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Golub-Kahan SVD algorithm for KMP tensors #499

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grinisrit wants to merge 64 commits from dev into dev
pull from: dev
merge into: kscience:dev
Conversation 1 Commits 64 Files Changed 9 +5 -4
2 changed files with 5 additions and 4 deletions
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4
kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt
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@ -837,7 +837,7 @@ public open class DoubleTensorAlgebra :
return this.svdGolubKahan() return this.svdGolubKahan()
} }
public fun StructureND<Double>.svdGolubKahan(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> { public fun StructureND<Double>.svdGolubKahan(iterations: Int = 30): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
val size = tensor.dimension val size = tensor.dimension
val commonShape = tensor.shape.sliceArray(0 until size - 2) val commonShape = tensor.shape.sliceArray(0 until size - 2)
val (n, m) = tensor.shape.sliceArray(size - 2 until size) val (n, m) = tensor.shape.sliceArray(size - 2 until size)
@ -859,7 +859,7 @@ public open class DoubleTensorAlgebra :
.slice(matrix.bufferStart until matrix.bufferStart + matrixSize) .slice(matrix.bufferStart until matrix.bufferStart + matrixSize)
.toDoubleArray() .toDoubleArray()
) )
curMatrix.as2D().svdGolubKahanHelper(uTensors[index].as2D(), sTensorVectors[index], vTensors[index].as2D()) curMatrix.as2D().svdGolubKahanHelper(uTensors[index].as2D(), sTensorVectors[index], vTensors[index].as2D(), iterations)
} }
return Triple(uTensor.transpose(), sTensor, vTensor) return Triple(uTensor.transpose(), sTensor, vTensor)

5
kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/linUtils.kt
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@ -372,7 +372,8 @@ private fun SIGN(a: Double, b: Double): Double {
else else
return -abs(a) return -abs(a)
} }
internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2D<Double>, w: BufferedTensor<Double>, v: MutableStructure2D<Double>) { internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2D<Double>, w: BufferedTensor<Double>,
v: MutableStructure2D<Double>, iterations: Int) {
val shape = this.shape val shape = this.shape
val m = shape.component1() val m = shape.component1()
val n = shape.component2() val n = shape.component2()
@ -531,7 +532,7 @@ internal fun MutableStructure2D<Double>.svdGolubKahanHelper(u: MutableStructure2
var z = 0.0 var z = 0.0
var x = 0.0 var x = 0.0
for (k in n - 1 downTo 0) { for (k in n - 1 downTo 0) {
for (its in 1 until 30) { for (its in 1 until iterations) {
flag = 1 flag = 1
for (newl in k downTo 0) { for (newl in k downTo 0) {
nm = newl - 1 nm = newl - 1