go-chart/matrix/matrix.go

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package matrix
import (
"bytes"
"errors"
"fmt"
"math"
)
const (
// DefaultEpsilon represents the minimum precision for matrix math operations.
DefaultEpsilon = 0.000001
)
var (
// ErrDimensionMismatch is a typical error.
ErrDimensionMismatch = errors.New("dimension mismatch")
// ErrSingularValue is a typical error.
ErrSingularValue = errors.New("singular value")
)
// New returns a new matrix.
func New(rows, cols int, values ...float64) *Matrix {
if len(values) == 0 {
return &Matrix{
stride: cols,
epsilon: DefaultEpsilon,
elements: make([]float64, rows*cols),
}
}
elems := make([]float64, rows*cols)
copy(elems, values)
return &Matrix{
stride: cols,
epsilon: DefaultEpsilon,
elements: elems,
}
}
// Identity returns the identity matrix of a given order.
func Identity(order int) *Matrix {
m := New(order, order)
for i := 0; i < order; i++ {
m.Set(i, i, 1)
}
return m
}
// Zero returns a matrix of a given size zeroed.
func Zero(rows, cols int) *Matrix {
return New(rows, cols)
}
// Ones returns an matrix of ones.
func Ones(rows, cols int) *Matrix {
ones := make([]float64, rows*cols)
for i := 0; i < (rows * cols); i++ {
ones[i] = 1
}
return &Matrix{
stride: cols,
epsilon: DefaultEpsilon,
elements: ones,
}
}
// Eye returns the eye matrix.
func Eye(n int) *Matrix {
m := Zero(n, n)
for i := 0; i < len(m.elements); i += n + 1 {
m.elements[i] = 1
}
return m
}
// NewFromArrays creates a matrix from a jagged array set.
func NewFromArrays(a [][]float64) *Matrix {
rows := len(a)
if rows == 0 {
return nil
}
cols := len(a[0])
m := New(rows, cols)
for row := 0; row < rows; row++ {
for col := 0; col < cols; col++ {
m.Set(row, col, a[row][col])
}
}
return m
}
// Matrix represents a 2d dense array of floats.
type Matrix struct {
epsilon float64
elements []float64
stride int
}
// String returns a string representation of the matrix.
func (m *Matrix) String() string {
buffer := bytes.NewBuffer(nil)
rows, cols := m.Size()
for row := 0; row < rows; row++ {
for col := 0; col < cols; col++ {
buffer.WriteString(f64s(m.Get(row, col)))
buffer.WriteRune(' ')
}
buffer.WriteRune('\n')
}
return buffer.String()
}
// Epsilon returns the maximum precision for math operations.
func (m *Matrix) Epsilon() float64 {
return m.epsilon
}
// WithEpsilon sets the epsilon on the matrix and returns a reference to the matrix.
func (m *Matrix) WithEpsilon(epsilon float64) *Matrix {
m.epsilon = epsilon
return m
}
// Each applies the action to each element of the matrix in
// rows => cols order.
2017-04-19 08:53:29 +02:00
func (m *Matrix) Each(action func(row, col int, value float64)) {
rows, cols := m.Size()
for row := 0; row < rows; row++ {
for col := 0; col < cols; col++ {
action(row, col, m.Get(row, col))
}
}
}
// Round rounds all the values in a matrix to it epsilon,
// returning a reference to the original
func (m *Matrix) Round() *Matrix {
rows, cols := m.Size()
for row := 0; row < rows; row++ {
for col := 0; col < cols; col++ {
m.Set(row, col, roundToEpsilon(m.Get(row, col), m.epsilon))
}
}
return m
}
// Arrays returns the matrix as a two dimensional jagged array.
func (m *Matrix) Arrays() [][]float64 {
rows, cols := m.Size()
a := make([][]float64, rows)
for row := 0; row < rows; row++ {
a[row] = make([]float64, cols)
for col := 0; col < cols; col++ {
a[row][col] = m.Get(row, col)
}
}
return a
}
// Size returns the dimensions of the matrix.
func (m *Matrix) Size() (rows, cols int) {
rows = len(m.elements) / m.stride
cols = m.stride
return
}
// IsSquare returns if the row count is equal to the column count.
func (m *Matrix) IsSquare() bool {
return m.stride == (len(m.elements) / m.stride)
}
// IsSymmetric returns if the matrix is symmetric about its diagonal.
func (m *Matrix) IsSymmetric() bool {
rows, cols := m.Size()
if rows != cols {
return false
}
for i := 0; i < rows; i++ {
for j := 0; j < i; j++ {
if m.Get(i, j) != m.Get(j, i) {
return false
}
}
}
return true
}
// Get returns the element at the given row, col.
func (m *Matrix) Get(row, col int) float64 {
index := (m.stride * row) + col
return m.elements[index]
}
// Set sets a value.
func (m *Matrix) Set(row, col int, val float64) {
index := (m.stride * row) + col
m.elements[index] = val
}
// Col returns a column of the matrix as a vector.
func (m *Matrix) Col(col int) Vector {
rows, _ := m.Size()
values := make([]float64, rows)
for row := 0; row < rows; row++ {
values[row] = m.Get(row, col)
}
return Vector(values)
}
// Row returns a row of the matrix as a vector.
func (m *Matrix) Row(row int) Vector {
_, cols := m.Size()
values := make([]float64, cols)
for col := 0; col < cols; col++ {
values[col] = m.Get(row, col)
}
return Vector(values)
}
// SubMatrix returns a sub matrix from a given outer matrix.
func (m *Matrix) SubMatrix(i, j, rows, cols int) *Matrix {
return &Matrix{
elements: m.elements[i*m.stride+j : i*m.stride+j+(rows-1)*m.stride+cols],
stride: m.stride,
epsilon: m.epsilon,
}
}
// ScaleRow applies a scale to an entire row.
func (m *Matrix) ScaleRow(row int, scale float64) {
startIndex := row * m.stride
for i := startIndex; i < m.stride; i++ {
m.elements[i] = m.elements[i] * scale
}
}
func (m *Matrix) scaleAddRow(rd int, rs int, f float64) {
indexd := rd * m.stride
indexs := rs * m.stride
for col := 0; col < m.stride; col++ {
m.elements[indexd] += f * m.elements[indexs]
indexd++
indexs++
}
}
// SwapRows swaps a row in the matrix in place.
func (m *Matrix) SwapRows(i, j int) {
var vi, vj float64
for col := 0; col < m.stride; col++ {
vi = m.Get(i, col)
vj = m.Get(j, col)
m.Set(i, col, vj)
m.Set(j, col, vi)
}
}
// Augment concatenates two matrices about the horizontal.
func (m *Matrix) Augment(m2 *Matrix) (*Matrix, error) {
mr, mc := m.Size()
m2r, m2c := m2.Size()
if mr != m2r {
return nil, ErrDimensionMismatch
}
m3 := Zero(mr, mc+m2c)
for row := 0; row < mr; row++ {
for col := 0; col < mc; col++ {
m3.Set(row, col, m.Get(row, col))
}
for col := 0; col < m2c; col++ {
m3.Set(row, mc+col, m2.Get(row, col))
}
}
return m3, nil
}
// Copy returns a duplicate of a given matrix.
func (m *Matrix) Copy() *Matrix {
m2 := &Matrix{stride: m.stride, epsilon: m.epsilon, elements: make([]float64, len(m.elements))}
copy(m2.elements, m.elements)
return m2
}
// DiagonalVector returns a vector from the diagonal of a matrix.
func (m *Matrix) DiagonalVector() Vector {
rows, cols := m.Size()
rank := minInt(rows, cols)
values := make([]float64, rank)
for index := 0; index < rank; index++ {
values[index] = m.Get(index, index)
}
return Vector(values)
}
// Diagonal returns a matrix from the diagonal of a matrix.
func (m *Matrix) Diagonal() *Matrix {
rows, cols := m.Size()
rank := minInt(rows, cols)
m2 := New(rank, rank)
for index := 0; index < rank; index++ {
m2.Set(index, index, m.Get(index, index))
}
return m2
}
// Equals returns if a matrix equals another matrix.
func (m *Matrix) Equals(other *Matrix) bool {
if other == nil && m != nil {
return false
} else if other == nil {
return true
}
if m.stride != other.stride {
return false
}
msize := len(m.elements)
m2size := len(other.elements)
if msize != m2size {
return false
}
for i := 0; i < msize; i++ {
if m.elements[i] != other.elements[i] {
return false
}
}
return true
}
// L returns the matrix with zeros below the diagonal.
func (m *Matrix) L() *Matrix {
rows, cols := m.Size()
m2 := New(rows, cols)
for row := 0; row < rows; row++ {
for col := row; col < cols; col++ {
m2.Set(row, col, m.Get(row, col))
}
}
return m2
}
// U returns the matrix with zeros above the diagonal.
// Does not include the diagonal.
func (m *Matrix) U() *Matrix {
rows, cols := m.Size()
m2 := New(rows, cols)
for row := 0; row < rows; row++ {
for col := 0; col < row && col < cols; col++ {
m2.Set(row, col, m.Get(row, col))
}
}
return m2
}
// math operations
// Multiply multiplies two matrices.
func (m *Matrix) Multiply(m2 *Matrix) (m3 *Matrix, err error) {
if m.stride*m2.stride != len(m2.elements) {
return nil, ErrDimensionMismatch
}
m3 = &Matrix{epsilon: m.epsilon, stride: m2.stride, elements: make([]float64, (len(m.elements)/m.stride)*m2.stride)}
for m1c0, m3x := 0, 0; m1c0 < len(m.elements); m1c0 += m.stride {
for m2r0 := 0; m2r0 < m2.stride; m2r0++ {
for m1x, m2x := m1c0, m2r0; m2x < len(m2.elements); m2x += m2.stride {
m3.elements[m3x] += m.elements[m1x] * m2.elements[m2x]
m1x++
}
m3x++
}
}
return
}
// Pivotize does something i'm not sure what.
func (m *Matrix) Pivotize() *Matrix {
pv := make([]int, m.stride)
for i := range pv {
pv[i] = i
}
for j, dx := 0, 0; j < m.stride; j++ {
row := j
max := m.elements[dx]
for i, ixcj := j, dx; i < m.stride; i++ {
if m.elements[ixcj] > max {
max = m.elements[ixcj]
row = i
}
ixcj += m.stride
}
if j != row {
pv[row], pv[j] = pv[j], pv[row]
}
dx += m.stride + 1
}
p := Zero(m.stride, m.stride)
for r, c := range pv {
p.elements[r*m.stride+c] = 1
}
return p
}
// Times returns the product of a matrix and another.
func (m *Matrix) Times(m2 *Matrix) (*Matrix, error) {
mr, mc := m.Size()
m2r, m2c := m2.Size()
if mc != m2r {
return nil, fmt.Errorf("cannot multiply (%dx%d) and (%dx%d)", mr, mc, m2r, m2c)
//return nil, ErrDimensionMismatch
}
c := Zero(mr, m2c)
for i := 0; i < mr; i++ {
sums := c.elements[i*c.stride : (i+1)*c.stride]
for k, a := range m.elements[i*m.stride : i*m.stride+m.stride] {
for j, b := range m2.elements[k*m2.stride : k*m2.stride+m2.stride] {
sums[j] += a * b
}
}
}
return c, nil
}
// Decompositions
// LU performs the LU decomposition.
func (m *Matrix) LU() (l, u, p *Matrix) {
l = Zero(m.stride, m.stride)
u = Zero(m.stride, m.stride)
p = m.Pivotize()
m, _ = p.Multiply(m)
for j, jxc0 := 0, 0; j < m.stride; j++ {
l.elements[jxc0+j] = 1
for i, ixc0 := 0, 0; ixc0 <= jxc0; i++ {
sum := 0.
for k, kxcj := 0, j; k < i; k++ {
sum += u.elements[kxcj] * l.elements[ixc0+k]
kxcj += m.stride
}
u.elements[ixc0+j] = m.elements[ixc0+j] - sum
ixc0 += m.stride
}
for ixc0 := jxc0; ixc0 < len(m.elements); ixc0 += m.stride {
sum := 0.
for k, kxcj := 0, j; k < j; k++ {
sum += u.elements[kxcj] * l.elements[ixc0+k]
kxcj += m.stride
}
l.elements[ixc0+j] = (m.elements[ixc0+j] - sum) / u.elements[jxc0+j]
}
jxc0 += m.stride
}
return
}
// QR performs the qr decomposition.
func (m *Matrix) QR() (q, r *Matrix) {
defer func() {
q = q.Round()
r = r.Round()
}()
rows, cols := m.Size()
qr := m.Copy()
q = New(rows, cols)
r = New(rows, cols)
var i, j, k int
var norm, s float64
for k = 0; k < cols; k++ {
norm = 0
for i = k; i < rows; i++ {
norm = math.Hypot(norm, qr.Get(i, k))
}
if norm != 0 {
if qr.Get(k, k) < 0 {
norm = -norm
}
for i = k; i < rows; i++ {
qr.Set(i, k, qr.Get(i, k)/norm)
}
qr.Set(k, k, qr.Get(k, k)+1.0)
for j = k + 1; j < cols; j++ {
s = 0
for i = k; i < rows; i++ {
s += qr.Get(i, k) * qr.Get(i, j)
}
s = -s / qr.Get(k, k)
for i = k; i < rows; i++ {
qr.Set(i, j, qr.Get(i, j)+s*qr.Get(i, k))
if i < j {
r.Set(i, j, qr.Get(i, j))
}
}
}
}
r.Set(k, k, -norm)
}
//Q Matrix:
i, j, k = 0, 0, 0
for k = cols - 1; k >= 0; k-- {
q.Set(k, k, 1.0)
for j = k; j < cols; j++ {
if qr.Get(k, k) != 0 {
s = 0
for i = k; i < rows; i++ {
s += qr.Get(i, k) * q.Get(i, j)
}
s = -s / qr.Get(k, k)
for i = k; i < rows; i++ {
q.Set(i, j, q.Get(i, j)+s*qr.Get(i, k))
}
}
}
}
return
}
// Transpose flips a matrix about its diagonal, returning a new copy.
func (m *Matrix) Transpose() *Matrix {
rows, cols := m.Size()
m2 := Zero(cols, rows)
for i := 0; i < rows; i++ {
for j := 0; j < cols; j++ {
m2.Set(j, i, m.Get(i, j))
}
}
return m2
}
// Inverse returns a matrix such that M*I==1.
func (m *Matrix) Inverse() (*Matrix, error) {
if !m.IsSymmetric() {
return nil, ErrDimensionMismatch
}
rows, cols := m.Size()
aug, _ := m.Augment(Eye(rows))
for i := 0; i < rows; i++ {
j := i
for k := i; k < rows; k++ {
if math.Abs(aug.Get(k, i)) > math.Abs(aug.Get(j, i)) {
j = k
}
}
if j != i {
aug.SwapRows(i, j)
}
if aug.Get(i, i) == 0 {
return nil, ErrSingularValue
}
aug.ScaleRow(i, 1.0/aug.Get(i, i))
for k := 0; k < rows; k++ {
if k == i {
continue
}
aug.scaleAddRow(k, i, -aug.Get(k, i))
}
}
return aug.SubMatrix(0, cols, rows, cols), nil
}