/* ****************************************************************************** * * * This program and the accompanying materials are made available under the * terms of the Apache License, Version 2.0 which is available at * https://www.apache.org/licenses/LICENSE-2.0. * * See the NOTICE file distributed with this work for additional * information regarding copyright ownership. * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the * License for the specific language governing permissions and limitations * under the License. * * SPDX-License-Identifier: Apache-2.0 ******************************************************************************/ // // Created by Yurii Shyrma on 18.12.2017 // #include namespace sd { namespace ops { namespace helpers { ////////////////////////////////////////////////////////////////////////// // template // NDArray Householder::evalHHmatrix(const NDArray& x) { // // input validation // if(x.rankOf() != 1 && !x.isScalar()) // throw std::runtime_error("ops::helpers::Householder::evalHHmatrix method: iinput array must have rank = 1 or to be scalar!"); // const auto xLen = x.lengthOf(); // NDArray w(x.ordering(), {xLen, 1}, x.dataType(), x.getContext()); // column-vector // NDArray xTail = xLen > 1 ? x({1,-1}) : NDArray(); // T tailXnorm = xLen > 1 ? xTail.reduceNumber(reduce::SquaredNorm).t(0) : (T)0; // const auto xFirstElem = x.t(0); // T coeff, normX; // if(tailXnorm <= DataTypeUtils::min()) { // normX = xFirstElem; // coeff = 0.f; // if(xLen > 1) // w({1,-1, 0,0}) = 0.f; // } // else { // normX = math::nd4j_sqrt(xFirstElem*xFirstElem + tailXnorm); // if(xFirstElem >= (T)0.f) // normX = -normX; // choose opposite sign to lessen roundoff error // coeff = (normX - xFirstElem) / normX; // if(xLen > 1) // w({1,-1, 0,0}).assign(xTail / (xFirstElem - normX)); // } // w.t(0) = (T)1; // NDArray identity(x.ordering(), {xLen, xLen}, x.dataType(), x.getContext()); // identity.setIdentity(); // identity matrix // return identity - mmul(w, w.transpose()) * coeff; // } ////////////////////////////////////////////////////////////////////////// template void Householder::evalHHmatrixData(const NDArray& x, NDArray& tail, T& coeff, T& normX) { // input validation if(x.rankOf() != 1 && !x.isScalar()) throw std::runtime_error("ops::helpers::Householder::evalHHmatrixData method: input array must have rank = 1 or to be scalar!"); if(!x.isScalar() && x.lengthOf() != tail.lengthOf() + 1) throw std::runtime_error("ops::helpers::Householder::evalHHmatrixData method: input tail vector must have length less than unity compared to input x vector!"); const auto xLen = x.lengthOf(); const NDArray xTail = xLen > 1 ? x({1,-1}) : NDArray(); T tailXnorm = xLen > 1 ? xTail.reduceNumber(reduce::SquaredNorm).t(0) : (T)0; const auto xFirstElem = x.t(0); if(tailXnorm <= DataTypeUtils::min()) { normX = xFirstElem; coeff = (T)0.f; tail = (T)0.f; } else { normX = math::nd4j_sqrt(xFirstElem*xFirstElem + tailXnorm); if(xFirstElem >= (T)0.f) normX = -normX; // choose opposite sign to lessen roundoff error coeff = (normX - xFirstElem) / normX; tail.assign(xTail / (xFirstElem - normX)); } } ////////////////////////////////////////////////////////////////////////// template void Householder::evalHHmatrixDataI(NDArray& x, T& coeff, T& normX) { // input validation if(x.rankOf() != 1 && !x.isScalar()) throw std::runtime_error("ops::helpers::Householder::evalHHmatrixDataI method: input array must have rank = 1 or to be scalar!"); int rows = (int)x.lengthOf()-1; int num = 1; if(rows == 0) { rows = 1; num = 0; } NDArray tail = x({num, -1}); evalHHmatrixData(x, tail, coeff, normX); } ////////////////////////////////////////////////////////////////////////// template void Householder::mulLeft(NDArray& matrix, const NDArray& tail, const T coeff) { // if(matrix.rankOf() != 2) // throw "ops::helpers::Householder::mulLeft method: input array must be 2D matrix !"; if(matrix.sizeAt(0) == 1 && coeff != (T)0) { matrix *= (T) 1.f - coeff; } else if(coeff != (T)0.f) { NDArray bottomPart = matrix({1,matrix.sizeAt(0), 0,0}, true); NDArray fistRow = matrix({0,1, 0,0}, true); if(tail.isColumnVector()) { auto resultingRow = mmul(tail.transpose(), bottomPart); resultingRow += fistRow; resultingRow *= coeff; fistRow -= resultingRow; bottomPart -= mmul(tail, resultingRow); } else { auto resultingRow = mmul(tail, bottomPart); resultingRow += fistRow; resultingRow *= coeff; fistRow -= resultingRow; bottomPart -= mmul(tail.transpose(), resultingRow); } } } ////////////////////////////////////////////////////////////////////////// template void Householder::mulRight(NDArray& matrix, const NDArray& tail, const T coeff) { // if(matrix.rankOf() != 2) // throw "ops::helpers::Householder::mulRight method: input array must be 2D matrix !"; if(matrix.sizeAt(1) == 1 && coeff != (T)0) { matrix *= (T)1.f - coeff; } else if(coeff != (T)0.f) { NDArray rightPart = matrix({0,0, 1,matrix.sizeAt(1)}, true); NDArray fistCol = matrix({0,0, 0,1}, true); if(tail.isColumnVector()) { auto resultingCol = mmul(rightPart, tail); resultingCol += fistCol; resultingCol *= coeff; fistCol -= resultingCol; rightPart -= mmul(resultingCol, tail.transpose()); } else { auto resultingCol = mmul(rightPart, tail.transpose()); resultingCol += fistCol; resultingCol *= coeff; fistCol -= resultingCol; rightPart -= mmul(resultingCol, tail); } } } template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; } } }