forked from kscience/kmath
map and analytic funcions
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b7e1349ead
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@ -14,10 +14,10 @@ public interface LinearOpsTensorAlgebra<T, TensorType : TensorStructure<T>, Inde
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public fun TensorType.qr(): TensorType
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public fun TensorType.qr(): TensorType
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//https://pytorch.org/docs/stable/generated/torch.lu.html
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//https://pytorch.org/docs/stable/generated/torch.lu.html
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public fun TensorType.lu(): Pair<TensorType, IndexTensorType>
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public fun TensorType.lu(tol: T): Pair<TensorType, IndexTensorType>
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//https://pytorch.org/docs/stable/generated/torch.lu_unpack.html
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//https://pytorch.org/docs/stable/generated/torch.lu_unpack.html
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public fun luPivot(lu: TensorType, pivots: IndexTensorType): Triple<TensorType, TensorType, TensorType>
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public fun luPivot(luTensor: TensorType, pivotsTensor: IndexTensorType): Triple<TensorType, TensorType, TensorType>
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//https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd
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//https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd
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public fun TensorType.svd(): Triple<TensorType, TensorType, TensorType>
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public fun TensorType.svd(): Triple<TensorType, TensorType, TensorType>
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@ -3,6 +3,11 @@ package space.kscience.kmath.tensors
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// https://proofwiki.org/wiki/Definition:Algebra_over_Ring
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// https://proofwiki.org/wiki/Definition:Algebra_over_Ring
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public interface TensorAlgebra<T, TensorType : TensorStructure<T>> {
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public interface TensorAlgebra<T, TensorType : TensorStructure<T>> {
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public fun TensorType.map(transform: (T) -> T): TensorType
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public fun TensorType.eq(other: TensorType, eqFunction: (T, T) -> Boolean): Boolean
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public fun TensorType.contentEquals(other: TensorType, eqFunction: (T, T) -> Boolean): Boolean
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//https://pytorch.org/docs/stable/generated/torch.full.html
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//https://pytorch.org/docs/stable/generated/torch.full.html
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public fun full(value: T, shape: IntArray): TensorType
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public fun full(value: T, shape: IntArray): TensorType
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@ -5,6 +5,7 @@ import space.kscience.kmath.nd.*
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import space.kscience.kmath.structures.*
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import space.kscience.kmath.structures.*
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import space.kscience.kmath.tensors.TensorStrides
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import space.kscience.kmath.tensors.TensorStrides
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import space.kscience.kmath.tensors.TensorStructure
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import space.kscience.kmath.tensors.TensorStructure
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import kotlin.math.atanh
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public open class BufferedTensor<T>(
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public open class BufferedTensor<T>(
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@ -7,77 +7,40 @@ public class DoubleAnalyticTensorAlgebra:
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AnalyticTensorAlgebra<Double, DoubleTensor>,
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AnalyticTensorAlgebra<Double, DoubleTensor>,
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DoubleOrderedTensorAlgebra()
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DoubleOrderedTensorAlgebra()
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{
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{
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override fun DoubleTensor.exp(): DoubleTensor {
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override fun DoubleTensor.exp(): DoubleTensor = this.map(::exp)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.log(): DoubleTensor {
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// todo log with other base????
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TODO("Not yet implemented")
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override fun DoubleTensor.log(): DoubleTensor = this.map(::ln)
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}
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override fun DoubleTensor.sqrt(): DoubleTensor {
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override fun DoubleTensor.sqrt(): DoubleTensor = this.map(::sqrt)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.cos(): DoubleTensor {
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override fun DoubleTensor.cos(): DoubleTensor = this.map(::cos)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.acos(): DoubleTensor {
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override fun DoubleTensor.acos(): DoubleTensor = this.map(::acos)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.cosh(): DoubleTensor {
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override fun DoubleTensor.cosh(): DoubleTensor = this.map(::cosh)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.acosh(): DoubleTensor {
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override fun DoubleTensor.acosh(): DoubleTensor = this.map(::acosh)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.sin(): DoubleTensor {
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override fun DoubleTensor.sin(): DoubleTensor = this.map(::sin)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.asin(): DoubleTensor {
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override fun DoubleTensor.asin(): DoubleTensor = this.map(::asin)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.sinh(): DoubleTensor {
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override fun DoubleTensor.sinh(): DoubleTensor = this.map(::sinh)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.asinh(): DoubleTensor {
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override fun DoubleTensor.asinh(): DoubleTensor = this.map(::asinh)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.tan(): DoubleTensor {
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override fun DoubleTensor.tan(): DoubleTensor = this.map(::tan)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.atan(): DoubleTensor {
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override fun DoubleTensor.atan(): DoubleTensor = this.map(::atan)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.tanh(): DoubleTensor {
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override fun DoubleTensor.tanh(): DoubleTensor = this.map(::tanh)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.atanh(): DoubleTensor {
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override fun DoubleTensor.atanh(): DoubleTensor = this.map(::atanh)
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return DoubleTensor(
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this.shape,
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this.buffer.array().map(::atanh).toDoubleArray(),
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this.bufferStart
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)
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}
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override fun DoubleTensor.ceil(): DoubleTensor {
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override fun DoubleTensor.ceil(): DoubleTensor = this.map(::ceil)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.floor(): DoubleTensor {
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override fun DoubleTensor.floor(): DoubleTensor = this.map(::floor)
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TODO("Not yet implemented")
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}
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override fun DoubleTensor.clamp(min: Double, max: Double): DoubleTensor {
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override fun DoubleTensor.clamp(min: Double, max: Double): DoubleTensor {
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TODO("Not yet implemented")
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TODO("Not yet implemented")
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@ -1,6 +1,7 @@
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package space.kscience.kmath.tensors.core
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package space.kscience.kmath.tensors.core
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import space.kscience.kmath.tensors.LinearOpsTensorAlgebra
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import space.kscience.kmath.tensors.LinearOpsTensorAlgebra
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import kotlin.math.sqrt
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public class DoubleLinearOpsTensorAlgebra :
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public class DoubleLinearOpsTensorAlgebra :
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LinearOpsTensorAlgebra<Double, DoubleTensor, IntTensor>,
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LinearOpsTensorAlgebra<Double, DoubleTensor, IntTensor>,
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@ -10,47 +11,47 @@ public class DoubleLinearOpsTensorAlgebra :
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TODO("Not yet implemented")
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TODO("Not yet implemented")
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}
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}
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override fun DoubleTensor.lu(): Pair<DoubleTensor, IntTensor> {
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override fun DoubleTensor.lu(tol: Double): Pair<DoubleTensor, IntTensor> {
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// todo checks
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checkSquareMatrix(shape)
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val luTensor = this.copy()
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val luTensor = copy()
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val n = this.shape.size
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val n = shape.size
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val m = this.shape.last()
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val m = shape.last()
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val pivotsShape = IntArray(n - 1) { i -> this.shape[i] }
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val pivotsShape = IntArray(n - 1) { i -> shape[i] }
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val pivotsTensor = IntTensor(
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val pivotsTensor = IntTensor(
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pivotsShape,
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pivotsShape,
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IntArray(pivotsShape.reduce(Int::times)) { 0 } //todo default???
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IntArray(pivotsShape.reduce(Int::times)) { 0 }
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)
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)
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for ((lu, pivots) in luTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){
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for ((lu, pivots) in luTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){
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for (row in 0 until m) pivots[row] = row
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for (row in 0 until m) pivots[row] = row
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for (i in 0 until m) {
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for (i in 0 until m) {
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var maxA = -1.0
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var maxVal = -1.0
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var iMax = i
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var maxInd = i
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for (k in i until m) {
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for (k in i until m) {
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val absA = kotlin.math.abs(lu[k, i])
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val absA = kotlin.math.abs(lu[k, i])
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if (absA > maxA) {
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if (absA > maxVal) {
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maxA = absA
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maxVal = absA
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iMax = k
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maxInd = k
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}
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}
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}
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}
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//todo check singularity
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//todo check singularity
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if (iMax != i) {
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if (maxInd != i) {
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val j = pivots[i]
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val j = pivots[i]
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pivots[i] = pivots[iMax]
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pivots[i] = pivots[maxInd]
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pivots[iMax] = j
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pivots[maxInd] = j
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for (k in 0 until m) {
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for (k in 0 until m) {
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val tmp = lu[i, k]
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val tmp = lu[i, k]
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lu[i, k] = lu[iMax, k]
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lu[i, k] = lu[maxInd, k]
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lu[iMax, k] = tmp
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lu[maxInd, k] = tmp
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}
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}
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}
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}
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@ -71,6 +72,9 @@ public class DoubleLinearOpsTensorAlgebra :
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override fun luPivot(luTensor: DoubleTensor, pivotsTensor: IntTensor): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
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override fun luPivot(luTensor: DoubleTensor, pivotsTensor: IntTensor): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
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//todo checks
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//todo checks
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checkSquareMatrix(luTensor.shape)
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check(luTensor.shape.dropLast(1).toIntArray() contentEquals pivotsTensor.shape) { "Bed shapes (("} //todo rewrite
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val n = luTensor.shape.last()
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val n = luTensor.shape.last()
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val pTensor = luTensor.zeroesLike()
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val pTensor = luTensor.zeroesLike()
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for ((p, pivot) in pTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){
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for ((p, pivot) in pTensor.matrixSequence().zip(pivotsTensor.vectorSequence())){
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}
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}
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override fun DoubleTensor.cholesky(): DoubleTensor {
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override fun DoubleTensor.cholesky(): DoubleTensor {
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TODO("Not yet implemented")
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// todo checks
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checkSquareMatrix(shape)
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val n = shape.last()
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val lTensor = zeroesLike()
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for ((a, l) in this.matrixSequence().zip(lTensor.matrixSequence())) {
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for (i in 0 until n) {
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for (j in 0 until i) {
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var h = a[i, j]
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for (k in 0 until j) {
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h -= l[i, k] * l[j, k]
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}
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l[i, j] = h / l[j, j]
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}
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var h = a[i, i]
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for (j in 0 until i) {
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h -= l[i, j] * l[i, j]
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}
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l[i, i] = sqrt(h)
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}
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}
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return lTensor
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}
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}
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override fun DoubleTensor.qr(): DoubleTensor {
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override fun DoubleTensor.qr(): DoubleTensor {
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@ -1,7 +1,7 @@
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package space.kscience.kmath.tensors.core
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package space.kscience.kmath.tensors.core
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import space.kscience.kmath.tensors.TensorPartialDivisionAlgebra
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import space.kscience.kmath.tensors.TensorPartialDivisionAlgebra
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import kotlin.math.abs
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public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double, DoubleTensor> {
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public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double, DoubleTensor> {
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@ -277,6 +277,43 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double, Dou
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TODO("Not yet implemented")
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TODO("Not yet implemented")
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}
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}
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override fun DoubleTensor.map(transform: (Double) -> Double): DoubleTensor {
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return DoubleTensor(
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this.shape,
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this.buffer.array().map { transform(it) }.toDoubleArray(),
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this.bufferStart
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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 = 1e-5): Boolean {
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return this.eq(other) { x, y -> abs(x - y) < delta }
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}
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override fun DoubleTensor.contentEquals(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean {
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if (!(this.shape contentEquals other.shape)){
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return false
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}
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return this.eq(other, eqFunction)
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}
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override fun DoubleTensor.eq(other: DoubleTensor, eqFunction: (Double, Double) -> Boolean): Boolean {
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// todo broadcasting checking
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val n = this.strides.linearSize
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if (n != other.strides.linearSize){
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return false
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}
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for (i in 0 until n){
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if (!eqFunction(this.buffer[this.bufferStart + i], other.buffer[other.bufferStart + i])) {
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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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}
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}
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@ -65,3 +65,15 @@ internal inline fun <T, TensorType : TensorStructure<T>,
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TorchTensorAlgebraType : TensorAlgebra<T, TensorType>>
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TorchTensorAlgebraType : TensorAlgebra<T, TensorType>>
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TorchTensorAlgebraType.checkView(a: TensorType, shape: IntArray): Unit =
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TorchTensorAlgebraType.checkView(a: TensorType, shape: IntArray): Unit =
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check(a.shape.reduce(Int::times) == shape.reduce(Int::times))
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check(a.shape.reduce(Int::times) == shape.reduce(Int::times))
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internal inline fun <T, TensorType : TensorStructure<T>,
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TorchTensorAlgebraType : TensorAlgebra<T, TensorType>>
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TorchTensorAlgebraType.checkSquareMatrix(shape: IntArray): Unit {
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val n = shape.size
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check(n >= 2) {
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"Expected tensor with 2 or more dimensions, got size $n instead"
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}
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check(shape[n - 1] == shape[n - 2]) {
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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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