Porting SDiagonal from Bridge.jl

src/SDiagonal.jl

@@ -0,0 +1,117 @@
+# Originally contributed by D. Getz (https://github.com/getzdan), M. Schauer
+# at https://github.com/mschauer/Bridge.jl under MIT License
+
+import Base: getindex,setindex!,==,-,+,*,/,\,transpose,ctranspose,convert, size, abs, real, imag, conj, eye, inv
+import Base.LinAlg: ishermitian, issymmetric, isposdef, factorize, diag, trace, det, logdet, expm, logm, sqrtm
+
+@generated function scalem{T, M, N}(a::SMatrix{M,N, T}, b::SVector{N, T})
+    expr = vec([:(a[$j,$i]*b[$i]) for j=1:M, i=1:N])
+    :(SMatrix{M,N,T}($(expr...)))
+end
+@generated function scalem{T, M, N}(a::SVector{M,T}, b::SMatrix{M, N, T})
+    expr = vec([:(b[$j,$i]*a[$j]) for j=1:M, i=1:N])
+    :(SMatrix{M,N,T}($(expr...)))
+end
+
+struct SDiagonal{N,T} <: StaticMatrix{N, N, T}
+    diag::SVector{N,T}
+    SDiagonal{N,T}(diag::SVector{N,T}) where {N,T} = new(diag)
+end    
+diagtype{N,T}(::Type{SDiagonal{N,T}}) = SVector{N,T}
+diagtype{N}(::Type{SDiagonal{N}}) = SVector{N}
+diagtype(::Type{SDiagonal}) = SVector
+
+# this is to deal with convert.jl
+@inline (::Type{SD})(a::AbstractVector) where {SD <: SDiagonal} = SDiagonal(diagtype(SD)(a)) 
+@inline (::Type{SD})(a::Tuple) where {SD <: SDiagonal} = SDiagonal(diagtype(SD)(a)) 
+@inline (::Type{SDiagonal}){N,T}(a::SVector{N,T}) = SDiagonal{N,T}(a) 
+
+@generated function SDiagonal{N,T}(a::SMatrix{N,N,T})
+    expr = [:(a[$i,$i]) for i=1:N]
+    :(SDiagonal{N,T}($(expr...)))
+end
+
+
+convert{N,T}(::Type{SDiagonal{N,T}}, D::SDiagonal{N,T}) = D
+convert{N,T}(::Type{SDiagonal{N,T}}, D::SDiagonal) = SDiagonal{N,T}(convert(SVector{N,T}, D.diag))
+
+size{N}(D::SDiagonal{N}) = (N,N)
+
+function size{N}(D::SDiagonal{N},d::Int)
+    if d<1
+        throw(ArgumentError("dimension must be ≥ 1, got $d"))
+    end
+    return d<=2 ? N : 1
+end
+
+Base.@propagate_inbounds function getindex{N,T}(D::SDiagonal{N,T}, i::Int, j::Int)  
+    @boundscheck checkbounds(D, i, j)
+    if i == j
+        @inbounds return D.diag[i]
+    else
+        zero(T)
+    end
+end
+
+# avoid linear indexing?
+Base.@propagate_inbounds function getindex{N,T}(D::SDiagonal{N,T}, k::Int) 
+    i, j = ind2sub(size(D), k)
+    D[i,j]
+end
+
+ishermitian{T<:Real}(D::SDiagonal{T}) = true
+ishermitian(D::SDiagonal) = all(D.diag .== real(D.diag))
+issymmetric(D::SDiagonal) = true
+isposdef(D::SDiagonal) = all(D.diag .> 0)
+
+factorize(D::SDiagonal) = D
+
+==(Da::SDiagonal, Db::SDiagonal) = Da.diag == Db.diag
+-(A::SDiagonal) = SDiagonal(-A.diag)
++(Da::SDiagonal, Db::SDiagonal) = SDiagonal(Da.diag + Db.diag)
+-(Da::SDiagonal, Db::SDiagonal) = SDiagonal(Da.diag - Db.diag)
+-(A::SDiagonal, B::SMatrix) = eye(typeof(B))*A - B
+
+*{T<:Number}(x::T, D::SDiagonal) = SDiagonal(x * D.diag)
+*{T<:Number}(D::SDiagonal, x::T) = SDiagonal(D.diag * x)
+/{T<:Number}(D::SDiagonal, x::T) = SDiagonal(D.diag / x)
+*(Da::SDiagonal, Db::SDiagonal) = SDiagonal(Da.diag .* Db.diag)
+*(D::SDiagonal, V::SVector) = D.diag .* V
+*(V::SVector, D::SDiagonal) = D.diag .* V
+*(A::SMatrix, D::SDiagonal) = scalem(A,D.diag)
+*(D::SDiagonal, A::SMatrix) = scalem(D.diag,A)
+\(D::SDiagonal, b::SVector) = D.diag .\ b
+
+conj(D::SDiagonal) = SDiagonal(conj(D.diag))
+transpose(D::SDiagonal) = D
+ctranspose(D::SDiagonal) = conj(D)
+
+diag(D::SDiagonal) = D.diag
+trace(D::SDiagonal) = sum(D.diag)
+det(D::SDiagonal) = prod(D.diag)
+logdet{N,T<:Real}(D::SDiagonal{N,T}) = sum(log.(D.diag))
+function logdet{N,T<:Complex}(D::SDiagonal{N,T}) #Make sure branch cut is correct
+    x = sum(log.(D.diag))
+    -pi<imag(x)<pi ? x : real(x)+(mod2pi(imag(x)+pi)-pi)*im
+end
+
+eye{N,T}(::Type{SDiagonal{N,T}}) = SDiagonal(ones(SVector{N,T}))
+
+expm(D::SDiagonal) = SDiagonal(exp.(D.diag))
+logm(D::SDiagonal) = SDiagonal(log.(D.diag))
+sqrtm(D::SDiagonal) = SDiagonal(sqrt.(D.diag))
+
+\(D::SDiagonal, B::SMatrix) = scalem(1 ./ D.diag, B)
+/(B::SMatrix, D::SDiagonal) = scalem(1 ./ D.diag, B)
+\(Da::SDiagonal, Db::SDiagonal) = SDiagonal(Db.diag ./ Da.diag)
+/(Da::SDiagonal, Db::SDiagonal) = SDiagonal(Da.diag ./ Db.diag )
+
+function inv{N,T}(D::SDiagonal{N,T})
+    for i = 1:N
+        if D.diag[i] == zero(T)
+            throw(SingularException(i))
+        end
+    end
+    SDiagonal(inv.(D.diag))
+end
+

src/StaticArrays.jl

@@ -19,6 +19,7 @@ export Scalar, SArray, SVector, SMatrix
 export MArray, MVector, MMatrix
 export FieldVector
 export SizedArray, SizedVector, SizedMatrix
+export SDiagonal
 
 export Size, Length
 
@@ -79,6 +80,7 @@ include("MArray.jl")
 include("MVector.jl")
 include("MMatrix.jl")
 include("SizedArray.jl")
+include("SDiagonal.jl")
 
 include("abstractarray.jl")
 include("indexing.jl")

test/SDiagonal.jl

@@ -0,0 +1,72 @@
+@testset "SDiagonal" begin
+    @testset "Constructors" begin
+        @test SDiagonal{1,Int64}((1,)).diag === SVector{1,Int64}((1,))
+        @test SDiagonal{1,Float64}((1,)).diag === SVector{1,Float64}((1,))
+
+        @test SDiagonal{4,Float64}((1, 1.0, 1, 1)).diag.data === (1.0, 1.0, 1.0, 1.0)
+
+        # Bad input
+        @test_throws Exception SMatrix{1,Int}()
+        @test_throws Exception SMatrix{2,Int}((1,))
+
+        # From SMatrix
+        @test SDiagonal(SMatrix{2,2,Int}((1,2,3,4))).diag.data === (1,4)
+
+    end
+
+    @testset "Methods" begin
+
+        m = SDiagonal(@SVector [11, 12, 13, 14])
+        m2 = diagm([11, 12, 13, 14])
+
+        b = @SVector [2,-1,2,1]
+        b2 = Vector(b)
+
+        @test isimmutable(m) == true
+
+        @test m[1,1] === 11
+        @test m[2,2] === 12
+        @test m[3,3] === 13
+        @test m[4,4] === 14
+
+        for i in 1:4
+            for j in 1:4
+                i == j || @test m[i,j] === 0
+            end
+        end
+
+        @test_throws Exception m[5,5]
+
+        @test_throws Exception m[1,5]
+
+
+        @test size(m) === (4, 4)
+        @test size(typeof(m)) === (4, 4)
+        @test size(SDiagonal{4}) === (4, 4)
+
+        @test size(m, 1) === 4
+        @test size(m, 2) === 4
+        @test size(typeof(m), 1) === 4
+        @test size(typeof(m), 2) === 4
+
+        @test length(m) === 4*4
+
+        @test_throws Exception m[1] = 1
+
+        @test m*b ==  @SVector [22,-12,26,14]
+        @test m\b == m2\b
+        @test m*m == m2*m
+
+        @test ishermitian(m) == ishermitian(m2)
+        @test isposdef(m) == isposdef(m2)
+        @test issymmetric(m) == issymmetric(m2)
+
+        @test m' == m
+        @test 2m == m + m
+        @test 0m == m - m
+
+        @test m\m == eye(SDiagonal{4,Float64})
+
+
+    end
+end

test/runtests.jl

@@ -13,6 +13,8 @@ include("FieldVector.jl")
 include("Scalar.jl")
 include("SUnitRange.jl")
 include("SizedArray.jl")
+include("SDiagonal.jl")
+
 include("custom_types.jl")
 
 include("core.jl")