refactor linops
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1695fc5075
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@ -53,14 +53,15 @@ public object DoubleLinearOpsTensorAlgebra :
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val lTensor = luTensor.zeroesLike()
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val uTensor = luTensor.zeroesLike()
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for ((pairLU, lu) in lTensor.matrixSequence().zip(uTensor.matrixSequence())
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.zip(luTensor.tensor.matrixSequence())) {
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val (l, u) = pairLU
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luPivotHelper(l.as2D(), u.as2D(), lu.as2D(), n)
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}
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lTensor.matrixSequence()
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.zip(uTensor.matrixSequence())
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.zip(luTensor.tensor.matrixSequence())
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.forEach { (pairLU, lu) ->
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val (l, u) = pairLU
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luPivotHelper(l.as2D(), u.as2D(), lu.as2D(), n)
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}
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return Triple(pTensor, lTensor, uTensor)
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}
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public fun TensorStructure<Double>.cholesky(epsilon: Double): DoubleTensor {
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@ -82,11 +83,13 @@ public object DoubleLinearOpsTensorAlgebra :
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checkSquareMatrix(shape)
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val qTensor = zeroesLike()
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val rTensor = zeroesLike()
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val seq = tensor.matrixSequence().zip((qTensor.matrixSequence().zip(rTensor.matrixSequence())))
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for ((matrix, qr) in seq) {
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tensor.matrixSequence()
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.zip((qTensor.matrixSequence()
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.zip(rTensor.matrixSequence()))).forEach { (matrix, qr) ->
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val (q, r) = qr
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qrHelper(matrix.asTensor(), q.asTensor(), r.as2D())
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}
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return qTensor to rTensor
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}
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@ -97,20 +100,24 @@ public object DoubleLinearOpsTensorAlgebra :
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val size = tensor.linearStructure.dim
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val commonShape = tensor.shape.sliceArray(0 until size - 2)
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val (n, m) = tensor.shape.sliceArray(size - 2 until size)
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val resU = zeros(commonShape + intArrayOf(min(n, m), n))
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val resS = zeros(commonShape + intArrayOf(min(n, m)))
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val resV = zeros(commonShape + intArrayOf(min(n, m), m))
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val uTensor = zeros(commonShape + intArrayOf(min(n, m), n))
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val sTensor = zeros(commonShape + intArrayOf(min(n, m)))
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val vTensor = zeros(commonShape + intArrayOf(min(n, m), m))
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for ((matrix, USV) in tensor.matrixSequence()
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.zip(resU.matrixSequence().zip(resS.vectorSequence().zip(resV.matrixSequence())))) {
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val matrixSize = matrix.shape.reduce { acc, i -> acc * i }
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val curMatrix = DoubleTensor(
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matrix.shape,
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matrix.mutableBuffer.array().slice(matrix.bufferStart until matrix.bufferStart + matrixSize).toDoubleArray()
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)
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svdHelper(curMatrix, USV, m, n, epsilon)
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}
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return Triple(resU.transpose(), resS, resV.transpose())
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tensor.matrixSequence()
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.zip(uTensor.matrixSequence()
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.zip(sTensor.vectorSequence()
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.zip(vTensor.matrixSequence()))).forEach { (matrix, USV) ->
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val matrixSize = matrix.shape.reduce { acc, i -> acc * i }
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val curMatrix = DoubleTensor(
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matrix.shape,
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matrix.mutableBuffer.array().slice(matrix.bufferStart until matrix.bufferStart + matrixSize)
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.toDoubleArray()
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)
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svdHelper(curMatrix, USV, m, n, epsilon)
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}
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return Triple(uTensor.transpose(), sTensor, vTensor.transpose())
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}
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override fun TensorStructure<Double>.symEig(): Pair<DoubleTensor, DoubleTensor> =
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@ -127,7 +134,7 @@ public object DoubleLinearOpsTensorAlgebra :
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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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return eig to v
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}
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public fun TensorStructure<Double>.detLU(epsilon: Double = 1e-9): DoubleTensor {
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