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matrixhelper

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This commit is contained in:
Andrei Kislitsyn 2021-03-15 15:18:21 +03:00
parent 4e4690e510
commit 2d2c5aa684
2 changed files with 120 additions and 49 deletions
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53
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/BufferedTensor.kt
View File

@ -13,6 +13,7 @@ public open class BufferedTensor<T>(
TensorStrides(shape),
buffer
) {
/*
public operator fun get(i: Int, j: Int): T {
check(this.dimension == 2) { "Not matrix" }
@ -24,8 +25,60 @@ public open class BufferedTensor<T>(
this[intArrayOf(i, j)] = value
}
*/
}
//todo make generator mb nextMatrixIndex?
public class InnerMatrix<T>(private val tensor: BufferedTensor<T>){
private var offset: Int = 0
private val n : Int = tensor.shape.size
//stride?
private val step = tensor.shape[n - 1] * tensor.shape[n - 2]
public operator fun get(i: Int, j: Int): T {
val index = tensor.strides.index(offset)
index[n - 2] = i
index[n - 1] = j
return tensor[index]
}
public operator fun set(i: Int, j: Int, value: T): Unit {
val index = tensor.strides.index(offset)
index[n - 2] = i
index[n - 1] = j
tensor[index] = value
}
public fun makeStep(){
offset += step
}
}
public class InnerVector<T>(private val tensor: BufferedTensor<T>){
private var offset: Int = 0
private val n : Int = tensor.shape.size
//stride?
private val step = tensor.shape[n - 1]
public operator fun get(i: Int): T {
val index = tensor.strides.index(offset)
index[n - 1] = i
return tensor[index]
}
public operator fun set(i: Int, value: T): Unit {
val index = tensor.strides.index(offset)
index[n - 1] = i
tensor[index] = value
}
public fun makeStep(){
offset += step
}
}
//todo default buffer = arrayOf(0)???
public class IntTensor(
shape: IntArray,
buffer: IntArray

116
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/RealLinearOpsTensorAlgebra.kt
View File

@ -2,8 +2,7 @@ package space.kscience.kmath.tensors
public class RealLinearOpsTensorAlgebra :
LinearOpsTensorAlgebra<Double, RealTensor>,
RealTensorAlgebra()
{
RealTensorAlgebra() {
override fun eye(n: Int): RealTensor {
val shape = intArrayOf(n, n)
val buffer = DoubleArray(n * n) { 0.0 }
@ -26,55 +25,71 @@ public class RealLinearOpsTensorAlgebra :
override fun RealTensor.lu(): Pair<RealTensor, IntTensor> {
// todo checks
val lu = this.copy()
val m = this.shape[0]
val pivot = IntArray(m)
// Initialize permutation array and parity
for (row in 0 until m) pivot[row] = row
var even = true
for (i in 0 until m) {
var maxA = -1.0
var iMax = i
for (k in i until m) {
val absA = kotlin.math.abs(lu[k, i])
if (absA > maxA) {
maxA = absA
iMax = k
}
}
//todo check singularity
if (iMax != i) {
val j = pivot[i]
pivot[i] = pivot[iMax]
pivot[iMax] = j
even != even
for (k in 0 until m) {
val tmp = lu[i, k]
lu[i, k] = lu[iMax, k]
lu[iMax, k] = tmp
}
}
for (j in i + 1 until m) {
lu[j, i] /= lu[i, i]
for (k in i + 1 until m) {
lu[j, k] -= lu[j, i] * lu[i, k]
}
}
val luTensor = this.copy()
val lu = InnerMatrix(luTensor)
//stride TODO!!! move to generator?
var matCnt = 1
for (i in 0 until this.shape.size - 2) {
matCnt *= this.shape[i]
}
return Pair(lu, IntTensor(intArrayOf(m), pivot))
val n = this.shape.size
val m = this.shape[n - 1]
val pivotsShape = IntArray(n - 1) { i ->
this.shape[i]
}
val pivotsTensor = IntTensor(
pivotsShape,
IntArray(matCnt * m) { 0 }
)
val pivot = InnerVector(pivotsTensor)
for (i in 0 until matCnt) {
for (row in 0 until m) pivot[row] = row
for (i in 0 until m) {
var maxA = -1.0
var iMax = i
for (k in i until m) {
val absA = kotlin.math.abs(lu[k, i])
if (absA > maxA) {
maxA = absA
iMax = k
}
}
//todo check singularity
if (iMax != i) {
val j = pivot[i]
pivot[i] = pivot[iMax]
pivot[iMax] = j
for (k in 0 until m) {
val tmp = lu[i, k]
lu[i, k] = lu[iMax, k]
lu[iMax, k] = tmp
}
}
for (j in i + 1 until m) {
lu[j, i] /= lu[i, i]
for (k in i + 1 until m) {
lu[j, k] -= lu[j, i] * lu[i, k]
}
}
}
lu.makeStep()
pivot.makeStep()
}
return Pair(luTensor, pivotsTensor)
}
override fun luPivot(lu: RealTensor, pivots: IntTensor): Triple<RealTensor, RealTensor, RealTensor> {
TODO()
/*
// todo checks
val n = lu.shape[0]
val p = lu.zeroesLike()
@ -97,9 +112,12 @@ public class RealLinearOpsTensorAlgebra :
}
}
}
return Triple(p, l, u)
return Triple(p, l, u)*/
}
override fun RealTensor.det(): RealTensor {
TODO("Not yet implemented")
}
@ -127,5 +145,5 @@ public class RealLinearOpsTensorAlgebra :
}
public inline fun <R> RealLinearOpsTensorAlgebra(block: RealTensorAlgebra.() -> R): R =
public inline fun <R> RealLinearOpsTensorAlgebra(block: RealLinearOpsTensorAlgebra.() -> R): R =
RealLinearOpsTensorAlgebra().block()