fix bugs in svd

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt

@@ -96,14 +96,20 @@ public class DoubleLinearOpsTensorAlgebra :
         val size = this.shape.size
         val commonShape = this.shape.sliceArray(0 until size - 2)
         val (n, m) = this.shape.sliceArray(size - 2 until size)
-        val resU = zeros(commonShape + intArrayOf(n, min(n, m)))
+        val resU = zeros(commonShape + intArrayOf(min(n, m), n))
         val resS = zeros(commonShape + intArrayOf(min(n, m)))
         val resV = zeros(commonShape + intArrayOf(min(n, m), m))
 
         for ((matrix, USV) in this.matrixSequence()
-            .zip(resU.matrixSequence().zip(resS.vectorSequence().zip(resV.matrixSequence()))))
+            .zip(resU.matrixSequence().zip(resS.vectorSequence().zip(resV.matrixSequence())))) {
-            svdHelper(matrix.asTensor(), USV, m, n)
+            val size = matrix.shape.reduce { acc, i -> acc * i }
-        return Triple(resU, resS, resV.transpose(size - 2, size - 1))
+            val curMatrix = DoubleTensor(
+                matrix.shape,
+                matrix.buffer.array().slice(matrix.bufferStart until matrix.bufferStart + size).toDoubleArray()
+            )
+            svdHelper(curMatrix, USV, m, n)
+        }
+        return Triple(resU.transpose(size - 2, size - 1), resS, resV)
     }
 
     override fun DoubleTensor.symEig(eigenvectors: Boolean): Pair<DoubleTensor, DoubleTensor> {

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/linutils.kt

@@ -225,10 +225,10 @@ internal inline fun DoubleLinearOpsTensorAlgebra.svd1d(a: DoubleTensor, epsilon:
     val b: DoubleTensor
     if (n > m) {
         b = a.transpose(0, 1).dot(a)
-        v = DoubleTensor(intArrayOf(m), getRandomNormals(m, 0))
+        v = DoubleTensor(intArrayOf(m), getRandomUnitVector(m, 0))
     } else {
         b = a.dot(a.transpose(0, 1))
-        v = DoubleTensor(intArrayOf(n), getRandomNormals(n, 0))
+        v = DoubleTensor(intArrayOf(n), getRandomUnitVector(n, 0))
     }
 
     var lastV: DoubleTensor
@@ -284,7 +284,13 @@ internal inline fun DoubleLinearOpsTensorAlgebra.svdHelper(
     val s = res.map { it.first }.toDoubleArray()
     val uBuffer = res.map { it.second }.flatMap { it.buffer.array().toList() }.toDoubleArray()
     val vBuffer = res.map { it.third }.flatMap { it.buffer.array().toList() }.toDoubleArray()
-    uBuffer.copyInto(matrixU.buffer.array())
+    for (i in uBuffer.indices) {
-    s.copyInto(matrixS.buffer.array())
+        matrixU.buffer.array()[matrixU.bufferStart + i] = uBuffer[i]
-    vBuffer.copyInto(matrixV.buffer.array())
+    }
+    for (i in s.indices) {
+        matrixS.buffer.array()[matrixS.bufferStart + i] = s[i]
+    }
+    for (i in vBuffer.indices) {
+        matrixV.buffer.array()[matrixV.bufferStart + i] = vBuffer[i]
+    }
 }

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/utils.kt

@@ -3,6 +3,7 @@ package space.kscience.kmath.tensors.core
 import space.kscience.kmath.samplers.GaussianSampler
 import space.kscience.kmath.stat.RandomGenerator
 import space.kscience.kmath.structures.*
+import kotlin.math.sqrt
 
 /**
  * Returns a reference to [IntArray] containing all of the elements of this [Buffer].
@@ -42,6 +43,12 @@ internal inline fun getRandomNormals(n: Int, seed: Long): DoubleArray {
     return distribution.sample(generator).nextBufferBlocking(n).toDoubleArray()
 }
 
+internal inline fun getRandomUnitVector(n: Int, seed: Long): DoubleArray {
+    val unnorm = getRandomNormals(n, seed)
+    val norm = sqrt(unnorm.map { it * it }.sum())
+    return unnorm.map { it / norm }.toDoubleArray()
+}
+
 internal inline fun minusIndexFrom(n: Int, i: Int) : Int = if (i >= 0) i else {
     val ii = n + i
     check(ii >= 0) {

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleLinearOpsAlgebra.kt

@@ -126,9 +126,9 @@ class TestDoubleLinearOpsTensorAlgebra {
         testSVDFor(fromArray(intArrayOf(2, 2), doubleArrayOf(-1.0, 0.0, 239.0, 238.0)))
     }
 
-    @Test @Ignore
+    @Test
     fun testBatchedSVD() = DoubleLinearOpsTensorAlgebra {
-        val tensor = randNormal(intArrayOf(7, 5, 3), 0)
+        val tensor = randNormal(intArrayOf(1, 15, 4, 7, 5, 3), 0)
         val (tensorU, tensorS, tensorV) = tensor.svd()
         val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV)
         assertTrue(tensor.eq(tensorSVD))