defmodule Chi2fit.Matrix do # Copyright 2017 Pieter Rijken # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. @inverse_tolerance 1.0e-8 @default_inverse_iterations 500 @type matrix :: [[...]] @type vector :: [...] import ExAlgebra.Matrix import ExAlgebra.Vector, only: [dot: 2] ####################################################################################################### ## Inverse matrix stuff ## @spec unit(n :: pos_integer) :: [[0|1]] def unit(n) do {result,_} = List.duplicate(0,n) |> List.duplicate(n) |> Enum.reduce({[],-1}, fn (list,{acc,m}) -> {[list |> List.replace_at(m,1)|acc],m-1} end) result end defp abssum(list), do: list |> Enum.map(&abs/1) |> Enum.sum @spec norm(matrix) :: number def norm(matrix), do: matrix |> Enum.map(&abssum/1) |> Enum.sum @spec norm_1(matrix) :: number def norm_1(matrix), do: matrix |> Enum.map(&abssum/1) |> Enum.max @spec norm_inf(matrix) :: number def norm_inf(matrix), do: matrix |> transpose |> norm_1 defmacrop telescope(matrix, []), do: quote(do: unit(length unquote(matrix))) defmacrop telescope(matrix, [a|rest]) do quote do mat = unquote(matrix) subtract(scalar_multiply(unit(length mat),unquote(a)),multiply(mat,telescope(mat, unquote(rest)))) end end defp findv0(matrix, range \\ 100, size \\ 100) do {v, error} = List.duplicate(0,size) |> Enum.map(fn (_x)->range*(2*:rand.uniform() - 1) end) |> Enum.reduce({nil,:infinity},fn (factor,{_,:infinity}) -> v0 = matrix |> length |> unit |> scalar_multiply(factor) test = matrix |> length |> unit |> subtract(multiply(matrix,v0)) |> norm_1 |> abs {v0,test} (factor,{v,error}) -> v0 = matrix |> length |> unit |> scalar_multiply(factor) test = matrix |> length |> unit |> subtract(multiply(matrix,v0)) |> norm_1 |> abs if test < error, do: {v0,test}, else: {v,error} end) if error < 1.0, do: v, else: throw :no_v0 end @spec inverse(matrix) :: matrix def inverse([[x]]), do: [[1.0/x]] def inverse([[x1,x2],[y1,y2]]), do: [[y2,-x2],[-y1,x1]] |> scalar_multiply(1.0/(x1*y2-x2*y1)) def inverse(matrix) do require Logger v0 = matrix |> transpose |> scalar_multiply(1.0/norm_1(matrix)/norm_inf(matrix)) test = matrix |> length |> unit |> subtract(multiply(matrix,v0)) |> norm_1 if test < 2.0 do try do iterate(matrix,v0) catch {:impossible_inverse,v,_} -> Logger.warn "inverse: failed to reached tolerance" v end else v0 = findv0(matrix) iterate(matrix,v0) end end defp iterate(matrix,v0,maxn \\ @default_inverse_iterations) defp iterate(matrix,v0,0), do: throw {:impossible_inverse,v0,subtract(unit(length matrix),multiply(matrix,v0)) |> norm_1} defp iterate(matrix,v0,max) when is_integer(max) and max > 0 do u = unit(length matrix) test = subtract(u,multiply(matrix,v0)) |> norm_1 unless test < @inverse_tolerance do matrix |> iterate(multiply(v0,telescope(multiply(matrix,v0),[2.0])),max-1) else v0 end end @spec diagonal(matrix) :: vector def diagonal(matrix) do matrix |> Enum.reduce({[],0}, fn (row, {acc,index})->{[Enum.at(row,index)|acc],index+1} end) |> elem(0) |> Enum.reverse end @spec from_diagonal(vector) :: matrix def from_diagonal(vector) do vector |> Enum.reduce({[],0}, fn (elem, {acc,index})->{[List.duplicate(0,length(vector)) |> List.replace_at(index,elem)|acc],index+1} end) |> elem(0) |> Enum.reverse end @spec dotproduct(vector,vector) :: number def dotproduct(vector1, vector2), do: dot(vector1,vector2) end