|
1 |
| -using ArrayLayouts: LayoutMatrix |
2 |
| -using LinearAlgebra: LinearAlgebra, Diagonal |
3 |
| - |
4 |
| -function qr(a::AbstractArray, biperm::BlockedPermutation{2}) |
5 |
| - a_matricized = fusedims(a, biperm) |
6 |
| - # TODO: Make this more generic, allow choosing thin or full, |
7 |
| - # make sure this works on GPU. |
8 |
| - q_fact, r_matricized = LinearAlgebra.qr(a_matricized) |
9 |
| - q_matricized = typeof(a_matricized)(q_fact) |
10 |
| - axes_codomain, axes_domain = blockpermute(axes(a), biperm) |
11 |
| - axes_q = (axes_codomain..., axes(q_matricized, 2)) |
12 |
| - axes_r = (axes(r_matricized, 1), axes_domain...) |
13 |
| - q = splitdims(q_matricized, axes_q) |
14 |
| - r = splitdims(r_matricized, axes_r) |
15 |
| - return q, r |
16 |
| -end |
17 |
| - |
18 |
| -function qr(a::AbstractArray, labels_a, labels_codomain, labels_domain) |
19 |
| - # TODO: Generalize to conversion to `Tuple` isn't needed. |
20 |
| - return qr( |
21 |
| - a, blockedperm_indexin(Tuple(labels_a), Tuple(labels_codomain), Tuple(labels_domain)) |
22 |
| - ) |
23 |
| -end |
24 |
| - |
25 |
| -function svd(a::AbstractArray, biperm::BlockedPermutation{2}) |
26 |
| - a_matricized = fusedims(a, biperm) |
27 |
| - usv_matricized = LinearAlgebra.svd(a_matricized) |
28 |
| - u_matricized = usv_matricized.U |
29 |
| - s_diag = usv_matricized.S |
30 |
| - v_matricized = usv_matricized.Vt |
31 |
| - axes_codomain, axes_domain = blockpermute(axes(a), biperm) |
32 |
| - axes_u = (axes_codomain..., axes(u_matricized, 2)) |
33 |
| - axes_v = (axes(v_matricized, 1), axes_domain...) |
34 |
| - u = splitdims(u_matricized, axes_u) |
35 |
| - # TODO: Use `DiagonalArrays.diagonal` to make it more general. |
36 |
| - s = Diagonal(s_diag) |
37 |
| - v = splitdims(v_matricized, axes_v) |
38 |
| - return u, s, v |
39 |
| -end |
40 |
| - |
41 |
| -function svd(a::AbstractArray, labels_a, labels_codomain, labels_domain) |
42 |
| - return svd( |
43 |
| - a, blockedperm_indexin(Tuple(labels_a), Tuple(labels_codomain), Tuple(labels_domain)) |
44 |
| - ) |
| 1 | +using MatrixAlgebraKit: |
| 2 | + eig_full!, |
| 3 | + eig_trunc!, |
| 4 | + eig_vals!, |
| 5 | + eigh_full!, |
| 6 | + eigh_trunc!, |
| 7 | + eigh_vals!, |
| 8 | + left_null!, |
| 9 | + lq_full!, |
| 10 | + lq_compact!, |
| 11 | + qr_full!, |
| 12 | + qr_compact!, |
| 13 | + right_null!, |
| 14 | + svd_full!, |
| 15 | + svd_compact!, |
| 16 | + svd_trunc!, |
| 17 | + svd_vals! |
| 18 | +using LinearAlgebra: LinearAlgebra |
| 19 | + |
| 20 | +""" |
| 21 | + qr(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> Q, R |
| 22 | + qr(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> Q, R |
| 23 | +
|
| 24 | +Compute the QR decomposition of a generic N-dimensional array, by interpreting it as |
| 25 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 26 | +their labels, or directly through a `biperm`. |
| 27 | +
|
| 28 | +## Keyword arguments |
| 29 | +
|
| 30 | +- `full::Bool=false`: select between a "full" or a "compact" decomposition, where `Q` is unitary or `R` is square, respectively. |
| 31 | +- `positive::Bool=false`: specify if the diagonal of `R` should be positive, leading to a unique decomposition. |
| 32 | +- Other keywords are passed on directly to MatrixAlgebraKit. |
| 33 | +
|
| 34 | +See also `MatrixAlgebraKit.qr_full!` and `MatrixAlgebraKit.qr_compact!`. |
| 35 | +""" |
| 36 | +function qr(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 37 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 38 | + return qr(A, biperm; kwargs...) |
| 39 | +end |
| 40 | +function qr(A::AbstractArray, biperm::BlockedPermutation{2}; full::Bool=false, kwargs...) |
| 41 | + # tensor to matrix |
| 42 | + A_mat = fusedims(A, biperm) |
| 43 | + |
| 44 | + # factorization |
| 45 | + Q, R = full ? qr_full!(A_mat; kwargs...) : qr_compact!(A_mat; kwargs...) |
| 46 | + |
| 47 | + # matrix to tensor |
| 48 | + axes_codomain, axes_domain = blockpermute(axes(A), biperm) |
| 49 | + axes_Q = (axes_codomain..., axes(Q, 2)) |
| 50 | + axes_R = (axes(R, 1), axes_domain...) |
| 51 | + return splitdims(Q, axes_Q), splitdims(R, axes_R) |
| 52 | +end |
| 53 | + |
| 54 | +""" |
| 55 | + lq(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> L, Q |
| 56 | + lq(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> L, Q |
| 57 | +
|
| 58 | +Compute the LQ decomposition of a generic N-dimensional array, by interpreting it as |
| 59 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 60 | +their labels, or directly through a `biperm`. |
| 61 | +
|
| 62 | +## Keyword arguments |
| 63 | +
|
| 64 | +- `full::Bool=false`: select between a "full" or a "compact" decomposition, where `Q` is unitary or `L` is square, respectively. |
| 65 | +- `positive::Bool=false`: specify if the diagonal of `L` should be positive, leading to a unique decomposition. |
| 66 | +- Other keywords are passed on directly to MatrixAlgebraKit. |
| 67 | +
|
| 68 | +See also `MatrixAlgebraKit.lq_full!` and `MatrixAlgebraKit.lq_compact!`. |
| 69 | +""" |
| 70 | +function lq(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 71 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 72 | + return lq(A, biperm; kwargs...) |
| 73 | +end |
| 74 | +function lq(A::AbstractArray, biperm::BlockedPermutation{2}; full::Bool=false, kwargs...) |
| 75 | + # tensor to matrix |
| 76 | + A_mat = fusedims(A, biperm) |
| 77 | + |
| 78 | + # factorization |
| 79 | + L, Q = full ? lq_full!(A_mat; kwargs...) : lq_compact!(A_mat; kwargs...) |
| 80 | + |
| 81 | + # matrix to tensor |
| 82 | + axes_codomain, axes_domain = blockpermute(axes(A), biperm) |
| 83 | + axes_L = (axes_codomain..., axes(L, ndims(L))) |
| 84 | + axes_Q = (axes(Q, 1), axes_domain...) |
| 85 | + return splitdims(L, axes_L), splitdims(Q, axes_Q) |
| 86 | +end |
| 87 | + |
| 88 | +""" |
| 89 | + eigen(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> D, V |
| 90 | + eigen(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> D, V |
| 91 | +
|
| 92 | +Compute the eigenvalue decomposition of a generic N-dimensional array, by interpreting it as |
| 93 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 94 | +their labels, or directly through a `biperm`. |
| 95 | +
|
| 96 | +## Keyword arguments |
| 97 | +
|
| 98 | +- `ishermitian::Bool`: specify if the matrix is Hermitian, which can be used to speed up the |
| 99 | + computation. If `false`, the output `eltype` will always be `<:Complex`. |
| 100 | +- `trunc`: Truncation keywords for `eig(h)_trunc`. |
| 101 | +- Other keywords are passed on directly to MatrixAlgebraKit. |
| 102 | +
|
| 103 | +See also `MatrixAlgebraKit.eig_full!`, `MatrixAlgebraKit.eig_trunc!`, `MatrixAlgebraKit.eig_vals!`, |
| 104 | +`MatrixAlgebraKit.eigh_full!`, `MatrixAlgebraKit.eigh_trunc!`, and `MatrixAlgebraKit.eigh_vals!`. |
| 105 | +""" |
| 106 | +function eigen(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 107 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 108 | + return eigen(A, biperm; kwargs...) |
| 109 | +end |
| 110 | +function eigen( |
| 111 | + A::AbstractArray, |
| 112 | + biperm::BlockedPermutation{2}; |
| 113 | + trunc=nothing, |
| 114 | + ishermitian=nothing, |
| 115 | + kwargs..., |
| 116 | +) |
| 117 | + # tensor to matrix |
| 118 | + A_mat = fusedims(A, biperm) |
| 119 | + |
| 120 | + ishermitian = @something ishermitian LinearAlgebra.ishermitian(A_mat) |
| 121 | + |
| 122 | + # factorization |
| 123 | + if !isnothing(trunc) |
| 124 | + D, V = (ishermitian ? eigh_trunc! : eig_trunc!)(A_mat; trunc, kwargs...) |
| 125 | + else |
| 126 | + D, V = (ishermitian ? eigh_full! : eig_full!)(A_mat; kwargs...) |
| 127 | + end |
| 128 | + |
| 129 | + # matrix to tensor |
| 130 | + axes_codomain, = blockpermute(axes(A), biperm) |
| 131 | + axes_V = (axes_codomain..., axes(V, ndims(V))) |
| 132 | + return D, splitdims(V, axes_V) |
| 133 | +end |
| 134 | + |
| 135 | +""" |
| 136 | + eigvals(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> D |
| 137 | + eigvals(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> D |
| 138 | +
|
| 139 | +Compute the eigenvalues of a generic N-dimensional array, by interpreting it as |
| 140 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 141 | +their labels, or directly through a `biperm`. The output is a vector of eigenvalues. |
| 142 | +
|
| 143 | +## Keyword arguments |
| 144 | +
|
| 145 | +- `ishermitian::Bool`: specify if the matrix is Hermitian, which can be used to speed up the |
| 146 | + computation. If `false`, the output `eltype` will always be `<:Complex`. |
| 147 | +- Other keywords are passed on directly to MatrixAlgebraKit. |
| 148 | +
|
| 149 | +See also `MatrixAlgebraKit.eig_vals!` and `MatrixAlgebraKit.eigh_vals!`. |
| 150 | +""" |
| 151 | +function eigvals(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 152 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 153 | + return eigvals(A, biperm; kwargs...) |
| 154 | +end |
| 155 | +function eigvals( |
| 156 | + A::AbstractArray, biperm::BlockedPermutation{2}; ishermitian=nothing, kwargs... |
| 157 | +) |
| 158 | + A_mat = fusedims(A, biperm) |
| 159 | + ishermitian = @something ishermitian LinearAlgebra.ishermitian(A_mat) |
| 160 | + return (ishermitian ? eigh_vals! : eig_vals!)(A_mat; kwargs...) |
| 161 | +end |
| 162 | + |
| 163 | +# TODO: separate out the algorithm selection step from the implementation |
| 164 | +""" |
| 165 | + svd(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> U, S, Vᴴ |
| 166 | + svd(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> U, S, Vᴴ |
| 167 | +
|
| 168 | +Compute the SVD decomposition of a generic N-dimensional array, by interpreting it as |
| 169 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 170 | +their labels, or directly through a `biperm`. |
| 171 | +
|
| 172 | +## Keyword arguments |
| 173 | +
|
| 174 | +- `full::Bool=false`: select between a "thick" or a "thin" decomposition, where both `U` and `Vᴴ` |
| 175 | + are unitary or isometric. |
| 176 | +- `trunc`: Truncation keywords for `svd_trunc`. Not compatible with `full=true`. |
| 177 | +- Other keywords are passed on directly to MatrixAlgebraKit. |
| 178 | +
|
| 179 | +See also `MatrixAlgebraKit.svd_full!`, `MatrixAlgebraKit.svd_compact!`, and `MatrixAlgebraKit.svd_trunc!`. |
| 180 | +""" |
| 181 | +function svd(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 182 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 183 | + return svd(A, biperm; kwargs...) |
| 184 | +end |
| 185 | +function svd( |
| 186 | + A::AbstractArray, |
| 187 | + biperm::BlockedPermutation{2}; |
| 188 | + full::Bool=false, |
| 189 | + trunc=nothing, |
| 190 | + kwargs..., |
| 191 | +) |
| 192 | + # tensor to matrix |
| 193 | + A_mat = fusedims(A, biperm) |
| 194 | + |
| 195 | + # factorization |
| 196 | + if !isnothing(trunc) |
| 197 | + @assert !full "Specified both full and truncation, currently not supported" |
| 198 | + U, S, Vᴴ = svd_trunc!(A_mat; trunc, kwargs...) |
| 199 | + else |
| 200 | + U, S, Vᴴ = full ? svd_full!(A_mat; kwargs...) : svd_compact!(A_mat; kwargs...) |
| 201 | + end |
| 202 | + |
| 203 | + # matrix to tensor |
| 204 | + axes_codomain, axes_domain = blockpermute(axes(A), biperm) |
| 205 | + axes_U = (axes_codomain..., axes(U, 2)) |
| 206 | + axes_Vᴴ = (axes(Vᴴ, 1), axes_domain...) |
| 207 | + return splitdims(U, axes_U), S, splitdims(Vᴴ, axes_Vᴴ) |
| 208 | +end |
| 209 | + |
| 210 | +""" |
| 211 | + svdvals(A::AbstractArray, labels_A, labels_codomain, labels_domain) -> S |
| 212 | + svdvals(A::AbstractArray, biperm::BlockedPermutation{2}) -> S |
| 213 | +
|
| 214 | +Compute the singular values of a generic N-dimensional array, by interpreting it as |
| 215 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 216 | +their labels, or directly through a `biperm`. The output is a vector of singular values. |
| 217 | +
|
| 218 | +See also `MatrixAlgebraKit.svd_vals!`. |
| 219 | +""" |
| 220 | +function svdvals(A::AbstractArray, labels_A, labels_codomain, labels_domain) |
| 221 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 222 | + return svdvals(A, biperm) |
| 223 | +end |
| 224 | +function svdvals(A::AbstractArray, biperm::BlockedPermutation{2}) |
| 225 | + A_mat = fusedims(A, biperm) |
| 226 | + return svd_vals!(A_mat) |
| 227 | +end |
| 228 | + |
| 229 | +""" |
| 230 | + left_null(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> N |
| 231 | + left_null(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> N |
| 232 | +
|
| 233 | +Compute the left nullspace of a generic N-dimensional array, by interpreting it as |
| 234 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 235 | +their labels, or directly through a `biperm`. |
| 236 | +The output satisfies `N' * A ≈ 0` and `N' * N ≈ I`. |
| 237 | +
|
| 238 | +## Keyword arguments |
| 239 | +
|
| 240 | +- `atol::Real=0`: absolute tolerance for the nullspace computation. |
| 241 | +- `rtol::Real=0`: relative tolerance for the nullspace computation. |
| 242 | +- `kind::Symbol`: specify the kind of decomposition used to compute the nullspace. |
| 243 | + The options are `:qr`, `:qrpos` and `:svd`. The former two require `0 == atol == rtol`. |
| 244 | + The default is `:qrpos` if `atol == rtol == 0`, and `:svd` otherwise. |
| 245 | +""" |
| 246 | +function left_null(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 247 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 248 | + return left_null(A, biperm; kwargs...) |
| 249 | +end |
| 250 | +function left_null(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) |
| 251 | + A_mat = fusedims(A, biperm) |
| 252 | + N = left_null!(A_mat; kwargs...) |
| 253 | + axes_codomain, _ = blockpermute(axes(A), biperm) |
| 254 | + axes_N = (axes_codomain..., axes(N, 2)) |
| 255 | + N_tensor = splitdims(N, axes_N) |
| 256 | + return N_tensor |
| 257 | +end |
| 258 | + |
| 259 | +""" |
| 260 | + right_null(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) -> Nᴴ |
| 261 | + right_null(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) -> Nᴴ |
| 262 | +
|
| 263 | +Compute the right nullspace of a generic N-dimensional array, by interpreting it as |
| 264 | +a linear map from the domain to the codomain indices. These can be specified either via |
| 265 | +their labels, or directly through a `biperm`. |
| 266 | +The output satisfies `A * Nᴴ' ≈ 0` and `Nᴴ * Nᴴ' ≈ I`. |
| 267 | +
|
| 268 | +## Keyword arguments |
| 269 | +
|
| 270 | +- `atol::Real=0`: absolute tolerance for the nullspace computation. |
| 271 | +- `rtol::Real=0`: relative tolerance for the nullspace computation. |
| 272 | +- `kind::Symbol`: specify the kind of decomposition used to compute the nullspace. |
| 273 | + The options are `:lq`, `:lqpos` and `:svd`. The former two require `0 == atol == rtol`. |
| 274 | + The default is `:lqpos` if `atol == rtol == 0`, and `:svd` otherwise. |
| 275 | +""" |
| 276 | +function right_null(A::AbstractArray, labels_A, labels_codomain, labels_domain; kwargs...) |
| 277 | + biperm = blockedperm_indexin(Tuple.((labels_A, labels_codomain, labels_domain))...) |
| 278 | + return right_null(A, biperm; kwargs...) |
| 279 | +end |
| 280 | +function right_null(A::AbstractArray, biperm::BlockedPermutation{2}; kwargs...) |
| 281 | + A_mat = fusedims(A, biperm) |
| 282 | + Nᴴ = right_null!(A_mat; kwargs...) |
| 283 | + _, axes_domain = blockpermute(axes(A), biperm) |
| 284 | + axes_Nᴴ = (axes(Nᴴ, 1), axes_domain...) |
| 285 | + return splitdims(Nᴴ, axes_Nᴴ) |
45 | 286 | end
|
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