Safer cleaner for symeig
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@ -3,10 +3,8 @@ package space.kscience.kmath.tensors.core
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import space.kscience.kmath.tensors.LinearOpsTensorAlgebra
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import space.kscience.kmath.nd.as1D
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import space.kscience.kmath.nd.as2D
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import space.kscience.kmath.structures.toList
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import kotlin.math.abs
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import kotlin.math.min
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import kotlin.math.sign
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public class DoubleLinearOpsTensorAlgebra :
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LinearOpsTensorAlgebra<Double, DoubleTensor, IntTensor>,
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@ -125,7 +123,11 @@ public class DoubleLinearOpsTensorAlgebra :
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checkSymmetric(this, epsilon)
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val (u, s, v) = this.svd(epsilon)
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val shp = s.shape + intArrayOf(1)
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val utv = (u.transpose() dot v).map { if (abs(it) < 0.9) 0.0 else sign(it) }
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val utv = u.transpose() dot v
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val n = s.shape.last()
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for( matrix in utv.matrixSequence())
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cleanSymHelper(matrix.as2D(),n)
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val eig = (utv dot s.view(shp)).view(s.shape)
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return Pair(eig, v)
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}
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@ -6,6 +6,7 @@ import space.kscience.kmath.nd.as1D
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import space.kscience.kmath.nd.as2D
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import kotlin.math.abs
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import kotlin.math.min
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import kotlin.math.sign
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import kotlin.math.sqrt
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@ -294,3 +295,14 @@ internal inline fun DoubleLinearOpsTensorAlgebra.svdHelper(
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matrixV.buffer.array()[matrixV.bufferStart + i] = vBuffer[i]
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}
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}
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internal inline fun cleanSymHelper(matrix: MutableStructure2D<Double>, n: Int): Unit {
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for (i in 0 until n)
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for (j in 0 until n) {
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if (i == j) {
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matrix[i, j] = sign(matrix[i, j])
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} else {
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matrix[i, j] = 0.0
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}
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}
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}
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