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Merged
merged 11 commits into from
Apr 27, 2019
Merged

Separation of Scalar trait into another crate #139

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dd495ff
Use cauchy 0.2
termoshtt Apr 25, 2019
32e56e0
Rename trait LapackScalar -> Lapack
termoshtt Apr 24, 2019
5be2ed2
Use cauchy::Scalar
termoshtt Apr 24, 2019
1417f39
Revise cauchy support
termoshtt Apr 25, 2019
622000d
Use rand feature of num-complex
termoshtt Apr 25, 2019
be2c794
Support cauchy in tests
termoshtt Apr 25, 2019
9cfe4fb
Rename lapack_traits -> lapack
termoshtt Apr 25, 2019
7e497cc
Merge branch 'master' into cauchy
termoshtt Apr 27, 2019
8e7dea5
Fix random_{unitary,regular}
termoshtt Apr 27, 2019
c12e7f1
Fix test/det
termoshtt Apr 27, 2019
c870f18
Add short doc of Lapack trait
termoshtt Apr 27, 2019
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6 changes: 4 additions & 2 deletions Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -23,11 +23,13 @@ serde-1 = ["ndarray/serde-1", "num-complex/serde"]
[dependencies]
lapacke = "0.2"
num-traits = "0.2"
rand = "0.6"
rand = "0.5"
cauchy = "0.2"

[dependencies.num-complex]
version = "0.2"
version = "0.2.1"
default-features = false
features = ["rand"]

[dependencies.ndarray]
version = "0.12"
Expand Down
6 changes: 3 additions & 3 deletions src/assert.rs
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Expand Up @@ -32,7 +32,7 @@ pub fn close_max<A, S1, S2, D>(
atol: A::Real,
) -> Result<A::Real, A::Real>
where
A: Scalar,
A: Scalar + Lapack,
S1: Data<Elem = A>,
S2: Data<Elem = A>,
D: Dimension,
Expand All @@ -52,7 +52,7 @@ pub fn close_l1<A, S1, S2, D>(
rtol: A::Real,
) -> Result<A::Real, A::Real>
where
A: Scalar,
A: Scalar + Lapack,
S1: Data<Elem = A>,
S2: Data<Elem = A>,
D: Dimension,
Expand All @@ -72,7 +72,7 @@ pub fn close_l2<A, S1, S2, D>(
rtol: A::Real,
) -> Result<A::Real, A::Real>
where
A: Scalar,
A: Scalar + Lapack,
S1: Data<Elem = A>,
S2: Data<Elem = A>,
D: Dimension,
Expand Down
44 changes: 22 additions & 22 deletions src/cholesky.rs
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Expand Up @@ -52,7 +52,7 @@ use crate::layout::*;
use crate::triangular::IntoTriangular;
use crate::types::*;

pub use crate::lapack_traits::UPLO;
pub use crate::lapack::UPLO;

/// Cholesky decomposition of Hermitian (or real symmetric) positive definite matrix
pub struct CholeskyFactorized<S: Data> {
Expand All @@ -66,7 +66,7 @@ pub struct CholeskyFactorized<S: Data> {

impl<A, S> CholeskyFactorized<S>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
/// Returns `L` from the Cholesky decomposition `A = L * L^H`.
Expand Down Expand Up @@ -96,10 +96,10 @@ where

impl<A, S> DeterminantC for CholeskyFactorized<S>
where
A: Absolute,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = <A as AssociatedReal>::Real;
type Output = <A as Scalar>::Real;

fn detc(&self) -> Self::Output {
self.ln_detc().exp()
Expand All @@ -109,17 +109,17 @@ where
self.factor
.diag()
.iter()
.map(|elem| elem.abs_sqr().ln())
.map(|elem| elem.square().ln())
.sum::<Self::Output>()
}
}

impl<A, S> DeterminantCInto for CholeskyFactorized<S>
where
A: Absolute,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = <A as AssociatedReal>::Real;
type Output = <A as Scalar>::Real;

fn detc_into(self) -> Self::Output {
self.detc()
Expand All @@ -132,7 +132,7 @@ where

impl<A, S> InverseC for CholeskyFactorized<S>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = Array2<A>;
Expand All @@ -148,7 +148,7 @@ where

impl<A, S> InverseCInto for CholeskyFactorized<S>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type Output = ArrayBase<S, Ix2>;
Expand All @@ -163,7 +163,7 @@ where

impl<A, S> SolveC<A> for CholeskyFactorized<S>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
fn solvec_inplace<'a, Sb>(&self, b: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
Expand Down Expand Up @@ -226,7 +226,7 @@ pub trait CholeskyInplace {

impl<A, S> Cholesky for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = Array2<A>;
Expand All @@ -239,7 +239,7 @@ where

impl<A, S> CholeskyInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type Output = Self;
Expand All @@ -252,7 +252,7 @@ where

impl<A, S> CholeskyInplace for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
fn cholesky_inplace(&mut self, uplo: UPLO) -> Result<&mut Self> {
Expand Down Expand Up @@ -289,7 +289,7 @@ pub trait FactorizeCInto<S: Data> {

impl<A, S> FactorizeCInto<S> for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
fn factorizec_into(self, uplo: UPLO) -> Result<CholeskyFactorized<S>> {
Expand All @@ -302,7 +302,7 @@ where

impl<A, Si> FactorizeC<OwnedRepr<A>> for ArrayBase<Si, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
Si: Data<Elem = A>,
{
fn factorizec(&self, uplo: UPLO) -> Result<CholeskyFactorized<OwnedRepr<A>>> {
Expand Down Expand Up @@ -343,7 +343,7 @@ pub trait SolveC<A: Scalar> {

impl<A, S> SolveC<A> for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
fn solvec_inplace<'a, Sb>(&self, b: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
Expand Down Expand Up @@ -372,7 +372,7 @@ pub trait InverseCInto {

impl<A, S> InverseC for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = Array2<A>;
Expand All @@ -384,7 +384,7 @@ where

impl<A, S> InverseCInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type Output = Self;
Expand Down Expand Up @@ -430,10 +430,10 @@ pub trait DeterminantCInto {

impl<A, S> DeterminantC for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = Result<<A as AssociatedReal>::Real>;
type Output = Result<<A as Scalar>::Real>;

fn detc(&self) -> Self::Output {
Ok(self.ln_detc()?.exp())
Expand All @@ -446,10 +446,10 @@ where

impl<A, S> DeterminantCInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type Output = Result<<A as AssociatedReal>::Real>;
type Output = Result<<A as Scalar>::Real>;

fn detc_into(self) -> Self::Output {
Ok(self.ln_detc_into()?.exp())
Expand Down
6 changes: 3 additions & 3 deletions src/convert.rs
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Expand Up @@ -3,9 +3,9 @@
use ndarray::*;

use super::error::*;
use super::lapack_traits::UPLO;
use super::lapack::UPLO;
use super::layout::*;
use super::types::Conjugate;
use super::types::*;

pub fn into_col<S>(a: ArrayBase<S, Ix1>) -> ArrayBase<S, Ix2>
where
Expand Down Expand Up @@ -107,7 +107,7 @@ where
/// ***Panics*** if `a` is not square.
pub(crate) fn triangular_fill_hermitian<A, S>(a: &mut ArrayBase<S, Ix2>, uplo: UPLO)
where
A: Conjugate,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
assert!(a.is_square());
Expand Down
18 changes: 9 additions & 9 deletions src/eigh.rs
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Expand Up @@ -30,7 +30,7 @@ pub trait EighInto: Sized {

impl<A, S> EighInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand All @@ -43,7 +43,7 @@ where

impl<A, S> Eigh for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand All @@ -57,7 +57,7 @@ where

impl<A, S> EighInplace for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand Down Expand Up @@ -88,7 +88,7 @@ pub trait EigValshInplace {

impl<A, S> EigValshInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand All @@ -100,7 +100,7 @@ where

impl<A, S> EigValsh for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand All @@ -113,7 +113,7 @@ where

impl<A, S> EigValshInplace for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A>,
{
type EigVal = Array1<A::Real>;
Expand All @@ -132,7 +132,7 @@ pub trait SymmetricSqrt {

impl<A, S> SymmetricSqrt for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: Data<Elem = A>,
{
type Output = Array2<A>;
Expand All @@ -151,14 +151,14 @@ pub trait SymmetricSqrtInto {

impl<A, S> SymmetricSqrtInto for ArrayBase<S, Ix2>
where
A: Scalar,
A: Scalar + Lapack,
S: DataMut<Elem = A> + DataOwned,
{
type Output = Array2<A>;

fn ssqrt_into(self, uplo: UPLO) -> Result<Self::Output> {
let (e, v) = self.eigh_into(uplo)?;
let e_sqrt = Array1::from_iter(e.iter().map(|r| AssociatedReal::inject(r.sqrt())));
let e_sqrt = Array1::from_iter(e.iter().map(|r| Scalar::from_real(r.sqrt())));
let ev = e_sqrt.into_diagonal().op(&v.t());
Ok(v.op(&ev))
}
Expand Down
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