1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
use ndarray::{s, Array1, Array2, ArrayBase, DataMut, Ix2, NdFloat, RawDataClone};
use crate::{
householder::{assemble_q, clear_column, clear_row},
LinalgError, Result,
};
pub trait Bidiagonal {
type Decomp;
fn bidiagonal(self) -> Result<Self::Decomp>;
}
impl<S, A> Bidiagonal for ArrayBase<S, Ix2>
where
A: NdFloat,
S: DataMut<Elem = A>,
{
type Decomp = BidiagonalDecomp<A, S>;
fn bidiagonal(mut self) -> Result<Self::Decomp> {
let (nrows, ncols) = self.dim();
let min_dim = nrows.min(ncols);
if min_dim == 0 {
return Err(LinalgError::EmptyMatrix);
}
let mut diagonal = Array1::zeros(min_dim);
let mut off_diagonal = Array1::zeros(min_dim - 1);
let upper_diag = nrows >= ncols;
if upper_diag {
for i in 0..min_dim - 1 {
diagonal[i] = clear_column(&mut self, i, 0);
off_diagonal[i] = clear_row(&mut self, i, 1);
}
diagonal[min_dim - 1] = clear_column(&mut self, min_dim - 1, 0);
} else {
for i in 0..min_dim - 1 {
diagonal[i] = clear_row(&mut self, i, 0);
off_diagonal[i] = clear_column(&mut self, i, 1);
}
diagonal[min_dim - 1] = clear_row(&mut self, min_dim - 1, 0);
}
Ok(BidiagonalDecomp {
uv: self,
diagonal,
off_diagonal,
upper_diag,
})
}
}
#[derive(Debug)]
pub struct BidiagonalDecomp<A, S: DataMut<Elem = A>> {
uv: ArrayBase<S, Ix2>,
off_diagonal: Array1<A>,
diagonal: Array1<A>,
upper_diag: bool,
}
impl<A: Clone, S: DataMut<Elem = A> + RawDataClone> Clone for BidiagonalDecomp<A, S> {
fn clone(&self) -> Self {
Self {
uv: self.uv.clone(),
off_diagonal: self.off_diagonal.clone(),
diagonal: self.diagonal.clone(),
upper_diag: self.upper_diag,
}
}
}
impl<A: NdFloat, S: DataMut<Elem = A>> BidiagonalDecomp<A, S> {
pub fn is_upper_diag(&self) -> bool {
self.upper_diag
}
pub fn generate_u(&self) -> Array2<A> {
let shift = !self.upper_diag as usize;
if self.upper_diag {
assemble_q(&self.uv, shift, |i| self.diagonal[i])
} else {
assemble_q(&self.uv, shift, |i| self.off_diagonal[i])
}
}
pub fn generate_vt(&self) -> Array2<A> {
let shift = self.upper_diag as usize;
if self.upper_diag {
assemble_q(&self.uv.t(), shift, |i| self.off_diagonal[i])
} else {
assemble_q(&self.uv.t(), shift, |i| self.diagonal[i])
}
.reversed_axes()
}
pub fn into_b(self) -> Array2<A> {
let d = self.diagonal.len();
let (r, c) = if self.upper_diag { (0, 1) } else { (1, 0) };
let (diagonal, off_diagonal) = self.into_diagonals();
let mut res = Array2::from_diag(&diagonal);
res.slice_mut(s![r..d, c..d])
.diag_mut()
.assign(&off_diagonal);
res
}
pub fn into_diagonals(self) -> (Array1<A>, Array1<A>) {
(
self.diagonal.mapv_into(A::abs),
self.off_diagonal.mapv_into(A::abs),
)
}
}
#[cfg(test)]
mod tests {
use approx::assert_abs_diff_eq;
use ndarray::array;
use super::*;
#[test]
fn bidiagonal_lower() {
let arr = array![
[4.0f64, 0., 2., 2.],
[-2., 6., 3., -2.],
[2., 7., -3.2, -1.]
];
let decomp = arr.clone().bidiagonal().unwrap();
let u = decomp.generate_u();
let vt = decomp.generate_vt();
let b = decomp.clone().into_b();
let (diag, offdiag) = decomp.into_diagonals();
assert_eq!(u.dim(), (3, 3));
assert_eq!(b.dim(), (3, 3));
assert_eq!(vt.dim(), (3, 4));
assert_abs_diff_eq!(u.dot(&u.t()), Array2::eye(3), epsilon = 1e-5);
assert_abs_diff_eq!(vt.dot(&vt.t()), Array2::eye(3), epsilon = 1e-5);
assert_abs_diff_eq!(u.dot(&b).dot(&vt), arr, epsilon = 1e-5);
assert_abs_diff_eq!(diag, b.diag());
let partial = b.slice(s![1.., 0..]);
assert_abs_diff_eq!(offdiag, partial.diag());
}
#[test]
fn bidiagonal_upper() {
let arr = array![
[4.0f64, 0., 2.],
[-2., 6., 3.],
[2., 7., -3.2],
[4., -3., 0.2]
];
let decomp = arr.clone().bidiagonal().unwrap();
let u = decomp.generate_u();
let vt = decomp.generate_vt();
let b = decomp.clone().into_b();
let (diag, offdiag) = decomp.into_diagonals();
assert_eq!(u.dim(), (4, 3));
assert_eq!(b.dim(), (3, 3));
assert_eq!(vt.dim(), (3, 3));
assert_abs_diff_eq!(u.t().dot(&u), Array2::eye(3), epsilon = 1e-5);
assert_abs_diff_eq!(vt.dot(&vt.t()), Array2::eye(3), epsilon = 1e-5);
assert_abs_diff_eq!(u.dot(&b).dot(&vt), arr, epsilon = 1e-5);
assert_abs_diff_eq!(diag, b.diag());
let partial = b.slice(s![0.., 1..]);
assert_abs_diff_eq!(offdiag, partial.diag());
}
#[test]
fn bidiagonal_error() {
assert!(matches!(
Array2::<f64>::zeros((0, 0)).bidiagonal(),
Err(LinalgError::EmptyMatrix)
));
}
}