cavis/libnd4j/include/helpers/impl/hhSequence.cpp
Yurii Shyrma 753ce28a92
Shyrma sqrtm (#429)
* - start working on implementation of sqrtm op

Signed-off-by: Yurii <iuriish@yahoo.com>

* - improving householder procedure

Signed-off-by: Yurii <iuriish@yahoo.com>

* - further polishing householder stuff

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing hh pivoting qr procedure

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing BiDiagonalUp procedure

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing householder sequence class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing jacobi svd class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing svd stuff 1

Signed-off-by: Yurii <iuriish@yahoo.com>

* - polishing svd stuff 2

Signed-off-by: Yurii <iuriish@yahoo.com>

* - implementation and testing class which performs Hessenberg decomposition of square matrix

Signed-off-by: Yurii <iuriish@yahoo.com>

* - add static method to JacobiSVD class which makes the continuous Givens rotation generation algorithm

Signed-off-by: Yurii <iuriish@yahoo.com>

* - implementation and testing auxiliary methods of Schur decomp class

Signed-off-by: Yurii <iuriish@yahoo.com>

* some references here and there

Signed-off-by: raver119 <raver119@gmail.com>

* - trying figure out difference between eigen and our Schur alg

Signed-off-by: Yurii <iuriish@yahoo.com>

* - testing fixing bugs in Schur decomposition op

Signed-off-by: Yurii <iuriish@yahoo.com>

* - start to implement class which performs calculation of eigen values and vectors

Signed-off-by: Yurii <iuriish@yahoo.com>

* - add to EigenValsAndVecs method which calculates complex eigen vectors

Signed-off-by: Yurii <iuriish@yahoo.com>

* - testing and fixing bugs in EigenValsAndVecs class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - implementation and testing triangularSolver class

Signed-off-by: Yurii <iuriish@yahoo.com>

* Added a 2D routine for triangular systems solve.

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

* Refactored triangularSolve2D routine and tests.

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

* Refactored another test for triangularSolve2D.

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

* Refactored test for triangularSolve for vector-bar case.

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

* Refactored triangularSolve2D routine and tests.

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

* - implementation of FullPivLU class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - fix bugs in FullPivLU::solve method

Signed-off-by: Yurii <iuriish@yahoo.com>

* - correct permutation vector in FullPivLU::solve

Signed-off-by: Yurii <iuriish@yahoo.com>

* - correct include headers

Signed-off-by: Yurii <iuriish@yahoo.com>

* - implementation of Sqrtm class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - testing and fixing bugs in Sqrtm class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - include sqrtm classes to cuda folder, investigate in what places synchronization doesn't work

Signed-off-by: Yurii <iuriish@yahoo.com>

* Added implementation for cuda triangularSolve2D and also refactored triangularSolve2D for cpu.

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

* Eliminated waste implementations.

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

* - make offset calculation faster in t<> methods

Signed-off-by: Yurii <iuriish@yahoo.com>

* - rename refference T& NDArray::t<> method

Signed-off-by: Yurii <iuriish@yahoo.com>

* - further work on cuda sqrtm

Signed-off-by: Yurii <iuriish@yahoo.com>

* - provide correct synchronization to device in Sqrtm class

Signed-off-by: Yurii <iuriish@yahoo.com>

* - add tests for sqrtm op

Signed-off-by: Yurii <iuriish@yahoo.com>

* - correct fails which appeared while testing on jenkins

Signed-off-by: Yurii <iuriish@yahoo.com>

* - trying to find out mistake in svd::deflation method

Signed-off-by: Yurii <iuriish@yahoo.com>

* Revert "- trying to find out mistake in svd::deflation method"

This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6.

* Revert "- trying to find out mistake in svd::deflation method"

This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6.

Signed-off-by: Yurii <iuriish@yahoo.com>

* - change call semantic of r<> and t<> methods

Signed-off-by: Yurii <iuriish@yahoo.com>

* - ged rid of ambiguity in * operator overloads for windows buikd

Signed-off-by: Yurii <iuriish@yahoo.com>

* - get rid of ambiguity in * operator overloads for windows build 2

Signed-off-by: Yurii <iuriish@yahoo.com>

* - get rid of ambiguity in * operator overloads for windows build 3

Signed-off-by: Yurii <iuriish@yahoo.com>

* - resolve conflicts with master

Signed-off-by: Yurii <iuriish@yahoo.com>

* cmakelists updated

Signed-off-by: raver119@gmail.com <raver119@gmail.com>

* - minor fix in merge cpu helper - make use of reference getter

Signed-off-by: Yurii <iuriish@yahoo.com>

Co-authored-by: raver119 <raver119@gmail.com>
Co-authored-by: shugeo <sgazeos@gmail.com>
2020-05-14 18:06:13 +03:00

112 lines
3.6 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
******************************************************************************/
//
// Created by Yurii Shyrma on 02.01.2018
//
#include <helpers/hhSequence.h>
#include <helpers/householder.h>
namespace sd {
namespace ops {
namespace helpers {
//////////////////////////////////////////////////////////////////////////
HHsequence::HHsequence(const NDArray& vectors, const NDArray& coeffs, const char type): _vectors(vectors), _coeffs(coeffs) {
_diagSize = sd::math::nd4j_min(_vectors.sizeAt(0), _vectors.sizeAt(1));
_shift = 0;
_type = type;
}
//////////////////////////////////////////////////////////////////////////
template <typename T>
void HHsequence::mulLeft_(NDArray& matrix) {
const int rows = _vectors.sizeAt(0);
const int cols = _vectors.sizeAt(1);
const int inRows = matrix.sizeAt(0);
for(int i = _diagSize - 1; i >= 0; --i) {
if(_type == 'u') {
NDArray block = matrix({inRows-rows+_shift+ i,inRows, 0,0}, true);
Householder<T>::mulLeft(block, _vectors({i + 1 + _shift, rows, i, i+1}, true), _coeffs.t<T>(i));
}
else {
NDArray block = matrix({inRows-cols+_shift+i,inRows, 0,0}, true);
Householder<T>::mulLeft(block, _vectors({i, i+1, i + 1 + _shift, cols}, true), _coeffs.t<T>(i));
}
}
}
//////////////////////////////////////////////////////////////////////////
NDArray HHsequence::getTail(const int idx) const {
int first = idx + 1 + _shift;
if(_type == 'u')
return _vectors({first, -1, idx, idx+1}, true);
else
return _vectors({idx, idx+1, first, -1}, true);
}
//////////////////////////////////////////////////////////////////////////
template <typename T>
void HHsequence::applyTo_(NDArray& dest) {
int size = _type == 'u' ? _vectors.sizeAt(0) : _vectors.sizeAt(1);
if(dest.rankOf() != 2 || (dest.sizeAt(0) != size && dest.sizeAt(1) != size))
dest = NDArray(dest.ordering(), {size, size}, dest.dataType(), dest.getContext());
dest.setIdentity();
for(int k = _diagSize - 1; k >= 0; --k) {
int curNum = size - k - _shift;
if(curNum < 1 || (k + 1 + _shift) >= size )
continue;
auto block = dest({dest.sizeAt(0)-curNum,dest.sizeAt(0), dest.sizeAt(1)-curNum,dest.sizeAt(1)}, true);
Householder<T>::mulLeft(block, getTail(k), _coeffs.t<T>(k));
}
}
//////////////////////////////////////////////////////////////////////////
void HHsequence::applyTo(NDArray& dest) {
auto xType = _coeffs.dataType();
BUILD_SINGLE_SELECTOR(xType, applyTo_, (dest), FLOAT_TYPES);
}
//////////////////////////////////////////////////////////////////////////
void HHsequence::mulLeft(NDArray& matrix) {
auto xType = _coeffs.dataType();
BUILD_SINGLE_SELECTOR(xType, mulLeft_, (matrix), FLOAT_TYPES);
}
BUILD_SINGLE_TEMPLATE(template void HHsequence::applyTo_, (sd::NDArray &dest), FLOAT_TYPES);
BUILD_SINGLE_TEMPLATE(template void HHsequence::mulLeft_, (NDArray& matrix), FLOAT_TYPES);
}
}
}