void
arb_mat_pow_ui(arb_mat_t B, const arb_mat_t A, ulong exp, slong prec)
{
slong d = arb_mat_nrows(A);
if (exp <= 2 || d <= 1)
{
if (exp == 0 || d == 0)
{
arb_mat_one(B);
}
else if (d == 1)
{
arb_pow_ui(arb_mat_entry(B, 0, 0),
arb_mat_entry(A, 0, 0), exp, prec);
}
else if (exp == 1)
{
arb_mat_set(B, A);
}
else if (exp == 2)
{
arb_mat_sqr(B, A, prec);
}
}
else
{
arb_mat_t T, U;
slong i;
arb_mat_init(T, d, d);
arb_mat_set(T, A);
arb_mat_init(U, d, d);
for (i = ((slong) FLINT_BIT_COUNT(exp)) - 2; i >= 0; i--)
{
arb_mat_sqr(U, T, prec);
if (exp & (WORD(1) << i))
arb_mat_mul(T, U, A, prec);
else
arb_mat_swap(T, U);
}
arb_mat_swap(B, T);
arb_mat_clear(T);
arb_mat_clear(U);
}
}
int
arb_mat_inv(arb_mat_t X, const arb_mat_t A, slong prec)
{
if (X == A)
{
int r;
arb_mat_t T;
arb_mat_init(T, arb_mat_nrows(A), arb_mat_ncols(A));
r = arb_mat_inv(T, A, prec);
arb_mat_swap(T, X);
arb_mat_clear(T);
return r;
}
arb_mat_one(X);
return arb_mat_solve(X, A, X, prec);
}
int main()
{
slong iter;
flint_rand_t state;
flint_printf("ldl....");
fflush(stdout);
flint_randinit(state);
/* check special matrices */
{
slong n;
for (n = 1; n < 10; n++)
{
slong lprec;
arb_mat_t L, A;
arb_mat_init(L, n, n);
arb_mat_init(A, n, n);
for (lprec = 2; lprec < 10; lprec++)
{
int result;
slong prec;
prec = 1 << lprec;
/* zero */
arb_mat_zero(A);
result = arb_mat_ldl(L, A, prec);
if (result)
{
flint_printf("FAIL (zero):\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("L = \n"); arb_mat_printd(L, 15);
flint_printf("\n\n");
}
/* negative identity */
arb_mat_one(A);
arb_mat_neg(A, A);
result = arb_mat_ldl(L, A, prec);
if (result)
{
flint_printf("FAIL (negative identity):\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("L = \n"); arb_mat_printd(L, 15);
flint_printf("\n\n");
}
/* identity */
arb_mat_one(A);
result = arb_mat_ldl(L, A, prec);
if (!result || !arb_mat_equal(L, A))
{
flint_printf("FAIL (identity):\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("L = \n"); arb_mat_printd(L, 15);
flint_printf("\n\n");
}
}
arb_mat_clear(L);
arb_mat_clear(A);
}
}
for (iter = 0; iter < 10000 * arb_test_multiplier(); iter++)
{
fmpq_mat_t Q;
arb_mat_t A, L, D, U, T;
slong n, qbits, prec;
int q_invertible, r_invertible;
n = n_randint(state, 8);
qbits = 1 + n_randint(state, 100);
prec = 2 + n_randint(state, 202);
fmpq_mat_init(Q, n, n);
arb_mat_init(A, n, n);
arb_mat_init(L, n, n);
arb_mat_init(D, n, n);
arb_mat_init(U, n, n);
arb_mat_init(T, n, n);
_fmpq_mat_randtest_positive_semidefinite(Q, state, qbits);
q_invertible = fmpq_mat_is_invertible(Q);
if (!q_invertible)
{
arb_mat_set_fmpq_mat(A, Q, prec);
r_invertible = arb_mat_ldl(L, A, prec);
if (r_invertible)
{
flint_printf("FAIL: matrix is singular over Q but not over R\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("\n");
flint_printf("Q = \n"); fmpq_mat_print(Q); flint_printf("\n\n");
flint_printf("A = \n"); arb_mat_printd(A, 15); flint_printf("\n\n");
flint_printf("L = \n"); arb_mat_printd(L, 15); flint_printf("\n\n");
}
}
else
{
/* now this must converge */
while (1)
{
arb_mat_set_fmpq_mat(A, Q, prec);
r_invertible = arb_mat_ldl(L, A, prec);
if (r_invertible)
{
break;
}
else
{
if (prec > 10000)
{
flint_printf("FAIL: failed to converge at 10000 bits\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("Q = \n"); fmpq_mat_print(Q); flint_printf("\n\n");
flint_printf("A = \n"); arb_mat_printd(A, 15); flint_printf("\n\n");
abort();
}
prec *= 2;
}
}
/* multiply out the decomposition */
{
slong i;
arb_mat_zero(D);
arb_mat_transpose(U, L);
for (i = 0; i < n; i++)
{
arb_set(arb_mat_entry(D, i, i), arb_mat_entry(L, i, i));
arb_one(arb_mat_entry(L, i, i));
arb_one(arb_mat_entry(U, i, i));
}
arb_mat_mul(T, L, D, prec);
arb_mat_mul(T, T, U, prec);
}
if (!arb_mat_contains_fmpq_mat(T, Q))
{
flint_printf("FAIL (containment, iter = %wd)\n", iter);
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("\n");
flint_printf("Q = \n"); fmpq_mat_print(Q); flint_printf("\n\n");
flint_printf("A = \n"); arb_mat_printd(A, 15); flint_printf("\n\n");
flint_printf("L = \n"); arb_mat_printd(L, 15); flint_printf("\n\n");
flint_printf("U = \n"); arb_mat_printd(U, 15); flint_printf("\n\n");
flint_printf("L*U = \n"); arb_mat_printd(T, 15); flint_printf("\n\n");
abort();
}
}
fmpq_mat_clear(Q);
arb_mat_clear(A);
arb_mat_clear(L);
arb_mat_clear(D);
arb_mat_clear(U);
arb_mat_clear(T);
}
flint_randclear(state);
flint_cleanup();
flint_printf("PASS\n");
return EXIT_SUCCESS;
}
int arb_mat_jacobi(arb_mat_t D, arb_mat_t P, const arb_mat_t A, slong prec) {
//
// Given a d x d real symmetric matrix A, compute an orthogonal matrix
// P and a diagonal D such that A = P D P^t = P D P^(-1).
//
// D should have already been initialized as a d x 1 matrix, and Pp
// should have already been initialized as a d x d matrix.
//
// If the eigenvalues can be certified as unique, then a nonzero int is
// returned, and the eigenvectors should have reasonable error bounds. If
// the eigenvalues cannot be certified as unique, then some of the
// eigenvectors will have infinite error radius.
#define B(i,j) arb_mat_entry(B, i, j)
#define D(i) arb_mat_entry(D, i, 0)
#define P(i,j) arb_mat_entry(P, i, j)
int dim = arb_mat_nrows(A);
if(dim == 1) {
arb_mat_set(D, A);
arb_mat_one(P);
return 0;
}
arb_mat_t B;
arb_mat_init(B, dim, dim);
arf_t * B1 = (arf_t*)malloc(dim * sizeof(arf_t));
arf_t * B2 = (arf_t*)malloc(dim * sizeof(arf_t));
arf_t * row_max = (arf_t*)malloc((dim - 1) * sizeof(arf_t));
int * row_max_indices = (int*)malloc((dim - 1) * sizeof(int));
for(int k = 0; k < dim; k++) {
arf_init(B1[k]);
arf_init(B2[k]);
}
for(int k = 0; k < dim - 1; k++) {
arf_init(row_max[k]);
}
arf_t x1, x2;
arf_init(x1);
arf_init(x2);
arf_t Gii, Gij, Gji, Gjj;
arf_init(Gii);
arf_init(Gij);
arf_init(Gji);
arf_init(Gjj);
arb_mat_set(B, A);
arb_mat_one(P);
for(int i = 0; i < dim - 1; i++) {
for(int j = i + 1; j < dim; j++) {
arf_abs(x1, arb_midref(B(i,j)));
if(arf_cmp(row_max[i], x1) < 0) {
arf_set(row_max[i], x1);
row_max_indices[i] = j;
}
}
}
int finished = 0;
while(!finished) {
arf_zero(x1);
int i = 0;
int j = 0;
for(int k = 0; k < dim - 1; k++) {
if(arf_cmp(x1, row_max[k]) < 0) {
arf_set(x1, row_max[k]);
i = k;
}
}
j = row_max_indices[i];
slong bound = arf_abs_bound_lt_2exp_si(x1);
if(bound < -prec * .9) {
finished = 1;
break;
}
else {
//printf("%ld\n", arf_abs_bound_lt_2exp_si(x1));
//arb_mat_printd(B, 10);
//printf("\n");
}
arf_twobytwo_diag(Gii, Gij, arb_midref(B(i,i)), arb_midref(B(i,j)), arb_midref(B(j,j)), 2*prec);
arf_neg(Gji, Gij);
arf_set(Gjj, Gii);
//printf("%d %d\n", i, j);
//arf_printd(Gii, 100);
//printf(" ");
//arf_printd(Gij, 100);
//printf("\n");
if(arf_is_zero(Gij)) { // If this happens, we're
finished = 1; // not going to do any better
break; // without increasing the precision.
}
for(int k = 0; k < dim; k++) {
arf_mul(B1[k], Gii, arb_midref(B(i,k)), prec, ARF_RND_NEAR);
arf_addmul(B1[k], Gji, arb_midref(B(j,k)), prec, ARF_RND_NEAR);
arf_mul(B2[k], Gij, arb_midref(B(i,k)), prec, ARF_RND_NEAR);
arf_addmul(B2[k], Gjj, arb_midref(B(j,k)), prec, ARF_RND_NEAR);
}
for(int k = 0; k < dim; k++) {
arf_set(arb_midref(B(i,k)), B1[k]);
arf_set(arb_midref(B(j,k)), B2[k]);
}
for(int k = 0; k < dim; k++) {
arf_mul(B1[k], Gii, arb_midref(B(k,i)), prec, ARF_RND_NEAR);
arf_addmul(B1[k], Gji, arb_midref(B(k,j)), prec, ARF_RND_NEAR);
arf_mul(B2[k], Gij, arb_midref(B(k,i)), prec, ARF_RND_NEAR);
arf_addmul(B2[k], Gjj, arb_midref(B(k,j)), prec, ARF_RND_NEAR);
}
for(int k = 0; k < dim; k++) {
arf_set(arb_midref(B(k,i)), B1[k]);
arf_set(arb_midref(B(k,j)), B2[k]);
}
for(int k = 0; k < dim; k++) {
arf_mul(B1[k], Gii, arb_midref(P(k,i)), prec, ARF_RND_NEAR);
arf_addmul(B1[k], Gji, arb_midref(P(k,j)), prec, ARF_RND_NEAR);
arf_mul(B2[k], Gij, arb_midref(P(k,i)), prec, ARF_RND_NEAR);
arf_addmul(B2[k], Gjj, arb_midref(P(k,j)), prec, ARF_RND_NEAR);
}
for(int k = 0; k < dim; k++) {
arf_set(arb_midref(P(k,i)), B1[k]);
arf_set(arb_midref(P(k,j)), B2[k]);
}
if(i < dim - 1)
arf_set_ui(row_max[i], 0);
if(j < dim - 1)
arf_set_ui(row_max[j], 0);
// Update the max in any row where the maximum
// was in a column that changed.
for(int k = 0; k < dim - 1; k++) {
if(row_max_indices[k] == j || row_max_indices[k] == i) {
arf_abs(row_max[k], arb_midref(B(k,k+1)));
row_max_indices[k] = k+1;
for(int l = k+2; l < dim; l++) {
arf_abs(x1, arb_midref(B(k,l)));
if(arf_cmp(row_max[k], x1) < 0) {
arf_set(row_max[k], x1);
row_max_indices[k] = l;
}
}
}
}
// Update the max in the ith row.
for(int k = i + 1; k < dim; k++) {
arf_abs(x1, arb_midref(B(i, k)));
if(arf_cmp(row_max[i], x1) < 0) {
arf_set(row_max[i], x1);
row_max_indices[i] = k;
}
}
// Update the max in the jth row.
for(int k = j + 1; k < dim; k++) {
arf_abs(x1, arb_midref(B(j, k)));
if(arf_cmp(row_max[j], x1) < 0) {
arf_set(row_max[j], x1);
row_max_indices[j] = k;
}
}
// Go through column i to see if any of
// the new entries are larger than the
// max of their row.
for(int k = 0; k < i; k++) {
if(k == dim) continue;
arf_abs(x1, arb_midref(B(k, i)));
if(arf_cmp(row_max[k], x1) < 0) {
arf_set(row_max[k], x1);
row_max_indices[k] = i;
}
}
// And then column j.
for(int k = 0; k < j; k++) {
if(k == dim) continue;
arf_abs(x1, arb_midref(B(k, j)));
if(arf_cmp(row_max[k], x1) < 0) {
arf_set(row_max[k], x1);
row_max_indices[k] = j;
}
}
}
for(int k = 0; k < dim; k++) {
arb_set(D(k), B(k,k));
arb_set_exact(D(k));
}
// At this point we've done that diagonalization and all that remains is
// to certify the correctness and compute error bounds.
arb_mat_t e;
arb_t error_norms[dim];
for(int k = 0; k < dim; k++) arb_init(error_norms[k]);
arb_mat_init(e, dim, 1);
arb_t z1, z2;
arb_init(z1);
arb_init(z2);
for(int j = 0; j < dim; j++) {
arb_mat_set(B, A);
for(int k = 0; k < dim; k++) {
arb_sub(B(k, k), B(k, k), D(j), prec);
}
for(int k = 0; k < dim; k++) {
arb_set(arb_mat_entry(e, k, 0), P(k, j));
}
arb_mat_L2norm(z2, e, prec);
arb_mat_mul(e, B, e, prec);
arb_mat_L2norm(error_norms[j], e, prec);
arb_div(z2, error_norms[j], z2, prec); // and now z1 is an upper bound for the
// error in the eigenvalue
arb_add_error(D(j), z2);
}
int unique_eigenvalues = 1;
for(int j = 0; j < dim; j++) {
if(j == 0) {
arb_sub(z1, D(j), D(1), prec);
}
else {
arb_sub(z1, D(j), D(0), prec);
}
arb_get_abs_lbound_arf(x1, z1, prec);
for(int k = 1; k < dim; k++) {
if(k == j) continue;
arb_sub(z1, D(j), D(k), prec);
arb_get_abs_lbound_arf(x2, z1, prec);
if(arf_cmp(x2, x1) < 0) {
arf_set(x1, x2);
}
}
if(arf_is_zero(x1)) {
unique_eigenvalues = 0;
}
arb_div_arf(z1, error_norms[j], x1, prec);
for(int k = 0; k < dim; k++) {
arb_add_error(P(k, j), z1);
}
}
arb_mat_clear(e);
arb_clear(z1);
arb_clear(z2);
for(int k = 0; k < dim; k++) arb_clear(error_norms[k]);
arf_clear(x1);
arf_clear(x2);
arb_mat_clear(B);
for(int k = 0; k < dim; k++) {
arf_clear(B1[k]);
arf_clear(B2[k]);
}
for(int k = 0; k < dim - 1; k++) {
arf_clear(row_max[k]);
}
arf_clear(Gii);
arf_clear(Gij);
arf_clear(Gji);
arf_clear(Gjj);
free(B1);
free(B2);
free(row_max);
free(row_max_indices);
if(unique_eigenvalues) return 0;
else return 1;
#undef B
#undef D
#undef P
}
/* evaluates the truncated Taylor series (assumes no aliasing) */
void
_arb_mat_exp_taylor(arb_mat_t S, const arb_mat_t A, slong N, slong prec)
{
if (N == 1)
{
arb_mat_one(S);
}
else if (N == 2)
{
arb_mat_one(S);
arb_mat_add(S, S, A, prec);
}
else if (N == 3)
{
arb_mat_t T;
arb_mat_init(T, arb_mat_nrows(A), arb_mat_nrows(A));
arb_mat_mul(T, A, A, prec);
arb_mat_scalar_mul_2exp_si(T, T, -1);
arb_mat_add(S, A, T, prec);
arb_mat_one(T);
arb_mat_add(S, S, T, prec);
arb_mat_clear(T);
}
else
{
slong i, lo, hi, m, w, dim;
arb_mat_struct * pows;
arb_mat_t T, U;
fmpz_t c, f;
dim = arb_mat_nrows(A);
m = n_sqrt(N);
w = (N + m - 1) / m;
fmpz_init(c);
fmpz_init(f);
pows = flint_malloc(sizeof(arb_mat_t) * (m + 1));
arb_mat_init(T, dim, dim);
arb_mat_init(U, dim, dim);
for (i = 0; i <= m; i++)
{
arb_mat_init(pows + i, dim, dim);
if (i == 0)
arb_mat_one(pows + i);
else if (i == 1)
arb_mat_set(pows + i, A);
else
arb_mat_mul(pows + i, pows + i - 1, A, prec);
}
arb_mat_zero(S);
fmpz_one(f);
for (i = w - 1; i >= 0; i--)
{
lo = i * m;
hi = FLINT_MIN(N - 1, lo + m - 1);
arb_mat_zero(T);
fmpz_one(c);
while (hi >= lo)
{
arb_mat_scalar_addmul_fmpz(T, pows + hi - lo, c, prec);
if (hi != 0)
fmpz_mul_ui(c, c, hi);
hi--;
}
arb_mat_mul(U, pows + m, S, prec);
arb_mat_scalar_mul_fmpz(S, T, f, prec);
arb_mat_add(S, S, U, prec);
fmpz_mul(f, f, c);
}
arb_mat_scalar_div_fmpz(S, S, f, prec);
fmpz_clear(c);
fmpz_clear(f);
for (i = 0; i <= m; i++)
arb_mat_clear(pows + i);
flint_free(pows);
arb_mat_clear(T);
arb_mat_clear(U);
}
}
void
arb_mat_exp(arb_mat_t B, const arb_mat_t A, slong prec)
{
slong i, j, dim, wp, N, q, r;
mag_t norm, err;
arb_mat_t T;
dim = arb_mat_nrows(A);
if (dim != arb_mat_ncols(A))
{
flint_printf("arb_mat_exp: a square matrix is required!\n");
abort();
}
if (dim == 0)
{
return;
}
else if (dim == 1)
{
arb_exp(arb_mat_entry(B, 0, 0), arb_mat_entry(A, 0, 0), prec);
return;
}
wp = prec + 3 * FLINT_BIT_COUNT(prec);
mag_init(norm);
mag_init(err);
arb_mat_init(T, dim, dim);
arb_mat_bound_inf_norm(norm, A);
if (mag_is_zero(norm))
{
arb_mat_one(B);
}
else
{
q = pow(wp, 0.25); /* wanted magnitude */
if (mag_cmp_2exp_si(norm, 2 * wp) > 0) /* too big */
r = 2 * wp;
else if (mag_cmp_2exp_si(norm, -q) < 0) /* tiny, no need to reduce */
r = 0;
else
r = FLINT_MAX(0, q + MAG_EXP(norm)); /* reduce to magnitude 2^(-r) */
arb_mat_scalar_mul_2exp_si(T, A, -r);
mag_mul_2exp_si(norm, norm, -r);
N = _arb_mat_exp_choose_N(norm, wp);
mag_exp_tail(err, norm, N);
_arb_mat_exp_taylor(B, T, N, wp);
for (i = 0; i < dim; i++)
for (j = 0; j < dim; j++)
arb_add_error_mag(arb_mat_entry(B, i, j), err);
for (i = 0; i < r; i++)
{
arb_mat_mul(T, B, B, wp);
arb_mat_swap(T, B);
}
for (i = 0; i < dim; i++)
for (j = 0; j < dim; j++)
arb_set_round(arb_mat_entry(B, i, j),
arb_mat_entry(B, i, j), prec);
}
mag_clear(norm);
mag_clear(err);
arb_mat_clear(T);
}
int main()
{
slong iter;
flint_rand_t state;
flint_printf("lu....");
fflush(stdout);
flint_randinit(state);
for (iter = 0; iter < 100000; iter++)
{
fmpq_mat_t Q;
arb_mat_t A, LU, P, L, U, T;
slong i, j, n, qbits, prec, *perm;
int q_invertible, r_invertible;
n = n_randint(state, 8);
qbits = 1 + n_randint(state, 100);
prec = 2 + n_randint(state, 202);
fmpq_mat_init(Q, n, n);
arb_mat_init(A, n, n);
arb_mat_init(LU, n, n);
arb_mat_init(P, n, n);
arb_mat_init(L, n, n);
arb_mat_init(U, n, n);
arb_mat_init(T, n, n);
perm = _perm_init(n);
fmpq_mat_randtest(Q, state, qbits);
q_invertible = fmpq_mat_is_invertible(Q);
if (!q_invertible)
{
arb_mat_set_fmpq_mat(A, Q, prec);
r_invertible = arb_mat_lu(perm, LU, A, prec);
if (r_invertible)
{
flint_printf("FAIL: matrix is singular over Q but not over R\n");
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("\n");
flint_printf("Q = \n"); fmpq_mat_print(Q); flint_printf("\n\n");
flint_printf("A = \n"); arb_mat_printd(A, 15); flint_printf("\n\n");
flint_printf("LU = \n"); arb_mat_printd(LU, 15); flint_printf("\n\n");
}
}
else
{
/* now this must converge */
while (1)
{
arb_mat_set_fmpq_mat(A, Q, prec);
r_invertible = arb_mat_lu(perm, LU, A, prec);
if (r_invertible)
{
break;
}
else
{
if (prec > 10000)
{
flint_printf("FAIL: failed to converge at 10000 bits\n");
abort();
}
prec *= 2;
}
}
arb_mat_one(L);
for (i = 0; i < n; i++)
for (j = 0; j < i; j++)
arb_set(arb_mat_entry(L, i, j),
arb_mat_entry(LU, i, j));
for (i = 0; i < n; i++)
for (j = i; j < n; j++)
arb_set(arb_mat_entry(U, i, j),
arb_mat_entry(LU, i, j));
for (i = 0; i < n; i++)
arb_one(arb_mat_entry(P, perm[i], i));
arb_mat_mul(T, P, L, prec);
arb_mat_mul(T, T, U, prec);
if (!arb_mat_contains_fmpq_mat(T, Q))
{
flint_printf("FAIL (containment, iter = %wd)\n", iter);
flint_printf("n = %wd, prec = %wd\n", n, prec);
flint_printf("\n");
flint_printf("Q = \n"); fmpq_mat_print(Q); flint_printf("\n\n");
flint_printf("A = \n"); arb_mat_printd(A, 15); flint_printf("\n\n");
flint_printf("LU = \n"); arb_mat_printd(LU, 15); flint_printf("\n\n");
flint_printf("L = \n"); arb_mat_printd(L, 15); flint_printf("\n\n");
flint_printf("U = \n"); arb_mat_printd(U, 15); flint_printf("\n\n");
flint_printf("P*L*U = \n"); arb_mat_printd(T, 15); flint_printf("\n\n");
abort();
}
}
fmpq_mat_clear(Q);
arb_mat_clear(A);
arb_mat_clear(LU);
arb_mat_clear(P);
arb_mat_clear(L);
arb_mat_clear(U);
arb_mat_clear(T);
_perm_clear(perm);
}
flint_randclear(state);
flint_cleanup();
flint_printf("PASS\n");
return EXIT_SUCCESS;
}