diff --git a/README.md b/README.md index 773eb6398..19c59e79e 100644 --- a/README.md +++ b/README.md @@ -230,6 +230,18 @@ One can still use generic algebras though. > **Maturity**: EXPERIMENTAL
+* ### [kmath-tensors](kmath-tensors) +> +> +> **Maturity**: PROTOTYPE +> +> **Features:** +> - [tensor algebra](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt) : Basic linear algebra operations on tensors (plus, dot, etc.) +> - [tensor algebra with broadcasting](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt) : Basic linear algebra operations implemented with broadcasting. +> - [linear algebra operations](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt) : Advanced linear algebra operations like LU decomposition, SVD, etc. + +
+ * ### [kmath-viktor](kmath-viktor) > > diff --git a/kmath-tensors/README.md b/kmath-tensors/README.md new file mode 100644 index 000000000..3b82829f0 --- /dev/null +++ b/kmath-tensors/README.md @@ -0,0 +1,37 @@ +# Module kmath-tensors + +Common linear algebra operations on tensors. + + - [tensor algebra](src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt) : Basic linear algebra operations on tensors (plus, dot, etc.) + - [tensor algebra with broadcasting](src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt) : Basic linear algebra operations implemented with broadcasting. + - [linear algebra operations](src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt) : Advanced linear algebra operations like LU decomposition, SVD, etc. + + +## Artifact: + +The Maven coordinates of this project are `space.kscience:kmath-tensors:0.3.0-dev-7`. + +**Gradle:** +```gradle +repositories { + maven { url 'https://repo.kotlin.link' } + maven { url 'https://dl.bintray.com/hotkeytlt/maven' } + maven { url "https://dl.bintray.com/kotlin/kotlin-eap" } // include for builds based on kotlin-eap +} + +dependencies { + implementation 'space.kscience:kmath-tensors:0.3.0-dev-7' +} +``` +**Gradle Kotlin DSL:** +```kotlin +repositories { + maven("https://repo.kotlin.link") + maven("https://dl.bintray.com/kotlin/kotlin-eap") // include for builds based on kotlin-eap + maven("https://dl.bintray.com/hotkeytlt/maven") // required for a +} + +dependencies { + implementation("space.kscience:kmath-tensors:0.3.0-dev-7") +} +``` diff --git a/kmath-tensors/build.gradle.kts b/kmath-tensors/build.gradle.kts index 8e823416b..af5116022 100644 --- a/kmath-tensors/build.gradle.kts +++ b/kmath-tensors/build.gradle.kts @@ -11,6 +11,30 @@ kotlin.sourceSets { } } +tasks.dokkaHtml { + dependsOn(tasks.build) +} + readme { - maturity = ru.mipt.npm.gradle.Maturity.EXPERIMENTAL + maturity = ru.mipt.npm.gradle.Maturity.PROTOTYPE + propertyByTemplate("artifact", rootProject.file("docs/templates/ARTIFACT-TEMPLATE.md")) + + feature( + id = "tensor algebra", + description = "Basic linear algebra operations on tensors (plus, dot, etc.)", + ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt" + ) + + feature( + id = "tensor algebra with broadcasting", + description = "Basic linear algebra operations implemented with broadcasting.", + ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt" + ) + + feature( + id = "linear algebra operations", + description = "Advanced linear algebra operations like LU decomposition, SVD, etc.", + ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt" + ) + } \ No newline at end of file diff --git a/kmath-tensors/docs/README-TEMPLATE.md b/kmath-tensors/docs/README-TEMPLATE.md new file mode 100644 index 000000000..5fd968afd --- /dev/null +++ b/kmath-tensors/docs/README-TEMPLATE.md @@ -0,0 +1,7 @@ +# Module kmath-tensors + +Common linear algebra operations on tensors. + +${features} + +${artifact} diff --git a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt index 5cd48ca78..aa10ae49b 100644 --- a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt +++ b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt @@ -5,33 +5,99 @@ package space.kscience.kmath.tensors.api - +/** + * Common linear algebra operations. Operates on [TensorStructure]. + * + * @param T the type of items in the tensors. + */ public interface LinearOpsTensorAlgebra : TensorPartialDivisionAlgebra { - //https://pytorch.org/docs/stable/linalg.html#torch.linalg.det + /** + * Computes the determinant of a square matrix input, or of each square matrix in a batched input. + * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.det + * + * @return the determinant. + */ public fun TensorStructure.det(): TensorStructure - //https://pytorch.org/docs/stable/linalg.html#torch.linalg.inv + /** + * Computes the multiplicative inverse matrix of a square matrix input, or of each square matrix in a batched input. + * Given a square matrix `a`, return the matrix `aInv` satisfying + * ``a.dot(aInv) = aInv.dot(a) = eye(a.shape[0])``. + * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.inv + * + * @return the multiplicative inverse of a matrix. + */ public fun TensorStructure.inv(): TensorStructure - //https://pytorch.org/docs/stable/linalg.html#torch.linalg.cholesky + /** + * Cholesky decomposition. + * + * Computes the Cholesky decomposition of a Hermitian (or symmetric for real-valued matrices) + * positive-definite matrix or the Cholesky decompositions for a batch of such matrices. + * Each decomposition has the form: + * Given a tensor `input`, return the tensor `L` satisfying ``input = L * L.H``, + * where L is a lower-triangular matrix and L.H is the conjugate transpose of L, + * which is just a transpose for the case of real-valued input matrices. + * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.cholesky + * + * @return the batch of L matrices. + */ public fun TensorStructure.cholesky(): TensorStructure - //https://pytorch.org/docs/stable/linalg.html#torch.linalg.qr + /** + * QR decomposition. + * + * Computes the QR decomposition of a matrix or a batch of matrices, and returns a pair `(Q, R)` of tensors. + * Given a tensor `input`, return tensors (Q, R) satisfying ``input = Q * R``, + * with `Q` being an orthogonal matrix or batch of orthogonal matrices + * and `R` being an upper triangular matrix or batch of upper triangular matrices. + * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.qr + * + * @return pair of Q and R tensors. + */ public fun TensorStructure.qr(): Pair, TensorStructure> - //https://pytorch.org/docs/stable/generated/torch.lu.html + /** + * TODO('Andrew') + * For more information: https://pytorch.org/docs/stable/generated/torch.lu.html + * + * @return ... + */ public fun TensorStructure.lu(): Pair, TensorStructure> - //https://pytorch.org/docs/stable/generated/torch.lu_unpack.html + /** + * TODO('Andrew') + * For more information: https://pytorch.org/docs/stable/generated/torch.lu_unpack.html + * + * @param luTensor ... + * @param pivotsTensor ... + * @return ... + */ public fun luPivot(luTensor: TensorStructure, pivotsTensor: TensorStructure): Triple, TensorStructure, TensorStructure> - //https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd + /** + * Singular Value Decomposition. + * + * Computes the singular value decomposition of either a matrix or batch of matrices `input`. + * The singular value decomposition is represented as a triple `(U, S, V)`, + * such that ``input = U.dot(diagonalEmbedding(S).dot(V.T))``. + * If input is a batch of tensors, then U, S, and Vh are also batched with the same batch dimensions as input. + * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd + * + * @return the determinant. + */ public fun TensorStructure.svd(): Triple, TensorStructure, TensorStructure> - //https://pytorch.org/docs/stable/generated/torch.symeig.html + /** + * Returns eigenvalues and eigenvectors of a real symmetric matrix input or a batch of real symmetric matrices, + * represented by a pair (eigenvalues, eigenvectors). + * For more information: https://pytorch.org/docs/stable/generated/torch.symeig.html + * + * @return a pair (eigenvalues, eigenvectors) + */ public fun TensorStructure.symEig(): Pair, TensorStructure> } \ No newline at end of file diff --git a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt index c1657d916..62d4a1b89 100644 --- a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt +++ b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt @@ -5,44 +5,243 @@ package space.kscience.kmath.tensors.api -// https://proofwiki.org/wiki/Definition:Algebra_over_Ring +/** + * Basic linear algebra operations on [TensorStructure]. + * For more information: https://proofwiki.org/wiki/Definition:Algebra_over_Ring + * + * @param T the type of items in the tensors. + */ public interface TensorAlgebra { + /** + * Returns a single tensor value of unit dimension. The tensor shape must be equal to [1]. + * + * @return the value of a scalar tensor. + */ public fun TensorStructure.value(): T + /** + * Each element of the tensor [other] is added to this value. + * The resulting tensor is returned. + * + * @param other tensor to be added. + * @return the sum of this value and tensor [other]. + */ public operator fun T.plus(other: TensorStructure): TensorStructure + + /** + * Adds the scalar [value] to each element of this tensor and returns a new resulting tensor. + * + * @param value the number to be added to each element of this tensor. + * @return the sum of this tensor and [value]. + */ public operator fun TensorStructure.plus(value: T): TensorStructure + + /** + * Each element of the tensor [other] is added to each element of this tensor. + * The resulting tensor is returned. + * + * @param other tensor to be added. + * @return the sum of this tensor and [other]. + */ public operator fun TensorStructure.plus(other: TensorStructure): TensorStructure + + /** + * Adds the scalar [value] to each element of this tensor. + * + * @param value the number to be added to each element of this tensor. + */ public operator fun TensorStructure.plusAssign(value: T): Unit + + /** + * Each element of the tensor [other] is added to each element of this tensor. + * + * @param other tensor to be added. + */ public operator fun TensorStructure.plusAssign(other: TensorStructure): Unit + + /** + * Each element of the tensor [other] is subtracted from this value. + * The resulting tensor is returned. + * + * @param other tensor to be subtracted. + * @return the difference between this value and tensor [other]. + */ public operator fun T.minus(other: TensorStructure): TensorStructure + + /** + * Subtracts the scalar [value] from each element of this tensor and returns a new resulting tensor. + * + * @param value the number to be subtracted from each element of this tensor. + * @return the difference between this tensor and [value]. + */ public operator fun TensorStructure.minus(value: T): TensorStructure + + /** + * Each element of the tensor [other] is subtracted from each element of this tensor. + * The resulting tensor is returned. + * + * @param other tensor to be subtracted. + * @return the difference between this tensor and [other]. + */ public operator fun TensorStructure.minus(other: TensorStructure): TensorStructure + + /** + * Subtracts the scalar [value] from each element of this tensor. + * + * @param value the number to be subtracted from each element of this tensor. + */ public operator fun TensorStructure.minusAssign(value: T): Unit + + /** + * Each element of the tensor [other] is subtracted from each element of this tensor. + * + * @param other tensor to be subtracted. + */ public operator fun TensorStructure.minusAssign(other: TensorStructure): Unit + + /** + * Each element of the tensor [other] is multiplied by this value. + * The resulting tensor is returned. + * + * @param other tensor to be multiplied. + * @return the product of this value and tensor [other]. + */ public operator fun T.times(other: TensorStructure): TensorStructure + + /** + * Multiplies the scalar [value] by each element of this tensor and returns a new resulting tensor. + * + * @param value the number to be multiplied by each element of this tensor. + * @return the product of this tensor and [value]. + */ public operator fun TensorStructure.times(value: T): TensorStructure + + /** + * Each element of the tensor [other] is multiplied by each element of this tensor. + * The resulting tensor is returned. + * + * @param other tensor to be multiplied. + * @return the product of this tensor and [other]. + */ public operator fun TensorStructure.times(other: TensorStructure): TensorStructure + + /** + * Multiplies the scalar [value] by each element of this tensor. + * + * @param value the number to be multiplied by each element of this tensor. + */ public operator fun TensorStructure.timesAssign(value: T): Unit + + /** + * Each element of the tensor [other] is multiplied by each element of this tensor. + * + * @param other tensor to be multiplied. + */ public operator fun TensorStructure.timesAssign(other: TensorStructure): Unit + + /** + * Numerical negative, element-wise. + * + * @return tensor negation of the original tensor. + */ public operator fun TensorStructure.unaryMinus(): TensorStructure - //https://pytorch.org/cppdocs/notes/tensor_indexing.html + /** + * Returns the tensor at index i + * For more information: https://pytorch.org/cppdocs/notes/tensor_indexing.html + * + * @param i index of the extractable tensor + * @return subtensor of the original tensor with index [i] + */ public operator fun TensorStructure.get(i: Int): TensorStructure - //https://pytorch.org/docs/stable/generated/torch.transpose.html + /** + * Returns a tensor that is a transposed version of this tensor. The given dimensions [i] and [j] are swapped. + * For more information: https://pytorch.org/docs/stable/generated/torch.transpose.html + * + * @param i the first dimension to be transposed + * @param j the second dimension to be transposed + * @return transposed tensor + */ public fun TensorStructure.transpose(i: Int = -2, j: Int = -1): TensorStructure - //https://pytorch.org/docs/stable/tensor_view.html + /** + * Returns a new tensor with the same data as the self tensor but of a different shape. + * The returned tensor shares the same data and must have the same number of elements, but may have a different size + * For more information: https://pytorch.org/docs/stable/tensor_view.html + * + * @param shape the desired size + * @return tensor with new shape + */ public fun TensorStructure.view(shape: IntArray): TensorStructure + + /** + * View this tensor as the same size as [other]. + * ``this.viewAs(other) is equivalent to this.view(other.shape)``. + * For more information: https://pytorch.org/cppdocs/notes/tensor_indexing.html + * + * @param other the result tensor has the same size as other. + * @return the result tensor with the same size as other. + */ public fun TensorStructure.viewAs(other: TensorStructure): TensorStructure - //https://pytorch.org/docs/stable/generated/torch.matmul.html + /** + * Matrix product of two tensors. + * + * The behavior depends on the dimensionality of the tensors as follows: + * 1. If both tensors are 1-dimensional, the dot product (scalar) is returned. + * + * 2. If both arguments are 2-dimensional, the matrix-matrix product is returned. + * + * 3. If the first argument is 1-dimensional and the second argument is 2-dimensional, + * a 1 is prepended to its dimension for the purpose of the matrix multiply. + * After the matrix multiply, the prepended dimension is removed. + * + * 4. If the first argument is 2-dimensional and the second argument is 1-dimensional, + * the matrix-vector product is returned. + * + * 5. If both arguments are at least 1-dimensional and at least one argument is N-dimensional (where N > 2), + * then a batched matrix multiply is returned. If the first argument is 1-dimensional, + * a 1 is prepended to its dimension for the purpose of the batched matrix multiply and removed after. + * If the second argument is 1-dimensional, a 1 is appended to its dimension for the purpose of the batched matrix + * multiple and removed after. + * The non-matrix (i.e. batch) dimensions are broadcasted (and thus must be broadcastable). + * For example, if `input` is a (j × 1 × n × n) tensor and `other` is a + * (k × n × n) tensor, out will be a (j × k × n × n) tensor. + * + * For more information: https://pytorch.org/docs/stable/generated/torch.matmul.html + * + * @param other tensor to be multiplied + * @return mathematical product of two tensors + */ public infix fun TensorStructure.dot(other: TensorStructure): TensorStructure - //https://pytorch.org/docs/stable/generated/torch.diag_embed.html + /** + * Creates a tensor whose diagonals of certain 2D planes (specified by [dim1] and [dim2]) + * are filled by [diagonalEntries]. + * To facilitate creating batched diagonal matrices, + * the 2D planes formed by the last two dimensions of the returned tensor are chosen by default. + * + * The argument [offset] controls which diagonal to consider: + * 1. If [offset] = 0, it is the main diagonal. + * 1. If [offset] > 0, it is above the main diagonal. + * 1. If [offset] < 0, it is below the main diagonal. + * + * The size of the new matrix will be calculated + * to make the specified diagonal of the size of the last input dimension. + * For more information: https://pytorch.org/docs/stable/generated/torch.diag_embed.html + * + * @param diagonalEntries the input tensor. Must be at least 1-dimensional. + * @param offset which diagonal to consider. Default: 0 (main diagonal). + * @param dim1 first dimension with respect to which to take diagonal. Default: -2. + * @param dim2 second dimension with respect to which to take diagonal. Default: -1. + * + * @return tensor whose diagonals of certain 2D planes (specified by [dim1] and [dim2]) + * are filled by [diagonalEntries] + */ public fun diagonalEmbedding( diagonalEntries: TensorStructure, offset: Int = 0, diff --git a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt index 1b00197ff..a49d9ab29 100644 --- a/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt +++ b/kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt @@ -10,6 +10,10 @@ import space.kscience.kmath.tensors.core.* import space.kscience.kmath.tensors.core.broadcastTensors import space.kscience.kmath.tensors.core.broadcastTo +/** + * Basic linear algebra operations implemented with broadcasting. + * For more information: https://pytorch.org/docs/stable/notes/broadcasting.html + */ public class BroadcastDoubleTensorAlgebra : DoubleTensorAlgebra() { override fun TensorStructure.plus(other: TensorStructure): DoubleTensor {