Merge pull request #65 from gonum/redomat

matrix, all: combine matrix packages, change matrix to mat
This commit is contained in:
Brendan Tracey
2017-06-15 23:41:30 -06:00
committed by GitHub
108 changed files with 1071 additions and 1799 deletions

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@@ -9,7 +9,7 @@ import (
"math" "math"
"gonum.org/v1/gonum/diff/fd" "gonum.org/v1/gonum/diff/fd"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func ExampleDerivative() { func ExampleDerivative() {
@@ -53,12 +53,12 @@ func ExampleJacobian() {
dst[2] = 4*x[1]*x[1] - 2*x[2] dst[2] = 4*x[1]*x[1] - 2*x[2]
dst[3] = x[2] * math.Sin(x[0]) dst[3] = x[2] * math.Sin(x[0])
} }
jac := mat64.NewDense(4, 3, nil) jac := mat.NewDense(4, 3, nil)
fd.Jacobian(jac, f, []float64{1, 2, 3}, &fd.JacobianSettings{ fd.Jacobian(jac, f, []float64{1, 2, 3}, &fd.JacobianSettings{
Formula: fd.Central, Formula: fd.Central,
Concurrent: true, Concurrent: true,
}) })
fmt.Printf("J ≈ %.6v\n", mat64.Formatted(jac, mat64.Prefix(" "))) fmt.Printf("J ≈ %.6v\n", mat.Formatted(jac, mat.Prefix(" ")))
// Output: // Output:
// J ≈ ⎡ 1 0 0⎤ // J ≈ ⎡ 1 0 0⎤

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@@ -9,7 +9,7 @@ import (
"sync" "sync"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
type JacobianSettings struct { type JacobianSettings struct {
@@ -39,7 +39,7 @@ type JacobianSettings struct {
// //
// dst must be non-nil, the number of its columns must equal the length of x, and // dst must be non-nil, the number of its columns must equal the length of x, and
// the derivative order of the formula must be 1, otherwise Jacobian will panic. // the derivative order of the formula must be 1, otherwise Jacobian will panic.
func Jacobian(dst *mat64.Dense, f func(y, x []float64), x []float64, settings *JacobianSettings) { func Jacobian(dst *mat.Dense, f func(y, x []float64), x []float64, settings *JacobianSettings) {
n := len(x) n := len(x)
if n == 0 { if n == 0 {
panic("jacobian: x has zero length") panic("jacobian: x has zero length")
@@ -93,7 +93,7 @@ func Jacobian(dst *mat64.Dense, f func(y, x []float64), x []float64, settings *J
} }
} }
func jacobianSerial(dst *mat64.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64) { func jacobianSerial(dst *mat.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64) {
m, n := dst.Dims() m, n := dst.Dims()
xcopy := make([]float64, n) xcopy := make([]float64, n)
y := make([]float64, m) y := make([]float64, m)
@@ -122,7 +122,7 @@ func jacobianSerial(dst *mat64.Dense, f func([]float64, []float64), x, origin []
dst.Scale(1/step, dst) dst.Scale(1/step, dst)
} }
func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64, nWorkers int) { func jacobianConcurrent(dst *mat.Dense, f func([]float64, []float64), x, origin []float64, formula Formula, step float64, nWorkers int) {
m, n := dst.Dims() m, n := dst.Dims()
for i := 0; i < m; i++ { for i := 0; i < m; i++ {
for j := 0; j < n; j++ { for j := 0; j < n; j++ {
@@ -138,7 +138,7 @@ func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origi
defer wg.Done() defer wg.Done()
xcopy := make([]float64, n) xcopy := make([]float64, n)
y := make([]float64, m) y := make([]float64, m)
yVec := mat64.NewVector(m, y) yVec := mat.NewVector(m, y)
for job := range jobs { for job := range jobs {
copy(xcopy, x) copy(xcopy, x)
xcopy[job.j] += job.pt.Loc * step xcopy[job.j] += job.pt.Loc * step
@@ -182,7 +182,7 @@ func jacobianConcurrent(dst *mat64.Dense, f func([]float64, []float64), x, origi
// all columns of dst. Iterate again over all Formula points // all columns of dst. Iterate again over all Formula points
// because we don't forbid repeated locations. // because we don't forbid repeated locations.
originVec := mat64.NewVector(m, origin) originVec := mat.NewVector(m, origin)
for _, pt := range formula.Stencil { for _, pt := range formula.Stencil {
if pt.Loc != 0 { if pt.Loc != 0 {
continue continue

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@@ -10,13 +10,13 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func vecFunc13(y, x []float64) { func vecFunc13(y, x []float64) {
y[0] = 5*x[0] + x[2]*math.Sin(x[1]) + 1 y[0] = 5*x[0] + x[2]*math.Sin(x[1]) + 1
} }
func vecFunc13Jac(jac *mat64.Dense, x []float64) { func vecFunc13Jac(jac *mat.Dense, x []float64) {
jac.Set(0, 0, 5) jac.Set(0, 0, 5)
jac.Set(0, 1, x[2]*math.Cos(x[1])) jac.Set(0, 1, x[2]*math.Cos(x[1]))
jac.Set(0, 2, math.Sin(x[1])) jac.Set(0, 2, math.Sin(x[1]))
@@ -26,7 +26,7 @@ func vecFunc22(y, x []float64) {
y[0] = x[0]*x[0]*x[1] + 1 y[0] = x[0]*x[0]*x[1] + 1
y[1] = 5*x[0] + math.Sin(x[1]) + 1 y[1] = 5*x[0] + math.Sin(x[1]) + 1
} }
func vecFunc22Jac(jac *mat64.Dense, x []float64) { func vecFunc22Jac(jac *mat.Dense, x []float64) {
jac.Set(0, 0, 2*x[0]*x[1]) jac.Set(0, 0, 2*x[0]*x[1])
jac.Set(0, 1, x[0]*x[0]) jac.Set(0, 1, x[0]*x[0])
jac.Set(1, 0, 5) jac.Set(1, 0, 5)
@@ -39,7 +39,7 @@ func vecFunc43(y, x []float64) {
y[2] = 4*x[1]*x[1] - 2*x[2] + 1 y[2] = 4*x[1]*x[1] - 2*x[2] + 1
y[3] = x[2]*math.Sin(x[0]) + 1 y[3] = x[2]*math.Sin(x[0]) + 1
} }
func vecFunc43Jac(jac *mat64.Dense, x []float64) { func vecFunc43Jac(jac *mat.Dense, x []float64) {
jac.Set(0, 0, 1) jac.Set(0, 0, 1)
jac.Set(0, 1, 0) jac.Set(0, 1, 0)
jac.Set(0, 2, 0) jac.Set(0, 2, 0)
@@ -61,7 +61,7 @@ func TestJacobian(t *testing.T) {
for tc, test := range []struct { for tc, test := range []struct {
m, n int m, n int
f func([]float64, []float64) f func([]float64, []float64)
jac func(*mat64.Dense, []float64) jac func(*mat.Dense, []float64)
}{ }{
{ {
m: 1, m: 1,
@@ -88,15 +88,15 @@ func TestJacobian(t *testing.T) {
xcopy := make([]float64, test.n) xcopy := make([]float64, test.n)
copy(xcopy, x) copy(xcopy, x)
want := mat64.NewDense(test.m, test.n, nil) want := mat.NewDense(test.m, test.n, nil)
test.jac(want, x) test.jac(want, x)
got := mat64.NewDense(test.m, test.n, nil) got := mat.NewDense(test.m, test.n, nil)
fillNaNDense(got) fillNaNDense(got)
Jacobian(got, test.f, x, nil) Jacobian(got, test.f, x, nil)
if !mat64.EqualApprox(want, got, tol) { if !mat.EqualApprox(want, got, tol) {
t.Errorf("Case %d (default settings): unexpected Jacobian.\nwant: %v\ngot: %v", t.Errorf("Case %d (default settings): unexpected Jacobian.\nwant: %v\ngot: %v",
tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" "))) tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
} }
if !floats.Equal(x, xcopy) { if !floats.Equal(x, xcopy) {
t.Errorf("Case %d (default settings): x modified", tc) t.Errorf("Case %d (default settings): x modified", tc)
@@ -107,7 +107,7 @@ func TestJacobian(t *testing.T) {
for tc, test := range []struct { for tc, test := range []struct {
m, n int m, n int
f func([]float64, []float64) f func([]float64, []float64)
jac func(*mat64.Dense, []float64) jac func(*mat.Dense, []float64)
tol float64 tol float64
formula Formula formula Formula
}{ }{
@@ -188,17 +188,17 @@ func TestJacobian(t *testing.T) {
xcopy := make([]float64, test.n) xcopy := make([]float64, test.n)
copy(xcopy, x) copy(xcopy, x)
want := mat64.NewDense(test.m, test.n, nil) want := mat.NewDense(test.m, test.n, nil)
test.jac(want, x) test.jac(want, x)
got := mat64.NewDense(test.m, test.n, nil) got := mat.NewDense(test.m, test.n, nil)
fillNaNDense(got) fillNaNDense(got)
Jacobian(got, test.f, x, &JacobianSettings{ Jacobian(got, test.f, x, &JacobianSettings{
Formula: test.formula, Formula: test.formula,
}) })
if !mat64.EqualApprox(want, got, test.tol) { if !mat.EqualApprox(want, got, test.tol) {
t.Errorf("Case %d: unexpected Jacobian.\nwant: %v\ngot: %v", t.Errorf("Case %d: unexpected Jacobian.\nwant: %v\ngot: %v",
tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" "))) tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
} }
if !floats.Equal(x, xcopy) { if !floats.Equal(x, xcopy) {
t.Errorf("Case %d: x modified", tc) t.Errorf("Case %d: x modified", tc)
@@ -209,9 +209,9 @@ func TestJacobian(t *testing.T) {
Formula: test.formula, Formula: test.formula,
Concurrent: true, Concurrent: true,
}) })
if !mat64.EqualApprox(want, got, test.tol) { if !mat.EqualApprox(want, got, test.tol) {
t.Errorf("Case %d (concurrent): unexpected Jacobian.\nwant: %v\ngot: %v", t.Errorf("Case %d (concurrent): unexpected Jacobian.\nwant: %v\ngot: %v",
tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" "))) tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
} }
if !floats.Equal(x, xcopy) { if !floats.Equal(x, xcopy) {
t.Errorf("Case %d (concurrent): x modified", tc) t.Errorf("Case %d (concurrent): x modified", tc)
@@ -224,9 +224,9 @@ func TestJacobian(t *testing.T) {
Formula: test.formula, Formula: test.formula,
OriginValue: origin, OriginValue: origin,
}) })
if !mat64.EqualApprox(want, got, test.tol) { if !mat.EqualApprox(want, got, test.tol) {
t.Errorf("Case %d (origin): unexpected Jacobian.\nwant: %v\ngot: %v", t.Errorf("Case %d (origin): unexpected Jacobian.\nwant: %v\ngot: %v",
tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" "))) tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
} }
if !floats.Equal(x, xcopy) { if !floats.Equal(x, xcopy) {
t.Errorf("Case %d (origin): x modified", tc) t.Errorf("Case %d (origin): x modified", tc)
@@ -238,9 +238,9 @@ func TestJacobian(t *testing.T) {
OriginValue: origin, OriginValue: origin,
Concurrent: true, Concurrent: true,
}) })
if !mat64.EqualApprox(want, got, test.tol) { if !mat.EqualApprox(want, got, test.tol) {
t.Errorf("Case %d (concurrent, origin): unexpected Jacobian.\nwant: %v\ngot: %v", t.Errorf("Case %d (concurrent, origin): unexpected Jacobian.\nwant: %v\ngot: %v",
tc, mat64.Formatted(want, mat64.Prefix(" ")), mat64.Formatted(got, mat64.Prefix(" "))) tc, mat.Formatted(want, mat.Prefix(" ")), mat.Formatted(got, mat.Prefix(" ")))
} }
if !floats.Equal(x, xcopy) { if !floats.Equal(x, xcopy) {
t.Errorf("Case %d (concurrent, origin): x modified", tc) t.Errorf("Case %d (concurrent, origin): x modified", tc)
@@ -258,7 +258,7 @@ func randomSlice(n int, bound float64) []float64 {
} }
// fillNaNDense fills the matrix m with NaN values. // fillNaNDense fills the matrix m with NaN values.
func fillNaNDense(m *mat64.Dense) { func fillNaNDense(m *mat.Dense) {
r, c := m.Dims() r, c := m.Dims()
for i := 0; i < r; i++ { for i := 0; i < r; i++ {
for j := 0; j < c; j++ { for j := 0; j < c; j++ {

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@@ -10,7 +10,7 @@ import (
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/graph" "gonum.org/v1/gonum/graph"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// PageRank returns the PageRank weights for nodes of the directed graph g // PageRank returns the PageRank weights for nodes of the directed graph g
@@ -31,7 +31,7 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
indexOf[n.ID()] = i indexOf[n.ID()] = i
} }
m := mat64.NewDense(len(nodes), len(nodes), nil) m := mat.NewDense(len(nodes), len(nodes), nil)
dangling := damp / float64(len(nodes)) dangling := damp / float64(len(nodes))
for j, u := range nodes { for j, u := range nodes {
to := g.From(u) to := g.From(u)
@@ -45,17 +45,17 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
} }
} }
} }
mat := m.RawMatrix().Data matrix := m.RawMatrix().Data
dt := (1 - damp) / float64(len(nodes)) dt := (1 - damp) / float64(len(nodes))
for i := range mat { for i := range matrix {
mat[i] += dt matrix[i] += dt
} }
last := make([]float64, len(nodes)) last := make([]float64, len(nodes))
for i := range last { for i := range last {
last[i] = 1 last[i] = 1
} }
lastV := mat64.NewVector(len(nodes), last) lastV := mat.NewVector(len(nodes), last)
vec := make([]float64, len(nodes)) vec := make([]float64, len(nodes))
var sum float64 var sum float64
@@ -68,7 +68,7 @@ func PageRank(g graph.Directed, damp, tol float64) map[int]float64 {
for i := range vec { for i := range vec {
vec[i] *= f vec[i] *= f
} }
v := mat64.NewVector(len(nodes), vec) v := mat.NewVector(len(nodes), vec)
for { for {
lastV, v = v, lastV lastV, v = v, lastV
@@ -122,7 +122,7 @@ func PageRankSparse(g graph.Directed, damp, tol float64) map[int]float64 {
for i := range last { for i := range last {
last[i] = 1 last[i] = 1
} }
lastV := mat64.NewVector(len(nodes), last) lastV := mat.NewVector(len(nodes), last)
vec := make([]float64, len(nodes)) vec := make([]float64, len(nodes))
var sum float64 var sum float64
@@ -135,7 +135,7 @@ func PageRankSparse(g graph.Directed, damp, tol float64) map[int]float64 {
for i := range vec { for i := range vec {
vec[i] *= f vec[i] *= f
} }
v := mat64.NewVector(len(nodes), vec) v := mat.NewVector(len(nodes), vec)
dt := (1 - damp) / float64(len(nodes)) dt := (1 - damp) / float64(len(nodes))
for { for {
@@ -171,7 +171,7 @@ func (m rowCompressedMatrix) addTo(i, j int, v float64) { m[i].addTo(j, v) }
// mulVecUnitary multiplies the receiver by the src vector, storing // mulVecUnitary multiplies the receiver by the src vector, storing
// the result in dst. It assumes src and dst are the same length as m // the result in dst. It assumes src and dst are the same length as m
// and that both have unitary vector increments. // and that both have unitary vector increments.
func (m rowCompressedMatrix) mulVecUnitary(dst, src *mat64.Vector) { func (m rowCompressedMatrix) mulVecUnitary(dst, src *mat.Vector) {
dMat := dst.RawVector().Data dMat := dst.RawVector().Data
for i, r := range m { for i, r := range m {
dMat[i] = r.dotUnitary(src) dMat[i] = r.dotUnitary(src)
@@ -190,7 +190,7 @@ func (r *compressedRow) addTo(j int, v float64) {
// dotUnitary performs a simplified scatter-based Ddot operations on // dotUnitary performs a simplified scatter-based Ddot operations on
// v and the receiver. v must have have a unitary vector increment. // v and the receiver. v must have have a unitary vector increment.
func (r compressedRow) dotUnitary(v *mat64.Vector) float64 { func (r compressedRow) dotUnitary(v *mat.Vector) float64 {
var sum float64 var sum float64
vec := v.RawVector().Data vec := v.RawVector().Data
for _, e := range r { for _, e := range r {
@@ -208,7 +208,7 @@ type sparseElement struct {
// onesDotUnitary performs the equivalent of a Ddot of v with // onesDotUnitary performs the equivalent of a Ddot of v with
// a ones vector of equal length. v must have have a unitary // a ones vector of equal length. v must have have a unitary
// vector increment. // vector increment.
func onesDotUnitary(alpha float64, v *mat64.Vector) float64 { func onesDotUnitary(alpha float64, v *mat.Vector) float64 {
var sum float64 var sum float64
for _, f := range v.RawVector().Data { for _, f := range v.RawVector().Data {
sum += alpha * f sum += alpha * f

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@@ -9,7 +9,7 @@ import (
"math/rand" "math/rand"
"gonum.org/v1/gonum/graph" "gonum.org/v1/gonum/graph"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// Shortest is a shortest-path tree created by the BellmanFordFrom or DijkstraFrom // Shortest is a shortest-path tree created by the BellmanFordFrom or DijkstraFrom
@@ -125,7 +125,7 @@ type AllShortest struct {
// //
// dist contains the pairwise // dist contains the pairwise
// distances between nodes. // distances between nodes.
dist *mat64.Dense dist *mat.Dense
// next contains the shortest-path // next contains the shortest-path
// tree of the graph. The first index // tree of the graph. The first index
// is a linear mapping of from-dense-id // is a linear mapping of from-dense-id
@@ -159,7 +159,7 @@ func newAllShortest(nodes []graph.Node, forward bool) AllShortest {
nodes: nodes, nodes: nodes,
indexOf: indexOf, indexOf: indexOf,
dist: mat64.NewDense(len(nodes), len(nodes), dist), dist: mat.NewDense(len(nodes), len(nodes), dist),
next: make([][]int, len(nodes)*len(nodes)), next: make([][]int, len(nodes)*len(nodes)),
forward: forward, forward: forward,
} }

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@@ -9,7 +9,7 @@ import (
"gonum.org/v1/gonum/graph" "gonum.org/v1/gonum/graph"
"gonum.org/v1/gonum/graph/internal/ordered" "gonum.org/v1/gonum/graph/internal/ordered"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// DirectedMatrix represents a directed graph using an adjacency // DirectedMatrix represents a directed graph using an adjacency
@@ -17,7 +17,7 @@ import (
// Edges are stored implicitly as an edge weight, so edges stored in // Edges are stored implicitly as an edge weight, so edges stored in
// the graph are not recoverable. // the graph are not recoverable.
type DirectedMatrix struct { type DirectedMatrix struct {
mat *mat64.Dense mat *mat.Dense
nodes []graph.Node nodes []graph.Node
self float64 self float64
@@ -29,17 +29,17 @@ type DirectedMatrix struct {
// specifies the cost of self connection, and absent specifies the weight // specifies the cost of self connection, and absent specifies the weight
// returned for absent edges. // returned for absent edges.
func NewDirectedMatrix(n int, init, self, absent float64) *DirectedMatrix { func NewDirectedMatrix(n int, init, self, absent float64) *DirectedMatrix {
mat := make([]float64, n*n) matrix := make([]float64, n*n)
if init != 0 { if init != 0 {
for i := range mat { for i := range matrix {
mat[i] = init matrix[i] = init
} }
} }
for i := 0; i < len(mat); i += n + 1 { for i := 0; i < len(matrix); i += n + 1 {
mat[i] = self matrix[i] = self
} }
return &DirectedMatrix{ return &DirectedMatrix{
mat: mat64.NewDense(n, n, mat), mat: mat.NewDense(n, n, matrix),
self: self, self: self,
absent: absent, absent: absent,
} }
@@ -255,10 +255,10 @@ func (g *DirectedMatrix) Degree(n graph.Node) int {
return deg return deg
} }
// Matrix returns the mat64.Matrix representation of the graph. The orientation // Matrix returns the mat.Matrix representation of the graph. The orientation
// of the matrix is such that the matrix entry at G_{ij} is the weight of the edge // of the matrix is such that the matrix entry at G_{ij} is the weight of the edge
// from node i to node j. // from node i to node j.
func (g *DirectedMatrix) Matrix() mat64.Matrix { func (g *DirectedMatrix) Matrix() mat.Matrix {
// Prevent alteration of dimensions of the returned matrix. // Prevent alteration of dimensions of the returned matrix.
m := *g.mat m := *g.mat
return &m return &m

View File

@@ -9,7 +9,7 @@ import (
"gonum.org/v1/gonum/graph" "gonum.org/v1/gonum/graph"
"gonum.org/v1/gonum/graph/internal/ordered" "gonum.org/v1/gonum/graph/internal/ordered"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// UndirectedMatrix represents an undirected graph using an adjacency // UndirectedMatrix represents an undirected graph using an adjacency
@@ -17,7 +17,7 @@ import (
// Edges are stored implicitly as an edge weight, so edges stored in // Edges are stored implicitly as an edge weight, so edges stored in
// the graph are not recoverable. // the graph are not recoverable.
type UndirectedMatrix struct { type UndirectedMatrix struct {
mat *mat64.SymDense mat *mat.SymDense
nodes []graph.Node nodes []graph.Node
self float64 self float64
@@ -29,17 +29,17 @@ type UndirectedMatrix struct {
// specifies the cost of self connection, and absent specifies the weight // specifies the cost of self connection, and absent specifies the weight
// returned for absent edges. // returned for absent edges.
func NewUndirectedMatrix(n int, init, self, absent float64) *UndirectedMatrix { func NewUndirectedMatrix(n int, init, self, absent float64) *UndirectedMatrix {
mat := make([]float64, n*n) matrix := make([]float64, n*n)
if init != 0 { if init != 0 {
for i := range mat { for i := range matrix {
mat[i] = init matrix[i] = init
} }
} }
for i := 0; i < len(mat); i += n + 1 { for i := 0; i < len(matrix); i += n + 1 {
mat[i] = self matrix[i] = self
} }
return &UndirectedMatrix{ return &UndirectedMatrix{
mat: mat64.NewSymDense(n, mat), mat: mat.NewSymDense(n, matrix),
self: self, self: self,
absent: absent, absent: absent,
} }
@@ -216,8 +216,8 @@ func (g *UndirectedMatrix) Degree(n graph.Node) int {
return deg return deg
} }
// Matrix returns the mat64.Matrix representation of the graph. // Matrix returns the mat.Matrix representation of the graph.
func (g *UndirectedMatrix) Matrix() mat64.Matrix { func (g *UndirectedMatrix) Matrix() mat.Matrix {
// Prevent alteration of dimensions of the returned matrix. // Prevent alteration of dimensions of the returned matrix.
m := *g.mat m := *g.mat
return &m return &m

View File

@@ -10,7 +10,7 @@ import (
"gonum.org/v1/gonum/graph" "gonum.org/v1/gonum/graph"
"gonum.org/v1/gonum/graph/simple" "gonum.org/v1/gonum/graph/simple"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
var directedGraphs = []struct { var directedGraphs = []struct {
@@ -19,7 +19,7 @@ var directedGraphs = []struct {
absent float64 absent float64
merge func(x, y float64, xe, ye graph.Edge) float64 merge func(x, y float64, xe, ye graph.Edge) float64
want mat64.Matrix want mat.Matrix
}{ }{
{ {
g: func() graph.DirectedBuilder { return simple.NewDirectedGraph(0, 0) }, g: func() graph.DirectedBuilder { return simple.NewDirectedGraph(0, 0) },
@@ -28,7 +28,7 @@ var directedGraphs = []struct {
{F: simple.Node(1), T: simple.Node(0), W: 1}, {F: simple.Node(1), T: simple.Node(0), W: 1},
{F: simple.Node(1), T: simple.Node(2), W: 1}, {F: simple.Node(1), T: simple.Node(2), W: 1},
}, },
want: mat64.NewSymDense(3, []float64{ want: mat.NewSymDense(3, []float64{
0, (1. + 2.) / 2., 0, 0, (1. + 2.) / 2., 0,
(1. + 2.) / 2., 0, 1. / 2., (1. + 2.) / 2., 0, 1. / 2.,
0, 1. / 2., 0, 0, 1. / 2., 0,
@@ -43,7 +43,7 @@ var directedGraphs = []struct {
}, },
absent: 1, absent: 1,
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Sqrt(x * y) }, merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Sqrt(x * y) },
want: mat64.NewSymDense(3, []float64{ want: mat.NewSymDense(3, []float64{
0, math.Sqrt(1 * 2), 0, 0, math.Sqrt(1 * 2), 0,
math.Sqrt(1 * 2), 0, math.Sqrt(1 * 1), math.Sqrt(1 * 2), 0, math.Sqrt(1 * 1),
0, math.Sqrt(1 * 1), 0, 0, math.Sqrt(1 * 1), 0,
@@ -57,7 +57,7 @@ var directedGraphs = []struct {
{F: simple.Node(1), T: simple.Node(2), W: 1}, {F: simple.Node(1), T: simple.Node(2), W: 1},
}, },
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Min(x, y) }, merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Min(x, y) },
want: mat64.NewSymDense(3, []float64{ want: mat.NewSymDense(3, []float64{
0, math.Min(1, 2), 0, 0, math.Min(1, 2), 0,
math.Min(1, 2), 0, math.Min(1, 0), math.Min(1, 2), 0, math.Min(1, 0),
0, math.Min(1, 0), 0, 0, math.Min(1, 0), 0,
@@ -79,7 +79,7 @@ var directedGraphs = []struct {
} }
return math.Min(x, y) return math.Min(x, y)
}, },
want: mat64.NewSymDense(3, []float64{ want: mat.NewSymDense(3, []float64{
0, math.Min(1, 2), 0, 0, math.Min(1, 2), 0,
math.Min(1, 2), 0, 1, math.Min(1, 2), 0, 1,
0, 1, 0, 0, 1, 0,
@@ -93,7 +93,7 @@ var directedGraphs = []struct {
{F: simple.Node(1), T: simple.Node(2), W: 1}, {F: simple.Node(1), T: simple.Node(2), W: 1},
}, },
merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Max(x, y) }, merge: func(x, y float64, _, _ graph.Edge) float64 { return math.Max(x, y) },
want: mat64.NewSymDense(3, []float64{ want: mat.NewSymDense(3, []float64{
0, math.Max(1, 2), 0, 0, math.Max(1, 2), 0,
math.Max(1, 2), 0, math.Max(1, 0), math.Max(1, 2), 0, math.Max(1, 0),
0, math.Max(1, 0), 0, 0, math.Max(1, 0), 0,
@@ -116,10 +116,10 @@ func TestUndirect(t *testing.T) {
} }
} }
if !mat64.Equal(dst.Matrix(), test.want) { if !mat.Equal(dst.Matrix(), test.want) {
t.Errorf("unexpected result:\ngot:\n%.4v\nwant:\n%.4v", t.Errorf("unexpected result:\ngot:\n%.4v\nwant:\n%.4v",
mat64.Formatted(dst.Matrix()), mat.Formatted(dst.Matrix()),
mat64.Formatted(test.want), mat.Formatted(test.want),
) )
} }
} }

View File

@@ -4,7 +4,7 @@
//+build cblas //+build cblas
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"

View File

@@ -3,7 +3,7 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the CholeskyDecomposition class from Jama 1.0.3. // Based on the CholeskyDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"math" "math"
@@ -11,7 +11,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
const ( const (
@@ -48,8 +47,8 @@ func (c *Cholesky) updateCond(norm float64) {
// the condition number somewhat. // the condition number somewhat.
// The norm of the original factorized matrix cannot be stored because of // The norm of the original factorized matrix cannot be stored because of
// update possibilities. // update possibilities.
unorm := lapack64.Lantr(matrix.CondNorm, c.chol.mat, work) unorm := lapack64.Lantr(CondNorm, c.chol.mat, work)
lnorm := lapack64.Lantr(matrix.CondNormTrans, c.chol.mat, work) lnorm := lapack64.Lantr(CondNormTrans, c.chol.mat, work)
norm = unorm * lnorm norm = unorm * lnorm
} }
sym := c.chol.asSymBlas() sym := c.chol.asSymBlas()
@@ -65,15 +64,15 @@ func (c *Cholesky) updateCond(norm float64) {
func (c *Cholesky) Factorize(a Symmetric) (ok bool) { func (c *Cholesky) Factorize(a Symmetric) (ok bool) {
n := a.Symmetric() n := a.Symmetric()
if c.isZero() { if c.isZero() {
c.chol = NewTriDense(n, matrix.Upper, nil) c.chol = NewTriDense(n, Upper, nil)
} else { } else {
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n)) c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
} }
copySymIntoTriangle(c.chol, a) copySymIntoTriangle(c.chol, a)
sym := c.chol.asSymBlas() sym := c.chol.asSymBlas()
work := getFloats(c.chol.mat.N, false) work := getFloats(c.chol.mat.N, false)
norm := lapack64.Lansy(matrix.CondNorm, sym, work) norm := lapack64.Lansy(CondNorm, sym, work)
putFloats(work) putFloats(work)
_, ok = lapack64.Potrf(sym) _, ok = lapack64.Potrf(sym)
if ok { if ok {
@@ -98,13 +97,13 @@ func (c *Cholesky) Reset() {
// not stored inside, the receiver. // not stored inside, the receiver.
func (c *Cholesky) SetFromU(t *TriDense) { func (c *Cholesky) SetFromU(t *TriDense) {
n, kind := t.Triangle() n, kind := t.Triangle()
if kind != matrix.Upper { if kind != Upper {
panic("cholesky: matrix must be upper triangular") panic("cholesky: matrix must be upper triangular")
} }
if c.isZero() { if c.isZero() {
c.chol = NewTriDense(n, matrix.Upper, nil) c.chol = NewTriDense(n, Upper, nil)
} else { } else {
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n)) c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
} }
c.chol.Copy(t) c.chol.Copy(t)
c.updateCond(-1) c.updateCond(-1)
@@ -119,9 +118,9 @@ func (c *Cholesky) Clone(chol *Cholesky) {
} }
n := chol.Size() n := chol.Size()
if c.isZero() { if c.isZero() {
c.chol = NewTriDense(n, matrix.Upper, nil) c.chol = NewTriDense(n, Upper, nil)
} else { } else {
c.chol = NewTriDense(n, matrix.Upper, use(c.chol.mat.Data, n*n)) c.chol = NewTriDense(n, Upper, use(c.chol.mat.Data, n*n))
} }
c.chol.Copy(chol.chol) c.chol.Copy(chol.chol)
c.cond = chol.cond c.cond = chol.cond
@@ -164,7 +163,7 @@ func (m *Dense) SolveCholesky(chol *Cholesky, b Matrix) error {
n := chol.chol.mat.N n := chol.chol.mat.N
bm, bn := b.Dims() bm, bn := b.Dims()
if n != bm { if n != bm {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(bm, bn) m.reuseAs(bm, bn)
@@ -173,8 +172,8 @@ func (m *Dense) SolveCholesky(chol *Cholesky, b Matrix) error {
} }
blas64.Trsm(blas.Left, blas.Trans, 1, chol.chol.mat, m.mat) blas64.Trsm(blas.Left, blas.Trans, 1, chol.chol.mat, m.mat)
blas64.Trsm(blas.Left, blas.NoTrans, 1, chol.chol.mat, m.mat) blas64.Trsm(blas.Left, blas.NoTrans, 1, chol.chol.mat, m.mat)
if chol.cond > matrix.ConditionTolerance { if chol.cond > ConditionTolerance {
return matrix.Condition(chol.cond) return Condition(chol.cond)
} }
return nil return nil
} }
@@ -188,7 +187,7 @@ func (m *Dense) solveTwoChol(a, b *Cholesky) error {
} }
bn := b.chol.mat.N bn := b.chol.mat.N
if a.chol.mat.N != bn { if a.chol.mat.N != bn {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAsZeroed(bn, bn) m.reuseAsZeroed(bn, bn)
@@ -196,8 +195,8 @@ func (m *Dense) solveTwoChol(a, b *Cholesky) error {
blas64.Trsm(blas.Left, blas.Trans, 1, a.chol.mat, m.mat) blas64.Trsm(blas.Left, blas.Trans, 1, a.chol.mat, m.mat)
blas64.Trsm(blas.Left, blas.NoTrans, 1, a.chol.mat, m.mat) blas64.Trsm(blas.Left, blas.NoTrans, 1, a.chol.mat, m.mat)
blas64.Trmm(blas.Right, blas.NoTrans, 1, b.chol.mat, m.mat) blas64.Trmm(blas.Right, blas.NoTrans, 1, b.chol.mat, m.mat)
if a.cond > matrix.ConditionTolerance { if a.cond > ConditionTolerance {
return matrix.Condition(a.cond) return Condition(a.cond)
} }
return nil return nil
} }
@@ -211,7 +210,7 @@ func (v *Vector) SolveCholeskyVec(chol *Cholesky, b *Vector) error {
n := chol.chol.mat.N n := chol.chol.mat.N
vn := b.Len() vn := b.Len()
if vn != n { if vn != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != b { if v != b {
v.checkOverlap(b.mat) v.checkOverlap(b.mat)
@@ -222,8 +221,8 @@ func (v *Vector) SolveCholeskyVec(chol *Cholesky, b *Vector) error {
} }
blas64.Trsv(blas.Trans, chol.chol.mat, v.mat) blas64.Trsv(blas.Trans, chol.chol.mat, v.mat)
blas64.Trsv(blas.NoTrans, chol.chol.mat, v.mat) blas64.Trsv(blas.NoTrans, chol.chol.mat, v.mat)
if chol.cond > matrix.ConditionTolerance { if chol.cond > ConditionTolerance {
return matrix.Condition(chol.cond) return Condition(chol.cond)
} }
return nil return nil
@@ -237,7 +236,7 @@ func (t *TriDense) UFromCholesky(chol *Cholesky) {
panic(badCholesky) panic(badCholesky)
} }
n := chol.chol.mat.N n := chol.chol.mat.N
t.reuseAs(n, matrix.Upper) t.reuseAs(n, Upper)
t.Copy(chol.chol) t.Copy(chol.chol)
} }
@@ -249,7 +248,7 @@ func (t *TriDense) LFromCholesky(chol *Cholesky) {
panic(badCholesky) panic(badCholesky)
} }
n := chol.chol.mat.N n := chol.chol.mat.N
t.reuseAs(n, matrix.Lower) t.reuseAs(n, Lower)
t.Copy(chol.chol.TTri()) t.Copy(chol.chol.TTri())
} }
@@ -307,13 +306,13 @@ func (c *Cholesky) SymRankOne(orig *Cholesky, alpha float64, x *Vector) (ok bool
} }
n := orig.Size() n := orig.Size()
if x.Len() != n { if x.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if orig != c { if orig != c {
if c.isZero() { if c.isZero() {
c.chol = NewTriDense(n, matrix.Upper, nil) c.chol = NewTriDense(n, Upper, nil)
} else if c.chol.mat.N != n { } else if c.chol.mat.N != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
c.chol.Copy(orig.chol) c.chol.Copy(orig.chol)
} }

View File

@@ -2,29 +2,29 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64_test package mat_test
import ( import (
"fmt" "fmt"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func ExampleCholesky() { func ExampleCholesky() {
// Construct a symmetric positive definite matrix. // Construct a symmetric positive definite matrix.
tmp := mat64.NewDense(4, 4, []float64{ tmp := mat.NewDense(4, 4, []float64{
2, 6, 8, -4, 2, 6, 8, -4,
1, 8, 7, -2, 1, 8, 7, -2,
2, 2, 1, 7, 2, 2, 1, 7,
8, -2, -2, 1, 8, -2, -2, 1,
}) })
var a mat64.SymDense var a mat.SymDense
a.SymOuterK(1, tmp) a.SymOuterK(1, tmp)
fmt.Printf("a = %0.4v\n", mat64.Formatted(&a, mat64.Prefix(" "))) fmt.Printf("a = %0.4v\n", mat.Formatted(&a, mat.Prefix(" ")))
// Compute the cholesky factorization. // Compute the cholesky factorization.
var chol mat64.Cholesky var chol mat.Cholesky
if ok := chol.Factorize(&a); !ok { if ok := chol.Factorize(&a); !ok {
fmt.Println("a matrix is not positive semi-definite.") fmt.Println("a matrix is not positive semi-definite.")
} }
@@ -33,21 +33,21 @@ func ExampleCholesky() {
fmt.Printf("\nThe determinant of a is %0.4g\n\n", chol.Det()) fmt.Printf("\nThe determinant of a is %0.4g\n\n", chol.Det())
// Use the factorization to solve the system of equations a * x = b. // Use the factorization to solve the system of equations a * x = b.
b := mat64.NewVector(4, []float64{1, 2, 3, 4}) b := mat.NewVector(4, []float64{1, 2, 3, 4})
var x mat64.Vector var x mat.Vector
if err := x.SolveCholeskyVec(&chol, b); err != nil { if err := x.SolveCholeskyVec(&chol, b); err != nil {
fmt.Println("Matrix is near singular: ", err) fmt.Println("Matrix is near singular: ", err)
} }
fmt.Println("Solve a * x = b") fmt.Println("Solve a * x = b")
fmt.Printf("x = %0.4v\n", mat64.Formatted(&x, mat64.Prefix(" "))) fmt.Printf("x = %0.4v\n", mat.Formatted(&x, mat.Prefix(" ")))
// Extract the factorization and check that it equals the original matrix. // Extract the factorization and check that it equals the original matrix.
var t mat64.TriDense var t mat.TriDense
t.LFromCholesky(&chol) t.LFromCholesky(&chol)
var test mat64.Dense var test mat.Dense
test.Mul(&t, t.T()) test.Mul(&t, t.T())
fmt.Println() fmt.Println()
fmt.Printf("L * L^T = %0.4v\n", mat64.Formatted(&a, mat64.Prefix(" "))) fmt.Printf("L * L^T = %0.4v\n", mat.Formatted(&a, mat.Prefix(" ")))
// Output: // Output:
// a = ⎡120 114 -4 -16⎤ // a = ⎡120 114 -4 -16⎤
@@ -70,35 +70,35 @@ func ExampleCholesky() {
} }
func ExampleCholeskySymRankOne() { func ExampleCholeskySymRankOne() {
a := mat64.NewSymDense(4, []float64{ a := mat.NewSymDense(4, []float64{
1, 1, 1, 1, 1, 1, 1, 1,
0, 2, 3, 4, 0, 2, 3, 4,
0, 0, 6, 10, 0, 0, 6, 10,
0, 0, 0, 20, 0, 0, 0, 20,
}) })
fmt.Printf("A = %0.4v\n", mat64.Formatted(a, mat64.Prefix(" "))) fmt.Printf("A = %0.4v\n", mat.Formatted(a, mat.Prefix(" ")))
// Compute the Cholesky factorization. // Compute the Cholesky factorization.
var chol mat64.Cholesky var chol mat.Cholesky
if ok := chol.Factorize(a); !ok { if ok := chol.Factorize(a); !ok {
fmt.Println("matrix a is not positive definite.") fmt.Println("matrix a is not positive definite.")
} }
x := mat64.NewVector(4, []float64{0, 0, 0, 1}) x := mat.NewVector(4, []float64{0, 0, 0, 1})
fmt.Printf("\nx = %0.4v\n", mat64.Formatted(x, mat64.Prefix(" "))) fmt.Printf("\nx = %0.4v\n", mat.Formatted(x, mat.Prefix(" ")))
// Rank-1 update the factorization. // Rank-1 update the factorization.
chol.SymRankOne(&chol, 1, x) chol.SymRankOne(&chol, 1, x)
// Rank-1 update the matrix a. // Rank-1 update the matrix a.
a.SymRankOne(a, 1, x) a.SymRankOne(a, 1, x)
var au mat64.SymDense var au mat.SymDense
au.FromCholesky(&chol) au.FromCholesky(&chol)
// Print the matrix that was updated directly. // Print the matrix that was updated directly.
fmt.Printf("\nA' = %0.4v\n", mat64.Formatted(a, mat64.Prefix(" "))) fmt.Printf("\nA' = %0.4v\n", mat.Formatted(a, mat.Prefix(" ")))
// Print the matrix recovered from the factorization. // Print the matrix recovered from the factorization.
fmt.Printf("\nU'^T * U' = %0.4v\n", mat64.Formatted(&au, mat64.Prefix(" "))) fmt.Printf("\nU'^T * U' = %0.4v\n", mat.Formatted(&au, mat.Prefix(" ")))
// Output: // Output:
// A = ⎡ 1 1 1 1⎤ // A = ⎡ 1 1 1 1⎤

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
@@ -10,7 +10,6 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/blas/testblas" "gonum.org/v1/gonum/blas/testblas"
"gonum.org/v1/gonum/matrix"
) )
func TestCholesky(t *testing.T) { func TestCholesky(t *testing.T) {
@@ -269,7 +268,7 @@ func TestCloneCholesky(t *testing.T) {
// Corrupt chol2 and try again // Corrupt chol2 and try again
chol2.cond = math.NaN() chol2.cond = math.NaN()
chol2.chol = NewTriDense(2, matrix.Upper, nil) chol2.chol = NewTriDense(2, Upper, nil)
chol2.Clone(&chol) chol2.Clone(&chol)
if chol.cond != chol2.cond { if chol.cond != chol2.cond {
t.Errorf("condition number mismatch from non-zero") t.Errorf("condition number mismatch from non-zero")

View File

@@ -2,10 +2,10 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package cmat128 package mat
// Matrix is the basic matrix interface type. // CMatrix is the basic matrix interface type for complex matrices.
type Matrix interface { type CMatrix interface {
// Dims returns the dimensions of a Matrix. // Dims returns the dimensions of a Matrix.
Dims() (r, c int) Dims() (r, c int)
@@ -17,11 +17,11 @@ type Matrix interface {
// returns a copy of the underlying data is implementation dependent. // returns a copy of the underlying data is implementation dependent.
// This method may be implemented using the Conjugate type, which // This method may be implemented using the Conjugate type, which
// provides an implicit matrix conjugate transpose. // provides an implicit matrix conjugate transpose.
H() Matrix H() CMatrix
} }
var ( var (
_ Matrix = Conjugate{} _ CMatrix = Conjugate{}
_ Unconjugator = Conjugate{} _ Unconjugator = Conjugate{}
) )
@@ -29,13 +29,13 @@ var (
// It implements the Matrix interface, returning values from the conjugate // It implements the Matrix interface, returning values from the conjugate
// transpose of the matrix within. // transpose of the matrix within.
type Conjugate struct { type Conjugate struct {
Matrix Matrix CMatrix CMatrix
} }
// At returns the value of the element at row i and column j of the transposed // At returns the value of the element at row i and column j of the transposed
// matrix, that is, row j and column i of the Matrix field. // matrix, that is, row j and column i of the Matrix field.
func (t Conjugate) At(i, j int) complex128 { func (t Conjugate) At(i, j int) complex128 {
z := t.Matrix.At(j, i) z := t.CMatrix.At(j, i)
return complex(real(z), -imag(z)) return complex(real(z), -imag(z))
} }
@@ -43,18 +43,18 @@ func (t Conjugate) At(i, j int) complex128 {
// is the number of columns in the Matrix field, and the number of columns is // is the number of columns in the Matrix field, and the number of columns is
// the number of rows in the Matrix field. // the number of rows in the Matrix field.
func (t Conjugate) Dims() (r, c int) { func (t Conjugate) Dims() (r, c int) {
c, r = t.Matrix.Dims() c, r = t.CMatrix.Dims()
return r, c return r, c
} }
// H performs an implicit conjugate transpose by returning the Matrix field. // H performs an implicit conjugate transpose by returning the Matrix field.
func (t Conjugate) H() Matrix { func (t Conjugate) H() CMatrix {
return t.Matrix return t.CMatrix
} }
// Unconjugate returns the Matrix field. // Unconjugate returns the Matrix field.
func (t Conjugate) Unconjugate() Matrix { func (t Conjugate) Unconjugate() CMatrix {
return t.Matrix return t.CMatrix
} }
// Unconjugator is a type that can undo an implicit conjugate transpose. // Unconjugator is a type that can undo an implicit conjugate transpose.
@@ -67,5 +67,5 @@ type Unconjugator interface {
// Unconjugate returns the underlying Matrix stored for the implicit // Unconjugate returns the underlying Matrix stored for the implicit
// conjugate transpose. // conjugate transpose.
Unconjugate() Matrix Unconjugate() CMatrix
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package matrix package mat
// TriKind represents the triangularity of the matrix. // TriKind represents the triangularity of the matrix.
type TriKind bool type TriKind bool

View File

@@ -2,12 +2,11 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
var ( var (
@@ -45,7 +44,7 @@ type Dense struct {
// element in the data slice is the {i, j}-th element in the matrix. // element in the data slice is the {i, j}-th element in the matrix.
func NewDense(r, c int, data []float64) *Dense { func NewDense(r, c int, data []float64) *Dense {
if data != nil && r*c != len(data) { if data != nil && r*c != len(data) {
panic(matrix.ErrShape) panic(ErrShape)
} }
if data == nil { if data == nil {
data = make([]float64, r*c) data = make([]float64, r*c)
@@ -83,7 +82,7 @@ func (m *Dense) reuseAs(r, c int) {
return return
} }
if r != m.mat.Rows || c != m.mat.Cols { if r != m.mat.Rows || c != m.mat.Cols {
panic(matrix.ErrShape) panic(ErrShape)
} }
} }
@@ -109,7 +108,7 @@ func (m *Dense) reuseAsZeroed(r, c int) {
return return
} }
if r != m.mat.Rows || c != m.mat.Cols { if r != m.mat.Rows || c != m.mat.Cols {
panic(matrix.ErrShape) panic(ErrShape)
} }
for i := 0; i < r; i++ { for i := 0; i < r; i++ {
zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+c]) zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+c])
@@ -206,7 +205,7 @@ func (m *Dense) T() Matrix {
// See ColViewer for more information. // See ColViewer for more information.
func (m *Dense) ColView(j int) *Vector { func (m *Dense) ColView(j int) *Vector {
if j >= m.mat.Cols || j < 0 { if j >= m.mat.Cols || j < 0 {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return &Vector{ return &Vector{
mat: blas64.Vector{ mat: blas64.Vector{
@@ -221,10 +220,10 @@ func (m *Dense) ColView(j int) *Vector {
// in src. len(src) must equal the number of rows in the receiver. // in src. len(src) must equal the number of rows in the receiver.
func (m *Dense) SetCol(j int, src []float64) { func (m *Dense) SetCol(j int, src []float64) {
if j >= m.mat.Cols || j < 0 { if j >= m.mat.Cols || j < 0 {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
if len(src) != m.mat.Rows { if len(src) != m.mat.Rows {
panic(matrix.ErrColLength) panic(ErrColLength)
} }
blas64.Copy(m.mat.Rows, blas64.Copy(m.mat.Rows,
@@ -237,10 +236,10 @@ func (m *Dense) SetCol(j int, src []float64) {
// in src. len(src) must equal the number of columns in the receiver. // in src. len(src) must equal the number of columns in the receiver.
func (m *Dense) SetRow(i int, src []float64) { func (m *Dense) SetRow(i int, src []float64) {
if i >= m.mat.Rows || i < 0 { if i >= m.mat.Rows || i < 0 {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if len(src) != m.mat.Cols { if len(src) != m.mat.Cols {
panic(matrix.ErrRowLength) panic(ErrRowLength)
} }
copy(m.rawRowView(i), src) copy(m.rawRowView(i), src)
@@ -252,7 +251,7 @@ func (m *Dense) SetRow(i int, src []float64) {
// See RowViewer for more information. // See RowViewer for more information.
func (m *Dense) RowView(i int) *Vector { func (m *Dense) RowView(i int) *Vector {
if i >= m.mat.Rows || i < 0 { if i >= m.mat.Rows || i < 0 {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
return &Vector{ return &Vector{
mat: blas64.Vector{ mat: blas64.Vector{
@@ -267,7 +266,7 @@ func (m *Dense) RowView(i int) *Vector {
// receiver. // receiver.
func (m *Dense) RawRowView(i int) []float64 { func (m *Dense) RawRowView(i int) []float64 {
if i >= m.mat.Rows || i < 0 { if i >= m.mat.Rows || i < 0 {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
return m.rawRowView(i) return m.rawRowView(i)
} }
@@ -294,7 +293,7 @@ func (m *Dense) View(i, j, r, c int) Matrix {
func (m *Dense) Slice(i, k, j, l int) Matrix { func (m *Dense) Slice(i, k, j, l int) Matrix {
mr, mc := m.Dims() mr, mc := m.Dims()
if i < 0 || mr <= i || j < 0 || mc <= j || k <= i || mr < k || l <= j || mc < l { if i < 0 || mr <= i || j < 0 || mc <= j || k <= i || mr < k || l <= j || mc < l {
panic(matrix.ErrIndexOutOfRange) panic(ErrIndexOutOfRange)
} }
t := *m t := *m
t.mat.Data = t.mat.Data[i*t.mat.Stride+j : (k-1)*t.mat.Stride+l] t.mat.Data = t.mat.Data[i*t.mat.Stride+j : (k-1)*t.mat.Stride+l]
@@ -311,7 +310,7 @@ func (m *Dense) Slice(i, k, j, l int) Matrix {
// during the call to Grow. // during the call to Grow.
func (m *Dense) Grow(r, c int) Matrix { func (m *Dense) Grow(r, c int) Matrix {
if r < 0 || c < 0 { if r < 0 || c < 0 {
panic(matrix.ErrIndexOutOfRange) panic(ErrIndexOutOfRange)
} }
if r == 0 && c == 0 { if r == 0 && c == 0 {
return m return m
@@ -514,7 +513,7 @@ func (m *Dense) Stack(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ac != bc || m == a || m == b { if ac != bc || m == a || m == b {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(ar+br, ac) m.reuseAs(ar+br, ac)
@@ -532,7 +531,7 @@ func (m *Dense) Augment(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br || m == a || m == b { if ar != br || m == a || m == b {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(ar, ac+bc) m.reuseAs(ar, ac+bc)

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
@@ -10,7 +10,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// Add adds a and b element-wise, placing the result in the receiver. Add // Add adds a and b element-wise, placing the result in the receiver. Add
@@ -19,7 +18,7 @@ func (m *Dense) Add(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br || ac != bc { if ar != br || ac != bc {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -66,7 +65,7 @@ func (m *Dense) Sub(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br || ac != bc { if ar != br || ac != bc {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -114,7 +113,7 @@ func (m *Dense) MulElem(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br || ac != bc { if ar != br || ac != bc {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -162,7 +161,7 @@ func (m *Dense) DivElem(a, b Matrix) {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br || ac != bc { if ar != br || ac != bc {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -211,7 +210,7 @@ func (m *Dense) Inverse(a Matrix) error {
// TODO(btracey): Special case for RawTriangular, etc. // TODO(btracey): Special case for RawTriangular, etc.
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrSquare) panic(ErrSquare)
} }
m.reuseAs(a.Dims()) m.reuseAs(a.Dims())
aU, aTrans := untranspose(a) aU, aTrans := untranspose(a)
@@ -234,7 +233,7 @@ func (m *Dense) Inverse(a Matrix) error {
defer putInts(ipiv) defer putInts(ipiv)
ok := lapack64.Getrf(m.mat, ipiv) ok := lapack64.Getrf(m.mat, ipiv)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
work := getFloats(4*r, false) // must be at least 4*r for cond. work := getFloats(4*r, false) // must be at least 4*r for cond.
lapack64.Getri(m.mat, ipiv, work, -1) lapack64.Getri(m.mat, ipiv, work, -1)
@@ -247,14 +246,14 @@ func (m *Dense) Inverse(a Matrix) error {
} }
defer putFloats(work) defer putFloats(work)
lapack64.Getri(m.mat, ipiv, work, len(work)) lapack64.Getri(m.mat, ipiv, work, len(work))
norm := lapack64.Lange(matrix.CondNorm, m.mat, work) norm := lapack64.Lange(CondNorm, m.mat, work)
rcond := lapack64.Gecon(matrix.CondNorm, m.mat, norm, work, ipiv) // reuse ipiv rcond := lapack64.Gecon(CondNorm, m.mat, norm, work, ipiv) // reuse ipiv
if rcond == 0 { if rcond == 0 {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
cond := 1 / rcond cond := 1 / rcond
if cond > matrix.ConditionTolerance { if cond > ConditionTolerance {
return matrix.Condition(cond) return Condition(cond)
} }
return nil return nil
} }
@@ -266,7 +265,7 @@ func (m *Dense) Mul(a, b Matrix) {
br, bc := b.Dims() br, bc := b.Dims()
if ac != br { if ac != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, aTrans := untranspose(a) aU, aTrans := untranspose(a)
@@ -452,7 +451,7 @@ func strictCopy(m *Dense, a Matrix) {
if r != m.mat.Rows || c != m.mat.Cols { if r != m.mat.Rows || c != m.mat.Cols {
// Panic with a string since this // Panic with a string since this
// is not a user-facing panic. // is not a user-facing panic.
panic(matrix.ErrShape.Error()) panic(ErrShape.Error())
} }
} }
@@ -464,7 +463,7 @@ func strictCopy(m *Dense, a Matrix) {
func (m *Dense) Exp(a Matrix) { func (m *Dense) Exp(a Matrix) {
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
var w *Dense var w *Dense
@@ -530,7 +529,7 @@ func (m *Dense) Pow(a Matrix, n int) {
} }
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(r, c) m.reuseAs(r, c)
@@ -657,10 +656,10 @@ func (m *Dense) Apply(fn func(i, j int, v float64) float64, a Matrix) {
func (m *Dense) RankOne(a Matrix, alpha float64, x, y *Vector) { func (m *Dense) RankOne(a Matrix, alpha float64, x, y *Vector) {
ar, ac := a.Dims() ar, ac := a.Dims()
if x.Len() != ar { if x.Len() != ar {
panic(matrix.ErrShape) panic(ErrShape)
} }
if y.Len() != ac { if y.Len() != ac {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.checkOverlap(x.asGeneral()) m.checkOverlap(x.asGeneral())
@@ -707,7 +706,7 @@ func (m *Dense) Outer(alpha float64, x, y *Vector) {
m.capRows = r m.capRows = r
m.capCols = c m.capCols = c
} else if r != m.mat.Rows || c != m.mat.Cols { } else if r != m.mat.Rows || c != m.mat.Cols {
panic(matrix.ErrShape) panic(ErrShape)
} else { } else {
m.checkOverlap(x.asGeneral()) m.checkOverlap(x.asGeneral())
m.checkOverlap(y.asGeneral()) m.checkOverlap(y.asGeneral())

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"
@@ -13,7 +13,6 @@ import (
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
func asBasicMatrix(d *Dense) Matrix { return (*basicMatrix)(d) } func asBasicMatrix(d *Dense) Matrix { return (*basicMatrix)(d) }
@@ -188,13 +187,13 @@ func TestAtSet(t *testing.T) {
// Check access out of bounds fails // Check access out of bounds fails
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { m.At(row, 0) }) panicked, message := panics(func() { m.At(row, 0) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { m.At(0, col) }) panicked, message := panics(func() { m.At(0, col) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }
@@ -202,13 +201,13 @@ func TestAtSet(t *testing.T) {
// Check Set out of bounds // Check Set out of bounds
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { m.Set(row, 0, 1.2) }) panicked, message := panics(func() { m.Set(row, 0, 1.2) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { m.Set(0, col, 1.2) }) panicked, message := panics(func() { m.Set(0, col, 1.2) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }
@@ -293,13 +292,13 @@ func TestRowColView(t *testing.T) {
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { m.At(row, 0) }) panicked, message := panics(func() { m.At(row, 0) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access rows=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access rows=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { m.At(0, col) }) panicked, message := panics(func() { m.At(0, col) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access cols=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access cols=%d c=%d", cols, col)
} }
} }
@@ -870,7 +869,7 @@ func TestMul(t *testing.T) {
func randDense(size int, rho float64, rnd func() float64) (*Dense, error) { func randDense(size int, rho float64, rnd func() float64) (*Dense, error) {
if size == 0 { if size == 0 {
return nil, matrix.ErrZeroLength return nil, ErrZeroLength
} }
d := &Dense{ d := &Dense{
mat: blas64.General{ mat: blas64.General{

View File

@@ -1,29 +1,26 @@
// Generated by running
// go generate github.com/gonum/matrix
// DO NOT EDIT.
// Copyright ©2015 The gonum Authors. All rights reserved. // Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Package mat64 provides implementations of float64 matrix structures and // Package mat provides implementations of float64 and complex128 matrix
// linear algebra operations on them. // structures and linear algebra operations on them.
// //
// Overview // Overview
// //
// This section provides a quick overview of the mat64 package. The following // This section provides a quick overview of the mat package. The following
// sections provide more in depth commentary. // sections provide more in depth commentary.
// //
// mat64 provides: // mat provides:
// - Interfaces for Matrix classes (Matrix, Symmetric, Triangular) // - Interfaces for Matrix classes (Matrix, Symmetric, Triangular)
// - Concrete implementations (Dense, SymDense, TriDense) // - Concrete implementations (Dense, SymDense, TriDense)
// - Methods and functions for using matrix data (Add, Trace, SymRankOne) // - Methods and functions for using matrix data (Add, Trace, SymRankOne)
// - Types for constructing and using matrix factorizations (QR, LU) // - Types for constructing and using matrix factorizations (QR, LU)
// - The complementary types for complex matrices, CMatrix, CSymDense, etc.
// //
// A matrix may be constructed through the corresponding New function. If no // A matrix may be constructed through the corresponding New function. If no
// backing array is provided the matrix will be initialized to all zeros. // backing array is provided the matrix will be initialized to all zeros.
// // Allocate a zeroed matrix of size 3×5 // // Allocate a zeroed real matrix of size 3×5
// zero := mat64.NewDense(3, 5, nil) // zero := mat.NewDense(3, 5, nil)
// If a backing data slice is provided, the matrix will have those elements. // If a backing data slice is provided, the matrix will have those elements.
// Matrices are all stored in row-major format. // Matrices are all stored in row-major format.
// // Generate a 6×6 matrix of random values. // // Generate a 6×6 matrix of random values.
@@ -32,7 +29,6 @@
// data[i] = rand.NormFloat64() // data[i] = rand.NormFloat64()
// } // }
// a := mat64.NewDense(6, 6, data) // a := mat64.NewDense(6, 6, data)
//
// Operations involving matrix data are implemented as functions when the values // Operations involving matrix data are implemented as functions when the values
// of the matrix remain unchanged // of the matrix remain unchanged
// tr := mat64.Trace(a) // tr := mat64.Trace(a)
@@ -42,17 +38,17 @@
// Receivers must be the correct size for the matrix operations, otherwise the // Receivers must be the correct size for the matrix operations, otherwise the
// operation will panic. As a special case for convenience, a zero-sized matrix // operation will panic. As a special case for convenience, a zero-sized matrix
// will be modified to have the correct size, allocating data if necessary. // will be modified to have the correct size, allocating data if necessary.
// var c mat64.Dense // construct a new zero-sized matrix // var c mat.Dense // construct a new zero-sized matrix
// c.Mul(a, a) // c is automatically adjusted to be 6×6 // c.Mul(a, a) // c is automatically adjusted to be 6×6
// //
// The Matrix Interfaces // The Matrix Interfaces
// //
// The Matrix interface is the common link between the concrete types. The Matrix // The Matrix interface is the common link between the concrete types of real
// interface is defined by three functions: Dims, which returns the dimensions // matrices, The Matrix interface is defined by three functions: Dims, which
// of the Matrix, At, which returns the element in the specified location, and // returns the dimensions of the Matrix, At, which returns the element in the
// T for returning a Transpose (discussed later). All of the concrete types can // specified location, and T for returning a Transpose (discussed later). All of
// perform these behaviors and so implement the interface. Methods and functions // the concrete types can perform these behaviors and so implement the interface.
// are designed to use this interface, so in particular the method // Methods and functions are designed to use this interface, so in particular the method
// func (m *Dense) Mul(a, b Matrix) // func (m *Dense) Mul(a, b Matrix)
// constructs a *Dense from the result of a multiplication with any Matrix types, // constructs a *Dense from the result of a multiplication with any Matrix types,
// not just *Dense. Where more restrictive requirements must be met, there are also the // not just *Dense. Where more restrictive requirements must be met, there are also the
@@ -60,12 +56,17 @@
// func (s *SymDense) AddSym(a, b Symmetric) // func (s *SymDense) AddSym(a, b Symmetric)
// the Symmetric interface guarantees a symmetric result. // the Symmetric interface guarantees a symmetric result.
// //
// Transposes // The CMatrix interface plays the same role for complex matrices. The difference
// is that the CMatrix type has the H method instead T, for returning the conjugate
// transpose.
// //
// The T method is used for transposition. For example, c.Mul(a.T(), b) computes // (Conjugate) Transposes
// c = a^T * b. The mat64 types implement this method using an implicit transpose — //
// see the Transpose type for more details. Note that some operations have a // The T method is used for transposition on real matrices, and H is used for
// transpose as part of their definition, as in *SymDense.SymOuterK. // conjugate transposition on complex matrices. For example, c.Mul(a.T(), b) computes
// c = a^T * b. The mat types implement this method implicitly —
// see the Transpose and Conjugate types for more details. Note that some
// operations have a transpose as part of their definition, as in *SymDense.SymOuterK.
// //
// Matrix Factorization // Matrix Factorization
// //
@@ -75,19 +76,20 @@
// var lu mat64.LU // var lu mat64.LU
// lu.Factorize(a) // lu.Factorize(a)
// The elements of the factorization can be extracted through methods on the // The elements of the factorization can be extracted through methods on the
// appropriate type, i.e. *TriDense.LFromLU and *TriDense.UFromLU. Alternatively, // factorized type, i.e. *LU.UTo. The factorization types can also be used directly,
// they can be used directly, as in *Dense.SolveLU. Some factorizations can be // as in *Dense.SolveCholesky. Some factorizations can be updated directly,
// updated directly, without needing to update the original matrix and refactorize, // without needing to update the original matrix and refactorize,
// as in *LU.RankOne. // as in *LU.RankOne.
// //
// BLAS and LAPACK // BLAS and LAPACK
// //
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many // BLAS and LAPACK are the standard APIs for linear algebra routines. Many
// operations in mat64 are implemented using calls to the wrapper functions // operations in mat are implemented using calls to the wrapper functions
// in gonum/blas/blas64 and gonum/lapack/lapack64. By default, blas64 and // in gonum/blas/blas64 and gonum/lapack/lapack64 and their complex equivalents.
// lapack64 call the native Go implementations of the routines. Alternatively, // By default, blas64 and lapack64 call the native Go implementations of the
// it is possible to use C-based implementations of the APIs through the respective // routines. Alternatively, it is possible to use C-based implementations of the
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls // APIs through the respective cgo packages and "Use" functions. The Go
// implementation of LAPACK (used by default) makes calls
// through blas64, so if a cgo BLAS implementation is registered, the lapack64 // through blas64, so if a cgo BLAS implementation is registered, the lapack64
// calls will be partially executed in Go and partially executed in C. // calls will be partially executed in Go and partially executed in C.
// //
@@ -121,7 +123,7 @@
// //
// Element Aliasing // Element Aliasing
// //
// Most methods in mat64 modify receiver data. It is forbidden for the modified // Most methods in mat modify receiver data. It is forbidden for the modified
// data region of the receiver to overlap the used data area of the input // data region of the receiver to overlap the used data area of the input
// arguments. The exception to this rule is when the method receiver is equal to one // arguments. The exception to this rule is when the method receiver is equal to one
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose. // of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
@@ -136,7 +138,7 @@
// your program, you are being clever. Don't be clever. If you must be clever, // your program, you are being clever. Don't be clever. If you must be clever,
// blas64 and lapack64 may be used to call the behavior directly. // blas64 and lapack64 may be used to call the behavior directly.
// //
// mat64 will use the following rules to detect overlap between the receiver and one // mat will use the following rules to detect overlap between the receiver and one
// of the inputs: // of the inputs:
// - the input implements one of the Raw methods, and // - the input implements one of the Raw methods, and
// - the Raw type matches that of the receiver or // - the Raw type matches that of the receiver or
@@ -150,9 +152,9 @@
// - there is pointer identity between the receiver and input values after // - there is pointer identity between the receiver and input values after
// the value has been untransposed if necessary. // the value has been untransposed if necessary.
// //
// mat64 will not attempt to detect element overlap if the input does not implement a // mat will not attempt to detect element overlap if the input does not implement a
// Raw method, or if the Raw method differs from that of the receiver except when a // Raw method, or if the Raw method differs from that of the receiver except when a
// conversion has occurred through a mat64 API function. Method behavior is undefined // conversion has occurred through a mat API function. Method behavior is undefined
// if there is undetected overlap. // if there is undetected overlap.
// //
package mat64 // import "gonum.org/v1/gonum/matrix/mat64" package mat // import "gonum.org/v1/gonum/mat"

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@@ -3,12 +3,11 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the EigenvalueDecomposition class from Jama 1.0.3. // Based on the EigenvalueDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/lapack" "gonum.org/v1/gonum/lapack"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
const ( const (
@@ -82,7 +81,7 @@ func (e *EigenSym) Values(dst []float64) []float64 {
dst = make([]float64, len(e.values)) dst = make([]float64, len(e.values))
} }
if len(dst) != len(e.values) { if len(dst) != len(e.values) {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
copy(dst, e.values) copy(dst, e.values)
return dst return dst
@@ -149,7 +148,7 @@ func (e *Eigen) Factorize(a Matrix, left, right bool) (ok bool) {
// Copy a because it is modified during the Lapack call. // Copy a because it is modified during the Lapack call.
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
var sd Dense var sd Dense
sd.Clone(a) sd.Clone(a)
@@ -209,7 +208,7 @@ func (e *Eigen) Values(dst []complex128) []complex128 {
dst = make([]complex128, e.n) dst = make([]complex128, e.n)
} }
if len(dst) != e.n { if len(dst) != e.n {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
copy(dst, e.values) copy(dst, e.values)
return dst return dst

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package matrix package mat
import ( import (
"fmt" "fmt"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package matrix package mat
import "testing" import "testing"

View File

@@ -2,20 +2,20 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64_test package mat_test
import "gonum.org/v1/gonum/matrix/mat64" import "gonum.org/v1/gonum/mat"
// FAO is a dataset extracted from Food and Agriculture Organization of the // FAO is a dataset extracted from Food and Agriculture Organization of the
// United Nations "FAO Statistical Pocketbook: World Food and Agriculture 2015". // United Nations "FAO Statistical Pocketbook: World Food and Agriculture 2015".
// pp49-52. // pp49-52.
var FAO = struct { var FAO = struct {
Africa *mat64.Dense Africa *mat.Dense
Asia *mat64.Dense Asia *mat.Dense
LatinAmericaCaribbean *mat64.Dense LatinAmericaCaribbean *mat.Dense
Oceania *mat64.Dense Oceania *mat.Dense
}{ }{
Africa: mat64.NewDense(21, 3, []float64{ Africa: mat.NewDense(21, 3, []float64{
// 1990, 2000, 2014 // 1990, 2000, 2014
35.3, 38, 30.7, // Employment in agriculture (%) 35.3, 38, 30.7, // Employment in agriculture (%)
9.2, 20.3, 25.2, // Employment in agriculture, female (%) 9.2, 20.3, 25.2, // Employment in agriculture, female (%)
@@ -43,7 +43,7 @@ var FAO = struct {
72, 92, 119, // Fish 72, 92, 119, // Fish
}), }),
Asia: mat64.NewDense(21, 3, []float64{ Asia: mat.NewDense(21, 3, []float64{
// 1990, 2000, 2014 // 1990, 2000, 2014
30.9, 24.5, 27.6, // Employment in agriculture (%) 30.9, 24.5, 27.6, // Employment in agriculture (%)
40.9, 29.4, 31.1, // Employment in agriculture, female (%) 40.9, 29.4, 31.1, // Employment in agriculture, female (%)
@@ -71,7 +71,7 @@ var FAO = struct {
65, 90, 119, // Fish 65, 90, 119, // Fish
}), }),
LatinAmericaCaribbean: mat64.NewDense(14, 3, []float64{ LatinAmericaCaribbean: mat.NewDense(14, 3, []float64{
// 1990, 2000, 2014 // 1990, 2000, 2014
19.5, 14.2, 15.8, // Employment in agriculture (%) 19.5, 14.2, 15.8, // Employment in agriculture (%)
13.7, 6.2, 7.6, // Employment in agriculture, female (%) 13.7, 6.2, 7.6, // Employment in agriculture, female (%)
@@ -92,7 +92,7 @@ var FAO = struct {
82, 107, 71, // Fish 82, 107, 71, // Fish
}), }),
Oceania: mat64.NewDense(21, 3, []float64{ Oceania: mat.NewDense(21, 3, []float64{
// 1990, 2000, 2014 // 1990, 2000, 2014
6.2, 17.1, 3.8, // Employment in agriculture (%) 6.2, 17.1, 3.8, // Employment in agriculture (%)
4.5, 3.9, 4.4, // Employment in agriculture, female (%) 4.5, 3.9, 4.4, // Employment in agriculture, female (%)

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"

View File

@@ -2,20 +2,20 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64_test package mat_test
import ( import (
"fmt" "fmt"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func ExampleFormatted() { func ExampleFormatted() {
a := mat64.NewDense(3, 3, []float64{1, 2, 3, 0, 4, 5, 0, 0, 6}) a := mat.NewDense(3, 3, []float64{1, 2, 3, 0, 4, 5, 0, 0, 6})
// Create a matrix formatting value with a prefix and calculating each column // Create a matrix formatting value with a prefix and calculating each column
// width individually... // width individually...
fa := mat64.Formatted(a, mat64.Prefix(" "), mat64.Squeeze()) fa := mat.Formatted(a, mat.Prefix(" "), mat.Squeeze())
// and then print with and without zero value elements. // and then print with and without zero value elements.
fmt.Printf("with all values:\na = %v\n\n", fa) fmt.Printf("with all values:\na = %v\n\n", fa)
@@ -61,27 +61,27 @@ func ExampleExcerpt() {
// matrices and vectors. // matrices and vectors.
// The big matrix is too large to properly print... // The big matrix is too large to properly print...
big := mat64.NewDense(100, 100, nil) big := mat.NewDense(100, 100, nil)
for i := 0; i < 100; i++ { for i := 0; i < 100; i++ {
big.Set(i, i, 1) big.Set(i, i, 1)
} }
// so only print corner excerpts of the matrix. // so only print corner excerpts of the matrix.
fmt.Printf("excerpt big identity matrix: %v\n\n", fmt.Printf("excerpt big identity matrix: %v\n\n",
mat64.Formatted(big, mat64.Prefix(" "), mat64.Excerpt(3))) mat.Formatted(big, mat.Prefix(" "), mat.Excerpt(3)))
// The long vector is also too large, ... // The long vector is also too large, ...
long := mat64.NewVector(100, nil) long := mat.NewVector(100, nil)
for i := 0; i < 100; i++ { for i := 0; i < 100; i++ {
long.SetVec(i, float64(i)) long.SetVec(i, float64(i))
} }
// ... so print end excerpts of the vector, // ... so print end excerpts of the vector,
fmt.Printf("excerpt long column vector: %v\n\n", fmt.Printf("excerpt long column vector: %v\n\n",
mat64.Formatted(long, mat64.Prefix(" "), mat64.Excerpt(3))) mat.Formatted(long, mat.Prefix(" "), mat.Excerpt(3)))
// or its transpose. // or its transpose.
fmt.Printf("excerpt long row vector: %v\n", fmt.Printf("excerpt long row vector: %v\n",
mat64.Formatted(long.T(), mat64.Prefix(" "), mat64.Excerpt(3))) mat.Formatted(long.T(), mat.Prefix(" "), mat.Excerpt(3)))
// Output: // Output:
// excerpt big identity matrix: Dims(100, 100) // excerpt big identity matrix: Dims(100, 100)

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"
@@ -26,8 +26,8 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡0 0 0⎤\n⎢0 0 0⎥\n⎣0 0 0⎦"}, {"%v", "⎡0 0 0⎤\n⎢0 0 0⎥\n⎣0 0 0⎦"},
{"% f", "⎡. . .⎤\n⎢. . .⎥\n⎣. . .⎦"}, {"% f", "⎡. . .⎤\n⎢. . .⎥\n⎣. . .⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{0, 0, 0, 0, 0, 0, 0, 0, 0}}, capRows:3, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{0, 0, 0, 0, 0, 0, 0, 0, 0}}, capRows:3, capCols:3}"},
{"%s", "%!s(*mat64.Dense=Dims(3, 3))"}, {"%s", "%!s(*mat.Dense=Dims(3, 3))"},
}, },
}, },
{ {
@@ -35,7 +35,7 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"}, {"%v", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"},
{"% f", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"}, {"% f", "⎡1 1 1⎤\n⎢1 1 1⎥\n⎣1 1 1⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
}, },
}, },
{ {
@@ -43,7 +43,7 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"}, {"%v", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"},
{"% f", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"}, {"% f", "⎡1 1 1⎤\n\t⎢1 1 1⎥\n\t⎣1 1 1⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 1, 1, 1, 1, 1, 1, 1, 1}}, capRows:3, capCols:3}"},
}, },
}, },
{ {
@@ -51,7 +51,7 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡1 0 0⎤\n⎢0 1 0⎥\n⎣0 0 1⎦"}, {"%v", "⎡1 0 0⎤\n⎢0 1 0⎥\n⎣0 0 1⎦"},
{"% f", "⎡1 . .⎤\n⎢. 1 .⎥\n⎣. . 1⎦"}, {"% f", "⎡1 . .⎤\n⎢. 1 .⎥\n⎣. . 1⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 0, 0, 0, 1, 0, 0, 0, 1}}, capRows:3, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:3, Stride:3, Data:[]float64{1, 0, 0, 0, 1, 0, 0, 0, 1}}, capRows:3, capCols:3}"},
}, },
}, },
{ {
@@ -59,7 +59,7 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡1 2 3⎤\n⎣4 5 6⎦"}, {"%v", "⎡1 2 3⎤\n⎣4 5 6⎦"},
{"% f", "⎡1 2 3⎤\n⎣4 5 6⎦"}, {"% f", "⎡1 2 3⎤\n⎣4 5 6⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:2, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:2, capCols:3}"},
}, },
}, },
{ {
@@ -67,7 +67,7 @@ func TestFormat(t *testing.T) {
[]rp{ []rp{
{"%v", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"}, {"%v", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"},
{"% f", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"}, {"% f", "⎡1 2⎤\n⎢3 4⎥\n⎣5 6⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:3, capCols:2}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{1, 2, 3, 4, 5, 6}}, capRows:3, capCols:2}"},
}, },
}, },
{ {
@@ -80,7 +80,7 @@ func TestFormat(t *testing.T) {
{"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"}, {"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
{"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"}, {"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"},
{"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"}, {"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
}, },
}, },
{ {
@@ -93,7 +93,7 @@ func TestFormat(t *testing.T) {
{"%v", "⎡ 0 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"}, {"%v", "⎡ 0 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"},
{"%.2f", "⎡0.00 1.00⎤\n⎢1.41 1.73⎥\n⎣2.00 2.24⎦"}, {"%.2f", "⎡0.00 1.00⎤\n⎢1.41 1.73⎥\n⎣2.00 2.24⎦"},
{"% f", "⎡ . 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"}, {"% f", "⎡ . 1⎤\n⎢1.4142135623730951 1.7320508075688772⎥\n⎣ 2 2.23606797749979⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:3, capCols:2}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:3, Cols:2, Stride:2, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:3, capCols:2}"},
}, },
}, },
{ {
@@ -106,7 +106,7 @@ func TestFormat(t *testing.T) {
{"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"}, {"%v", "⎡ 0 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
{"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"}, {"%.2f", "⎡0.00 1.00 1.41⎤\n⎣1.73 2.00 2.24⎦"},
{"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"}, {"% f", "⎡ . 1 1.4142135623730951⎤\n⎣1.7320508075688772 2 2.23606797749979⎦"},
{"%#v", "&mat64.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"}, {"%#v", "&mat.Dense{mat:blas64.General{Rows:2, Cols:3, Stride:3, Data:[]float64{0, 1, 1.4142135623730951, 1.7320508075688772, 2, 2.23606797749979}}, capRows:2, capCols:3}"},
}, },
}, },
{ {

View File

@@ -3,14 +3,13 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the SingularValueDecomposition class from Jama 1.0.3. // Based on the SingularValueDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/lapack" "gonum.org/v1/gonum/lapack"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// GSVD is a type for creating and using the Generalized Singular Value Decomposition // GSVD is a type for creating and using the Generalized Singular Value Decomposition
@@ -20,7 +19,7 @@ import (
// variable×sample spaces to reduced and diagonalized "eigenvariable"×"eigensample" // variable×sample spaces to reduced and diagonalized "eigenvariable"×"eigensample"
// spaces. // spaces.
type GSVD struct { type GSVD struct {
kind matrix.GSVDKind kind GSVDKind
r, p, c, k, l int r, p, c, k, l int
s1, s2 []float64 s1, s2 []float64
@@ -50,24 +49,24 @@ type GSVD struct {
// //
// Factorize returns whether the decomposition succeeded. If the decomposition // Factorize returns whether the decomposition succeeded. If the decomposition
// failed, routines that require a successful factorization will panic. // failed, routines that require a successful factorization will panic.
func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) { func (gsvd *GSVD) Factorize(a, b Matrix, kind GSVDKind) (ok bool) {
r, c := a.Dims() r, c := a.Dims()
gsvd.r, gsvd.c = r, c gsvd.r, gsvd.c = r, c
p, c := b.Dims() p, c := b.Dims()
gsvd.p = p gsvd.p = p
if gsvd.c != c { if gsvd.c != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
var jobU, jobV, jobQ lapack.GSVDJob var jobU, jobV, jobQ lapack.GSVDJob
switch { switch {
default: default:
panic("gsvd: bad input kind") panic("gsvd: bad input kind")
case kind == matrix.GSVDNone: case kind == GSVDNone:
jobU = lapack.GSVDNone jobU = lapack.GSVDNone
jobV = lapack.GSVDNone jobV = lapack.GSVDNone
jobQ = lapack.GSVDNone jobQ = lapack.GSVDNone
case (matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ)&kind != 0: case (GSVDU|GSVDV|GSVDQ)&kind != 0:
if matrix.GSVDU&kind != 0 { if GSVDU&kind != 0 {
jobU = lapack.GSVDU jobU = lapack.GSVDU
gsvd.u = blas64.General{ gsvd.u = blas64.General{
Rows: r, Rows: r,
@@ -76,7 +75,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
Data: use(gsvd.u.Data, r*r), Data: use(gsvd.u.Data, r*r),
} }
} }
if matrix.GSVDV&kind != 0 { if GSVDV&kind != 0 {
jobV = lapack.GSVDV jobV = lapack.GSVDV
gsvd.v = blas64.General{ gsvd.v = blas64.General{
Rows: p, Rows: p,
@@ -85,7 +84,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
Data: use(gsvd.v.Data, p*p), Data: use(gsvd.v.Data, p*p),
} }
} }
if matrix.GSVDQ&kind != 0 { if GSVDQ&kind != 0 {
jobQ = lapack.GSVDQ jobQ = lapack.GSVDQ
gsvd.q = blas64.General{ gsvd.q = blas64.General{
Rows: c, Rows: c,
@@ -119,7 +118,7 @@ func (gsvd *GSVD) Factorize(a, b Matrix, kind matrix.GSVDKind) (ok bool) {
// Kind returns the matrix.GSVDKind of the decomposition. If no decomposition has been // Kind returns the matrix.GSVDKind of the decomposition. If no decomposition has been
// computed, Kind returns 0. // computed, Kind returns 0.
func (gsvd *GSVD) Kind() matrix.GSVDKind { func (gsvd *GSVD) Kind() GSVDKind {
return gsvd.kind return gsvd.kind
} }
@@ -147,7 +146,7 @@ func (gsvd *GSVD) GeneralizedValues(v []float64) []float64 {
v = make([]float64, d-k) v = make([]float64, d-k)
} }
if len(v) != d-k { if len(v) != d-k {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
floats.DivTo(v, gsvd.s1[k:d], gsvd.s2[k:d]) floats.DivTo(v, gsvd.s1[k:d], gsvd.s2[k:d])
return v return v
@@ -172,7 +171,7 @@ func (gsvd *GSVD) ValuesA(s []float64) []float64 {
s = make([]float64, d-k) s = make([]float64, d-k)
} }
if len(s) != d-k { if len(s) != d-k {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
copy(s, gsvd.s1[k:min(r, c)]) copy(s, gsvd.s1[k:min(r, c)])
return s return s
@@ -197,7 +196,7 @@ func (gsvd *GSVD) ValuesB(s []float64) []float64 {
s = make([]float64, d-k) s = make([]float64, d-k)
} }
if len(s) != d-k { if len(s) != d-k {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
copy(s, gsvd.s2[k:d]) copy(s, gsvd.s2[k:d])
return s return s
@@ -300,7 +299,7 @@ func (gsvd *GSVD) SigmaBTo(dst *Dense) *Dense {
// //
// UTo will panic if the receiver does not contain a successful factorization. // UTo will panic if the receiver does not contain a successful factorization.
func (gsvd *GSVD) UTo(dst *Dense) *Dense { func (gsvd *GSVD) UTo(dst *Dense) *Dense {
if gsvd.kind&matrix.GSVDU == 0 { if gsvd.kind&GSVDU == 0 {
panic("mat64: improper GSVD kind") panic("mat64: improper GSVD kind")
} }
r := gsvd.u.Rows r := gsvd.u.Rows
@@ -326,7 +325,7 @@ func (gsvd *GSVD) UTo(dst *Dense) *Dense {
// //
// VTo will panic if the receiver does not contain a successful factorization. // VTo will panic if the receiver does not contain a successful factorization.
func (gsvd *GSVD) VTo(dst *Dense) *Dense { func (gsvd *GSVD) VTo(dst *Dense) *Dense {
if gsvd.kind&matrix.GSVDV == 0 { if gsvd.kind&GSVDV == 0 {
panic("mat64: improper GSVD kind") panic("mat64: improper GSVD kind")
} }
r := gsvd.v.Rows r := gsvd.v.Rows
@@ -352,7 +351,7 @@ func (gsvd *GSVD) VTo(dst *Dense) *Dense {
// //
// QTo will panic if the receiver does not contain a successful factorization. // QTo will panic if the receiver does not contain a successful factorization.
func (gsvd *GSVD) QTo(dst *Dense) *Dense { func (gsvd *GSVD) QTo(dst *Dense) *Dense {
if gsvd.kind&matrix.GSVDQ == 0 { if gsvd.kind&GSVDQ == 0 {
panic("mat64: improper GSVD kind") panic("mat64: improper GSVD kind")
} }
r := gsvd.q.Rows r := gsvd.q.Rows

View File

@@ -2,15 +2,14 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64_test package mat_test
import ( import (
"fmt" "fmt"
"log" "log"
"math" "math"
"gonum.org/v1/gonum/matrix" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/matrix/mat64"
) )
func ExampleGSVD() { func ExampleGSVD() {
@@ -19,8 +18,8 @@ func ExampleGSVD() {
// //
// See Lee et al. doi:10.1371/journal.pone.0030098 and // See Lee et al. doi:10.1371/journal.pone.0030098 and
// Alter at al. doi:10.1073/pnas.0530258100 for more details. // Alter at al. doi:10.1073/pnas.0530258100 for more details.
var gsvd mat64.GSVD var gsvd mat.GSVD
ok := gsvd.Factorize(FAO.Africa, FAO.LatinAmericaCaribbean, matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ) ok := gsvd.Factorize(FAO.Africa, FAO.LatinAmericaCaribbean, mat.GSVDU|mat.GSVDV|mat.GSVDQ)
if !ok { if !ok {
log.Fatal("GSVD factorization failed") log.Fatal("GSVD factorization failed")
} }
@@ -32,14 +31,14 @@ func ExampleGSVD() {
s2 := gsvd.ValuesB(nil) s2 := gsvd.ValuesB(nil)
fmt.Printf("Africa\n\ts1 = %.4f\n\n\tU = %.4f\n\n", fmt.Printf("Africa\n\ts1 = %.4f\n\n\tU = %.4f\n\n",
s1, mat64.Formatted(u, mat64.Prefix("\t "), mat64.Excerpt(2))) s1, mat.Formatted(u, mat.Prefix("\t "), mat.Excerpt(2)))
fmt.Printf("Latin America/Caribbean\n\ts2 = %.4f\n\n\tV = %.4f\n", fmt.Printf("Latin America/Caribbean\n\ts2 = %.4f\n\n\tV = %.4f\n",
s2, mat64.Formatted(v, mat64.Prefix("\t "), mat64.Excerpt(2))) s2, mat.Formatted(v, mat.Prefix("\t "), mat.Excerpt(2)))
var q mat64.Dense var q mat.Dense
q.Mul(gsvd.ZeroRTo(nil), gsvd.QTo(nil)) q.Mul(gsvd.ZeroRTo(nil), gsvd.QTo(nil))
fmt.Printf("\nCommon basis vectors\n\n\tQ^T = %.4f\n", fmt.Printf("\nCommon basis vectors\n\n\tQ^T = %.4f\n",
mat64.Formatted(q.T(), mat64.Prefix("\t "))) mat.Formatted(q.T(), mat.Prefix("\t ")))
// Calculate the antisymmetric angular distances for each eigenvariable. // Calculate the antisymmetric angular distances for each eigenvariable.
fmt.Println("\nSignificance:") fmt.Println("\nSignificance:")

View File

@@ -2,14 +2,13 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
func TestGSVD(t *testing.T) { func TestGSVD(t *testing.T) {
@@ -49,7 +48,7 @@ func TestGSVD(t *testing.T) {
// Test Full decomposition. // Test Full decomposition.
var gsvd GSVD var gsvd GSVD
ok := gsvd.Factorize(a, b, matrix.GSVDU|matrix.GSVDV|matrix.GSVDQ) ok := gsvd.Factorize(a, b, GSVDU|GSVDV|GSVDQ)
if !ok { if !ok {
t.Errorf("GSVD factorization failed") t.Errorf("GSVD factorization failed")
} }
@@ -83,7 +82,7 @@ func TestGSVD(t *testing.T) {
} }
// Test None decomposition. // Test None decomposition.
ok = gsvd.Factorize(a, b, matrix.GSVDNone) ok = gsvd.Factorize(a, b, GSVDNone)
if !ok { if !ok {
t.Errorf("GSVD factorization failed") t.Errorf("GSVD factorization failed")
} }

View File

@@ -3,13 +3,12 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the SingularValueDecomposition class from Jama 1.0.3. // Based on the SingularValueDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"errors" "errors"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
// HOGSVD is a type for creating and using the Higher Order Generalized Singular Value // HOGSVD is a type for creating and using the Higher Order Generalized Singular Value
@@ -58,14 +57,14 @@ func (gsvd *HOGSVD) Factorize(m ...Matrix) (ok bool) {
for i, d := range m { for i, d := range m {
rd, cd := d.Dims() rd, cd := d.Dims()
if rd < cd { if rd < cd {
gsvd.err = matrix.ErrShape gsvd.err = ErrShape
return false return false
} }
if rd > r { if rd > r {
r = rd r = rd
} }
if cd != c { if cd != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
ts.Reset() ts.Reset()
ts.SymOuterK(1, d.T()) ts.SymOuterK(1, d.T())
@@ -187,7 +186,7 @@ func (gsvd *HOGSVD) Values(s []float64, n int) []float64 {
if s == nil { if s == nil {
s = make([]float64, c) s = make([]float64, c)
} else if len(s) != c { } else if len(s) != c {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
for j := 0; j < c; j++ { for j := 0; j < c; j++ {
s[j] = blas64.Nrm2(r, gsvd.b[n].ColView(j).mat) s[j] = blas64.Nrm2(r, gsvd.b[n].ColView(j).mat)

View File

@@ -2,13 +2,13 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64_test package mat_test
import ( import (
"fmt" "fmt"
"log" "log"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func ExampleHOGSVD() { func ExampleHOGSVD() {
@@ -17,7 +17,7 @@ func ExampleHOGSVD() {
// //
// See Ponnapalli et al. doi:10.1371/journal.pone.0028072 and // See Ponnapalli et al. doi:10.1371/journal.pone.0028072 and
// Alter at al. doi:10.1073/pnas.0530258100 for more details. // Alter at al. doi:10.1073/pnas.0530258100 for more details.
var gsvd mat64.HOGSVD var gsvd mat.HOGSVD
ok := gsvd.Factorize(FAO.Africa, FAO.Asia, FAO.LatinAmericaCaribbean, FAO.Oceania) ok := gsvd.Factorize(FAO.Africa, FAO.Asia, FAO.LatinAmericaCaribbean, FAO.Oceania)
if !ok { if !ok {
log.Fatal("HOGSVD factorization failed: %v", gsvd.Err()) log.Fatal("HOGSVD factorization failed: %v", gsvd.Err())
@@ -27,12 +27,12 @@ func ExampleHOGSVD() {
u := gsvd.UTo(nil, i) u := gsvd.UTo(nil, i)
s := gsvd.Values(nil, i) s := gsvd.Values(nil, i)
fmt.Printf("%s\n\ts_%d = %.4f\n\n\tU_%[2]d = %.4[4]f\n", fmt.Printf("%s\n\ts_%d = %.4f\n\n\tU_%[2]d = %.4[4]f\n",
n, i, s, mat64.Formatted(u, mat64.Prefix("\t "))) n, i, s, mat.Formatted(u, mat.Prefix("\t ")))
} }
v := gsvd.VTo(nil) v := gsvd.VTo(nil)
fmt.Printf("\nCommon basis vectors\n\n\tV^T = %.4f", fmt.Printf("\nCommon basis vectors\n\n\tV^T = %.4f",
mat64.Formatted(v.T(), mat64.Prefix("\t "))) mat.Formatted(v.T(), mat.Prefix("\t ")))
// Output: // Output:
// //

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"

View File

@@ -6,9 +6,7 @@
//+build bounds //+build bounds
package mat64 package mat
import "gonum.org/v1/gonum/matrix"
// At returns the element at row i, column j. // At returns the element at row i, column j.
func (m *Dense) At(i, j int) float64 { func (m *Dense) At(i, j int) float64 {
@@ -17,10 +15,10 @@ func (m *Dense) At(i, j int) float64 {
func (m *Dense) at(i, j int) float64 { func (m *Dense) at(i, j int) float64 {
if uint(i) >= uint(m.mat.Rows) { if uint(i) >= uint(m.mat.Rows) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(m.mat.Cols) { if uint(j) >= uint(m.mat.Cols) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return m.mat.Data[i*m.mat.Stride+j] return m.mat.Data[i*m.mat.Stride+j]
} }
@@ -32,10 +30,10 @@ func (m *Dense) Set(i, j int, v float64) {
func (m *Dense) set(i, j int, v float64) { func (m *Dense) set(i, j int, v float64) {
if uint(i) >= uint(m.mat.Rows) { if uint(i) >= uint(m.mat.Rows) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(m.mat.Cols) { if uint(j) >= uint(m.mat.Cols) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
m.mat.Data[i*m.mat.Stride+j] = v m.mat.Data[i*m.mat.Stride+j] = v
} }
@@ -44,14 +42,14 @@ func (m *Dense) set(i, j int, v float64) {
// It panics if i is out of bounds or if j is not zero. // It panics if i is out of bounds or if j is not zero.
func (v *Vector) At(i, j int) float64 { func (v *Vector) At(i, j int) float64 {
if j != 0 { if j != 0 {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return v.at(i) return v.at(i)
} }
func (v *Vector) at(i int) float64 { func (v *Vector) at(i int) float64 {
if uint(i) >= uint(v.n) { if uint(i) >= uint(v.n) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
return v.mat.Data[i*v.mat.Inc] return v.mat.Data[i*v.mat.Inc]
} }
@@ -64,7 +62,7 @@ func (v *Vector) SetVec(i int, val float64) {
func (v *Vector) setVec(i int, val float64) { func (v *Vector) setVec(i int, val float64) {
if uint(i) >= uint(v.n) { if uint(i) >= uint(v.n) {
panic(matrix.ErrVectorAccess) panic(ErrVectorAccess)
} }
v.mat.Data[i*v.mat.Inc] = val v.mat.Data[i*v.mat.Inc] = val
} }
@@ -76,10 +74,10 @@ func (t *SymDense) At(i, j int) float64 {
func (t *SymDense) at(i, j int) float64 { func (t *SymDense) at(i, j int) float64 {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
if i > j { if i > j {
i, j = j, i i, j = j, i
@@ -94,10 +92,10 @@ func (t *SymDense) SetSym(i, j int, v float64) {
func (t *SymDense) set(i, j int, v float64) { func (t *SymDense) set(i, j int, v float64) {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
if i > j { if i > j {
i, j = j, i i, j = j, i
@@ -112,10 +110,10 @@ func (t *TriDense) At(i, j int) float64 {
func (t *TriDense) at(i, j int) float64 { func (t *TriDense) at(i, j int) float64 {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
isUpper := t.isUpper() isUpper := t.isUpper()
if (isUpper && i > j) || (!isUpper && i < j) { if (isUpper && i > j) || (!isUpper && i < j) {
@@ -132,14 +130,14 @@ func (t *TriDense) SetTri(i, j int, v float64) {
func (t *TriDense) set(i, j int, v float64) { func (t *TriDense) set(i, j int, v float64) {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
isUpper := t.isUpper() isUpper := t.isUpper()
if (isUpper && i > j) || (!isUpper && i < j) { if (isUpper && i > j) || (!isUpper && i < j) {
panic(matrix.ErrTriangleSet) panic(ErrTriangleSet)
} }
t.mat.Data[i*t.mat.Stride+j] = v t.mat.Data[i*t.mat.Stride+j] = v
} }

View File

@@ -6,17 +6,15 @@
//+build !bounds //+build !bounds
package mat64 package mat
import "gonum.org/v1/gonum/matrix"
// At returns the element at row i, column j. // At returns the element at row i, column j.
func (m *Dense) At(i, j int) float64 { func (m *Dense) At(i, j int) float64 {
if uint(i) >= uint(m.mat.Rows) { if uint(i) >= uint(m.mat.Rows) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(m.mat.Cols) { if uint(j) >= uint(m.mat.Cols) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return m.at(i, j) return m.at(i, j)
} }
@@ -28,10 +26,10 @@ func (m *Dense) at(i, j int) float64 {
// Set sets the element at row i, column j to the value v. // Set sets the element at row i, column j to the value v.
func (m *Dense) Set(i, j int, v float64) { func (m *Dense) Set(i, j int, v float64) {
if uint(i) >= uint(m.mat.Rows) { if uint(i) >= uint(m.mat.Rows) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(m.mat.Cols) { if uint(j) >= uint(m.mat.Cols) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
m.set(i, j, v) m.set(i, j, v)
} }
@@ -44,10 +42,10 @@ func (m *Dense) set(i, j int, v float64) {
// It panics if i is out of bounds or if j is not zero. // It panics if i is out of bounds or if j is not zero.
func (v *Vector) At(i, j int) float64 { func (v *Vector) At(i, j int) float64 {
if uint(i) >= uint(v.n) { if uint(i) >= uint(v.n) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if j != 0 { if j != 0 {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return v.at(i) return v.at(i)
} }
@@ -60,7 +58,7 @@ func (v *Vector) at(i int) float64 {
// It panics if i is out of bounds. // It panics if i is out of bounds.
func (v *Vector) SetVec(i int, val float64) { func (v *Vector) SetVec(i int, val float64) {
if uint(i) >= uint(v.n) { if uint(i) >= uint(v.n) {
panic(matrix.ErrVectorAccess) panic(ErrVectorAccess)
} }
v.setVec(i, val) v.setVec(i, val)
} }
@@ -72,10 +70,10 @@ func (v *Vector) setVec(i int, val float64) {
// At returns the element at row i and column j. // At returns the element at row i and column j.
func (s *SymDense) At(i, j int) float64 { func (s *SymDense) At(i, j int) float64 {
if uint(i) >= uint(s.mat.N) { if uint(i) >= uint(s.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(s.mat.N) { if uint(j) >= uint(s.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return s.at(i, j) return s.at(i, j)
} }
@@ -90,10 +88,10 @@ func (s *SymDense) at(i, j int) float64 {
// SetSym sets the elements at (i,j) and (j,i) to the value v. // SetSym sets the elements at (i,j) and (j,i) to the value v.
func (s *SymDense) SetSym(i, j int, v float64) { func (s *SymDense) SetSym(i, j int, v float64) {
if uint(i) >= uint(s.mat.N) { if uint(i) >= uint(s.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(s.mat.N) { if uint(j) >= uint(s.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
s.set(i, j, v) s.set(i, j, v)
} }
@@ -108,10 +106,10 @@ func (s *SymDense) set(i, j int, v float64) {
// At returns the element at row i, column j. // At returns the element at row i, column j.
func (t *TriDense) At(i, j int) float64 { func (t *TriDense) At(i, j int) float64 {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
return t.at(i, j) return t.at(i, j)
} }
@@ -128,14 +126,14 @@ func (t *TriDense) at(i, j int) float64 {
// It panics if the location is outside the appropriate half of the matrix. // It panics if the location is outside the appropriate half of the matrix.
func (t *TriDense) SetTri(i, j int, v float64) { func (t *TriDense) SetTri(i, j int, v float64) {
if uint(i) >= uint(t.mat.N) { if uint(i) >= uint(t.mat.N) {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
if uint(j) >= uint(t.mat.N) { if uint(j) >= uint(t.mat.N) {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
isUpper := t.isUpper() isUpper := t.isUpper()
if (isUpper && i > j) || (!isUpper && i < j) { if (isUpper && i > j) || (!isUpper && i < j) {
panic(matrix.ErrTriangleSet) panic(ErrTriangleSet)
} }
t.set(i, j, v) t.set(i, j, v)
} }

View File

@@ -2,12 +2,11 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/internal/asm/f64" "gonum.org/v1/gonum/internal/asm/f64"
"gonum.org/v1/gonum/matrix"
) )
// Inner computes the generalized inner product // Inner computes the generalized inner product
@@ -19,10 +18,10 @@ import (
func Inner(x *Vector, A Matrix, y *Vector) float64 { func Inner(x *Vector, A Matrix, y *Vector) float64 {
m, n := A.Dims() m, n := A.Dims()
if x.Len() != m { if x.Len() != m {
panic(matrix.ErrShape) panic(ErrShape)
} }
if y.Len() != n { if y.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if m == 0 || n == 0 { if m == 0 || n == 0 {
return 0 return 0

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"encoding/binary" "encoding/binary"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"bytes" "bytes"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"
@@ -14,7 +14,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
// legalSizeSameRectangular returns whether the two matrices have the same rectangular shape. // legalSizeSameRectangular returns whether the two matrices have the same rectangular shape.
@@ -301,7 +300,7 @@ func makeRandOf(a Matrix, m, n int) Matrix {
// This is necessary because we are making // This is necessary because we are making
// a triangle from the zero value, which // a triangle from the zero value, which
// always returns upper as true. // always returns upper as true.
var triKind matrix.TriKind var triKind TriKind
switch t := t.(type) { switch t := t.(type) {
case *TriDense: case *TriDense:
triKind = t.triKind() triKind = t.triKind()
@@ -310,7 +309,7 @@ func makeRandOf(a Matrix, m, n int) Matrix {
} }
mat := NewTriDense(n, triKind, nil) mat := NewTriDense(n, triKind, nil)
if triKind == matrix.Upper { if triKind == Upper {
for i := 0; i < m; i++ { for i := 0; i < m; i++ {
for j := i; j < n; j++ { for j := i; j < n; j++ {
mat.SetTri(i, j, rand.NormFloat64()) mat.SetTri(i, j, rand.NormFloat64())

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
@@ -10,7 +10,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// LQ is a type for creating and using the LQ factorization of a matrix. // LQ is a type for creating and using the LQ factorization of a matrix.
@@ -27,7 +26,7 @@ func (lq *LQ) updateCond() {
work := getFloats(3*m, false) work := getFloats(3*m, false)
iwork := getInts(m, false) iwork := getInts(m, false)
l := lq.lq.asTriDense(m, blas.NonUnit, blas.Lower) l := lq.lq.asTriDense(m, blas.NonUnit, blas.Lower)
v := lapack64.Trcon(matrix.CondNorm, l.mat, work, iwork) v := lapack64.Trcon(CondNorm, l.mat, work, iwork)
lq.cond = 1 / v lq.cond = 1 / v
putFloats(work) putFloats(work)
putInts(iwork) putInts(iwork)
@@ -42,7 +41,7 @@ func (lq *LQ) updateCond() {
func (lq *LQ) Factorize(a Matrix) { func (lq *LQ) Factorize(a Matrix) {
m, n := a.Dims() m, n := a.Dims()
if m > n { if m > n {
panic(matrix.ErrShape) panic(ErrShape)
} }
k := min(m, n) k := min(m, n)
if lq.lq == nil { if lq.lq == nil {
@@ -141,12 +140,12 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
// copy the result into m at the end. // copy the result into m at the end.
if trans { if trans {
if c != br { if c != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(r, bc) m.reuseAs(r, bc)
} else { } else {
if r != br { if r != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(c, bc) m.reuseAs(c, bc)
} }
@@ -164,12 +163,12 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
ok := lapack64.Trtrs(blas.Trans, t, x.mat) ok := lapack64.Trtrs(blas.Trans, t, x.mat)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
} else { } else {
ok := lapack64.Trtrs(blas.NoTrans, t, x.mat) ok := lapack64.Trtrs(blas.NoTrans, t, x.mat)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
for i := r; i < c; i++ { for i := r; i < c; i++ {
zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc]) zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc])
@@ -183,8 +182,8 @@ func (m *Dense) SolveLQ(lq *LQ, trans bool, b Matrix) error {
// M was set above to be the correct size for the result. // M was set above to be the correct size for the result.
m.Copy(x) m.Copy(x)
putWorkspace(x) putWorkspace(x)
if lq.cond > matrix.ConditionTolerance { if lq.cond > ConditionTolerance {
return matrix.Condition(lq.cond) return Condition(lq.cond)
} }
return nil return nil
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
@@ -11,7 +11,6 @@ import (
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
const badSliceLength = "mat64: improper slice length" const badSliceLength = "mat64: improper slice length"
@@ -39,11 +38,11 @@ func (lu *LU) updateCond(norm float64) {
// update possibilities, e.g. RankOne. // update possibilities, e.g. RankOne.
u := lu.lu.asTriDense(n, blas.NonUnit, blas.Upper) u := lu.lu.asTriDense(n, blas.NonUnit, blas.Upper)
l := lu.lu.asTriDense(n, blas.Unit, blas.Lower) l := lu.lu.asTriDense(n, blas.Unit, blas.Lower)
unorm := lapack64.Lantr(matrix.CondNorm, u.mat, work) unorm := lapack64.Lantr(CondNorm, u.mat, work)
lnorm := lapack64.Lantr(matrix.CondNorm, l.mat, work) lnorm := lapack64.Lantr(CondNorm, l.mat, work)
norm = unorm * lnorm norm = unorm * lnorm
} }
v := lapack64.Gecon(matrix.CondNorm, lu.lu.mat, norm, work, iwork) v := lapack64.Gecon(CondNorm, lu.lu.mat, norm, work, iwork)
lu.cond = 1 / v lu.cond = 1 / v
} }
@@ -57,7 +56,7 @@ func (lu *LU) updateCond(norm float64) {
func (lu *LU) Factorize(a Matrix) { func (lu *LU) Factorize(a Matrix) {
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrSquare) panic(ErrSquare)
} }
if lu.lu == nil { if lu.lu == nil {
lu.lu = NewDense(r, r, nil) lu.lu = NewDense(r, r, nil)
@@ -71,7 +70,7 @@ func (lu *LU) Factorize(a Matrix) {
} }
lu.pivot = lu.pivot[:r] lu.pivot = lu.pivot[:r]
work := getFloats(r, false) work := getFloats(r, false)
anorm := lapack64.Lange(matrix.CondNorm, lu.lu.mat, work) anorm := lapack64.Lange(CondNorm, lu.lu.mat, work)
putFloats(work) putFloats(work)
lapack64.Getrf(lu.lu.mat, lu.pivot) lapack64.Getrf(lu.lu.mat, lu.pivot)
lu.updateCond(anorm) lu.updateCond(anorm)
@@ -152,10 +151,10 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
// http://web.stanford.edu/group/SOL/dissertations/Linzhong-Deng-thesis.pdf // http://web.stanford.edu/group/SOL/dissertations/Linzhong-Deng-thesis.pdf
_, n := orig.lu.Dims() _, n := orig.lu.Dims()
if x.Len() != n { if x.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if y.Len() != n { if y.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if orig != lu { if orig != lu {
if lu.isZero() { if lu.isZero() {
@@ -169,7 +168,7 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
lu.lu.reuseAs(n, n) lu.lu.reuseAs(n, n)
} }
} else if len(lu.pivot) != n { } else if len(lu.pivot) != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
copy(lu.pivot, orig.pivot) copy(lu.pivot, orig.pivot)
lu.lu.Copy(orig.lu) lu.lu.Copy(orig.lu)
@@ -215,9 +214,9 @@ func (lu *LU) RankOne(orig *LU, alpha float64, x, y *Vector) {
func (lu *LU) LTo(dst *TriDense) *TriDense { func (lu *LU) LTo(dst *TriDense) *TriDense {
_, n := lu.lu.Dims() _, n := lu.lu.Dims()
if dst == nil { if dst == nil {
dst = NewTriDense(n, matrix.Lower, nil) dst = NewTriDense(n, Lower, nil)
} else { } else {
dst.reuseAs(n, matrix.Lower) dst.reuseAs(n, Lower)
} }
// Extract the lower triangular elements. // Extract the lower triangular elements.
for i := 0; i < n; i++ { for i := 0; i < n; i++ {
@@ -237,9 +236,9 @@ func (lu *LU) LTo(dst *TriDense) *TriDense {
func (lu *LU) UTo(dst *TriDense) *TriDense { func (lu *LU) UTo(dst *TriDense) *TriDense {
_, n := lu.lu.Dims() _, n := lu.lu.Dims()
if dst == nil { if dst == nil {
dst = NewTriDense(n, matrix.Upper, nil) dst = NewTriDense(n, Upper, nil)
} else { } else {
dst.reuseAs(n, matrix.Upper) dst.reuseAs(n, Upper)
} }
// Extract the upper triangular elements. // Extract the upper triangular elements.
for i := 0; i < n; i++ { for i := 0; i < n; i++ {
@@ -260,7 +259,7 @@ func (m *Dense) Permutation(r int, swaps []int) {
zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+r]) zero(m.mat.Data[i*m.mat.Stride : i*m.mat.Stride+r])
v := swaps[i] v := swaps[i]
if v < 0 || v >= r { if v < 0 || v >= r {
panic(matrix.ErrRowAccess) panic(ErrRowAccess)
} }
m.mat.Data[i*m.mat.Stride+v] = 1 m.mat.Data[i*m.mat.Stride+v] = 1
} }
@@ -279,12 +278,12 @@ func (m *Dense) SolveLU(lu *LU, trans bool, b Matrix) error {
_, n := lu.lu.Dims() _, n := lu.lu.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if br != n { if br != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
// TODO(btracey): Should test the condition number instead of testing that // TODO(btracey): Should test the condition number instead of testing that
// the determinant is exactly zero. // the determinant is exactly zero.
if lu.Det() == 0 { if lu.Det() == 0 {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
m.reuseAs(n, bc) m.reuseAs(n, bc)
@@ -303,8 +302,8 @@ func (m *Dense) SolveLU(lu *LU, trans bool, b Matrix) error {
t = blas.Trans t = blas.Trans
} }
lapack64.Getrs(t, lu.lu.mat, m.mat, lu.pivot) lapack64.Getrs(t, lu.lu.mat, m.mat, lu.pivot)
if lu.cond > matrix.ConditionTolerance { if lu.cond > ConditionTolerance {
return matrix.Condition(lu.cond) return Condition(lu.cond)
} }
return nil return nil
} }
@@ -322,7 +321,7 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
_, n := lu.lu.Dims() _, n := lu.lu.Dims()
bn := b.Len() bn := b.Len()
if bn != n { if bn != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != b { if v != b {
v.checkOverlap(b.mat) v.checkOverlap(b.mat)
@@ -330,7 +329,7 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
// TODO(btracey): Should test the condition number instead of testing that // TODO(btracey): Should test the condition number instead of testing that
// the determinant is exactly zero. // the determinant is exactly zero.
if lu.Det() == 0 { if lu.Det() == 0 {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
v.reuseAs(n) v.reuseAs(n)
@@ -351,8 +350,8 @@ func (v *Vector) SolveLUVec(lu *LU, trans bool, b *Vector) error {
t = blas.Trans t = blas.Trans
} }
lapack64.Getrs(t, lu.lu.mat, vMat, lu.pivot) lapack64.Getrs(t, lu.lu.mat, vMat, lu.pivot)
if lu.cond > matrix.ConditionTolerance { if lu.cond > ConditionTolerance {
return matrix.Condition(lu.cond) return Condition(lu.cond)
} }
return nil return nil
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
@@ -12,7 +12,6 @@ import (
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/lapack" "gonum.org/v1/gonum/lapack"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// Matrix is the basic matrix interface type. // Matrix is the basic matrix interface type.
@@ -196,13 +195,13 @@ type RawVectorer interface {
func Col(dst []float64, j int, a Matrix) []float64 { func Col(dst []float64, j int, a Matrix) []float64 {
r, c := a.Dims() r, c := a.Dims()
if j < 0 || j >= c { if j < 0 || j >= c {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
if dst == nil { if dst == nil {
dst = make([]float64, r) dst = make([]float64, r)
} else { } else {
if len(dst) != r { if len(dst) != r {
panic(matrix.ErrColLength) panic(ErrColLength)
} }
} }
aU, aTrans := untranspose(a) aU, aTrans := untranspose(a)
@@ -230,13 +229,13 @@ func Col(dst []float64, j int, a Matrix) []float64 {
func Row(dst []float64, i int, a Matrix) []float64 { func Row(dst []float64, i int, a Matrix) []float64 {
r, c := a.Dims() r, c := a.Dims()
if i < 0 || i >= r { if i < 0 || i >= r {
panic(matrix.ErrColAccess) panic(ErrColAccess)
} }
if dst == nil { if dst == nil {
dst = make([]float64, c) dst = make([]float64, c)
} else { } else {
if len(dst) != c { if len(dst) != c {
panic(matrix.ErrRowLength) panic(ErrRowLength)
} }
} }
aU, aTrans := untranspose(a) aU, aTrans := untranspose(a)
@@ -270,7 +269,7 @@ func Row(dst []float64, i int, a Matrix) []float64 {
func Cond(a Matrix, norm float64) float64 { func Cond(a Matrix, norm float64) float64 {
m, n := a.Dims() m, n := a.Dims()
if m == 0 || n == 0 { if m == 0 || n == 0 {
panic(matrix.ErrShape) panic(ErrShape)
} }
var lnorm lapack.MatrixNorm var lnorm lapack.MatrixNorm
switch norm { switch norm {
@@ -280,7 +279,7 @@ func Cond(a Matrix, norm float64) float64 {
lnorm = lapack.MaxColumnSum lnorm = lapack.MaxColumnSum
case 2: case 2:
var svd SVD var svd SVD
ok := svd.Factorize(a, matrix.SVDNone) ok := svd.Factorize(a, SVDNone)
if !ok { if !ok {
return math.Inf(1) return math.Inf(1)
} }
@@ -360,7 +359,7 @@ func Dot(a, b *Vector) float64 {
la := a.Len() la := a.Len()
lb := b.Len() lb := b.Len()
if la != lb { if la != lb {
panic(matrix.ErrShape) panic(ErrShape)
} }
return blas64.Dot(la, a.mat, b.mat) return blas64.Dot(la, a.mat, b.mat)
} }
@@ -523,7 +522,7 @@ func LogDet(a Matrix) (det float64, sign float64) {
func Max(a Matrix) float64 { func Max(a Matrix) float64 {
r, c := a.Dims() r, c := a.Dims()
if r == 0 || c == 0 { if r == 0 || c == 0 {
panic(matrix.ErrShape) panic(ErrShape)
} }
// Max(A) = Max(A^T) // Max(A) = Max(A^T)
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -598,7 +597,7 @@ func Max(a Matrix) float64 {
func Min(a Matrix) float64 { func Min(a Matrix) float64 {
r, c := a.Dims() r, c := a.Dims()
if r == 0 || c == 0 { if r == 0 || c == 0 {
panic(matrix.ErrShape) panic(ErrShape)
} }
// Min(A) = Min(A^T) // Min(A) = Min(A^T)
aU, _ := untranspose(a) aU, _ := untranspose(a)
@@ -680,7 +679,7 @@ func Min(a Matrix) float64 {
func Norm(a Matrix, norm float64) float64 { func Norm(a Matrix, norm float64) float64 {
r, c := a.Dims() r, c := a.Dims()
if r == 0 || c == 0 { if r == 0 || c == 0 {
panic(matrix.ErrShape) panic(ErrShape)
} }
aU, aTrans := untranspose(a) aU, aTrans := untranspose(a)
var work []float64 var work []float64
@@ -787,7 +786,7 @@ func normLapack(norm float64, aTrans bool) lapack.MatrixNorm {
} }
return n return n
default: default:
panic(matrix.ErrNormOrder) panic(ErrNormOrder)
} }
} }
@@ -820,7 +819,7 @@ func Sum(a Matrix) float64 {
func Trace(a Matrix) float64 { func Trace(a Matrix) float64 {
r, c := a.Dims() r, c := a.Dims()
if r != c { if r != c {
panic(matrix.ErrSquare) panic(ErrSquare)
} }
aU, _ := untranspose(a) aU, _ := untranspose(a)

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"
@@ -13,7 +13,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
func panics(fn func()) (panicked bool, message string) { func panics(fn func()) (panicked bool, message string) {
@@ -335,7 +334,7 @@ func TestDet(t *testing.T) {
f = func(a Matrix) interface{} { f = func(a Matrix) interface{} {
ar, ac := a.Dims() ar, ac := a.Dims()
if !isWide(ar, ac) { if !isWide(ar, ac) {
panic(matrix.ErrShape) panic(ErrShape)
} }
var tmp Dense var tmp Dense
tmp.Mul(a, a.T()) tmp.Mul(a, a.T())
@@ -344,7 +343,7 @@ func TestDet(t *testing.T) {
denseComparison = func(a *Dense) interface{} { denseComparison = func(a *Dense) interface{} {
ar, ac := a.Dims() ar, ac := a.Dims()
if !isWide(ar, ac) { if !isWide(ar, ac) {
panic(matrix.ErrShape) panic(ErrShape)
} }
var tmp SymDense var tmp SymDense
tmp.SymOuterK(1, a) tmp.SymOuterK(1, a)
@@ -366,7 +365,7 @@ func TestDot(t *testing.T) {
ra, ca := a.Dims() ra, ca := a.Dims()
rb, cb := b.Dims() rb, cb := b.Dims()
if ra != rb || ca != cb { if ra != rb || ca != cb {
panic(matrix.ErrShape) panic(ErrShape)
} }
var sum float64 var sum float64
for i := 0; i < ra; i++ { for i := 0; i < ra; i++ {
@@ -481,9 +480,9 @@ func TestNormZero(t *testing.T) {
if !panicked { if !panicked {
t.Errorf("expected panic for Norm(&%T{}, %v)", a, norm) t.Errorf("expected panic for Norm(&%T{}, %v)", a, norm)
} }
if message != matrix.ErrShape.Error() { if message != ErrShape.Error() {
t.Errorf("unexpected panic string for Norm(&%T{}, %v): got:%s want:%s", t.Errorf("unexpected panic string for Norm(&%T{}, %v): got:%s want:%s",
a, norm, message, matrix.ErrShape.Error()) a, norm, message, ErrShape.Error())
} }
} }
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"
@@ -11,7 +11,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
// TODO: Need to add tests where one is overwritten. // TODO: Need to add tests where one is overwritten.
@@ -247,7 +246,7 @@ func (m *basicTriangular) T() Matrix {
return Transpose{m} return Transpose{m}
} }
func (m *basicTriangular) Triangle() (int, matrix.TriKind) { func (m *basicTriangular) Triangle() (int, TriKind) {
return (*TriDense)(m).Triangle() return (*TriDense)(m).Triangle()
} }

View File

@@ -4,7 +4,7 @@
//+build !appengine //+build !appengine
package mat64 package mat
import "unsafe" import "unsafe"

View File

@@ -4,7 +4,7 @@
//+build appengine //+build appengine
package mat64 package mat
import "reflect" import "reflect"

View File

@@ -2,14 +2,13 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"sync" "sync"
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
var tab64 = [64]byte{ var tab64 = [64]byte{
@@ -148,7 +147,7 @@ func putWorkspaceSym(s *SymDense) {
// getWorkspaceTri returns a *TriDense of size n and a cap that // getWorkspaceTri returns a *TriDense of size n and a cap that
// is less than 2*n. If clear is true, the data slice visible // is less than 2*n. If clear is true, the data slice visible
// through the Matrix interface is zeroed. // through the Matrix interface is zeroed.
func getWorkspaceTri(n int, kind matrix.TriKind, clear bool) *TriDense { func getWorkspaceTri(n int, kind TriKind, clear bool) *TriDense {
l := uint64(n) l := uint64(n)
l *= l l *= l
t := poolTri[bits(l)].Get().(*TriDense) t := poolTri[bits(l)].Get().(*TriDense)
@@ -158,12 +157,12 @@ func getWorkspaceTri(n int, kind matrix.TriKind, clear bool) *TriDense {
} }
t.mat.N = n t.mat.N = n
t.mat.Stride = n t.mat.Stride = n
if kind == matrix.Upper { if kind == Upper {
t.mat.Uplo = blas.Upper t.mat.Uplo = blas.Upper
} else if kind == matrix.Lower { } else if kind == Lower {
t.mat.Uplo = blas.Lower t.mat.Uplo = blas.Lower
} else { } else {
panic(matrix.ErrTriangle) panic(ErrTriangle)
} }
t.mat.Diag = blas.NonUnit t.mat.Diag = blas.NonUnit
t.cap = n t.cap = n

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"

View File

@@ -2,13 +2,9 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import "fmt"
"fmt"
"gonum.org/v1/gonum/matrix"
)
// Product calculates the product of the given factors and places the result in // Product calculates the product of the given factors and places the result in
// the receiver. The order of multiplication operations is optimized to minimize // the receiver. The order of multiplication operations is optimized to minimize
@@ -31,7 +27,7 @@ func (m *Dense) Product(factors ...Matrix) {
switch len(factors) { switch len(factors) {
case 0: case 0:
if r != 0 || c != 0 { if r != 0 || c != 0 {
panic(matrix.ErrShape) panic(ErrShape)
} }
return return
case 1: case 1:
@@ -77,10 +73,10 @@ func newMultiplier(m *Dense, factors []Matrix) *multiplier {
fr, fc := factors[0].Dims() // newMultiplier is only called with len(factors) > 2. fr, fc := factors[0].Dims() // newMultiplier is only called with len(factors) > 2.
if !m.isZero() { if !m.isZero() {
if fr != r { if fr != r {
panic(matrix.ErrShape) panic(ErrShape)
} }
if _, lc := factors[len(factors)-1].Dims(); lc != c { if _, lc := factors[len(factors)-1].Dims(); lc != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
} }
@@ -92,7 +88,7 @@ func newMultiplier(m *Dense, factors []Matrix) *multiplier {
cr, cc := f.Dims() cr, cc := f.Dims()
dims[i+1] = cr dims[i+1] = cr
if pc != cr { if pc != cr {
panic(matrix.ErrShape) panic(ErrShape)
} }
pc = cc pc = cc
} }
@@ -150,7 +146,7 @@ func (p *multiplier) multiplySubchain(i, j int) (m Matrix, intermediate bool) {
if ac != br { if ac != br {
// Panic with a string since this // Panic with a string since this
// is not a user-facing panic. // is not a user-facing panic.
panic(matrix.ErrShape.Error()) panic(ErrShape.Error())
} }
if debugProductWalk { if debugProductWalk {

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"

View File

@@ -3,7 +3,7 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the QRDecomposition class from Jama 1.0.3. // Based on the QRDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"math" "math"
@@ -11,7 +11,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// QR is a type for creating and using the QR factorization of a matrix. // QR is a type for creating and using the QR factorization of a matrix.
@@ -28,7 +27,7 @@ func (qr *QR) updateCond() {
work := getFloats(3*n, false) work := getFloats(3*n, false)
iwork := getInts(n, false) iwork := getInts(n, false)
r := qr.qr.asTriDense(n, blas.NonUnit, blas.Upper) r := qr.qr.asTriDense(n, blas.NonUnit, blas.Upper)
v := lapack64.Trcon(matrix.CondNorm, r.mat, work, iwork) v := lapack64.Trcon(CondNorm, r.mat, work, iwork)
putFloats(work) putFloats(work)
putInts(iwork) putInts(iwork)
qr.cond = 1 / v qr.cond = 1 / v
@@ -43,7 +42,7 @@ func (qr *QR) updateCond() {
func (qr *QR) Factorize(a Matrix) { func (qr *QR) Factorize(a Matrix) {
m, n := a.Dims() m, n := a.Dims()
if m < n { if m < n {
panic(matrix.ErrShape) panic(ErrShape)
} }
k := min(m, n) k := min(m, n)
if qr.qr == nil { if qr.qr == nil {
@@ -138,12 +137,12 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
// copy the result into m at the end. // copy the result into m at the end.
if trans { if trans {
if c != br { if c != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(r, bc) m.reuseAs(r, bc)
} else { } else {
if r != br { if r != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(c, bc) m.reuseAs(c, bc)
} }
@@ -155,7 +154,7 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
if trans { if trans {
ok := lapack64.Trtrs(blas.Trans, t, x.mat) ok := lapack64.Trtrs(blas.Trans, t, x.mat)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
for i := c; i < r; i++ { for i := c; i < r; i++ {
zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc]) zero(x.mat.Data[i*x.mat.Stride : i*x.mat.Stride+bc])
@@ -174,14 +173,14 @@ func (m *Dense) SolveQR(qr *QR, trans bool, b Matrix) error {
ok := lapack64.Trtrs(blas.NoTrans, t, x.mat) ok := lapack64.Trtrs(blas.NoTrans, t, x.mat)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
} }
// M was set above to be the correct size for the result. // M was set above to be the correct size for the result.
m.Copy(x) m.Copy(x)
putWorkspace(x) putWorkspace(x)
if qr.cond > matrix.ConditionTolerance { if qr.cond > ConditionTolerance {
return matrix.Condition(qr.cond) return Condition(qr.cond)
} }
return nil return nil
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"
@@ -10,7 +10,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
func TestDenseOverlaps(t *testing.T) { func TestDenseOverlaps(t *testing.T) {
@@ -94,7 +93,7 @@ func TestTriDenseOverlaps(t *testing.T) {
rnd := rand.New(rand.NewSource(1)) rnd := rand.New(rand.NewSource(1))
for _, parentKind := range []matrix.TriKind{matrix.Upper, matrix.Lower} { for _, parentKind := range []TriKind{Upper, Lower} {
for n := 1; n < 20; n++ { for n := 1; n < 20; n++ {
data := make([]float64, n*n) data := make([]float64, n*n)
for i := range data { for i := range data {
@@ -120,7 +119,7 @@ func TestTriDenseOverlaps(t *testing.T) {
} else { } else {
views[k].n = 1 views[k].n = 1
} }
viewKind := []matrix.TriKind{matrix.Upper, matrix.Lower}[rnd.Intn(2)] viewKind := []TriKind{Upper, Lower}[rnd.Intn(2)]
views[k].TriDense = denseAsTriDense( views[k].TriDense = denseAsTriDense(
m.Slice(views[k].i, views[k].i+views[k].n, views[k].j, views[k].j+views[k].n).(*Dense), m.Slice(views[k].i, views[k].i+views[k].n, views[k].j, views[k].j+views[k].n).(*Dense),
viewKind) viewKind)
@@ -172,21 +171,21 @@ func intervalsOverlap(a, b interval) bool {
return a.to > b.from && b.to > a.from return a.to > b.from && b.to > a.from
} }
func overlapsParentTriangle(i, j, n int, parent, view matrix.TriKind) bool { func overlapsParentTriangle(i, j, n int, parent, view TriKind) bool {
switch parent { switch parent {
case matrix.Upper: case Upper:
if i <= j { if i <= j {
return true return true
} }
if view == matrix.Upper { if view == Upper {
return i < j+n return i < j+n
} }
case matrix.Lower: case Lower:
if i >= j { if i >= j {
return true return true
} }
if view == matrix.Lower { if view == Lower {
return i+n > j return i+n > j
} }
} }
@@ -194,17 +193,17 @@ func overlapsParentTriangle(i, j, n int, parent, view matrix.TriKind) bool {
return false return false
} }
func overlapSiblingTriangles(ai, aj, an int, aKind matrix.TriKind, bi, bj, bn int, bKind matrix.TriKind) bool { func overlapSiblingTriangles(ai, aj, an int, aKind TriKind, bi, bj, bn int, bKind TriKind) bool {
for i := max(ai, bi); i < min(ai+an, bi+bn); i++ { for i := max(ai, bi); i < min(ai+an, bi+bn); i++ {
var a, b interval var a, b interval
if aKind == matrix.Upper { if aKind == Upper {
a = interval{from: aj - ai + i, to: aj + an} a = interval{from: aj - ai + i, to: aj + an}
} else { } else {
a = interval{from: aj, to: aj - ai + i + 1} a = interval{from: aj, to: aj - ai + i + 1}
} }
if bKind == matrix.Upper { if bKind == Upper {
b = interval{from: bj - bi + i, to: bj + bn} b = interval{from: bj - bi + i, to: bj + bn}
} else { } else {
b = interval{from: bj, to: bj - bi + i + 1} b = interval{from: bj, to: bj - bi + i + 1}
@@ -217,8 +216,8 @@ func overlapSiblingTriangles(ai, aj, an int, aKind matrix.TriKind, bi, bj, bn in
return false return false
} }
func kindString(k matrix.TriKind) string { func kindString(k TriKind) string {
if k == matrix.Upper { if k == Upper {
return "U" return "U"
} }
return "L" return "L"
@@ -252,14 +251,14 @@ func TestIssue359(t *testing.T) {
// denseAsTriDense returns a triangular matrix derived from the // denseAsTriDense returns a triangular matrix derived from the
// square matrix m, with the orientation specified by kind. // square matrix m, with the orientation specified by kind.
func denseAsTriDense(m *Dense, kind matrix.TriKind) *TriDense { func denseAsTriDense(m *Dense, kind TriKind) *TriDense {
r, c := m.Dims() r, c := m.Dims()
if r != c { if r != c {
panic(matrix.ErrShape) panic(ErrShape)
} }
n := r n := r
uplo := blas.Lower uplo := blas.Lower
if kind == matrix.Upper { if kind == Upper {
uplo = blas.Upper uplo = blas.Upper
} }
return &TriDense{ return &TriDense{

View File

@@ -2,13 +2,12 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// Solve finds a minimum-norm solution to a system of linear equations defined // Solve finds a minimum-norm solution to a system of linear equations defined
@@ -23,7 +22,7 @@ func (m *Dense) Solve(a, b Matrix) error {
ar, ac := a.Dims() ar, ac := a.Dims()
br, bc := b.Dims() br, bc := b.Dims()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
m.reuseAs(ac, bc) m.reuseAs(ac, bc)
@@ -66,11 +65,11 @@ func (m *Dense) Solve(a, b Matrix) error {
blas64.Trsm(side, tA, 1, rm, m.mat) blas64.Trsm(side, tA, 1, rm, m.mat)
work := getFloats(3*rm.N, false) work := getFloats(3*rm.N, false)
iwork := getInts(rm.N, false) iwork := getInts(rm.N, false)
cond := lapack64.Trcon(matrix.CondNorm, rm, work, iwork) cond := lapack64.Trcon(CondNorm, rm, work, iwork)
putFloats(work) putFloats(work)
putInts(iwork) putInts(iwork)
if cond > matrix.ConditionTolerance { if cond > ConditionTolerance {
return matrix.Condition(cond) return Condition(cond)
} }
return nil return nil
} }

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"

View File

@@ -3,19 +3,18 @@
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
// Based on the SingularValueDecomposition class from Jama 1.0.3. // Based on the SingularValueDecomposition class from Jama 1.0.3.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack" "gonum.org/v1/gonum/lapack"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
// SVD is a type for creating and using the Singular Value Decomposition (SVD) // SVD is a type for creating and using the Singular Value Decomposition (SVD)
// of a matrix. // of a matrix.
type SVD struct { type SVD struct {
kind matrix.SVDKind kind SVDKind
s []float64 s []float64
u blas64.General u blas64.General
@@ -40,16 +39,16 @@ type SVD struct {
// //
// Factorize returns whether the decomposition succeeded. If the decomposition // Factorize returns whether the decomposition succeeded. If the decomposition
// failed, routines that require a successful factorization will panic. // failed, routines that require a successful factorization will panic.
func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) { func (svd *SVD) Factorize(a Matrix, kind SVDKind) (ok bool) {
m, n := a.Dims() m, n := a.Dims()
var jobU, jobVT lapack.SVDJob var jobU, jobVT lapack.SVDJob
switch kind { switch kind {
default: default:
panic("svd: bad input kind") panic("svd: bad input kind")
case matrix.SVDNone: case SVDNone:
jobU = lapack.SVDNone jobU = lapack.SVDNone
jobVT = lapack.SVDNone jobVT = lapack.SVDNone
case matrix.SVDFull: case SVDFull:
// TODO(btracey): This code should be modified to have the smaller // TODO(btracey): This code should be modified to have the smaller
// matrix written in-place into aCopy when the lapack/native/dgesvd // matrix written in-place into aCopy when the lapack/native/dgesvd
// implementation is complete. // implementation is complete.
@@ -67,7 +66,7 @@ func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) {
} }
jobU = lapack.SVDAll jobU = lapack.SVDAll
jobVT = lapack.SVDAll jobVT = lapack.SVDAll
case matrix.SVDThin: case SVDThin:
// TODO(btracey): This code should be modified to have the larger // TODO(btracey): This code should be modified to have the larger
// matrix written in-place into aCopy when the lapack/native/dgesvd // matrix written in-place into aCopy when the lapack/native/dgesvd
// implementation is complete. // implementation is complete.
@@ -105,7 +104,7 @@ func (svd *SVD) Factorize(a Matrix, kind matrix.SVDKind) (ok bool) {
// Kind returns the matrix.SVDKind of the decomposition. If no decomposition has been // Kind returns the matrix.SVDKind of the decomposition. If no decomposition has been
// computed, Kind returns 0. // computed, Kind returns 0.
func (svd *SVD) Kind() matrix.SVDKind { func (svd *SVD) Kind() SVDKind {
return svd.kind return svd.kind
} }
@@ -133,7 +132,7 @@ func (svd *SVD) Values(s []float64) []float64 {
s = make([]float64, len(svd.s)) s = make([]float64, len(svd.s))
} }
if len(s) != len(svd.s) { if len(s) != len(svd.s) {
panic(matrix.ErrSliceLengthMismatch) panic(ErrSliceLengthMismatch)
} }
copy(s, svd.s) copy(s, svd.s)
return s return s
@@ -144,7 +143,7 @@ func (svd *SVD) Values(s []float64) []float64 {
// of size m×min(m,n) if svd.Kind() == SVDThin, and UTo panics otherwise. // of size m×min(m,n) if svd.Kind() == SVDThin, and UTo panics otherwise.
func (svd *SVD) UTo(dst *Dense) *Dense { func (svd *SVD) UTo(dst *Dense) *Dense {
kind := svd.kind kind := svd.kind
if kind != matrix.SVDFull && kind != matrix.SVDThin { if kind != SVDFull && kind != SVDThin {
panic("mat64: improper SVD kind") panic("mat64: improper SVD kind")
} }
r := svd.u.Rows r := svd.u.Rows
@@ -170,7 +169,7 @@ func (svd *SVD) UTo(dst *Dense) *Dense {
// of size n×min(m,n) if svd.Kind() == SVDThin, and VTo panics otherwise. // of size n×min(m,n) if svd.Kind() == SVDThin, and VTo panics otherwise.
func (svd *SVD) VTo(dst *Dense) *Dense { func (svd *SVD) VTo(dst *Dense) *Dense {
kind := svd.kind kind := svd.kind
if kind != matrix.SVDFull && kind != matrix.SVDThin { if kind != SVDFull && kind != SVDThin {
panic("mat64: improper SVD kind") panic("mat64: improper SVD kind")
} }
r := svd.vt.Rows r := svd.vt.Rows

View File

@@ -2,14 +2,13 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math/rand" "math/rand"
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
func TestSVD(t *testing.T) { func TestSVD(t *testing.T) {
@@ -63,7 +62,7 @@ func TestSVD(t *testing.T) {
}, },
} { } {
var svd SVD var svd SVD
ok := svd.Factorize(test.a, matrix.SVDThin) ok := svd.Factorize(test.a, SVDThin)
if !ok { if !ok {
t.Errorf("SVD failed") t.Errorf("SVD failed")
} }
@@ -111,7 +110,7 @@ func TestSVD(t *testing.T) {
// Test Full decomposition. // Test Full decomposition.
var svd SVD var svd SVD
ok := svd.Factorize(a, matrix.SVDFull) ok := svd.Factorize(a, SVDFull)
if !ok { if !ok {
t.Errorf("SVD factorization failed") t.Errorf("SVD factorization failed")
} }
@@ -130,7 +129,7 @@ func TestSVD(t *testing.T) {
} }
// Test Thin decomposition. // Test Thin decomposition.
ok = svd.Factorize(a, matrix.SVDThin) ok = svd.Factorize(a, SVDThin)
if !ok { if !ok {
t.Errorf("SVD factorization failed") t.Errorf("SVD factorization failed")
} }
@@ -152,7 +151,7 @@ func TestSVD(t *testing.T) {
} }
// Test None decomposition. // Test None decomposition.
ok = svd.Factorize(a, matrix.SVDNone) ok = svd.Factorize(a, SVDNone)
if !ok { if !ok {
t.Errorf("SVD factorization failed") t.Errorf("SVD factorization failed")
} }

View File

@@ -2,14 +2,13 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"math" "math"
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
var ( var (
@@ -64,7 +63,7 @@ func NewSymDense(n int, data []float64) *SymDense {
panic("mat64: negative dimension") panic("mat64: negative dimension")
} }
if data != nil && n*n != len(data) { if data != nil && n*n != len(data) {
panic(matrix.ErrShape) panic(ErrShape)
} }
if data == nil { if data == nil {
data = make([]float64, n*n) data = make([]float64, n*n)
@@ -147,7 +146,7 @@ func (s *SymDense) reuseAs(n int) {
panic(badSymTriangle) panic(badSymTriangle)
} }
if s.mat.N != n { if s.mat.N != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
} }
@@ -163,7 +162,7 @@ func (s *SymDense) isolatedWorkspace(a Symmetric) (w *SymDense, restore func())
func (s *SymDense) AddSym(a, b Symmetric) { func (s *SymDense) AddSym(a, b Symmetric) {
n := a.Symmetric() n := a.Symmetric()
if n != b.Symmetric() { if n != b.Symmetric() {
panic(matrix.ErrShape) panic(ErrShape)
} }
s.reuseAs(n) s.reuseAs(n)
@@ -227,7 +226,7 @@ func (s *SymDense) CopySym(a Symmetric) int {
func (s *SymDense) SymRankOne(a Symmetric, alpha float64, x *Vector) { func (s *SymDense) SymRankOne(a Symmetric, alpha float64, x *Vector) {
n := x.Len() n := x.Len()
if a.Symmetric() != n { if a.Symmetric() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
s.reuseAs(n) s.reuseAs(n)
if s != a { if s != a {
@@ -246,7 +245,7 @@ func (s *SymDense) SymRankK(a Symmetric, alpha float64, x Matrix) {
n := a.Symmetric() n := a.Symmetric()
r, _ := x.Dims() r, _ := x.Dims()
if r != n { if r != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
xMat, aTrans := untranspose(x) xMat, aTrans := untranspose(x)
var g blas64.General var g blas64.General
@@ -307,7 +306,7 @@ func (s *SymDense) SymOuterK(alpha float64, x Matrix) {
s.SymRankK(s, alpha, x) s.SymRankK(s, alpha, x)
} }
default: default:
panic(matrix.ErrShape) panic(ErrShape)
} }
} }
@@ -317,10 +316,10 @@ func (s *SymDense) SymOuterK(alpha float64, x Matrix) {
func (s *SymDense) RankTwo(a Symmetric, alpha float64, x, y *Vector) { func (s *SymDense) RankTwo(a Symmetric, alpha float64, x, y *Vector) {
n := s.mat.N n := s.mat.N
if x.Len() != n { if x.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if y.Len() != n { if y.Len() != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
var w SymDense var w SymDense
if s == a { if s == a {
@@ -419,7 +418,7 @@ func (s *SymDense) ViewSquare(i, n int) Matrix {
func (s *SymDense) SliceSquare(i, k int) Matrix { func (s *SymDense) SliceSquare(i, k int) Matrix {
sz := s.Symmetric() sz := s.Symmetric()
if i < 0 || sz < i || k < i || sz < k { if i < 0 || sz < i || k < i || sz < k {
panic(matrix.ErrIndexOutOfRange) panic(ErrIndexOutOfRange)
} }
v := *s v := *s
v.mat.Data = s.mat.Data[i*s.mat.Stride+i : (k-1)*s.mat.Stride+k] v.mat.Data = s.mat.Data[i*s.mat.Stride+i : (k-1)*s.mat.Stride+k]
@@ -434,7 +433,7 @@ func (s *SymDense) SliceSquare(i, k int) Matrix {
// not modified during the call to GrowSquare. // not modified during the call to GrowSquare.
func (s *SymDense) GrowSquare(n int) Matrix { func (s *SymDense) GrowSquare(n int) Matrix {
if n < 0 { if n < 0 {
panic(matrix.ErrIndexOutOfRange) panic(ErrIndexOutOfRange)
} }
if n == 0 { if n == 0 {
return s return s
@@ -483,12 +482,12 @@ func (s *SymDense) PowPSD(a Symmetric, pow float64) error {
var eigen EigenSym var eigen EigenSym
ok := eigen.Factorize(a, true) ok := eigen.Factorize(a, true)
if !ok { if !ok {
return matrix.ErrFailedEigen return ErrFailedEigen
} }
values := eigen.Values(nil) values := eigen.Values(nil)
for i, v := range values { for i, v := range values {
if v <= 0 { if v <= 0 {
return matrix.ErrNotPSD return ErrNotPSD
} }
values[i] = math.Pow(v, pow) values[i] = math.Pow(v, pow)
} }

View File

@@ -1,14 +1,14 @@
package mat64_test package mat_test
import ( import (
"fmt" "fmt"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func ExampleSymDense_SubsetSym() { func ExampleSymDense_SubsetSym() {
n := 5 n := 5
s := mat64.NewSymDense(5, nil) s := mat.NewSymDense(5, nil)
count := 1.0 count := 1.0
for i := 0; i < n; i++ { for i := 0; i < n; i++ {
for j := i; j < n; j++ { for j := i; j < n; j++ {
@@ -17,18 +17,18 @@ func ExampleSymDense_SubsetSym() {
} }
} }
fmt.Println("Original matrix:") fmt.Println("Original matrix:")
fmt.Printf("%0.4v\n\n", mat64.Formatted(s)) fmt.Printf("%0.4v\n\n", mat.Formatted(s))
// Take the subset {0, 2, 4} // Take the subset {0, 2, 4}
var sub mat64.SymDense var sub mat.SymDense
sub.SubsetSym(s, []int{0, 2, 4}) sub.SubsetSym(s, []int{0, 2, 4})
fmt.Println("Subset {0, 2, 4}") fmt.Println("Subset {0, 2, 4}")
fmt.Printf("%0.4v\n\n", mat64.Formatted(&sub)) fmt.Printf("%0.4v\n\n", mat.Formatted(&sub))
// Take the subset {0, 0, 4} // Take the subset {0, 0, 4}
sub.SubsetSym(s, []int{0, 0, 4}) sub.SubsetSym(s, []int{0, 0, 4})
fmt.Println("Subset {0, 0, 4}") fmt.Println("Subset {0, 0, 4}")
fmt.Printf("%0.4v\n\n", mat64.Formatted(&sub)) fmt.Printf("%0.4v\n\n", mat.Formatted(&sub))
// Output: // Output:
// Original matrix: // Original matrix:

View File

@@ -2,7 +2,7 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"fmt" "fmt"
@@ -14,7 +14,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix"
) )
func TestNewSymmetric(t *testing.T) { func TestNewSymmetric(t *testing.T) {
@@ -61,7 +60,7 @@ func TestNewSymmetric(t *testing.T) {
} }
panicked, message := panics(func() { NewSymDense(3, []float64{1, 2}) }) panicked, message := panics(func() { NewSymDense(3, []float64{1, 2}) })
if !panicked || message != matrix.ErrShape.Error() { if !panicked || message != ErrShape.Error() {
t.Error("expected panic for invalid data slice length") t.Error("expected panic for invalid data slice length")
} }
} }
@@ -81,13 +80,13 @@ func TestSymAtSet(t *testing.T) {
// Check At out of bounds // Check At out of bounds
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { sym.At(row, 0) }) panicked, message := panics(func() { sym.At(row, 0) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { sym.At(0, col) }) panicked, message := panics(func() { sym.At(0, col) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }
@@ -95,13 +94,13 @@ func TestSymAtSet(t *testing.T) {
// Check Set out of bounds // Check Set out of bounds
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { sym.SetSym(row, 0, 1.2) }) panicked, message := panics(func() { sym.SetSym(row, 0, 1.2) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { sym.SetSym(0, col, 1.2) }) panicked, message := panics(func() { sym.SetSym(0, col, 1.2) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }

View File

@@ -1,4 +1,4 @@
package mat64 package mat
import ( import (
"math" "math"
@@ -6,7 +6,6 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack/lapack64" "gonum.org/v1/gonum/lapack/lapack64"
"gonum.org/v1/gonum/matrix"
) )
var ( var (
@@ -29,7 +28,7 @@ type Triangular interface {
Matrix Matrix
// Triangular returns the number of rows/columns in the matrix and its // Triangular returns the number of rows/columns in the matrix and its
// orientation. // orientation.
Triangle() (n int, kind matrix.TriKind) Triangle() (n int, kind TriKind)
// TTri is the equivalent of the T() method in the Matrix interface but // TTri is the equivalent of the T() method in the Matrix interface but
// guarantees the transpose is of triangular type. // guarantees the transpose is of triangular type.
@@ -72,7 +71,7 @@ func (t TransposeTri) T() Matrix {
} }
// Triangle returns the number of rows/columns in the matrix and its orientation. // Triangle returns the number of rows/columns in the matrix and its orientation.
func (t TransposeTri) Triangle() (int, matrix.TriKind) { func (t TransposeTri) Triangle() (int, TriKind) {
n, upper := t.Triangular.Triangle() n, upper := t.Triangular.Triangle()
return n, !upper return n, !upper
} }
@@ -99,18 +98,18 @@ func (t TransposeTri) UntransposeTri() Triangular {
// The data must be arranged in row-major order, i.e. the (i*c + j)-th // The data must be arranged in row-major order, i.e. the (i*c + j)-th
// element in the data slice is the {i, j}-th element in the matrix. // element in the data slice is the {i, j}-th element in the matrix.
// Only the values in the triangular portion corresponding to kind are used. // Only the values in the triangular portion corresponding to kind are used.
func NewTriDense(n int, kind matrix.TriKind, data []float64) *TriDense { func NewTriDense(n int, kind TriKind, data []float64) *TriDense {
if n < 0 { if n < 0 {
panic("mat64: negative dimension") panic("mat64: negative dimension")
} }
if data != nil && len(data) != n*n { if data != nil && len(data) != n*n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if data == nil { if data == nil {
data = make([]float64, n*n) data = make([]float64, n*n)
} }
uplo := blas.Lower uplo := blas.Lower
if kind == matrix.Upper { if kind == Upper {
uplo = blas.Upper uplo = blas.Upper
} }
return &TriDense{ return &TriDense{
@@ -131,16 +130,16 @@ func (t *TriDense) Dims() (r, c int) {
// Triangle returns the dimension of t and its orientation. The returned // Triangle returns the dimension of t and its orientation. The returned
// orientation is only valid when n is not zero. // orientation is only valid when n is not zero.
func (t *TriDense) Triangle() (n int, kind matrix.TriKind) { func (t *TriDense) Triangle() (n int, kind TriKind) {
return t.mat.N, matrix.TriKind(!t.isZero()) && t.triKind() return t.mat.N, TriKind(!t.isZero()) && t.triKind()
} }
func (t *TriDense) isUpper() bool { func (t *TriDense) isUpper() bool {
return isUpperUplo(t.mat.Uplo) return isUpperUplo(t.mat.Uplo)
} }
func (t *TriDense) triKind() matrix.TriKind { func (t *TriDense) triKind() TriKind {
return matrix.TriKind(isUpperUplo(t.mat.Uplo)) return TriKind(isUpperUplo(t.mat.Uplo))
} }
func isUpperUplo(u blas.Uplo) bool { func isUpperUplo(u blas.Uplo) bool {
@@ -216,9 +215,9 @@ func untransposeTri(a Triangular) (Triangular, bool) {
// reuseAs resizes a zero receiver to an n×n triangular matrix with the given // reuseAs resizes a zero receiver to an n×n triangular matrix with the given
// orientation. If the receiver is non-zero, reuseAs checks that the receiver // orientation. If the receiver is non-zero, reuseAs checks that the receiver
// is the correct size and orientation. // is the correct size and orientation.
func (t *TriDense) reuseAs(n int, kind matrix.TriKind) { func (t *TriDense) reuseAs(n int, kind TriKind) {
ul := blas.Lower ul := blas.Lower
if kind == matrix.Upper { if kind == Upper {
ul = blas.Upper ul = blas.Upper
} }
if t.mat.N > t.cap { if t.mat.N > t.cap {
@@ -236,10 +235,10 @@ func (t *TriDense) reuseAs(n int, kind matrix.TriKind) {
return return
} }
if t.mat.N != n { if t.mat.N != n {
panic(matrix.ErrShape) panic(ErrShape)
} }
if t.mat.Uplo != ul { if t.mat.Uplo != ul {
panic(matrix.ErrTriangle) panic(ErrTriangle)
} }
} }
@@ -333,18 +332,18 @@ func (t *TriDense) InverseTri(a Triangular) error {
t.Copy(a) t.Copy(a)
work := getFloats(3*n, false) work := getFloats(3*n, false)
iwork := getInts(n, false) iwork := getInts(n, false)
cond := lapack64.Trcon(matrix.CondNorm, t.mat, work, iwork) cond := lapack64.Trcon(CondNorm, t.mat, work, iwork)
putFloats(work) putFloats(work)
putInts(iwork) putInts(iwork)
if math.IsInf(cond, 1) { if math.IsInf(cond, 1) {
return matrix.Condition(cond) return Condition(cond)
} }
ok := lapack64.Trtri(t.mat) ok := lapack64.Trtri(t.mat)
if !ok { if !ok {
return matrix.Condition(math.Inf(1)) return Condition(math.Inf(1))
} }
if cond > matrix.ConditionTolerance { if cond > ConditionTolerance {
return matrix.Condition(cond) return Condition(cond)
} }
return nil return nil
} }
@@ -356,10 +355,10 @@ func (t *TriDense) MulTri(a, b Triangular) {
n, kind := a.Triangle() n, kind := a.Triangle()
nb, kindb := b.Triangle() nb, kindb := b.Triangle()
if n != nb { if n != nb {
panic(matrix.ErrShape) panic(ErrShape)
} }
if kind != kindb { if kind != kindb {
panic(matrix.ErrTriangle) panic(ErrTriangle)
} }
aU, _ := untransposeTri(a) aU, _ := untransposeTri(a)
@@ -375,7 +374,7 @@ func (t *TriDense) MulTri(a, b Triangular) {
} }
// TODO(btracey): Improve the set of fast-paths. // TODO(btracey): Improve the set of fast-paths.
if kind == matrix.Upper { if kind == Upper {
for i := 0; i < n; i++ { for i := 0; i < n; i++ {
for j := i; j < n; j++ { for j := i; j < n; j++ {
var v float64 var v float64

View File

@@ -1,4 +1,4 @@
package mat64 package mat
import ( import (
"math" "math"
@@ -8,14 +8,13 @@ import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
func TestNewTriangular(t *testing.T) { func TestNewTriangular(t *testing.T) {
for i, test := range []struct { for i, test := range []struct {
data []float64 data []float64
n int n int
kind matrix.TriKind kind TriKind
mat *TriDense mat *TriDense
}{ }{
{ {
@@ -25,7 +24,7 @@ func TestNewTriangular(t *testing.T) {
7, 8, 9, 7, 8, 9,
}, },
n: 3, n: 3,
kind: matrix.Upper, kind: Upper,
mat: &TriDense{ mat: &TriDense{
mat: blas64.Triangular{ mat: blas64.Triangular{
N: 3, N: 3,
@@ -52,9 +51,9 @@ func TestNewTriangular(t *testing.T) {
} }
} }
for _, kind := range []matrix.TriKind{matrix.Lower, matrix.Upper} { for _, kind := range []TriKind{Lower, Upper} {
panicked, message := panics(func() { NewTriDense(3, kind, []float64{1, 2}) }) panicked, message := panics(func() { NewTriDense(3, kind, []float64{1, 2}) })
if !panicked || message != matrix.ErrShape.Error() { if !panicked || message != ErrShape.Error() {
t.Errorf("expected panic for invalid data slice length for upper=%t", kind) t.Errorf("expected panic for invalid data slice length for upper=%t", kind)
} }
} }
@@ -77,13 +76,13 @@ func TestTriAtSet(t *testing.T) {
// Check At out of bounds // Check At out of bounds
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { tri.At(row, 0) }) panicked, message := panics(func() { tri.At(row, 0) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { tri.At(0, col) }) panicked, message := panics(func() { tri.At(0, col) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }
@@ -91,13 +90,13 @@ func TestTriAtSet(t *testing.T) {
// Check Set out of bounds // Check Set out of bounds
for _, row := range []int{-1, rows, rows + 1} { for _, row := range []int{-1, rows, rows + 1} {
panicked, message := panics(func() { tri.SetTri(row, 0, 1.2) }) panicked, message := panics(func() { tri.SetTri(row, 0, 1.2) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row) t.Errorf("expected panic for invalid row access N=%d r=%d", rows, row)
} }
} }
for _, col := range []int{-1, cols, cols + 1} { for _, col := range []int{-1, cols, cols + 1} {
panicked, message := panics(func() { tri.SetTri(0, col, 1.2) }) panicked, message := panics(func() { tri.SetTri(0, col, 1.2) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col) t.Errorf("expected panic for invalid column access N=%d c=%d", cols, col)
} }
} }
@@ -111,7 +110,7 @@ func TestTriAtSet(t *testing.T) {
} { } {
tri.mat.Uplo = st.uplo tri.mat.Uplo = st.uplo
panicked, message := panics(func() { tri.SetTri(st.row, st.col, 1.2) }) panicked, message := panics(func() { tri.SetTri(st.row, st.col, 1.2) })
if !panicked || message != matrix.ErrTriangleSet.Error() { if !panicked || message != ErrTriangleSet.Error() {
t.Errorf("expected panic for %+v", st) t.Errorf("expected panic for %+v", st)
} }
} }
@@ -140,8 +139,8 @@ func TestTriDenseCopy(t *testing.T) {
size := rand.Intn(100) size := rand.Intn(100)
r, err := randDense(size, 0.9, rand.NormFloat64) r, err := randDense(size, 0.9, rand.NormFloat64)
if size == 0 { if size == 0 {
if err != matrix.ErrZeroLength { if err != ErrZeroLength {
t.Fatalf("expected error %v: got: %v", matrix.ErrZeroLength, err) t.Fatalf("expected error %v: got: %v", ErrZeroLength, err)
} }
continue continue
} }
@@ -190,8 +189,8 @@ func TestTriTriDenseCopy(t *testing.T) {
size := rand.Intn(100) size := rand.Intn(100)
r, err := randDense(size, 1, rand.NormFloat64) r, err := randDense(size, 1, rand.NormFloat64)
if size == 0 { if size == 0 {
if err != matrix.ErrZeroLength { if err != ErrZeroLength {
t.Fatalf("expected error %v: got: %v", matrix.ErrZeroLength, err) t.Fatalf("expected error %v: got: %v", ErrZeroLength, err)
} }
continue continue
} }
@@ -238,7 +237,7 @@ func TestTriTriDenseCopy(t *testing.T) {
} }
func TestTriInverse(t *testing.T) { func TestTriInverse(t *testing.T) {
for _, kind := range []matrix.TriKind{matrix.Upper, matrix.Lower} { for _, kind := range []TriKind{Upper, Lower} {
for _, n := range []int{1, 3, 5, 9} { for _, n := range []int{1, 3, 5, 9} {
data := make([]float64, n*n) data := make([]float64, n*n)
for i := range data { for i := range data {
@@ -297,10 +296,10 @@ func TestTriMul(t *testing.T) {
return false return false
} }
_, kind := a.(Triangular).Triangle() _, kind := a.(Triangular).Triangle()
r := kind == matrix.Lower r := kind == Lower
return r return r
} }
receiver := NewTriDense(3, matrix.Lower, nil) receiver := NewTriDense(3, Lower, nil)
testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesLower, legalSizeTriMul, 1e-14) testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesLower, legalSizeTriMul, 1e-14)
legalTypesUpper := func(a, b Matrix) bool { legalTypesUpper := func(a, b Matrix) bool {
@@ -309,10 +308,10 @@ func TestTriMul(t *testing.T) {
return false return false
} }
_, kind := a.(Triangular).Triangle() _, kind := a.(Triangular).Triangle()
r := kind == matrix.Upper r := kind == Upper
return r return r
} }
receiver = NewTriDense(3, matrix.Upper, nil) receiver = NewTriDense(3, Upper, nil)
testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesUpper, legalSizeTriMul, 1e-14) testTwoInput(t, "TriMul", receiver, method, denseComparison, legalTypesUpper, legalSizeTriMul, 1e-14)
} }
@@ -323,7 +322,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
sUplo blas.Uplo sUplo blas.Uplo
s []float64 s []float64
tUplo matrix.TriKind tUplo TriKind
want []float64 want []float64
}{ }{
{ {
@@ -334,7 +333,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
nan, 4, 5, nan, 4, 5,
nan, nan, 6, nan, nan, 6,
}, },
tUplo: matrix.Upper, tUplo: Upper,
want: []float64{ want: []float64{
1, 2, 3, 1, 2, 3,
0, 4, 5, 0, 4, 5,
@@ -349,7 +348,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
2, 3, nan, 2, 3, nan,
4, 5, 6, 4, 5, 6,
}, },
tUplo: matrix.Upper, tUplo: Upper,
want: []float64{ want: []float64{
1, 2, 4, 1, 2, 4,
0, 3, 5, 0, 3, 5,
@@ -364,7 +363,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
nan, 4, 5, nan, 4, 5,
nan, nan, 6, nan, nan, 6,
}, },
tUplo: matrix.Lower, tUplo: Lower,
want: []float64{ want: []float64{
1, 0, 0, 1, 0, 0,
2, 4, 0, 2, 4, 0,
@@ -379,7 +378,7 @@ func TestCopySymIntoTriangle(t *testing.T) {
2, 3, nan, 2, 3, nan,
4, 5, 6, 4, 5, 6,
}, },
tUplo: matrix.Lower, tUplo: Lower,
want: []float64{ want: []float64{
1, 0, 0, 1, 0, 0,
2, 3, 0, 2, 3, 0,

View File

@@ -2,13 +2,12 @@
// Use of this source code is governed by a BSD-style // Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file. // license that can be found in the LICENSE file.
package mat64 package mat
import ( import (
"gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/internal/asm/f64" "gonum.org/v1/gonum/internal/asm/f64"
"gonum.org/v1/gonum/matrix"
) )
var ( var (
@@ -34,7 +33,7 @@ type Vector struct {
// will be reflected in data. If neither of these is true, NewVector will panic. // will be reflected in data. If neither of these is true, NewVector will panic.
func NewVector(n int, data []float64) *Vector { func NewVector(n int, data []float64) *Vector {
if len(data) != n && data != nil { if len(data) != n && data != nil {
panic(matrix.ErrShape) panic(ErrShape)
} }
if data == nil { if data == nil {
data = make([]float64, n) data = make([]float64, n)
@@ -64,7 +63,7 @@ func (v *Vector) ViewVec(i, n int) *Vector {
// of the receiver. // of the receiver.
func (v *Vector) SliceVec(i, k int) *Vector { func (v *Vector) SliceVec(i, k int) *Vector {
if i < 0 || k <= i || v.n < k { if i < 0 || k <= i || v.n < k {
panic(matrix.ErrIndexOutOfRange) panic(ErrIndexOutOfRange)
} }
return &Vector{ return &Vector{
n: k - i, n: k - i,
@@ -168,7 +167,7 @@ func (v *Vector) AddScaledVec(a *Vector, alpha float64, b *Vector) {
br := b.Len() br := b.Len()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != a { if v != a {
@@ -211,7 +210,7 @@ func (v *Vector) AddVec(a, b *Vector) {
br := b.Len() br := b.Len()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != a { if v != a {
@@ -239,7 +238,7 @@ func (v *Vector) SubVec(a, b *Vector) {
br := b.Len() br := b.Len()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != a { if v != a {
@@ -268,7 +267,7 @@ func (v *Vector) MulElemVec(a, b *Vector) {
br := b.Len() br := b.Len()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != a { if v != a {
@@ -293,7 +292,7 @@ func (v *Vector) DivElemVec(a, b *Vector) {
br := b.Len() br := b.Len()
if ar != br { if ar != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != a { if v != a {
@@ -317,7 +316,7 @@ func (v *Vector) MulVec(a Matrix, b *Vector) {
r, c := a.Dims() r, c := a.Dims()
br := b.Len() br := b.Len()
if c != br { if c != br {
panic(matrix.ErrShape) panic(ErrShape)
} }
if v != b { if v != b {
@@ -427,7 +426,7 @@ func (v *Vector) reuseAs(r int) {
return return
} }
if r != v.n { if r != v.n {
panic(matrix.ErrShape) panic(ErrShape)
} }
} }

View File

@@ -1,4 +1,4 @@
package mat64 package mat
import ( import (
"math/rand" "math/rand"
@@ -6,7 +6,6 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/matrix"
) )
func TestNewVector(t *testing.T) { func TestNewVector(t *testing.T) {
@@ -80,13 +79,13 @@ func TestVectorAtSet(t *testing.T) {
for _, row := range []int{-1, n} { for _, row := range []int{-1, n} {
panicked, message := panics(func() { v.At(row, 0) }) panicked, message := panics(func() { v.At(row, 0) })
if !panicked || message != matrix.ErrRowAccess.Error() { if !panicked || message != ErrRowAccess.Error() {
t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row) t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row)
} }
} }
for _, col := range []int{-1, 1} { for _, col := range []int{-1, 1} {
panicked, message := panics(func() { v.At(0, col) }) panicked, message := panics(func() { v.At(0, col) })
if !panicked || message != matrix.ErrColAccess.Error() { if !panicked || message != ErrColAccess.Error() {
t.Errorf("expected panic for invalid column access for test %d n=%d c=%d", i, n, col) t.Errorf("expected panic for invalid column access for test %d n=%d c=%d", i, n, col)
} }
} }
@@ -99,7 +98,7 @@ func TestVectorAtSet(t *testing.T) {
for _, row := range []int{-1, n} { for _, row := range []int{-1, n} {
panicked, message := panics(func() { v.SetVec(row, 100) }) panicked, message := panics(func() { v.SetVec(row, 100) })
if !panicked || message != matrix.ErrVectorAccess.Error() { if !panicked || message != ErrVectorAccess.Error() {
t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row) t.Errorf("expected panic for invalid row access for test %d n=%d r=%d", i, n, row)
} }
} }

View File

@@ -1,95 +0,0 @@
// Generated by running
// go generate github.com/gonum/matrix
// DO NOT EDIT.
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
// Package cmat128 provides implementations of complex128 matrix structures and
// linear algebra operations on them.
//
// Overview
//
// This section provides a quick overview of the cmat128 package. The following
// sections provide more in depth commentary.
//
// cmat128 provides:
// - Interfaces for a complex Matrix
//
// BLAS and LAPACK
//
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many
// operations in cmat128 are implemented using calls to the wrapper functions
// in gonum/blas/cblas128 and gonum/lapack/clapack128. By default, cblas128 and
// clapack128 call the native Go implementations of the routines. Alternatively,
// it is possible to use C-based implementations of the APIs through the respective
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls
// through cblas128, so if a cgo BLAS implementation is registered, the clapack128
// calls will be partially executed in Go and partially executed in C.
//
// Type Switching
//
// The Matrix abstraction enables efficiency as well as interoperability. Go's
// type reflection capabilities are used to choose the most efficient routine
// given the specific concrete types. For example, in
// c.Mul(a, b)
// if a and b both implement RawMatrixer, that is, they can be represented as a
// cblas128.General, cblas128.Gemm (general matrix multiplication) is called, while
// instead if b is a RawSymmetricer cblas128.Symm is used (general-symmetric
// multiplication), and if b is a *Vector cblas128.Gemv is used.
//
// There are many possible type combinations and special cases. No specific guarantees
// are made about the performance of any method, and in particular, note that an
// abstract matrix type may be copied into a concrete type of the corresponding
// value. If there are specific special cases that are needed, please submit a
// pull-request or file an issue.
//
// Invariants
//
// Matrix input arguments to functions are never directly modified. If an operation
// changes Matrix data, the mutated matrix will be the receiver of a function.
//
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
// a.Pow(a, 6)
// v.SolveVec(a.T(), v)
// though in many cases this will cause an allocation (see Element Aliasing).
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
//
// Element Aliasing
//
// Most methods in cmat128 modify receiver data. It is forbidden for the modified
// data region of the receiver to overlap the used data area of the input
// arguments. The exception to this rule is when the method receiver is equal to one
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
//
// This prohibition is to help avoid subtle mistakes when the method needs to read
// from and write to the same data region. There are ways to make mistakes using the
// cmat128 API, and cmat128 functions will detect and complain about those.
// There are many ways to make mistakes by excursion from the cmat128 API via
// interaction with raw matrix values.
//
// If you need to read the rest of this section to understand the behavior of
// your program, you are being clever. Don't be clever. If you must be clever,
// cblas128 and clapack128 may be used to call the behavior directly.
//
// cmat128 will use the following rules to detect overlap between the receiver and one
// of the inputs:
// - the input implements one of the Raw methods, and
// - the Raw type matches that of the receiver or
// one is a RawMatrixer and the other is a RawVectorer, and
// - the address ranges of the backing data slices overlap, and
// - the strides differ or there is an overlap in the used data elements.
// If such an overlap is detected, the method will panic.
//
// The following cases will not panic:
// - the data slices do not overlap,
// - there is pointer identity between the receiver and input values after
// the value has been untransposed if necessary.
//
// cmat128 will not attempt to detect element overlap if the input does not implement a
// Raw method, or if the Raw method differs from that of the receiver except when a
// conversion has occurred through a cmat128 API function. Method behavior is undefined
// if there is undetected overlap.
//
package cmat128 // import "gonum.org/v1/gonum/matrix/cmat128"

View File

@@ -1,142 +0,0 @@
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
// Package conv provides matrix type interconversion utilities.
package conv // import "gonum.org/v1/gonum/matrix/conv"
import (
"gonum.org/v1/gonum/matrix"
"gonum.org/v1/gonum/matrix/cmat128"
"gonum.org/v1/gonum/matrix/mat64"
)
// Complex is a complex matrix constructed from two real matrices.
type Complex struct {
// r and i are not exposed to ensure that
// their dimensions can not be altered by
// clients behind our back.
r, i mat64.Matrix
// imagSign holds the sign of the imaginary
// part of the Complex. Valid values are 1 and -1.
imagSign float64
}
var (
_ Realer = Complex{}
_ Imager = Complex{}
)
// NewComplex returns a complex matrix constructed from r and i. At least one of
// r or i must be non-nil otherwise NewComplex will panic. If one of the inputs
// is nil, that part of the complex number will be zero when returned by At.
// If both are non-nil but differ in their sizes, NewComplex will panic.
func NewComplex(r, i mat64.Matrix) Complex {
if r == nil && i == nil {
panic("conv: no matrix")
} else if r != nil && i != nil {
rr, rc := r.Dims()
ir, ic := i.Dims()
if rr != ir || rc != ic {
panic(matrix.ErrShape)
}
}
return Complex{r: r, i: i, imagSign: 1}
}
// Dims returns the number of rows and columns in the matrix.
func (m Complex) Dims() (r, c int) {
if m.r == nil {
return m.i.Dims()
}
return m.r.Dims()
}
// At returns the element at row i, column j.
func (m Complex) At(i, j int) complex128 {
if m.i == nil {
return complex(m.r.At(i, j), 0)
}
if m.r == nil {
return complex(0, m.imagSign*m.i.At(i, j))
}
return complex(m.r.At(i, j), m.imagSign*m.i.At(i, j))
}
// H performs an implicit transpose.
func (m Complex) H() cmat128.Matrix {
if m.i == nil {
return Complex{r: m.r.T()}
}
if m.r == nil {
return Complex{i: m.i.T(), imagSign: -m.imagSign}
}
return Complex{r: m.r.T(), i: m.i.T(), imagSign: -m.imagSign}
}
// Real returns the real part of the receiver.
func (m Complex) Real() mat64.Matrix { return m.r }
// Imag returns the imaginary part of the receiver.
func (m Complex) Imag() mat64.Matrix { return m.i }
// Realer is a complex matrix that can return its real part.
type Realer interface {
Real() mat64.Matrix
}
// Imager is a complex matrix that can return its imaginary part.
type Imager interface {
Imag() mat64.Matrix
}
// Real is the real part of a complex matrix.
type Real struct {
matrix cmat128.Matrix
}
// NewReal returns a mat64.Matrix representing the real part of m. If m is a Realer,
// the real part is returned.
func NewReal(m cmat128.Matrix) mat64.Matrix {
if m, ok := m.(Realer); ok {
return m.Real()
}
return Real{m}
}
// Dims returns the number of rows and columns in the matrix.
func (m Real) Dims() (r, c int) { return m.matrix.Dims() }
// At returns the element at row i, column j.
func (m Real) At(i, j int) float64 { return real(m.matrix.At(i, j)) }
// T performs an implicit transpose.
func (m Real) T() mat64.Matrix { return Real{m.matrix.H()} }
// Imag is the imaginary part of a complex matrix.
type Imag struct {
matrix cmat128.Matrix
// conjSign holds the sign of the matrix.
// Valid values are 1 and -1.
conjSign float64
}
// NewImag returns a mat64.Matrix representing the imaginary part of m. If m is an Imager,
// the imaginary part is returned.
func NewImag(m cmat128.Matrix) mat64.Matrix {
if m, ok := m.(Imager); ok {
return m.Imag()
}
return Imag{matrix: m, conjSign: 1}
}
// Dims returns the number of rows and columns in the matrix.
func (m Imag) Dims() (r, c int) { return m.matrix.Dims() }
// At returns the element at row i, column j.
func (m Imag) At(i, j int) float64 { return m.conjSign * imag(m.matrix.At(i, j)) }
// T performs an implicit transpose.
func (m Imag) T() mat64.Matrix { return Imag{matrix: m.matrix.H(), conjSign: -m.conjSign} }

View File

@@ -1,103 +0,0 @@
// Generated by running
// go generate github.com/gonum/matrix
// DO NOT EDIT.
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
// Package matrix provides common error handling mechanisms for matrix operations
// in mat64 and cmat128.
//
// Overview
//
// This section provides a quick overview of the matrix package. The following
// sections provide more in depth commentary.
//
// matrix provides:
// - Error type definitions
// - Error recovery mechanisms
// - Common constants used by mat64 and cmat128
//
// Errors
//
// The mat64 and cmat128 matrix packages share a common set of errors
// provided by matrix via the matrix.Error type.
//
// Errors are either returned directly or used as the parameter of a panic
// depending on the class of error encountered. Returned errors indicate
// that a call was not able to complete successfully while panics generally
// indicate a programmer or unrecoverable error.
//
// Examples of each type are found in the mat64 Solve methods, which find
// x such that A*x = b.
//
// An error value is returned from the function or method when the operation
// can meaningfully fail. The Solve operation cannot complete if A is
// singular. However, determining the singularity of A is most easily
// discovered during the Solve procedure itself and is a valid result from
// the operation, so in this case an error is returned.
//
// A function will panic when the input parameters are inappropriate for
// the function. In Solve, for example, the number of rows of each input
// matrix must be equal because of the rules of matrix multiplication.
// Similarly, for solving A*x = b, a non-zero receiver must have the same
// number of rows as A has columns and must have the same number of columns
// as b. In all cases where a function will panic, conditions that would
// lead to a panic can easily be checked prior to a call.
//
// Error Recovery
//
// When a matrix.Error is the parameter of a panic, the panic can be
// recovered by a Maybe function, which will then return the error.
// Panics that are not of type matrix.Error are re-panicked by the
// Maybe functions.
//
// Invariants
//
// Matrix input arguments to functions are never directly modified. If an operation
// changes Matrix data, the mutated matrix will be the receiver of a function.
//
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
// a.Pow(a, 6)
// v.SolveVec(a.T(), v)
// though in many cases this will cause an allocation (see Element Aliasing).
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
//
// Element Aliasing
//
// Most methods in the matrix packages modify receiver data. It is forbidden for the modified
// data region of the receiver to overlap the used data area of the input
// arguments. The exception to this rule is when the method receiver is equal to one
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
//
// This prohibition is to help avoid subtle mistakes when the method needs to read
// from and write to the same data region. There are ways to make mistakes using the
// matrix API, and matrix functions will detect and complain about those.
// There are many ways to make mistakes by excursion from the matrix API via
// interaction with raw matrix values.
//
// If you need to read the rest of this section to understand the behavior of
// your program, you are being clever. Don't be clever. If you must be clever,
// blas64/cblas128 and lapack64/clapack128 may be used to call the behavior directly.
//
// The matrix packages will use the following rules to detect overlap between the receiver and one
// of the inputs:
// - the input implements one of the Raw methods, and
// - the Raw type matches that of the receiver or
// one is a RawMatrixer and the other is a RawVectorer, and
// - the address ranges of the backing data slices overlap, and
// - the strides differ or there is an overlap in the used data elements.
// If such an overlap is detected, the method will panic.
//
// The following cases will not panic:
// - the data slices do not overlap,
// - there is pointer identity between the receiver and input values after
// the value has been untransposed if necessary.
//
// The matrix packages will not attempt to detect element overlap if the input does not implement a
// Raw method, or if the Raw method differs from that of the receiver except when a
// conversion has occurred through a matrix API function. Method behavior is undefined
// if there is undetected overlap.
//
package matrix // import "gonum.org/v1/gonum/matrix"

View File

@@ -1,343 +0,0 @@
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
//+build ignore
// gendoc creates the matrix, mat64 and cmat128 package doc comments.
package main
import (
"fmt"
"log"
"os"
"path/filepath"
"strings"
"text/template"
"unicode/utf8"
)
var docs = template.Must(template.New("docs").Funcs(funcs).Parse(`{{define "common"}}// Generated by running
// go generate github.com/gonum/matrix
// DO NOT EDIT.
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
// Package {{.Name}} provides {{.Provides}}
//
// Overview
//
// This section provides a quick overview of the {{.Name}} package. The following
// sections provide more in depth commentary.
//
{{.Overview}}
//{{end}}
{{define "interfaces"}}// The Matrix Interfaces
//
// The Matrix interface is the common link between the concrete types. The Matrix
// interface is defined by three functions: Dims, which returns the dimensions
// of the Matrix, At, which returns the element in the specified location, and
// T for returning a Transpose (discussed later). All of the concrete types can
// perform these behaviors and so implement the interface. Methods and functions
// are designed to use this interface, so in particular the method
// func (m *Dense) Mul(a, b Matrix)
// constructs a *Dense from the result of a multiplication with any Matrix types,
// not just *Dense. Where more restrictive requirements must be met, there are also the
// Symmetric and Triangular interfaces. For example, in
// func (s *SymDense) AddSym(a, b Symmetric)
// the Symmetric interface guarantees a symmetric result.
//
// Transposes
//
// The T method is used for transposition. For example, c.Mul(a.T(), b) computes
// c = a^T * b. The {{if .ExamplePackage}}{{.ExamplePackage}}{{else}}{{.Name}}{{end}} types implement this method using an implicit transpose —
// see the Transpose type for more details. Note that some operations have a
// transpose as part of their definition, as in *SymDense.SymOuterK.
//{{end}}
{{define "factorization"}}// Matrix Factorization
//
// Matrix factorizations, such as the LU decomposition, typically have their own
// specific data storage, and so are each implemented as a specific type. The
// factorization can be computed through a call to Factorize
// var lu {{if .ExamplePackage}}{{.ExamplePackage}}{{else}}{{.Name}}{{end}}.LU
// lu.Factorize(a)
// The elements of the factorization can be extracted through methods on the
// appropriate type, i.e. *TriDense.LFromLU and *TriDense.UFromLU. Alternatively,
// they can be used directly, as in *Dense.SolveLU. Some factorizations can be
// updated directly, without needing to update the original matrix and refactorize,
// as in *LU.RankOne.
//{{end}}
{{define "blas"}}// BLAS and LAPACK
//
// BLAS and LAPACK are the standard APIs for linear algebra routines. Many
// operations in {{if .Description}}{{.Description}}{{else}}{{.Name}}{{end}} are implemented using calls to the wrapper functions
// in gonum/blas/{{.BLAS|alts}} and gonum/lapack/{{.LAPACK|alts}}. By default, {{.BLAS|join "/"}} and
// {{.LAPACK|join "/"}} call the native Go implementations of the routines. Alternatively,
// it is possible to use C-based implementations of the APIs through the respective
// cgo packages and "Use" functions. The Go implementation of LAPACK makes calls
// through {{.BLAS|join "/"}}, so if a cgo BLAS implementation is registered, the {{.LAPACK|join "/"}}
// calls will be partially executed in Go and partially executed in C.
//{{end}}
{{define "switching"}}// Type Switching
//
// The Matrix abstraction enables efficiency as well as interoperability. Go's
// type reflection capabilities are used to choose the most efficient routine
// given the specific concrete types. For example, in
// c.Mul(a, b)
// if a and b both implement RawMatrixer, that is, they can be represented as a
// {{.BLAS|alts}}.General, {{.BLAS|alts}}.Gemm (general matrix multiplication) is called, while
// instead if b is a RawSymmetricer {{.BLAS|alts}}.Symm is used (general-symmetric
// multiplication), and if b is a *Vector {{.BLAS|alts}}.Gemv is used.
//
// There are many possible type combinations and special cases. No specific guarantees
// are made about the performance of any method, and in particular, note that an
// abstract matrix type may be copied into a concrete type of the corresponding
// value. If there are specific special cases that are needed, please submit a
// pull-request or file an issue.
//{{end}}
{{define "invariants"}}// Invariants
//
// Matrix input arguments to functions are never directly modified. If an operation
// changes Matrix data, the mutated matrix will be the receiver of a function.
//
// For convenience, a matrix may be used as both a receiver and as an input, e.g.
// a.Pow(a, 6)
// v.SolveVec(a.T(), v)
// though in many cases this will cause an allocation (see Element Aliasing).
// An exception to this rule is Copy, which does not allow a.Copy(a.T()).
//{{end}}
{{define "aliasing"}}// Element Aliasing
//
// Most methods in {{if .Description}}{{.Description}}{{else}}{{.Name}}{{end}} modify receiver data. It is forbidden for the modified
// data region of the receiver to overlap the used data area of the input
// arguments. The exception to this rule is when the method receiver is equal to one
// of the input arguments, as in the a.Pow(a, 6) call above, or its implicit transpose.
//
// This prohibition is to help avoid subtle mistakes when the method needs to read
// from and write to the same data region. There are ways to make mistakes using the
// {{.Name}} API, and {{.Name}} functions will detect and complain about those.
// There are many ways to make mistakes by excursion from the {{.Name}} API via
// interaction with raw matrix values.
//
// If you need to read the rest of this section to understand the behavior of
// your program, you are being clever. Don't be clever. If you must be clever,
// {{.BLAS|join "/"}} and {{.LAPACK|join "/"}} may be used to call the behavior directly.
//
// {{if .Description}}{{.Description|sentence}}{{else}}{{.Name}}{{end}} will use the following rules to detect overlap between the receiver and one
// of the inputs:
// - the input implements one of the Raw methods, and
// - the Raw type matches that of the receiver or
// one is a RawMatrixer and the other is a RawVectorer, and
// - the address ranges of the backing data slices overlap, and
// - the strides differ or there is an overlap in the used data elements.
// If such an overlap is detected, the method will panic.
//
// The following cases will not panic:
// - the data slices do not overlap,
// - there is pointer identity between the receiver and input values after
// the value has been untransposed if necessary.
//
// {{if .Description}}{{.Description|sentence}}{{else}}{{.Name}}{{end}} will not attempt to detect element overlap if the input does not implement a
// Raw method, or if the Raw method differs from that of the receiver except when a
// conversion has occurred through a {{.Name}} API function. Method behavior is undefined
// if there is undetected overlap.
//{{end}}`))
type Package struct {
path string
Name string
Provides string
Description string
ExamplePackage string
Overview string
BLAS []string
LAPACK []string
template string
}
var pkgs = []Package{
{
path: ".",
Name: "matrix",
Description: "the matrix packages",
Provides: `common error handling mechanisms for matrix operations
// in mat64 and cmat128.`,
ExamplePackage: "mat64",
Overview: `// matrix provides:
// - Error type definitions
// - Error recovery mechanisms
// - Common constants used by mat64 and cmat128
//
// Errors
//
// The mat64 and cmat128 matrix packages share a common set of errors
// provided by matrix via the matrix.Error type.
//
// Errors are either returned directly or used as the parameter of a panic
// depending on the class of error encountered. Returned errors indicate
// that a call was not able to complete successfully while panics generally
// indicate a programmer or unrecoverable error.
//
// Examples of each type are found in the mat64 Solve methods, which find
// x such that A*x = b.
//
// An error value is returned from the function or method when the operation
// can meaningfully fail. The Solve operation cannot complete if A is
// singular. However, determining the singularity of A is most easily
// discovered during the Solve procedure itself and is a valid result from
// the operation, so in this case an error is returned.
//
// A function will panic when the input parameters are inappropriate for
// the function. In Solve, for example, the number of rows of each input
// matrix must be equal because of the rules of matrix multiplication.
// Similarly, for solving A*x = b, a non-zero receiver must have the same
// number of rows as A has columns and must have the same number of columns
// as b. In all cases where a function will panic, conditions that would
// lead to a panic can easily be checked prior to a call.
//
// Error Recovery
//
// When a matrix.Error is the parameter of a panic, the panic can be
// recovered by a Maybe function, which will then return the error.
// Panics that are not of type matrix.Error are re-panicked by the
// Maybe functions.`,
BLAS: []string{"blas64", "cblas128"},
LAPACK: []string{"lapack64", "clapack128"},
template: `{{template "common" .}}
{{template "invariants" .}}
{{template "aliasing" .}}
package {{.Name}} // import "gonum.org/v1/gonum/{{.Name}}"
`,
},
{
path: "mat64",
Name: "mat64",
Provides: `implementations of float64 matrix structures and
// linear algebra operations on them.`,
Overview: `// mat64 provides:
// - Interfaces for Matrix classes (Matrix, Symmetric, Triangular)
// - Concrete implementations (Dense, SymDense, TriDense)
// - Methods and functions for using matrix data (Add, Trace, SymRankOne)
// - Types for constructing and using matrix factorizations (QR, LU)
//
// A matrix may be constructed through the corresponding New function. If no
// backing array is provided the matrix will be initialized to all zeros.
// // Allocate a zeroed matrix of size 3×5
// zero := mat64.NewDense(3, 5, nil)
// If a backing data slice is provided, the matrix will have those elements.
// Matrices are all stored in row-major format.
// // Generate a 6×6 matrix of random values.
// data := make([]float64, 36)
// for i := range data {
// data[i] = rand.NormFloat64()
// }
// a := mat64.NewDense(6, 6, data)
//
// Operations involving matrix data are implemented as functions when the values
// of the matrix remain unchanged
// tr := mat64.Trace(a)
// and are implemented as methods when the operation modifies the receiver.
// zero.Copy(a)
//
// Receivers must be the correct size for the matrix operations, otherwise the
// operation will panic. As a special case for convenience, a zero-sized matrix
// will be modified to have the correct size, allocating data if necessary.
// var c mat64.Dense // construct a new zero-sized matrix
// c.Mul(a, a) // c is automatically adjusted to be 6×6`,
BLAS: []string{"blas64"},
LAPACK: []string{"lapack64"},
template: `{{template "common" .}}
{{template "interfaces" .}}
{{template "factorization" .}}
{{template "blas" .}}
{{template "switching" .}}
{{template "invariants" .}}
{{template "aliasing" .}}
package {{.Name}} // import "gonum.org/v1/gonum/matrix/{{.Name}}"
`,
},
{
path: "cmat128",
Name: "cmat128",
Provides: `implementations of complex128 matrix structures and
// linear algebra operations on them.`,
Overview: `// cmat128 provides:
// - Interfaces for a complex Matrix`,
BLAS: []string{"cblas128"},
LAPACK: []string{"clapack128"},
template: `{{template "common" . }}
{{template "blas" .}}
{{template "switching" .}}
{{template "invariants" .}}
{{template "aliasing" .}}
package {{.Name}} // import "gonum.org/v1/gonum/matrix/{{.Name}}"
`,
},
}
var funcs = template.FuncMap{
"sentence": sentence,
"alts": alts,
"join": join,
}
// sentence converts a string to sentence case where the string is the prefix of the sentence.
func sentence(s string) string {
if len(s) == 0 {
return ""
}
_, size := utf8.DecodeRune([]byte(s))
return strings.ToUpper(s[:size]) + s[size:]
}
// alts renders a []string as a glob alternatives list.
func alts(s []string) string {
switch len(s) {
case 0:
return ""
case 1:
return s[0]
default:
return fmt.Sprintf("{%s}", strings.Join(s, ","))
}
}
// join is strings.Join with the parameter order changed.
func join(sep string, s []string) string {
return strings.Join(s, sep)
}
func main() {
for _, pkg := range pkgs {
t, err := template.Must(docs.Clone()).Parse(pkg.template)
if err != nil {
log.Fatalf("failed to parse template: %v", err)
}
file := filepath.Join(pkg.path, "doc.go")
f, err := os.Create(file)
if err != nil {
log.Fatalf("failed to create %q: %v", file, err)
}
err = t.Execute(f, pkg)
if err != nil {
log.Fatalf("failed to execute template: %v", err)
}
f.Close()
}
}

View File

@@ -1,7 +0,0 @@
// Copyright ©2015 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
//go:generate go run gendoc.go
package matrix

View File

@@ -7,7 +7,7 @@ package optimize
import ( import (
"math" "math"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// BFGS implements the BroydenFletcherGoldfarbShanno optimization method. It // BFGS implements the BroydenFletcherGoldfarbShanno optimization method. It
@@ -24,13 +24,13 @@ type BFGS struct {
ls *LinesearchMethod ls *LinesearchMethod
dim int dim int
x mat64.Vector // Location of the last major iteration. x mat.Vector // Location of the last major iteration.
grad mat64.Vector // Gradient at the last major iteration. grad mat.Vector // Gradient at the last major iteration.
s mat64.Vector // Difference between locations in this and the previous iteration. s mat.Vector // Difference between locations in this and the previous iteration.
y mat64.Vector // Difference between gradients in this and the previous iteration. y mat.Vector // Difference between gradients in this and the previous iteration.
tmp mat64.Vector tmp mat.Vector
invHess *mat64.SymDense invHess *mat.SymDense
first bool // Indicator of the first iteration. first bool // Indicator of the first iteration.
} }
@@ -57,8 +57,8 @@ func (b *BFGS) InitDirection(loc *Location, dir []float64) (stepSize float64) {
b.dim = dim b.dim = dim
b.first = true b.first = true
x := mat64.NewVector(dim, loc.X) x := mat.NewVector(dim, loc.X)
grad := mat64.NewVector(dim, loc.Gradient) grad := mat.NewVector(dim, loc.Gradient)
b.x.CloneVec(x) b.x.CloneVec(x)
b.grad.CloneVec(grad) b.grad.CloneVec(grad)
@@ -67,18 +67,18 @@ func (b *BFGS) InitDirection(loc *Location, dir []float64) (stepSize float64) {
b.tmp.Reset() b.tmp.Reset()
if b.invHess == nil || cap(b.invHess.RawSymmetric().Data) < dim*dim { if b.invHess == nil || cap(b.invHess.RawSymmetric().Data) < dim*dim {
b.invHess = mat64.NewSymDense(dim, nil) b.invHess = mat.NewSymDense(dim, nil)
} else { } else {
b.invHess = mat64.NewSymDense(dim, b.invHess.RawSymmetric().Data[:dim*dim]) b.invHess = mat.NewSymDense(dim, b.invHess.RawSymmetric().Data[:dim*dim])
} }
// The values of the inverse Hessian are initialized in the first call to // The values of the inverse Hessian are initialized in the first call to
// NextDirection. // NextDirection.
// Initial direction is just negative of the gradient because the Hessian // Initial direction is just negative of the gradient because the Hessian
// is an identity matrix. // is an identity matrix.
d := mat64.NewVector(dim, dir) d := mat.NewVector(dim, dir)
d.ScaleVec(-1, grad) d.ScaleVec(-1, grad)
return 1 / mat64.Norm(d, 2) return 1 / mat.Norm(d, 2)
} }
func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) { func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
@@ -93,21 +93,21 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
panic("bfgs: unexpected size mismatch") panic("bfgs: unexpected size mismatch")
} }
x := mat64.NewVector(dim, loc.X) x := mat.NewVector(dim, loc.X)
grad := mat64.NewVector(dim, loc.Gradient) grad := mat.NewVector(dim, loc.Gradient)
// s = x_{k+1} - x_{k} // s = x_{k+1} - x_{k}
b.s.SubVec(x, &b.x) b.s.SubVec(x, &b.x)
// y = g_{k+1} - g_{k} // y = g_{k+1} - g_{k}
b.y.SubVec(grad, &b.grad) b.y.SubVec(grad, &b.grad)
sDotY := mat64.Dot(&b.s, &b.y) sDotY := mat.Dot(&b.s, &b.y)
if b.first { if b.first {
// Rescale the initial Hessian. // Rescale the initial Hessian.
// From: Nocedal, J., Wright, S.: Numerical Optimization (2nd ed). // From: Nocedal, J., Wright, S.: Numerical Optimization (2nd ed).
// Springer (2006), page 143, eq. 6.20. // Springer (2006), page 143, eq. 6.20.
yDotY := mat64.Dot(&b.y, &b.y) yDotY := mat.Dot(&b.y, &b.y)
scale := sDotY / yDotY scale := sDotY / yDotY
for i := 0; i < dim; i++ { for i := 0; i < dim; i++ {
for j := i; j < dim; j++ { for j := i; j < dim; j++ {
@@ -130,7 +130,7 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
// //
// Note that y_k^T B_k^-1 y_k is a scalar, and that the third term is a // Note that y_k^T B_k^-1 y_k is a scalar, and that the third term is a
// rank-two update where B_k^-1 y_k is one vector and s_k is the other. // rank-two update where B_k^-1 y_k is one vector and s_k is the other.
yBy := mat64.Inner(&b.y, b.invHess, &b.y) yBy := mat.Inner(&b.y, b.invHess, &b.y)
b.tmp.MulVec(b.invHess, &b.y) b.tmp.MulVec(b.invHess, &b.y)
scale := (1 + yBy/sDotY) / sDotY scale := (1 + yBy/sDotY) / sDotY
b.invHess.SymRankOne(b.invHess, scale, &b.s) b.invHess.SymRankOne(b.invHess, scale, &b.s)
@@ -142,7 +142,7 @@ func (b *BFGS) NextDirection(loc *Location, dir []float64) (stepSize float64) {
b.grad.CopyVec(grad) b.grad.CopyVec(grad)
// New direction is stored in dir. // New direction is stored in dir.
d := mat64.NewVector(dim, dir) d := mat.NewVector(dim, dir)
d.MulVec(b.invHess, grad) d.MulVec(b.invHess, grad)
d.ScaleVec(-1, d) d.ScaleVec(-1, d)

View File

@@ -6,7 +6,7 @@ package lp
import ( import (
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// TODO(btracey): Have some sort of preprocessing step for helping to fix A to make it // TODO(btracey): Have some sort of preprocessing step for helping to fix A to make it
@@ -27,7 +27,7 @@ import (
// s.t aNew * x = bNew // s.t aNew * x = bNew
// x >= 0 // x >= 0
// If there are no constraints of the given type, the inputs may be nil. // If there are no constraints of the given type, the inputs may be nil.
func Convert(c []float64, g mat64.Matrix, h []float64, a mat64.Matrix, b []float64) (cNew []float64, aNew *mat64.Dense, bNew []float64) { func Convert(c []float64, g mat.Matrix, h []float64, a mat.Matrix, b []float64) (cNew []float64, aNew *mat.Dense, bNew []float64) {
nVar := len(c) nVar := len(c)
nIneq := len(h) nIneq := len(h)
@@ -120,21 +120,21 @@ func Convert(c []float64, g mat64.Matrix, h []float64, a mat64.Matrix, b []float
copy(bNew[nIneq:], b) copy(bNew[nIneq:], b)
// Construct aNew = [G, -G, I; A, -A, 0]. // Construct aNew = [G, -G, I; A, -A, 0].
aNew = mat64.NewDense(nNewEq, nNewVar, nil) aNew = mat.NewDense(nNewEq, nNewVar, nil)
if nIneq != 0 { if nIneq != 0 {
aView := (aNew.View(0, 0, nIneq, nVar)).(*mat64.Dense) aView := (aNew.View(0, 0, nIneq, nVar)).(*mat.Dense)
aView.Copy(g) aView.Copy(g)
aView = (aNew.View(0, nVar, nIneq, nVar)).(*mat64.Dense) aView = (aNew.View(0, nVar, nIneq, nVar)).(*mat.Dense)
aView.Scale(-1, g) aView.Scale(-1, g)
aView = (aNew.View(0, 2*nVar, nIneq, nIneq)).(*mat64.Dense) aView = (aNew.View(0, 2*nVar, nIneq, nIneq)).(*mat.Dense)
for i := 0; i < nIneq; i++ { for i := 0; i < nIneq; i++ {
aView.Set(i, i, 1) aView.Set(i, i, 1)
} }
} }
if nEq != 0 { if nEq != 0 {
aView := (aNew.View(nIneq, 0, nEq, nVar)).(*mat64.Dense) aView := (aNew.View(nIneq, 0, nEq, nVar)).(*mat.Dense)
aView.Copy(a) aView.Copy(a)
aView = (aNew.View(nIneq, nVar, nEq, nVar)).(*mat64.Dense) aView = (aNew.View(nIneq, nVar, nEq, nVar)).(*mat.Dense)
aView.Scale(-1, a) aView.Scale(-1, a)
} }
return cNew, aNew, bNew return cNew, aNew, bNew

View File

@@ -11,7 +11,7 @@ import (
"math" "math"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// TODO(btracey): Could have a solver structure with an abstract factorizer. With // TODO(btracey): Could have a solver structure with an abstract factorizer. With
@@ -85,12 +85,12 @@ const (
// Strang, Gilbert. "Linear Algebra and Applications." Academic, New York (1976). // Strang, Gilbert. "Linear Algebra and Applications." Academic, New York (1976).
// For a detailed video introduction, see lectures 11-13 of UC Math 352 // For a detailed video introduction, see lectures 11-13 of UC Math 352
// https://www.youtube.com/watch?v=ESzYPFkY3og&index=11&list=PLh464gFUoJWOmBYla3zbZbc4nv2AXez6X. // https://www.youtube.com/watch?v=ESzYPFkY3og&index=11&list=PLh464gFUoJWOmBYla3zbZbc4nv2AXez6X.
func Simplex(c []float64, A mat64.Matrix, b []float64, tol float64, initialBasic []int) (optF float64, optX []float64, err error) { func Simplex(c []float64, A mat.Matrix, b []float64, tol float64, initialBasic []int) (optF float64, optX []float64, err error) {
ans, x, _, err := simplex(initialBasic, c, A, b, tol) ans, x, _, err := simplex(initialBasic, c, A, b, tol)
return ans, x, err return ans, x, err
} }
func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol float64) (float64, []float64, []int, error) { func simplex(initialBasic []int, c []float64, A mat.Matrix, b []float64, tol float64) (float64, []float64, []int, error) {
err := verifyInputs(initialBasic, c, A, b) err := verifyInputs(initialBasic, c, A, b)
if err != nil { if err != nil {
if err == ErrUnbounded { if err == ErrUnbounded {
@@ -123,7 +123,7 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
// solution. // solution.
var basicIdxs []int // The indices of the non-zero x values. var basicIdxs []int // The indices of the non-zero x values.
var ab *mat64.Dense // The subset of columns of A listed in basicIdxs. var ab *mat.Dense // The subset of columns of A listed in basicIdxs.
var xb []float64 // The non-zero elements of x. xb = ab^-1 b var xb []float64 // The non-zero elements of x. xb = ab^-1 b
if initialBasic != nil { if initialBasic != nil {
@@ -131,7 +131,7 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
if len(initialBasic) != m { if len(initialBasic) != m {
panic("lp: incorrect number of initial vectors") panic("lp: incorrect number of initial vectors")
} }
ab = mat64.NewDense(m, len(initialBasic), nil) ab = mat.NewDense(m, len(initialBasic), nil)
extractColumns(ab, A, initialBasic) extractColumns(ab, A, initialBasic)
xb = make([]float64, m) xb = make([]float64, m)
err = initializeFromBasic(xb, ab, b) err = initializeFromBasic(xb, ab, b)
@@ -175,11 +175,11 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
for i, idx := range nonBasicIdx { for i, idx := range nonBasicIdx {
cn[i] = c[idx] cn[i] = c[idx]
} }
an := mat64.NewDense(m, len(nonBasicIdx), nil) an := mat.NewDense(m, len(nonBasicIdx), nil)
extractColumns(an, A, nonBasicIdx) extractColumns(an, A, nonBasicIdx)
bVec := mat64.NewVector(len(b), b) bVec := mat.NewVector(len(b), b)
cbVec := mat64.NewVector(len(cb), cb) cbVec := mat.NewVector(len(cb), cb)
// Temporary data needed each iteration. (Described later) // Temporary data needed each iteration. (Described later)
r := make([]float64, n-m) r := make([]float64, n-m)
@@ -214,13 +214,13 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
// of the rule in step 4 to avoid cycling. // of the rule in step 4 to avoid cycling.
for { for {
// Compute reduced costs -- r = cn - an^T ab^-T cb // Compute reduced costs -- r = cn - an^T ab^-T cb
var tmp mat64.Vector var tmp mat.Vector
err = tmp.SolveVec(ab.T(), cbVec) err = tmp.SolveVec(ab.T(), cbVec)
if err != nil { if err != nil {
break break
} }
data := make([]float64, n-m) data := make([]float64, n-m)
tmp2 := mat64.NewVector(n-m, data) tmp2 := mat.NewVector(n-m, data)
tmp2.MulVec(an.T(), &tmp) tmp2.MulVec(an.T(), &tmp)
floats.SubTo(r, cn, data) floats.SubTo(r, cn, data)
@@ -261,13 +261,13 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
// Replace the constrained basicIdx with the newIdx. // Replace the constrained basicIdx with the newIdx.
basicIdxs[replace], nonBasicIdx[minIdx] = nonBasicIdx[minIdx], basicIdxs[replace] basicIdxs[replace], nonBasicIdx[minIdx] = nonBasicIdx[minIdx], basicIdxs[replace]
cb[replace], cn[minIdx] = cn[minIdx], cb[replace] cb[replace], cn[minIdx] = cn[minIdx], cb[replace]
tmpCol1 := mat64.Col(nil, replace, ab) tmpCol1 := mat.Col(nil, replace, ab)
tmpCol2 := mat64.Col(nil, minIdx, an) tmpCol2 := mat.Col(nil, minIdx, an)
ab.SetCol(replace, tmpCol2) ab.SetCol(replace, tmpCol2)
an.SetCol(minIdx, tmpCol1) an.SetCol(minIdx, tmpCol1)
// Compute the new xb. // Compute the new xb.
xbVec := mat64.NewVector(len(xb), xb) xbVec := mat.NewVector(len(xb), xb)
err = xbVec.SolveVec(ab, bVec) err = xbVec.SolveVec(ab, bVec)
if err != nil { if err != nil {
break break
@@ -285,15 +285,15 @@ func simplex(initialBasic []int, c []float64, A mat64.Matrix, b []float64, tol f
// computeMove computes how far can be moved replacing each index. The results // computeMove computes how far can be moved replacing each index. The results
// are stored into move. // are stored into move.
func computeMove(move []float64, minIdx int, A mat64.Matrix, ab *mat64.Dense, xb []float64, nonBasicIdx []int) error { func computeMove(move []float64, minIdx int, A mat.Matrix, ab *mat.Dense, xb []float64, nonBasicIdx []int) error {
// Find ae. // Find ae.
col := mat64.Col(nil, nonBasicIdx[minIdx], A) col := mat.Col(nil, nonBasicIdx[minIdx], A)
aCol := mat64.NewVector(len(col), col) aCol := mat.NewVector(len(col), col)
// d = - Ab^-1 Ae // d = - Ab^-1 Ae
nb, _ := ab.Dims() nb, _ := ab.Dims()
d := make([]float64, nb) d := make([]float64, nb)
dVec := mat64.NewVector(nb, d) dVec := mat.NewVector(nb, d)
err := dVec.SolveVec(ab, aCol) err := dVec.SolveVec(ab, aCol)
if err != nil { if err != nil {
return ErrLinSolve return ErrLinSolve
@@ -326,7 +326,7 @@ func computeMove(move []float64, minIdx int, A mat64.Matrix, ab *mat64.Dense, xb
// replaceBland uses the Bland rule to find the indices to swap if the minimum // replaceBland uses the Bland rule to find the indices to swap if the minimum
// move is 0. The indices to be swapped are replace and minIdx (following the // move is 0. The indices to be swapped are replace and minIdx (following the
// nomenclature in the main routine). // nomenclature in the main routine).
func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonBasicIdx []int, r, move []float64) (replace, minIdx int, err error) { func replaceBland(A mat.Matrix, ab *mat.Dense, xb []float64, basicIdxs, nonBasicIdx []int, r, move []float64) (replace, minIdx int, err error) {
m, _ := A.Dims() m, _ := A.Dims()
// Use the traditional bland rule, except don't replace a constraint which // Use the traditional bland rule, except don't replace a constraint which
// causes the new ab to be singular. // causes the new ab to be singular.
@@ -353,10 +353,10 @@ func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonB
} }
copy(biCopy, basicIdxs) copy(biCopy, basicIdxs)
biCopy[replace] = nonBasicIdx[minIdx] biCopy[replace] = nonBasicIdx[minIdx]
abTmp := mat64.NewDense(m, len(biCopy), nil) abTmp := mat.NewDense(m, len(biCopy), nil)
extractColumns(abTmp, A, biCopy) extractColumns(abTmp, A, biCopy)
// If the condition number is reasonable, use this index. // If the condition number is reasonable, use this index.
if mat64.Cond(abTmp, 1) < 1e16 { if mat.Cond(abTmp, 1) < 1e16 {
return replace, minIdx, nil return replace, minIdx, nil
} }
} }
@@ -364,7 +364,7 @@ func replaceBland(A mat64.Matrix, ab *mat64.Dense, xb []float64, basicIdxs, nonB
return -1, -1, ErrBland return -1, -1, ErrBland
} }
func verifyInputs(initialBasic []int, c []float64, A mat64.Matrix, b []float64) error { func verifyInputs(initialBasic []int, c []float64, A mat.Matrix, b []float64) error {
m, n := A.Dims() m, n := A.Dims()
if len(c) != n { if len(c) != n {
panic("lp: c vector incorrect length") panic("lp: c vector incorrect length")
@@ -426,14 +426,14 @@ func verifyInputs(initialBasic []int, c []float64, A mat64.Matrix, b []float64)
// //
// If the columns of A are not linearly independent or if the initial set is not // If the columns of A are not linearly independent or if the initial set is not
// feasible, an error is returned. // feasible, an error is returned.
func initializeFromBasic(xb []float64, ab *mat64.Dense, b []float64) error { func initializeFromBasic(xb []float64, ab *mat.Dense, b []float64) error {
m, _ := ab.Dims() m, _ := ab.Dims()
if len(xb) != m { if len(xb) != m {
panic("simplex: bad xb length") panic("simplex: bad xb length")
} }
xbMat := mat64.NewVector(m, xb) xbMat := mat.NewVector(m, xb)
err := xbMat.SolveVec(ab, mat64.NewVector(m, b)) err := xbMat.SolveVec(ab, mat.NewVector(m, b))
if err != nil { if err != nil {
return errors.New("lp: subcolumns of A for supplied initial basic singular") return errors.New("lp: subcolumns of A for supplied initial basic singular")
} }
@@ -453,7 +453,7 @@ func initializeFromBasic(xb []float64, ab *mat64.Dense, b []float64) error {
} }
// extractColumns copies the columns specified by cols into the columns of dst. // extractColumns copies the columns specified by cols into the columns of dst.
func extractColumns(dst *mat64.Dense, A mat64.Matrix, cols []int) { func extractColumns(dst *mat.Dense, A mat.Matrix, cols []int) {
r, c := dst.Dims() r, c := dst.Dims()
ra, _ := A.Dims() ra, _ := A.Dims()
if ra != r { if ra != r {
@@ -464,14 +464,14 @@ func extractColumns(dst *mat64.Dense, A mat64.Matrix, cols []int) {
} }
col := make([]float64, r) col := make([]float64, r)
for j, idx := range cols { for j, idx := range cols {
mat64.Col(col, idx, A) mat.Col(col, idx, A)
dst.SetCol(j, col) dst.SetCol(j, col)
} }
} }
// findInitialBasic finds an initial basic solution, and returns the basic // findInitialBasic finds an initial basic solution, and returns the basic
// indices, ab, and xb. // indices, ab, and xb.
func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float64, error) { func findInitialBasic(A mat.Matrix, b []float64) ([]int, *mat.Dense, []float64, error) {
m, n := A.Dims() m, n := A.Dims()
basicIdxs := findLinearlyIndependent(A) basicIdxs := findLinearlyIndependent(A)
if len(basicIdxs) != m { if len(basicIdxs) != m {
@@ -480,7 +480,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
// It may be that this linearly independent basis is also a feasible set. If // It may be that this linearly independent basis is also a feasible set. If
// so, the Phase I problem can be avoided. // so, the Phase I problem can be avoided.
ab := mat64.NewDense(m, len(basicIdxs), nil) ab := mat.NewDense(m, len(basicIdxs), nil)
extractColumns(ab, A, basicIdxs) extractColumns(ab, A, basicIdxs)
xb := make([]float64, m) xb := make([]float64, m)
err := initializeFromBasic(xb, ab, b) err := initializeFromBasic(xb, ab, b)
@@ -519,7 +519,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
if i == minIdx { if i == minIdx {
continue continue
} }
mat64.Col(col, v, A) mat.Col(col, v, A)
floats.Sub(aX1, col) floats.Sub(aX1, col)
} }
@@ -527,7 +527,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
// aNew = [A, a_{n+1}] // aNew = [A, a_{n+1}]
// bNew = b // bNew = b
// cNew = 1 for x_{n+1} // cNew = 1 for x_{n+1}
aNew := mat64.NewDense(m, n+1, nil) aNew := mat.NewDense(m, n+1, nil)
aNew.Copy(A) aNew.Copy(A)
aNew.SetCol(n, aX1) aNew.SetCol(n, aX1)
basicIdxs[minIdx] = n // swap minIdx with n in the basic set. basicIdxs[minIdx] = n // swap minIdx with n in the basic set.
@@ -574,7 +574,7 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
} }
newBasic[addedIdx] = i newBasic[addedIdx] = i
if set { if set {
mat64.Col(col, i, A) mat.Col(col, i, A)
ab.SetCol(addedIdx, col) ab.SetCol(addedIdx, col)
} else { } else {
extractColumns(ab, A, newBasic) extractColumns(ab, A, newBasic)
@@ -590,10 +590,10 @@ func findInitialBasic(A mat64.Matrix, b []float64) ([]int, *mat64.Dense, []float
// findLinearlyIndependnt finds a set of linearly independent columns of A, and // findLinearlyIndependnt finds a set of linearly independent columns of A, and
// returns the column indexes of the linearly independent columns. // returns the column indexes of the linearly independent columns.
func findLinearlyIndependent(A mat64.Matrix) []int { func findLinearlyIndependent(A mat.Matrix) []int {
m, n := A.Dims() m, n := A.Dims()
idxs := make([]int, 0, m) idxs := make([]int, 0, m)
columns := mat64.NewDense(m, m, nil) columns := mat.NewDense(m, m, nil)
newCol := make([]float64, m) newCol := make([]float64, m)
// Walk in reverse order because slack variables are typically the last columns // Walk in reverse order because slack variables are typically the last columns
// of A. // of A.
@@ -601,7 +601,7 @@ func findLinearlyIndependent(A mat64.Matrix) []int {
if len(idxs) == m { if len(idxs) == m {
break break
} }
mat64.Col(newCol, i, A) mat.Col(newCol, i, A)
columns.SetCol(len(idxs), newCol) columns.SetCol(len(idxs), newCol)
if len(idxs) == 0 { if len(idxs) == 0 {
// A column is linearly independent from the null set. // A column is linearly independent from the null set.
@@ -609,7 +609,7 @@ func findLinearlyIndependent(A mat64.Matrix) []int {
idxs = append(idxs, i) idxs = append(idxs, i)
continue continue
} }
if mat64.Cond(columns.View(0, 0, m, len(idxs)+1), 1) > 1e12 { if mat.Cond(columns.View(0, 0, m, len(idxs)+1), 1) > 1e12 {
// Not linearly independent. // Not linearly independent.
continue continue
} }

File diff suppressed because one or more lines are too long

View File

@@ -8,13 +8,13 @@ import (
"fmt" "fmt"
"log" "log"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/optimize/convex/lp" "gonum.org/v1/gonum/optimize/convex/lp"
) )
func ExampleSimplex() { func ExampleSimplex() {
c := []float64{-1, -2, 0, 0} c := []float64{-1, -2, 0, 0}
A := mat64.NewDense(2, 4, []float64{-1, 2, 1, 0, 3, 1, 0, 1}) A := mat.NewDense(2, 4, []float64{-1, 2, 1, 0, 3, 1, 0, 1})
b := []float64{4, 9} b := []float64{4, 9}
opt, x, err := lp.Simplex(c, A, b, 0, nil) opt, x, err := lp.Simplex(c, A, b, 0, nil)

View File

@@ -8,7 +8,7 @@ import (
"math" "math"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// Beale implements the Beale's function. // Beale implements the Beale's function.
@@ -56,7 +56,7 @@ func (Beale) Grad(grad, x []float64) {
grad[1] = 2 * x[0] * (f1 + 2*f2*x[1] + 3*f3*x[1]*x[1]) grad[1] = 2 * x[0] * (f1 + 2*f2*x[1] + 3*f3*x[1]*x[1])
} }
func (Beale) Hess(hess mat64.MutableSymmetric, x []float64) { func (Beale) Hess(hess mat.MutableSymmetric, x []float64) {
if len(x) != 2 { if len(x) != 2 {
panic("dimension of the problem must be 2") panic("dimension of the problem must be 2")
} }
@@ -558,7 +558,7 @@ func (BrownBadlyScaled) Grad(grad, x []float64) {
grad[1] = 2*f2 + 2*f3*x[0] grad[1] = 2*f2 + 2*f3*x[0]
} }
func (BrownBadlyScaled) Hess(hess mat64.MutableSymmetric, x []float64) { func (BrownBadlyScaled) Hess(hess mat.MutableSymmetric, x []float64) {
if len(x) != 2 { if len(x) != 2 {
panic("dimension of the problem must be 2") panic("dimension of the problem must be 2")
} }
@@ -635,7 +635,7 @@ func (BrownAndDennis) Grad(grad, x []float64) {
} }
} }
func (BrownAndDennis) Hess(hess mat64.MutableSymmetric, x []float64) { func (BrownAndDennis) Hess(hess mat.MutableSymmetric, x []float64) {
if len(x) != 4 { if len(x) != 4 {
panic("dimension of the problem must be 4") panic("dimension of the problem must be 4")
} }
@@ -1268,7 +1268,7 @@ func (PowellBadlyScaled) Grad(grad, x []float64) {
grad[1] = 2 * (1e4*f1*x[0] - f2*math.Exp(-x[1])) grad[1] = 2 * (1e4*f1*x[0] - f2*math.Exp(-x[1]))
} }
func (PowellBadlyScaled) Hess(hess mat64.MutableSymmetric, x []float64) { func (PowellBadlyScaled) Hess(hess mat.MutableSymmetric, x []float64) {
if len(x) != 2 { if len(x) != 2 {
panic("dimension of the problem must be 2") panic("dimension of the problem must be 2")
} }
@@ -1518,7 +1518,7 @@ func (Watson) Grad(grad, x []float64) {
grad[1] += 2 * t grad[1] += 2 * t
} }
func (Watson) Hess(hess mat64.MutableSymmetric, x []float64) { func (Watson) Hess(hess mat.MutableSymmetric, x []float64) {
dim := len(x) dim := len(x)
if dim != hess.Symmetric() { if dim != hess.Symmetric() {
panic("incorrect size of the Hessian") panic("incorrect size of the Hessian")
@@ -1638,7 +1638,7 @@ func (Wood) Grad(grad, x []float64) {
grad[3] = 2 * (90*f3 + 10*f5 - 0.1*f6) grad[3] = 2 * (90*f3 + 10*f5 - 0.1*f6)
} }
func (Wood) Hess(hess mat64.MutableSymmetric, x []float64) { func (Wood) Hess(hess mat.MutableSymmetric, x []float64) {
if len(x) != 4 { if len(x) != 4 {
panic("dimension of the problem must be 4") panic("dimension of the problem must be 4")
} }

View File

@@ -7,7 +7,7 @@ package optimize
import ( import (
"testing" "testing"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/optimize/functions" "gonum.org/v1/gonum/optimize/functions"
"gonum.org/v1/gonum/stat/distmv" "gonum.org/v1/gonum/stat/distmv"
) )
@@ -18,7 +18,7 @@ func TestGuessAndCheck(t *testing.T) {
Func: functions.ExtendedRosenbrock{}.Func, Func: functions.ExtendedRosenbrock{}.Func,
} }
mu := make([]float64, dim) mu := make([]float64, dim)
sigma := mat64.NewSymDense(dim, nil) sigma := mat.NewSymDense(dim, nil)
for i := 0; i < dim; i++ { for i := 0; i < dim; i++ {
sigma.SetSym(i, i, 1) sigma.SetSym(i, i, 1)
} }

View File

@@ -10,7 +10,7 @@ import (
"time" "time"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
// newLocation allocates a new locatian structure of the appropriate size. It // newLocation allocates a new locatian structure of the appropriate size. It
@@ -26,7 +26,7 @@ func newLocation(dim int, method Needser) *Location {
loc.Gradient = make([]float64, dim) loc.Gradient = make([]float64, dim)
} }
if method.Needs().Hessian { if method.Needs().Hessian {
loc.Hessian = mat64.NewSymDense(dim, nil) loc.Hessian = mat.NewSymDense(dim, nil)
} }
return loc return loc
} }
@@ -42,7 +42,7 @@ func copyLocation(dst, src *Location) {
if src.Hessian != nil { if src.Hessian != nil {
if dst.Hessian == nil || dst.Hessian.Symmetric() != len(src.X) { if dst.Hessian == nil || dst.Hessian.Symmetric() != len(src.X) {
dst.Hessian = mat64.NewSymDense(len(src.X), nil) dst.Hessian = mat.NewSymDense(len(src.X), nil)
} }
dst.Hessian.CopySym(src.Hessian) dst.Hessian.CopySym(src.Hessian)
} }

View File

@@ -7,7 +7,7 @@ package optimize
import ( import (
"math" "math"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
const maxNewtonModifications = 20 const maxNewtonModifications = 20
@@ -48,8 +48,8 @@ type Newton struct {
ls *LinesearchMethod ls *LinesearchMethod
hess *mat64.SymDense // Storage for a copy of the Hessian matrix. hess *mat.SymDense // Storage for a copy of the Hessian matrix.
chol mat64.Cholesky // Storage for the Cholesky factorization. chol mat.Cholesky // Storage for the Cholesky factorization.
tau float64 tau float64
} }
@@ -88,8 +88,8 @@ func (n *Newton) NextDirection(loc *Location, dir []float64) (stepSize float64)
// the Identity) from Nocedal, Wright (2006), 2nd edition. // the Identity) from Nocedal, Wright (2006), 2nd edition.
dim := len(loc.X) dim := len(loc.X)
d := mat64.NewVector(dim, dir) d := mat.NewVector(dim, dir)
grad := mat64.NewVector(dim, loc.Gradient) grad := mat.NewVector(dim, loc.Gradient)
n.hess.CopySym(loc.Hessian) n.hess.CopySym(loc.Hessian)
// Find the smallest diagonal entry of the Hessian. // Find the smallest diagonal entry of the Hessian.

View File

@@ -10,7 +10,7 @@ import (
"math" "math"
"time" "time"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
const defaultGradientAbsTol = 1e-6 const defaultGradientAbsTol = 1e-6
@@ -83,7 +83,7 @@ type Location struct {
X []float64 X []float64
F float64 F float64
Gradient []float64 Gradient []float64
Hessian *mat64.SymDense Hessian *mat.SymDense
} }
// Result represents the answer of an optimization run. It contains the optimum // Result represents the answer of an optimization run. It contains the optimum
@@ -131,7 +131,7 @@ type Problem struct {
// Hess evaluates the Hessian at x and stores the result in-place in hess. // Hess evaluates the Hessian at x and stores the result in-place in hess.
// Hess must not modify x. // Hess must not modify x.
Hess func(hess mat64.MutableSymmetric, x []float64) Hess func(hess mat.MutableSymmetric, x []float64)
// Status reports the status of the objective function being optimized and any // Status reports the status of the objective function being optimized and any
// error. This can be used to terminate early, for example when the function is // error. This can be used to terminate early, for example when the function is
@@ -164,7 +164,7 @@ type Settings struct {
UseInitialData bool // Use supplied information about the conditions at the initial x. UseInitialData bool // Use supplied information about the conditions at the initial x.
InitialValue float64 // Function value at the initial x. InitialValue float64 // Function value at the initial x.
InitialGradient []float64 // Gradient at the initial x. InitialGradient []float64 // Gradient at the initial x.
InitialHessian *mat64.SymDense // Hessian at the initial x. InitialHessian *mat.SymDense // Hessian at the initial x.
// FunctionThreshold is the threshold for acceptably small values of the // FunctionThreshold is the threshold for acceptably small values of the
// objective function. FunctionThreshold status is returned if // objective function. FunctionThreshold status is returned if
@@ -254,9 +254,9 @@ func resize(x []float64, dim int) []float64 {
return x[:dim] return x[:dim]
} }
func resizeSymDense(m *mat64.SymDense, dim int) *mat64.SymDense { func resizeSymDense(m *mat.SymDense, dim int) *mat.SymDense {
if m == nil || cap(m.RawSymmetric().Data) < dim*dim { if m == nil || cap(m.RawSymmetric().Data) < dim*dim {
return mat64.NewSymDense(dim, nil) return mat.NewSymDense(dim, nil)
} }
return mat64.NewSymDense(dim, m.RawSymmetric().Data[:dim*dim]) return mat.NewSymDense(dim, m.RawSymmetric().Data[:dim*dim])
} }

View File

@@ -10,7 +10,7 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/optimize/functions" "gonum.org/v1/gonum/optimize/functions"
) )
@@ -1237,7 +1237,7 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
test.p.Grad(settings.InitialGradient, test.x) test.p.Grad(settings.InitialGradient, test.x)
} }
if method.Needs().Hessian { if method.Needs().Hessian {
settings.InitialHessian = mat64.NewSymDense(len(test.x), nil) settings.InitialHessian = mat.NewSymDense(len(test.x), nil)
test.p.Hess(settings.InitialHessian, test.x) test.p.Hess(settings.InitialHessian, test.x)
} }

View File

@@ -4,7 +4,7 @@
package stat_test package stat_test
import "gonum.org/v1/gonum/matrix/mat64" import "gonum.org/v1/gonum/mat"
// Boston Housing Data of Harrison and Rubinfeld (1978) // Boston Housing Data of Harrison and Rubinfeld (1978)
// http://dx.doi.org/10.1016/0095-0696(78)90006-2 // http://dx.doi.org/10.1016/0095-0696(78)90006-2
@@ -21,7 +21,7 @@ import "gonum.org/v1/gonum/matrix/mat64"
// proportion of owner-occupied units built prior to 1940, // proportion of owner-occupied units built prior to 1940,
// full-value property-tax rate per $10000, // full-value property-tax rate per $10000,
// median value of owner-occupied homes in $1000s. // median value of owner-occupied homes in $1000s.
var bostonData = mat64.NewDense(506, 11, []float64{ var bostonData = mat.NewDense(506, 11, []float64{
0.00632, 2.31000, 0.53800, 4.09000, 1.00000, 15.30000, 396.90000, 6.57500, 65.20000, 296.00000, 24.00000, 0.00632, 2.31000, 0.53800, 4.09000, 1.00000, 15.30000, 396.90000, 6.57500, 65.20000, 296.00000, 24.00000,
0.02731, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 396.90000, 6.42100, 78.90000, 242.00000, 21.60000, 0.02731, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 396.90000, 6.42100, 78.90000, 242.00000, 21.60000,
0.02729, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 392.83000, 7.18500, 61.10000, 242.00000, 34.70000, 0.02729, 7.07000, 0.46900, 4.96710, 2.00000, 17.80000, 392.83000, 7.18500, 61.10000, 242.00000, 34.70000,

View File

@@ -4,13 +4,13 @@
package stat_test package stat_test
import "gonum.org/v1/gonum/matrix/mat64" import "gonum.org/v1/gonum/mat"
// ASA Car Exposition Data of Ramos and Donoho (1983) // ASA Car Exposition Data of Ramos and Donoho (1983)
// http://lib.stat.cmu.edu/datasets/cars.desc // http://lib.stat.cmu.edu/datasets/cars.desc
// http://lib.stat.cmu.edu/datasets/cars.data // http://lib.stat.cmu.edu/datasets/cars.data
// Columns are: displacement, horsepower, weight, acceleration, MPG. // Columns are: displacement, horsepower, weight, acceleration, MPG.
var carData = mat64.NewDense(392, 5, []float64{ var carData = mat.NewDense(392, 5, []float64{
307.0, 130.0, 3504.0, 12.0, 18.0, 307.0, 130.0, 3504.0, 12.0, 18.0,
350.0, 165.0, 3693.0, 11.5, 15.0, 350.0, 165.0, 3693.0, 11.5, 15.0,
318.0, 150.0, 3436.0, 11.0, 18.0, 318.0, 150.0, 3436.0, 11.0, 18.0,

View File

@@ -9,13 +9,13 @@ import (
"log" "log"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
// symView is a helper for getting a View of a SymDense. // symView is a helper for getting a View of a SymDense.
type symView struct { type symView struct {
sym *mat64.SymDense sym *mat.SymDense
i, j, r, c int i, j, r, c int
} }
@@ -32,7 +32,7 @@ func (s symView) At(i, j int) float64 {
return s.sym.At(s.i+i, s.j+j) return s.sym.At(s.i+i, s.j+j)
} }
func (s symView) T() mat64.Matrix { return mat64.Transpose{s} } func (s symView) T() mat.Matrix { return mat.Transpose{s} }
func ExampleCC() { func ExampleCC() {
// This example is directly analogous to Example 3.5 on page 87 of // This example is directly analogous to Example 3.5 on page 87 of
@@ -65,7 +65,7 @@ func ExampleCC() {
ydata := bostonData.Slice(0, n, xd, xd+yd) ydata := bostonData.Slice(0, n, xd, xd+yd)
// For comparison, calculate the correlation matrix for the original data. // For comparison, calculate the correlation matrix for the original data.
var cor mat64.SymDense var cor mat.SymDense
stat.CorrelationMatrix(&cor, bostonData, nil) stat.CorrelationMatrix(&cor, bostonData, nil)
// Extract just those correlations that are between xdata and ydata. // Extract just those correlations that are between xdata and ydata.
@@ -75,7 +75,7 @@ func ExampleCC() {
// between the 5th variable of xdata (index of accessibility to radial // between the 5th variable of xdata (index of accessibility to radial
// highways) and the 3rd variable of ydata (full-value property-tax rate per // highways) and the 3rd variable of ydata (full-value property-tax rate per
// $10000). // $10000).
fmt.Printf("corRaw = %.4f", mat64.Formatted(corRaw, mat64.Prefix(" "))) fmt.Printf("corRaw = %.4f", mat.Formatted(corRaw, mat.Prefix(" ")))
// Calculate the canonical correlations. // Calculate the canonical correlations.
var cc stat.CC var cc stat.CC
@@ -93,16 +93,16 @@ func ExampleCC() {
// Canonical Correlation Matrix, or the correlations between the sphered // Canonical Correlation Matrix, or the correlations between the sphered
// data. // data.
var corSph mat64.Dense var corSph mat.Dense
corSph.Clone(pVecs) corSph.Clone(pVecs)
col := make([]float64, xd) col := make([]float64, xd)
for j := 0; j < yd; j++ { for j := 0; j < yd; j++ {
mat64.Col(col, j, &corSph) mat.Col(col, j, &corSph)
floats.Scale(ccors[j], col) floats.Scale(ccors[j], col)
corSph.SetCol(j, col) corSph.SetCol(j, col)
} }
corSph.Product(&corSph, qVecs.T()) corSph.Product(&corSph, qVecs.T())
fmt.Printf("\n\ncorSph = %.4f", mat64.Formatted(&corSph, mat64.Prefix(" "))) fmt.Printf("\n\ncorSph = %.4f", mat.Formatted(&corSph, mat.Prefix(" ")))
// Canonical Correlations. Note that the first canonical correlation is // Canonical Correlations. Note that the first canonical correlation is
// 0.95, stronger than the greatest correlation in the original data, and // 0.95, stronger than the greatest correlation in the original data, and
@@ -110,13 +110,13 @@ func ExampleCC() {
fmt.Printf("\n\nccors = %.4f", ccors) fmt.Printf("\n\nccors = %.4f", ccors)
// Left and right eigenvectors of the canonical correlation matrix. // Left and right eigenvectors of the canonical correlation matrix.
fmt.Printf("\n\npVecs = %.4f", mat64.Formatted(pVecs, mat64.Prefix(" "))) fmt.Printf("\n\npVecs = %.4f", mat.Formatted(pVecs, mat.Prefix(" ")))
fmt.Printf("\n\nqVecs = %.4f", mat64.Formatted(qVecs, mat64.Prefix(" "))) fmt.Printf("\n\nqVecs = %.4f", mat.Formatted(qVecs, mat.Prefix(" ")))
// Canonical Correlation Transforms. These can be useful as they represent // Canonical Correlation Transforms. These can be useful as they represent
// the canonical variables as linear combinations of the original variables. // the canonical variables as linear combinations of the original variables.
fmt.Printf("\n\nphiVs = %.4f", mat64.Formatted(phiVs, mat64.Prefix(" "))) fmt.Printf("\n\nphiVs = %.4f", mat.Formatted(phiVs, mat.Prefix(" ")))
fmt.Printf("\n\npsiVs = %.4f", mat64.Formatted(psiVs, mat64.Prefix(" "))) fmt.Printf("\n\npsiVs = %.4f", mat.Formatted(psiVs, mat.Prefix(" ")))
// Output: // Output:
// corRaw = ⎡-0.2192 0.3527 0.5828 -0.3883⎤ // corRaw = ⎡-0.2192 0.3527 0.5828 -0.3883⎤

View File

@@ -8,26 +8,26 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
func TestCanonicalCorrelations(t *testing.T) { func TestCanonicalCorrelations(t *testing.T) {
tests: tests:
for i, test := range []struct { for i, test := range []struct {
xdata mat64.Matrix xdata mat.Matrix
ydata mat64.Matrix ydata mat.Matrix
weights []float64 weights []float64
wantCorrs []float64 wantCorrs []float64
wantpVecs *mat64.Dense wantpVecs *mat.Dense
wantqVecs *mat64.Dense wantqVecs *mat.Dense
wantphiVs *mat64.Dense wantphiVs *mat.Dense
wantpsiVs *mat64.Dense wantpsiVs *mat.Dense
epsilon float64 epsilon float64
}{ }{
// Test results verified using R. // Test results verified using R.
{ // Truncated iris data, Sepal vs Petal measurements. { // Truncated iris data, Sepal vs Petal measurements.
xdata: mat64.NewDense(10, 2, []float64{ xdata: mat.NewDense(10, 2, []float64{
5.1, 3.5, 5.1, 3.5,
4.9, 3.0, 4.9, 3.0,
4.7, 3.2, 4.7, 3.2,
@@ -39,7 +39,7 @@ tests:
4.4, 2.9, 4.4, 2.9,
4.9, 3.1, 4.9, 3.1,
}), }),
ydata: mat64.NewDense(10, 2, []float64{ ydata: mat.NewDense(10, 2, []float64{
1.4, 0.2, 1.4, 0.2,
1.4, 0.2, 1.4, 0.2,
1.3, 0.2, 1.3, 0.2,
@@ -52,19 +52,19 @@ tests:
1.5, 0.1, 1.5, 0.1,
}), }),
wantCorrs: []float64{0.7250624174504773, 0.5547679185730191}, wantCorrs: []float64{0.7250624174504773, 0.5547679185730191},
wantpVecs: mat64.NewDense(2, 2, []float64{ wantpVecs: mat.NewDense(2, 2, []float64{
0.0765914610875867, 0.9970625597666721, 0.0765914610875867, 0.9970625597666721,
0.9970625597666721, -0.0765914610875868, 0.9970625597666721, -0.0765914610875868,
}), }),
wantqVecs: mat64.NewDense(2, 2, []float64{ wantqVecs: mat.NewDense(2, 2, []float64{
0.3075184850910837, 0.9515421069649439, 0.3075184850910837, 0.9515421069649439,
0.9515421069649439, -0.3075184850910837, 0.9515421069649439, -0.3075184850910837,
}), }),
wantphiVs: mat64.NewDense(2, 2, []float64{ wantphiVs: mat.NewDense(2, 2, []float64{
-1.9794877596804641, 5.2016325219025124, -1.9794877596804641, 5.2016325219025124,
4.5211829944066553, -2.7263663170835697, 4.5211829944066553, -2.7263663170835697,
}), }),
wantpsiVs: mat64.NewDense(2, 2, []float64{ wantpsiVs: mat.NewDense(2, 2, []float64{
-0.0613084818030103, 10.8514169865438941, -0.0613084818030103, 10.8514169865438941,
12.7209032660734298, -7.6793888180353775, 12.7209032660734298, -7.6793888180353775,
}), }),
@@ -79,21 +79,21 @@ tests:
// Acceleration, MPG // Acceleration, MPG
ydata: carData.Slice(0, 392, 3, 5), ydata: carData.Slice(0, 392, 3, 5),
wantCorrs: []float64{0.8782187384352336, 0.6328187219216761}, wantCorrs: []float64{0.8782187384352336, 0.6328187219216761},
wantpVecs: mat64.NewDense(3, 2, []float64{ wantpVecs: mat.NewDense(3, 2, []float64{
0.3218296374829181, 0.3947540257657075, 0.3218296374829181, 0.3947540257657075,
0.4162807660635797, 0.7573719053303306, 0.4162807660635797, 0.7573719053303306,
0.8503740401982725, -0.5201509936144236, 0.8503740401982725, -0.5201509936144236,
}), }),
wantqVecs: mat64.NewDense(2, 2, []float64{ wantqVecs: mat.NewDense(2, 2, []float64{
-0.5161984172278830, -0.8564690269072364, -0.5161984172278830, -0.8564690269072364,
-0.8564690269072364, 0.5161984172278830, -0.8564690269072364, 0.5161984172278830,
}), }),
wantphiVs: mat64.NewDense(3, 2, []float64{ wantphiVs: mat.NewDense(3, 2, []float64{
0.0025033152994308, 0.0047795464118615, 0.0025033152994308, 0.0047795464118615,
0.0201923608080173, 0.0409150208725958, 0.0201923608080173, 0.0409150208725958,
-0.0000247374128745, -0.0026766435161875, -0.0000247374128745, -0.0026766435161875,
}), }),
wantpsiVs: mat64.NewDense(2, 2, []float64{ wantpsiVs: mat.NewDense(2, 2, []float64{
-0.1666196759760772, -0.3637393866139658, -0.1666196759760772, -0.3637393866139658,
-0.0915512109649727, 0.1077863777929168, -0.0915512109649727, 0.1077863777929168,
}), }),
@@ -116,7 +116,7 @@ tests:
// Median value of owner-occupied homes in $1000s // Median value of owner-occupied homes in $1000s
ydata: bostonData.Slice(0, 506, 7, 11), ydata: bostonData.Slice(0, 506, 7, 11),
wantCorrs: []float64{0.9451239443886021, 0.6786622733370654, 0.5714338361583764, 0.2009739704710440}, wantCorrs: []float64{0.9451239443886021, 0.6786622733370654, 0.5714338361583764, 0.2009739704710440},
wantpVecs: mat64.NewDense(7, 4, []float64{ wantpVecs: mat.NewDense(7, 4, []float64{
-0.2574391924541903, 0.0158477516621194, 0.2122169934631024, -0.0945733803894706, -0.2574391924541903, 0.0158477516621194, 0.2122169934631024, -0.0945733803894706,
-0.4836594430018478, 0.3837101908138468, 0.1474448317415911, 0.6597324886718275, -0.4836594430018478, 0.3837101908138468, 0.1474448317415911, 0.6597324886718275,
-0.0800776365873296, 0.3493556742809252, 0.3287336458109373, -0.2862040444334655, -0.0800776365873296, 0.3493556742809252, 0.3287336458109373, -0.2862040444334655,
@@ -125,13 +125,13 @@ tests:
-0.0990903250057199, 0.0503411215453873, 0.6384330631742202, 0.1022367136218303, -0.0990903250057199, 0.0503411215453873, 0.6384330631742202, 0.1022367136218303,
0.4260459963765036, 0.0323334351308141, -0.2289527516030810, 0.6419232947608805, 0.4260459963765036, 0.0323334351308141, -0.2289527516030810, 0.6419232947608805,
}), }),
wantqVecs: mat64.NewDense(4, 4, []float64{ wantqVecs: mat.NewDense(4, 4, []float64{
0.0181660502363264, -0.1583489460479038, -0.0066723577642883, -0.9871935400650649, 0.0181660502363264, -0.1583489460479038, -0.0066723577642883, -0.9871935400650649,
-0.2347699045986119, 0.9483314614936594, -0.1462420505631345, -0.1554470767919033, -0.2347699045986119, 0.9483314614936594, -0.1462420505631345, -0.1554470767919033,
-0.9700704038477141, -0.2406071741000039, -0.0251838984227037, 0.0209134074358349, -0.9700704038477141, -0.2406071741000039, -0.0251838984227037, 0.0209134074358349,
0.0593000682318482, -0.1330460003097728, -0.9889057151969489, 0.0291161494720761, 0.0593000682318482, -0.1330460003097728, -0.9889057151969489, 0.0291161494720761,
}), }),
wantphiVs: mat64.NewDense(7, 4, []float64{ wantphiVs: mat.NewDense(7, 4, []float64{
-0.0027462234108197, 0.0093444513500898, 0.0489643932714296, -0.0154967189805819, -0.0027462234108197, 0.0093444513500898, 0.0489643932714296, -0.0154967189805819,
-0.0428564455279537, -0.0241708702119420, 0.0360723472093996, 0.1838983230588095, -0.0428564455279537, -0.0241708702119420, 0.0360723472093996, 0.1838983230588095,
-1.2248435648802380, 5.6030921364723980, 5.8094144583797025, -4.7926812190419676, -1.2248435648802380, 5.6030921364723980, 5.8094144583797025, -4.7926812190419676,
@@ -140,7 +140,7 @@ tests:
-0.0233270323101624, 0.1046330818178399, 0.3853045975077387, -0.0160927870102877, -0.0233270323101624, 0.1046330818178399, 0.3853045975077387, -0.0160927870102877,
0.0001293051387859, 0.0004540746921446, -0.0030296315865440, 0.0081895477974654, 0.0001293051387859, 0.0004540746921446, -0.0030296315865440, 0.0081895477974654,
}), }),
wantpsiVs: mat64.NewDense(4, 4, []float64{ wantpsiVs: mat.NewDense(4, 4, []float64{
0.0301593362017375, -0.3002219289647127, 0.0878217377593682, -1.9583226531517062, 0.0301593362017375, -0.3002219289647127, 0.0878217377593682, -1.9583226531517062,
-0.0065483104073892, 0.0392212086716247, -0.0117570776209991, -0.0061113064481860, -0.0065483104073892, 0.0392212086716247, -0.0117570776209991, -0.0061113064481860,
-0.0052075523350125, -0.0045770200452960, -0.0022762313289592, 0.0008441873006821, -0.0052075523350125, -0.0045770200452960, -0.0022762313289592, 0.0008441873006821,
@@ -151,8 +151,8 @@ tests:
} { } {
var cc stat.CC var cc stat.CC
var corrs []float64 var corrs []float64
var pVecs, qVecs *mat64.Dense var pVecs, qVecs *mat.Dense
var phiVs, psiVs *mat64.Dense var phiVs, psiVs *mat.Dense
for j := 0; j < 2; j++ { for j := 0; j < 2; j++ {
err := cc.CanonicalCorrelations(test.xdata, test.ydata, test.weights) err := cc.CanonicalCorrelations(test.xdata, test.ydata, test.weights)
if err != nil { if err != nil {
@@ -170,21 +170,21 @@ tests:
t.Errorf("%d use %d: unexpected variance result got:%v, want:%v", t.Errorf("%d use %d: unexpected variance result got:%v, want:%v",
i, j, corrs, test.wantCorrs) i, j, corrs, test.wantCorrs)
} }
if !mat64.EqualApprox(pVecs, test.wantpVecs, test.epsilon) { if !mat.EqualApprox(pVecs, test.wantpVecs, test.epsilon) {
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v", t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
i, j, mat64.Formatted(pVecs), mat64.Formatted(test.wantpVecs)) i, j, mat.Formatted(pVecs), mat.Formatted(test.wantpVecs))
} }
if !mat64.EqualApprox(qVecs, test.wantqVecs, test.epsilon) { if !mat.EqualApprox(qVecs, test.wantqVecs, test.epsilon) {
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v", t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
i, j, mat64.Formatted(qVecs), mat64.Formatted(test.wantqVecs)) i, j, mat.Formatted(qVecs), mat.Formatted(test.wantqVecs))
} }
if !mat64.EqualApprox(phiVs, test.wantphiVs, test.epsilon) { if !mat.EqualApprox(phiVs, test.wantphiVs, test.epsilon) {
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v", t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
i, j, mat64.Formatted(phiVs), mat64.Formatted(test.wantphiVs)) i, j, mat.Formatted(phiVs), mat.Formatted(test.wantphiVs))
} }
if !mat64.EqualApprox(psiVs, test.wantpsiVs, test.epsilon) { if !mat.EqualApprox(psiVs, test.wantpsiVs, test.epsilon) {
t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v", t.Errorf("%d use %d: unexpected CCA result got:\n%v\nwant:\n%v",
i, j, mat64.Formatted(psiVs), mat64.Formatted(test.wantpsiVs)) i, j, mat.Formatted(psiVs), mat.Formatted(test.wantpsiVs))
} }
} }
} }

View File

@@ -9,9 +9,8 @@ import (
"math/rand" "math/rand"
"sync" "sync"
"gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/mathext" "gonum.org/v1/gonum/mathext"
"gonum.org/v1/gonum/matrix"
"gonum.org/v1/gonum/matrix/mat64"
"gonum.org/v1/gonum/stat/distuv" "gonum.org/v1/gonum/stat/distuv"
) )
@@ -30,12 +29,12 @@ type Wishart struct {
src *rand.Rand src *rand.Rand
dim int dim int
cholv mat64.Cholesky cholv mat.Cholesky
logdetv float64 logdetv float64
upper mat64.TriDense upper mat.TriDense
once sync.Once once sync.Once
v *mat64.SymDense // only stored if needed v *mat.SymDense // only stored if needed
} }
// NewWishart returns a new Wishart distribution with the given shape matrix and // NewWishart returns a new Wishart distribution with the given shape matrix and
@@ -43,18 +42,18 @@ type Wishart struct {
// successful. // successful.
// //
// NewWishart panics if nu <= d - 1 where d is the order of v. // NewWishart panics if nu <= d - 1 where d is the order of v.
func NewWishart(v mat64.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool) { func NewWishart(v mat.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool) {
dim := v.Symmetric() dim := v.Symmetric()
if nu <= float64(dim-1) { if nu <= float64(dim-1) {
panic("wishart: nu must be greater than dim-1") panic("wishart: nu must be greater than dim-1")
} }
var chol mat64.Cholesky var chol mat.Cholesky
ok := chol.Factorize(v) ok := chol.Factorize(v)
if !ok { if !ok {
return nil, false return nil, false
} }
var u mat64.TriDense var u mat.TriDense
u.UFromCholesky(&chol) u.UFromCholesky(&chol)
w := &Wishart{ w := &Wishart{
@@ -73,9 +72,9 @@ func NewWishart(v mat64.Symmetric, nu float64, src *rand.Rand) (*Wishart, bool)
// If x is nil, a new matrix is allocated and returned. If x is not nil, the // If x is nil, a new matrix is allocated and returned. If x is not nil, the
// result is stored in-place into x and MeanSym will panic if the order of x // result is stored in-place into x and MeanSym will panic if the order of x
// is not equal to the order of the receiver. // is not equal to the order of the receiver.
func (w *Wishart) MeanSym(x *mat64.SymDense) *mat64.SymDense { func (w *Wishart) MeanSym(x *mat.SymDense) *mat.SymDense {
if x == nil { if x == nil {
x = mat64.NewSymDense(w.dim, nil) x = mat.NewSymDense(w.dim, nil)
} }
d := x.Symmetric() d := x.Symmetric()
if d != w.dim { if d != w.dim {
@@ -89,7 +88,7 @@ func (w *Wishart) MeanSym(x *mat64.SymDense) *mat64.SymDense {
// ProbSym returns the probability of the symmetric matrix x. If x is not positive // ProbSym returns the probability of the symmetric matrix x. If x is not positive
// definite (the Cholesky decomposition fails), it has 0 probability. // definite (the Cholesky decomposition fails), it has 0 probability.
func (w *Wishart) ProbSym(x mat64.Symmetric) float64 { func (w *Wishart) ProbSym(x mat.Symmetric) float64 {
return math.Exp(w.LogProbSym(x)) return math.Exp(w.LogProbSym(x))
} }
@@ -97,12 +96,12 @@ func (w *Wishart) ProbSym(x mat64.Symmetric) float64 {
// //
// LogProbSym returns -∞ if the input matrix is not positive definite (the Cholesky // LogProbSym returns -∞ if the input matrix is not positive definite (the Cholesky
// decomposition fails). // decomposition fails).
func (w *Wishart) LogProbSym(x mat64.Symmetric) float64 { func (w *Wishart) LogProbSym(x mat.Symmetric) float64 {
dim := x.Symmetric() dim := x.Symmetric()
if dim != w.dim { if dim != w.dim {
panic(badDim) panic(badDim)
} }
var chol mat64.Cholesky var chol mat.Cholesky
ok := chol.Factorize(x) ok := chol.Factorize(x)
if !ok { if !ok {
return math.Inf(-1) return math.Inf(-1)
@@ -112,7 +111,7 @@ func (w *Wishart) LogProbSym(x mat64.Symmetric) float64 {
// LogProbSymChol returns the log of the probability of the input symmetric matrix // LogProbSymChol returns the log of the probability of the input symmetric matrix
// given its Cholesky decomposition. // given its Cholesky decomposition.
func (w *Wishart) LogProbSymChol(cholX *mat64.Cholesky) float64 { func (w *Wishart) LogProbSymChol(cholX *mat.Cholesky) float64 {
dim := cholX.Size() dim := cholX.Size()
if dim != w.dim { if dim != w.dim {
panic(badDim) panic(badDim)
@@ -120,7 +119,7 @@ func (w *Wishart) LogProbSymChol(cholX *mat64.Cholesky) float64 {
return w.logProbSymChol(cholX) return w.logProbSymChol(cholX)
} }
func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 { func (w *Wishart) logProbSymChol(cholX *mat.Cholesky) float64 {
// The PDF is // The PDF is
// p(X) = [|X|^((ν-d-1)/2) * exp(-tr(V^-1 * X)/2)] / [2^(ν*d/2) * |V|^(ν/2) * Γ_d(ν/2)] // p(X) = [|X|^((ν-d-1)/2) * exp(-tr(V^-1 * X)/2)] / [2^(ν*d/2) * |V|^(ν/2) * Γ_d(ν/2)]
// The LogPDF is thus // The LogPDF is thus
@@ -128,16 +127,16 @@ func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 {
logdetx := cholX.LogDet() logdetx := cholX.LogDet()
// Compute tr(V^-1 * X), using the fact that X = U^T * U. // Compute tr(V^-1 * X), using the fact that X = U^T * U.
var u mat64.TriDense var u mat.TriDense
u.UFromCholesky(cholX) u.UFromCholesky(cholX)
var vinvx mat64.Dense var vinvx mat.Dense
err := vinvx.SolveCholesky(&w.cholv, u.T()) err := vinvx.SolveCholesky(&w.cholv, u.T())
if err != nil { if err != nil {
return math.Inf(-1) return math.Inf(-1)
} }
vinvx.Mul(&vinvx, &u) vinvx.Mul(&vinvx, &u)
tr := mat64.Trace(&vinvx) tr := mat.Trace(&vinvx)
fnu := float64(w.nu) fnu := float64(w.nu)
fdim := float64(w.dim) fdim := float64(w.dim)
@@ -146,18 +145,18 @@ func (w *Wishart) logProbSymChol(cholX *mat64.Cholesky) float64 {
} }
// RandSym generates a random symmetric matrix from the distribution. // RandSym generates a random symmetric matrix from the distribution.
func (w *Wishart) RandSym(x *mat64.SymDense) *mat64.SymDense { func (w *Wishart) RandSym(x *mat.SymDense) *mat.SymDense {
if x == nil { if x == nil {
x = &mat64.SymDense{} x = &mat.SymDense{}
} }
var c mat64.Cholesky var c mat.Cholesky
w.RandChol(&c) w.RandChol(&c)
x.FromCholesky(&c) x.FromCholesky(&c)
return x return x
} }
// RandChol generates the Cholesky decomposition of a random matrix from the distribution. // RandChol generates the Cholesky decomposition of a random matrix from the distribution.
func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky { func (w *Wishart) RandChol(c *mat.Cholesky) *mat.Cholesky {
// TODO(btracey): Modify the code if the underlying data from c is exposed // TODO(btracey): Modify the code if the underlying data from c is exposed
// to avoid the dim^2 allocation here. // to avoid the dim^2 allocation here.
@@ -179,7 +178,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
Source: w.src, Source: w.src,
} }
t := mat64.NewTriDense(w.dim, matrix.Upper, nil) t := mat.NewTriDense(w.dim, mat.Upper, nil)
for i := 0; i < w.dim; i++ { for i := 0; i < w.dim; i++ {
v := distuv.ChiSquared{ v := distuv.ChiSquared{
K: w.nu - float64(i), K: w.nu - float64(i),
@@ -195,7 +194,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
t.MulTri(t, &w.upper) t.MulTri(t, &w.upper)
if c == nil { if c == nil {
c = &mat64.Cholesky{} c = &mat.Cholesky{}
} }
c.SetFromU(t) c.SetFromU(t)
return c return c
@@ -204,7 +203,7 @@ func (w *Wishart) RandChol(c *mat64.Cholesky) *mat64.Cholesky {
// setV computes and stores the covariance matrix of the distribution. // setV computes and stores the covariance matrix of the distribution.
func (w *Wishart) setV() { func (w *Wishart) setV() {
w.once.Do(func() { w.once.Do(func() {
w.v = mat64.NewSymDense(w.dim, nil) w.v = mat.NewSymDense(w.dim, nil)
w.v.FromCholesky(&w.cholv) w.v.FromCholesky(&w.cholv)
}) })
} }

View File

@@ -10,39 +10,39 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func TestWishart(t *testing.T) { func TestWishart(t *testing.T) {
for c, test := range []struct { for c, test := range []struct {
v *mat64.SymDense v *mat.SymDense
nu float64 nu float64
xs []*mat64.SymDense xs []*mat.SymDense
lps []float64 lps []float64
}{ }{
// Logprob data compared with scipy. // Logprob data compared with scipy.
{ {
v: mat64.NewSymDense(2, []float64{1, 0, 0, 1}), v: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
nu: 4, nu: 4,
xs: []*mat64.SymDense{ xs: []*mat.SymDense{
mat64.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}), mat.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
}, },
lps: []float64{-4.2357432031863409}, lps: []float64{-4.2357432031863409},
}, },
{ {
v: mat64.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}), v: mat.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
nu: 5, nu: 5,
xs: []*mat64.SymDense{ xs: []*mat.SymDense{
mat64.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}), mat.NewSymDense(2, []float64{0.9, 0.1, 0.1, 0.9}),
mat64.NewSymDense(2, []float64{0.3, -0.1, -0.1, 0.7}), mat.NewSymDense(2, []float64{0.3, -0.1, -0.1, 0.7}),
}, },
lps: []float64{-4.2476495605333575, -4.9993285370378633}, lps: []float64{-4.2476495605333575, -4.9993285370378633},
}, },
{ {
v: mat64.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}), v: mat.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
nu: 5, nu: 5,
xs: []*mat64.SymDense{ xs: []*mat.SymDense{
mat64.NewSymDense(3, []float64{1, 0.2, -0.3, 0.2, 0.6, -0.2, -0.3, -0.2, 6}), mat.NewSymDense(3, []float64{1, 0.2, -0.3, 0.2, 0.6, -0.2, -0.3, -0.2, 6}),
}, },
lps: []float64{-11.010982249229421}, lps: []float64{-11.010982249229421},
}, },
@@ -54,7 +54,7 @@ func TestWishart(t *testing.T) {
for i, x := range test.xs { for i, x := range test.xs {
lp := w.LogProbSym(x) lp := w.LogProbSym(x)
var chol mat64.Cholesky var chol mat.Cholesky
ok := chol.Factorize(x) ok := chol.Factorize(x)
if !ok { if !ok {
panic("bad test") panic("bad test")
@@ -80,25 +80,25 @@ func TestWishart(t *testing.T) {
func TestWishartRand(t *testing.T) { func TestWishartRand(t *testing.T) {
for c, test := range []struct { for c, test := range []struct {
v *mat64.SymDense v *mat.SymDense
nu float64 nu float64
samples int samples int
tol float64 tol float64
}{ }{
{ {
v: mat64.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}), v: mat.NewSymDense(2, []float64{0.8, -0.2, -0.2, 0.7}),
nu: 5, nu: 5,
samples: 30000, samples: 30000,
tol: 3e-2, tol: 3e-2,
}, },
{ {
v: mat64.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}), v: mat.NewSymDense(3, []float64{0.8, 0.3, 0.1, 0.3, 0.7, -0.1, 0.1, -0.1, 7}),
nu: 5, nu: 5,
samples: 300000, samples: 300000,
tol: 3e-2, tol: 3e-2,
}, },
{ {
v: mat64.NewSymDense(4, []float64{ v: mat.NewSymDense(4, []float64{
0.8, 0.3, 0.1, -0.2, 0.8, 0.3, 0.1, -0.2,
0.3, 0.7, -0.1, 0.4, 0.3, 0.7, -0.1, 0.4,
0.1, -0.1, 7, 1, 0.1, -0.1, 7, 1,
@@ -114,16 +114,16 @@ func TestWishartRand(t *testing.T) {
if !ok { if !ok {
panic("bad test") panic("bad test")
} }
mean := mat64.NewSymDense(dim, nil) mean := mat.NewSymDense(dim, nil)
x := mat64.NewSymDense(dim, nil) x := mat.NewSymDense(dim, nil)
for i := 0; i < test.samples; i++ { for i := 0; i < test.samples; i++ {
w.RandSym(x) w.RandSym(x)
x.ScaleSym(1/float64(test.samples), x) x.ScaleSym(1/float64(test.samples), x)
mean.AddSym(mean, x) mean.AddSym(mean, x)
} }
trueMean := w.MeanSym(nil) trueMean := w.MeanSym(nil)
if !mat64.EqualApprox(trueMean, mean, test.tol) { if !mat.EqualApprox(trueMean, mean, test.tol) {
t.Errorf("Case %d: Mismatch between estimated and true mean. Got\n%0.4v\nWant\n%0.4v\n", c, mat64.Formatted(mean), mat64.Formatted(trueMean)) t.Errorf("Case %d: Mismatch between estimated and true mean. Got\n%0.4v\nWant\n%0.4v\n", c, mat.Formatted(mean), mat.Formatted(trueMean))
} }
} }
} }

View File

@@ -9,7 +9,7 @@ import (
"math/rand" "math/rand"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat/distuv" "gonum.org/v1/gonum/stat/distuv"
) )
@@ -61,11 +61,11 @@ func NewDirichlet(alpha []float64, src *rand.Rand) *Dirichlet {
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])] // covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
// If the input matrix is nil a new matrix is allocated, otherwise the result // If the input matrix is nil a new matrix is allocated, otherwise the result
// is stored in-place into the input. // is stored in-place into the input.
func (d *Dirichlet) CovarianceMatrix(cov *mat64.SymDense) *mat64.SymDense { func (d *Dirichlet) CovarianceMatrix(cov *mat.SymDense) *mat.SymDense {
if cov == nil { if cov == nil {
cov = mat64.NewSymDense(d.Dim(), nil) cov = mat.NewSymDense(d.Dim(), nil)
} else if cov.Symmetric() == 0 { } else if cov.Symmetric() == 0 {
*cov = *(cov.GrowSquare(d.dim).(*mat64.SymDense)) *cov = *(cov.GrowSquare(d.dim).(*mat.SymDense))
} else if cov.Symmetric() != d.dim { } else if cov.Symmetric() != d.dim {
panic("normal: input matrix size mismatch") panic("normal: input matrix size mismatch")
} }

View File

@@ -9,7 +9,7 @@ import (
"math/rand" "math/rand"
"testing" "testing"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func TestDirichlet(t *testing.T) { func TestDirichlet(t *testing.T) {
@@ -64,7 +64,7 @@ func TestDirichlet(t *testing.T) {
} { } {
d := test.Dir d := test.Dir
dim := d.Dim() dim := d.Dim()
x := mat64.NewDense(test.N, dim, nil) x := mat.NewDense(test.N, dim, nil)
generateSamples(x, d) generateSamples(x, d)
checkMean(t, cas, x, d, 1e-3) checkMean(t, cas, x, d, 1e-3)
checkCov(t, cas, x, d, 1e-3) checkCov(t, cas, x, d, 1e-3)

View File

@@ -9,7 +9,7 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
@@ -37,7 +37,7 @@ func testProbability(t *testing.T, cases []probCase) {
} }
} }
func generateSamples(x *mat64.Dense, r Rander) { func generateSamples(x *mat.Dense, r Rander) {
n, _ := x.Dims() n, _ := x.Dims()
for i := 0; i < n; i++ { for i := 0; i < n; i++ {
r.Rand(x.RawRowView(i)) r.Rand(x.RawRowView(i))
@@ -48,7 +48,7 @@ type Meaner interface {
Mean([]float64) []float64 Mean([]float64) []float64
} }
func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) { func checkMean(t *testing.T, cas int, x *mat.Dense, m Meaner, tol float64) {
mean := m.Mean(nil) mean := m.Mean(nil)
// Check that the answer is identical when using nil or non-nil. // Check that the answer is identical when using nil or non-nil.
@@ -63,7 +63,7 @@ func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) {
col := make([]float64, r) col := make([]float64, r)
meanEst := make([]float64, len(mean)) meanEst := make([]float64, len(mean))
for i := range meanEst { for i := range meanEst {
meanEst[i] = stat.Mean(mat64.Col(col, i, x), nil) meanEst[i] = stat.Mean(mat.Col(col, i, x), nil)
} }
if !floats.EqualApprox(mean, meanEst, tol) { if !floats.EqualApprox(mean, meanEst, tol) {
t.Errorf("Returned mean and sample mean mismatch. Case %v. Empirical %v, returned %v", cas, meanEst, mean) t.Errorf("Returned mean and sample mean mismatch. Case %v. Empirical %v, returned %v", cas, meanEst, mean)
@@ -71,26 +71,26 @@ func checkMean(t *testing.T, cas int, x *mat64.Dense, m Meaner, tol float64) {
} }
type Cover interface { type Cover interface {
CovarianceMatrix(*mat64.SymDense) *mat64.SymDense CovarianceMatrix(*mat.SymDense) *mat.SymDense
} }
func checkCov(t *testing.T, cas int, x *mat64.Dense, c Cover, tol float64) { func checkCov(t *testing.T, cas int, x *mat.Dense, c Cover, tol float64) {
cov := c.CovarianceMatrix(nil) cov := c.CovarianceMatrix(nil)
n := cov.Symmetric() n := cov.Symmetric()
cov2 := mat64.NewSymDense(n, nil) cov2 := mat.NewSymDense(n, nil)
c.CovarianceMatrix(cov2) c.CovarianceMatrix(cov2)
if !mat64.Equal(cov, cov2) { if !mat.Equal(cov, cov2) {
t.Errorf("Cov mismatch when providing nil and matrix. Case %v", cas) t.Errorf("Cov mismatch when providing nil and matrix. Case %v", cas)
} }
var cov3 mat64.SymDense var cov3 mat.SymDense
c.CovarianceMatrix(&cov3) c.CovarianceMatrix(&cov3)
if !mat64.Equal(cov, &cov3) { if !mat.Equal(cov, &cov3) {
t.Errorf("Cov mismatch when providing zero matrix. Case %v", cas) t.Errorf("Cov mismatch when providing zero matrix. Case %v", cas)
} }
// Check that the covariance matrix matches the samples // Check that the covariance matrix matches the samples
covEst := stat.CovarianceMatrix(nil, x, nil) covEst := stat.CovarianceMatrix(nil, x, nil)
if !mat64.EqualApprox(covEst, cov, tol) { if !mat.EqualApprox(covEst, cov, tol) {
t.Errorf("Return cov and sample cov mismatch. Cas %v.\nGot:\n%0.4v\nWant:\n%0.4v", cas, mat64.Formatted(cov), mat64.Formatted(covEst)) t.Errorf("Return cov and sample cov mismatch. Cas %v.\nGot:\n%0.4v\nWant:\n%0.4v", cas, mat.Formatted(cov), mat.Formatted(covEst))
} }
} }

View File

@@ -9,7 +9,7 @@ import (
"math/rand" "math/rand"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
"gonum.org/v1/gonum/stat/distuv" "gonum.org/v1/gonum/stat/distuv"
) )
@@ -26,10 +26,10 @@ var (
type Normal struct { type Normal struct {
mu []float64 mu []float64
sigma mat64.SymDense sigma mat.SymDense
chol mat64.Cholesky chol mat.Cholesky
lower mat64.TriDense lower mat.TriDense
logSqrtDet float64 logSqrtDet float64
dim int dim int
@@ -39,7 +39,7 @@ type Normal struct {
// NewNormal creates a new Normal with the given mean and covariance matrix. // NewNormal creates a new Normal with the given mean and covariance matrix.
// NewNormal panics if len(mu) == 0, or if len(mu) != sigma.N. If the covariance // NewNormal panics if len(mu) == 0, or if len(mu) != sigma.N. If the covariance
// matrix is not positive-definite, the returned boolean is false. // matrix is not positive-definite, the returned boolean is false.
func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bool) { func NewNormal(mu []float64, sigma mat.Symmetric, src *rand.Rand) (*Normal, bool) {
if len(mu) == 0 { if len(mu) == 0 {
panic(badZeroDimension) panic(badZeroDimension)
} }
@@ -57,7 +57,7 @@ func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bo
if !ok { if !ok {
return nil, false return nil, false
} }
n.sigma = *mat64.NewSymDense(dim, nil) n.sigma = *mat.NewSymDense(dim, nil)
n.sigma.CopySym(sigma) n.sigma.CopySym(sigma)
n.lower.LFromCholesky(&n.chol) n.lower.LFromCholesky(&n.chol)
n.logSqrtDet = 0.5 * n.chol.LogDet() n.logSqrtDet = 0.5 * n.chol.LogDet()
@@ -67,7 +67,7 @@ func NewNormal(mu []float64, sigma mat64.Symmetric, src *rand.Rand) (*Normal, bo
// NewNormalChol creates a new Normal distribution with the given mean and // NewNormalChol creates a new Normal distribution with the given mean and
// covariance matrix represented by its Cholesky decomposition. NewNormalChol // covariance matrix represented by its Cholesky decomposition. NewNormalChol
// panics if len(mu) is not equal to chol.Size(). // panics if len(mu) is not equal to chol.Size().
func NewNormalChol(mu []float64, chol *mat64.Cholesky, src *rand.Rand) *Normal { func NewNormalChol(mu []float64, chol *mat.Cholesky, src *rand.Rand) *Normal {
dim := len(mu) dim := len(mu)
if dim != chol.Size() { if dim != chol.Size() {
panic(badSizeMismatch) panic(badSizeMismatch)
@@ -89,7 +89,7 @@ func NewNormalChol(mu []float64, chol *mat64.Cholesky, src *rand.Rand) *Normal {
// panics if len(mu) is not equal to prec.Symmetric(). If the precision matrix // panics if len(mu) is not equal to prec.Symmetric(). If the precision matrix
// is not positive-definite, NewNormalPrecision returns nil for norm and false // is not positive-definite, NewNormalPrecision returns nil for norm and false
// for ok. // for ok.
func NewNormalPrecision(mu []float64, prec *mat64.SymDense, src *rand.Rand) (norm *Normal, ok bool) { func NewNormalPrecision(mu []float64, prec *mat.SymDense, src *rand.Rand) (norm *Normal, ok bool) {
if len(mu) == 0 { if len(mu) == 0 {
panic(badZeroDimension) panic(badZeroDimension)
} }
@@ -102,12 +102,12 @@ func NewNormalPrecision(mu []float64, prec *mat64.SymDense, src *rand.Rand) (nor
// is much better, but this still loses precision. It is worth considering if // is much better, but this still loses precision. It is worth considering if
// instead the precision matrix should be stored explicitly and used instead // instead the precision matrix should be stored explicitly and used instead
// of the Cholesky decomposition of the covariance matrix where appropriate. // of the Cholesky decomposition of the covariance matrix where appropriate.
var chol mat64.Cholesky var chol mat.Cholesky
ok = chol.Factorize(prec) ok = chol.Factorize(prec)
if !ok { if !ok {
return nil, false return nil, false
} }
var sigma mat64.SymDense var sigma mat.SymDense
sigma.InverseCholesky(&chol) sigma.InverseCholesky(&chol)
return NewNormal(mu, &sigma, src) return NewNormal(mu, &sigma, src)
} }
@@ -154,9 +154,9 @@ func (n *Normal) ConditionNormal(observed []int, values []float64, src *rand.Ran
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])] // covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
// If the input matrix is nil a new matrix is allocated, otherwise the result // If the input matrix is nil a new matrix is allocated, otherwise the result
// is stored in-place into the input. // is stored in-place into the input.
func (n *Normal) CovarianceMatrix(s *mat64.SymDense) *mat64.SymDense { func (n *Normal) CovarianceMatrix(s *mat.SymDense) *mat.SymDense {
if s == nil { if s == nil {
s = mat64.NewSymDense(n.Dim(), nil) s = mat.NewSymDense(n.Dim(), nil)
} }
sn := s.Symmetric() sn := s.Symmetric()
if sn != n.Dim() { if sn != n.Dim() {
@@ -183,7 +183,7 @@ func (n *Normal) LogProb(x []float64) float64 {
panic(badSizeMismatch) panic(badSizeMismatch)
} }
c := -0.5*float64(dim)*logTwoPi - n.logSqrtDet c := -0.5*float64(dim)*logTwoPi - n.logSqrtDet
dst := stat.Mahalanobis(mat64.NewVector(dim, x), mat64.NewVector(dim, n.mu), &n.chol) dst := stat.Mahalanobis(mat.NewVector(dim, x), mat.NewVector(dim, n.mu), &n.chol)
return c - 0.5*dst*dst return c - 0.5*dst*dst
} }
@@ -199,7 +199,7 @@ func (n *Normal) MarginalNormal(vars []int, src *rand.Rand) (*Normal, bool) {
for i, v := range vars { for i, v := range vars {
newMean[i] = n.mu[v] newMean[i] = n.mu[v]
} }
var s mat64.SymDense var s mat.SymDense
s.SubsetSym(&n.sigma, vars) s.SubsetSym(&n.sigma, vars)
return NewNormal(newMean, &s, src) return NewNormal(newMean, &s, src)
} }
@@ -308,8 +308,8 @@ func (n *Normal) TransformNormal(dst, normal []float64) []float64 {
// transformNormal performs the same operation as TransformNormal except no // transformNormal performs the same operation as TransformNormal except no
// safety checks are performed and both input slices must be non-nil. // safety checks are performed and both input slices must be non-nil.
func (n *Normal) transformNormal(dst, normal []float64) []float64 { func (n *Normal) transformNormal(dst, normal []float64) []float64 {
srcVec := mat64.NewVector(n.dim, normal) srcVec := mat.NewVector(n.dim, normal)
dstVec := mat64.NewVector(n.dim, dst) dstVec := mat.NewVector(n.dim, dst)
dstVec.MulVec(&n.lower, srcVec) dstVec.MulVec(&n.lower, srcVec)
floats.Add(dst, n.mu) floats.Add(dst, n.mu)
return dst return dst

View File

@@ -10,24 +10,24 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
type mvTest struct { type mvTest struct {
Mu []float64 Mu []float64
Sigma *mat64.SymDense Sigma *mat.SymDense
Loc []float64 Loc []float64
Logprob float64 Logprob float64
Prob float64 Prob float64
} }
func TestNormProbs(t *testing.T) { func TestNormProbs(t *testing.T) {
dist1, ok := NewNormal([]float64{0, 0}, mat64.NewSymDense(2, []float64{1, 0, 0, 1}), nil) dist1, ok := NewNormal([]float64{0, 0}, mat.NewSymDense(2, []float64{1, 0, 0, 1}), nil)
if !ok { if !ok {
t.Errorf("bad test") t.Errorf("bad test")
} }
dist2, ok := NewNormal([]float64{6, 7}, mat64.NewSymDense(2, []float64{8, 2, 0, 4}), nil) dist2, ok := NewNormal([]float64{6, 7}, mat.NewSymDense(2, []float64{8, 2, 0, 4}), nil)
if !ok { if !ok {
t.Errorf("bad test") t.Errorf("bad test")
} }
@@ -53,14 +53,14 @@ func TestNormProbs(t *testing.T) {
func TestNewNormalChol(t *testing.T) { func TestNewNormalChol(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
mean []float64 mean []float64
cov *mat64.SymDense cov *mat.SymDense
}{ }{
{ {
mean: []float64{2, 3}, mean: []float64{2, 3},
cov: mat64.NewSymDense(2, []float64{1, 0.1, 0.1, 1}), cov: mat.NewSymDense(2, []float64{1, 0.1, 0.1, 1}),
}, },
} { } {
var chol mat64.Cholesky var chol mat.Cholesky
ok := chol.Factorize(test.cov) ok := chol.Factorize(test.cov)
if !ok { if !ok {
panic("bad test") panic("bad test")
@@ -101,26 +101,26 @@ func TestNormRand(t *testing.T) {
}, },
} { } {
dim := len(test.mean) dim := len(test.mean)
cov := mat64.NewSymDense(dim, test.cov) cov := mat.NewSymDense(dim, test.cov)
n, ok := NewNormal(test.mean, cov, nil) n, ok := NewNormal(test.mean, cov, nil)
if !ok { if !ok {
t.Errorf("bad covariance matrix") t.Errorf("bad covariance matrix")
} }
nSamples := 1000000 nSamples := 1000000
samps := mat64.NewDense(nSamples, dim, nil) samps := mat.NewDense(nSamples, dim, nil)
for i := 0; i < nSamples; i++ { for i := 0; i < nSamples; i++ {
n.Rand(samps.RawRowView(i)) n.Rand(samps.RawRowView(i))
} }
estMean := make([]float64, dim) estMean := make([]float64, dim)
for i := range estMean { for i := range estMean {
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil) estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
} }
if !floats.EqualApprox(estMean, test.mean, 1e-2) { if !floats.EqualApprox(estMean, test.mean, 1e-2) {
t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean) t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean)
} }
estCov := stat.CovarianceMatrix(nil, samps, nil) estCov := stat.CovarianceMatrix(nil, samps, nil)
if !mat64.EqualApprox(estCov, cov, 1e-2) { if !mat.EqualApprox(estCov, cov, 1e-2) {
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov) t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
} }
} }
@@ -140,7 +140,7 @@ func TestNormalQuantile(t *testing.T) {
}, },
} { } {
dim := len(test.mean) dim := len(test.mean)
cov := mat64.NewSymDense(dim, test.cov) cov := mat.NewSymDense(dim, test.cov)
n, ok := NewNormal(test.mean, cov, nil) n, ok := NewNormal(test.mean, cov, nil)
if !ok { if !ok {
t.Errorf("bad covariance matrix") t.Errorf("bad covariance matrix")
@@ -148,7 +148,7 @@ func TestNormalQuantile(t *testing.T) {
nSamples := 1000000 nSamples := 1000000
rnd := rand.New(rand.NewSource(1)) rnd := rand.New(rand.NewSource(1))
samps := mat64.NewDense(nSamples, dim, nil) samps := mat.NewDense(nSamples, dim, nil)
tmp := make([]float64, dim) tmp := make([]float64, dim)
for i := 0; i < nSamples; i++ { for i := 0; i < nSamples; i++ {
for j := range tmp { for j := range tmp {
@@ -158,13 +158,13 @@ func TestNormalQuantile(t *testing.T) {
} }
estMean := make([]float64, dim) estMean := make([]float64, dim)
for i := range estMean { for i := range estMean {
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil) estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
} }
if !floats.EqualApprox(estMean, test.mean, 1e-2) { if !floats.EqualApprox(estMean, test.mean, 1e-2) {
t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean) t.Errorf("Mean mismatch: want: %v, got %v", test.mean, estMean)
} }
estCov := stat.CovarianceMatrix(nil, samps, nil) estCov := stat.CovarianceMatrix(nil, samps, nil)
if !mat64.EqualApprox(estCov, cov, 1e-2) { if !mat.EqualApprox(estCov, cov, 1e-2) {
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov) t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
} }
} }
@@ -174,57 +174,57 @@ func TestConditionNormal(t *testing.T) {
// Uncorrelated values shouldn't influence the updated values. // Uncorrelated values shouldn't influence the updated values.
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
observed []int observed []int
values []float64 values []float64
newMu []float64 newMu []float64
newSigma *mat64.SymDense newSigma *mat.SymDense
}{ }{
{ {
mu: []float64{2, 3}, mu: []float64{2, 3},
sigma: mat64.NewSymDense(2, []float64{2, 0, 0, 5}), sigma: mat.NewSymDense(2, []float64{2, 0, 0, 5}),
observed: []int{0}, observed: []int{0},
values: []float64{10}, values: []float64{10},
newMu: []float64{3}, newMu: []float64{3},
newSigma: mat64.NewSymDense(1, []float64{5}), newSigma: mat.NewSymDense(1, []float64{5}),
}, },
{ {
mu: []float64{2, 3}, mu: []float64{2, 3},
sigma: mat64.NewSymDense(2, []float64{2, 0, 0, 5}), sigma: mat.NewSymDense(2, []float64{2, 0, 0, 5}),
observed: []int{1}, observed: []int{1},
values: []float64{10}, values: []float64{10},
newMu: []float64{2}, newMu: []float64{2},
newSigma: mat64.NewSymDense(1, []float64{2}), newSigma: mat.NewSymDense(1, []float64{2}),
}, },
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}), sigma: mat.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
observed: []int{1}, observed: []int{1},
values: []float64{10}, values: []float64{10},
newMu: []float64{2, 4}, newMu: []float64{2, 4},
newSigma: mat64.NewSymDense(2, []float64{2, 0, 0, 10}), newSigma: mat.NewSymDense(2, []float64{2, 0, 0, 10}),
}, },
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}), sigma: mat.NewSymDense(3, []float64{2, 0, 0, 0, 5, 0, 0, 0, 10}),
observed: []int{0, 1}, observed: []int{0, 1},
values: []float64{10, 15}, values: []float64{10, 15},
newMu: []float64{4}, newMu: []float64{4},
newSigma: mat64.NewSymDense(1, []float64{10}), newSigma: mat.NewSymDense(1, []float64{10}),
}, },
{ {
mu: []float64{2, 3, 4, 5}, mu: []float64{2, 3, 4, 5},
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 0, 0, 0.5, 5, 0, 0, 0, 0, 10, 2, 0, 0, 2, 3}), sigma: mat.NewSymDense(4, []float64{2, 0.5, 0, 0, 0.5, 5, 0, 0, 0, 0, 10, 2, 0, 0, 2, 3}),
observed: []int{0, 1}, observed: []int{0, 1},
values: []float64{10, 15}, values: []float64{10, 15},
newMu: []float64{4, 5}, newMu: []float64{4, 5},
newSigma: mat64.NewSymDense(2, []float64{10, 2, 2, 3}), newSigma: mat.NewSymDense(2, []float64{10, 2, 2, 3}),
}, },
} { } {
normal, ok := NewNormal(test.mu, test.sigma, nil) normal, ok := NewNormal(test.mu, test.sigma, nil)
@@ -240,9 +240,9 @@ func TestConditionNormal(t *testing.T) {
t.Errorf("Updated mean mismatch. Want %v, got %v.", test.newMu, newNormal.mu) t.Errorf("Updated mean mismatch. Want %v, got %v.", test.newMu, newNormal.mu)
} }
var sigma mat64.SymDense var sigma mat.SymDense
sigma.FromCholesky(&newNormal.chol) sigma.FromCholesky(&newNormal.chol)
if !mat64.EqualApprox(test.newSigma, &sigma, 1e-12) { if !mat.EqualApprox(test.newSigma, &sigma, 1e-12) {
t.Errorf("Updated sigma mismatch\n.Want:\n% v\nGot:\n% v\n", test.newSigma, sigma) t.Errorf("Updated sigma mismatch\n.Want:\n% v\nGot:\n% v\n", test.newSigma, sigma)
} }
} }
@@ -269,7 +269,7 @@ func TestConditionNormal(t *testing.T) {
} { } {
std := test.std std := test.std
rho := test.rho rho := test.rho
sigma := mat64.NewSymDense(2, []float64{std[0] * std[0], std[0] * std[1] * rho, std[0] * std[1] * rho, std[1] * std[1]}) sigma := mat.NewSymDense(2, []float64{std[0] * std[0], std[0] * std[1] * rho, std[0] * std[1] * rho, std[1] * std[1]})
normal, ok := NewNormal(test.mu, sigma, nil) normal, ok := NewNormal(test.mu, sigma, nil)
if !ok { if !ok {
t.Fatalf("Bad test, original sigma not positive definite") t.Fatalf("Bad test, original sigma not positive definite")
@@ -278,7 +278,7 @@ func TestConditionNormal(t *testing.T) {
if !ok { if !ok {
t.Fatalf("Bad test, update failed") t.Fatalf("Bad test, update failed")
} }
var newSigma mat64.SymDense var newSigma mat.SymDense
newSigma.FromCholesky(&newNormal.chol) newSigma.FromCholesky(&newNormal.chol)
trueMean := test.mu[0] + rho*(std[0]/std[1])*(test.value-test.mu[1]) trueMean := test.mu[0] + rho*(std[0]/std[1])*(test.value-test.mu[1])
if math.Abs(trueMean-newNormal.mu[0]) > 1e-14 { if math.Abs(trueMean-newNormal.mu[0]) > 1e-14 {
@@ -293,7 +293,7 @@ func TestConditionNormal(t *testing.T) {
// Test via sampling. // Test via sampling.
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
observed []int observed []int
unobserved []int unobserved []int
value []float64 value []float64
@@ -301,7 +301,7 @@ func TestConditionNormal(t *testing.T) {
// The indices in unobserved must be in ascending order for this test. // The indices in unobserved must be in ascending order for this test.
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}), sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
observed: []int{0}, observed: []int{0},
unobserved: []int{1, 2}, unobserved: []int{1, 2},
@@ -309,7 +309,7 @@ func TestConditionNormal(t *testing.T) {
}, },
{ {
mu: []float64{2, 3, 4, 5}, mu: []float64{2, 3, 4, 5},
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}), sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
observed: []int{0, 3}, observed: []int{0, 3},
unobserved: []int{1, 2}, unobserved: []int{1, 2},
@@ -318,7 +318,7 @@ func TestConditionNormal(t *testing.T) {
} { } {
totalSamp := 4000000 totalSamp := 4000000
var nSamp int var nSamp int
samples := mat64.NewDense(totalSamp, len(test.mu), nil) samples := mat.NewDense(totalSamp, len(test.mu), nil)
normal, ok := NewNormal(test.mu, test.sigma, nil) normal, ok := NewNormal(test.mu, test.sigma, nil)
if !ok { if !ok {
t.Errorf("bad test") t.Errorf("bad test")
@@ -343,12 +343,12 @@ func TestConditionNormal(t *testing.T) {
t.Errorf("bad test, not enough samples") t.Errorf("bad test, not enough samples")
continue continue
} }
samples = samples.View(0, 0, nSamp, len(test.mu)).(*mat64.Dense) samples = samples.View(0, 0, nSamp, len(test.mu)).(*mat.Dense)
// Compute mean and covariance matrix. // Compute mean and covariance matrix.
estMean := make([]float64, len(test.mu)) estMean := make([]float64, len(test.mu))
for i := range estMean { for i := range estMean {
estMean[i] = stat.Mean(mat64.Col(nil, i, samples), nil) estMean[i] = stat.Mean(mat.Col(nil, i, samples), nil)
} }
estCov := stat.CovarianceMatrix(nil, samples, nil) estCov := stat.CovarianceMatrix(nil, samples, nil)
@@ -363,7 +363,7 @@ func TestConditionNormal(t *testing.T) {
subEstMean = append(subEstMean, estMean[v]) subEstMean = append(subEstMean, estMean[v])
} }
subEstCov := mat64.NewSymDense(len(test.unobserved), nil) subEstCov := mat.NewSymDense(len(test.unobserved), nil)
for i := 0; i < len(test.unobserved); i++ { for i := 0; i < len(test.unobserved); i++ {
for j := i; j < len(test.unobserved); j++ { for j := i; j < len(test.unobserved); j++ {
subEstCov.SetSym(i, j, estCov.At(test.unobserved[i], test.unobserved[j])) subEstCov.SetSym(i, j, estCov.At(test.unobserved[i], test.unobserved[j]))
@@ -375,9 +375,9 @@ func TestConditionNormal(t *testing.T) {
t.Errorf("Mean mismatch. Want %v, got %v.", newNormal.mu[i], v) t.Errorf("Mean mismatch. Want %v, got %v.", newNormal.mu[i], v)
} }
} }
var sigma mat64.SymDense var sigma mat.SymDense
sigma.FromCholesky(&newNormal.chol) sigma.FromCholesky(&newNormal.chol)
if !mat64.EqualApprox(&sigma, subEstCov, 1e-1) { if !mat.EqualApprox(&sigma, subEstCov, 1e-1) {
t.Errorf("Covariance mismatch. Want:\n%0.8v\nGot:\n%0.8v\n", subEstCov, sigma) t.Errorf("Covariance mismatch. Want:\n%0.8v\nGot:\n%0.8v\n", subEstCov, sigma)
} }
} }
@@ -386,11 +386,11 @@ func TestConditionNormal(t *testing.T) {
func TestCovarianceMatrix(t *testing.T) { func TestCovarianceMatrix(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
}{ }{
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{1, 0.5, 3, 0.5, 8, -1, 3, -1, 15}), sigma: mat.NewSymDense(3, []float64{1, 0.5, 3, 0.5, 8, -1, 3, -1, 15}),
}, },
} { } {
normal, ok := NewNormal(test.mu, test.sigma, nil) normal, ok := NewNormal(test.mu, test.sigma, nil)
@@ -398,13 +398,13 @@ func TestCovarianceMatrix(t *testing.T) {
t.Fatalf("Bad test, covariance matrix not positive definite") t.Fatalf("Bad test, covariance matrix not positive definite")
} }
cov := normal.CovarianceMatrix(nil) cov := normal.CovarianceMatrix(nil)
if !mat64.EqualApprox(cov, test.sigma, 1e-14) { if !mat.EqualApprox(cov, test.sigma, 1e-14) {
t.Errorf("Covariance mismatch with nil input") t.Errorf("Covariance mismatch with nil input")
} }
dim := test.sigma.Symmetric() dim := test.sigma.Symmetric()
cov = mat64.NewSymDense(dim, nil) cov = mat.NewSymDense(dim, nil)
normal.CovarianceMatrix(cov) normal.CovarianceMatrix(cov)
if !mat64.EqualApprox(cov, test.sigma, 1e-14) { if !mat.EqualApprox(cov, test.sigma, 1e-14) {
t.Errorf("Covariance mismatch with supplied input") t.Errorf("Covariance mismatch with supplied input")
} }
} }
@@ -413,22 +413,22 @@ func TestCovarianceMatrix(t *testing.T) {
func TestMarginal(t *testing.T) { func TestMarginal(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
marginal []int marginal []int
}{ }{
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}), sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
marginal: []int{0}, marginal: []int{0},
}, },
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}), sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
marginal: []int{0, 2}, marginal: []int{0, 2},
}, },
{ {
mu: []float64{2, 3, 4, 5}, mu: []float64{2, 3, 4, 5},
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}), sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
marginal: []int{0, 3}, marginal: []int{0, 3},
}, },
@@ -443,13 +443,13 @@ func TestMarginal(t *testing.T) {
} }
dim := normal.Dim() dim := normal.Dim()
nSamples := 1000000 nSamples := 1000000
samps := mat64.NewDense(nSamples, dim, nil) samps := mat.NewDense(nSamples, dim, nil)
for i := 0; i < nSamples; i++ { for i := 0; i < nSamples; i++ {
normal.Rand(samps.RawRowView(i)) normal.Rand(samps.RawRowView(i))
} }
estMean := make([]float64, dim) estMean := make([]float64, dim)
for i := range estMean { for i := range estMean {
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil) estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
} }
for i, v := range test.marginal { for i, v := range test.marginal {
if math.Abs(marginal.mu[i]-estMean[v]) > 1e-2 { if math.Abs(marginal.mu[i]-estMean[v]) > 1e-2 {
@@ -474,15 +474,15 @@ func TestMarginal(t *testing.T) {
func TestMarginalSingle(t *testing.T) { func TestMarginalSingle(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
}{ }{
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}), sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
}, },
{ {
mu: []float64{2, 3, 4, 5}, mu: []float64{2, 3, 4, 5},
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}), sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
}, },
} { } {
normal, ok := NewNormal(test.mu, test.sigma, nil) normal, ok := NewNormal(test.mu, test.sigma, nil)
@@ -513,9 +513,9 @@ func TestMarginalSingle(t *testing.T) {
for i := range x { for i := range x {
x[i] = rnd.Float64() x[i] = rnd.Float64()
} }
mat := mat64.NewDense(dim, dim, x) matrix := mat.NewDense(dim, dim, x)
var sigma mat64.SymDense var sigma mat.SymDense
sigma.SymOuterK(1, mat) sigma.SymOuterK(1, matrix)
normal, ok := NewNormal(mu, &sigma, nil) normal, ok := NewNormal(mu, &sigma, nil)
if !ok { if !ok {

View File

@@ -9,7 +9,7 @@ import (
"math/rand" "math/rand"
"testing" "testing"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func BenchmarkMarginalNormal10(b *testing.B) { func BenchmarkMarginalNormal10(b *testing.B) {
@@ -61,8 +61,8 @@ func randomNormal(sz int, rnd *rand.Rand) *Normal {
for i := range data { for i := range data {
data[i] = rnd.Float64() data[i] = rnd.Float64()
} }
dM := mat64.NewDense(sz, sz, data) dM := mat.NewDense(sz, sz, data)
var sigma mat64.SymDense var sigma mat.SymDense
sigma.SymOuterK(1, dM) sigma.SymOuterK(1, dM)
normal, ok := NewNormal(mu, &sigma, nil) normal, ok := NewNormal(mu, &sigma, nil)

View File

@@ -8,7 +8,7 @@ import (
"math" "math"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
@@ -37,14 +37,14 @@ func (Bhattacharyya) DistNormal(l, r *Normal) float64 {
panic(badSizeMismatch) panic(badSizeMismatch)
} }
var sigma mat64.SymDense var sigma mat.SymDense
sigma.AddSym(&l.sigma, &r.sigma) sigma.AddSym(&l.sigma, &r.sigma)
sigma.ScaleSym(0.5, &sigma) sigma.ScaleSym(0.5, &sigma)
var chol mat64.Cholesky var chol mat.Cholesky
chol.Factorize(&sigma) chol.Factorize(&sigma)
mahalanobis := stat.Mahalanobis(mat64.NewVector(dim, l.mu), mat64.NewVector(dim, r.mu), &chol) mahalanobis := stat.Mahalanobis(mat.NewVector(dim, l.mu), mat.NewVector(dim, r.mu), &chol)
mahalanobisSq := mahalanobis * mahalanobis mahalanobisSq := mahalanobis * mahalanobis
dl := l.chol.LogDet() dl := l.chol.LogDet()
@@ -154,21 +154,21 @@ func (KullbackLeibler) DistNormal(l, r *Normal) float64 {
panic(badSizeMismatch) panic(badSizeMismatch)
} }
mahalanobis := stat.Mahalanobis(mat64.NewVector(dim, l.mu), mat64.NewVector(dim, r.mu), &r.chol) mahalanobis := stat.Mahalanobis(mat.NewVector(dim, l.mu), mat.NewVector(dim, r.mu), &r.chol)
mahalanobisSq := mahalanobis * mahalanobis mahalanobisSq := mahalanobis * mahalanobis
// TODO(btracey): Optimize where there is a SolveCholeskySym // TODO(btracey): Optimize where there is a SolveCholeskySym
// TODO(btracey): There may be a more efficient way to just compute the trace // TODO(btracey): There may be a more efficient way to just compute the trace
// Compute tr(Σ_r^-1*Σ_l) using the fact that Σ_l = U^T * U // Compute tr(Σ_r^-1*Σ_l) using the fact that Σ_l = U^T * U
var u mat64.TriDense var u mat.TriDense
u.UFromCholesky(&l.chol) u.UFromCholesky(&l.chol)
var m mat64.Dense var m mat.Dense
err := m.SolveCholesky(&r.chol, u.T()) err := m.SolveCholesky(&r.chol, u.T())
if err != nil { if err != nil {
return math.NaN() return math.NaN()
} }
m.Mul(&m, &u) m.Mul(&m, &u)
tr := mat64.Trace(&m) tr := mat.Trace(&m)
return r.logSqrtDet - l.logSqrtDet + 0.5*(mahalanobisSq+tr-float64(l.dim)) return r.logSqrtDet - l.logSqrtDet + 0.5*(mahalanobisSq+tr-float64(l.dim))
} }
@@ -233,20 +233,20 @@ func (Wasserstein) DistNormal(l, r *Normal) float64 {
d = d * d d = d * d
// Compute Σ_l^(1/2) // Compute Σ_l^(1/2)
var ssl mat64.SymDense var ssl mat.SymDense
ssl.PowPSD(&l.sigma, 0.5) ssl.PowPSD(&l.sigma, 0.5)
// Compute Σ_l^(1/2)*Σ_r*Σ_l^(1/2) // Compute Σ_l^(1/2)*Σ_r*Σ_l^(1/2)
var mean mat64.Dense var mean mat.Dense
mean.Mul(&ssl, &r.sigma) mean.Mul(&ssl, &r.sigma)
mean.Mul(&mean, &ssl) mean.Mul(&mean, &ssl)
// Reinterpret as symdense, and take Σ^(1/2) // Reinterpret as symdense, and take Σ^(1/2)
meanSym := mat64.NewSymDense(dim, mean.RawMatrix().Data) meanSym := mat.NewSymDense(dim, mean.RawMatrix().Data)
ssl.PowPSD(meanSym, 0.5) ssl.PowPSD(meanSym, 0.5)
tr := mat64.Trace(&r.sigma) tr := mat.Trace(&r.sigma)
tl := mat64.Trace(&l.sigma) tl := mat.Trace(&l.sigma)
tm := mat64.Trace(&ssl) tm := mat.Trace(&ssl)
return d + tl + tr - 2*tm return d + tl + tr - 2*tm
} }

View File

@@ -10,21 +10,21 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
) )
func TestBhattacharyyaNormal(t *testing.T) { func TestBhattacharyyaNormal(t *testing.T) {
for cas, test := range []struct { for cas, test := range []struct {
am, bm []float64 am, bm []float64
ac, bc *mat64.SymDense ac, bc *mat.SymDense
samples int samples int
tol float64 tol float64
}{ }{
{ {
am: []float64{2, 3}, am: []float64{2, 3},
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}), ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
bm: []float64{-1, 1}, bm: []float64{-1, 1},
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}), bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
samples: 100000, samples: 100000,
tol: 1e-2, tol: 1e-2,
}, },
@@ -105,15 +105,15 @@ func bhattacharyyaSample(dim, samples int, l RandLogProber, r LogProber) float64
func TestCrossEntropyNormal(t *testing.T) { func TestCrossEntropyNormal(t *testing.T) {
for cas, test := range []struct { for cas, test := range []struct {
am, bm []float64 am, bm []float64
ac, bc *mat64.SymDense ac, bc *mat.SymDense
samples int samples int
tol float64 tol float64
}{ }{
{ {
am: []float64{2, 3}, am: []float64{2, 3},
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}), ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
bm: []float64{-1, 1}, bm: []float64{-1, 1},
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}), bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
samples: 100000, samples: 100000,
tol: 1e-2, tol: 1e-2,
}, },
@@ -144,15 +144,15 @@ func TestCrossEntropyNormal(t *testing.T) {
func TestHellingerNormal(t *testing.T) { func TestHellingerNormal(t *testing.T) {
for cas, test := range []struct { for cas, test := range []struct {
am, bm []float64 am, bm []float64
ac, bc *mat64.SymDense ac, bc *mat.SymDense
samples int samples int
tol float64 tol float64
}{ }{
{ {
am: []float64{2, 3}, am: []float64{2, 3},
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}), ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
bm: []float64{-1, 1}, bm: []float64{-1, 1},
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}), bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
samples: 100000, samples: 100000,
tol: 5e-1, tol: 5e-1,
}, },
@@ -188,15 +188,15 @@ func TestHellingerNormal(t *testing.T) {
func TestKullbackLeiblerNormal(t *testing.T) { func TestKullbackLeiblerNormal(t *testing.T) {
for cas, test := range []struct { for cas, test := range []struct {
am, bm []float64 am, bm []float64
ac, bc *mat64.SymDense ac, bc *mat.SymDense
samples int samples int
tol float64 tol float64
}{ }{
{ {
am: []float64{2, 3}, am: []float64{2, 3},
ac: mat64.NewSymDense(2, []float64{3, -1, -1, 2}), ac: mat.NewSymDense(2, []float64{3, -1, -1, 2}),
bm: []float64{-1, 1}, bm: []float64{-1, 1},
bc: mat64.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}), bc: mat.NewSymDense(2, []float64{1.5, 0.2, 0.2, 0.9}),
samples: 10000, samples: 10000,
tol: 1e-2, tol: 1e-2,
}, },

View File

@@ -12,7 +12,7 @@ import (
"golang.org/x/tools/container/intsets" "golang.org/x/tools/container/intsets"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat/distuv" "gonum.org/v1/gonum/stat/distuv"
) )
@@ -35,10 +35,10 @@ type StudentsT struct {
mu []float64 mu []float64
src *rand.Rand src *rand.Rand
sigma mat64.SymDense // only stored if needed sigma mat.SymDense // only stored if needed
chol mat64.Cholesky chol mat.Cholesky
lower mat64.TriDense lower mat.TriDense
logSqrtDet float64 logSqrtDet float64
dim int dim int
} }
@@ -48,7 +48,7 @@ type StudentsT struct {
// //
// NewStudentsT panics if len(mu) == 0, or if len(mu) != sigma.Symmetric(). If // NewStudentsT panics if len(mu) == 0, or if len(mu) != sigma.Symmetric(). If
// the covariance matrix is not positive-definite, nil is returned and ok is false. // the covariance matrix is not positive-definite, nil is returned and ok is false.
func NewStudentsT(mu []float64, sigma mat64.Symmetric, nu float64, src *rand.Rand) (dist *StudentsT, ok bool) { func NewStudentsT(mu []float64, sigma mat.Symmetric, nu float64, src *rand.Rand) (dist *StudentsT, ok bool) {
if len(mu) == 0 { if len(mu) == 0 {
panic(badZeroDimension) panic(badZeroDimension)
} }
@@ -69,7 +69,7 @@ func NewStudentsT(mu []float64, sigma mat64.Symmetric, nu float64, src *rand.Ran
if !ok { if !ok {
return nil, false return nil, false
} }
s.sigma = *mat64.NewSymDense(dim, nil) s.sigma = *mat.NewSymDense(dim, nil)
s.sigma.CopySym(sigma) s.sigma.CopySym(sigma)
s.lower.LFromCholesky(&s.chol) s.lower.LFromCholesky(&s.chol)
s.logSqrtDet = 0.5 * s.chol.LogDet() s.logSqrtDet = 0.5 * s.chol.LogDet()
@@ -113,7 +113,7 @@ func (s *StudentsT) ConditionStudentsT(observed []int, values []float64, src *ra
// studentsTConditional updates a Student's T distribution based on the observed samples // studentsTConditional updates a Student's T distribution based on the observed samples
// (see documentation for the public function). The Gaussian conditional update // (see documentation for the public function). The Gaussian conditional update
// is treated as a special case when nu == math.Inf(1). // is treated as a special case when nu == math.Inf(1).
func studentsTConditional(observed []int, values []float64, nu float64, mu []float64, sigma mat64.Symmetric) (newNu float64, newMean []float64, newSigma *mat64.SymDense) { func studentsTConditional(observed []int, values []float64, nu float64, mu []float64, sigma mat.Symmetric) (newNu float64, newMean []float64, newSigma *mat.SymDense) {
dim := len(mu) dim := len(mu)
ob := len(observed) ob := len(observed)
@@ -133,11 +133,11 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
mu2[i] = values[i] - mu[v] mu2[i] = values[i] - mu[v]
} }
var sigma11, sigma22 mat64.SymDense var sigma11, sigma22 mat.SymDense
sigma11.SubsetSym(sigma, unobserved) sigma11.SubsetSym(sigma, unobserved)
sigma22.SubsetSym(sigma, observed) sigma22.SubsetSym(sigma, observed)
sigma21 := mat64.NewDense(ob, unob, nil) sigma21 := mat.NewDense(ob, unob, nil)
for i, r := range observed { for i, r := range observed {
for j, c := range unobserved { for j, c := range unobserved {
v := sigma.At(r, c) v := sigma.At(r, c)
@@ -145,15 +145,15 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
} }
} }
var chol mat64.Cholesky var chol mat.Cholesky
ok := chol.Factorize(&sigma22) ok := chol.Factorize(&sigma22)
if !ok { if !ok {
return math.NaN(), nil, nil return math.NaN(), nil, nil
} }
// Compute mu_1 + sigma_{2,1}^T * sigma_{2,2}^-1 (v - mu_2). // Compute mu_1 + sigma_{2,1}^T * sigma_{2,2}^-1 (v - mu_2).
v := mat64.NewVector(ob, mu2) v := mat.NewVector(ob, mu2)
var tmp, tmp2 mat64.Vector var tmp, tmp2 mat.Vector
err := tmp.SolveCholeskyVec(&chol, v) err := tmp.SolveCholeskyVec(&chol, v)
if err != nil { if err != nil {
return math.NaN(), nil, nil return math.NaN(), nil, nil
@@ -166,7 +166,7 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
// Compute tmp4 = sigma_{2,1}^T * sigma_{2,2}^-1 * sigma_{2,1}. // Compute tmp4 = sigma_{2,1}^T * sigma_{2,2}^-1 * sigma_{2,1}.
// TODO(btracey): Should this be a method of SymDense? // TODO(btracey): Should this be a method of SymDense?
var tmp3, tmp4 mat64.Dense var tmp3, tmp4 mat.Dense
err = tmp3.SolveCholesky(&chol, sigma21) err = tmp3.SolveCholesky(&chol, sigma21)
if err != nil { if err != nil {
return math.NaN(), nil, nil return math.NaN(), nil, nil
@@ -189,7 +189,7 @@ func studentsTConditional(observed []int, values []float64, nu float64, mu []flo
} }
// Compute beta = (v - mu_2)^T * sigma_{2,2}^-1 * (v - mu_2)^T // Compute beta = (v - mu_2)^T * sigma_{2,2}^-1 * (v - mu_2)^T
beta := mat64.Dot(v, &tmp) beta := mat.Dot(v, &tmp)
// Scale the covariance matrix // Scale the covariance matrix
sigma11.ScaleSym((nu+beta)/(nu+float64(ob)), &sigma11) sigma11.ScaleSym((nu+beta)/(nu+float64(ob)), &sigma11)
@@ -221,9 +221,9 @@ func findUnob(observed []int, dim int) (unobserved []int) {
// covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])] // covariance(i, j) = E[(x_i - E[x_i])(x_j - E[x_j])]
// If the input matrix is nil a new matrix is allocated, otherwise the result // If the input matrix is nil a new matrix is allocated, otherwise the result
// is stored in-place into the input. // is stored in-place into the input.
func (st *StudentsT) CovarianceMatrix(s *mat64.SymDense) *mat64.SymDense { func (st *StudentsT) CovarianceMatrix(s *mat.SymDense) *mat.SymDense {
if s == nil { if s == nil {
s = mat64.NewSymDense(st.dim, nil) s = mat.NewSymDense(st.dim, nil)
} }
sn := s.Symmetric() sn := s.Symmetric()
if sn != st.dim { if sn != st.dim {
@@ -256,12 +256,12 @@ func (s *StudentsT) LogProb(y []float64) float64 {
copy(shift, y) copy(shift, y)
floats.Sub(shift, s.mu) floats.Sub(shift, s.mu)
x := mat64.NewVector(s.dim, shift) x := mat.NewVector(s.dim, shift)
var tmp mat64.Vector var tmp mat.Vector
tmp.SolveCholeskyVec(&s.chol, x) tmp.SolveCholeskyVec(&s.chol, x)
dot := mat64.Dot(&tmp, x) dot := mat.Dot(&tmp, x)
return t1 - ((nu+n)/2)*math.Log(1+dot/nu) return t1 - ((nu+n)/2)*math.Log(1+dot/nu)
} }
@@ -283,7 +283,7 @@ func (s *StudentsT) MarginalStudentsT(vars []int, src *rand.Rand) (dist *Student
for i, v := range vars { for i, v := range vars {
newMean[i] = s.mu[v] newMean[i] = s.mu[v]
} }
var newSigma mat64.SymDense var newSigma mat.SymDense
newSigma.SubsetSym(&s.sigma, vars) newSigma.SubsetSym(&s.sigma, vars)
return NewStudentsT(newMean, &newSigma, s.nu, src) return NewStudentsT(newMean, &newSigma, s.nu, src)
} }
@@ -342,8 +342,8 @@ func (s *StudentsT) Rand(x []float64) []float64 {
tmp[i] = s.src.NormFloat64() tmp[i] = s.src.NormFloat64()
} }
} }
xVec := mat64.NewVector(s.dim, x) xVec := mat.NewVector(s.dim, x)
tmpVec := mat64.NewVector(s.dim, tmp) tmpVec := mat.NewVector(s.dim, tmp)
xVec.MulVec(&s.lower, tmpVec) xVec.MulVec(&s.lower, tmpVec)
u := distuv.ChiSquared{K: s.nu, Src: s.src}.Rand() u := distuv.ChiSquared{K: s.nu, Src: s.src}.Rand()

View File

@@ -10,7 +10,7 @@ import (
"testing" "testing"
"gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/matrix/mat64" "gonum.org/v1/gonum/mat"
"gonum.org/v1/gonum/stat" "gonum.org/v1/gonum/stat"
) )
@@ -19,7 +19,7 @@ func TestStudentTProbs(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
nu float64 nu float64
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
x [][]float64 x [][]float64
probs []float64 probs []float64
@@ -27,7 +27,7 @@ func TestStudentTProbs(t *testing.T) {
{ {
nu: 3, nu: 3,
mu: []float64{0, 0}, mu: []float64{0, 0},
sigma: mat64.NewSymDense(2, []float64{1, 0, 0, 1}), sigma: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
x: [][]float64{ x: [][]float64{
{0, 0}, {0, 0},
@@ -46,7 +46,7 @@ func TestStudentTProbs(t *testing.T) {
{ {
nu: 4, nu: 4,
mu: []float64{2, -3}, mu: []float64{2, -3},
sigma: mat64.NewSymDense(2, []float64{8, -1, -1, 5}), sigma: mat.NewSymDense(2, []float64{8, -1, -1, 5}),
x: [][]float64{ x: [][]float64{
{0, 0}, {0, 0},
@@ -87,25 +87,25 @@ func TestStudentsTRand(t *testing.T) {
src := rand.New(rand.NewSource(1)) src := rand.New(rand.NewSource(1))
for _, test := range []struct { for _, test := range []struct {
mean []float64 mean []float64
cov *mat64.SymDense cov *mat.SymDense
nu float64 nu float64
tolcov float64 tolcov float64
}{ }{
{ {
mean: []float64{0, 0}, mean: []float64{0, 0},
cov: mat64.NewSymDense(2, []float64{1, 0, 0, 1}), cov: mat.NewSymDense(2, []float64{1, 0, 0, 1}),
nu: 3, nu: 3,
tolcov: 1e-2, tolcov: 1e-2,
}, },
{ {
mean: []float64{3, 4}, mean: []float64{3, 4},
cov: mat64.NewSymDense(2, []float64{5, 1.2, 1.2, 6}), cov: mat.NewSymDense(2, []float64{5, 1.2, 1.2, 6}),
nu: 8, nu: 8,
tolcov: 1e-2, tolcov: 1e-2,
}, },
{ {
mean: []float64{3, 4, -2}, mean: []float64{3, 4, -2},
cov: mat64.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}), cov: mat.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
nu: 8, nu: 8,
tolcov: 1e-2, tolcov: 1e-2,
}, },
@@ -116,13 +116,13 @@ func TestStudentsTRand(t *testing.T) {
} }
nSamples := 10000000 nSamples := 10000000
dim := len(test.mean) dim := len(test.mean)
samps := mat64.NewDense(nSamples, dim, nil) samps := mat.NewDense(nSamples, dim, nil)
for i := 0; i < nSamples; i++ { for i := 0; i < nSamples; i++ {
s.Rand(samps.RawRowView(i)) s.Rand(samps.RawRowView(i))
} }
estMean := make([]float64, dim) estMean := make([]float64, dim)
for i := range estMean { for i := range estMean {
estMean[i] = stat.Mean(mat64.Col(nil, i, samps), nil) estMean[i] = stat.Mean(mat.Col(nil, i, samps), nil)
} }
mean := s.Mean(nil) mean := s.Mean(nil)
if !floats.EqualApprox(estMean, mean, 1e-2) { if !floats.EqualApprox(estMean, mean, 1e-2) {
@@ -130,7 +130,7 @@ func TestStudentsTRand(t *testing.T) {
} }
cov := s.CovarianceMatrix(nil) cov := s.CovarianceMatrix(nil)
estCov := stat.CovarianceMatrix(nil, samps, nil) estCov := stat.CovarianceMatrix(nil, samps, nil)
if !mat64.EqualApprox(estCov, cov, test.tolcov) { if !mat.EqualApprox(estCov, cov, test.tolcov) {
t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov) t.Errorf("Cov mismatch: want: %v, got %v", cov, estCov)
} }
} }
@@ -140,7 +140,7 @@ func TestStudentsTConditional(t *testing.T) {
src := rand.New(rand.NewSource(1)) src := rand.New(rand.NewSource(1))
for _, test := range []struct { for _, test := range []struct {
mean []float64 mean []float64
cov *mat64.SymDense cov *mat.SymDense
nu float64 nu float64
idx []int idx []int
@@ -149,7 +149,7 @@ func TestStudentsTConditional(t *testing.T) {
}{ }{
{ {
mean: []float64{3, 4, -2}, mean: []float64{3, 4, -2},
cov: mat64.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}), cov: mat.NewSymDense(3, []float64{5, 1.2, -0.8, 1.2, 6, 0.4, -0.8, 0.4, 2}),
nu: 8, nu: 8,
idx: []int{0}, idx: []int{0},
value: []float64{6}, value: []float64{6},
@@ -182,11 +182,11 @@ func TestStudentsTConditional(t *testing.T) {
muOb[i] = test.mean[v] muOb[i] = test.mean[v]
} }
var sig11, sig22 mat64.SymDense var sig11, sig22 mat.SymDense
sig11.SubsetSym(&s.sigma, unob) sig11.SubsetSym(&s.sigma, unob)
sig22.SubsetSym(&s.sigma, ob) sig22.SubsetSym(&s.sigma, ob)
sig12 := mat64.NewDense(len(unob), len(ob), nil) sig12 := mat.NewDense(len(unob), len(ob), nil)
for i := range unob { for i := range unob {
for j := range ob { for j := range ob {
sig12.Set(i, j, s.sigma.At(unob[i], ob[j])) sig12.Set(i, j, s.sigma.At(unob[i], ob[j]))
@@ -198,9 +198,9 @@ func TestStudentsTConditional(t *testing.T) {
floats.Sub(shift, muOb) floats.Sub(shift, muOb)
newMu := make([]float64, len(muUnob)) newMu := make([]float64, len(muUnob))
newMuVec := mat64.NewVector(len(muUnob), newMu) newMuVec := mat.NewVector(len(muUnob), newMu)
shiftVec := mat64.NewVector(len(shift), shift) shiftVec := mat.NewVector(len(shift), shift)
var tmp mat64.Vector var tmp mat.Vector
tmp.SolveVec(&sig22, shiftVec) tmp.SolveVec(&sig22, shiftVec)
newMuVec.MulVec(sig12, &tmp) newMuVec.MulVec(sig12, &tmp)
floats.Add(newMu, muUnob) floats.Add(newMu, muUnob)
@@ -209,16 +209,16 @@ func TestStudentsTConditional(t *testing.T) {
t.Errorf("Mu mismatch. Got %v, want %v", sUp.mu, newMu) t.Errorf("Mu mismatch. Got %v, want %v", sUp.mu, newMu)
} }
var tmp2 mat64.Dense var tmp2 mat.Dense
tmp2.Solve(&sig22, sig12.T()) tmp2.Solve(&sig22, sig12.T())
var tmp3 mat64.Dense var tmp3 mat.Dense
tmp3.Mul(sig12, &tmp2) tmp3.Mul(sig12, &tmp2)
tmp3.Sub(&sig11, &tmp3) tmp3.Sub(&sig11, &tmp3)
dot := mat64.Dot(shiftVec, &tmp) dot := mat.Dot(shiftVec, &tmp)
tmp3.Scale((test.nu+dot)/(test.nu+float64(len(ob))), &tmp3) tmp3.Scale((test.nu+dot)/(test.nu+float64(len(ob))), &tmp3)
if !mat64.EqualApprox(&tmp3, &sUp.sigma, 1e-10) { if !mat.EqualApprox(&tmp3, &sUp.sigma, 1e-10) {
t.Errorf("Sigma mismatch") t.Errorf("Sigma mismatch")
} }
} }
@@ -227,17 +227,17 @@ func TestStudentsTConditional(t *testing.T) {
func TestStudentsTMarginalSingle(t *testing.T) { func TestStudentsTMarginalSingle(t *testing.T) {
for _, test := range []struct { for _, test := range []struct {
mu []float64 mu []float64
sigma *mat64.SymDense sigma *mat.SymDense
nu float64 nu float64
}{ }{
{ {
mu: []float64{2, 3, 4}, mu: []float64{2, 3, 4},
sigma: mat64.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}), sigma: mat.NewSymDense(3, []float64{2, 0.5, 3, 0.5, 1, 0.6, 3, 0.6, 10}),
nu: 5, nu: 5,
}, },
{ {
mu: []float64{2, 3, 4, 5}, mu: []float64{2, 3, 4, 5},
sigma: mat64.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}), sigma: mat.NewSymDense(4, []float64{2, 0.5, 3, 0.1, 0.5, 1, 0.6, 0.2, 3, 0.6, 10, 0.3, 0.1, 0.2, 0.3, 3}),
nu: 6, nu: 6,
}, },
} { } {

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