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372 lines
10 KiB
EmacsLisp
372 lines
10 KiB
EmacsLisp
;;; calc-mtx.el --- matrix functions for Calc
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;; Copyright (C) 1990, 1991, 1992, 1993, 2001, 2002, 2003, 2004,
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;; 2005, 2006, 2007 Free Software Foundation, Inc.
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;; Author: David Gillespie <daveg@synaptics.com>
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;; Maintainer: Jay Belanger <jay.p.belanger@gmail.com>
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;; This file is part of GNU Emacs.
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;; GNU Emacs is free software; you can redistribute it and/or modify
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;; it under the terms of the GNU General Public License as published by
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;; the Free Software Foundation; either version 3, or (at your option)
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;; any later version.
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;; GNU Emacs is distributed in the hope that it will be useful,
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;; but WITHOUT ANY WARRANTY; without even the implied warranty of
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;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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;; GNU General Public License for more details.
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;; You should have received a copy of the GNU General Public License
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;; along with GNU Emacs; see the file COPYING. If not, write to the
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;; Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
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;; Boston, MA 02110-1301, USA.
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;;; Commentary:
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;;; Code:
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;; This file is autoloaded from calc-ext.el.
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(require 'calc-ext)
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(require 'calc-macs)
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(defun calc-mdet (arg)
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(interactive "P")
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(calc-slow-wrapper
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(calc-unary-op "mdet" 'calcFunc-det arg)))
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(defun calc-mtrace (arg)
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(interactive "P")
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(calc-slow-wrapper
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(calc-unary-op "mtr" 'calcFunc-tr arg)))
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(defun calc-mlud (arg)
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(interactive "P")
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(calc-slow-wrapper
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(calc-unary-op "mlud" 'calcFunc-lud arg)))
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;;; Coerce row vector A to be a matrix. [V V]
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(defun math-row-matrix (a)
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(if (and (Math-vectorp a)
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(not (math-matrixp a)))
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(list 'vec a)
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a))
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;;; Coerce column vector A to be a matrix. [V V]
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(defun math-col-matrix (a)
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(if (and (Math-vectorp a)
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(not (math-matrixp a)))
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(cons 'vec (mapcar (function (lambda (x) (list 'vec x))) (cdr a)))
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a))
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;;; Multiply matrices A and B. [V V V]
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(defun math-mul-mats (a b)
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(let ((mat nil)
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(cols (length (nth 1 b)))
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row col ap bp accum)
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(while (setq a (cdr a))
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(setq col cols
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row nil)
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(while (> (setq col (1- col)) 0)
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(setq ap (cdr (car a))
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bp (cdr b)
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accum (math-mul (car ap) (nth col (car bp))))
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(while (setq ap (cdr ap) bp (cdr bp))
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(setq accum (math-add accum (math-mul (car ap) (nth col (car bp))))))
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(setq row (cons accum row)))
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(setq mat (cons (cons 'vec row) mat)))
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(cons 'vec (nreverse mat))))
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(defun math-mul-mat-vec (a b)
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(cons 'vec (mapcar (function (lambda (row)
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(math-dot-product row b)))
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(cdr a))))
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(defun calcFunc-tr (mat) ; [Public]
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(if (math-square-matrixp mat)
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(math-matrix-trace-step 2 (1- (length mat)) mat (nth 1 (nth 1 mat)))
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(math-reject-arg mat 'square-matrixp)))
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(defun math-matrix-trace-step (n size mat sum)
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(if (<= n size)
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(math-matrix-trace-step (1+ n) size mat
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(math-add sum (nth n (nth n mat))))
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sum))
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;;; Matrix inverse and determinant.
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(defun math-matrix-inv-raw (m)
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(let ((n (1- (length m))))
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(if (<= n 3)
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(let ((det (math-det-raw m)))
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(and (not (math-zerop det))
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(math-div
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(cond ((= n 1) 1)
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((= n 2)
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(list 'vec
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(list 'vec
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(nth 2 (nth 2 m))
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(math-neg (nth 2 (nth 1 m))))
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(list 'vec
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(math-neg (nth 1 (nth 2 m)))
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(nth 1 (nth 1 m)))))
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((= n 3)
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(list 'vec
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(list 'vec
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(math-sub (math-mul (nth 3 (nth 3 m))
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(nth 2 (nth 2 m)))
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(math-mul (nth 3 (nth 2 m))
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(nth 2 (nth 3 m))))
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(math-sub (math-mul (nth 3 (nth 1 m))
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(nth 2 (nth 3 m)))
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(math-mul (nth 3 (nth 3 m))
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(nth 2 (nth 1 m))))
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(math-sub (math-mul (nth 3 (nth 2 m))
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(nth 2 (nth 1 m)))
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(math-mul (nth 3 (nth 1 m))
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(nth 2 (nth 2 m)))))
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(list 'vec
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(math-sub (math-mul (nth 3 (nth 2 m))
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(nth 1 (nth 3 m)))
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(math-mul (nth 3 (nth 3 m))
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(nth 1 (nth 2 m))))
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(math-sub (math-mul (nth 3 (nth 3 m))
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(nth 1 (nth 1 m)))
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(math-mul (nth 3 (nth 1 m))
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(nth 1 (nth 3 m))))
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(math-sub (math-mul (nth 3 (nth 1 m))
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(nth 1 (nth 2 m)))
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(math-mul (nth 3 (nth 2 m))
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(nth 1 (nth 1 m)))))
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(list 'vec
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(math-sub (math-mul (nth 2 (nth 3 m))
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(nth 1 (nth 2 m)))
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(math-mul (nth 2 (nth 2 m))
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(nth 1 (nth 3 m))))
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(math-sub (math-mul (nth 2 (nth 1 m))
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(nth 1 (nth 3 m)))
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(math-mul (nth 2 (nth 3 m))
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(nth 1 (nth 1 m))))
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(math-sub (math-mul (nth 2 (nth 2 m))
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(nth 1 (nth 1 m)))
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(math-mul (nth 2 (nth 1 m))
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(nth 1 (nth 2 m))))))))
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det)))
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(let ((lud (math-matrix-lud m)))
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(and lud
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(math-lud-solve lud (calcFunc-idn 1 n)))))))
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(defun calcFunc-det (m)
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(if (math-square-matrixp m)
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(math-with-extra-prec 2 (math-det-raw m))
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(if (and (eq (car-safe m) 'calcFunc-idn)
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(or (math-zerop (nth 1 m))
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(math-equal-int (nth 1 m) 1)))
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(nth 1 m)
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(math-reject-arg m 'square-matrixp))))
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;; The variable math-det-lu is local to math-det-raw, but is
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;; used by math-det-step, which is called by math-det-raw.
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(defvar math-det-lu)
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(defun math-det-raw (m)
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(let ((n (1- (length m))))
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(cond ((= n 1)
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(nth 1 (nth 1 m)))
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((= n 2)
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(math-sub (math-mul (nth 1 (nth 1 m))
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(nth 2 (nth 2 m)))
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(math-mul (nth 2 (nth 1 m))
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(nth 1 (nth 2 m)))))
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((= n 3)
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(math-sub
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(math-sub
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(math-sub
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(math-add
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(math-add
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(math-mul (nth 1 (nth 1 m))
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(math-mul (nth 2 (nth 2 m))
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(nth 3 (nth 3 m))))
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(math-mul (nth 2 (nth 1 m))
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(math-mul (nth 3 (nth 2 m))
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(nth 1 (nth 3 m)))))
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(math-mul (nth 3 (nth 1 m))
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(math-mul (nth 1 (nth 2 m))
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(nth 2 (nth 3 m)))))
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(math-mul (nth 3 (nth 1 m))
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(math-mul (nth 2 (nth 2 m))
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(nth 1 (nth 3 m)))))
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(math-mul (nth 1 (nth 1 m))
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(math-mul (nth 3 (nth 2 m))
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(nth 2 (nth 3 m)))))
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(math-mul (nth 2 (nth 1 m))
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(math-mul (nth 1 (nth 2 m))
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(nth 3 (nth 3 m))))))
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(t (let ((lud (math-matrix-lud m)))
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(if lud
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(let ((math-det-lu (car lud)))
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(math-det-step n (nth 2 lud)))
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0))))))
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(defun math-det-step (n prod)
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(if (> n 0)
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(math-det-step (1- n) (math-mul prod (nth n (nth n math-det-lu))))
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prod))
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;;; This returns a list (LU index d), or nil if not possible.
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;;; Argument M must be a square matrix.
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(defvar math-lud-cache nil)
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(defun math-matrix-lud (m)
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(let ((old (assoc m math-lud-cache))
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(context (list calc-internal-prec calc-prefer-frac)))
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(if (and old (equal (nth 1 old) context))
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(cdr (cdr old))
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(let* ((lud (catch 'singular (math-do-matrix-lud m)))
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(entry (cons context lud)))
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(if old
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(setcdr old entry)
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(setq math-lud-cache (cons (cons m entry) math-lud-cache)))
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lud))))
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;;; Numerical Recipes section 2.3; implicit pivoting omitted.
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(defun math-do-matrix-lud (m)
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(let* ((lu (math-copy-matrix m))
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(n (1- (length lu)))
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i (j 1) k imax sum big
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(d 1) (index nil))
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(while (<= j n)
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(setq i 1
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big 0
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imax j)
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(while (< i j)
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(math-working "LUD step" (format "%d/%d" j i))
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(setq sum (nth j (nth i lu))
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k 1)
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(while (< k i)
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(setq sum (math-sub sum (math-mul (nth k (nth i lu))
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(nth j (nth k lu))))
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k (1+ k)))
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(setcar (nthcdr j (nth i lu)) sum)
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(setq i (1+ i)))
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(while (<= i n)
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(math-working "LUD step" (format "%d/%d" j i))
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(setq sum (nth j (nth i lu))
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k 1)
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(while (< k j)
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(setq sum (math-sub sum (math-mul (nth k (nth i lu))
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(nth j (nth k lu))))
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k (1+ k)))
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(setcar (nthcdr j (nth i lu)) sum)
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(let ((dum (math-abs-approx sum)))
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(if (Math-lessp big dum)
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(setq big dum
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imax i)))
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(setq i (1+ i)))
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(if (> imax j)
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(setq lu (math-swap-rows lu j imax)
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d (- d)))
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(setq index (cons imax index))
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(let ((pivot (nth j (nth j lu))))
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(if (math-zerop pivot)
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(throw 'singular nil)
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(setq i j)
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(while (<= (setq i (1+ i)) n)
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(setcar (nthcdr j (nth i lu))
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(math-div (nth j (nth i lu)) pivot)))))
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(setq j (1+ j)))
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(list lu (nreverse index) d)))
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(defun math-swap-rows (m r1 r2)
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(or (= r1 r2)
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(let* ((r1prev (nthcdr (1- r1) m))
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(row1 (cdr r1prev))
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(r2prev (nthcdr (1- r2) m))
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(row2 (cdr r2prev))
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(r2next (cdr row2)))
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(setcdr r2prev row1)
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(setcdr r1prev row2)
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(setcdr row2 (cdr row1))
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(setcdr row1 r2next)))
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m)
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(defun math-lud-solve (lud b &optional need)
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(if lud
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(let* ((x (math-copy-matrix b))
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(n (1- (length x)))
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(m (1- (length (nth 1 x))))
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(lu (car lud))
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(col 1)
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i j ip ii index sum)
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(while (<= col m)
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(math-working "LUD solver step" col)
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(setq i 1
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ii nil
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index (nth 1 lud))
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(while (<= i n)
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(setq ip (car index)
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index (cdr index)
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sum (nth col (nth ip x)))
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(setcar (nthcdr col (nth ip x)) (nth col (nth i x)))
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(if (null ii)
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(or (math-zerop sum)
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(setq ii i))
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(setq j ii)
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(while (< j i)
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(setq sum (math-sub sum (math-mul (nth j (nth i lu))
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(nth col (nth j x))))
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j (1+ j))))
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(setcar (nthcdr col (nth i x)) sum)
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(setq i (1+ i)))
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(while (>= (setq i (1- i)) 1)
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(setq sum (nth col (nth i x))
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j i)
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(while (<= (setq j (1+ j)) n)
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(setq sum (math-sub sum (math-mul (nth j (nth i lu))
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(nth col (nth j x))))))
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(setcar (nthcdr col (nth i x))
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(math-div sum (nth i (nth i lu)))))
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(setq col (1+ col)))
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x)
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(and need
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(math-reject-arg need "*Singular matrix"))))
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(defun calcFunc-lud (m)
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(if (math-square-matrixp m)
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(or (math-with-extra-prec 2
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(let ((lud (math-matrix-lud m)))
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(and lud
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(let* ((lmat (math-copy-matrix (car lud)))
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(umat (math-copy-matrix (car lud)))
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(n (1- (length (car lud))))
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(perm (calcFunc-idn 1 n))
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i (j 1))
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(while (<= j n)
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(setq i 1)
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(while (< i j)
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(setcar (nthcdr j (nth i lmat)) 0)
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(setq i (1+ i)))
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(setcar (nthcdr j (nth j lmat)) 1)
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(while (<= (setq i (1+ i)) n)
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(setcar (nthcdr j (nth i umat)) 0))
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(setq j (1+ j)))
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(while (>= (setq j (1- j)) 1)
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(let ((pos (nth (1- j) (nth 1 lud))))
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(or (= pos j)
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(setq perm (math-swap-rows perm j pos)))))
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(list 'vec perm lmat umat)))))
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(math-reject-arg m "*Singular matrix"))
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(math-reject-arg m 'square-matrixp)))
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(provide 'calc-mtx)
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;;; arch-tag: fc0947b1-90e1-4a23-8950-d8ead9c3a306
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;;; calc-mtx.el ends here
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