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

128 lines
4.8 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 raver119@gmail.com
//
#ifndef LIBND4J_HEADERS_BLAS_H
#define LIBND4J_HEADERS_BLAS_H
#include <ops/declarable/headers/common.h>
namespace sd {
namespace ops {
/**
* This op is general matmum implementation. Depending on inputs dimensionality output result might be different.
* matrix x matrix = BLAS gemm
* vector x matrix = BLAS gemm
* vector x vector = BLAS dot
* vector x scalar = element-wise mul
* scalar x vector = element-wise mul
*
* Optional T arguments:
* 0: alpha (where applicable)
* 1: beta (where applicable)
*
* Optional Integer arguments:
* 0: transA (where applicable)
* 1: transB (where applicable)
*/
#if NOT_EXCLUDED(OP_matmul)
DECLARE_CUSTOM_OP(matmul, 2, 1, false, 0, -2);
DECLARE_CUSTOM_OP(matmul_bp, 3, 2, false, 0, -2);
#endif
/**
* tensorMmul/tensorDot operation
* takes 2 ndarrays, and 2 sets of axes
*
* Integer argumens map:
* IArgs[0] - number of axes along for first array
* IArgs[1]... axes values for first array
* IArgs[] - number of axes along for second array
* IArgs[1]... axes values for second array
*/
#if NOT_EXCLUDED(OP_tensormmul)
DECLARE_CUSTOM_OP(tensormmul, 2, 1, false, 0, -1);
DECLARE_CUSTOM_OP(tensormmul_bp, 3, 2, false, 0, -1);
#endif
/**
* This op is simple implementation of BLAS AXPY method.
* Math is: y += a * x;
*/
#if NOT_EXCLUDED(OP_axpy)
DECLARE_CONFIGURABLE_OP(axpy, 2, 1, false, -2, 0);
#endif
/**
* This operation implements batched matrix multiplication
* Expected arguments:
* alpha: vector of T
* beta: vector of T
* ...: A, B matrices sequentially. i.e: AAAAABBBBB
*
* Integer arguments:
* transA, transB, M, N, K, ldA, ldB, ldC - usual BLAS gemm arguments
* batchCount - number of operations in this batch
*
* PLEASE NOTE: M, N, K, ldA, ldB, ldC should be equal for all matrices within batch.
*/
#if NOT_EXCLUDED(OP_batched_gemm)
DECLARE_CUSTOM_OP(batched_gemm, -1, -1, false, 0, 9);
#endif
/**
* performs singular value decomposition (SVD) of one or more matrices, evaluates the SVD of each inner-most 2D matrix in input array:
* x[..., :, :] = u[..., :, :] * s[...,:] * transpose(v[..., :, :])
*
* Input array:
* x[..., Rows, Cols], the necessary condition is: rank of x >= 2
*
* Outputs arrays:
* s[..., diagSize] - array with singular values which are stored in decreasing order, diagSize is smaller among Rows and Cols
* u[..., Rows, Rows] if IArgs[1] is true, else u[..., Rows, diagSize] - array with right singular vectors
* v[..., Cols, Cols] if IArgs[1] is true, else v[..., Cols, diagSize] - array with left singular vectors
*
* Integer arguments:
* IArgs[0] - bool, whether to calculate u and v, s is calculated in any case
* IArgs[1] - bool, whether to calculate full-sized u and v
* IArgs[2] - the number of cols or rows which determines what algorithm to use. More precisely:
* if diagSize < IArgs[2] then Jacobi algorithm is used, in opposite case the Divide-And-Conquer is applied
* Recommended value is 16.
*/
#if NOT_EXCLUDED(OP_svd)
DECLARE_CUSTOM_OP(svd, 1, 1, false, 0, 3);
#endif
/**
* calculates square root of matrix such that
* x[..., M, M] = z[..., M, M] x z[..., M, M]
*
* Input array:
* x[..., M, M], the necessary condition is: rank of x >= 2 and equality of last two dimensions
*
* Outputs arrays:
* z - same shape as x
*/
#if NOT_EXCLUDED(OP_sqrtm)
DECLARE_CONFIGURABLE_OP(sqrtm, 1, 1, false, 0, 0);
#endif
}
}
#endif