diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/LinearOpsTensorAlgebra.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/LinearOpsTensorAlgebra.kt index 94176564c..c4fa3e0a8 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/LinearOpsTensorAlgebra.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/LinearOpsTensorAlgebra.kt @@ -14,10 +14,10 @@ public interface LinearOpsTensorAlgebra, Inde public fun TensorType.qr(): TensorType //https://pytorch.org/docs/stable/generated/torch.lu.html - public fun TensorType.lu(): Pair + public fun TensorType.lu(tol: T): Pair //https://pytorch.org/docs/stable/generated/torch.lu_unpack.html - public fun luPivot(lu: TensorType, pivots: IndexTensorType): Triple + public fun luPivot(luTensor: TensorType, pivotsTensor: IndexTensorType): Triple //https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd public fun TensorType.svd(): Triple diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/TensorAlgebra.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/TensorAlgebra.kt index e41b7546c..8be0dc149 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/TensorAlgebra.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/TensorAlgebra.kt @@ -3,6 +3,11 @@ package space.kscience.kmath.tensors // https://proofwiki.org/wiki/Definition:Algebra_over_Ring public interface TensorAlgebra> { + public fun TensorType.map(transform: (T) -> T): TensorType + + public fun TensorType.eq(other: TensorType, eqFunction: (T, T) -> Boolean): Boolean + public fun TensorType.contentEquals(other: TensorType, eqFunction: (T, T) -> Boolean): Boolean + //https://pytorch.org/docs/stable/generated/torch.full.html public fun full(value: T, shape: IntArray): TensorType diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt index 5a0fc6c75..ca9168c91 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt @@ -5,6 +5,7 @@ import space.kscience.kmath.nd.* import space.kscience.kmath.structures.* import space.kscience.kmath.tensors.TensorStrides import space.kscience.kmath.tensors.TensorStructure +import kotlin.math.atanh public open class BufferedTensor( diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleAnalyticTensorAlgebra.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleAnalyticTensorAlgebra.kt index 8a579b7da..1eb4c3b63 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleAnalyticTensorAlgebra.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleAnalyticTensorAlgebra.kt @@ -7,77 +7,40 @@ public class DoubleAnalyticTensorAlgebra: AnalyticTensorAlgebra, DoubleOrderedTensorAlgebra() { - override fun DoubleTensor.exp(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.exp(): DoubleTensor = this.map(::exp) - override fun DoubleTensor.log(): DoubleTensor { - TODO("Not yet implemented") - } + // todo log with other base???? + override fun DoubleTensor.log(): DoubleTensor = this.map(::ln) - override fun DoubleTensor.sqrt(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.sqrt(): DoubleTensor = this.map(::sqrt) - override fun DoubleTensor.cos(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.cos(): DoubleTensor = this.map(::cos) - override fun DoubleTensor.acos(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.acos(): DoubleTensor = this.map(::acos) - override fun DoubleTensor.cosh(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.cosh(): DoubleTensor = this.map(::cosh) - override fun DoubleTensor.acosh(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.acosh(): DoubleTensor = this.map(::acosh) - override fun DoubleTensor.sin(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.sin(): DoubleTensor = this.map(::sin) - override fun DoubleTensor.asin(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.asin(): DoubleTensor = this.map(::asin) - override fun DoubleTensor.sinh(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.sinh(): DoubleTensor = this.map(::sinh) - override fun DoubleTensor.asinh(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.asinh(): DoubleTensor = this.map(::asinh) - override fun DoubleTensor.tan(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.tan(): DoubleTensor = this.map(::tan) - override fun DoubleTensor.atan(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.atan(): DoubleTensor = this.map(::atan) - override fun DoubleTensor.tanh(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.tanh(): DoubleTensor = this.map(::tanh) - override fun DoubleTensor.atanh(): DoubleTensor { - return DoubleTensor( - this.shape, - this.buffer.array().map(::atanh).toDoubleArray(), - this.bufferStart - ) - } + override fun DoubleTensor.atanh(): DoubleTensor = this.map(::atanh) - override fun DoubleTensor.ceil(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.ceil(): DoubleTensor = this.map(::ceil) - override fun DoubleTensor.floor(): DoubleTensor { - TODO("Not yet implemented") - } + override fun DoubleTensor.floor(): DoubleTensor = this.map(::floor) override fun DoubleTensor.clamp(min: Double, max: Double): DoubleTensor { TODO("Not yet implemented") diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt index 8a16dc3ed..e0abc49b7 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleLinearOpsTensorAlgebra.kt @@ -1,6 +1,7 @@ package space.kscience.kmath.tensors.core import space.kscience.kmath.tensors.LinearOpsTensorAlgebra +import kotlin.math.sqrt public class DoubleLinearOpsTensorAlgebra : LinearOpsTensorAlgebra, @@ -10,47 +11,47 @@ public class DoubleLinearOpsTensorAlgebra : TODO("Not yet implemented") } - override fun DoubleTensor.lu(): Pair { + override fun DoubleTensor.lu(tol: Double): Pair { - // todo checks + checkSquareMatrix(shape) - val luTensor = this.copy() + val luTensor = copy() - val n = this.shape.size - val m = this.shape.last() - val pivotsShape = IntArray(n - 1) { i -> this.shape[i] } + val n = shape.size + val m = shape.last() + val pivotsShape = IntArray(n - 1) { i -> shape[i] } val pivotsTensor = IntTensor( pivotsShape, - IntArray(pivotsShape.reduce(Int::times)) { 0 } //todo default??? + IntArray(pivotsShape.reduce(Int::times)) { 0 } ) for ((lu, pivots) in luTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){ for (row in 0 until m) pivots[row] = row for (i in 0 until m) { - var maxA = -1.0 - var iMax = i + var maxVal = -1.0 + var maxInd = i for (k in i until m) { val absA = kotlin.math.abs(lu[k, i]) - if (absA > maxA) { - maxA = absA - iMax = k + if (absA > maxVal) { + maxVal = absA + maxInd = k } } //todo check singularity - if (iMax != i) { + if (maxInd != i) { val j = pivots[i] - pivots[i] = pivots[iMax] - pivots[iMax] = j + pivots[i] = pivots[maxInd] + pivots[maxInd] = j for (k in 0 until m) { val tmp = lu[i, k] - lu[i, k] = lu[iMax, k] - lu[iMax, k] = tmp + lu[i, k] = lu[maxInd, k] + lu[maxInd, k] = tmp } } @@ -71,6 +72,9 @@ public class DoubleLinearOpsTensorAlgebra : override fun luPivot(luTensor: DoubleTensor, pivotsTensor: IntTensor): Triple { //todo checks + checkSquareMatrix(luTensor.shape) + check(luTensor.shape.dropLast(1).toIntArray() contentEquals pivotsTensor.shape) { "Bed shapes (("} //todo rewrite + val n = luTensor.shape.last() val pTensor = luTensor.zeroesLike() for ((p, pivot) in pTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){ @@ -104,7 +108,30 @@ public class DoubleLinearOpsTensorAlgebra : } override fun DoubleTensor.cholesky(): DoubleTensor { - TODO("Not yet implemented") + // todo checks + checkSquareMatrix(shape) + + val n = shape.last() + val lTensor = zeroesLike() + + for ((a, l) in this.matrixSequence().zip(lTensor.matrixSequence())) { + for (i in 0 until n) { + for (j in 0 until i) { + var h = a[i, j] + for (k in 0 until j) { + h -= l[i, k] * l[j, k] + } + l[i, j] = h / l[j, j] + } + var h = a[i, i] + for (j in 0 until i) { + h -= l[i, j] * l[i, j] + } + l[i, i] = sqrt(h) + } + } + + return lTensor } override fun DoubleTensor.qr(): DoubleTensor { diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt index 875f21687..daa8b6d74 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt @@ -1,7 +1,7 @@ package space.kscience.kmath.tensors.core import space.kscience.kmath.tensors.TensorPartialDivisionAlgebra - +import kotlin.math.abs public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra { @@ -277,6 +277,43 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra Double): DoubleTensor { + return DoubleTensor( + this.shape, + this.buffer.array().map { transform(it) }.toDoubleArray(), + this.bufferStart + ) + } + + public fun DoubleTensor.contentEquals(other: DoubleTensor, delta: Double = 1e-5): Boolean { + return this.contentEquals(other) { x, y -> abs(x - y) < delta } + } + + public fun DoubleTensor.eq(other: DoubleTensor, delta: Double = 1e-5): Boolean { + return this.eq(other) { x, y -> abs(x - y) < delta } + } + + override fun DoubleTensor.contentEquals(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean { + if (!(this.shape contentEquals other.shape)){ + return false + } + return this.eq(other, eqFunction) + } + + override fun DoubleTensor.eq(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean { + // todo broadcasting checking + val n = this.strides.linearSize + if (n != other.strides.linearSize){ + return false + } + for (i in 0 until n){ + if (!eqFunction(this.buffer[this.bufferStart + i], other.buffer[other.bufferStart + i])) { + return false + } + } + return true + } + } diff --git a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/checks.kt b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/checks.kt index f1ae89490..ec7a123a9 100644 --- a/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/checks.kt +++ b/kmath-core/src/commonMain/kotlin/space/kscience/kmath/tensors/core/checks.kt @@ -64,4 +64,16 @@ internal inline fun , internal inline fun , TorchTensorAlgebraType : TensorAlgebra> TorchTensorAlgebraType.checkView(a: TensorType, shape: IntArray): Unit = - check(a.shape.reduce(Int::times) == shape.reduce(Int::times)) \ No newline at end of file + check(a.shape.reduce(Int::times) == shape.reduce(Int::times)) + +internal inline fun , + TorchTensorAlgebraType : TensorAlgebra> + TorchTensorAlgebraType.checkSquareMatrix(shape: IntArray): Unit { + val n = shape.size + check(n >= 2) { + "Expected tensor with 2 or more dimensions, got size $n instead" + } + check(shape[n - 1] == shape[n - 2]) { + "Tensor must be batches of square matrices, but they are ${shape[n - 1]} by ${shape[n - 1]} matrices" + } +}