/******************************************************************************* * Copyright (c) 2015-2018 Skymind, Inc. * * 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 ******************************************************************************/ // // Created by Yurii Shyrma on 18.12.2017 // #include #include namespace nd4j { namespace ops { namespace helpers { ////////////////////////////////////////////////////////////////////////// template NDArray Householder::evalHHmatrix(const NDArray& x) { // input validation if(!x.isVector() && !x.isScalar()) throw std::runtime_error("ops::helpers::Householder::evalHHmatrix method: input array must be vector or scalar!"); auto w = NDArrayFactory::create(x.ordering(), {(int)x.lengthOf(), 1}, x.dataType(), x.getContext()); // column-vector auto wT = NDArrayFactory::create(x.ordering(), {1, (int)x.lengthOf()}, x.dataType(), x.getContext()); // row-vector (transposed w) T coeff; T normX = x.reduceNumber(reduce::Norm2).e(0); if(normX*normX - x.e(0) * x.e(0) <= DataTypeUtils::min() || x.lengthOf() == 1) { normX = x.e(0); coeff = 0.f; w = 0.f; } else { if(x.e(0) >= (T)0.f) normX = -normX; // choose opposite sign to lessen roundoff error T u0 = x.e(0) - normX; coeff = -u0 / normX; w.assign(x / u0); } w.p(Nd4jLong(0), 1.f); wT.assign(&w); auto identity = NDArrayFactory::create(x.ordering(), {(int)x.lengthOf(), (int)x.lengthOf()}, x.dataType(), x.getContext()); identity.setIdentity(); // identity matrix return identity - mmul(w, wT) * coeff; } ////////////////////////////////////////////////////////////////////////// template void Householder::evalHHmatrixData(const NDArray& x, NDArray& tail, T& coeff, T& normX) { // input validation if(!x.isVector() && !x.isScalar()) throw std::runtime_error("ops::helpers::Householder::evalHHmatrixData method: input array must be vector or 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!"); normX = x.reduceNumber(reduce::Norm2, nullptr).e(0); if(normX*normX - x.e(0) * x.e(0) <= DataTypeUtils::min() || x.lengthOf() == 1) { normX = x.e(0); coeff = (T)0.f; tail = (T)0.f; } else { if(x.e(0) >= (T)0.f) normX = -normX; // choose opposite sign to lessen roundoff error T u0 = x.e(0) - normX; coeff = -u0 / normX; if(x.isRowVector()) tail.assign(x({0,0, 1,-1}) / u0); else tail.assign(x({1,-1, 0,0,}) / u0); } } ////////////////////////////////////////////////////////////////////////// template void Householder::evalHHmatrixDataI(const NDArray& x, T& coeff, T& normX) { int rows = (int)x.lengthOf()-1; int num = 1; if(rows == 0) { rows = 1; num = 0; } auto tail = NDArrayFactory::create(x.ordering(), {rows, 1}, x.dataType(), x.getContext()); evalHHmatrixData(x, tail, coeff, normX); if(x.isRowVector()) { auto temp = x({0,0, num, x.sizeAt(1)}, true); temp.assign(tail); } else { auto temp = x({num,x.sizeAt(0), 0,0}, true); temp.assign(tail); } } ////////////////////////////////////////////////////////////////////////// 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) matrix *= (T)1.f - coeff; else if(coeff != (T)0.f) { auto bottomPart = new NDArray(matrix({1,matrix.sizeAt(0), 0,0}, true)); auto bottomPartCopy = *bottomPart; if(tail.isColumnVector()) { auto column = tail; auto row = tail.transpose(); auto resultingRow = mmul(*row, bottomPartCopy); auto fistRow = matrix({0,1, 0,0}, true); resultingRow += fistRow; fistRow -= resultingRow * coeff; *bottomPart -= mmul(column, resultingRow) * coeff; delete row; } else { auto row = tail; auto column = tail.transpose(); auto resultingRow = mmul(row, bottomPartCopy); auto fistRow = matrix({0,1, 0,0}, true); resultingRow += fistRow; fistRow -= resultingRow * coeff; *bottomPart -= mmul(*column, resultingRow) * coeff; delete column; } delete bottomPart; } } ////////////////////////////////////////////////////////////////////////// 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) matrix *= (T)1.f - coeff; else if(coeff != (T)0.f) { auto rightPart = new NDArray(matrix({0,0, 1,matrix.sizeAt(1)}, true)); auto rightPartCopy = *rightPart; auto fistCol = new NDArray(matrix({0,0, 0,1}, true)); if(tail.isColumnVector()) { auto column = tail; auto row = tail.transpose(); auto resultingCol = mmul(rightPartCopy, column); resultingCol += *fistCol; *fistCol -= resultingCol * coeff; *rightPart -= mmul(resultingCol, *row) * coeff; delete row; } else { auto row = tail; auto column = tail.transpose(); auto resultingCol = mmul(rightPartCopy, *column); resultingCol += *fistCol; *fistCol -= resultingCol * coeff; *rightPart -= mmul(resultingCol, row) * coeff; delete column; } delete rightPart; delete fistCol; } } template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; template class ND4J_EXPORT Householder; } } }