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G.3.1 Real Vectors and Matrices
Static Semantics
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The generic library
package Numerics.Generic_Real_Arrays has the following declaration:
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generic
type Real is digits <>;
package Ada.Numerics.Generic_Real_Arrays is
pragma Pure(Generic_Real_Arrays);
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-- Types
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type Real_Vector is array (Integer range <>) of Real'Base;
type Real_Matrix is array (Integer range <>, Integer range <>) of Real'Base;
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-- Subprograms for Real_Vector types
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-- Real_Vector arithmetic operations
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function "+" (Right : Real_Vector) return Real_Vector;
function "-" (Right : Real_Vector) return Real_Vector;
function "abs" (Right : Real_Vector) return Real_Vector;
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function "+" (Left, Right : Real_Vector) return Real_Vector;
function "-" (Left, Right : Real_Vector) return Real_Vector;
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function "*" (Left, Right : Real_Vector) return Real'Base;
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function "abs" (Right : Real_Vector) return Real'Base;
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-- Real_Vector scaling operations
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function "*" (Left : Real'Base; Right : Real_Vector) return Real_Vector;
function "*" (Left : Real_Vector; Right : Real'Base) return Real_Vector;
function "/" (Left : Real_Vector; Right : Real'Base) return Real_Vector;
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-- Other Real_Vector operations
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function Unit_Vector (Index : Integer;
Order : Positive;
First : Integer := 1) return Real_Vector;
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-- Subprograms for Real_Matrix types
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-- Real_Matrix arithmetic operations
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function "+" (Right : Real_Matrix) return Real_Matrix;
function "-" (Right : Real_Matrix) return Real_Matrix;
function "abs" (Right : Real_Matrix) return Real_Matrix;
function Transpose (X : Real_Matrix) return Real_Matrix;
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function "+" (Left, Right : Real_Matrix) return Real_Matrix;
function "-" (Left, Right : Real_Matrix) return Real_Matrix;
function "*" (Left, Right : Real_Matrix) return Real_Matrix;
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function "*" (Left, Right : Real_Vector) return Real_Matrix;
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function "*" (Left : Real_Vector; Right : Real_Matrix) return Real_Vector;
function "*" (Left : Real_Matrix; Right : Real_Vector) return Real_Vector;
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-- Real_Matrix scaling operations
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function "*" (Left : Real'Base; Right : Real_Matrix) return Real_Matrix;
function "*" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix;
function "/" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix;
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-- Real_Matrix inversion and related operations
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function Solve (A : Real_Matrix; X: Real_Vector) return Real_Vector;
function Solve (A, X : Real_Matrix) return Real_Matrix;
function Inverse (A : Real_Matrix) return Real_Matrix;
function Determinant (A : Real_Matrix) return Real'Base;
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-- Eigenvalues and vectors of a real symmetric matrix
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function Eigenvalues (A : Real_Matrix) return Real_Vector;
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procedure Eigensystem (A : in Real_Matrix;
Values : out Real_Vector;
Vectors : out Real_Matrix);
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-- Other Real_Matrix operations
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function Unit_Matrix (Order : Positive;
First_1, First_2 : Integer := 1)
return Real_Matrix;
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end Ada.Numerics.Generic_Real_Arrays;
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The
library package Numerics.Real_Arrays is declared pure and defines the
same types and subprograms as Numerics.Generic_Real_Arrays, except that
the predefined type Float is systematically substituted for Real'Base
throughout. Nongeneric equivalents for each of the other predefined floating
point types are defined similarly, with the names Numerics.Short_Real_Arrays,
Numerics.Long_Real_Arrays, etc.
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Two types are defined and exported by Ada.Numerics.Generic_Real_Arrays.
The composite type Real_Vector is provided to represent a vector with
components of type Real; it is defined as an unconstrained, one-dimensional
array with an index of type Integer. The composite type Real_Matrix is
provided to represent a matrix with components of type Real; it is defined
as an unconstrained, two-dimensional array with indices of type Integer.
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The effect of the various functions is as described
below. In most cases the functions are described in terms of corresponding
scalar operations of the type Real; any exception raised by those operations
is propagated by the array operation. Moreover, the accuracy of the result
for each individual component is as defined for the scalar operation
unless stated otherwise.
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In the case of those operations which are defined
to involve an inner product, Constraint_Error may be raised if an intermediate
result is outside the range of Real'Base even though the mathematical
final result would not be.
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function "+" (Right : Real_Vector) return Real_Vector;
function "-" (Right : Real_Vector) return Real_Vector;
function "abs" (Right : Real_Vector) return Real_Vector;
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Each operation
returns the result of applying the corresponding operation of the type
Real to each component of Right. The index range of the result is Right'Range.
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function "+" (Left, Right : Real_Vector) return Real_Vector;
function "-" (Left, Right : Real_Vector) return Real_Vector;
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Each operation returns the result of applying
the corresponding operation of the type Real to each component of Left
and the matching component of Right. The index range of the result is
Left'Range. Constraint_Error is raised if Left'Length is not equal to
Right'Length.
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function "*" (Left, Right : Real_Vector) return Real'Base;
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This operation returns the inner product of
Left and Right. Constraint_Error is raised if Left'Length is not equal
to Right'Length. This operation involves an inner product.
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function "abs" (Right : Real_Vector) return Real'Base;
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This operation returns the L2-norm of Right
(the square root of the inner product of the vector with itself).
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function "*" (Left : Real'Base; Right : Real_Vector) return Real_Vector;
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This operation returns the result of multiplying
each component of Right by the scalar Left using the "*" operation
of the type Real. The index range of the result is Right'Range.
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function "*" (Left : Real_Vector; Right : Real'Base) return Real_Vector;
function "/" (Left : Real_Vector; Right : Real'Base) return Real_Vector;
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Each operation returns the result of applying
the corresponding operation of the type Real to each component of Left
and to the scalar Right. The index range of the result is Left'Range.
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function Unit_Vector (Index : Integer;
Order : Positive;
First : Integer := 1) return Real_Vector;
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This function returns a
unit vector
with Order components and a lower bound of First. All components are
set to 0.0 except for the Index component which is set to 1.0. Constraint_Error
is raised if Index < First, Index > First + Order – 1 or
if First + Order – 1 > Integer'Last.
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function "+" (Right : Real_Matrix) return Real_Matrix;
function "-" (Right : Real_Matrix) return Real_Matrix;
function "abs" (Right : Real_Matrix) return Real_Matrix;
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Each operation returns the result of applying
the corresponding operation of the type Real to each component of Right.
The index ranges of the result are those of Right.
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function Transpose (X : Real_Matrix) return Real_Matrix;
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This function returns the transpose of a matrix
X. The first and second index ranges of the result are X'Range(2) and
X'Range(1) respectively.
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function "+" (Left, Right : Real_Matrix) return Real_Matrix;
function "-" (Left, Right : Real_Matrix) return Real_Matrix;
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Each operation returns the result of applying
the corresponding operation of the type Real to each component of Left
and the matching component of Right. The index ranges of the result are
those of Left. Constraint_Error is raised if Left'Length(1) is not equal
to Right'Length(1) or Left'Length(2) is not equal to Right'Length(2).
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function "*" (Left, Right : Real_Matrix) return Real_Matrix;
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This operation provides the standard mathematical
operation for matrix multiplication. The first and second index ranges
of the result are Left'Range(1) and Right'Range(2) respectively. Constraint_Error
is raised if Left'Length(2) is not equal to Right'Length(1). This operation
involves inner products.
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function "*" (Left, Right : Real_Vector) return Real_Matrix;
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This operation returns the outer product of
a (column) vector Left by a (row) vector Right using the operation "*"
of the type Real for computing the individual components. The first and
second index ranges of the matrix result are Left'Range and Right'Range
respectively.
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function "*" (Left : Real_Vector; Right : Real_Matrix) return Real_Vector;
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This operation provides the standard mathematical
operation for multiplication of a (row) vector Left by a matrix Right.
The index range of the (row) vector result is Right'Range(2). Constraint_Error
is raised if Left'Length is not equal to Right'Length(1). This operation
involves inner products.
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function "*" (Left : Real_Matrix; Right : Real_Vector) return Real_Vector;
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This operation provides the standard mathematical
operation for multiplication of a matrix Left by a (column) vector Right.
The index range of the (column) vector result is Left'Range(1). Constraint_Error
is raised if Left'Length(2) is not equal to Right'Length. This operation
involves inner products.
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function "*" (Left : Real'Base; Right : Real_Matrix) return Real_Matrix;
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This operation returns the result of multiplying
each component of Right by the scalar Left using the "*" operation
of the type Real. The index ranges of the matrix result are those of
Right.
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function "*" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix;
function "/" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix;
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Each operation returns the result of applying
the corresponding operation of the type Real to each component of Left
and to the scalar Right. The index ranges of the matrix result are those
of Left.
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function Solve (A : Real_Matrix; X: Real_Vector) return Real_Vector;
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This function returns a vector Y such that
X is (nearly) equal to A * Y. This is the standard mathematical operation
for solving a single set of linear equations. The index range of the
result is X'Range. Constraint_Error is raised if A'Length(1), A'Length(2)
and X'Length are not equal. Constraint_Error is raised if the matrix
A is ill-conditioned.
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function Solve (A, X : Real_Matrix) return Real_Matrix;
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This function returns a matrix Y such that
X is (nearly) equal to A * Y. This is the standard mathematical operation
for solving several sets of linear equations. The index ranges of the
result are those of X. Constraint_Error is raised if A'Length(1), A'Length(2)
and X'Length(1) are not equal. Constraint_Error is raised if the matrix
A is ill-conditioned.
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function Inverse (A : Real_Matrix) return Real_Matrix;
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This function returns a matrix B such that
A * B is (nearly) equal to the unit matrix. The index ranges of the result
are those of A. Constraint_Error is raised if A'Length(1) is not equal
to A'Length(2). Constraint_Error is raised if the matrix A is ill-conditioned.
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function Determinant (A : Real_Matrix) return Real'Base;
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This function returns the determinant of the
matrix A. Constraint_Error is raised if A'Length(1) is not equal to A'Length(2).
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function Eigenvalues(A : Real_Matrix) return Real_Vector;
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This function returns the eigenvalues of the
symmetric matrix A as a vector sorted into order with the largest first.
Constraint_Error is raised if A'Length(1) is not equal to A'Length(2).
The index range of the result is A'Range(1). Argument_Error is raised
if the matrix A is not symmetric.
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procedure Eigensystem(A : in Real_Matrix;
Values : out Real_Vector;
Vectors : out Real_Matrix);
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This procedure computes both the eigenvalues
and eigenvectors of the symmetric matrix A. The out parameter Values
is the same as that obtained by calling the function Eigenvalues. The
out parameter Vectors is a matrix whose columns are the eigenvectors
of the matrix A. The order of the columns corresponds to the order of
the eigenvalues. The eigenvectors are normalized and mutually orthogonal
(they are orthonormal), including when there are repeated eigenvalues.
Constraint_Error is raised if A'Length(1) is not equal to A'Length(2).
The index ranges of the parameter Vectors are those of A. Argument_Error
is raised if the matrix A is not symmetric.
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function Unit_Matrix (Order : Positive;
First_1, First_2 : Integer := 1) return Real_Matrix;
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This function returns a square
unit matrix
with Order**2 components and lower bounds of First_1 and First_2 (for
the first and second index ranges respectively). All components are set
to 0.0 except for the main diagonal, whose components are set to 1.0.
Constraint_Error is raised if First_1 + Order – 1 > Integer'Last
or First_2 + Order – 1 > Integer'Last.
Implementation Requirements
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Accuracy requirements for the subprograms Solve,
Inverse, Determinant, Eigenvalues and Eigensystem are implementation
defined.
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For operations not involving an inner product,
the accuracy requirements are those of the corresponding operations of
the type Real in both the strict mode and the relaxed mode (see
G.2).
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For operations
involving an inner product, no requirements are specified in the relaxed
mode. In the strict mode the modulus of the absolute error of the inner
product X*Y shall not exceed g*abs(X)*abs(Y)
where g is defined as
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g = X'Length * Real'Machine_Radix**(1–Real'Model_Mantissa)
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For the L2-norm, no accuracy requirements are
specified in the relaxed mode. In the strict mode the relative error
on the norm shall not exceed g / 2.0 + 3.0 * Real'Model_Epsilon
where g is defined as above.
Documentation Requirements
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Implementations shall document any techniques
used to reduce cancellation errors such as extended precision arithmetic.
Implementation Permissions
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The nongeneric equivalent packages may, but
need not, be actual instantiations of the generic package for the appropriate
predefined type.
Implementation Advice
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Implementations should implement the Solve
and Inverse functions using established techniques such as LU decomposition
with row interchanges followed by back and forward substitution. Implementations
are recommended to refine the result by performing an iteration on the
residuals; if this is done then it should be documented.
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It is not the intention that any special provision
should be made to determine whether a matrix is ill-conditioned or not.
The naturally occurring overflow (including division by zero) which will
result from executing these functions with an ill-conditioned matrix
and thus raise Constraint_Error is sufficient.
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The test that a matrix is symmetric may be
performed by using the equality operator to compare the relevant components.
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