* - 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>
		
			
				
	
	
		
			112 lines
		
	
	
		
			3.6 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			112 lines
		
	
	
		
			3.6 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
/*******************************************************************************
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 * Copyright (c) 2015-2018 Skymind, Inc.
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 *
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 * This program and the accompanying materials are made available under the
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 * terms of the Apache License, Version 2.0 which is available at
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 * https://www.apache.org/licenses/LICENSE-2.0.
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 *
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 * Unless required by applicable law or agreed to in writing, software
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 * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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 * License for the specific language governing permissions and limitations
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 * under the License.
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 *
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 * SPDX-License-Identifier: Apache-2.0
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 ******************************************************************************/
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//
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// Created by Yurii Shyrma on 02.01.2018
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//
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#include <helpers/hhSequence.h>
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#include <helpers/householder.h>
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namespace sd {
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namespace ops {
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namespace helpers {
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//////////////////////////////////////////////////////////////////////////
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HHsequence::HHsequence(const NDArray& vectors, const NDArray& coeffs, const char type): _vectors(vectors), _coeffs(coeffs) {
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	_diagSize = sd::math::nd4j_min(_vectors.sizeAt(0), _vectors.sizeAt(1));
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	_shift = 0;
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	_type  = type;
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}
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//////////////////////////////////////////////////////////////////////////
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template <typename T>
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void HHsequence::mulLeft_(NDArray& matrix) {
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	const int rows   = _vectors.sizeAt(0);
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	const int cols   = _vectors.sizeAt(1);
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	const int inRows = matrix.sizeAt(0);
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	for(int i = _diagSize - 1; i >= 0; --i) {
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    	if(_type == 'u') {
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    		NDArray block = matrix({inRows-rows+_shift+ i,inRows,  0,0}, true);
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    		Householder<T>::mulLeft(block, _vectors({i + 1 + _shift, rows, i, i+1}, true), _coeffs.t<T>(i));
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    	}
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    	else {
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    		NDArray block = matrix({inRows-cols+_shift+i,inRows,  0,0}, true);
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    		Householder<T>::mulLeft(block, _vectors({i, i+1, i + 1 + _shift, cols}, true), _coeffs.t<T>(i));
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    	}
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    }
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}
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//////////////////////////////////////////////////////////////////////////
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NDArray HHsequence::getTail(const int idx) const {
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    int first = idx + 1 + _shift;
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    if(_type == 'u')
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        return _vectors({first, -1, idx, idx+1}, true);
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    else
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        return _vectors({idx, idx+1, first, -1}, true);
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}
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//////////////////////////////////////////////////////////////////////////
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template <typename T>
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void HHsequence::applyTo_(NDArray& dest) {
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    int size = _type == 'u' ? _vectors.sizeAt(0) : _vectors.sizeAt(1);
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    if(dest.rankOf() != 2 || (dest.sizeAt(0) != size && dest.sizeAt(1) != size))
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        dest = NDArray(dest.ordering(), {size, size}, dest.dataType(), dest.getContext());
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    dest.setIdentity();
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    for(int k = _diagSize - 1; k >= 0; --k) {
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        int curNum = size - k - _shift;
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        if(curNum < 1 || (k + 1 + _shift) >= size )
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            continue;
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        auto block =  dest({dest.sizeAt(0)-curNum,dest.sizeAt(0),  dest.sizeAt(1)-curNum,dest.sizeAt(1)}, true);
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        Householder<T>::mulLeft(block, getTail(k), _coeffs.t<T>(k));
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    }
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}
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//////////////////////////////////////////////////////////////////////////
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void HHsequence::applyTo(NDArray& dest) {
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    auto xType = _coeffs.dataType();
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    BUILD_SINGLE_SELECTOR(xType, applyTo_, (dest), FLOAT_TYPES);
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}
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//////////////////////////////////////////////////////////////////////////
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void HHsequence::mulLeft(NDArray& matrix) {
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    auto xType = _coeffs.dataType();
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    BUILD_SINGLE_SELECTOR(xType, mulLeft_, (matrix), FLOAT_TYPES);
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}
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BUILD_SINGLE_TEMPLATE(template void HHsequence::applyTo_, (sd::NDArray &dest), FLOAT_TYPES);
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BUILD_SINGLE_TEMPLATE(template void HHsequence::mulLeft_, (NDArray& matrix), FLOAT_TYPES);
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}
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}
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}
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