v0.3.0-dev-9 #324
@ -93,7 +93,7 @@ public class DoubleLinearOpsTensorAlgebra :
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override fun DoubleTensor.svd(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
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override fun DoubleTensor.svd(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
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val size = this.shape.size
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val size = this.linearStructure.dim
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val commonShape = this.shape.sliceArray(0 until size - 2)
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val commonShape = this.shape.sliceArray(0 until size - 2)
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val (n, m) = this.shape.sliceArray(size - 2 until size)
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val (n, m) = this.shape.sliceArray(size - 2 until size)
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val resU = zeros(commonShape + intArrayOf(min(n, m), n))
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val resU = zeros(commonShape + intArrayOf(min(n, m), n))
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@ -109,11 +109,11 @@ public class DoubleLinearOpsTensorAlgebra :
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)
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)
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svdHelper(curMatrix, USV, m, n)
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svdHelper(curMatrix, USV, m, n)
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}
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}
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return Triple(resU.transpose(size - 2, size - 1), resS, resV)
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return Triple(resU.transpose(), resS, resV.transpose())
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}
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}
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override fun DoubleTensor.symEig(eigenvectors: Boolean): Pair<DoubleTensor, DoubleTensor> {
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override fun DoubleTensor.symEig(eigenvectors: Boolean): Pair<DoubleTensor, DoubleTensor> {
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TODO("ANDREI")
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TODO()
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}
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}
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public fun DoubleTensor.detLU(): DoubleTensor {
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public fun DoubleTensor.detLU(): DoubleTensor {
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@ -339,19 +339,12 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double, Dou
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)
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)
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}
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}
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public fun DoubleTensor.contentEquals(other: DoubleTensor, delta: Double = 1e-5): Boolean {
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return this.contentEquals(other) { x, y -> abs(x - y) < delta }
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}
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public fun DoubleTensor.eq(other: DoubleTensor, delta: Double): Boolean {
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public fun DoubleTensor.eq(other: DoubleTensor, delta: Double): Boolean {
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return this.eq(other) { x, y -> abs(x - y) < delta }
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return this.eq(other) { x, y -> abs(x - y) < delta }
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}
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}
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public fun DoubleTensor.eq(other: DoubleTensor): Boolean = this.eq(other, 1e-5)
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public fun DoubleTensor.eq(other: DoubleTensor): Boolean = this.eq(other, 1e-5)
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public fun DoubleTensor.contentEquals(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean =
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this.eq(other, eqFunction)
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private fun DoubleTensor.eq(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean {
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private fun DoubleTensor.eq(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean {
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checkShapesCompatible(this, other)
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checkShapesCompatible(this, other)
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val n = this.linearStructure.size
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val n = this.linearStructure.size
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@ -57,3 +57,4 @@ internal inline fun <T, TensorType : TensorStructure<T>,
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"Tensor must be batches of square matrices, but they are ${shape[n - 1]} by ${shape[n - 1]} matrices"
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"Tensor must be batches of square matrices, but they are ${shape[n - 1]} by ${shape[n - 1]} matrices"
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}
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}
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}
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}
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@ -20,15 +20,17 @@ class TestDoubleLinearOpsTensorAlgebra {
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)
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)
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)
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)
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val expectedShape = intArrayOf(2, 1)
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val expectedTensor = fromArray(
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val expectedBuffer = doubleArrayOf(
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intArrayOf(2, 1),
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doubleArrayOf(
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-1.0,
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-1.0,
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-7.0
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-7.0
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)
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)
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)
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val detTensor = tensor.detLU()
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val detTensor = tensor.detLU()
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assertTrue { detTensor.shape contentEquals expectedShape }
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assertTrue(detTensor.eq(expectedTensor))
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assertTrue { detTensor.buffer.array().epsEqual(expectedBuffer) }
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}
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}
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@Test
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@Test
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@ -43,17 +45,17 @@ class TestDoubleLinearOpsTensorAlgebra {
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)
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)
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)
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)
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val expectedShape = intArrayOf(2, 2, 2)
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val expectedTensor = fromArray(
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val expectedBuffer = doubleArrayOf(
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intArrayOf(2, 2, 2), doubleArrayOf(
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1.0, 0.0,
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1.0, 0.0,
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0.0, 0.5,
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0.0, 0.5,
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0.0, 1.0,
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0.0, 1.0,
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1.0, -1.0
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1.0, -1.0
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)
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)
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)
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val invTensor = tensor.invLU()
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val invTensor = tensor.invLU()
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assertTrue { invTensor.shape contentEquals expectedShape }
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assertTrue(invTensor.eq(expectedTensor))
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assertTrue { invTensor.buffer.array().epsEqual(expectedBuffer) }
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}
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}
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@Test
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@Test
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@ -80,7 +82,7 @@ class TestDoubleLinearOpsTensorAlgebra {
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assertTrue { q.shape contentEquals shape }
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assertTrue { q.shape contentEquals shape }
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assertTrue { r.shape contentEquals shape }
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assertTrue { r.shape contentEquals shape }
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assertTrue { q.dot(r).buffer.array().epsEqual(buffer) }
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assertTrue((q dot r).eq(tensor))
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//todo check orthogonality/upper triang.
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//todo check orthogonality/upper triang.
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}
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}
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@ -106,7 +108,7 @@ class TestDoubleLinearOpsTensorAlgebra {
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assertTrue { l.shape contentEquals shape }
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assertTrue { l.shape contentEquals shape }
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assertTrue { u.shape contentEquals shape }
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assertTrue { u.shape contentEquals shape }
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assertTrue { p.dot(tensor).buffer.array().epsEqual(l.dot(u).buffer.array()) }
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assertTrue((p dot tensor).eq(l dot u))
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}
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}
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@Test
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@Test
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@ -116,8 +118,8 @@ class TestDoubleLinearOpsTensorAlgebra {
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val res = svd1d(tensor2)
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val res = svd1d(tensor2)
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assertTrue(res.shape contentEquals intArrayOf(2))
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assertTrue(res.shape contentEquals intArrayOf(2))
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assertTrue { abs(abs(res.buffer.array()[res.bufferStart]) - 0.386) < 0.01}
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assertTrue { abs(abs(res.buffer.array()[res.bufferStart]) - 0.386) < 0.01 }
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assertTrue { abs(abs(res.buffer.array()[res.bufferStart + 1]) - 0.922) < 0.01}
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assertTrue { abs(abs(res.buffer.array()[res.bufferStart + 1]) - 0.922) < 0.01 }
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}
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}
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@Test
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@Test
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@ -130,11 +132,12 @@ class TestDoubleLinearOpsTensorAlgebra {
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fun testBatchedSVD() = DoubleLinearOpsTensorAlgebra {
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fun testBatchedSVD() = DoubleLinearOpsTensorAlgebra {
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val tensor = randNormal(intArrayOf(1, 15, 4, 7, 5, 3), 0)
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val tensor = randNormal(intArrayOf(1, 15, 4, 7, 5, 3), 0)
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val (tensorU, tensorS, tensorV) = tensor.svd()
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val (tensorU, tensorS, tensorV) = tensor.svd()
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val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV)
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val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
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assertTrue(tensor.eq(tensorSVD))
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assertTrue(tensor.eq(tensorSVD))
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}
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}
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@Test @Ignore
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@Test
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@Ignore
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fun testBatchedSymEig() = DoubleLinearOpsTensorAlgebra {
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fun testBatchedSymEig() = DoubleLinearOpsTensorAlgebra {
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val tensor = randNormal(shape = intArrayOf(5, 2, 2), 0)
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val tensor = randNormal(shape = intArrayOf(5, 2, 2), 0)
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val tensorSigma = tensor + tensor.transpose(1, 2)
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val tensorSigma = tensor + tensor.transpose(1, 2)
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@ -146,31 +149,17 @@ class TestDoubleLinearOpsTensorAlgebra {
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}
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}
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private inline fun Double.epsEqual(other: Double, eps: Double = 1e-5): Boolean {
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return abs(this - other) < eps
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}
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private inline fun DoubleArray.epsEqual(other: DoubleArray, eps: Double = 1e-5): Boolean {
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for ((elem1, elem2) in this.asSequence().zip(other.asSequence())) {
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if (abs(elem1 - elem2) > eps) {
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return false
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}
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}
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return true
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}
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private inline fun DoubleLinearOpsTensorAlgebra.testSVDFor(tensor: DoubleTensor, epsilon: Double = 1e-10): Unit {
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private inline fun DoubleLinearOpsTensorAlgebra.testSVDFor(tensor: DoubleTensor, epsilon: Double = 1e-10): Unit {
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val svd = tensor.svd()
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val svd = tensor.svd()
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val tensorSVD = svd.first
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val tensorSVD = svd.first
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.dot(
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.dot(
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diagonalEmbedding(svd.second, 0, 0, 1)
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diagonalEmbedding(svd.second)
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.dot(svd.third.transpose(0, 1))
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.dot(svd.third.transpose())
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)
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)
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for ((x1, x2) in tensor.buffer.array() zip tensorSVD.buffer.array()) {
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assertTrue(tensor.eq(tensorSVD, epsilon))
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assertTrue { abs(x1 - x2) < epsilon }
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}
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}
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}
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