cavis/libnd4j/include/ops/declarable/helpers/cpu/svd.cpp

80 lines
2.6 KiB
C++

/*******************************************************************************
* 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
******************************************************************************/
//
// @author Yurii Shyrma (iuriish@yahoo.com), created on 03.01.2018
//
#include <helpers/svd.h>
#include <array/NDArrayFactory.h>
#include <helpers/jacobiSVD.h>
#include <helpers/biDiagonalUp.h>
namespace sd {
namespace ops {
namespace helpers {
//////////////////////////////////////////////////////////////////////////
// svd operation, this function is not method of SVD class, it is standalone function
template <typename T>
static void svd_(const NDArray* x, const std::vector<NDArray*>& outArrs, const bool fullUV, const bool calcUV, const int switchNum) {
auto s = outArrs[0];
auto u = outArrs[1];
auto v = outArrs[2];
const int rank = x->rankOf();
const int sRank = rank - 1;
auto listX = x->allTensorsAlongDimension({rank-2, rank-1});
auto listS = s->allTensorsAlongDimension({sRank-1});
ResultSet* listU(nullptr), *listV(nullptr);
if(calcUV) {
listU = new ResultSet(u->allTensorsAlongDimension({rank-2, rank-1}));
listV = new ResultSet(v->allTensorsAlongDimension({rank-2, rank-1}));
}
for(int i = 0; i < listX.size(); ++i) {
// NDArray<T> matrix(x->ordering(), {listX.at(i)->sizeAt(0), listX.at(i)->sizeAt(1)}, block.getContext());
// matrix.assign(listX.at(i));
helpers::SVD<T> svdObj(*(listX.at(i)), switchNum, calcUV, calcUV, fullUV);
listS.at(i)->assign(svdObj._s);
if(calcUV) {
listU->at(i)->assign(svdObj._u);
listV->at(i)->assign(svdObj._v);
}
}
if(calcUV) {
delete listU;
delete listV;
}
}
//////////////////////////////////////////////////////////////////////////
void svd(sd::LaunchContext * context, const NDArray* x, const std::vector<NDArray*>& outArrs, const bool fullUV, const bool calcUV, const int switchNum) {
BUILD_SINGLE_SELECTOR(x->dataType(), svd_, (x, outArrs, fullUV, calcUV, switchNum), FLOAT_TYPES);
}
}
}
}