"""Matrix equation solver routines"""

# Author: Jeffrey Armstrong <jeff@approximatrix.com>
# February 24, 2012

from __future__ import division, print_function, absolute_import

import numpy as np
from numpy.linalg import inv, LinAlgError

from .basic import solve
from .lapack import get_lapack_funcs
from .decomp_schur import schur
from .special_matrices import kron

__all__ = ['solve_sylvester', 'solve_lyapunov', 'solve_discrete_lyapunov',
           'solve_continuous_are', 'solve_discrete_are']

def solve_sylvester(a,b,q):
    """
    Computes a solution (X) to the Sylvester equation (AX + XB = Q).

    .. versionadded:: 0.11.0

    Parameters
    ----------
    a : (M, M) array_like
        Leading matrix of the Sylvester equation
    b : (N, N) array_like
        Trailing matrix of the Sylvester equation
    q : (M, N) array_like
        Right-hand side

    Returns
    -------
    x : (M, N) ndarray
        The solution to the Sylvester equation.

    Raises
    ------
    LinAlgError
        If solution was not found

    Notes
    -----
    Computes a solution to the Sylvester matrix equation via the Bartels-
    Stewart algorithm.  The A and B matrices first undergo Schur
    decompositions.  The resulting matrices are used to construct an
    alternative Sylvester equation (``RY + YS^T = F``) where the R and S
    matrices are in quasi-triangular form (or, when R, S or F are complex,
    triangular form).  The simplified equation is then solved using
    ``*TRSYL`` from LAPACK directly.

    """

    # Compute the Schur decomp form of a
    r,u = schur(a, output='real')

    # Compute the Schur decomp of b
    s,v = schur(b.conj().transpose(), output='real')

    # Construct f = u'*q*v
    f = np.dot(np.dot(u.conj().transpose(), q), v)

    # Call the Sylvester equation solver
    trsyl, = get_lapack_funcs(('trsyl',), (r,s,f))
    if trsyl == None:
        raise RuntimeError('LAPACK implementation does not contain a proper Sylvester equation solver (TRSYL)')
    y, scale, info = trsyl(r, s, f, tranb='C')

    y = scale*y

    if info < 0:
        raise LinAlgError("Illegal value encountered in the %d term" % (-info,))

    return np.dot(np.dot(u, y), v.conj().transpose())

def solve_lyapunov(a, q):
    """
    Solves the continuous Lyapunov equation (AX + XA^H = Q) given the values
    of A and Q using the Bartels-Stewart algorithm.

    .. versionadded:: 0.11.0

    Parameters
    ----------
    a : array_like
        A square matrix

    q : array_like
        Right-hand side square matrix

    Returns
    -------
    x : array_like
        Solution to the continuous Lyapunov equation

    See Also
    --------
    solve_sylvester : computes the solution to the Sylvester equation

    Notes
    -----
    Because the continuous Lyapunov equation is just a special form of the
    Sylvester equation, this solver relies entirely on solve_sylvester for a
    solution.

    """

    return solve_sylvester(a, a.conj().transpose(), q)

def solve_discrete_lyapunov(a, q):
    """
    Solves the Discrete Lyapunov Equation (A'XA-X=-Q) directly.

    .. versionadded:: 0.11.0

    Parameters
    ----------
    a : (M, M) array_like
        A square matrix

    q : (M, M) array_like
        Right-hand side square matrix

    Returns
    -------
    x : ndarray
        Solution to the continuous Lyapunov equation

    Notes
    -----
    Algorithm is based on a direct analytical solution from:
    Hamilton, James D. Time Series Analysis, Princeton: Princeton University
    Press, 1994.  265.  Print.
    http://www.scribd.com/doc/20577138/Hamilton-1994-Time-Series-Analysis

    """

    lhs = kron(a, a.conj())
    lhs = np.eye(lhs.shape[0]) - lhs
    x = solve(lhs, q.flatten())

    return np.reshape(x, q.shape)

def solve_continuous_are(a, b, q, r):
    """
    Solves the continuous algebraic Riccati equation, or CARE, defined
    as (A'X + XA - XBR^-1B'X+Q=0) directly using a Schur decomposition
    method.

    .. versionadded:: 0.11.0

    Parameters
    ----------
    a : (M, M) array_like
        Input
    b : (M, N) array_like
        Input
    q : (M, M) array_like
        Input
    r : (N, N) array_like
        Non-singular, square matrix

    Returns
    -------
    x : (M, M) ndarray
        Solution to the continuous algebraic Riccati equation

    See Also
    --------
    solve_discrete_are : Solves the discrete algebraic Riccati equation

    Notes
    -----
    Method taken from:
    Laub, "A Schur Method for Solving Algebraic Riccati Equations."
    U.S. Energy Research and Development Agency under contract
    ERDA-E(49-18)-2087.
    http://dspace.mit.edu/bitstream/handle/1721.1/1301/R-0859-05666488.pdf

    """

    try:
        g = inv(r)
    except LinAlgError:
        raise ValueError('Matrix R in the algebraic Riccati equation solver is ill-conditioned')

    g = np.dot(np.dot(b, g), b.conj().transpose())

    z11 = a
    z12 = -1.0*g
    z21 = -1.0*q
    z22 = -1.0*a.conj().transpose()

    z = np.vstack((np.hstack((z11, z12)), np.hstack((z21, z22))))

    # Note: we need to sort the upper left of s to have negative real parts,
    #       while the lower right is positive real components (Laub, p. 7)
    [s, u, sorted] = schur(z, sort='lhp')

    (m, n) = u.shape

    u11 = u[0:m//2, 0:n//2]
    u12 = u[0:m//2, n//2:n]
    u21 = u[m//2:m, 0:n//2]
    u22 = u[m//2:m, n//2:n]
    u11i = inv(u11)

    return np.dot(u21, u11i)

def solve_discrete_are(a, b, q, r):
    """
    Solves the disctrete algebraic Riccati equation, or DARE, defined as
    (X = A'XA-(A'XB)(R+B'XB)^-1(B'XA)+Q), directly using a Schur decomposition
    method.

    .. versionadded:: 0.11.0

    Parameters
    ----------
    a : (M, M) array_like
        Non-singular, square matrix
    b : (M, N) array_like
        Input
    q : (M, M) array_like
        Input
    r : (N, N) array_like
        Non-singular, square matrix

    Returns
    -------
    x : ndarray
        Solution to the continuous Lyapunov equation

    See Also
    --------
    solve_continuous_are : Solves the continuous algebraic Riccati equation

    Notes
    -----
    Method taken from:
    Laub, "A Schur Method for Solving Algebraic Riccati Equations."
    U.S. Energy Research and Development Agency under contract
    ERDA-E(49-18)-2087.
    http://dspace.mit.edu/bitstream/handle/1721.1/1301/R-0859-05666488.pdf

    """

    try:
        g = inv(r)
    except LinAlgError:
        raise ValueError('Matrix R in the algebraic Riccati equation solver is ill-conditioned')

    g = np.dot(np.dot(b, g), b.conj().transpose())

    try:
        ait = inv(a).conj().transpose() # ait is "A inverse transpose"
    except LinAlgError:
        raise ValueError('Matrix A in the algebraic Riccati equation solver is ill-conditioned')

    z11 = a+np.dot(np.dot(g, ait), q)
    z12 = -1.0*np.dot(g, ait)
    z21 = -1.0*np.dot(ait, q)
    z22 = ait

    z = np.vstack((np.hstack((z11, z12)), np.hstack((z21, z22))))

    # Note: we need to sort the upper left of s to lie within the unit circle,
    #       while the lower right is outside (Laub, p. 7)
    [s, u, sorted] = schur(z, sort='iuc')

    (m,n) = u.shape

    u11 = u[0:m//2, 0:n//2]
    u12 = u[0:m//2, n//2:n]
    u21 = u[m//2:m, 0:n//2]
    u22 = u[m//2:m, n//2:n]
    u11i = inv(u11)

    return np.dot(u21, u11i)
