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use ndarray::{
linalg::{general_mat_mul, general_mat_vec_mul},
s, Array1, Array2, ArrayBase, Axis, DataMut, Ix2, NdFloat, RawDataClone,
};
use crate::{
check_square, householder,
triangular::{IntoTriangular, UPLO},
LinalgError, Result,
};
pub trait SymmetricTridiagonal {
type Decomp;
fn sym_tridiagonal(self) -> Result<Self::Decomp>;
}
impl<S, A> SymmetricTridiagonal for ArrayBase<S, Ix2>
where
A: NdFloat,
S: DataMut<Elem = A>,
{
type Decomp = TridiagonalDecomp<A, S>;
fn sym_tridiagonal(mut self) -> Result<Self::Decomp> {
let n = check_square(&self)?;
if n < 1 {
return Err(LinalgError::EmptyMatrix);
}
let mut off_diagonal = Array1::zeros(n - 1);
let mut p = Array1::zeros(n - 1);
for i in 0..n - 1 {
let mut m = self.slice_mut(s![i + 1.., ..]);
let (mut axis, mut m) = m.multi_slice_mut((s![.., i], s![.., i + 1..]));
let norm = householder::reflection_axis_mut(&mut axis);
*off_diagonal.get_mut(i).unwrap() = norm.unwrap_or_else(A::zero);
if norm.is_some() {
let mut p = p.slice_mut(s![i..]);
general_mat_vec_mul(A::from(2.0f64).unwrap(), &m, &axis, A::zero(), &mut p);
let dot = axis.dot(&p);
let p_row = p.view().insert_axis(Axis(0));
let p_col = p.view().insert_axis(Axis(1));
let ax_row = axis.view().insert_axis(Axis(0));
let ax_col = axis.view().insert_axis(Axis(1));
general_mat_mul(-A::one(), &p_col, &ax_row, A::one(), &mut m);
general_mat_mul(-A::one(), &ax_col, &p_row, A::one(), &mut m);
general_mat_mul(dot + dot, &ax_col, &ax_row, A::one(), &mut m);
}
}
Ok(TridiagonalDecomp {
diag_matrix: self,
off_diagonal,
})
}
}
#[derive(Debug)]
pub struct TridiagonalDecomp<A, S: DataMut<Elem = A>> {
diag_matrix: ArrayBase<S, Ix2>,
off_diagonal: Array1<A>,
}
impl<A: Clone, S: DataMut<Elem = A> + RawDataClone> Clone for TridiagonalDecomp<A, S> {
fn clone(&self) -> Self {
Self {
diag_matrix: self.diag_matrix.clone(),
off_diagonal: self.off_diagonal.clone(),
}
}
}
impl<A: NdFloat, S: DataMut<Elem = A>> TridiagonalDecomp<A, S> {
pub fn generate_q(&self) -> Array2<A> {
householder::assemble_q(&self.diag_matrix, 1, |i| self.off_diagonal[i])
}
pub fn into_diagonals(self) -> (Array1<A>, Array1<A>) {
(
self.diag_matrix.diag().to_owned(),
self.off_diagonal.mapv_into(A::abs),
)
}
pub fn into_tridiag_matrix(mut self) -> ArrayBase<S, Ix2> {
self.diag_matrix.triangular_inplace(UPLO::Upper).unwrap();
self.diag_matrix.triangular_inplace(UPLO::Lower).unwrap();
for (i, off) in self.off_diagonal.into_iter().enumerate() {
let off = off.abs();
self.diag_matrix[(i + 1, i)] = off;
self.diag_matrix[(i, i + 1)] = off;
}
self.diag_matrix
}
}
#[cfg(test)]
mod tests {
use approx::assert_abs_diff_eq;
use ndarray::array;
use super::*;
#[test]
fn sym_tridiagonal() {
let arr = array![
[4.0f64, 1., -2., 2.],
[1., 2., 0., 1.],
[-2., 0., 3., -2.],
[2., 1., -2., -1.]
];
let decomp = arr.clone().sym_tridiagonal().unwrap();
let (diag, offdiag) = decomp.into_diagonals();
assert_abs_diff_eq!(
diag,
array![4., 10. / 3., -33. / 25., 149. / 75.],
epsilon = 1e-5
);
assert_abs_diff_eq!(offdiag, array![3., 5. / 3., 68. / 75.], epsilon = 1e-5);
let decomp = arr.clone().sym_tridiagonal().unwrap();
let q = decomp.generate_q();
let tri = decomp.into_tridiag_matrix();
assert_abs_diff_eq!(q.dot(&tri).dot(&q.t()), arr, epsilon = 1e-9);
assert_abs_diff_eq!(q.dot(&q.t()), Array2::eye(4), epsilon = 1e-9);
let one = array![[1.1f64]].sym_tridiagonal().unwrap();
let (one_diag, one_offdiag) = one.into_diagonals();
assert_abs_diff_eq!(one_diag, array![1.1f64]);
assert!(one_offdiag.is_empty());
}
#[test]
fn sym_tridiag_error() {
assert!(matches!(
array![[1., 2., 3.], [5., 4., 3.0f64]].sym_tridiagonal(),
Err(LinalgError::NotSquare { rows: 2, cols: 3 })
));
assert!(matches!(
Array2::<f64>::zeros((0, 0)).sym_tridiagonal(),
Err(LinalgError::EmptyMatrix)
));
}
}