/******************************************************************************* * Copyright (c) 2019-2020 Konduit K.K. * * 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. * * 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 ******************************************************************************/ // // @author George A. Shulinok // #include #include #include #include namespace nd4j { namespace ops { namespace helpers { template NDArray matrixMinor(NDArray& in, Nd4jLong col) { NDArray m = in.ulike(); m.setIdentity(); m({col, m.rows(), col, m.columns()}).assign(in({col, m.rows(), col, m.columns()})); return m; } /* m = I - v v^T */ template NDArray vmul(NDArray const& v, int n) { NDArray res('c', {n,n}, v.dataType()); // x = matrix_new(n, n); T const* vBuf = v.getDataBuffer()->primaryAsT(); T* resBuf = res.dataBuffer()->primaryAsT(); auto interloop = PRAGMA_THREADS_FOR_2D { for (int i = start_x; i < n; i += inc_x) for (int j = start_y; j < n; j += inc_y) resBuf[i * n + j] = -2 * vBuf[i] * vBuf[j] + (i == j ? T(1) : T(0)); }; samediff::Threads::parallel_for(interloop, 0, n, 1, 0, n, 1); return res; } template void qrSingle(NDArray* matrix, NDArray* Q, NDArray* R, bool const fullMatricies) { Nd4jLong M = matrix->sizeAt(-2); Nd4jLong N = matrix->sizeAt(-1); auto resQ = fullMatricies?Q->ulike():NDArrayFactory::create(matrix->ordering(), {M,M}, Q->getContext()); auto resR = fullMatricies?R->ulike():matrix->ulike(); std::vector q(M); NDArray z = *matrix; NDArray e('c', {M}, DataTypeUtils::fromT()); // two internal buffers and scalar for squared norm for (auto k = 0; k < N && k < M - 1; k++) { // loop for columns, but not further then row number e.nullify(); z = matrixMinor(z, k); // minor computing for current column with given matrix z (initally is a input matrix) // z.printIndexedBuffer("Minor!!!"); auto currentColumn = z({0, 0, k, k + 1}); // retrieve k column from z to x buffer auto norm = currentColumn.reduceAlongDimension(reduce::Norm2, {0}); if (matrix->t(k,k) > T(0.f)) // negate on positive matrix diagonal element norm *= T(-1.f);//.applyTransform(transform::Neg, nullptr, nullptr); //t(0) = -norm.t(0); //e.t(k) = T(1.f); // e - is filled by 0 vector except diagonal element (filled by 1) //auto tE = e; //tE *= norm; // norm.printIndexedBuffer("Norm!!!"); e.p(k, norm); e += currentColumn;// e += tE; // e[i] = x[i] + a * e[i] for each i from 0 to n - 1 auto normE = e.reduceAlongDimension(reduce::Norm2, {0}); e /= normE; q[k] = vmul(e, M); auto qQ = z.ulike(); MmulHelper::matmul(&q[k], &z, &qQ, false, false); z = std::move(qQ); } resQ.assign(q[0]); // // MmulHelper::matmul(&q[0], matrix, &resR, false, false); for (int i = 1; i < N && i < M - 1; i++) { auto tempResQ = resQ; MmulHelper::matmul(&q[i], &resQ, &tempResQ, false, false); // use mmulMxM? resQ = std::move(tempResQ); } MmulHelper::matmul(&resQ, matrix, &resR, false, false); // resR *= -1.f; resQ.transposei(); if (fullMatricies) { Q->assign(resQ); R->assign(resR); } else { Q->assign(resQ({0,0, 0, N})); R->assign(resR({0,N, 0, 0})); } } template void qr_(NDArray* input, NDArray* outputQ, NDArray* outputR, bool const fullMatricies) { Nd4jLong lastDim = input->rankOf() - 1; Nd4jLong preLastDim = input->rankOf() - 2; ResultSet listOutQ(outputQ->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); ResultSet listOutR(outputR->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); ResultSet listInput(input->allTensorsAlongDimension({(int)preLastDim, (int)lastDim})); auto batching = PRAGMA_THREADS_FOR { for (auto batch = start; batch < stop; batch += increment) { //qr here qrSingle(listInput.at(batch), listOutQ.at(batch), listOutR.at(batch), fullMatricies); } }; samediff::Threads::parallel_tad(batching, 0, listOutQ.size(), 1); } void qr(nd4j::LaunchContext* context, NDArray* input, NDArray* outputQ, NDArray* outputR, bool const fullMatricies) { BUILD_SINGLE_SELECTOR(input->dataType(), qr_, (input, outputQ, outputR, fullMatricies), FLOAT_TYPES); } } } }