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added svdGolabKahan

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margarita0303 2022-07-12 17:19:19 +03:00
parent 8a45ad1911
commit c4afb69ba9
1 changed files with 28 additions and 0 deletions
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28
kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt
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@ -882,6 +882,34 @@ public open class DoubleTensorAlgebra :
return Triple(uTensor.transpose(), sTensor, vTensor.transpose()) return Triple(uTensor.transpose(), sTensor, vTensor.transpose())
} }
public fun StructureND<Double>.svdGolabKahan(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
val size = tensor.dimension
val commonShape = tensor.shape.sliceArray(0 until size - 2)
val (n, m) = tensor.shape.sliceArray(size - 2 until size)
val uTensor = zeros(commonShape + intArrayOf(min(n, m), n))
val sTensor = zeros(commonShape + intArrayOf(min(n, m)))
val vTensor = zeros(commonShape + intArrayOf(min(n, m), m))
val matrices = tensor.matrices
val uTensors = uTensor.matrices
val sTensorVectors = sTensor.vectors
val vTensors = vTensor.matrices
for (index in matrices.indices) {
val matrix = matrices[index]
val matrixSize = matrix.shape.reduce { acc, i -> acc * i }
val curMatrix = DoubleTensor(
matrix.shape,
matrix.mutableBuffer.array()
.slice(matrix.bufferStart until matrix.bufferStart + matrixSize)
.toDoubleArray()
)
curMatrix.as2D().svdGolabKahanHelper(uTensors[index].as2D(), sTensorVectors[index], vTensors[index].as2D())
}
return Triple(uTensor.transpose(), sTensor, vTensor)
}
override fun StructureND<Double>.symEig(): Pair<DoubleTensor, DoubleTensor> = symEigJacobi(maxIteration = 50, epsilon = 1e-15) override fun StructureND<Double>.symEig(): Pair<DoubleTensor, DoubleTensor> = symEigJacobi(maxIteration = 50, epsilon = 1e-15)
/** /**