KMP library for tensors #300

Merged
grinisrit merged 215 commits from feature/tensor-algebra into dev 2021-05-08 09:48:04 +03:00
2 changed files with 40 additions and 40 deletions
Showing only changes of commit 370bab462c - Show all commits

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@ -77,46 +77,6 @@ public class DoubleLinearOpsTensorAlgebra :
return lTensor return lTensor
} }
private fun MutableStructure1D<Double>.dot(other: MutableStructure1D<Double>): Double {
var res = 0.0
for (i in 0 until size) {
res += this[i] * other[i]
}
return res
}
private fun MutableStructure1D<Double>.l2Norm(): Double {
var squareSum = 0.0
for (i in 0 until size) {
squareSum += this[i] * this[i]
}
return sqrt(squareSum)
}
fun qrHelper(
matrix: MutableStructure2D<Double>,
q: MutableStructure2D<Double>,
r: MutableStructure2D<Double>
) {
//todo check square
val n = matrix.colNum
for (j in 0 until n) {
val v = matrix.columns[j]
if (j > 0) {
for (i in 0 until j) {
r[i, j] = q.columns[i].dot(matrix.columns[j])
for (k in 0 until n) {
v[k] = v[k] - r[i, j] * q.columns[i][k]
}
}
}
r[j, j] = v.l2Norm()
for (i in 0 until n) {
q[i, j] = v[i] / r[j, j]
}
}
}
override fun DoubleTensor.qr(): Pair<DoubleTensor, DoubleTensor> { override fun DoubleTensor.qr(): Pair<DoubleTensor, DoubleTensor> {
checkSquareMatrix(shape) checkSquareMatrix(shape)
val qTensor = zeroesLike() val qTensor = zeroesLike()

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@ -186,3 +186,43 @@ internal inline fun luMatrixInv(
} }
} }
} }
internal inline fun MutableStructure1D<Double>.dot(other: MutableStructure1D<Double>): Double {
var res = 0.0
for (i in 0 until size) {
res += this[i] * other[i]
}
return res
}
internal inline fun MutableStructure1D<Double>.l2Norm(): Double {
var squareSum = 0.0
for (i in 0 until size) {
squareSum += this[i] * this[i]
}
return sqrt(squareSum)
}
internal inline fun qrHelper(
matrix: MutableStructure2D<Double>,
q: MutableStructure2D<Double>,
r: MutableStructure2D<Double>
) {
//todo check square
val n = matrix.colNum
for (j in 0 until n) {
val v = matrix.columns[j]
if (j > 0) {
for (i in 0 until j) {
r[i, j] = q.columns[i].dot(matrix.columns[j])
for (k in 0 until n) {
v[k] = v[k] - r[i, j] * q.columns[i][k]
}
}
}
r[j, j] = v.l2Norm()
for (i in 0 until n) {
q[i, j] = v[i] / r[j, j]
}
}
}