racket/collects/math/private/matrix/matrix-subspace.rkt
Neil Toronto f42cc6f14a Fixed major performance issue with matrix arithmetic; please merge to 5.3.2
The fix consists of three parts:

1. Rewriting `inline-matrix*'. The material change here is that the
   expansion now contains only direct applications of `+' and `*'.
   TR's optimizer replaces them with `unsafe-fx+' and `unsafe-fx*',
   which keeps intermediate flonum values from being boxed.

2. Making the types of all functions that operate on (Matrix Number)
   values more precise. Now TR can prove that matrix operations preserve
   inexactness. For example, matrix-conjugate : (Matrix Flonum) ->
   (Matrix Flonum) and three other cases for Real, Float-Complex, and
   Number.

3. Changing the return types of some functions that used to return
   things like (Matrix (U A 0)). Now that we worry about preserving
   inexactness, we can't have `matrix-upper-triangle' always return a
   matrix that contains exact zeros. It now accepts an optional `zero'
   argument of type A.
2013-01-21 22:04:04 -07:00

74 lines
3.2 KiB
Racket

#lang typed/racket/base
(require racket/fixnum
racket/list
"matrix-types.rkt"
"matrix-basic.rkt"
"matrix-gauss-elim.rkt"
"utils.rkt"
"../array/array-indexing.rkt"
"../array/array-constructors.rkt"
"../array/array-struct.rkt")
(provide
matrix-rank
matrix-nullity
matrix-col-space)
(: matrix-rank : (Matrix Number) -> Index)
;; Returns the dimension of the column space (equiv. row space) of M
(define (matrix-rank M)
(define n (matrix-num-cols M))
(define-values (_ cols-without-pivot) (matrix-gauss-elim M))
(assert (- n (length cols-without-pivot)) index?))
(: matrix-nullity : (Matrix Number) -> Index)
;; Returns the dimension of the null space of M
(define (matrix-nullity M)
(define-values (_ cols-without-pivot)
(matrix-gauss-elim (ensure-matrix 'matrix-nullity M)))
(length cols-without-pivot))
(: maybe-cons-submatrix (All (A) ((Matrix A) Nonnegative-Fixnum Nonnegative-Fixnum (Listof (Matrix A))
-> (Listof (Matrix A)))))
(define (maybe-cons-submatrix M j0 j1 Bs)
(cond [(= j0 j1) Bs]
[else (cons (submatrix M (::) (:: j0 j1)) Bs)]))
(: matrix-col-space/ns (All (A) (case-> ((Matrix Flonum) -> (U #f (Matrix Flonum)))
((Matrix Real) -> (U #f (Matrix Real)))
((Matrix Float-Complex) -> (U #f (Matrix Float-Complex)))
((Matrix Number) -> (U #f (Matrix Number))))))
(define (matrix-col-space/ns M)
(define n (matrix-num-cols M))
(define-values (_ wps) (matrix-gauss-elim M))
(cond [(empty? wps) M]
[(= (length wps) n) #f]
[else
(define next-j (first wps))
(define Bs (maybe-cons-submatrix M 0 next-j empty))
(let loop ([#{j : Index} next-j] [wps (rest wps)] [Bs Bs])
(cond [(empty? wps)
(matrix-augment (reverse (maybe-cons-submatrix M (fx+ j 1) n Bs)))]
[else
(define next-j (first wps))
(loop next-j (rest wps) (maybe-cons-submatrix M (fx+ j 1) next-j Bs))]))]))
(: matrix-col-space (All (A) (case-> ((Matrix Flonum) -> (Array Flonum))
((Matrix Flonum) (-> A) -> (U A (Matrix Flonum)))
((Matrix Real) -> (Array Real))
((Matrix Real) (-> A) -> (U A (Matrix Real)))
((Matrix Float-Complex) -> (Array Float-Complex))
((Matrix Float-Complex) (-> A) -> (U A (Matrix Float-Complex)))
((Matrix Number) -> (Array Number))
((Matrix Number) (-> A) -> (U A (Matrix Number))))))
(define matrix-col-space
(case-lambda
[(M) (matrix-col-space M (λ ()
(define x00 (matrix-ref M 0 0))
(make-array (vector 0 (matrix-num-cols M)) (zero* x00))))]
[(M fail)
(define S (parameterize ([array-strictness #f])
(matrix-col-space/ns M)))
(if S (array-default-strict S) (fail))]))