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1004 lines
26 KiB
1004 lines
26 KiB
// Copyright ©2013 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package mat
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import (
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"math"
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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/gonum/blas/blas64"
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"gonum.org/v1/gonum/floats"
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"gonum.org/v1/gonum/lapack"
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"gonum.org/v1/gonum/lapack/lapack64"
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)
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// Matrix is the basic matrix interface type.
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type Matrix interface {
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// Dims returns the dimensions of a Matrix.
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Dims() (r, c int)
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// At returns the value of a matrix element at row i, column j.
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// It will panic if i or j are out of bounds for the matrix.
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At(i, j int) float64
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// T returns the transpose of the Matrix. Whether T returns a copy of the
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// underlying data is implementation dependent.
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// This method may be implemented using the Transpose type, which
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// provides an implicit matrix transpose.
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T() Matrix
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}
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// allMatrix represents the extra set of methods that all mat Matrix types
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// should satisfy. This is used to enforce compile-time consistency between the
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// Dense types, especially helpful when adding new features.
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type allMatrix interface {
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Reseter
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IsEmpty() bool
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Zero()
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}
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// denseMatrix represents the extra set of methods that all Dense Matrix types
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// should satisfy. This is used to enforce compile-time consistency between the
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// Dense types, especially helpful when adding new features.
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type denseMatrix interface {
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DiagView() Diagonal
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Tracer
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}
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var (
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_ Matrix = Transpose{}
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_ Untransposer = Transpose{}
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)
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// Transpose is a type for performing an implicit matrix transpose. It implements
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// the Matrix interface, returning values from the transpose of the matrix within.
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type Transpose struct {
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Matrix Matrix
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}
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// At returns the value of the element at row i and column j of the transposed
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// matrix, that is, row j and column i of the Matrix field.
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func (t Transpose) At(i, j int) float64 {
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return t.Matrix.At(j, i)
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}
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// Dims returns the dimensions of the transposed matrix. The number of rows returned
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// is the number of columns in the Matrix field, and the number of columns is
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// the number of rows in the Matrix field.
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func (t Transpose) Dims() (r, c int) {
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c, r = t.Matrix.Dims()
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return r, c
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}
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// T performs an implicit transpose by returning the Matrix field.
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func (t Transpose) T() Matrix {
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return t.Matrix
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}
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// Untranspose returns the Matrix field.
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func (t Transpose) Untranspose() Matrix {
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return t.Matrix
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}
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// Untransposer is a type that can undo an implicit transpose.
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type Untransposer interface {
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// Note: This interface is needed to unify all of the Transpose types. In
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// the mat methods, we need to test if the Matrix has been implicitly
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// transposed. If this is checked by testing for the specific Transpose type
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// then the behavior will be different if the user uses T() or TTri() for a
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// triangular matrix.
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// Untranspose returns the underlying Matrix stored for the implicit transpose.
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Untranspose() Matrix
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}
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// UntransposeBander is a type that can undo an implicit band transpose.
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type UntransposeBander interface {
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// Untranspose returns the underlying Banded stored for the implicit transpose.
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UntransposeBand() Banded
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}
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// UntransposeTrier is a type that can undo an implicit triangular transpose.
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type UntransposeTrier interface {
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// Untranspose returns the underlying Triangular stored for the implicit transpose.
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UntransposeTri() Triangular
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}
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// UntransposeTriBander is a type that can undo an implicit triangular banded
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// transpose.
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type UntransposeTriBander interface {
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// Untranspose returns the underlying Triangular stored for the implicit transpose.
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UntransposeTriBand() TriBanded
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}
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// Mutable is a matrix interface type that allows elements to be altered.
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type Mutable interface {
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// Set alters the matrix element at row i, column j to v.
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// It will panic if i or j are out of bounds for the matrix.
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Set(i, j int, v float64)
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Matrix
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}
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// A RowViewer can return a Vector reflecting a row that is backed by the matrix
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// data. The Vector returned will have length equal to the number of columns.
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type RowViewer interface {
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RowView(i int) Vector
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}
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// A RawRowViewer can return a slice of float64 reflecting a row that is backed by the matrix
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// data.
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type RawRowViewer interface {
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RawRowView(i int) []float64
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}
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// A ColViewer can return a Vector reflecting a column that is backed by the matrix
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// data. The Vector returned will have length equal to the number of rows.
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type ColViewer interface {
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ColView(j int) Vector
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}
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// A RawColViewer can return a slice of float64 reflecting a column that is backed by the matrix
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// data.
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type RawColViewer interface {
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RawColView(j int) []float64
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}
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// A ClonerFrom can make a copy of a into the receiver, overwriting the previous value of the
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// receiver. The clone operation does not make any restriction on shape and will not cause
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// shadowing.
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type ClonerFrom interface {
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CloneFrom(a Matrix)
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}
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// A Reseter can reset the matrix so that it can be reused as the receiver of a dimensionally
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// restricted operation. This is commonly used when the matrix is being used as a workspace
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// or temporary matrix.
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//
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// If the matrix is a view, using Reset may result in data corruption in elements outside
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// the view. Similarly, if the matrix shares backing data with another variable, using
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// Reset may lead to unexpected changes in data values.
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type Reseter interface {
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Reset()
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}
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// A Copier can make a copy of elements of a into the receiver. The submatrix copied
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// starts at row and column 0 and has dimensions equal to the minimum dimensions of
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// the two matrices. The number of row and columns copied is returned.
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// Copy will copy from a source that aliases the receiver unless the source is transposed;
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// an aliasing transpose copy will panic with the exception for a special case when
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// the source data has a unitary increment or stride.
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type Copier interface {
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Copy(a Matrix) (r, c int)
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}
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// A Grower can grow the size of the represented matrix by the given number of rows and columns.
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// Growing beyond the size given by the Caps method will result in the allocation of a new
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// matrix and copying of the elements. If Grow is called with negative increments it will
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// panic with ErrIndexOutOfRange.
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type Grower interface {
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Caps() (r, c int)
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Grow(r, c int) Matrix
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}
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// A BandWidther represents a banded matrix and can return the left and right half-bandwidths, k1 and
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// k2.
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type BandWidther interface {
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BandWidth() (k1, k2 int)
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}
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// A RawMatrixSetter can set the underlying blas64.General used by the receiver. There is no restriction
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// on the shape of the receiver. Changes to the receiver's elements will be reflected in the blas64.General.Data.
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type RawMatrixSetter interface {
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SetRawMatrix(a blas64.General)
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}
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// A RawMatrixer can return a blas64.General representation of the receiver. Changes to the blas64.General.Data
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// slice will be reflected in the original matrix, changes to the Rows, Cols and Stride fields will not.
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type RawMatrixer interface {
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RawMatrix() blas64.General
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}
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// A RawVectorer can return a blas64.Vector representation of the receiver. Changes to the blas64.Vector.Data
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// slice will be reflected in the original matrix, changes to the Inc field will not.
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type RawVectorer interface {
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RawVector() blas64.Vector
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}
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// A NonZeroDoer can call a function for each non-zero element of the receiver.
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// The parameters of the function are the element indices and its value.
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type NonZeroDoer interface {
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DoNonZero(func(i, j int, v float64))
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}
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// A RowNonZeroDoer can call a function for each non-zero element of a row of the receiver.
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// The parameters of the function are the element indices and its value.
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type RowNonZeroDoer interface {
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DoRowNonZero(i int, fn func(i, j int, v float64))
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}
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// A ColNonZeroDoer can call a function for each non-zero element of a column of the receiver.
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// The parameters of the function are the element indices and its value.
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type ColNonZeroDoer interface {
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DoColNonZero(j int, fn func(i, j int, v float64))
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}
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// untranspose untransposes a matrix if applicable. If a is an Untransposer, then
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// untranspose returns the underlying matrix and true. If it is not, then it returns
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// the input matrix and false.
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func untranspose(a Matrix) (Matrix, bool) {
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if ut, ok := a.(Untransposer); ok {
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return ut.Untranspose(), true
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}
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return a, false
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}
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// untransposeExtract returns an untransposed matrix in a built-in matrix type.
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//
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// The untransposed matrix is returned unaltered if it is a built-in matrix type.
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// Otherwise, if it implements a Raw method, an appropriate built-in type value
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// is returned holding the raw matrix value of the input. If neither of these
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// is possible, the untransposed matrix is returned.
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func untransposeExtract(a Matrix) (Matrix, bool) {
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ut, trans := untranspose(a)
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switch m := ut.(type) {
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case *DiagDense, *SymBandDense, *TriBandDense, *BandDense, *TriDense, *SymDense, *Dense:
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return m, trans
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// TODO(btracey): Add here if we ever have an equivalent of RawDiagDense.
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case RawSymBander:
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rsb := m.RawSymBand()
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if rsb.Uplo != blas.Upper {
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return ut, trans
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}
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var sb SymBandDense
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sb.SetRawSymBand(rsb)
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return &sb, trans
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case RawTriBander:
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rtb := m.RawTriBand()
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if rtb.Diag == blas.Unit {
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return ut, trans
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}
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var tb TriBandDense
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tb.SetRawTriBand(rtb)
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return &tb, trans
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case RawBander:
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var b BandDense
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b.SetRawBand(m.RawBand())
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return &b, trans
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case RawTriangular:
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rt := m.RawTriangular()
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if rt.Diag == blas.Unit {
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return ut, trans
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}
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var t TriDense
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t.SetRawTriangular(rt)
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return &t, trans
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case RawSymmetricer:
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rs := m.RawSymmetric()
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if rs.Uplo != blas.Upper {
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return ut, trans
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}
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var s SymDense
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s.SetRawSymmetric(rs)
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return &s, trans
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case RawMatrixer:
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var d Dense
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d.SetRawMatrix(m.RawMatrix())
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return &d, trans
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default:
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return ut, trans
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}
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}
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// TODO(btracey): Consider adding CopyCol/CopyRow if the behavior seems useful.
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// TODO(btracey): Add in fast paths to Row/Col for the other concrete types
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// (TriDense, etc.) as well as relevant interfaces (RowColer, RawRowViewer, etc.)
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// Col copies the elements in the jth column of the matrix into the slice dst.
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// The length of the provided slice must equal the number of rows, unless the
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// slice is nil in which case a new slice is first allocated.
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func Col(dst []float64, j int, a Matrix) []float64 {
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r, c := a.Dims()
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if j < 0 || j >= c {
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panic(ErrColAccess)
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}
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if dst == nil {
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dst = make([]float64, r)
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} else {
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if len(dst) != r {
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panic(ErrColLength)
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}
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}
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aU, aTrans := untranspose(a)
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if rm, ok := aU.(RawMatrixer); ok {
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m := rm.RawMatrix()
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if aTrans {
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copy(dst, m.Data[j*m.Stride:j*m.Stride+m.Cols])
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return dst
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}
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blas64.Copy(blas64.Vector{N: r, Inc: m.Stride, Data: m.Data[j:]},
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blas64.Vector{N: r, Inc: 1, Data: dst},
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)
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return dst
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}
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for i := 0; i < r; i++ {
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dst[i] = a.At(i, j)
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}
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return dst
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}
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// Row copies the elements in the ith row of the matrix into the slice dst.
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// The length of the provided slice must equal the number of columns, unless the
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// slice is nil in which case a new slice is first allocated.
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func Row(dst []float64, i int, a Matrix) []float64 {
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r, c := a.Dims()
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if i < 0 || i >= r {
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panic(ErrColAccess)
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}
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if dst == nil {
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dst = make([]float64, c)
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} else {
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if len(dst) != c {
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panic(ErrRowLength)
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}
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}
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aU, aTrans := untranspose(a)
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if rm, ok := aU.(RawMatrixer); ok {
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m := rm.RawMatrix()
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if aTrans {
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blas64.Copy(blas64.Vector{N: c, Inc: m.Stride, Data: m.Data[i:]},
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blas64.Vector{N: c, Inc: 1, Data: dst},
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)
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return dst
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}
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copy(dst, m.Data[i*m.Stride:i*m.Stride+m.Cols])
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return dst
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}
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for j := 0; j < c; j++ {
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dst[j] = a.At(i, j)
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}
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return dst
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}
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// Cond returns the condition number of the given matrix under the given norm.
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// The condition number must be based on the 1-norm, 2-norm or ∞-norm.
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// Cond will panic with matrix.ErrShape if the matrix has zero size.
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//
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// BUG(btracey): The computation of the 1-norm and ∞-norm for non-square matrices
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// is innacurate, although is typically the right order of magnitude. See
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// https://github.com/xianyi/OpenBLAS/issues/636. While the value returned will
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// change with the resolution of this bug, the result from Cond will match the
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// condition number used internally.
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func Cond(a Matrix, norm float64) float64 {
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m, n := a.Dims()
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if m == 0 || n == 0 {
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panic(ErrShape)
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}
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var lnorm lapack.MatrixNorm
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switch norm {
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default:
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panic("mat: bad norm value")
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case 1:
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lnorm = lapack.MaxColumnSum
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case 2:
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var svd SVD
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ok := svd.Factorize(a, SVDNone)
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if !ok {
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return math.Inf(1)
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}
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return svd.Cond()
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case math.Inf(1):
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lnorm = lapack.MaxRowSum
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}
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if m == n {
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// Use the LU decomposition to compute the condition number.
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var lu LU
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lu.factorize(a, lnorm)
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return lu.Cond()
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}
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if m > n {
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// Use the QR factorization to compute the condition number.
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var qr QR
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qr.factorize(a, lnorm)
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return qr.Cond()
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}
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// Use the LQ factorization to compute the condition number.
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var lq LQ
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lq.factorize(a, lnorm)
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return lq.Cond()
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}
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// Det returns the determinant of the matrix a. In many expressions using LogDet
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// will be more numerically stable.
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func Det(a Matrix) float64 {
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det, sign := LogDet(a)
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return math.Exp(det) * sign
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}
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// Dot returns the sum of the element-wise product of a and b.
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// Dot panics if the matrix sizes are unequal.
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func Dot(a, b Vector) float64 {
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la := a.Len()
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lb := b.Len()
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if la != lb {
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panic(ErrShape)
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}
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if arv, ok := a.(RawVectorer); ok {
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if brv, ok := b.(RawVectorer); ok {
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return blas64.Dot(arv.RawVector(), brv.RawVector())
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}
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}
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var sum float64
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for i := 0; i < la; i++ {
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sum += a.At(i, 0) * b.At(i, 0)
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}
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return sum
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}
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// Equal returns whether the matrices a and b have the same size
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// and are element-wise equal.
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func Equal(a, b Matrix) bool {
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ar, ac := a.Dims()
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br, bc := b.Dims()
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if ar != br || ac != bc {
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return false
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}
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aU, aTrans := untranspose(a)
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bU, bTrans := untranspose(b)
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if rma, ok := aU.(RawMatrixer); ok {
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if rmb, ok := bU.(RawMatrixer); ok {
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ra := rma.RawMatrix()
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rb := rmb.RawMatrix()
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if aTrans == bTrans {
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for i := 0; i < ra.Rows; i++ {
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for j := 0; j < ra.Cols; j++ {
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if ra.Data[i*ra.Stride+j] != rb.Data[i*rb.Stride+j] {
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return false
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}
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}
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}
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return true
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}
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for i := 0; i < ra.Rows; i++ {
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for j := 0; j < ra.Cols; j++ {
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if ra.Data[i*ra.Stride+j] != rb.Data[j*rb.Stride+i] {
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return false
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}
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}
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}
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return true
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}
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}
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if rma, ok := aU.(RawSymmetricer); ok {
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if rmb, ok := bU.(RawSymmetricer); ok {
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ra := rma.RawSymmetric()
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rb := rmb.RawSymmetric()
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// Symmetric matrices are always upper and equal to their transpose.
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for i := 0; i < ra.N; i++ {
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for j := i; j < ra.N; j++ {
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if ra.Data[i*ra.Stride+j] != rb.Data[i*rb.Stride+j] {
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return false
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}
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}
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}
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return true
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}
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}
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if ra, ok := aU.(*VecDense); ok {
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if rb, ok := bU.(*VecDense); ok {
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// If the raw vectors are the same length they must either both be
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// transposed or both not transposed (or have length 1).
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for i := 0; i < ra.mat.N; i++ {
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if ra.mat.Data[i*ra.mat.Inc] != rb.mat.Data[i*rb.mat.Inc] {
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return false
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}
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}
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return true
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}
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}
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for i := 0; i < ar; i++ {
|
|
for j := 0; j < ac; j++ {
|
|
if a.At(i, j) != b.At(i, j) {
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
|
|
// EqualApprox returns whether the matrices a and b have the same size and contain all equal
|
|
// elements with tolerance for element-wise equality specified by epsilon. Matrices
|
|
// with non-equal shapes are not equal.
|
|
func EqualApprox(a, b Matrix, epsilon float64) bool {
|
|
ar, ac := a.Dims()
|
|
br, bc := b.Dims()
|
|
if ar != br || ac != bc {
|
|
return false
|
|
}
|
|
aU, aTrans := untranspose(a)
|
|
bU, bTrans := untranspose(b)
|
|
if rma, ok := aU.(RawMatrixer); ok {
|
|
if rmb, ok := bU.(RawMatrixer); ok {
|
|
ra := rma.RawMatrix()
|
|
rb := rmb.RawMatrix()
|
|
if aTrans == bTrans {
|
|
for i := 0; i < ra.Rows; i++ {
|
|
for j := 0; j < ra.Cols; j++ {
|
|
if !floats.EqualWithinAbsOrRel(ra.Data[i*ra.Stride+j], rb.Data[i*rb.Stride+j], epsilon, epsilon) {
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
for i := 0; i < ra.Rows; i++ {
|
|
for j := 0; j < ra.Cols; j++ {
|
|
if !floats.EqualWithinAbsOrRel(ra.Data[i*ra.Stride+j], rb.Data[j*rb.Stride+i], epsilon, epsilon) {
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
}
|
|
if rma, ok := aU.(RawSymmetricer); ok {
|
|
if rmb, ok := bU.(RawSymmetricer); ok {
|
|
ra := rma.RawSymmetric()
|
|
rb := rmb.RawSymmetric()
|
|
// Symmetric matrices are always upper and equal to their transpose.
|
|
for i := 0; i < ra.N; i++ {
|
|
for j := i; j < ra.N; j++ {
|
|
if !floats.EqualWithinAbsOrRel(ra.Data[i*ra.Stride+j], rb.Data[i*rb.Stride+j], epsilon, epsilon) {
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
}
|
|
if ra, ok := aU.(*VecDense); ok {
|
|
if rb, ok := bU.(*VecDense); ok {
|
|
// If the raw vectors are the same length they must either both be
|
|
// transposed or both not transposed (or have length 1).
|
|
for i := 0; i < ra.mat.N; i++ {
|
|
if !floats.EqualWithinAbsOrRel(ra.mat.Data[i*ra.mat.Inc], rb.mat.Data[i*rb.mat.Inc], epsilon, epsilon) {
|
|
return false
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
}
|
|
for i := 0; i < ar; i++ {
|
|
for j := 0; j < ac; j++ {
|
|
if !floats.EqualWithinAbsOrRel(a.At(i, j), b.At(i, j), epsilon, epsilon) {
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
|
|
// LogDet returns the log of the determinant and the sign of the determinant
|
|
// for the matrix that has been factorized. Numerical stability in product and
|
|
// division expressions is generally improved by working in log space.
|
|
func LogDet(a Matrix) (det float64, sign float64) {
|
|
// TODO(btracey): Add specialized routines for TriDense, etc.
|
|
var lu LU
|
|
lu.Factorize(a)
|
|
return lu.LogDet()
|
|
}
|
|
|
|
// Max returns the largest element value of the matrix A.
|
|
// Max will panic with matrix.ErrShape if the matrix has zero size.
|
|
func Max(a Matrix) float64 {
|
|
r, c := a.Dims()
|
|
if r == 0 || c == 0 {
|
|
panic(ErrShape)
|
|
}
|
|
// Max(A) = Max(Aᵀ)
|
|
aU, _ := untranspose(a)
|
|
switch m := aU.(type) {
|
|
case RawMatrixer:
|
|
rm := m.RawMatrix()
|
|
max := math.Inf(-1)
|
|
for i := 0; i < rm.Rows; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride : i*rm.Stride+rm.Cols] {
|
|
if v > max {
|
|
max = v
|
|
}
|
|
}
|
|
}
|
|
return max
|
|
case RawTriangular:
|
|
rm := m.RawTriangular()
|
|
// The max of a triangular is at least 0 unless the size is 1.
|
|
if rm.N == 1 {
|
|
return rm.Data[0]
|
|
}
|
|
max := 0.0
|
|
if rm.Uplo == blas.Upper {
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride+i : i*rm.Stride+rm.N] {
|
|
if v > max {
|
|
max = v
|
|
}
|
|
}
|
|
}
|
|
return max
|
|
}
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride : i*rm.Stride+i+1] {
|
|
if v > max {
|
|
max = v
|
|
}
|
|
}
|
|
}
|
|
return max
|
|
case RawSymmetricer:
|
|
rm := m.RawSymmetric()
|
|
if rm.Uplo != blas.Upper {
|
|
panic(badSymTriangle)
|
|
}
|
|
max := math.Inf(-1)
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride+i : i*rm.Stride+rm.N] {
|
|
if v > max {
|
|
max = v
|
|
}
|
|
}
|
|
}
|
|
return max
|
|
default:
|
|
r, c := aU.Dims()
|
|
max := math.Inf(-1)
|
|
for i := 0; i < r; i++ {
|
|
for j := 0; j < c; j++ {
|
|
v := aU.At(i, j)
|
|
if v > max {
|
|
max = v
|
|
}
|
|
}
|
|
}
|
|
return max
|
|
}
|
|
}
|
|
|
|
// Min returns the smallest element value of the matrix A.
|
|
// Min will panic with matrix.ErrShape if the matrix has zero size.
|
|
func Min(a Matrix) float64 {
|
|
r, c := a.Dims()
|
|
if r == 0 || c == 0 {
|
|
panic(ErrShape)
|
|
}
|
|
// Min(A) = Min(Aᵀ)
|
|
aU, _ := untranspose(a)
|
|
switch m := aU.(type) {
|
|
case RawMatrixer:
|
|
rm := m.RawMatrix()
|
|
min := math.Inf(1)
|
|
for i := 0; i < rm.Rows; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride : i*rm.Stride+rm.Cols] {
|
|
if v < min {
|
|
min = v
|
|
}
|
|
}
|
|
}
|
|
return min
|
|
case RawTriangular:
|
|
rm := m.RawTriangular()
|
|
// The min of a triangular is at most 0 unless the size is 1.
|
|
if rm.N == 1 {
|
|
return rm.Data[0]
|
|
}
|
|
min := 0.0
|
|
if rm.Uplo == blas.Upper {
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride+i : i*rm.Stride+rm.N] {
|
|
if v < min {
|
|
min = v
|
|
}
|
|
}
|
|
}
|
|
return min
|
|
}
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride : i*rm.Stride+i+1] {
|
|
if v < min {
|
|
min = v
|
|
}
|
|
}
|
|
}
|
|
return min
|
|
case RawSymmetricer:
|
|
rm := m.RawSymmetric()
|
|
if rm.Uplo != blas.Upper {
|
|
panic(badSymTriangle)
|
|
}
|
|
min := math.Inf(1)
|
|
for i := 0; i < rm.N; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride+i : i*rm.Stride+rm.N] {
|
|
if v < min {
|
|
min = v
|
|
}
|
|
}
|
|
}
|
|
return min
|
|
default:
|
|
r, c := aU.Dims()
|
|
min := math.Inf(1)
|
|
for i := 0; i < r; i++ {
|
|
for j := 0; j < c; j++ {
|
|
v := aU.At(i, j)
|
|
if v < min {
|
|
min = v
|
|
}
|
|
}
|
|
}
|
|
return min
|
|
}
|
|
}
|
|
|
|
// Norm returns the specified (induced) norm of the matrix a. See
|
|
// https://en.wikipedia.org/wiki/Matrix_norm for the definition of an induced norm.
|
|
//
|
|
// Valid norms are:
|
|
// 1 - The maximum absolute column sum
|
|
// 2 - Frobenius norm, the square root of the sum of the squares of the elements.
|
|
// Inf - The maximum absolute row sum.
|
|
// Norm will panic with ErrNormOrder if an illegal norm order is specified and
|
|
// with matrix.ErrShape if the matrix has zero size.
|
|
func Norm(a Matrix, norm float64) float64 {
|
|
r, c := a.Dims()
|
|
if r == 0 || c == 0 {
|
|
panic(ErrShape)
|
|
}
|
|
aU, aTrans := untranspose(a)
|
|
var work []float64
|
|
switch rma := aU.(type) {
|
|
case RawMatrixer:
|
|
rm := rma.RawMatrix()
|
|
n := normLapack(norm, aTrans)
|
|
if n == lapack.MaxColumnSum {
|
|
work = getFloats(rm.Cols, false)
|
|
defer putFloats(work)
|
|
}
|
|
return lapack64.Lange(n, rm, work)
|
|
case RawTriangular:
|
|
rm := rma.RawTriangular()
|
|
n := normLapack(norm, aTrans)
|
|
if n == lapack.MaxRowSum || n == lapack.MaxColumnSum {
|
|
work = getFloats(rm.N, false)
|
|
defer putFloats(work)
|
|
}
|
|
return lapack64.Lantr(n, rm, work)
|
|
case RawSymmetricer:
|
|
rm := rma.RawSymmetric()
|
|
n := normLapack(norm, aTrans)
|
|
if n == lapack.MaxRowSum || n == lapack.MaxColumnSum {
|
|
work = getFloats(rm.N, false)
|
|
defer putFloats(work)
|
|
}
|
|
return lapack64.Lansy(n, rm, work)
|
|
case *VecDense:
|
|
rv := rma.RawVector()
|
|
switch norm {
|
|
default:
|
|
panic(ErrNormOrder)
|
|
case 1:
|
|
if aTrans {
|
|
imax := blas64.Iamax(rv)
|
|
return math.Abs(rma.At(imax, 0))
|
|
}
|
|
return blas64.Asum(rv)
|
|
case 2:
|
|
return blas64.Nrm2(rv)
|
|
case math.Inf(1):
|
|
if aTrans {
|
|
return blas64.Asum(rv)
|
|
}
|
|
imax := blas64.Iamax(rv)
|
|
return math.Abs(rma.At(imax, 0))
|
|
}
|
|
}
|
|
switch norm {
|
|
default:
|
|
panic(ErrNormOrder)
|
|
case 1:
|
|
var max float64
|
|
for j := 0; j < c; j++ {
|
|
var sum float64
|
|
for i := 0; i < r; i++ {
|
|
sum += math.Abs(a.At(i, j))
|
|
}
|
|
if sum > max {
|
|
max = sum
|
|
}
|
|
}
|
|
return max
|
|
case 2:
|
|
var sum float64
|
|
for i := 0; i < r; i++ {
|
|
for j := 0; j < c; j++ {
|
|
v := a.At(i, j)
|
|
sum += v * v
|
|
}
|
|
}
|
|
return math.Sqrt(sum)
|
|
case math.Inf(1):
|
|
var max float64
|
|
for i := 0; i < r; i++ {
|
|
var sum float64
|
|
for j := 0; j < c; j++ {
|
|
sum += math.Abs(a.At(i, j))
|
|
}
|
|
if sum > max {
|
|
max = sum
|
|
}
|
|
}
|
|
return max
|
|
}
|
|
}
|
|
|
|
// normLapack converts the float64 norm input in Norm to a lapack.MatrixNorm.
|
|
func normLapack(norm float64, aTrans bool) lapack.MatrixNorm {
|
|
switch norm {
|
|
case 1:
|
|
n := lapack.MaxColumnSum
|
|
if aTrans {
|
|
n = lapack.MaxRowSum
|
|
}
|
|
return n
|
|
case 2:
|
|
return lapack.Frobenius
|
|
case math.Inf(1):
|
|
n := lapack.MaxRowSum
|
|
if aTrans {
|
|
n = lapack.MaxColumnSum
|
|
}
|
|
return n
|
|
default:
|
|
panic(ErrNormOrder)
|
|
}
|
|
}
|
|
|
|
// Sum returns the sum of the elements of the matrix.
|
|
func Sum(a Matrix) float64 {
|
|
|
|
var sum float64
|
|
aU, _ := untranspose(a)
|
|
switch rma := aU.(type) {
|
|
case RawSymmetricer:
|
|
rm := rma.RawSymmetric()
|
|
for i := 0; i < rm.N; i++ {
|
|
// Diagonals count once while off-diagonals count twice.
|
|
sum += rm.Data[i*rm.Stride+i]
|
|
var s float64
|
|
for _, v := range rm.Data[i*rm.Stride+i+1 : i*rm.Stride+rm.N] {
|
|
s += v
|
|
}
|
|
sum += 2 * s
|
|
}
|
|
return sum
|
|
case RawTriangular:
|
|
rm := rma.RawTriangular()
|
|
var startIdx, endIdx int
|
|
for i := 0; i < rm.N; i++ {
|
|
// Start and end index for this triangle-row.
|
|
switch rm.Uplo {
|
|
case blas.Upper:
|
|
startIdx = i
|
|
endIdx = rm.N
|
|
case blas.Lower:
|
|
startIdx = 0
|
|
endIdx = i + 1
|
|
default:
|
|
panic(badTriangle)
|
|
}
|
|
for _, v := range rm.Data[i*rm.Stride+startIdx : i*rm.Stride+endIdx] {
|
|
sum += v
|
|
}
|
|
}
|
|
return sum
|
|
case RawMatrixer:
|
|
rm := rma.RawMatrix()
|
|
for i := 0; i < rm.Rows; i++ {
|
|
for _, v := range rm.Data[i*rm.Stride : i*rm.Stride+rm.Cols] {
|
|
sum += v
|
|
}
|
|
}
|
|
return sum
|
|
case *VecDense:
|
|
rm := rma.RawVector()
|
|
for i := 0; i < rm.N; i++ {
|
|
sum += rm.Data[i*rm.Inc]
|
|
}
|
|
return sum
|
|
default:
|
|
r, c := a.Dims()
|
|
for i := 0; i < r; i++ {
|
|
for j := 0; j < c; j++ {
|
|
sum += a.At(i, j)
|
|
}
|
|
}
|
|
return sum
|
|
}
|
|
}
|
|
|
|
// A Tracer can compute the trace of the matrix. Trace must panic if the
|
|
// matrix is not square.
|
|
type Tracer interface {
|
|
Trace() float64
|
|
}
|
|
|
|
// Trace returns the trace of the matrix. Trace will panic if the
|
|
// matrix is not square.
|
|
func Trace(a Matrix) float64 {
|
|
m, _ := untransposeExtract(a)
|
|
if t, ok := m.(Tracer); ok {
|
|
return t.Trace()
|
|
}
|
|
r, c := a.Dims()
|
|
if r != c {
|
|
panic(ErrSquare)
|
|
}
|
|
var v float64
|
|
for i := 0; i < r; i++ {
|
|
v += a.At(i, i)
|
|
}
|
|
return v
|
|
}
|
|
|
|
func min(a, b int) int {
|
|
if a < b {
|
|
return a
|
|
}
|
|
return b
|
|
}
|
|
|
|
func max(a, b int) int {
|
|
if a > b {
|
|
return a
|
|
}
|
|
return b
|
|
}
|
|
|
|
// use returns a float64 slice with l elements, using f if it
|
|
// has the necessary capacity, otherwise creating a new slice.
|
|
func use(f []float64, l int) []float64 {
|
|
if l <= cap(f) {
|
|
return f[:l]
|
|
}
|
|
return make([]float64, l)
|
|
}
|
|
|
|
// useZeroed returns a float64 slice with l elements, using f if it
|
|
// has the necessary capacity, otherwise creating a new slice. The
|
|
// elements of the returned slice are guaranteed to be zero.
|
|
func useZeroed(f []float64, l int) []float64 {
|
|
if l <= cap(f) {
|
|
f = f[:l]
|
|
zero(f)
|
|
return f
|
|
}
|
|
return make([]float64, l)
|
|
}
|
|
|
|
// zero zeros the given slice's elements.
|
|
func zero(f []float64) {
|
|
for i := range f {
|
|
f[i] = 0
|
|
}
|
|
}
|
|
|
|
// useInt returns an int slice with l elements, using i if it
|
|
// has the necessary capacity, otherwise creating a new slice.
|
|
func useInt(i []int, l int) []int {
|
|
if l <= cap(i) {
|
|
return i[:l]
|
|
}
|
|
return make([]int, l)
|
|
}
|