fix: formatting
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+45
-45
@@ -1,9 +1,9 @@
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//! # Cholesky Decomposition
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//!
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//! every positive definite matrix \\(A \in R^{n \times n}\\) can be factored as
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//! every positive definite matrix \\(A \in R^{n \times n}\\) can be factored as
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//!
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//! \\[A = R^TR\\]
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//!
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//!
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//! where \\(R\\) is upper triangular matrix with positive diagonal elements
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//!
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//! Example:
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@@ -12,8 +12,8 @@
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//! use crate::smartcore::linalg::cholesky::*;
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//!
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//! let A = DenseMatrix::from_2d_array(&[
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//! &[25., 15., -5.],
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//! &[15., 18., 0.],
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//! &[25., 15., -5.],
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//! &[15., 18., 0.],
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//! &[-5., 0., 11.]
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//! ]);
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//!
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@@ -41,14 +41,14 @@ use crate::math::num::RealNumber;
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/// Results of Cholesky decomposition.
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pub struct Cholesky<T: RealNumber, M: BaseMatrix<T>> {
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R: M,
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t: PhantomData<T>
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t: PhantomData<T>,
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}
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impl<T: RealNumber, M: BaseMatrix<T>> Cholesky<T, M> {
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pub(crate) fn new(R: M) -> Cholesky<T, M> {
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Cholesky {
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R: R,
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t: PhantomData
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t: PhantomData,
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}
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}
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@@ -65,10 +65,10 @@ impl<T: RealNumber, M: BaseMatrix<T>> Cholesky<T, M> {
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}
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}
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R
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}
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}
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/// Get upper triangular matrix.
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pub fn U(&self) -> M {
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pub fn U(&self) -> M {
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let (n, _) = self.R.shape();
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let mut R = M::zeros(n, n);
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@@ -80,20 +80,20 @@ impl<T: RealNumber, M: BaseMatrix<T>> Cholesky<T, M> {
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}
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}
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R
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}
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}
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/// Solves Ax = b
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pub(crate) fn solve(&self, mut b: M) -> Result<M, Failed> {
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pub(crate) fn solve(&self, mut b: M) -> Result<M, Failed> {
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let (bn, m) = b.shape();
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let (rn, _) = self.R.shape();
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if bn != rn {
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return Err(Failed::because(FailedError::SolutionFailed, &format!(
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"Can't solve Ax = b for x. Number of rows in b != number of rows in R."
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)));
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return Err(Failed::because(
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FailedError::SolutionFailed,
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&format!("Can't solve Ax = b for x. Number of rows in b != number of rows in R."),
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));
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}
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for k in 0..bn {
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for j in 0..m {
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for i in 0..k {
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@@ -102,7 +102,7 @@ impl<T: RealNumber, M: BaseMatrix<T>> Cholesky<T, M> {
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b.div_element_mut(k, j, self.R.get(k, k));
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}
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}
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for k in (0..bn).rev() {
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for j in 0..m {
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for i in k + 1..bn {
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@@ -128,11 +128,12 @@ pub trait CholeskyDecomposableMatrix<T: RealNumber>: BaseMatrix<T> {
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let (m, n) = self.shape();
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if m != n {
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return Err(Failed::because(FailedError::DecompositionFailed, &format!(
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"Can't do Cholesky decomposition on a non-square matrix"
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)));
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return Err(Failed::because(
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FailedError::DecompositionFailed,
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&format!("Can't do Cholesky decomposition on a non-square matrix"),
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));
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}
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for j in 0..n {
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let mut d = T::zero();
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for k in 0..j {
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@@ -147,9 +148,10 @@ pub trait CholeskyDecomposableMatrix<T: RealNumber>: BaseMatrix<T> {
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d = self.get(j, j) - d;
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if d < T::zero() {
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return Err(Failed::because(FailedError::DecompositionFailed, &format!(
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"The matrix is not positive definite."
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)));
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return Err(Failed::because(
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FailedError::DecompositionFailed,
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&format!("The matrix is not positive definite."),
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));
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}
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self.set(j, j, d.sqrt());
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@@ -172,35 +174,33 @@ mod tests {
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#[test]
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fn cholesky_decompose() {
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let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
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let l = DenseMatrix::from_2d_array(&[
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&[5.0, 0.0, 0.0],
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&[3.0, 3.0, 0.0],
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&[-1.0, 1.0, 3.0],
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]);
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let u = DenseMatrix::from_2d_array(&[
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&[5.0, 3.0, -1.0],
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&[0.0, 3.0, 1.0],
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&[0.0, 0.0, 3.0],
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]);
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let l =
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DenseMatrix::from_2d_array(&[&[5.0, 0.0, 0.0], &[3.0, 3.0, 0.0], &[-1.0, 1.0, 3.0]]);
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let u =
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DenseMatrix::from_2d_array(&[&[5.0, 3.0, -1.0], &[0.0, 3.0, 1.0], &[0.0, 0.0, 3.0]]);
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let cholesky = a.cholesky().unwrap();
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assert!(cholesky.L().abs().approximate_eq(&l.abs(), 1e-4));
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assert!(cholesky.U().abs().approximate_eq(&u.abs(), 1e-4));
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assert!(cholesky.L().matmul(&cholesky.U()).abs().approximate_eq(&a.abs(), 1e-4));
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assert!(cholesky.L().abs().approximate_eq(&l.abs(), 1e-4));
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assert!(cholesky.U().abs().approximate_eq(&u.abs(), 1e-4));
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assert!(cholesky
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.L()
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.matmul(&cholesky.U())
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.abs()
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.approximate_eq(&a.abs(), 1e-4));
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}
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#[test]
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fn cholesky_solve_mut() {
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let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
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let b = DenseMatrix::from_2d_array(&[&[40., 51., 28.]]);
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let expected = DenseMatrix::from_2d_array(&[
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&[1.0, 2.0, 3.0]
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]);
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let expected = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0]]);
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let cholesky = a.cholesky().unwrap();
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assert!(cholesky.solve(b.transpose()).unwrap().transpose().approximate_eq(&expected, 1e-4));
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assert!(cholesky
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.solve(b.transpose())
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.unwrap()
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.transpose()
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.approximate_eq(&expected, 1e-4));
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}
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}
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