAllocator : Allocator<E,N,K>, | |
| 40 | DefaultAllocator : Allocator<E,M,K>, | |
| 41 | DefaultAllocator : Allocator<E,N,M>, | |
| 42 | DefaultAllocator : Allocator<E,M,N> { | |
| 43 | ||
| 44 | #[inline] | |
| 45 | fn gemv(&self, y : &mut Matrix<E,N,K,SV2>, α : E, x : &Matrix<E,M,K,SV1>, β : E) { | |
| 46 | Matrix::gemm(y, α, self, x, β) | |
| 47 | } | |
| 48 | ||
| 49 | #[inline] | |
| 50 | fn apply_mut<'a>(&self, y : &mut Matrix<E,N,K,SV2>, x : &Matrix<E,M,K,SV1>) { | |
| 51 | self.mul_to(x, y) | |
| 52 | } | |
| 53 | } | |
| 54 | ||
| 55 | impl<SM,SV1,M,E> AXPY<E, Vector<E,M,SV1>> for Vector<E,M,SM> | |
| 56 | where SM: StorageMut<E,M>, SV1: Storage<E,M>, | |
| 57 | M : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float, | |
| 58 | DefaultAllocator : Allocator<E,M> { | |
| 59 | ||
| 60 | #[inline] | |
| 61 | fn axpy(&mut self, α : E, x : &Vector<E,M,SV1>, β : E) { | |
| 62 | Matrix::axpy(self, α, x, β) | |
| 63 | } | |
| 64 | ||
| 65 | #[inline] | |
| 66 | fn copy_from(&mut self, y : &Vector<E,M,SV1>) { | |
| 67 | Matrix::copy_from(self, y) | |
| 68 | } | |
| 69 | } | |
| 70 | ||
| 71 | impl<SM,M,E> Projection<E, Linfinity> for Vector<E,M,SM> | |
| 72 | where SM: StorageMut<E,M>, | |
| 73 | M : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + Float + RealField, | |
| 74 | DefaultAllocator : Allocator<E,M> { | |
| 75 | #[inline] | |
| 76 | fn proj_ball_mut(&mut self, ρ : E, _ : Linfinity) { | |
| 77 | self.iter_mut().for_each(|v| *v = num_traits::clamp(*v, -ρ, ρ)) | |
| 78 | } | |
| 79 | } | |
| 80 | ||
| 81 | impl<'own,SV1,SV2,SM,N,M,K,E> Adjointable<Matrix<E,M,K,SV1>,Matrix<E,N,K,SV2>> | |
| 82 | for Matrix<E,N,M,SM> | |
| 83 | where SM: Storage<E,N,M>, SV1: Storage<E,M,K>, SV2: Storage<E,N,K>, | |
| 84 | N : Dim, M : Dim, K : Dim, E : Scalar + ClosedMul + ClosedAdd + Zero + One + SimdComplexField, | |
| 85 | DefaultAllocator : Allocator<E,N,K>, | |
| 86 | DefaultAllocator : Allocator<E,M,K>, | |
| 87 | DefaultAllocator : Allocator<E,N,M>, | |
| 88 | DefaultAllocator : Allocator<E,M,N> { | |
| 89 | type AdjointCodomain = OMatrix<E,M,K>; | |
| 90 | type Adjoint<'a> = OMatrix<E,M,N> where SM : 'a; | |
| 91 | ||
| 92 | #[inline] | |
| 93 | fn adjoint(&self) -> Self::Adjoint<'_> { | |
| 94 | Matrix::adjoint(self) | |
| 95 | } | |
| 96 | } | |
| 97 | ||
| 98 | impl<E,M,S,Si> Dot<Vector<E,M,Si>,E> | |
| 99 | for Vector<E,M,S> | |
| 100 | where M : Dim, | |
| 101 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One, | |
| 102 | S : Storage<E,M>, | |
| 103 | Si : Storage<E,M>, | |
| 104 | DefaultAllocator : Allocator<E,M> { | |
| 105 | ||
| 106 | #[inline] | |
| 107 | fn dot(&self, other : &Vector<E,M,Si>) -> E { | |
| 108 | Vector::<E,M,S>::dot(self, other) | |
| 109 | } | |
| 110 | } | |
| 111 | ||
| 112 | /// This function is [`nalgebra::EuclideanNorm::metric_distance`] without the `sqrt`. | |
| 113 | #[inline] | |
| 114 | fn metric_distance_squared<T, R1, C1, S1, R2, C2, S2>( | |
| 115 | /*ed: &EuclideanNorm,*/ | |
| 116 | m1: &Matrix<T, R1, C1, S1>, | |
| 117 | m2: &Matrix<T, R2, C2, S2>, | |
| 118 | ) -> T::SimdRealField | |
| 119 | where | |
| 120 | T: SimdComplexField, | |
| 121 | R1: Dim, | |
| 122 | C1: Dim, | |
| 123 | S1: Storage<T, R1, C1>, | |
| 124 | R2: Dim, | |
| 125 | C2: Dim, | |
| 126 | S2: Storage<T, R2, C2>, | |
| 127 | ShapeConstraint: SameNumberOfRows<R1, R2> + SameNumberOfColumns<C1, C2>, | |
| 128 | { | |
| 129 | m1.zip_fold(m2, T::SimdRealField::zero(), |acc, a, b| { | |
| 130 | let diff = a - b; | |
| 131 | acc + diff.simd_modulus_squared() | |
| 132 | }) | |
| 133 | } | |
| 134 | ||
| 135 | // TODO: should allow different input storages in `Euclidean`. | |
| 136 | ||
| 137 | impl<E,M,S> Euclidean<E> | |
| 138 | for Vector<E,M,S> | |
| 139 | where M : Dim, | |
| 140 | S : StorageMut<E,M>, | |
| 141 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 142 | DefaultAllocator : Allocator<E,M> { | |
| 143 | ||
| 144 | type Output = OVector<E, M>; | |
| 145 | ||
| 146 | #[inline] | |
| 147 | fn similar_origin(&self) -> OVector<E, M> { | |
| 148 | OVector::zeros_generic(M::from_usize(self.len()), Const) | |
| 149 | } | |
| 150 | ||
| 151 | #[inline] | |
| 152 | fn norm2_squared(&self) -> E { | |
| 153 | Vector::<E,M,S>::norm_squared(self) | |
| 154 | } | |
| 155 | ||
| 156 | #[inline] | |
| 157 | fn dist2_squared(&self, other : &Self) -> E { | |
| 158 | metric_distance_squared(self, other) | |
| 159 | } | |
| 160 | } | |
| 161 | ||
| 162 | impl<E,M,S> StaticEuclidean<E> | |
| 163 | for Vector<E,M,S> | |
| 164 | where M : DimName, | |
| 165 | S : StorageMut<E,M>, | |
| 166 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 167 | DefaultAllocator : Allocator<E,M> { | |
| 168 | ||
| 169 | #[inline] | |
| 170 | fn origin() -> OVector<E, M> { | |
| 171 | OVector::zeros() | |
| 172 | } | |
| 173 | } | |
| 174 | ||
| 175 | impl<E,M,S> Norm<E, L1> | |
| 176 | for Vector<E,M,S> | |
| 177 | where M : Dim, | |
| 178 | S : StorageMut<E,M>, | |
| 179 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 180 | DefaultAllocator : Allocator<E,M> { | |
| 181 | ||
| 182 | #[inline] | |
| 183 | fn norm(&self, _ : L1) -> E { | |
| 184 | LpNorm(1).norm(self) | |
| 185 | } | |
| 186 | } | |
| 187 | ||
| 188 | impl<E,M,S> Dist<E, L1> | |
| 189 | for Vector<E,M,S> | |
| 190 | where M : Dim, | |
| 191 | S : StorageMut<E,M>, | |
| 192 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 193 | DefaultAllocator : Allocator<E,M> { | |
| 194 | #[inline] | |
| 195 | fn dist(&self, other : &Self, _ : L1) -> E { | |
| 196 | LpNorm(1).metric_distance(self, other) | |
| 197 | } | |
| 198 | } | |
| 199 | ||
| 200 | impl<E,M,S> Norm<E, L2> | |
| 201 | for Vector<E,M,S> | |
| 202 | where M : Dim, | |
| 203 | S : StorageMut<E,M>, | |
| 204 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 205 | DefaultAllocator : Allocator<E,M> { | |
| 206 | ||
| 207 | #[inline] | |
| 208 | fn norm(&self, _ : L2) -> E { | |
| 209 | LpNorm(2).norm(self) | |
| 210 | } | |
| 211 | } | |
| 212 | ||
| 213 | impl<E,M,S> Dist<E, L2> | |
| 214 | for Vector<E,M,S> | |
| 215 | where M : Dim, | |
| 216 | S : StorageMut<E,M>, | |
| 217 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 218 | DefaultAllocator : Allocator<E,M> { | |
| 219 | #[inline] | |
| 220 | fn dist(&self, other : &Self, _ : L2) -> E { | |
| 221 | LpNorm(2).metric_distance(self, other) | |
| 222 | } | |
| 223 | } | |
| 224 | ||
| 225 | impl<E,M,S> Norm<E, Linfinity> | |
| 226 | for Vector<E,M,S> | |
| 227 | where M : Dim, | |
| 228 | S : StorageMut<E,M>, | |
| 229 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 230 | DefaultAllocator : Allocator<E,M> { | |
| 231 | ||
| 232 | #[inline] | |
| 233 | fn norm(&self, _ : Linfinity) -> E { | |
| 234 | UniformNorm.norm(self) | |
| 235 | } | |
| 236 | } | |
| 237 | ||
| 238 | impl<E,M,S> Dist<E, Linfinity> | |
| 239 | for Vector<E,M,S> | |
| 240 | where M : Dim, | |
| 241 | S : StorageMut<E,M>, | |
| 242 | E : Float + Scalar + ClosedMul + ClosedAdd + Zero + One + RealField, | |
| 243 | DefaultAllocator : Allocator<E,M> { | |
| 244 | #[inline] | |
| 245 | fn dist(&self, other : &Self, _ : Linfinity) -> E { | |
| 246 | UniformNorm.metric_distance(self, other) | |
| 247 | } | |
| 248 | } | |
| 249 | ||
| 250 | /// Helper trait to hide the symbols of `nalgebra::RealField` | |
| 251 | /// while allowing nalgebra to be used in subroutines. | |
| 252 | pub trait ToNalgebraRealField : Float { | |
| 253 | type NalgebraType : RealField; | |
| 254 | type MixedType : RealField + Float; | |
| 255 | ||
| 256 | fn to_nalgebra(self) -> Self::NalgebraType; | |
| 257 | fn to_nalgebra_mixed(self) -> Self::MixedType; | |
| 258 | ||
| 259 | fn from_nalgebra(t : Self::NalgebraType) -> Self; | |
| 260 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self; | |
| 261 | } | |
| 262 | ||
| 263 | impl ToNalgebraRealField for f32 { | |
| 264 | type NalgebraType = f32; | |
| 265 | type MixedType = f32; | |
| 266 | ||
| 267 | #[inline] | |
| 268 | fn to_nalgebra(self) -> Self::NalgebraType { self } | |
| 269 | ||
| 270 | #[inline] | |
| 271 | fn to_nalgebra_mixed(self) -> Self::MixedType { self } | |
| 272 | ||
| 273 | #[inline] | |
| 274 | fn from_nalgebra(t : Self::NalgebraType) -> Self { t } | |
| 275 | ||
| 276 | #[inline] | |
| 277 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t } | |
| 278 | ||
| 279 | } | |
| 280 | ||
| 281 | impl ToNalgebraRealField for f64 { | |
| 282 | type NalgebraType = f64; | |
| 283 | type MixedType = f64; | |
| 284 | ||
| 285 | #[inline] | |
| 286 | fn to_nalgebra(self) -> Self::NalgebraType { self } | |
| 287 | ||
| 288 | #[inline] | |
| 289 | fn to_nalgebra_mixed(self) -> Self::MixedType { self } | |
| 290 | ||
| 291 | #[inline] | |
| 292 | fn from_nalgebra(t : Self::NalgebraType) -> Self { t } | |
| 293 | ||
| 294 | #[inline] | |
| 295 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t } | |
| 296 | } | |
| 297 |