arb/doc/source/acb_mat.rst

.. _acb-mat:

**acb_mat.h** -- matrices over the complex numbers
===============================================================================

An :type:`acb_mat_t` represents a dense matrix over the complex numbers,
implemented as an array of entries of type :type:`acb_struct`.

The dimension (number of rows and columns) of a matrix is fixed at
initialization, and the user must ensure that inputs and outputs to
an operation have compatible dimensions. The number of rows or columns
in a matrix can be zero.


Types, macros and constants
-------------------------------------------------------------------------------

.. type:: acb_mat_struct

.. type:: acb_mat_t

    Contains a pointer to a flat array of the entries (entries), an array of
    pointers to the start of each row (rows), and the number of rows (r)
    and columns (c).

    An *acb_mat_t* is defined as an array of length one of type
    *acb_mat_struct*, permitting an *acb_mat_t* to
    be passed by reference.

.. macro:: acb_mat_entry(mat, i, j)

    Macro giving a pointer to the entry at row *i* and column *j*.

.. macro:: acb_mat_nrows(mat)

    Returns the number of rows of the matrix.

.. macro:: acb_mat_ncols(mat)

    Returns the number of columns of the matrix.


Memory management
-------------------------------------------------------------------------------

.. function:: void acb_mat_init(acb_mat_t mat, slong r, slong c)

    Initializes the matrix, setting it to the zero matrix with *r* rows
    and *c* columns.

.. function:: void acb_mat_clear(acb_mat_t mat)

    Clears the matrix, deallocating all entries.

.. function:: slong acb_mat_allocated_bytes(const acb_mat_t x)

    Returns the total number of bytes heap-allocated internally by this object.
    The count excludes the size of the structure itself. Add
    ``sizeof(acb_mat_struct)`` to get the size of the object as a whole.

.. function:: void acb_mat_window_init(acb_mat_t window, const acb_mat_t mat, slong r1, slong c1, slong r2, slong c2)

    Initializes *window* to a window matrix into the submatrix of *mat*
    starting at the corner at row *r1* and column *c1* (inclusive) and ending
    at row *r2* and column *c2* (exclusive).

.. function:: void acb_mat_window_clear(acb_mat_t window)

    Frees the window matrix.

Conversions
-------------------------------------------------------------------------------

.. function:: void acb_mat_set(acb_mat_t dest, const acb_mat_t src)

.. function:: void acb_mat_set_fmpz_mat(acb_mat_t dest, const fmpz_mat_t src)

.. function:: void acb_mat_set_round_fmpz_mat(acb_mat_t dest, const fmpz_mat_t src, slong prec)

.. function:: void acb_mat_set_fmpq_mat(acb_mat_t dest, const fmpq_mat_t src, slong prec)

.. function:: void acb_mat_set_arb_mat(acb_mat_t dest, const arb_mat_t src)

.. function:: void acb_mat_set_round_arb_mat(acb_mat_t dest, const arb_mat_t src, slong prec)

    Sets *dest* to *src*. The operands must have identical dimensions.

Random generation
-------------------------------------------------------------------------------

.. function:: void acb_mat_randtest(acb_mat_t mat, flint_rand_t state, slong prec, slong mag_bits)

    Sets *mat* to a random matrix with up to *prec* bits of precision
    and with exponents of width up to *mag_bits*.

Input and output
-------------------------------------------------------------------------------

.. function:: void acb_mat_printd(const acb_mat_t mat, slong digits)

    Prints each entry in the matrix with the specified number of decimal digits.

.. function:: void acb_mat_fprintd(FILE * file, const acb_mat_t mat, slong digits)

    Prints each entry in the matrix with the specified number of decimal
    digits to the stream *file*.

Comparisons
-------------------------------------------------------------------------------

.. function:: int acb_mat_equal(const acb_mat_t mat1, const acb_mat_t mat2)

    Returns nonzero iff the matrices have the same dimensions
    and identical entries.

.. function:: int acb_mat_overlaps(const acb_mat_t mat1, const acb_mat_t mat2)

    Returns nonzero iff the matrices have the same dimensions
    and each entry in *mat1* overlaps with the corresponding entry in *mat2*.

.. function:: int acb_mat_contains(const acb_mat_t mat1, const acb_mat_t mat2)

.. function:: int acb_mat_contains_fmpz_mat(const acb_mat_t mat1, const fmpz_mat_t mat2)

.. function:: int acb_mat_contains_fmpq_mat(const acb_mat_t mat1, const fmpq_mat_t mat2)

    Returns nonzero iff the matrices have the same dimensions and each entry
    in *mat2* is contained in the corresponding entry in *mat1*.

.. function:: int acb_mat_eq(const acb_mat_t mat1, const acb_mat_t mat2)

    Returns nonzero iff *mat1* and *mat2* certainly represent the same matrix.

.. function:: int acb_mat_ne(const acb_mat_t mat1, const acb_mat_t mat2)

    Returns nonzero iff *mat1* and *mat2* certainly do not represent the same matrix.

.. function:: int acb_mat_is_real(const acb_mat_t mat)

    Returns nonzero iff all entries in *mat* have zero imaginary part.

.. function:: int acb_mat_is_empty(const acb_mat_t mat)

    Returns nonzero iff the number of rows or the number of columns in *mat* is zero.

.. function:: int acb_mat_is_square(const acb_mat_t mat)

    Returns nonzero iff the number of rows is equal to the number of columns in *mat*.


Special matrices
-------------------------------------------------------------------------------

.. function:: void acb_mat_zero(acb_mat_t mat)

    Sets all entries in mat to zero.

.. function:: void acb_mat_one(acb_mat_t mat)

    Sets the entries on the main diagonal to ones,
    and all other entries to zero.

.. function:: void acb_mat_ones(acb_mat_t mat)

    Sets all entries in the matrix to ones.

.. function:: void acb_mat_dft(acb_mat_t mat, int type, slong prec)

    Sets *mat* to the DFT (discrete Fourier transform) matrix of order *n*
    where *n* is the smallest dimension of *mat* (if *mat* is not square,
    the matrix is extended periodically along the larger dimension).
    Here, we use the normalized DFT matrix

    .. math ::

        A_{j,k} = \frac{\omega^{jk}}{\sqrt{n}}, \quad \omega = e^{-2\pi i/n}.

    The *type* parameter is currently ignored and should be set to 0.
    In the future, it might be used to select a different convention.

Transpose
-------------------------------------------------------------------------------

.. function:: void acb_mat_transpose(acb_mat_t dest, const acb_mat_t src)

    Sets *dest* to the exact transpose *src*. The operands must have
    compatible dimensions. Aliasing is allowed.

.. function:: void acb_mat_conjugate_transpose(acb_mat_t dest, const acb_mat_t src)

    Sets *dest* to the conjugate transpose of *src*. The operands must have
    compatible dimensions. Aliasing is allowed.

.. function:: void acb_mat_conjugate(acb_mat_t dest, const acb_mat_t src)

    Sets *dest* to the elementwise complex conjugate of *src*.

Norms
-------------------------------------------------------------------------------

.. function:: void acb_mat_bound_inf_norm(mag_t b, const acb_mat_t A)

    Sets *b* to an upper bound for the infinity norm (i.e. the largest
    absolute value row sum) of *A*.

.. function:: void acb_mat_frobenius_norm(acb_t res, const acb_mat_t A, slong prec)

    Sets *res* to the Frobenius norm (i.e. the square root of the sum
    of squares of entries) of *A*.

.. function:: void acb_mat_bound_frobenius_norm(mag_t res, const acb_mat_t A)

    Sets *res* to an upper bound for the Frobenius norm of *A*.


Arithmetic
-------------------------------------------------------------------------------

.. function:: void acb_mat_neg(acb_mat_t dest, const acb_mat_t src)

    Sets *dest* to the exact negation of *src*. The operands must have
    the same dimensions.

.. function:: void acb_mat_add(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

    Sets res to the sum of *mat1* and *mat2*. The operands must have the same dimensions.

.. function:: void acb_mat_sub(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

    Sets *res* to the difference of *mat1* and *mat2*. The operands must have
    the same dimensions.

.. function:: void acb_mat_mul_classical(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

.. function:: void acb_mat_mul_threaded(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

.. function:: void acb_mat_mul_reorder(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

.. function:: void acb_mat_mul(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

    Sets *res* to the matrix product of *mat1* and *mat2*. The operands must have
    compatible dimensions for matrix multiplication.

    The *classical* version performs matrix multiplication in the trivial way.

    The *threaded* version performs classical multiplication but splits the
    computation over the number of threads returned by *flint_get_num_threads()*.

    The *reorder* version reorders the data and performs one to four real
    matrix multiplications via :func:`arb_mat_mul`.

    The default version chooses an algorithm automatically.

.. function:: void acb_mat_mul_entrywise(acb_mat_t res, const acb_mat_t mat1, const acb_mat_t mat2, slong prec)

    Sets *res* to the entrywise product of *mat1* and *mat2*.
    The operands must have the same dimensions.

.. function:: void acb_mat_sqr_classical(acb_mat_t res, const acb_mat_t mat, slong prec)

.. function:: void acb_mat_sqr(acb_mat_t res, const acb_mat_t mat, slong prec)

    Sets *res* to the matrix square of *mat*. The operands must both be square
    with the same dimensions.

.. function:: void acb_mat_pow_ui(acb_mat_t res, const acb_mat_t mat, ulong exp, slong prec)

    Sets *res* to *mat* raised to the power *exp*. Requires that *mat*
    is a square matrix.


Scalar arithmetic
-------------------------------------------------------------------------------

.. function:: void acb_mat_scalar_mul_2exp_si(acb_mat_t B, const acb_mat_t A, slong c)

    Sets *B* to *A* multiplied by `2^c`.

.. function:: void acb_mat_scalar_addmul_si(acb_mat_t B, const acb_mat_t A, slong c, slong prec)

.. function:: void acb_mat_scalar_addmul_fmpz(acb_mat_t B, const acb_mat_t A, const fmpz_t c, slong prec)

.. function:: void acb_mat_scalar_addmul_arb(acb_mat_t B, const acb_mat_t A, const arb_t c, slong prec)

.. function:: void acb_mat_scalar_addmul_acb(acb_mat_t B, const acb_mat_t A, const acb_t c, slong prec)

    Sets *B* to `B + A \times c`.

.. function:: void acb_mat_scalar_mul_si(acb_mat_t B, const acb_mat_t A, slong c, slong prec)

.. function:: void acb_mat_scalar_mul_fmpz(acb_mat_t B, const acb_mat_t A, const fmpz_t c, slong prec)

.. function:: void acb_mat_scalar_mul_arb(acb_mat_t B, const acb_mat_t A, const arb_t c, slong prec)

.. function:: void acb_mat_scalar_mul_acb(acb_mat_t B, const acb_mat_t A, const acb_t c, slong prec)

    Sets *B* to `A \times c`.

.. function:: void acb_mat_scalar_div_si(acb_mat_t B, const acb_mat_t A, slong c, slong prec)

.. function:: void acb_mat_scalar_div_fmpz(acb_mat_t B, const acb_mat_t A, const fmpz_t c, slong prec)

.. function:: void acb_mat_scalar_div_arb(acb_mat_t B, const acb_mat_t A, const arb_t c, slong prec)

.. function:: void acb_mat_scalar_div_acb(acb_mat_t B, const acb_mat_t A, const acb_t c, slong prec)

    Sets *B* to `A / c`.


Gaussian elimination and solving
-------------------------------------------------------------------------------

.. function:: int acb_mat_lu_classical(slong * perm, acb_mat_t LU, const acb_mat_t A, slong prec)

.. function:: int acb_mat_lu_recursive(slong * perm, acb_mat_t LU, const acb_mat_t A, slong prec)

.. function:: int acb_mat_lu(slong * perm, acb_mat_t LU, const acb_mat_t A, slong prec)

    Given an `n \times n` matrix `A`, computes an LU decomposition `PLU = A`
    using Gaussian elimination with partial pivoting.
    The input and output matrices can be the same, performing the
    decomposition in-place.

    Entry `i` in the permutation vector perm is set to the row index in
    the input matrix corresponding to row `i` in the output matrix.

    The algorithm succeeds and returns nonzero if it can find `n` invertible
    (i.e. not containing zero) pivot entries. This guarantees that the matrix
    is invertible.

    The algorithm fails and returns zero, leaving the entries in `P` and `LU`
    undefined, if it cannot find `n` invertible pivot elements.
    In this case, either the matrix is singular, the input matrix was
    computed to insufficient precision, or the LU decomposition was
    attempted at insufficient precision.

    The *classical* version uses Gaussian elimination directly while
    the *recursive* version performs the computation in a block recursive
    way to benefit from fast matrix multiplication. The default version
    chooses an algorithm automatically.

.. function:: void acb_mat_solve_tril_classical(acb_mat_t X, const acb_mat_t L, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_solve_tril_recursive(acb_mat_t X, const acb_mat_t L, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_solve_tril(acb_mat_t X, const acb_mat_t L, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_solve_triu_classical(acb_mat_t X, const acb_mat_t U, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_solve_triu_recursive(acb_mat_t X, const acb_mat_t U, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_solve_triu(acb_mat_t X, const acb_mat_t U, const acb_mat_t B, int unit, slong prec)

    Solves the lower triangular system `LX = B` or the upper triangular system
    `UX = B`, respectively. If *unit* is set, the main diagonal of *L* or *U*
    is taken to consist of all ones, and in that case the actual entries on
    the diagonal are not read at all and can contain other data.

    The *classical* versions perform the computations iteratively while the
    *recursive* versions perform the computations in a block recursive
    way to benefit from fast matrix multiplication. The default versions
    choose an algorithm automatically.

.. function:: void acb_mat_solve_lu_precomp(acb_mat_t X, const slong * perm, const acb_mat_t LU, const acb_mat_t B, slong prec)

    Solves `AX = B` given the precomputed nonsingular LU decomposition `A = PLU`.
    The matrices `X` and `B` are allowed to be aliased with each other,
    but `X` is not allowed to be aliased with `LU`.

.. function:: int acb_mat_solve(acb_mat_t X, const acb_mat_t A, const acb_mat_t B, slong prec)

.. function:: int acb_mat_solve_lu(acb_mat_t X, const acb_mat_t A, const acb_mat_t B, slong prec)

.. function:: int acb_mat_solve_precond(acb_mat_t X, const acb_mat_t A, const acb_mat_t B, slong prec)

    Solves `AX = B` where `A` is a nonsingular `n \times n` matrix
    and `X` and `B` are `n \times m` matrices.

    If `m > 0` and `A` cannot be inverted numerically (indicating either that
    `A` is singular or that the precision is insufficient), the values in the
    output matrix are left undefined and zero is returned. A nonzero return
    value guarantees that `A` is invertible and that the exact solution
    matrix is contained in the output.

    Three algorithms are provided:

    * The *lu* version performs LU decomposition directly in ball arithmetic.
      This is fast, but the bounds typically blow up exponentially with *n*,
      even if the system is well-conditioned. This algorithm is usually
      the best choice at very high precision.
    * The *precond* version computes an approximate inverse to precondition
      the system. This is usually several times slower than direct LU
      decomposition, but the bounds do not blow up with *n* if the system is
      well-conditioned. This algorithm is usually
      the best choice for large systems at low to moderate precision.
    * The default version selects between *lu* and *precomp* automatically.

    The automatic choice should be reasonable most of the time, but users
    may benefit from trying either *lu* or *precond* in specific applications.
    For example, the *lu* solver often performs better for ill-conditioned
    systems where use of very high precision is unavoidable.

.. function:: int acb_mat_inv(acb_mat_t X, const acb_mat_t A, slong prec)

    Sets `X = A^{-1}` where `A` is a square matrix, computed by solving
    the system `AX = I`.

    If `A` cannot be inverted numerically (indicating either that
    `A` is singular or that the precision is insufficient), the values in the
    output matrix are left undefined and zero is returned.
    A nonzero return value guarantees that the matrix is invertible
    and that the exact inverse is contained in the output.

.. function:: void acb_mat_det_lu(acb_t det, const acb_mat_t A, slong prec)

.. function:: void acb_mat_det_precond(acb_t det, const acb_mat_t A, slong prec)

.. function:: void acb_mat_det(acb_t det, const acb_mat_t A, slong prec)

    Sets *det* to the determinant of the matrix *A*.

    The *lu* version uses Gaussian elimination with partial pivoting. If at
    some point an invertible pivot element cannot be found, the elimination is
    stopped and the magnitude of the determinant of the remaining submatrix
    is bounded using Hadamard's inequality.

    The *precond* version computes an approximate LU factorization of *A*
    and multiplies by the inverse *L* and *U* martices as preconditioners
    to obtain a matrix close to the identity matrix [Rum2010]_. An enclosure
    for this determinant is computed using Gershgorin circles. This is about
    four times slower than direct Gaussian elimination, but much more
    numerically stable.

    The default version automatically selects between the *lu* and *precond*
    versions and additionally handles small or triangular matrices
    by direct formulas.

Characteristic polynomial
-------------------------------------------------------------------------------

.. function:: void _acb_mat_charpoly(acb_ptr cp, const acb_mat_t mat, slong prec)

.. function:: void acb_mat_charpoly(acb_poly_t cp, const acb_mat_t mat, slong prec)

    Sets *cp* to the characteristic polynomial of *mat* which must be
    a square matrix. If the matrix has *n* rows, the underscore method
    requires space for `n + 1` output coefficients.
    Employs a division-free algorithm using `O(n^4)` operations.

Special functions
-------------------------------------------------------------------------------

.. function:: void acb_mat_exp_taylor_sum(acb_mat_t S, const acb_mat_t A, slong N, slong prec)

    Sets *S* to the truncated exponential Taylor series `S = \sum_{k=0}^{N-1} A^k / k!`.
    See :func:`arb_mat_exp_taylor_sum` for implementation notes.

.. function:: void acb_mat_exp(acb_mat_t B, const acb_mat_t A, slong prec)

    Sets *B* to the exponential of the matrix *A*, defined by the Taylor series

    .. math ::

        \exp(A) = \sum_{k=0}^{\infty} \frac{A^k}{k!}.

    The function is evaluated as `\exp(A/2^r)^{2^r}`, where `r` is chosen
    to give rapid convergence of the Taylor series.
    Error bounds are computed as for :func:`arb_mat_exp`.

.. function:: void acb_mat_trace(acb_t trace, const acb_mat_t mat, slong prec)

    Sets *trace* to the trace of the matrix, i.e. the sum of entries on the
    main diagonal of *mat*. The matrix is required to be square.


Component and error operations
-------------------------------------------------------------------------------

.. function:: void acb_mat_get_mid(acb_mat_t B, const acb_mat_t A)

    Sets the entries of *B* to the exact midpoints of the entries of *A*.

.. function:: void acb_mat_add_error_mag(acb_mat_t mat, const mag_t err)

    Adds *err* in-place to the radii of the entries of *mat*.

Approximate solving
-------------------------------------------------------------------------------

.. function:: void acb_mat_approx_solve_triu(acb_mat_t X, const acb_mat_t U, const acb_mat_t B, int unit, slong prec)

.. function:: void acb_mat_approx_solve_tril(acb_mat_t X, const acb_mat_t L, const acb_mat_t B, int unit, slong prec)

.. function:: int acb_mat_approx_lu(slong * P, acb_mat_t LU, const acb_mat_t A, slong prec)

.. function:: void acb_mat_approx_solve_lu_precomp(acb_mat_t X, const slong * perm, const acb_mat_t A, const acb_mat_t B, slong prec)

.. function:: int acb_mat_approx_solve(acb_mat_t X, const acb_mat_t A, const acb_mat_t B, slong prec)

    These methods perform approximate solving *without any error control*.
    The radii in the input matrices are ignored, the computations are done
    numerically with floating-point arithmetic (using ordinary
    Gaussian elimination and triangular solving, accelerated through
    the use of block recursive strategies for large matrices), and the
    output matrices are set to the approximate floating-point results with
    zeroed error bounds.

    Approximate solutions are useful for computing preconditioning matrices
    for certified solutions. Some users may also find these methods useful
    for doing ordinary numerical linear algebra in applications where
    error bounds are not needed.