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

127 lines
4.6 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 20.04.2018
//
#include <ops/declarable/helpers/transforms.h>
#include <helpers/Loops.h>
#include <graph/RandomGenerator.h>
#include <numeric>
#include <helpers/ShapeUtils.h>
namespace sd {
namespace ops {
namespace helpers {
//////////////////////////////////////////////////////////////////////////
template <typename T>
void randomShuffle_(NDArray& input, NDArray& output, sd::graph::RandomGenerator& rng, const bool isInplace) {
// check edge cases first
int temp;
const int firstDim = input.sizeAt(0);
if(input.lengthOf() == 1 || firstDim == 1) {
if(!isInplace)
output.assign(input);
}
else if (input.isVector() || shape::isLikeVector(input.shapeInfo(), temp)) {
// apply Fisher-Yates shuffle
if(isInplace) {
//PRAGMA_OMP_PARALLEL_FOR_IF((firstDim-1) > Environment::getInstance()->tadThreshold())
for(int i = firstDim-1; i > 0; --i) {
int r = rng.relativeInt(i) % i;
if(i == r)
continue;
T t0 = input.t<T>(i);
T t1 = input.t<T>(r);
//math::nd4j_swap<T>(input(i), input(r));
input.r<T>(i) = t1;
input.r<T>(r) = t0;
}
}
else {
std::vector<int> indices(firstDim);
std::iota(indices.begin(), indices.end(), 0);
output.p<T>(Nd4jLong(0), input.e<T>(0));
// FIXME: parallelism!!
for(int i = firstDim-1; i > 0; --i) {
int r = rng.relativeInt(i) % i;
output.r<T>(i) = input.t<T>(indices[r]);
if(i == r)
continue;
output.r<T>(r) = input.t<T>(indices[i]);
math::nd4j_swap<int>(indices[i], indices[r]);
}
rng.rewindH(firstDim-1);
}
}
else {
// evaluate sub-arrays list of input array through all dimensions excluding first one
std::vector<int> dimensions = ShapeUtils::evalDimsToExclude(input.rankOf(), {0});
auto subArrsListIn = input.allTensorsAlongDimension(dimensions);
// apply Fisher-Yates shuffle
if(isInplace) {
//PRAGMA_OMP_PARALLEL_FOR_IF((firstDim-1) > Environment::getInstance()->elementwiseThreshold())
for(int i = firstDim - 1; i > 0; --i) {
int r = rng.relativeInt(i) % i;
if(i == r)
continue;
subArrsListIn.at(i)->swapUnsafe(*subArrsListIn.at(r));
}
}
else {
// evaluate sub-arrays list of output array through all dimensions excluding first one
auto subArrsListOut = output.allTensorsAlongDimension(dimensions);
std::vector<int> indices(firstDim);
std::iota(indices.begin(), indices.end(), 0);
bool isZeroShuffled = false;
//PRAGMA_OMP_PARALLEL_FOR_IF((firstDim-1) > Environment::getInstance()->tadThreshold())
for(int i = firstDim - 1; i > 0; --i) {
int r = rng.relativeInt(i) % i;
subArrsListOut.at(i)->assign(subArrsListIn.at(indices[r]));
if(r == 0)
isZeroShuffled = true;
if(i == r)
continue;
subArrsListOut.at(r)->assign(subArrsListIn.at(indices[i]));
math::nd4j_swap<int>(indices[i], indices[r]);
}
if(!isZeroShuffled)
subArrsListOut.at(0)->assign(subArrsListIn.at(0));
}
rng.rewindH(firstDim-1);
}
}
void randomShuffle(sd::LaunchContext * context, NDArray& input, NDArray& output, sd::graph::RandomGenerator& rng, const bool isInplace) {
BUILD_SINGLE_SELECTOR(input.dataType(), randomShuffle_, (input, output, rng, isInplace), LIBND4J_TYPES);
}
}
}
}