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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
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1 changed files with 11 additions and 3 deletions
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kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/linUtils.kt
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@ -308,6 +308,14 @@ internal fun DoubleTensorAlgebra.svdPowerMethodHelper(
val res = ArrayList<Triple<Double, DoubleTensor, DoubleTensor>>(0)
val (matrixU, matrixS, matrixV) = USV
val matrixUStart = matrixU.bufferStart
val matrixSStart = matrixS.bufferStart
val matrixVStart = matrixV.bufferStart
val matrixUBuffer = matrixU.mutableBuffer
val matrixSBuffer = matrixS.mutableBuffer
val matrixVBuffer = matrixV.mutableBuffer
for (k in 0 until min(n, m)) {
var a = matrix.copy()
for ((singularValue, u, v) in res.slice(0 until k)) {
@ -341,13 +349,13 @@ internal fun DoubleTensorAlgebra.svdPowerMethodHelper(
val uBuffer = res.map { it.second }.flatMap { it.mutableBuffer.array().toList() }.toDoubleArray()
val vBuffer = res.map { it.third }.flatMap { it.mutableBuffer.array().toList() }.toDoubleArray()
for (i in uBuffer.indices) {
matrixU.mutableBuffer.array()[matrixU.bufferStart + i] = uBuffer[i]
matrixUBuffer[matrixUStart + i] = uBuffer[i]
}
for (i in s.indices) {
matrixS.mutableBuffer.array()[matrixS.bufferStart + i] = s[i]
matrixSBuffer[matrixSStart + i] = s[i]
}
for (i in vBuffer.indices) {
matrixV.mutableBuffer.array()[matrixV.bufferStart + i] = vBuffer[i]
matrixVBuffer[matrixVStart + i] = vBuffer[i]
}
}