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. 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 }