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sparse.rs
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sparse.rs
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//! Sparse matrix (CCS format)
//!
//! * Reference : Press, William H., and William T. Vetterling. *Numerical Recipes.* Cambridge: Cambridge Univ. Press, 2007.
use crate::structure::matrix::{Form, LinearAlgebra, Matrix, SolveKind, PQLU, QR, WAZD, SVD};
use crate::traits::math::LinearOp;
//use crate::traits::math::{InnerProduct, LinearOp, Norm, Normed, Vector};
use crate::util::non_macro::zeros;
use std::ops::Mul;
use crate::fuga::UPLO;
#[derive(Debug, Clone)]
pub struct SPMatrix {
pub row: usize,
pub col: usize,
pub nnz: usize,
pub col_ptr: Vec<usize>,
pub row_ics: Vec<usize>,
pub data: Vec<f64>,
}
impl SPMatrix {
pub fn new(row: usize, col: usize, nnz: usize) -> Self {
SPMatrix {
row,
col,
nnz,
col_ptr: vec![0usize; col + 1],
row_ics: vec![0usize, nnz],
data: vec![0f64; nnz],
}
}
pub fn from_dense(m: &Matrix) -> Self {
let mut data: Vec<f64> = Vec::new();
let mut row_ics: Vec<usize> = Vec::new();
let mut col_ptr: Vec<usize> = vec![0usize; m.col + 1];
let mut k = 0usize;
for j in 0..m.col {
for i in 0..m.row {
let val = m[(i, j)];
if val != 0f64 {
data.push(val);
row_ics.push(i);
k += 1;
}
}
col_ptr[j + 1] = k;
}
SPMatrix {
row: m.row,
col: m.col,
nnz: data.len(),
col_ptr,
row_ics,
data,
}
}
pub fn to_dense(&self) -> Matrix {
let mut m = zeros(self.row, self.col);
for j in 0..self.col {
for i in self.col_ptr[j]..self.col_ptr[j + 1] {
let k = self.row_ics[i];
m[(k, j)] = self.data[i];
}
}
m
}
pub fn col_ptr(&self) -> &Vec<usize> {
&self.col_ptr
}
pub fn row_ics(&self) -> &Vec<usize> {
&self.row_ics
}
pub fn data(&self) -> &Vec<f64> {
&self.data
}
pub fn transpose(&self) -> Self {
let row = self.row;
let col = self.col;
let nnz = self.nnz;
let col_ptr = self.col_ptr();
let row_ics = self.row_ics();
let data = self.data();
let mut count = vec![0usize; row];
let mut result = Self::new(col, row, nnz);
for i in 0..col {
for j in col_ptr[i]..col_ptr[i + 1] {
let k = row_ics[j];
count[k] += 1;
}
}
for j in 0..row {
result.col_ptr[j + 1] = result.col_ptr[j] + count[j];
count[j] = 0;
}
for i in 0..col {
for j in col_ptr[i]..col_ptr[i + 1] {
let k = row_ics[j];
let index = result.col_ptr[k] + count[k];
result.row_ics[index] = i;
result.data[index] = data[j];
count[k] += 1;
}
}
result
}
pub fn t(&self) -> Self {
self.transpose()
}
}
impl LinearOp<Vec<f64>, Vec<f64>> for SPMatrix {
fn apply(&self, rhs: &Vec<f64>) -> Vec<f64> {
let mut y = vec![0f64; self.row];
let col_ptr = self.col_ptr();
let row_ics = self.row_ics();
let data = self.data();
for j in 0..self.col {
for i in col_ptr[j]..col_ptr[j + 1] {
y[row_ics[i]] += data[i] * rhs[j];
}
}
y
}
}
/// Linear algebra for sparse matrix
///
/// **Caution** : In every ops in this trait, there is converting process to dense matrix
impl LinearAlgebra for SPMatrix {
fn back_subs(&self, _b: &Vec<f64>) -> Vec<f64> {
unimplemented!()
}
fn forward_subs(&self, _b: &Vec<f64>) -> Vec<f64> {
unimplemented!()
}
fn lu(&self) -> PQLU {
self.to_dense().lu()
}
fn waz(&self, _d_form: Form) -> Option<WAZD> {
unimplemented!()
}
fn qr(&self) -> QR {
self.to_dense().qr()
}
fn det(&self) -> f64 {
self.to_dense().det()
}
fn block(&self) -> (Matrix, Matrix, Matrix, Matrix) {
self.to_dense().block()
}
fn inv(&self) -> Matrix {
self.to_dense().inv()
}
fn pseudo_inv(&self) -> Matrix {
self.to_dense().pseudo_inv()
}
fn rref(&self) -> Matrix {
self.to_dense().rref()
}
fn solve(&self, _b: &Vec<f64>, _sk: SolveKind) -> Vec<f64> {
unimplemented!()
}
fn solve_mat(&self, _m: &Matrix, _sk: SolveKind) -> Matrix {
unimplemented!()
}
fn svd(&self) -> SVD {
unimplemented!()
}
fn cholesky(&self, uplo: UPLO) -> Matrix {
unimplemented!()
}
fn is_symmetric(&self) -> bool {
unimplemented!()
}
}
/// Matrix multiplication with vector
impl Mul<Vec<f64>> for SPMatrix {
type Output = Vec<f64>;
fn mul(self, rhs: Vec<f64>) -> Self::Output {
self.apply(&rhs)
}
}
/// Reference version of matrix multiplication with vector
impl<'a, 'b> Mul<&'b Vec<f64>> for &'a SPMatrix {
type Output = Vec<f64>;
fn mul(self, rhs: &'b Vec<f64>) -> Self::Output {
self.apply(rhs)
}
}
impl Into<Matrix> for SPMatrix {
fn into(self) -> Matrix {
self.to_dense()
}
}
impl Into<SPMatrix> for Matrix {
fn into(self) -> SPMatrix {
SPMatrix::from_dense(&self)
}
}