Tue, 31 Dec 2024 09:02:55 -0500
More convexity, normed spaces, etc.
| 5 | 1 | /*! |
| 2 | Integration with nalgebra. | |
| 3 | ||
| 4 | This module mainly implements [`Euclidean`], [`Norm`], [`Dot`], [`Linear`], etc. for [`nalgebra`] | |
| 5 | matrices and vectors. | |
| 6 | It also provides [`ToNalgebraRealField`] as a vomit-inducingly ugly workaround to nalgebra | |
| 7 | force-feeding its own versions of the same basic mathematical methods on `f32` and `f64` as | |
| 8 | [`num_traits`] does. | |
| 9 | */ | |
| 0 | 10 | |
| 11 | use nalgebra::{ | |
| 12 | Matrix, Storage, StorageMut, OMatrix, Dim, DefaultAllocator, Scalar, | |
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13 | ClosedAddAssign, ClosedMulAssign, SimdComplexField, Vector, OVector, RealField, |
| 0 | 14 | LpNorm, UniformNorm |
| 15 | }; | |
| 16 | use nalgebra::Norm as NalgebraNorm; | |
| 17 | use nalgebra::base::constraint::{ | |
| 18 | ShapeConstraint, SameNumberOfRows, SameNumberOfColumns | |
| 19 | }; | |
| 20 | use nalgebra::base::dimension::*; | |
| 21 | use nalgebra::base::allocator::Allocator; | |
| 22 | use std::ops::Mul; | |
| 23 | use num_traits::identities::{Zero, One}; | |
| 24 | use crate::linops::*; | |
| 5 | 25 | use crate::euclidean::*; |
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26 | use crate::mapping::{Space, BasicDecomposition}; |
| 0 | 27 | use crate::types::Float; |
| 28 | use crate::norms::*; | |
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29 | use crate::instance::Instance; |
| 0 | 30 | |
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31 | impl<SM,N,M,E> Space for Matrix<E,N,M,SM> |
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32 | where |
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33 | SM: Storage<E,N,M> + Clone, |
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34 | N : Dim, M : Dim, E : Scalar + Zero + One + ClosedAddAssign + ClosedMulAssign, |
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35 | DefaultAllocator : Allocator<N,M>, |
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36 | { |
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37 | type Decomp = BasicDecomposition; |
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38 | } |
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39 | |
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40 | impl<SM,SV,N,M,K,E> Mapping<Matrix<E,M,K,SV>> for Matrix<E,N,M,SM> |
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41 | where SM: Storage<E,N,M>, SV: Storage<E,M,K> + Clone, |
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42 | N : Dim, M : Dim, K : Dim, E : Scalar + Zero + One + ClosedAddAssign + ClosedMulAssign, |
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43 | DefaultAllocator : Allocator<N,K>, |
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44 | DefaultAllocator : Allocator<M,K>, |
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45 | DefaultAllocator : Allocator<N,M>, |
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46 | DefaultAllocator : Allocator<M,N> { |
| 0 | 47 | type Codomain = OMatrix<E,N,K>; |
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48 | |
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49 | #[inline] |
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50 | fn apply<I : Instance<Matrix<E,M,K,SV>>>( |
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51 | &self, x : I |
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52 | ) -> Self::Codomain { |
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53 | x.either(|owned| self.mul(owned), |refr| self.mul(refr)) |
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54 | } |
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55 | } |
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56 | |
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57 | |
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58 | impl<'a, SM,SV,N,M,K,E> Linear<Matrix<E,M,K,SV>> for Matrix<E,N,M,SM> |
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59 | where SM: Storage<E,N,M>, SV: Storage<E,M,K> + Clone, |
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60 | N : Dim, M : Dim, K : Dim, E : Scalar + Zero + One + ClosedAddAssign + ClosedMulAssign, |
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61 | DefaultAllocator : Allocator<N,K>, |
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62 | DefaultAllocator : Allocator<M,K>, |
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63 | DefaultAllocator : Allocator<N,M>, |
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64 | DefaultAllocator : Allocator<M,N> { |
| 0 | 65 | } |
| 66 | ||
| 67 | 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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68 | where SM: Storage<E,N,M>, SV1: Storage<E,M,K> + Clone, SV2: StorageMut<E,N,K>, |
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69 | N : Dim, M : Dim, K : Dim, E : Scalar + Zero + One + Float, |
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70 | DefaultAllocator : Allocator<N,K>, |
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71 | DefaultAllocator : Allocator<M,K>, |
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72 | DefaultAllocator : Allocator<N,M>, |
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73 | DefaultAllocator : Allocator<M,N> { |
| 0 | 74 | |
| 75 | #[inline] | |
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76 | fn gemv<I : Instance<Matrix<E,M,K,SV1>>>( |
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77 | &self, y : &mut Matrix<E,N,K,SV2>, α : E, x : I, β : E |
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78 | ) { |
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79 | x.eval(|x̃| Matrix::gemm(y, α, self, x̃, β)) |
| 0 | 80 | } |
| 81 | ||
| 82 | #[inline] | |
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83 | fn apply_mut<'a, I : Instance<Matrix<E,M,K,SV1>>>(&self, y : &mut Matrix<E,N,K,SV2>, x : I) { |
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84 | x.eval(|x̃| self.mul_to(x̃, y)) |
| 0 | 85 | } |
| 86 | } | |
| 87 | ||
| 88 | impl<SM,SV1,M,E> AXPY<E, Vector<E,M,SV1>> for Vector<E,M,SM> | |
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89 | where SM: StorageMut<E,M> + Clone, SV1: Storage<E,M> + Clone, |
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90 | M : Dim, E : Scalar + Zero + One + Float, |
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91 | DefaultAllocator : Allocator<M> { |
| 0 | 92 | |
| 93 | #[inline] | |
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94 | fn axpy<I : Instance<Vector<E,M,SV1>>>(&mut self, α : E, x : I, β : E) { |
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95 | x.eval(|x̃| Matrix::axpy(self, α, x̃, β)) |
| 0 | 96 | } |
| 97 | ||
| 98 | #[inline] | |
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99 | fn copy_from<I : Instance<Vector<E,M,SV1>>>(&mut self, y : I) { |
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100 | y.eval(|ỹ| Matrix::copy_from(self, ỹ)) |
| 0 | 101 | } |
| 102 | } | |
| 103 | ||
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104 | /* Implemented automatically as Euclidean. |
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105 | impl<SM,M,E> Projection<E, L2> for Vector<E,M,SM> |
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106 | where SM: StorageMut<E,M> + Clone, |
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107 | M : Dim, E : Scalar + Zero + One + Float + RealField, |
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108 | DefaultAllocator : Allocator<M> { |
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109 | #[inline] |
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110 | fn proj_ball_mut(&mut self, ρ : E, _ : L2) { |
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111 | let n = self.norm(L2); |
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112 | if n > ρ { |
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113 | self.iter_mut().for_each(|v| *v *= ρ/n) |
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114 | } |
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115 | } |
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116 | }*/ |
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117 | |
| 0 | 118 | impl<SM,M,E> Projection<E, Linfinity> for Vector<E,M,SM> |
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119 | where SM: StorageMut<E,M> + Clone, |
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120 | M : Dim, E : Scalar + Zero + One + Float + RealField, |
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121 | DefaultAllocator : Allocator<M> { |
| 0 | 122 | #[inline] |
| 123 | fn proj_ball_mut(&mut self, ρ : E, _ : Linfinity) { | |
| 124 | self.iter_mut().for_each(|v| *v = num_traits::clamp(*v, -ρ, ρ)) | |
| 125 | } | |
| 126 | } | |
| 127 | ||
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128 | impl<'own,SV1,SV2,SM,N,M,K,E> Adjointable<Matrix<E,M,K,SV1>, Matrix<E,N,K,SV2>> |
| 0 | 129 | for Matrix<E,N,M,SM> |
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130 | where SM: Storage<E,N,M>, SV1: Storage<E,M,K> + Clone, SV2: Storage<E,N,K> + Clone, |
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131 | N : Dim, M : Dim, K : Dim, E : Scalar + Zero + One + SimdComplexField, |
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132 | DefaultAllocator : Allocator<N,K>, |
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133 | DefaultAllocator : Allocator<M,K>, |
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134 | DefaultAllocator : Allocator<N,M>, |
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135 | DefaultAllocator : Allocator<M,N> { |
| 0 | 136 | type AdjointCodomain = OMatrix<E,M,K>; |
| 137 | type Adjoint<'a> = OMatrix<E,M,N> where SM : 'a; | |
| 138 | ||
| 139 | #[inline] | |
| 140 | fn adjoint(&self) -> Self::Adjoint<'_> { | |
| 141 | Matrix::adjoint(self) | |
| 142 | } | |
| 143 | } | |
| 144 | ||
| 145 | impl<E,M,S,Si> Dot<Vector<E,M,Si>,E> | |
| 146 | for Vector<E,M,S> | |
| 147 | where M : Dim, | |
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148 | E : Float + Scalar + Zero + One, |
| 0 | 149 | S : Storage<E,M>, |
| 150 | Si : Storage<E,M>, | |
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151 | DefaultAllocator : Allocator<M> { |
| 0 | 152 | |
| 153 | #[inline] | |
| 154 | fn dot(&self, other : &Vector<E,M,Si>) -> E { | |
| 155 | Vector::<E,M,S>::dot(self, other) | |
| 156 | } | |
| 157 | } | |
| 158 | ||
| 159 | /// This function is [`nalgebra::EuclideanNorm::metric_distance`] without the `sqrt`. | |
| 160 | #[inline] | |
| 161 | fn metric_distance_squared<T, R1, C1, S1, R2, C2, S2>( | |
| 162 | /*ed: &EuclideanNorm,*/ | |
| 163 | m1: &Matrix<T, R1, C1, S1>, | |
| 164 | m2: &Matrix<T, R2, C2, S2>, | |
| 165 | ) -> T::SimdRealField | |
| 166 | where | |
| 167 | T: SimdComplexField, | |
| 168 | R1: Dim, | |
| 169 | C1: Dim, | |
| 170 | S1: Storage<T, R1, C1>, | |
| 171 | R2: Dim, | |
| 172 | C2: Dim, | |
| 173 | S2: Storage<T, R2, C2>, | |
| 174 | ShapeConstraint: SameNumberOfRows<R1, R2> + SameNumberOfColumns<C1, C2>, | |
| 175 | { | |
| 176 | m1.zip_fold(m2, T::SimdRealField::zero(), |acc, a, b| { | |
| 177 | let diff = a - b; | |
| 178 | acc + diff.simd_modulus_squared() | |
| 179 | }) | |
| 180 | } | |
| 181 | ||
| 182 | // TODO: should allow different input storages in `Euclidean`. | |
| 183 | ||
| 184 | impl<E,M,S> Euclidean<E> | |
| 185 | for Vector<E,M,S> | |
| 186 | where M : Dim, | |
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187 | S : StorageMut<E,M> + Clone, |
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188 | E : Float + Scalar + Zero + One + RealField, |
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189 | DefaultAllocator : Allocator<M> { |
| 0 | 190 | |
| 191 | type Output = OVector<E, M>; | |
| 192 | ||
| 193 | #[inline] | |
| 194 | fn similar_origin(&self) -> OVector<E, M> { | |
| 195 | OVector::zeros_generic(M::from_usize(self.len()), Const) | |
| 196 | } | |
| 197 | ||
| 198 | #[inline] | |
| 199 | fn norm2_squared(&self) -> E { | |
| 200 | Vector::<E,M,S>::norm_squared(self) | |
| 201 | } | |
| 202 | ||
| 203 | #[inline] | |
| 204 | fn dist2_squared(&self, other : &Self) -> E { | |
| 205 | metric_distance_squared(self, other) | |
| 206 | } | |
| 207 | } | |
| 208 | ||
| 209 | impl<E,M,S> StaticEuclidean<E> | |
| 210 | for Vector<E,M,S> | |
| 211 | where M : DimName, | |
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212 | S : StorageMut<E,M> + Clone, |
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213 | E : Float + Scalar + Zero + One + RealField, |
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214 | DefaultAllocator : Allocator<M> { |
| 0 | 215 | |
| 216 | #[inline] | |
| 217 | fn origin() -> OVector<E, M> { | |
| 218 | OVector::zeros() | |
| 219 | } | |
| 220 | } | |
| 221 | ||
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222 | /// The default norm for `Vector` is [`L2`]. |
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223 | impl<E,M,S> Normed<E> |
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224 | for Vector<E,M,S> |
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225 | where M : Dim, |
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226 | S : Storage<E,M> + Clone, |
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227 | E : Float + Scalar + Zero + One + RealField, |
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228 | DefaultAllocator : Allocator<M> { |
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229 | |
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230 | type NormExp = L2; |
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231 | |
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232 | #[inline] |
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233 | fn norm_exponent(&self) -> Self::NormExp { |
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234 | L2 |
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235 | } |
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236 | |
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237 | #[inline] |
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238 | fn is_zero(&self) -> bool { |
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239 | Vector::<E,M,S>::norm_squared(self) == E::ZERO |
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240 | } |
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241 | } |
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242 | |
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243 | impl<E,M,S> HasDual<E> |
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244 | for Vector<E,M,S> |
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245 | where M : Dim, |
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246 | S : Storage<E,M> + Clone, |
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247 | E : Float + Scalar + Zero + One + RealField, |
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248 | DefaultAllocator : Allocator<M> { |
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249 | // TODO: Doesn't work with different storage formats. |
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250 | type DualSpace = Self; |
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251 | } |
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252 | |
| 0 | 253 | impl<E,M,S> Norm<E, L1> |
| 254 | for Vector<E,M,S> | |
| 255 | where M : Dim, | |
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256 | S : Storage<E,M>, |
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257 | E : Float + Scalar + Zero + One + RealField, |
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258 | DefaultAllocator : Allocator<M> { |
| 0 | 259 | |
| 260 | #[inline] | |
| 261 | fn norm(&self, _ : L1) -> E { | |
| 262 | LpNorm(1).norm(self) | |
| 263 | } | |
| 264 | } | |
| 265 | ||
| 266 | impl<E,M,S> Dist<E, L1> | |
| 267 | for Vector<E,M,S> | |
| 268 | where M : Dim, | |
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269 | S : Storage<E,M>, |
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270 | E : Float + Scalar + Zero + One + RealField, |
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271 | DefaultAllocator : Allocator<M> { |
| 0 | 272 | #[inline] |
| 273 | fn dist(&self, other : &Self, _ : L1) -> E { | |
| 274 | LpNorm(1).metric_distance(self, other) | |
| 275 | } | |
| 276 | } | |
| 277 | ||
| 278 | impl<E,M,S> Norm<E, L2> | |
| 279 | for Vector<E,M,S> | |
| 280 | where M : Dim, | |
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281 | S : Storage<E,M>, |
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282 | E : Float + Scalar + Zero + One + RealField, |
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283 | DefaultAllocator : Allocator<M> { |
| 0 | 284 | |
| 285 | #[inline] | |
| 286 | fn norm(&self, _ : L2) -> E { | |
| 287 | LpNorm(2).norm(self) | |
| 288 | } | |
| 289 | } | |
| 290 | ||
| 291 | impl<E,M,S> Dist<E, L2> | |
| 292 | for Vector<E,M,S> | |
| 293 | where M : Dim, | |
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294 | S : Storage<E,M>, |
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295 | E : Float + Scalar + Zero + One + RealField, |
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296 | DefaultAllocator : Allocator<M> { |
| 0 | 297 | #[inline] |
| 298 | fn dist(&self, other : &Self, _ : L2) -> E { | |
| 299 | LpNorm(2).metric_distance(self, other) | |
| 300 | } | |
| 301 | } | |
| 302 | ||
| 303 | impl<E,M,S> Norm<E, Linfinity> | |
| 304 | for Vector<E,M,S> | |
| 305 | where M : Dim, | |
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306 | S : Storage<E,M>, |
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307 | E : Float + Scalar + Zero + One + RealField, |
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308 | DefaultAllocator : Allocator<M> { |
| 0 | 309 | |
| 310 | #[inline] | |
| 311 | fn norm(&self, _ : Linfinity) -> E { | |
| 312 | UniformNorm.norm(self) | |
| 313 | } | |
| 314 | } | |
| 315 | ||
| 316 | impl<E,M,S> Dist<E, Linfinity> | |
| 317 | for Vector<E,M,S> | |
| 318 | where M : Dim, | |
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319 | S : Storage<E,M>, |
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320 | E : Float + Scalar + Zero + One + RealField, |
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321 | DefaultAllocator : Allocator<M> { |
| 0 | 322 | #[inline] |
| 323 | fn dist(&self, other : &Self, _ : Linfinity) -> E { | |
| 324 | UniformNorm.metric_distance(self, other) | |
| 325 | } | |
| 326 | } | |
| 327 | ||
| 5 | 328 | /// Helper trait to hide the symbols of [`nalgebra::RealField`]. |
| 329 | /// | |
| 330 | /// By assuming `ToNalgebraRealField` intead of `nalgebra::RealField` as a trait bound, | |
| 331 | /// functions can piggyback `nalgebra::RealField` without exponsing themselves to it. | |
| 332 | /// Thus methods from [`num_traits`] can be used directly without similarly named methods | |
| 333 | /// from [`nalgebra`] conflicting with them. Only when absolutely necessary to work with | |
| 334 | /// nalgebra, one can convert to the nalgebra view of the same type using the methods of | |
| 335 | /// this trait. | |
| 0 | 336 | pub trait ToNalgebraRealField : Float { |
| 5 | 337 | /// The nalgebra type corresponding to this type. Usually same as `Self`. |
| 338 | /// | |
| 339 | /// This type only carries `nalgebra` traits. | |
| 0 | 340 | type NalgebraType : RealField; |
| 5 | 341 | /// The “mixed” type corresponding to this type. Usually same as `Self`. |
| 342 | /// | |
| 343 | /// This type carries both `num_traits` and `nalgebra` traits. | |
| 0 | 344 | type MixedType : RealField + Float; |
| 345 | ||
| 5 | 346 | /// Convert to the nalgebra view of `self`. |
| 0 | 347 | fn to_nalgebra(self) -> Self::NalgebraType; |
| 5 | 348 | |
| 349 | /// Convert to the mixed (nalgebra and num_traits) view of `self`. | |
| 0 | 350 | fn to_nalgebra_mixed(self) -> Self::MixedType; |
| 351 | ||
| 5 | 352 | /// Convert from the nalgebra view of `self`. |
| 0 | 353 | fn from_nalgebra(t : Self::NalgebraType) -> Self; |
| 5 | 354 | |
| 355 | /// Convert from the mixed (nalgebra and num_traits) view to `self`. | |
| 0 | 356 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self; |
| 357 | } | |
| 358 | ||
| 359 | impl ToNalgebraRealField for f32 { | |
| 360 | type NalgebraType = f32; | |
| 361 | type MixedType = f32; | |
| 362 | ||
| 363 | #[inline] | |
| 364 | fn to_nalgebra(self) -> Self::NalgebraType { self } | |
| 365 | ||
| 366 | #[inline] | |
| 367 | fn to_nalgebra_mixed(self) -> Self::MixedType { self } | |
| 368 | ||
| 369 | #[inline] | |
| 370 | fn from_nalgebra(t : Self::NalgebraType) -> Self { t } | |
| 371 | ||
| 372 | #[inline] | |
| 373 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t } | |
| 374 | ||
| 375 | } | |
| 376 | ||
| 377 | impl ToNalgebraRealField for f64 { | |
| 378 | type NalgebraType = f64; | |
| 379 | type MixedType = f64; | |
| 380 | ||
| 381 | #[inline] | |
| 382 | fn to_nalgebra(self) -> Self::NalgebraType { self } | |
| 383 | ||
| 384 | #[inline] | |
| 385 | fn to_nalgebra_mixed(self) -> Self::MixedType { self } | |
| 386 | ||
| 387 | #[inline] | |
| 388 | fn from_nalgebra(t : Self::NalgebraType) -> Self { t } | |
| 389 | ||
| 390 | #[inline] | |
| 391 | fn from_nalgebra_mixed(t : Self::MixedType) -> Self { t } | |
| 392 | } | |
| 393 |