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RiccatiSolve markdown / symbol definition
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- Hipparchus-Math/hipparchus#29
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@axkr
axkr committed Jul 17, 2020
1 parent 065a921 commit a6b3128
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158 changes: 103 additions & 55 deletions ...id_library/matheclipse-core/src/main/java/org/matheclipse/core/builtin/LinearAlgebra.java
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Expand Up @@ -31,9 +31,11 @@
import java.util.ArrayList;
import java.util.List;

import org.hipparchus.complex.Complex;
import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.exception.MathRuntimeException;
import org.hipparchus.linear.BlockFieldMatrix;
import org.hipparchus.linear.ComplexEigenDecomposition;
import org.hipparchus.linear.DecompositionSolver;
import org.hipparchus.linear.EigenDecomposition;
import org.hipparchus.linear.FieldDecompositionSolver;
Expand All @@ -43,7 +45,8 @@
import org.hipparchus.linear.MatrixUtils;
import org.hipparchus.linear.RealMatrix;
import org.hipparchus.linear.RealVector;
import org.matheclipse.core.basic.Config;
import org.hipparchus.linear.RiccatiEquationSolver;
import org.hipparchus.linear.RiccatiEquationSolverImpl;
import org.matheclipse.core.convert.Convert;
import org.matheclipse.core.eval.EvalAttributes;
import org.matheclipse.core.eval.EvalEngine;
Expand All @@ -60,10 +63,9 @@
import org.matheclipse.core.eval.util.IndexTableGenerator;
import org.matheclipse.core.expression.ASTRealMatrix;
import org.matheclipse.core.expression.ASTRealVector;
import org.matheclipse.core.expression.Context;
import org.matheclipse.core.expression.ExprField;
import org.matheclipse.core.expression.F;
import org.matheclipse.core.expression.Symbol;
import org.matheclipse.core.expression.S;
import org.matheclipse.core.generic.Comparators.ExprReverseComparator;
import org.matheclipse.core.interfaces.IAST;
import org.matheclipse.core.interfaces.IASTAppendable;
Expand All @@ -85,58 +87,59 @@ public final class LinearAlgebra {
private static class Initializer {

private static void init() {
F.ArrayDepth.setEvaluator(new ArrayDepth());
F.BrayCurtisDistance.setEvaluator(new BrayCurtisDistance());
F.CanberraDistance.setEvaluator(new CanberraDistance());
F.CharacteristicPolynomial.setEvaluator(new CharacteristicPolynomial());
F.ChessboardDistance.setEvaluator(new ChessboardDistance());
F.CholeskyDecomposition.setEvaluator(new CholeskyDecomposition());
F.ConjugateTranspose.setEvaluator(new ConjugateTranspose());
F.CosineDistance.setEvaluator(new CosineDistance());
F.Cross.setEvaluator(new Cross());
F.DesignMatrix.setEvaluator(new DesignMatrix());
F.Det.setEvaluator(new Det());
F.Diagonal.setEvaluator(new Diagonal());
F.DiagonalMatrix.setEvaluator(new DiagonalMatrix());
F.Dimensions.setEvaluator(new Dimensions());
F.Dot.setEvaluator(new Dot());
F.Eigenvalues.setEvaluator(new Eigenvalues());
F.Eigenvectors.setEvaluator(new Eigenvectors());
F.EuclideanDistance.setEvaluator(new EuclideanDistance());
F.FourierMatrix.setEvaluator(new FourierMatrix());
F.FromPolarCoordinates.setEvaluator(new FromPolarCoordinates());
F.HilbertMatrix.setEvaluator(new HilbertMatrix());
F.IdentityMatrix.setEvaluator(new IdentityMatrix());
F.Inner.setEvaluator(new Inner());
F.Inverse.setEvaluator(new Inverse());
F.JacobiMatrix.setEvaluator(new JacobiMatrix());
F.LeastSquares.setEvaluator(new LeastSquares());
F.LinearSolve.setEvaluator(new LinearSolve());
F.LowerTriangularize.setEvaluator(new LowerTriangularize());
F.LUDecomposition.setEvaluator(new LUDecomposition());
F.ManhattanDistance.setEvaluator(new ManhattanDistance());
F.MatrixMinimalPolynomial.setEvaluator(new MatrixMinimalPolynomial());
F.MatrixExp.setEvaluator(new MatrixExp());
F.MatrixPower.setEvaluator(new MatrixPower());
F.MatrixRank.setEvaluator(new MatrixRank());
F.Norm.setEvaluator(new Norm());
F.Normalize.setEvaluator(new Normalize());
F.NullSpace.setEvaluator(new NullSpace());
F.Orthogonalize.setEvaluator(new Orthogonalize());
F.PseudoInverse.setEvaluator(PseudoInverse.CONST);
F.Projection.setEvaluator(new Projection());
F.QRDecomposition.setEvaluator(new QRDecomposition());
F.RowReduce.setEvaluator(new RowReduce());
F.SingularValueDecomposition.setEvaluator(new SingularValueDecomposition());
F.SquaredEuclideanDistance.setEvaluator(new SquaredEuclideanDistance());
F.ToeplitzMatrix.setEvaluator(new ToeplitzMatrix());
F.ToPolarCoordinates.setEvaluator(new ToPolarCoordinates());
F.Tr.setEvaluator(new Tr());
F.Transpose.setEvaluator(new Transpose());
F.UpperTriangularize.setEvaluator(new UpperTriangularize());
F.UnitVector.setEvaluator(new UnitVector());
F.VandermondeMatrix.setEvaluator(new VandermondeMatrix());
F.VectorAngle.setEvaluator(new VectorAngle());
S.ArrayDepth.setEvaluator(new ArrayDepth());
S.BrayCurtisDistance.setEvaluator(new BrayCurtisDistance());
S.CanberraDistance.setEvaluator(new CanberraDistance());
S.CharacteristicPolynomial.setEvaluator(new CharacteristicPolynomial());
S.ChessboardDistance.setEvaluator(new ChessboardDistance());
S.CholeskyDecomposition.setEvaluator(new CholeskyDecomposition());
S.ConjugateTranspose.setEvaluator(new ConjugateTranspose());
S.CosineDistance.setEvaluator(new CosineDistance());
S.Cross.setEvaluator(new Cross());
S.DesignMatrix.setEvaluator(new DesignMatrix());
S.Det.setEvaluator(new Det());
S.Diagonal.setEvaluator(new Diagonal());
S.DiagonalMatrix.setEvaluator(new DiagonalMatrix());
S.Dimensions.setEvaluator(new Dimensions());
S.Dot.setEvaluator(new Dot());
S.Eigenvalues.setEvaluator(new Eigenvalues());
S.Eigenvectors.setEvaluator(new Eigenvectors());
S.EuclideanDistance.setEvaluator(new EuclideanDistance());
S.FourierMatrix.setEvaluator(new FourierMatrix());
S.FromPolarCoordinates.setEvaluator(new FromPolarCoordinates());
S.HilbertMatrix.setEvaluator(new HilbertMatrix());
S.IdentityMatrix.setEvaluator(new IdentityMatrix());
S.Inner.setEvaluator(new Inner());
S.Inverse.setEvaluator(new Inverse());
S.JacobiMatrix.setEvaluator(new JacobiMatrix());
S.LeastSquares.setEvaluator(new LeastSquares());
S.LinearSolve.setEvaluator(new LinearSolve());
S.LowerTriangularize.setEvaluator(new LowerTriangularize());
S.LUDecomposition.setEvaluator(new LUDecomposition());
S.ManhattanDistance.setEvaluator(new ManhattanDistance());
S.MatrixMinimalPolynomial.setEvaluator(new MatrixMinimalPolynomial());
S.MatrixExp.setEvaluator(new MatrixExp());
S.MatrixPower.setEvaluator(new MatrixPower());
S.MatrixRank.setEvaluator(new MatrixRank());
S.Norm.setEvaluator(new Norm());
S.Normalize.setEvaluator(new Normalize());
S.NullSpace.setEvaluator(new NullSpace());
S.Orthogonalize.setEvaluator(new Orthogonalize());
S.PseudoInverse.setEvaluator(PseudoInverse.CONST);
S.Projection.setEvaluator(new Projection());
S.QRDecomposition.setEvaluator(new QRDecomposition());
S.RiccatiSolve.setEvaluator(new RiccatiSolve());
S.RowReduce.setEvaluator(new RowReduce());
S.SingularValueDecomposition.setEvaluator(new SingularValueDecomposition());
S.SquaredEuclideanDistance.setEvaluator(new SquaredEuclideanDistance());
S.ToeplitzMatrix.setEvaluator(new ToeplitzMatrix());
S.ToPolarCoordinates.setEvaluator(new ToPolarCoordinates());
S.Tr.setEvaluator(new Tr());
S.Transpose.setEvaluator(new Transpose());
S.UpperTriangularize.setEvaluator(new UpperTriangularize());
S.UnitVector.setEvaluator(new UnitVector());
S.VandermondeMatrix.setEvaluator(new VandermondeMatrix());
S.VectorAngle.setEvaluator(new VectorAngle());
}
}

Expand Down Expand Up @@ -1743,6 +1746,13 @@ public IExpr matrixEval(FieldMatrix<IExpr> matrix) {

@Override
public IAST realMatrixEval(RealMatrix matrix) {
// ComplexEigenDecomposition ced = new ComplexEigenDecomposition(matrix);
// int size = matrix.getColumnDimension();
// IASTAppendable list = F.ListAlloc(size);
// return list.appendArgs(0, size, i -> {
// FieldVector<Complex> rv = ced.getEigenvector(i);
// return Convert.complexVector2List(rv);
// });
EigenDecomposition ed = new EigenDecomposition(matrix);
int size = matrix.getColumnDimension();
IASTAppendable list = F.ListAlloc(size);
Expand Down Expand Up @@ -3634,6 +3644,44 @@ public IAST realMatrixEval(RealMatrix matrix) {
}
}

private static class RiccatiSolve extends AbstractEvaluator {

@Override
public IExpr evaluate(final IAST ast, EvalEngine engine) {
if (ast.arg1().argSize() == 2 && ast.arg1().isListOfMatrices() && //
ast.arg2().argSize() == 2 && ast.arg2().isListOfMatrices()) {
try {
IAST list1 = (IAST) ast.arg1();
IAST list2 = (IAST) ast.arg2();
RealMatrix A = list1.arg1().toRealMatrix();
if (A != null) {
RealMatrix B = list1.arg2().toRealMatrix();
if (B != null) {
RealMatrix Q = list2.arg1().toRealMatrix();
if (Q != null) {
RealMatrix R = list2.arg2().toRealMatrix();
if (R != null) {
RiccatiEquationSolver solver = new RiccatiEquationSolverImpl(A, B, Q, R);
RealMatrix result = solver.getP();
return new ASTRealMatrix(result, false);
}
}
}
}
} catch (MathRuntimeException mrex) {
IOFunctions.printMessage(ast.topHead(), mrex, engine);
}
}
return F.NIL;
}

@Override
public int[] expectedArgSize(IAST ast) {
return IOFunctions.ARGS_2_2;
}

}

/**
* <pre>
* RowReduce(matrix)
Expand Down
23 changes: 22 additions & 1 deletion ...d_library/matheclipse-core/src/main/java/org/matheclipse/core/expression/AbstractAST.java
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Expand Up @@ -584,7 +584,13 @@ public boolean isList(Predicate<IExpr> pred) {
public final boolean isListOfLists() {
return false;
}


/** {@inheritDoc} */
@Override
public final boolean isListOfMatrices() {
return false;
}

/** {@inheritDoc} */
@Override
public final GraphType isListOfEdges() {
Expand Down Expand Up @@ -2977,6 +2983,21 @@ public boolean isListOfLists() {
}
return false;
}

/** {@inheritDoc} */
@Override
public boolean isListOfMatrices() {
if (head().equals(F.List)) {
for (int i = 1; i < size(); i++) {
if (get(i).isMatrix(false)==null) {
// the row is no matrix
return false;
}
}
return true;
}
return false;
}

/** {@inheritDoc} */
@Override
Expand Down

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