shugeo 330a69d4e2
Shugeo solve ls (#203)
* lstsq op. Initial commit.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Least squares linear problem solve op (lstsq). Cpu draft implementation.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Fixed shape routine and tests.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added test for lstsq op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Rectification for lstsq op implementation.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Corrected test to avoid numerical inconsistensy.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added prints for check computing.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Corrected tests to use evalueate facility instead.

Signed-off-by: shugeo <sgazeos@gmail.com>

* CPU implementation of MatrixSolveLs op and tests.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added cuda implementation for helpers with lstsq op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Refactored tests for lstsq op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added processing for empty inputs.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Merged tests.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Refactored lstsq op for fast case.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Fixed test.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Refactored lstsq op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Fixed some issues with solve.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Fixed lstsq op to avoid erros.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added kernel for giagonal factor

Signed-off-by: shugeo <sgazeos@gmail.com>

* lstsq wrapper and triangular_solve fixed

* Added proper processing empty inputs and test.

Signed-off-by: shugeo <sgazeos@gmail.com>

* SequenceMask test

* Build fixed

* Added proper processing of empty inputs with solve op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Mapping added

* Added check of input shapes with solve op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Added a couple of tests for lstsq op and minor changes with cuda helper for one.'

Signed-off-by: shugeo <sgazeos@gmail.com>

* Tests on

* Refactored test for lstsq op.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Fixed test

* Added another approach for lstsq op aka solve_ls.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Finished cpu part for solve_ls op helpers.

* Added helper for low triangular matrix inversion.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Refactored alternate solve_ls cpu implementation.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Removed alternate approach for solve_ls op. Added multithreading with matrix inversion.

Signed-off-by: shugeo <sgazeos@gmail.com>

* Assert fixed

* Refactored multithreading for inverse matricies.

Signed-off-by: shugeo <sgazeos@gmail.com>

Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
2020-02-28 11:37:26 +03:00
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