# This file is a part of Julia. License is MIT: http://julialang.org/license #### Specialized matrix types #### ## (complex) symmetric tridiagonal matrices immutable SymTridiagonal{T} <: AbstractMatrix{T} dv::Vector{T} # diagonal ev::Vector{T} # subdiagonal function SymTridiagonal(dv::Vector{T}, ev::Vector{T}) if !(length(dv) - 1 <= length(ev) <= length(dv)) throw(DimensionMismatch("subdiagonal has wrong length. Has length $(length(ev)), but should be either $(length(dv) - 1) or $(length(dv)).")) end new(dv,ev) end end SymTridiagonal{T}(dv::Vector{T}, ev::Vector{T}) = SymTridiagonal{T}(dv, ev) function SymTridiagonal{Td,Te}(dv::Vector{Td}, ev::Vector{Te}) T = promote_type(Td,Te) SymTridiagonal(convert(Vector{T}, dv), convert(Vector{T}, ev)) end function SymTridiagonal(A::AbstractMatrix) if diag(A,1) == diag(A,-1) SymTridiagonal(diag(A), diag(A,1)) else throw(ArgumentError("matrix is not symmetric; cannot convert to SymTridiagonal")) end end full{T}(M::SymTridiagonal{T}) = convert(Matrix{T}, M) convert{T}(::Type{SymTridiagonal{T}}, S::SymTridiagonal) = SymTridiagonal(convert(Vector{T}, S.dv), convert(Vector{T}, S.ev)) convert{T}(::Type{AbstractMatrix{T}}, S::SymTridiagonal) = SymTridiagonal(convert(Vector{T}, S.dv), convert(Vector{T}, S.ev)) function convert{T}(::Type{Matrix{T}}, M::SymTridiagonal{T}) n = size(M, 1) Mf = zeros(T, n, n) @inbounds begin @simd for i = 1:n-1 Mf[i,i] = M.dv[i] Mf[i+1,i] = M.ev[i] Mf[i,i+1] = M.ev[i] end Mf[n,n] = M.dv[n] end return Mf end convert{T}(::Type{Matrix}, M::SymTridiagonal{T}) = convert(Matrix{T}, M) size(A::SymTridiagonal) = (length(A.dv), length(A.dv)) function size(A::SymTridiagonal, d::Integer) if d < 1 throw(ArgumentError("dimension must be ≥ 1, got $d")) elseif d<=2 return length(A.dv) else return 1 end end #Elementary operations for func in (:conj, :copy, :round, :trunc, :floor, :ceil, :abs, :real, :imag) @eval ($func)(M::SymTridiagonal) = SymTridiagonal(($func)(M.dv), ($func)(M.ev)) end for func in (:round, :trunc, :floor, :ceil) @eval ($func){T<:Integer}(::Type{T},M::SymTridiagonal) = SymTridiagonal(($func)(T,M.dv), ($func)(T,M.ev)) end transpose(M::SymTridiagonal) = M #Identity operation ctranspose(M::SymTridiagonal) = conj(M) function diag{T}(M::SymTridiagonal{T}, n::Integer=0) absn = abs(n) if absn == 0 return M.dv elseif absn==1 return M.ev elseif absn n throw(ArgumentError("requested diagonal, $k, out of bounds in matrix of size ($n,$n)")) elseif k < -1 fill!(M.ev,0) fill!(M.dv,0) return Tridiagonal(M.ev,M.dv,copy(M.ev)) elseif k == -1 fill!(M.dv,0) return Tridiagonal(M.ev,M.dv,zeros(M.ev)) elseif k == 0 return Tridiagonal(M.ev,M.dv,zeros(M.ev)) elseif k >= 1 return Tridiagonal(M.ev,M.dv,copy(M.ev)) end end function triu!(M::SymTridiagonal, k::Integer=0) n = length(M.dv) if abs(k) > n throw(ArgumentError("requested diagonal, $k, out of bounds in matrix of size ($n,$n)")) elseif k > 1 fill!(M.ev,0) fill!(M.dv,0) return Tridiagonal(M.ev,M.dv,copy(M.ev)) elseif k == 1 fill!(M.dv,0) return Tridiagonal(zeros(M.ev),M.dv,M.ev) elseif k == 0 return Tridiagonal(zeros(M.ev),M.dv,M.ev) elseif k <= -1 return Tridiagonal(M.ev,M.dv,copy(M.ev)) end end ################### # Generic methods # ################### #Needed for inv_usmani() type ZeroOffsetVector data::Vector end getindex( a::ZeroOffsetVector, i) = a.data[i+1] setindex!(a::ZeroOffsetVector, x, i) = a.data[i+1]=x #Implements the inverse using the recurrence relation between principal minors # a, b, c are assumed to be the subdiagonal, diagonal, and superdiagonal of # a tridiagonal matrix. #Reference: # R. Usmani, "Inversion of a tridiagonal Jacobi matrix", # Linear Algebra and its Applications 212-213 (1994), pp.413-414 # doi:10.1016/0024-3795(94)90414-6 function inv_usmani{T}(a::Vector{T}, b::Vector{T}, c::Vector{T}) n = length(b) θ = ZeroOffsetVector(zeros(T, n+1)) #principal minors of A θ[0] = 1 n>=1 && (θ[1] = b[1]) for i=2:n θ[i] = b[i]*θ[i-1]-a[i-1]*c[i-1]*θ[i-2] end φ = zeros(T, n+1) φ[n+1] = 1 n>=1 && (φ[n] = b[n]) for i=n-1:-1:1 φ[i] = b[i]*φ[i+1]-a[i]*c[i]*φ[i+2] end α = Array(T, n, n) for i=1:n, j=1:n sign = (i+j)%2==0 ? (+) : (-) if ij α[i,j]=(sign)(prod(a[j:i-1]))*θ[j-1]*φ[i+1]/θ[n] end end α end #Implements the determinant using principal minors #Inputs and reference are as above for inv_usmani() function det_usmani{T}(a::Vector{T}, b::Vector{T}, c::Vector{T}) n = length(b) θa = one(T) if n == 0 return θa end θb = b[1] for i=2:n θb, θa = b[i]*θb-a[i-1]*c[i-1]*θa, θb end return θb end inv(A::SymTridiagonal) = inv_usmani(A.ev, A.dv, A.ev) det(A::SymTridiagonal) = det_usmani(A.ev, A.dv, A.ev) function getindex{T}(A::SymTridiagonal{T}, i::Integer, j::Integer) if !(1 <= i <= size(A,2) && 1 <= j <= size(A,2)) throw(BoundsError(A, (i,j))) end if i == j return A.dv[i] elseif i == j + 1 return A.ev[j] elseif i + 1 == j return A.ev[i] else return zero(T) end end ## Tridiagonal matrices ## immutable Tridiagonal{T} <: AbstractMatrix{T} dl::Vector{T} # sub-diagonal d::Vector{T} # diagonal du::Vector{T} # sup-diagonal du2::Vector{T} # supsup-diagonal for pivoting end function Tridiagonal{T}(dl::Vector{T}, d::Vector{T}, du::Vector{T}) n = length(d) if (length(dl) != n-1 || length(du) != n-1) throw(ArgumentError("Cannot make Tridiagonal from incompatible lengths of subdiagonal, diagonal and superdiagonal: ($(length(dl)), $(length(d)), $(length(du))")) end Tridiagonal(dl, d, du, zeros(T,n-2)) end function Tridiagonal{Tl, Td, Tu}(dl::Vector{Tl}, d::Vector{Td}, du::Vector{Tu}) Tridiagonal(map(v->convert(Vector{promote_type(Tl,Td,Tu)}, v), (dl, d, du))...) end size(M::Tridiagonal) = (length(M.d), length(M.d)) function size(M::Tridiagonal, d::Integer) if d < 1 throw(ArgumentError("dimension d must be ≥ 1, got $d")) elseif d <= 2 return length(M.d) else return 1 end end full{T}(M::Tridiagonal{T}) = convert(Matrix{T}, M) function convert{T}(::Type{Matrix{T}}, M::Tridiagonal{T}) A = zeros(T, size(M)) for i = 1:length(M.d) A[i,i] = M.d[i] end for i = 1:length(M.d)-1 A[i+1,i] = M.dl[i] A[i,i+1] = M.du[i] end A end convert{T}(::Type{Matrix}, M::Tridiagonal{T}) = convert(Matrix{T}, M) function similar(M::Tridiagonal, T, dims::Dims) if length(dims) != 2 || dims[1] != dims[2] throw(DimensionMismatch("Tridiagonal matrices must be square")) end Tridiagonal{T}(similar(M.dl), similar(M.d), similar(M.du), similar(M.du2)) end # Operations on Tridiagonal matrices copy!(dest::Tridiagonal, src::Tridiagonal) = Tridiagonal(copy!(dest.dl, src.dl), copy!(dest.d, src.d), copy!(dest.du, src.du), copy!(dest.du2, src.du2)) #Elementary operations for func in (:conj, :copy, :round, :trunc, :floor, :ceil, :abs, :real, :imag) @eval function ($func)(M::Tridiagonal) Tridiagonal(($func)(M.dl), ($func)(M.d), ($func)(M.du), ($func)(M.du2)) end end for func in (:round, :trunc, :floor, :ceil) @eval function ($func){T<:Integer}(::Type{T},M::Tridiagonal) Tridiagonal(($func)(T,M.dl), ($func)(T,M.d), ($func)(T,M.du), ($func)(T,M.du2)) end end transpose(M::Tridiagonal) = Tridiagonal(M.du, M.d, M.dl) ctranspose(M::Tridiagonal) = conj(transpose(M)) function diag{T}(M::Tridiagonal{T}, n::Integer=0) if n == 0 return M.d elseif n == -1 return M.dl elseif n == 1 return M.du elseif abs(n) < size(M,1) return zeros(T,size(M,1)-abs(n)) else throw(ArgumentError("$n-th diagonal of a $(size(M)) matrix doesn't exist!")) end end function getindex{T}(A::Tridiagonal{T}, i::Integer, j::Integer) if !(1 <= i <= size(A,2) && 1 <= j <= size(A,2)) throw(BoundsError(A, (i,j))) end if i == j return A.d[i] elseif i == j + 1 return A.dl[j] elseif i + 1 == j return A.du[i] else return zero(T) end end #tril and triu istriu(M::Tridiagonal) = all(M.dl .== 0) istril(M::Tridiagonal) = all(M.du .== 0) function tril!(M::Tridiagonal, k::Integer=0) n = length(M.d) if abs(k) > n throw(ArgumentError("requested diagonal, $k, out of bounds in matrix of size ($n,$n)")) elseif k < -1 fill!(M.dl,0) fill!(M.d,0) fill!(M.du,0) elseif k == -1 fill!(M.d,0) fill!(M.du,0) elseif k == 0 fill!(M.du,0) end return M end function triu!(M::Tridiagonal, k::Integer=0) n = length(M.d) if abs(k) > n throw(ArgumentError("requested diagonal, $k, out of bounds in matrix of size ($n,$n)")) elseif k > 1 fill!(M.dl,0) fill!(M.d,0) fill!(M.du,0) elseif k == 1 fill!(M.dl,0) fill!(M.d,0) elseif k == 0 fill!(M.dl,0) end return M end ################### # Generic methods # ################### +(A::Tridiagonal, B::Tridiagonal) = Tridiagonal(A.dl+B.dl, A.d+B.d, A.du+B.du) -(A::Tridiagonal, B::Tridiagonal) = Tridiagonal(A.dl-B.dl, A.d-B.d, A.du-B.du) *(A::Tridiagonal, B::Number) = Tridiagonal(A.dl*B, A.d*B, A.du*B) *(B::Number, A::Tridiagonal) = A*B /(A::Tridiagonal, B::Number) = Tridiagonal(A.dl/B, A.d/B, A.du/B) ==(A::Tridiagonal, B::Tridiagonal) = (A.dl==B.dl) && (A.d==B.d) && (A.du==B.du) ==(A::Tridiagonal, B::SymTridiagonal) = (A.dl==A.du==B.ev) && (A.d==B.dv) ==(A::SymTridiagonal, B::Tridiagonal) = (B.dl==B.du==A.ev) && (B.d==A.dv) inv(A::Tridiagonal) = inv_usmani(A.dl, A.d, A.du) det(A::Tridiagonal) = det_usmani(A.dl, A.d, A.du) convert{T}(::Type{Tridiagonal{T}},M::Tridiagonal) = Tridiagonal(convert(Vector{T}, M.dl), convert(Vector{T}, M.d), convert(Vector{T}, M.du), convert(Vector{T}, M.du2)) convert{T}(::Type{AbstractMatrix{T}},M::Tridiagonal) = convert(Tridiagonal{T}, M) convert{T}(::Type{Tridiagonal{T}}, M::SymTridiagonal{T}) = Tridiagonal(M) function convert{T}(::Type{SymTridiagonal{T}}, M::Tridiagonal) if M.dl == M.du return SymTridiagonal(convert(Vector{T},M.d), convert(Vector{T},M.dl)) else throw(ArgumentError("Tridiagonal is not symmetric, cannot convert to SymTridiagonal")) end end function A_mul_B!(C::AbstractVecOrMat, A::Tridiagonal, B::AbstractVecOrMat) nA = size(A,1) nB = size(B,2) if !(size(C,1) == size(B,1) == nA) throw(DimensionMismatch("A has first dimension $nA, B has $(size(B,1)), C has $(size(C,1)) but all must match")) end if size(C,2) != nB throw(DimensionMismatch("A has second dimension $nA, B has $(size(B,2)), C has $(size(C,2)) but all must match")) end l = A.dl d = A.d u = A.du @inbounds begin for j = 1:nB b₀, b₊ = B[1, j], B[2, j] C[1, j] = d[1]*b₀ + u[1]*b₊ for i = 2:nA - 1 b₋, b₀, b₊ = b₀, b₊, B[i + 1, j] C[i, j] = l[i - 1]*b₋ + d[i]*b₀ + u[i]*b₊ end C[nA, j] = l[nA - 1]*b₀ + d[nA]*b₊ end end C end