drop code duplication
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@ -2645,7 +2645,7 @@ public abstract interface class space/kscience/kmath/tensors/LinearOpsTensorAlge
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public abstract fun inv (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
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public abstract fun inv (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
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public abstract fun lu (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
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public abstract fun lu (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
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public abstract fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public abstract fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public abstract fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
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public abstract fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
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public abstract fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public abstract fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public abstract fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;
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public abstract fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;
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}
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}
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@ -2794,8 +2794,8 @@ public final class space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebr
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public fun lu (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Pair;
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public fun lu (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Pair;
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public synthetic fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public synthetic fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public fun luPivot (Lspace/kscience/kmath/tensors/core/DoubleTensor;Lspace/kscience/kmath/tensors/core/IntTensor;)Lkotlin/Triple;
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public fun luPivot (Lspace/kscience/kmath/tensors/core/DoubleTensor;Lspace/kscience/kmath/tensors/core/IntTensor;)Lkotlin/Triple;
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public synthetic fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
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public synthetic fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
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public fun qr (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lspace/kscience/kmath/tensors/core/DoubleTensor;
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public fun qr (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Pair;
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public synthetic fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public synthetic fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
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public fun svd (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Triple;
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public fun svd (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Triple;
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public synthetic fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;
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public synthetic fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;
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@ -84,7 +84,7 @@ public class DoubleLinearOpsTensorAlgebra :
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val seq = matrixSequence().zip((qTensor.matrixSequence().zip(rTensor.matrixSequence())))
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val seq = matrixSequence().zip((qTensor.matrixSequence().zip(rTensor.matrixSequence())))
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for ((matrix, qr) in seq) {
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for ((matrix, qr) in seq) {
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val (q, r) = qr
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val (q, r) = qr
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qrHelper(matrix.as2D(), q.as2D(), r.as2D())
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qrHelper(matrix.asTensor(), q.asTensor(), r.as2D())
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}
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}
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return Pair(qTensor, rTensor)
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return Pair(qTensor, rTensor)
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}
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}
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@ -187,42 +187,32 @@ internal inline fun luMatrixInv(
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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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internal inline fun DoubleLinearOpsTensorAlgebra.qrHelper(
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var res = 0.0
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matrix: DoubleTensor,
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for (i in 0 until size) {
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q: DoubleTensor,
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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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r: MutableStructure2D<Double>
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) {
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) {
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//todo check square
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checkSquareMatrix(matrix.shape)
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val n = matrix.colNum
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val n = matrix.shape[0]
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val qM = q.as2D()
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val matrixT = matrix.transpose(0,1)
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val qT = q.transpose(0,1)
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for (j in 0 until n) {
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for (j in 0 until n) {
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val v = matrix.columns[j]
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val v = matrixT[j]
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val vv = v.as1D()
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if (j > 0) {
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if (j > 0) {
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for (i in 0 until j) {
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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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r[i, j] = qT[i].dot(matrixT[j]).value()
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for (k in 0 until n) {
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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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val qTi = qT[i].as1D()
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vv[k] = vv[k] - r[i, j] * qTi[k]
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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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r[j, j] = v.l2Norm()
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r[j, j] = DoubleAnalyticTensorAlgebra { v.dot(v).sqrt().value() }
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for (i in 0 until n) {
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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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qM[i, j] = vv[i] / r[j, j]
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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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