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v0.3.0-dev-9 #324

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altavir merged 265 commits from dev into master 2021-05-08 17:16:29 +03:00
Conversation 0 Commits 265 Files Changed 182 +20 -30
3 changed files with 20 additions and 30 deletions
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6
kmath-core/api/kmath-core.api
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@ -2645,7 +2645,7 @@ public abstract interface class space/kscience/kmath/tensors/LinearOpsTensorAlge
public abstract fun inv (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
public abstract fun lu (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
public abstract fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
public abstract fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
public abstract fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
public abstract fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
public abstract fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;
}
@ -2794,8 +2794,8 @@ public final class space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebr
public fun lu (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Pair;
public synthetic fun luPivot (Lspace/kscience/kmath/nd/MutableStructureND;Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
public fun luPivot (Lspace/kscience/kmath/tensors/core/DoubleTensor;Lspace/kscience/kmath/tensors/core/IntTensor;)Lkotlin/Triple;
public synthetic fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructureND;
public fun qr (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lspace/kscience/kmath/tensors/core/DoubleTensor;
public synthetic fun qr (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Pair;
public fun qr (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Pair;
public synthetic fun svd (Lspace/kscience/kmath/nd/MutableStructureND;)Lkotlin/Triple;
public fun svd (Lspace/kscience/kmath/tensors/core/DoubleTensor;)Lkotlin/Triple;
public synthetic fun symEig (Lspace/kscience/kmath/nd/MutableStructureND;Z)Lkotlin/Pair;

2
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt
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@ -84,7 +84,7 @@ public class DoubleLinearOpsTensorAlgebra :
val seq = matrixSequence().zip((qTensor.matrixSequence().zip(rTensor.matrixSequence())))
for ((matrix, qr) in seq) {
val (q, r) = qr
qrHelper(matrix.as2D(), q.as2D(), r.as2D())
qrHelper(matrix.asTensor(), q.asTensor(), r.as2D())
}
return Pair(qTensor, rTensor)
}

42
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/linutils.kt
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@ -187,42 +187,32 @@ 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>,
internal inline fun DoubleLinearOpsTensorAlgebra.qrHelper(
matrix: DoubleTensor,
q: DoubleTensor,
r: MutableStructure2D<Double>
) {
//todo check square
val n = matrix.colNum
checkSquareMatrix(matrix.shape)
val n = matrix.shape[0]
val qM = q.as2D()
val matrixT = matrix.transpose(0,1)
val qT = q.transpose(0,1)
for (j in 0 until n) {
val v = matrix.columns[j]
val v = matrixT[j]
val vv = v.as1D()
if (j > 0) {
for (i in 0 until j) {
r[i, j] = q.columns[i].dot(matrix.columns[j])
r[i, j] = qT[i].dot(matrixT[j]).value()
for (k in 0 until n) {
v[k] = v[k] - r[i, j] * q.columns[i][k]
val qTi = qT[i].as1D()
vv[k] = vv[k] - r[i, j] * qTi[k]
}
}
}
r[j, j] = v.l2Norm()
r[j, j] = DoubleAnalyticTensorAlgebra { v.dot(v).sqrt().value() }
for (i in 0 until n) {
q[i, j] = v[i] / r[j, j]
qM[i, j] = vv[i] / r[j, j]
}
}
}