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@ -77,46 +77,6 @@ public class DoubleLinearOpsTensorAlgebra :
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return lTensor
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return lTensor
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}
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}
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private fun MutableStructure1D<Double>.dot(other: MutableStructure1D<Double>): Double {
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var res = 0.0
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for (i in 0 until size) {
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res += this[i] * other[i]
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}
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return res
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}
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private fun MutableStructure1D<Double>.l2Norm(): Double {
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var squareSum = 0.0
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for (i in 0 until size) {
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squareSum += this[i] * this[i]
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}
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return sqrt(squareSum)
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}
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fun qrHelper(
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matrix: MutableStructure2D<Double>,
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q: MutableStructure2D<Double>,
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r: MutableStructure2D<Double>
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) {
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//todo check square
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val n = matrix.colNum
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for (j in 0 until n) {
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val v = matrix.columns[j]
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if (j > 0) {
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for (i in 0 until j) {
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r[i, j] = q.columns[i].dot(matrix.columns[j])
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for (k in 0 until n) {
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v[k] = v[k] - r[i, j] * q.columns[i][k]
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}
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}
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}
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r[j, j] = v.l2Norm()
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for (i in 0 until n) {
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q[i, j] = v[i] / r[j, j]
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}
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}
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}
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override fun DoubleTensor.qr(): Pair<DoubleTensor, DoubleTensor> {
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override fun DoubleTensor.qr(): Pair<DoubleTensor, DoubleTensor> {
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checkSquareMatrix(shape)
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checkSquareMatrix(shape)
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val qTensor = zeroesLike()
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val qTensor = zeroesLike()
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@ -186,3 +186,43 @@ internal inline fun luMatrixInv(
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}
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}
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}
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}
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}
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}
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internal inline fun MutableStructure1D<Double>.dot(other: MutableStructure1D<Double>): Double {
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var res = 0.0
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for (i in 0 until size) {
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res += this[i] * other[i]
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}
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return res
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}
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internal inline fun MutableStructure1D<Double>.l2Norm(): Double {
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var squareSum = 0.0
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for (i in 0 until size) {
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squareSum += this[i] * this[i]
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}
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return sqrt(squareSum)
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}
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internal inline fun qrHelper(
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matrix: MutableStructure2D<Double>,
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q: MutableStructure2D<Double>,
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r: MutableStructure2D<Double>
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) {
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//todo check square
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val n = matrix.colNum
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for (j in 0 until n) {
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val v = matrix.columns[j]
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if (j > 0) {
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for (i in 0 until j) {
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r[i, j] = q.columns[i].dot(matrix.columns[j])
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for (k in 0 until n) {
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v[k] = v[k] - r[i, j] * q.columns[i][k]
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}
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}
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}
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r[j, j] = v.l2Norm()
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for (i in 0 until n) {
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q[i, j] = v[i] / r[j, j]
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}
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}
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}
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