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This commit is contained in:
Roland Grinis 2021-03-30 13:14:09 +01:00
parent 97f148c175
commit 370bab462c
2 changed files with 40 additions and 40 deletions
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40
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt
View File

@ -77,46 +77,6 @@ public class DoubleLinearOpsTensorAlgebra :
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> {
checkSquareMatrix(shape)
val qTensor = zeroesLike()

40
kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/linutils.kt
View File

@ -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]
}
}
}