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generic.jl
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generic.jl
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# This file is a part of Julia. License is MIT: https://julialang.org/license
## linalg.jl: Some generic Linear Algebra definitions
# Elements of `out` may not be defined (e.g., for `BigFloat`). To make
# `mul!(out, A, B)` work for such cases, `out .*ₛ beta` short-circuits
# `out * beta`. Using `broadcasted` to avoid the multiplication
# inside this function.
function *ₛ end
Broadcast.broadcasted(::typeof(*ₛ), out, beta) =
iszero(beta::Number) ? false : broadcasted(*, out, beta)
"""
MulAddMul(alpha, beta)
A callable for operating short-circuiting version of `x * alpha + y * beta`.
# Examples
```jldoctest
julia> using LinearAlgebra: MulAddMul
julia> _add = MulAddMul(1, 0);
julia> _add(123, nothing)
123
julia> MulAddMul(12, 34)(56, 78) == 56 * 12 + 78 * 34
true
```
"""
struct MulAddMul{ais1, bis0, TA, TB}
alpha::TA
beta::TB
end
@inline function MulAddMul(alpha::TA, beta::TB) where {TA,TB}
if isone(alpha)
if iszero(beta)
return MulAddMul{true,true,TA,TB}(alpha, beta)
else
return MulAddMul{true,false,TA,TB}(alpha, beta)
end
else
if iszero(beta)
return MulAddMul{false,true,TA,TB}(alpha, beta)
else
return MulAddMul{false,false,TA,TB}(alpha, beta)
end
end
end
MulAddMul() = MulAddMul{true,true,Bool,Bool}(true, false)
@inline (::MulAddMul{true})(x) = x
@inline (p::MulAddMul{false})(x) = x * p.alpha
@inline (::MulAddMul{true, true})(x, _) = x
@inline (p::MulAddMul{false, true})(x, _) = x * p.alpha
@inline (p::MulAddMul{true, false})(x, y) = x + y * p.beta
@inline (p::MulAddMul{false, false})(x, y) = x * p.alpha + y * p.beta
"""
_modify!(_add::MulAddMul, x, C, idx)
Short-circuiting version of `C[idx] = _add(x, C[idx])`.
Short-circuiting the indexing `C[idx]` is necessary for avoiding `UndefRefError`
when mutating an array of non-primitive numbers such as `BigFloat`.
# Examples
```jldoctest
julia> using LinearAlgebra: MulAddMul, _modify!
julia> _add = MulAddMul(1, 0);
C = Vector{BigFloat}(undef, 1);
julia> _modify!(_add, 123, C, 1)
julia> C
1-element Vector{BigFloat}:
123.0
```
"""
@inline @propagate_inbounds function _modify!(p::MulAddMul{ais1, bis0},
x, C, idx′) where {ais1, bis0}
# `idx′` may be an integer, a tuple of integer, or a `CartesianIndex`.
# Let `CartesianIndex` constructor normalize them so that it can be
# used uniformly. It also acts as a workaround for performance penalty
# of splatting a number (#29114):
idx = CartesianIndex(idx′)
if bis0
C[idx] = p(x)
else
C[idx] = p(x, C[idx])
end
return
end
@inline function _rmul_or_fill!(C::AbstractArray, beta::Number)
if isempty(C)
return C
end
if iszero(beta)
fill!(C, zero(eltype(C)))
else
rmul!(C, beta)
end
return C
end
function generic_mul!(C::AbstractArray, X::AbstractArray, s::Number, _add::MulAddMul)
if length(C) != length(X)
throw(DimensionMismatch(lazy"first array has length $(length(C)) which does not match the length of the second, $(length(X))."))
end
for (IC, IX) in zip(eachindex(C), eachindex(X))
@inbounds _modify!(_add, X[IX] * s, C, IC)
end
C
end
function generic_mul!(C::AbstractArray, s::Number, X::AbstractArray, _add::MulAddMul)
if length(C) != length(X)
throw(DimensionMismatch(lazy"first array has length $(length(C)) which does not
match the length of the second, $(length(X))."))
end
for (IC, IX) in zip(eachindex(C), eachindex(X))
@inbounds _modify!(_add, s * X[IX], C, IC)
end
C
end
@inline mul!(C::AbstractArray, s::Number, X::AbstractArray, alpha::Number, beta::Number) =
_lscale_add!(C, s, X, alpha, beta)
@inline function _lscale_add!(C::AbstractArray, s::Number, X::AbstractArray, alpha::Number, beta::Number)
if axes(C) == axes(X)
C .= (s .* X) .*ₛ alpha .+ C .*ₛ beta
else
generic_mul!(C, s, X, MulAddMul(alpha, beta))
end
return C
end
@inline mul!(C::AbstractArray, X::AbstractArray, s::Number, alpha::Number, beta::Number) =
_rscale_add!(C, X, s, alpha, beta)
@inline function _rscale_add!(C::AbstractArray, X::AbstractArray, s::Number, alpha::Number, beta::Number)
if axes(C) == axes(X)
C .= (X .* s) .*ₛ alpha .+ C .*ₛ beta
else
generic_mul!(C, X, s, MulAddMul(alpha, beta))
end
return C
end
# For better performance when input and output are the same array
# See https://github.com/JuliaLang/julia/issues/8415#issuecomment-56608729
"""
rmul!(A::AbstractArray, b::Number)
Scale an array `A` by a scalar `b` overwriting `A` in-place. Use
[`lmul!`](@ref) to multiply scalar from left. The scaling operation
respects the semantics of the multiplication [`*`](@ref) between an
element of `A` and `b`. In particular, this also applies to
multiplication involving non-finite numbers such as `NaN` and `±Inf`.
!!! compat "Julia 1.1"
Prior to Julia 1.1, `NaN` and `±Inf` entries in `A` were treated
inconsistently.
# Examples
```jldoctest
julia> A = [1 2; 3 4]
2×2 Matrix{Int64}:
1 2
3 4
julia> rmul!(A, 2)
2×2 Matrix{Int64}:
2 4
6 8
julia> rmul!([NaN], 0.0)
1-element Vector{Float64}:
NaN
```
"""
function rmul!(X::AbstractArray, s::Number)
@simd for I in eachindex(X)
@inbounds X[I] *= s
end
X
end
"""
lmul!(a::Number, B::AbstractArray)
Scale an array `B` by a scalar `a` overwriting `B` in-place. Use
[`rmul!`](@ref) to multiply scalar from right. The scaling operation
respects the semantics of the multiplication [`*`](@ref) between `a`
and an element of `B`. In particular, this also applies to
multiplication involving non-finite numbers such as `NaN` and `±Inf`.
!!! compat "Julia 1.1"
Prior to Julia 1.1, `NaN` and `±Inf` entries in `B` were treated
inconsistently.
# Examples
```jldoctest
julia> B = [1 2; 3 4]
2×2 Matrix{Int64}:
1 2
3 4
julia> lmul!(2, B)
2×2 Matrix{Int64}:
2 4
6 8
julia> lmul!(0.0, [Inf])
1-element Vector{Float64}:
NaN
```
"""
function lmul!(s::Number, X::AbstractArray)
@simd for I in eachindex(X)
@inbounds X[I] = s*X[I]
end
X
end
"""
rdiv!(A::AbstractArray, b::Number)
Divide each entry in an array `A` by a scalar `b` overwriting `A`
in-place. Use [`ldiv!`](@ref) to divide scalar from left.
# Examples
```jldoctest
julia> A = [1.0 2.0; 3.0 4.0]
2×2 Matrix{Float64}:
1.0 2.0
3.0 4.0
julia> rdiv!(A, 2.0)
2×2 Matrix{Float64}:
0.5 1.0
1.5 2.0
```
"""
function rdiv!(X::AbstractArray, s::Number)
@simd for I in eachindex(X)
@inbounds X[I] /= s
end
X
end
"""
ldiv!(a::Number, B::AbstractArray)
Divide each entry in an array `B` by a scalar `a` overwriting `B`
in-place. Use [`rdiv!`](@ref) to divide scalar from right.
# Examples
```jldoctest
julia> B = [1.0 2.0; 3.0 4.0]
2×2 Matrix{Float64}:
1.0 2.0
3.0 4.0
julia> ldiv!(2.0, B)
2×2 Matrix{Float64}:
0.5 1.0
1.5 2.0
```
"""
function ldiv!(s::Number, X::AbstractArray)
@simd for I in eachindex(X)
@inbounds X[I] = s\X[I]
end
X
end
ldiv!(Y::AbstractArray, s::Number, X::AbstractArray) = Y .= s .\ X
# Generic fallback. This assumes that B and Y have the same sizes.
ldiv!(Y::AbstractArray, A::AbstractMatrix, B::AbstractArray) = ldiv!(A, copyto!(Y, B))
"""
cross(x, y)
×(x,y)
Compute the cross product of two 3-vectors.
# Examples
```jldoctest
julia> a = [0;1;0]
3-element Vector{Int64}:
0
1
0
julia> b = [0;0;1]
3-element Vector{Int64}:
0
0
1
julia> cross(a,b)
3-element Vector{Int64}:
1
0
0
```
"""
function cross(a::AbstractVector, b::AbstractVector)
if !(length(a) == length(b) == 3)
throw(DimensionMismatch("cross product is only defined for vectors of length 3"))
end
a1, a2, a3 = a
b1, b2, b3 = b
[a2*b3-a3*b2, a3*b1-a1*b3, a1*b2-a2*b1]
end
"""
triu(M)
Upper triangle of a matrix.
# Examples
```jldoctest
julia> a = fill(1.0, (4,4))
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
julia> triu(a)
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
0.0 1.0 1.0 1.0
0.0 0.0 1.0 1.0
0.0 0.0 0.0 1.0
```
"""
triu(M::AbstractMatrix) = triu!(copymutable(M))
"""
tril(M)
Lower triangle of a matrix.
# Examples
```jldoctest
julia> a = fill(1.0, (4,4))
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
julia> tril(a)
4×4 Matrix{Float64}:
1.0 0.0 0.0 0.0
1.0 1.0 0.0 0.0
1.0 1.0 1.0 0.0
1.0 1.0 1.0 1.0
```
"""
tril(M::AbstractMatrix) = tril!(copymutable(M))
"""
triu(M, k::Integer)
Return the upper triangle of `M` starting from the `k`th superdiagonal.
# Examples
```jldoctest
julia> a = fill(1.0, (4,4))
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
julia> triu(a,3)
4×4 Matrix{Float64}:
0.0 0.0 0.0 1.0
0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0
julia> triu(a,-3)
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
```
"""
triu(M::AbstractMatrix,k::Integer) = triu!(copymutable(M),k)
"""
tril(M, k::Integer)
Return the lower triangle of `M` starting from the `k`th superdiagonal.
# Examples
```jldoctest
julia> a = fill(1.0, (4,4))
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
julia> tril(a,3)
4×4 Matrix{Float64}:
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
1.0 1.0 1.0 1.0
julia> tril(a,-3)
4×4 Matrix{Float64}:
0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0
1.0 0.0 0.0 0.0
```
"""
tril(M::AbstractMatrix,k::Integer) = tril!(copymutable(M),k)
"""
triu!(M)
Upper triangle of a matrix, overwriting `M` in the process.
See also [`triu`](@ref).
"""
triu!(M::AbstractMatrix) = triu!(M,0)
"""
tril!(M)
Lower triangle of a matrix, overwriting `M` in the process.
See also [`tril`](@ref).
"""
tril!(M::AbstractMatrix) = tril!(M,0)
diag(A::AbstractVector) = throw(ArgumentError("use diagm instead of diag to construct a diagonal matrix"))
###########################################################################################
# Dot products and norms
# special cases of norm; note that they don't need to handle isempty(x)
generic_normMinusInf(x) = float(mapreduce(norm, min, x))
generic_normInf(x) = float(mapreduce(norm, max, x))
generic_norm1(x) = mapreduce(float ∘ norm, +, x)
# faster computation of norm(x)^2, avoiding overflow for integers
norm_sqr(x) = norm(x)^2
norm_sqr(x::Number) = abs2(x)
norm_sqr(x::Union{T,Complex{T},Rational{T}}) where {T<:Integer} = abs2(float(x))
function generic_norm2(x)
maxabs = normInf(x)
(ismissing(maxabs) || iszero(maxabs) || isinf(maxabs)) && return maxabs
(v, s) = iterate(x)::Tuple
T = typeof(maxabs)
if isfinite(length(x)*maxabs*maxabs) && !iszero(maxabs*maxabs) # Scaling not necessary
sum::promote_type(Float64, T) = norm_sqr(v)
while true
y = iterate(x, s)
y === nothing && break
(v, s) = y
sum += norm_sqr(v)
end
ismissing(sum) && return missing
return convert(T, sqrt(sum))
else
sum = abs2(norm(v)/maxabs)
while true
y = iterate(x, s)
y === nothing && break
(v, s) = y
sum += (norm(v)/maxabs)^2
end
ismissing(sum) && return missing
return convert(T, maxabs*sqrt(sum))
end
end
# Compute L_p norm ‖x‖ₚ = sum(abs(x).^p)^(1/p)
# (Not technically a "norm" for p < 1.)
function generic_normp(x, p)
(v, s) = iterate(x)::Tuple
if p > 1 || p < -1 # might need to rescale to avoid overflow
maxabs = p > 1 ? normInf(x) : normMinusInf(x)
(ismissing(maxabs) || iszero(maxabs) || isinf(maxabs)) && return maxabs
T = typeof(maxabs)
else
T = typeof(float(norm(v)))
end
spp::promote_type(Float64, T) = p
if -1 <= p <= 1 || (isfinite(length(x)*maxabs^spp) && !iszero(maxabs^spp)) # scaling not necessary
sum::promote_type(Float64, T) = norm(v)^spp
while true
y = iterate(x, s)
y === nothing && break
(v, s) = y
ismissing(v) && return missing
sum += norm(v)^spp
end
return convert(T, sum^inv(spp))
else # rescaling
sum = (norm(v)/maxabs)^spp
ismissing(sum) && return missing
while true
y = iterate(x, s)
y === nothing && break
(v, s) = y
ismissing(v) && return missing
sum += (norm(v)/maxabs)^spp
end
return convert(T, maxabs*sum^inv(spp))
end
end
normMinusInf(x) = generic_normMinusInf(x)
normInf(x) = generic_normInf(x)
norm1(x) = generic_norm1(x)
norm2(x) = generic_norm2(x)
normp(x, p) = generic_normp(x, p)
"""
norm(A, p::Real=2)
For any iterable container `A` (including arrays of any dimension) of numbers (or any
element type for which `norm` is defined), compute the `p`-norm (defaulting to `p=2`) as if
`A` were a vector of the corresponding length.
The `p`-norm is defined as
```math
\\|A\\|_p = \\left( \\sum_{i=1}^n | a_i | ^p \\right)^{1/p}
```
with ``a_i`` the entries of ``A``, ``| a_i |`` the [`norm`](@ref) of ``a_i``, and
``n`` the length of ``A``. Since the `p`-norm is computed using the [`norm`](@ref)s
of the entries of `A`, the `p`-norm of a vector of vectors is not compatible with
the interpretation of it as a block vector in general if `p != 2`.
`p` can assume any numeric value (even though not all values produce a
mathematically valid vector norm). In particular, `norm(A, Inf)` returns the largest value
in `abs.(A)`, whereas `norm(A, -Inf)` returns the smallest. If `A` is a matrix and `p=2`,
then this is equivalent to the Frobenius norm.
The second argument `p` is not necessarily a part of the interface for `norm`, i.e. a custom
type may only implement `norm(A)` without second argument.
Use [`opnorm`](@ref) to compute the operator norm of a matrix.
# Examples
```jldoctest
julia> v = [3, -2, 6]
3-element Vector{Int64}:
3
-2
6
julia> norm(v)
7.0
julia> norm(v, 1)
11.0
julia> norm(v, Inf)
6.0
julia> norm([1 2 3; 4 5 6; 7 8 9])
16.881943016134134
julia> norm([1 2 3 4 5 6 7 8 9])
16.881943016134134
julia> norm(1:9)
16.881943016134134
julia> norm(hcat(v,v), 1) == norm(vcat(v,v), 1) != norm([v,v], 1)
true
julia> norm(hcat(v,v), 2) == norm(vcat(v,v), 2) == norm([v,v], 2)
true
julia> norm(hcat(v,v), Inf) == norm(vcat(v,v), Inf) != norm([v,v], Inf)
true
```
"""
function norm(itr, p::Real=2)
isempty(itr) && return float(norm(zero(eltype(itr))))
if p == 2
return norm2(itr)
elseif p == 1
return norm1(itr)
elseif p == Inf
return normInf(itr)
elseif p == 0
return typeof(float(norm(first(itr))))(count(!iszero, itr))
elseif p == -Inf
return normMinusInf(itr)
else
normp(itr, p)
end
end
"""
norm(x::Number, p::Real=2)
For numbers, return ``\\left( |x|^p \\right)^{1/p}``.
# Examples
```jldoctest
julia> norm(2, 1)
2.0
julia> norm(-2, 1)
2.0
julia> norm(2, 2)
2.0
julia> norm(-2, 2)
2.0
julia> norm(2, Inf)
2.0
julia> norm(-2, Inf)
2.0
```
"""
@inline function norm(x::Number, p::Real=2)
afx = abs(float(x))
if p == 0
if iszero(x)
return zero(afx)
elseif !isnan(x)
return oneunit(afx)
else
return afx
end
else
return afx
end
end
norm(::Missing, p::Real=2) = missing
# special cases of opnorm
function opnorm1(A::AbstractMatrix{T}) where T
require_one_based_indexing(A)
m, n = size(A)
Tnorm = typeof(float(real(zero(T))))
Tsum = promote_type(Float64, Tnorm)
nrm::Tsum = 0
@inbounds begin
for j = 1:n
nrmj::Tsum = 0
for i = 1:m
nrmj += norm(A[i,j])
end
nrm = max(nrm,nrmj)
end
end
return convert(Tnorm, nrm)
end
function opnorm2(A::AbstractMatrix{T}) where T
require_one_based_indexing(A)
m,n = size(A)
Tnorm = typeof(float(real(zero(T))))
if m == 0 || n == 0 return zero(Tnorm) end
if m == 1 || n == 1 return norm2(A) end
return svdvals(A)[1]
end
function opnormInf(A::AbstractMatrix{T}) where T
require_one_based_indexing(A)
m,n = size(A)
Tnorm = typeof(float(real(zero(T))))
Tsum = promote_type(Float64, Tnorm)
nrm::Tsum = 0
@inbounds begin
for i = 1:m
nrmi::Tsum = 0
for j = 1:n
nrmi += norm(A[i,j])
end
nrm = max(nrm,nrmi)
end
end
return convert(Tnorm, nrm)
end
"""
opnorm(A::AbstractMatrix, p::Real=2)
Compute the operator norm (or matrix norm) induced by the vector `p`-norm,
where valid values of `p` are `1`, `2`, or `Inf`. (Note that for sparse matrices,
`p=2` is currently not implemented.) Use [`norm`](@ref) to compute the Frobenius
norm.
When `p=1`, the operator norm is the maximum absolute column sum of `A`:
```math
\\|A\\|_1 = \\max_{1 ≤ j ≤ n} \\sum_{i=1}^m | a_{ij} |
```
with ``a_{ij}`` the entries of ``A``, and ``m`` and ``n`` its dimensions.
When `p=2`, the operator norm is the spectral norm, equal to the largest
singular value of `A`.
When `p=Inf`, the operator norm is the maximum absolute row sum of `A`:
```math
\\|A\\|_\\infty = \\max_{1 ≤ i ≤ m} \\sum _{j=1}^n | a_{ij} |
```
# Examples
```jldoctest
julia> A = [1 -2 -3; 2 3 -1]
2×3 Matrix{Int64}:
1 -2 -3
2 3 -1
julia> opnorm(A, Inf)
6.0
julia> opnorm(A, 1)
5.0
```
"""
function opnorm(A::AbstractMatrix, p::Real=2)
if p == 2
return opnorm2(A)
elseif p == 1
return opnorm1(A)
elseif p == Inf
return opnormInf(A)
else
throw(ArgumentError(lazy"invalid p-norm p=$p. Valid: 1, 2, Inf"))
end
end
"""
opnorm(x::Number, p::Real=2)
For numbers, return ``\\left( |x|^p \\right)^{1/p}``.
This is equivalent to [`norm`](@ref).
"""
@inline opnorm(x::Number, p::Real=2) = norm(x, p)
"""
opnorm(A::Adjoint{<:Any,<:AbstractVector}, q::Real=2)
opnorm(A::Transpose{<:Any,<:AbstractVector}, q::Real=2)
For Adjoint/Transpose-wrapped vectors, return the operator ``q``-norm of `A`, which is
equivalent to the `p`-norm with value `p = q/(q-1)`. They coincide at `p = q = 2`.
Use [`norm`](@ref) to compute the `p` norm of `A` as a vector.
The difference in norm between a vector space and its dual arises to preserve
the relationship between duality and the dot product, and the result is
consistent with the operator `p`-norm of a `1 × n` matrix.
# Examples
```jldoctest
julia> v = [1; im];
julia> vc = v';
julia> opnorm(vc, 1)
1.0
julia> norm(vc, 1)
2.0
julia> norm(v, 1)
2.0
julia> opnorm(vc, 2)
1.4142135623730951
julia> norm(vc, 2)
1.4142135623730951
julia> norm(v, 2)
1.4142135623730951
julia> opnorm(vc, Inf)
2.0
julia> norm(vc, Inf)
1.0
julia> norm(v, Inf)
1.0
```
"""
opnorm(v::TransposeAbsVec, q::Real) = q == Inf ? norm(v.parent, 1) : norm(v.parent, q/(q-1))
opnorm(v::AdjointAbsVec, q::Real) = q == Inf ? norm(conj(v.parent), 1) : norm(conj(v.parent), q/(q-1))
opnorm(v::AdjointAbsVec) = norm(conj(v.parent))
opnorm(v::TransposeAbsVec) = norm(v.parent)
norm(v::AdjOrTrans, p::Real) = norm(v.parent, p)
"""
dot(x, y)
x ⋅ y
Compute the dot product between two vectors. For complex vectors, the first
vector is conjugated.
`dot` also works on arbitrary iterable objects, including arrays of any dimension,
as long as `dot` is defined on the elements.
`dot` is semantically equivalent to `sum(dot(vx,vy) for (vx,vy) in zip(x, y))`,
with the added restriction that the arguments must have equal lengths.
`x ⋅ y` (where `⋅` can be typed by tab-completing `\\cdot` in the REPL) is a synonym for
`dot(x, y)`.
# Examples
```jldoctest
julia> dot([1; 1], [2; 3])
5
julia> dot([im; im], [1; 1])
0 - 2im
julia> dot(1:5, 2:6)
70
julia> x = fill(2., (5,5));
julia> y = fill(3., (5,5));
julia> dot(x, y)
150.0
```
"""
function dot end
function dot(x, y) # arbitrary iterables
ix = iterate(x)
iy = iterate(y)
if ix === nothing
if iy !== nothing
throw(DimensionMismatch("x and y are of different lengths!"))
end
return dot(zero(eltype(x)), zero(eltype(y)))
end
if iy === nothing
throw(DimensionMismatch("x and y are of different lengths!"))
end
(vx, xs) = ix
(vy, ys) = iy
typeof(vx) == typeof(x) && typeof(vy) == typeof(y) && throw(ArgumentError(
"cannot evaluate dot recursively if the type of an element is identical to that of the container"))
s = dot(vx, vy)
while true
ix = iterate(x, xs)
iy = iterate(y, ys)
ix === nothing && break
iy === nothing && break
(vx, xs), (vy, ys) = ix, iy
s += dot(vx, vy)
end
if !(iy === nothing && ix === nothing)
throw(DimensionMismatch("x and y are of different lengths!"))
end
return s
end
dot(x::Number, y::Number) = conj(x) * y
function dot(x::AbstractArray, y::AbstractArray)
lx = length(x)
if lx != length(y)
throw(DimensionMismatch(lazy"first array has length $(lx) which does not match the length of the second, $(length(y))."))
end
if lx == 0
return dot(zero(eltype(x)), zero(eltype(y)))
end
s = zero(dot(first(x), first(y)))
for (Ix, Iy) in zip(eachindex(x), eachindex(y))
@inbounds s += dot(x[Ix], y[Iy])
end
s
end
function dot(x::Adjoint{<:Union{Real,Complex}}, y::Adjoint{<:Union{Real,Complex}})
return conj(dot(parent(x), parent(y)))
end
dot(x::Transpose, y::Transpose) = dot(parent(x), parent(y))
"""
dot(x, A, y)
Compute the generalized dot product `dot(x, A*y)` between two vectors `x` and `y`,
without storing the intermediate result of `A*y`. As for the two-argument
[`dot(_,_)`](@ref), this acts recursively. Moreover, for complex vectors, the
first vector is conjugated.
!!! compat "Julia 1.4"
Three-argument `dot` requires at least Julia 1.4.
# Examples
```jldoctest
julia> dot([1; 1], [1 2; 3 4], [2; 3])
26
julia> dot(1:5, reshape(1:25, 5, 5), 2:6)
4850
julia> ⋅(1:5, reshape(1:25, 5, 5), 2:6) == dot(1:5, reshape(1:25, 5, 5), 2:6)
true
```
"""
dot(x, A, y) = dot(x, A*y) # generic fallback for cases that are not covered by specialized methods
function dot(x::AbstractVector, A::AbstractMatrix, y::AbstractVector)
(axes(x)..., axes(y)...) == axes(A) || throw(DimensionMismatch())
T = typeof(dot(first(x), first(A), first(y)))
s = zero(T)
i₁ = first(eachindex(x))
x₁ = first(x)
@inbounds for j in eachindex(y)
yj = y[j]
if !iszero(yj)
temp = zero(adjoint(A[i₁,j]) * x₁)
@simd for i in eachindex(x)
temp += adjoint(A[i,j]) * x[i]
end
s += dot(temp, yj)
end
end
return s
end
dot(x::AbstractVector, adjA::Adjoint, y::AbstractVector) = adjoint(dot(y, adjA.parent, x))
dot(x::AbstractVector, transA::Transpose{<:Real}, y::AbstractVector) = adjoint(dot(y, transA.parent, x))
###########################################################################################
"""
rank(A::AbstractMatrix; atol::Real=0, rtol::Real=atol>0 ? 0 : n*ϵ)
rank(A::AbstractMatrix, rtol::Real)
Compute the numerical rank of a matrix by counting how many outputs of
`svdvals(A)` are greater than `max(atol, rtol*σ₁)` where `σ₁` is `A`'s largest
calculated singular value. `atol` and `rtol` are the absolute and relative
tolerances, respectively. The default relative tolerance is `n*ϵ`, where `n`
is the size of the smallest dimension of `A`, and `ϵ` is the [`eps`](@ref) of
the element type of `A`.
!!! note
Numerical rank can be a sensitive and imprecise characterization of
ill-conditioned matrices with singular values that are close to the threshold
tolerance `max(atol, rtol*σ₁)`. In such cases, slight perturbations to the
singular-value computation or to the matrix can change the result of `rank`
by pushing one or more singular values across the threshold. These variations
can even occur due to changes in floating-point errors between different Julia
versions, architectures, compilers, or operating systems.
!!! compat "Julia 1.1"
The `atol` and `rtol` keyword arguments requires at least Julia 1.1.
In Julia 1.0 `rtol` is available as a positional argument, but this
will be deprecated in Julia 2.0.
# Examples
```jldoctest
julia> rank(Matrix(I, 3, 3))
3
julia> rank(diagm(0 => [1, 0, 2]))
2
julia> rank(diagm(0 => [1, 0.001, 2]), rtol=0.1)
2
julia> rank(diagm(0 => [1, 0.001, 2]), rtol=0.00001)
3
julia> rank(diagm(0 => [1, 0.001, 2]), atol=1.5)
1
```
"""
function rank(A::AbstractMatrix; atol::Real = 0.0, rtol::Real = (min(size(A)...)*eps(real(float(one(eltype(A))))))*iszero(atol))
isempty(A) && return 0 # 0-dimensional case
s = svdvals(A)
tol = max(atol, rtol*s[1])