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qr fix

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This commit is contained in:
Andrei Kislitsyn 2021-03-26 17:43:08 +03:00
parent daa0777182
commit 1f19ac88ae
2 changed files with 14 additions and 2 deletions
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2
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/LinearOpsTensorAlgebra.kt
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@ -14,7 +14,7 @@ public interface LinearOpsTensorAlgebra<T, TensorType : TensorStructure<T>, Inde
public fun TensorType.cholesky(): TensorType public fun TensorType.cholesky(): TensorType
//https://pytorch.org/docs/stable/linalg.html#torch.linalg.qr //https://pytorch.org/docs/stable/linalg.html#torch.linalg.qr
public fun TensorType.qr(): TensorType public fun TensorType.qr(): Pair<TensorType, TensorType>
//https://pytorch.org/docs/stable/generated/torch.lu.html //https://pytorch.org/docs/stable/generated/torch.lu.html
public fun TensorType.lu(): Pair<TensorType, IndexTensorType> public fun TensorType.lu(): Pair<TensorType, IndexTensorType>

14
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt
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@ -1,8 +1,10 @@
package space.kscience.kmath.tensors.core package space.kscience.kmath.tensors.core
import space.kscience.kmath.linear.Matrix
import space.kscience.kmath.nd.MutableStructure2D import space.kscience.kmath.nd.MutableStructure2D
import space.kscience.kmath.nd.Structure1D import space.kscience.kmath.nd.Structure1D
import space.kscience.kmath.nd.Structure2D import space.kscience.kmath.nd.Structure2D
import space.kscience.kmath.nd.asND
import space.kscience.kmath.tensors.LinearOpsTensorAlgebra import space.kscience.kmath.tensors.LinearOpsTensorAlgebra
import kotlin.math.sqrt import kotlin.math.sqrt
@ -141,7 +143,15 @@ public class DoubleLinearOpsTensorAlgebra :
return lTensor return lTensor
} }
override fun DoubleTensor.qr(): DoubleTensor { private fun matrixQR(
matrix: Structure2D<Double>,
q: MutableStructure2D<Double>,
r: MutableStructure2D<Double>
) {
}
override fun DoubleTensor.qr(): Pair<DoubleTensor, DoubleTensor> {
TODO("ANDREI") TODO("ANDREI")
} }
@ -154,6 +164,7 @@ public class DoubleLinearOpsTensorAlgebra :
} }
private fun luMatrixDet(lu: Structure2D<Double>, pivots: Structure1D<Int>): Double { private fun luMatrixDet(lu: Structure2D<Double>, pivots: Structure1D<Int>): Double {
// todo check
val m = lu.shape[0] val m = lu.shape[0]
val sign = if((pivots[m] - m) % 2 == 0) 1.0 else -1.0 val sign = if((pivots[m] - m) % 2 == 0) 1.0 else -1.0
return (0 until m).asSequence().map { lu[it, it] }.fold(sign) { left, right -> left * right } return (0 until m).asSequence().map { lu[it, it] }.fold(sign) { left, right -> left * right }
@ -184,6 +195,7 @@ public class DoubleLinearOpsTensorAlgebra :
pivots: Structure1D<Int>, pivots: Structure1D<Int>,
invMatrix : MutableStructure2D<Double> invMatrix : MutableStructure2D<Double>
): Unit { ): Unit {
//todo check
val m = lu.shape[0] val m = lu.shape[0]
for (j in 0 until m) { for (j in 0 until m) {