// // LinAlg.cpp // // Created by Marc Melikyan on 1/8/21. // #include "lin_alg.h" #include "core/math/math_funcs.h" #include "../stat/stat.h" #include #include #include #include std::vector> MLPPLinAlg::gramMatrix(std::vector> A) { return matmult(transpose(A), A); // AtA } bool MLPPLinAlg::linearIndependenceChecker(std::vector> A) { if (det(gramMatrix(A), A.size()) == 0) { return false; } return true; } std::vector> MLPPLinAlg::gaussianNoise(int n, int m) { std::random_device rd; std::default_random_engine generator(rd()); std::vector> A; A.resize(n); for (int i = 0; i < n; i++) { A[i].resize(m); for (int j = 0; j < m; j++) { std::normal_distribution distribution(0, 1); // Standard normal distribution. Mean of 0, std of 1. A[i][j] = distribution(generator); } } return A; } std::vector> MLPPLinAlg::addition(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[0].size(); j++) { C[i][j] = A[i][j] + B[i][j]; } } return C; } std::vector> MLPPLinAlg::subtraction(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[0].size(); j++) { C[i][j] = A[i][j] - B[i][j]; } } return C; } std::vector> MLPPLinAlg::matmult(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(B[0].size()); } for (int i = 0; i < A.size(); i++) { for (int k = 0; k < B.size(); k++) { for (int j = 0; j < B[0].size(); j++) { C[i][j] += A[i][k] * B[k][j]; } } } return C; } std::vector> MLPPLinAlg::hadamard_product(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[0].size(); j++) { C[i][j] = A[i][j] * B[i][j]; } } return C; } std::vector> MLPPLinAlg::kronecker_product(std::vector> A, std::vector> B) { std::vector> C; // [1,1,1,1] [1,2,3,4,5] // [1,1,1,1] [1,2,3,4,5] // [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] // Resulting matrix: A.size() * B.size() // A[0].size() * B[0].size() for (int i = 0; i < A.size(); i++) { for (int j = 0; j < B.size(); j++) { std::vector> row; for (int k = 0; k < A[0].size(); k++) { row.push_back(scalarMultiply(A[i][k], B[j])); } C.push_back(flatten(row)); } } return C; } std::vector> MLPPLinAlg::elementWiseDivision(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { C[i][j] = A[i][j] / B[i][j]; } } return C; } std::vector> MLPPLinAlg::transpose(std::vector> A) { std::vector> AT; AT.resize(A[0].size()); for (int i = 0; i < AT.size(); i++) { AT[i].resize(A.size()); } for (int i = 0; i < A[0].size(); i++) { for (int j = 0; j < A.size(); j++) { AT[i][j] = A[j][i]; } } return AT; } std::vector> MLPPLinAlg::scalarMultiply(real_t scalar, std::vector> A) { for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { A[i][j] *= scalar; } } return A; } std::vector> MLPPLinAlg::scalarAdd(real_t scalar, std::vector> A) { for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { A[i][j] += scalar; } } return A; } std::vector> MLPPLinAlg::log(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::log(A[i][j]); } } return B; } std::vector> MLPPLinAlg::log10(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::log10(A[i][j]); } } return B; } std::vector> MLPPLinAlg::exp(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::exp(A[i][j]); } } return B; } std::vector> MLPPLinAlg::erf(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::erf(A[i][j]); } } return B; } std::vector> MLPPLinAlg::exponentiate(std::vector> A, real_t p) { for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { A[i][j] = std::pow(A[i][j], p); } } return A; } std::vector> MLPPLinAlg::sqrt(std::vector> A) { return exponentiate(A, 0.5); } std::vector> MLPPLinAlg::cbrt(std::vector> A) { return exponentiate(A, real_t(1) / real_t(3)); } std::vector> MLPPLinAlg::matrixPower(std::vector> A, int n) { std::vector> B = identity(A.size()); if (n == 0) { return identity(A.size()); } else if (n < 0) { A = inverse(A); } for (int i = 0; i < std::abs(n); i++) { B = matmult(B, A); } return B; } std::vector> MLPPLinAlg::abs(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < B.size(); i++) { for (int j = 0; j < B[i].size(); j++) { B[i][j] = std::abs(A[i][j]); } } return B; } real_t MLPPLinAlg::det(std::vector> A, int d) { real_t deter = 0; std::vector> B; B.resize(d); for (int i = 0; i < d; i++) { B[i].resize(d); } /* This is the base case in which the input is a 2x2 square matrix. Recursion is performed unless and until we reach this base case, such that we recieve a scalar as the result. */ if (d == 2) { return A[0][0] * A[1][1] - A[0][1] * A[1][0]; } else { for (int i = 0; i < d; i++) { int sub_i = 0; for (int j = 1; j < d; j++) { int sub_j = 0; for (int k = 0; k < d; k++) { if (k == i) { continue; } B[sub_i][sub_j] = A[j][k]; sub_j++; } sub_i++; } deter += std::pow(-1, i) * A[0][i] * det(B, d - 1); } } return deter; } real_t MLPPLinAlg::trace(std::vector> A) { real_t trace = 0; for (int i = 0; i < A.size(); i++) { trace += A[i][i]; } return trace; } std::vector> MLPPLinAlg::cofactor(std::vector> A, int n, int i, int j) { std::vector> cof; cof.resize(A.size()); for (int i = 0; i < cof.size(); i++) { cof[i].resize(A.size()); } int sub_i = 0, sub_j = 0; for (int row = 0; row < n; row++) { for (int col = 0; col < n; col++) { if (row != i && col != j) { cof[sub_i][sub_j++] = A[row][col]; if (sub_j == n - 1) { sub_j = 0; sub_i++; } } } } return cof; } std::vector> MLPPLinAlg::adjoint(std::vector> A) { //Resizing the initial adjoint matrix std::vector> adj; adj.resize(A.size()); for (int i = 0; i < adj.size(); i++) { adj[i].resize(A.size()); } // Checking for the case where the given N x N matrix is a scalar if (A.size() == 1) { adj[0][0] = 1; return adj; } if (A.size() == 2) { adj[0][0] = A[1][1]; adj[1][1] = A[0][0]; adj[0][1] = -A[0][1]; adj[1][0] = -A[1][0]; return adj; } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A.size(); j++) { std::vector> cof = cofactor(A, int(A.size()), i, j); // 1 if even, -1 if odd int sign = (i + j) % 2 == 0 ? 1 : -1; adj[j][i] = sign * det(cof, int(A.size()) - 1); } } return adj; } // The inverse can be computed as (1 / determinant(A)) * adjoint(A) std::vector> MLPPLinAlg::inverse(std::vector> A) { return scalarMultiply(1 / det(A, int(A.size())), adjoint(A)); } // This is simply the Moore-Penrose least squares approximation of the inverse. std::vector> MLPPLinAlg::pinverse(std::vector> A) { return matmult(inverse(matmult(transpose(A), A)), transpose(A)); } std::vector> MLPPLinAlg::zeromat(int n, int m) { std::vector> zeromat; zeromat.resize(n); for (int i = 0; i < zeromat.size(); i++) { zeromat[i].resize(m); } return zeromat; } std::vector> MLPPLinAlg::onemat(int n, int m) { return full(n, m, 1); } std::vector> MLPPLinAlg::full(int n, int m, int k) { std::vector> full; full.resize(n); for (int i = 0; i < full.size(); i++) { full[i].resize(m); } for (int i = 0; i < full.size(); i++) { for (int j = 0; j < full[i].size(); j++) { full[i][j] = k; } } return full; } std::vector> MLPPLinAlg::sin(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::sin(A[i][j]); } } return B; } std::vector> MLPPLinAlg::cos(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::cos(A[i][j]); } } return B; } std::vector MLPPLinAlg::max(std::vector a, std::vector b) { std::vector c; c.resize(a.size()); for (int i = 0; i < c.size(); i++) { if (a[i] >= b[i]) { c[i] = a[i]; } else { c[i] = b[i]; } } return c; } real_t MLPPLinAlg::max(std::vector> A) { return max(flatten(A)); } real_t MLPPLinAlg::min(std::vector> A) { return min(flatten(A)); } std::vector> MLPPLinAlg::round(std::vector> A) { std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { B[i][j] = std::round(A[i][j]); } } return B; } real_t MLPPLinAlg::norm_2(std::vector> A) { real_t sum = 0; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { sum += A[i][j] * A[i][j]; } } return std::sqrt(sum); } std::vector> MLPPLinAlg::identity(real_t d) { std::vector> identityMat; identityMat.resize(d); for (int i = 0; i < identityMat.size(); i++) { identityMat[i].resize(d); } for (int i = 0; i < identityMat.size(); i++) { for (int j = 0; j < identityMat.size(); j++) { if (i == j) { identityMat[i][j] = 1; } else { identityMat[i][j] = 0; } } } return identityMat; } std::vector> MLPPLinAlg::cov(std::vector> A) { MLPPStat stat; std::vector> covMat; covMat.resize(A.size()); for (int i = 0; i < covMat.size(); i++) { covMat[i].resize(A.size()); } for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A.size(); j++) { covMat[i][j] = stat.covariance(A[i], A[j]); } } return covMat; } std::tuple>, std::vector>> MLPPLinAlg::eig(std::vector> A) { /* A (the entered parameter) in most use cases will be X'X, XX', etc. and must be symmetric. That simply means that 1) X' = X and 2) X is a square matrix. This function that computes the eigenvalues of a matrix is utilizing Jacobi's method. */ real_t diagonal = true; // Perform the iterative Jacobi algorithm unless and until we reach a diagonal matrix which yields us the eigenvals. std::map val_to_vec; std::vector> a_new; std::vector> eigenvectors = identity(A.size()); do { real_t a_ij = A[0][1]; real_t sub_i = 0; real_t sub_j = 1; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { if (i != j && std::abs(A[i][j]) > a_ij) { a_ij = A[i][j]; sub_i = i; sub_j = j; } else if (i != j && std::abs(A[i][j]) == a_ij) { if (i < sub_i) { a_ij = A[i][j]; sub_i = i; sub_j = j; } } } } real_t a_ii = A[sub_i][sub_i]; real_t a_jj = A[sub_j][sub_j]; real_t a_ji = A[sub_j][sub_i]; real_t theta; if (a_ii == a_jj) { theta = M_PI / 4; } else { theta = 0.5 * atan(2 * a_ij / (a_ii - a_jj)); } std::vector> P = identity(A.size()); P[sub_i][sub_j] = -std::sin(theta); P[sub_i][sub_i] = std::cos(theta); P[sub_j][sub_j] = std::cos(theta); P[sub_j][sub_i] = std::sin(theta); a_new = matmult(matmult(inverse(P), A), P); for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j && std::round(a_new[i][j]) == 0) { a_new[i][j] = 0; } } } bool non_zero = false; for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j && std::round(a_new[i][j]) != 0) { non_zero = true; } } } if (non_zero) { diagonal = false; } else { diagonal = true; } if (a_new == A) { diagonal = true; for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j) { a_new[i][j] = 0; } } } } eigenvectors = matmult(eigenvectors, P); A = a_new; } while (!diagonal); std::vector> a_new_prior = a_new; // Bubble Sort. Should change this later. for (int i = 0; i < a_new.size() - 1; i++) { for (int j = 0; j < a_new.size() - 1 - i; j++) { if (a_new[j][j] < a_new[j + 1][j + 1]) { real_t temp = a_new[j + 1][j + 1]; a_new[j + 1][j + 1] = a_new[j][j]; a_new[j][j] = temp; } } } for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new.size(); j++) { if (a_new[i][i] == a_new_prior[j][j]) { val_to_vec[i] = j; } } } std::vector> eigen_temp = eigenvectors; for (int i = 0; i < eigenvectors.size(); i++) { for (int j = 0; j < eigenvectors[i].size(); j++) { eigenvectors[i][j] = eigen_temp[i][val_to_vec[j]]; } } return { eigenvectors, a_new }; } MLPPLinAlg::EigenResult MLPPLinAlg::eigen(std::vector> A) { /* A (the entered parameter) in most use cases will be X'X, XX', etc. and must be symmetric. That simply means that 1) X' = X and 2) X is a square matrix. This function that computes the eigenvalues of a matrix is utilizing Jacobi's method. */ real_t diagonal = true; // Perform the iterative Jacobi algorithm unless and until we reach a diagonal matrix which yields us the eigenvals. std::map val_to_vec; std::vector> a_new; std::vector> eigenvectors = identity(A.size()); do { real_t a_ij = A[0][1]; real_t sub_i = 0; real_t sub_j = 1; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { if (i != j && std::abs(A[i][j]) > a_ij) { a_ij = A[i][j]; sub_i = i; sub_j = j; } else if (i != j && std::abs(A[i][j]) == a_ij) { if (i < sub_i) { a_ij = A[i][j]; sub_i = i; sub_j = j; } } } } real_t a_ii = A[sub_i][sub_i]; real_t a_jj = A[sub_j][sub_j]; real_t a_ji = A[sub_j][sub_i]; real_t theta; if (a_ii == a_jj) { theta = M_PI / 4; } else { theta = 0.5 * atan(2 * a_ij / (a_ii - a_jj)); } std::vector> P = identity(A.size()); P[sub_i][sub_j] = -std::sin(theta); P[sub_i][sub_i] = std::cos(theta); P[sub_j][sub_j] = std::cos(theta); P[sub_j][sub_i] = std::sin(theta); a_new = matmult(matmult(inverse(P), A), P); for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j && std::round(a_new[i][j]) == 0) { a_new[i][j] = 0; } } } bool non_zero = false; for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j && std::round(a_new[i][j]) != 0) { non_zero = true; } } } if (non_zero) { diagonal = false; } else { diagonal = true; } if (a_new == A) { diagonal = true; for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new[i].size(); j++) { if (i != j) { a_new[i][j] = 0; } } } } eigenvectors = matmult(eigenvectors, P); A = a_new; } while (!diagonal); std::vector> a_new_prior = a_new; // Bubble Sort. Should change this later. for (int i = 0; i < a_new.size() - 1; i++) { for (int j = 0; j < a_new.size() - 1 - i; j++) { if (a_new[j][j] < a_new[j + 1][j + 1]) { real_t temp = a_new[j + 1][j + 1]; a_new[j + 1][j + 1] = a_new[j][j]; a_new[j][j] = temp; } } } for (int i = 0; i < a_new.size(); i++) { for (int j = 0; j < a_new.size(); j++) { if (a_new[i][i] == a_new_prior[j][j]) { val_to_vec[i] = j; } } } std::vector> eigen_temp = eigenvectors; for (int i = 0; i < eigenvectors.size(); i++) { for (int j = 0; j < eigenvectors[i].size(); j++) { eigenvectors[i][j] = eigen_temp[i][val_to_vec[j]]; } } EigenResult res; res.eigen_vectors = eigenvectors; res.eigen_values = a_new; return res; } std::tuple>, std::vector>, std::vector>> MLPPLinAlg::SVD(std::vector> A) { auto [left_eigenvecs, eigenvals] = eig(matmult(A, transpose(A))); auto [right_eigenvecs, right_eigenvals] = eig(matmult(transpose(A), A)); std::vector> singularvals = sqrt(eigenvals); std::vector> sigma = zeromat(A.size(), A[0].size()); for (int i = 0; i < singularvals.size(); i++) { for (int j = 0; j < singularvals[i].size(); j++) { sigma[i][j] = singularvals[i][j]; } } return { left_eigenvecs, sigma, right_eigenvecs }; } MLPPLinAlg::SDVResult MLPPLinAlg::svd(std::vector> A) { EigenResult left_eigen = eigen(matmult(A, transpose(A))); EigenResult right_eigen = eigen(matmult(transpose(A), A)); std::vector> singularvals = sqrt(left_eigen.eigen_values); std::vector> sigma = zeromat(A.size(), A[0].size()); for (int i = 0; i < singularvals.size(); i++) { for (int j = 0; j < singularvals[i].size(); j++) { sigma[i][j] = singularvals[i][j]; } } SDVResult res; res.U = left_eigen.eigen_vectors; res.S = sigma; res.Vt = right_eigen.eigen_vectors; return res; } std::vector MLPPLinAlg::vectorProjection(std::vector a, std::vector b) { real_t product = dot(a, b) / dot(a, a); return scalarMultiply(product, a); // Projection of vector a onto b. Denotated as proj_a(b). } std::vector> MLPPLinAlg::gramSchmidtProcess(std::vector> A) { A = transpose(A); // C++ vectors lack a mechanism to directly index columns. So, we transpose *a copy* of A for this purpose for ease of use. std::vector> B; B.resize(A.size()); for (int i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } B[0] = A[0]; // We set a_1 = b_1 as an initial condition. B[0] = scalarMultiply(1 / norm_2(B[0]), B[0]); for (int i = 1; i < B.size(); i++) { B[i] = A[i]; for (int j = i - 1; j >= 0; j--) { B[i] = subtraction(B[i], vectorProjection(B[j], A[i])); } B[i] = scalarMultiply(1 / norm_2(B[i]), B[i]); // Very simply multiply all elements of vec B[i] by 1/||B[i]||_2 } return transpose(B); // We re-transpose the marix. } std::tuple>, std::vector>> MLPPLinAlg::QRD(std::vector> A) { std::vector> Q = gramSchmidtProcess(A); std::vector> R = matmult(transpose(Q), A); return { Q, R }; } MLPPLinAlg::QRDResult MLPPLinAlg::qrd(std::vector> A) { QRDResult res; res.Q = gramSchmidtProcess(A); res.R = matmult(transpose(res.Q), A); return res; } std::tuple>, std::vector>> MLPPLinAlg::chol(std::vector> A) { std::vector> L = zeromat(A.size(), A[0].size()); for (int j = 0; j < L.size(); j++) { // Matrices entered must be square. No problem here. for (int i = j; i < L.size(); i++) { if (i == j) { real_t sum = 0; for (int k = 0; k < j; k++) { sum += L[i][k] * L[i][k]; } L[i][j] = std::sqrt(A[i][j] - sum); } else { // That is, i!=j real_t sum = 0; for (int k = 0; k < j; k++) { sum += L[i][k] * L[j][k]; } L[i][j] = (A[i][j] - sum) / L[j][j]; } } } return { L, transpose(L) }; // Indeed, L.T is our upper triangular matrix. } MLPPLinAlg::CholeskyResult MLPPLinAlg::cholesky(std::vector> A) { std::vector> L = zeromat(A.size(), A[0].size()); for (int j = 0; j < L.size(); j++) { // Matrices entered must be square. No problem here. for (int i = j; i < L.size(); i++) { if (i == j) { real_t sum = 0; for (int k = 0; k < j; k++) { sum += L[i][k] * L[i][k]; } L[i][j] = std::sqrt(A[i][j] - sum); } else { // That is, i!=j real_t sum = 0; for (int k = 0; k < j; k++) { sum += L[i][k] * L[j][k]; } L[i][j] = (A[i][j] - sum) / L[j][j]; } } } CholeskyResult res; res.L = L; res.Lt = transpose(L); // Indeed, L.T is our upper triangular matrix. return res; } real_t MLPPLinAlg::sum_elements(std::vector> A) { real_t sum = 0; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { sum += A[i][j]; } } return sum; } std::vector MLPPLinAlg::flatten(std::vector> A) { std::vector a; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { a.push_back(A[i][j]); } } return a; } std::vector MLPPLinAlg::solve(std::vector> A, std::vector b) { return mat_vec_mult(inverse(A), b); } bool MLPPLinAlg::positiveDefiniteChecker(std::vector> A) { auto [eigenvectors, eigenvals] = eig(A); std::vector eigenvals_vec; for (int i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (int i = 0; i < eigenvals_vec.size(); i++) { if (eigenvals_vec[i] <= 0) { // Simply check to ensure all eigenvalues are positive. return false; } } return true; } bool MLPPLinAlg::negativeDefiniteChecker(std::vector> A) { auto [eigenvectors, eigenvals] = eig(A); std::vector eigenvals_vec; for (int i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (int i = 0; i < eigenvals_vec.size(); i++) { if (eigenvals_vec[i] >= 0) { // Simply check to ensure all eigenvalues are negative. return false; } } return true; } bool MLPPLinAlg::zeroEigenvalue(std::vector> A) { auto [eigenvectors, eigenvals] = eig(A); std::vector eigenvals_vec; for (int i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (int i = 0; i < eigenvals_vec.size(); i++) { if (eigenvals_vec[i] == 0) { return true; } } return false; } void MLPPLinAlg::printMatrix(std::vector> A) { for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { std::cout << A[i][j] << " "; } std::cout << std::endl; } } std::vector> MLPPLinAlg::outerProduct(std::vector a, std::vector b) { std::vector> C; C.resize(a.size()); for (int i = 0; i < C.size(); i++) { C[i] = scalarMultiply(a[i], b); } return C; } std::vector MLPPLinAlg::hadamard_product(std::vector a, std::vector b) { std::vector c; c.resize(a.size()); for (int i = 0; i < a.size(); i++) { c[i] = a[i] * b[i]; } return c; } std::vector MLPPLinAlg::elementWiseDivision(std::vector a, std::vector b) { std::vector c; c.resize(a.size()); for (int i = 0; i < a.size(); i++) { c[i] = a[i] / b[i]; } return c; } std::vector MLPPLinAlg::scalarMultiply(real_t scalar, std::vector a) { for (int i = 0; i < a.size(); i++) { a[i] *= scalar; } return a; } Ref MLPPLinAlg::scalar_multiplynv(real_t scalar, const Ref &a) { ERR_FAIL_COND_V(!a.is_valid(), Ref()); Ref out; out.instance(); int size = a->size(); out->resize(size); const real_t *a_ptr = a->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] * scalar; } return out; } void MLPPLinAlg::scalar_multiplyv(real_t scalar, const Ref &a, Ref out) { ERR_FAIL_COND(!a.is_valid() || !out.is_valid()); int size = a->size(); if (unlikely(out->size() != size)) { out->resize(size); } const real_t *a_ptr = a->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] * scalar; } } std::vector MLPPLinAlg::scalarAdd(real_t scalar, std::vector a) { for (int i = 0; i < a.size(); i++) { a[i] += scalar; } return a; } std::vector MLPPLinAlg::addition(std::vector a, std::vector b) { std::vector c; c.resize(a.size()); for (int i = 0; i < a.size(); i++) { c[i] = a[i] + b[i]; } return c; } Ref MLPPLinAlg::additionnv(const Ref &a, const Ref &b) { ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref()); int size = a->size(); ERR_FAIL_COND_V(size != b->size(), Ref()); Ref out; out.instance(); out->resize(size); const real_t *a_ptr = a->ptr(); const real_t *b_ptr = b->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] + b_ptr[i]; } return out; } void MLPPLinAlg::additionv(const Ref &a, const Ref &b, Ref out) { ERR_FAIL_COND(!a.is_valid() || !b.is_valid() || !out.is_valid()); int size = a->size(); ERR_FAIL_COND(size != b->size()); if (unlikely(out->size() != size)) { out->resize(size); } const real_t *a_ptr = a->ptr(); const real_t *b_ptr = b->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] + b_ptr[i]; } } std::vector MLPPLinAlg::subtraction(std::vector a, std::vector b) { std::vector c; c.resize(a.size()); for (int i = 0; i < a.size(); i++) { c[i] = a[i] - b[i]; } return c; } Ref MLPPLinAlg::subtractionnv(const Ref &a, const Ref &b) { ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref()); int size = a->size(); ERR_FAIL_COND_V(size != b->size(), Ref()); Ref out; out.instance(); if (unlikely(size == 0)) { return out; } out->resize(size); const real_t *a_ptr = a->ptr(); const real_t *b_ptr = b->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] - b_ptr[i]; } return out; } void MLPPLinAlg::subtractionv(const Ref &a, const Ref &b, Ref out) { ERR_FAIL_COND(!a.is_valid() || !b.is_valid() || !out.is_valid()); int size = a->size(); ERR_FAIL_COND(size != b->size()); if (unlikely(out->size() != size)) { out->resize(size); } const real_t *a_ptr = a->ptr(); const real_t *b_ptr = b->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < size; ++i) { out_ptr[i] = a_ptr[i] - b_ptr[i]; } } std::vector MLPPLinAlg::subtractMatrixRows(std::vector a, std::vector> B) { for (int i = 0; i < B.size(); i++) { a = subtraction(a, B[i]); } return a; } std::vector MLPPLinAlg::log(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::log(a[i]); } return b; } std::vector MLPPLinAlg::log10(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::log10(a[i]); } return b; } std::vector MLPPLinAlg::exp(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::exp(a[i]); } return b; } std::vector MLPPLinAlg::erf(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::erf(a[i]); } return b; } std::vector MLPPLinAlg::exponentiate(std::vector a, real_t p) { std::vector b; b.resize(a.size()); for (int i = 0; i < b.size(); i++) { b[i] = std::pow(a[i], p); } return b; } std::vector MLPPLinAlg::sqrt(std::vector a) { return exponentiate(a, 0.5); } std::vector MLPPLinAlg::cbrt(std::vector a) { return exponentiate(a, real_t(1) / real_t(3)); } real_t MLPPLinAlg::dot(std::vector a, std::vector b) { real_t c = 0; for (int i = 0; i < a.size(); i++) { c += a[i] * b[i]; } return c; } std::vector MLPPLinAlg::cross(std::vector a, std::vector b) { // Cross products exist in R^7 also. Though, I will limit it to R^3 as Wolfram does this. std::vector> mat = { onevec(3), a, b }; real_t det1 = det({ { a[1], a[2] }, { b[1], b[2] } }, 2); real_t det2 = -det({ { a[0], a[2] }, { b[0], b[2] } }, 2); real_t det3 = det({ { a[0], a[1] }, { b[0], b[1] } }, 2); return { det1, det2, det3 }; } std::vector MLPPLinAlg::abs(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < b.size(); i++) { b[i] = std::abs(a[i]); } return b; } std::vector MLPPLinAlg::zerovec(int n) { std::vector zerovec; zerovec.resize(n); return zerovec; } std::vector MLPPLinAlg::onevec(int n) { return full(n, 1); } std::vector> MLPPLinAlg::diag(std::vector a) { std::vector> B = zeromat(a.size(), a.size()); for (int i = 0; i < B.size(); i++) { B[i][i] = a[i]; } return B; } std::vector MLPPLinAlg::full(int n, int k) { std::vector full; full.resize(n); for (int i = 0; i < full.size(); i++) { full[i] = k; } return full; } std::vector MLPPLinAlg::sin(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::sin(a[i]); } return b; } std::vector MLPPLinAlg::cos(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::cos(a[i]); } return b; } std::vector> MLPPLinAlg::rotate(std::vector> A, real_t theta, int axis) { std::vector> rotationMatrix = { { std::cos(theta), -std::sin(theta) }, { std::sin(theta), std::cos(theta) } }; if (axis == 0) { rotationMatrix = { { 1, 0, 0 }, { 0, std::cos(theta), -std::sin(theta) }, { 0, std::sin(theta), std::cos(theta) } }; } else if (axis == 1) { rotationMatrix = { { std::cos(theta), 0, std::sin(theta) }, { 0, 1, 0 }, { -std::sin(theta), 0, std::cos(theta) } }; } else if (axis == 2) { rotationMatrix = { { std::cos(theta), -std::sin(theta), 0 }, { std::sin(theta), std::cos(theta), 0 }, { 1, 0, 0 } }; } return matmult(A, rotationMatrix); } std::vector> MLPPLinAlg::max(std::vector> A, std::vector> B) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < A.size(); i++) { C[i] = max(A[i], B[i]); } return C; } real_t MLPPLinAlg::max(std::vector a) { int max = a[0]; for (int i = 0; i < a.size(); i++) { if (a[i] > max) { max = a[i]; } } return max; } real_t MLPPLinAlg::min(std::vector a) { int min = a[0]; for (int i = 0; i < a.size(); i++) { if (a[i] < min) { min = a[i]; } } return min; } std::vector MLPPLinAlg::round(std::vector a) { std::vector b; b.resize(a.size()); for (int i = 0; i < a.size(); i++) { b[i] = std::round(a[i]); } return b; } // Multidimensional Euclidean Distance real_t MLPPLinAlg::euclideanDistance(std::vector a, std::vector b) { real_t dist = 0; for (int i = 0; i < a.size(); i++) { dist += (a[i] - b[i]) * (a[i] - b[i]); } return std::sqrt(dist); } real_t MLPPLinAlg::euclidean_distance(const Ref &a, const Ref &b) { ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), 0); int a_size = a->size(); ERR_FAIL_COND_V(a_size != b->size(), 0); const real_t *aa = a->ptr(); const real_t *ba = b->ptr(); real_t dist = 0; for (int i = 0; i < a_size; i++) { dist += (aa[i] - ba[i]) * (aa[i] - ba[i]); } return Math::sqrt(dist); } real_t MLPPLinAlg::euclidean_distance_squared(const Ref &a, const Ref &b) { ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), 0); int a_size = a->size(); ERR_FAIL_COND_V(a_size != b->size(), 0); const real_t *aa = a->ptr(); const real_t *ba = b->ptr(); real_t dist = 0; for (int i = 0; i < a_size; i++) { dist += (aa[i] - ba[i]) * (aa[i] - ba[i]); } return dist; } real_t MLPPLinAlg::norm_2(std::vector a) { return std::sqrt(norm_sq(a)); } real_t MLPPLinAlg::norm_sq(std::vector a) { real_t n_sq = 0; for (int i = 0; i < a.size(); i++) { n_sq += a[i] * a[i]; } return n_sq; } real_t MLPPLinAlg::norm_sqv(const Ref &a) { ERR_FAIL_COND_V(!a.is_valid(), 0); int size = a->size(); const real_t *a_ptr = a->ptr(); real_t n_sq = 0; for (int i = 0; i < size; ++i) { n_sq += a_ptr[i] * a_ptr[i]; } return n_sq; } real_t MLPPLinAlg::sum_elements(std::vector a) { real_t sum = 0; for (int i = 0; i < a.size(); i++) { sum += a[i]; } return sum; } real_t MLPPLinAlg::cosineSimilarity(std::vector a, std::vector b) { return dot(a, b) / (norm_2(a) * norm_2(b)); } void MLPPLinAlg::printVector(std::vector a) { for (int i = 0; i < a.size(); i++) { std::cout << a[i] << " "; } std::cout << std::endl; } std::vector> MLPPLinAlg::mat_vec_add(std::vector> A, std::vector b) { for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { A[i][j] += b[j]; } } return A; } std::vector MLPPLinAlg::mat_vec_mult(std::vector> A, std::vector b) { std::vector c; c.resize(A.size()); for (int i = 0; i < A.size(); i++) { for (int k = 0; k < b.size(); k++) { c[i] += A[i][k] * b[k]; } } return c; } std::vector>> MLPPLinAlg::addition(std::vector>> A, std::vector>> B) { for (int i = 0; i < A.size(); i++) { A[i] = addition(A[i], B[i]); } return A; } std::vector>> MLPPLinAlg::elementWiseDivision(std::vector>> A, std::vector>> B) { for (int i = 0; i < A.size(); i++) { A[i] = elementWiseDivision(A[i], B[i]); } return A; } std::vector>> MLPPLinAlg::sqrt(std::vector>> A) { for (int i = 0; i < A.size(); i++) { A[i] = sqrt(A[i]); } return A; } std::vector>> MLPPLinAlg::exponentiate(std::vector>> A, real_t p) { for (int i = 0; i < A.size(); i++) { A[i] = exponentiate(A[i], p); } return A; } std::vector> MLPPLinAlg::tensor_vec_mult(std::vector>> A, std::vector b) { std::vector> C; C.resize(A.size()); for (int i = 0; i < C.size(); i++) { C[i].resize(A[0].size()); } for (int i = 0; i < C.size(); i++) { for (int j = 0; j < C[i].size(); j++) { C[i][j] = dot(A[i][j], b); } } return C; } std::vector MLPPLinAlg::flatten(std::vector>> A) { std::vector c; for (int i = 0; i < A.size(); i++) { std::vector flattenedVec = flatten(A[i]); c.insert(c.end(), flattenedVec.begin(), flattenedVec.end()); } return c; } void MLPPLinAlg::printTensor(std::vector>> A) { for (int i = 0; i < A.size(); i++) { printMatrix(A[i]); if (i != A.size() - 1) { std::cout << std::endl; } } } std::vector>> MLPPLinAlg::scalarMultiply(real_t scalar, std::vector>> A) { for (int i = 0; i < A.size(); i++) { A[i] = scalarMultiply(scalar, A[i]); } return A; } std::vector>> MLPPLinAlg::scalarAdd(real_t scalar, std::vector>> A) { for (int i = 0; i < A.size(); i++) { A[i] = scalarAdd(scalar, A[i]); } return A; } std::vector>> MLPPLinAlg::resize(std::vector>> A, std::vector>> B) { A.resize(B.size()); for (int i = 0; i < B.size(); i++) { A[i].resize(B[i].size()); for (int j = 0; j < B[i].size(); j++) { A[i][j].resize(B[i][j].size()); } } return A; } std::vector>> MLPPLinAlg::max(std::vector>> A, std::vector>> B) { for (int i = 0; i < A.size(); i++) { A[i] = max(A[i], B[i]); } return A; } std::vector>> MLPPLinAlg::abs(std::vector>> A) { for (int i = 0; i < A.size(); i++) { A[i] = abs(A[i]); } return A; } real_t MLPPLinAlg::norm_2(std::vector>> A) { real_t sum = 0; for (int i = 0; i < A.size(); i++) { for (int j = 0; j < A[i].size(); j++) { for (int k = 0; k < A[i][j].size(); k++) { sum += A[i][j][k] * A[i][j][k]; } } } return std::sqrt(sum); } // Bad implementation. Change this later. std::vector>> MLPPLinAlg::vector_wise_tensor_product(std::vector>> A, std::vector> B) { std::vector>> C; C = resize(C, A); for (int i = 0; i < A[0].size(); i++) { for (int j = 0; j < A[0][i].size(); j++) { std::vector currentVector; currentVector.resize(A.size()); for (int k = 0; k < C.size(); k++) { currentVector[k] = A[k][i][j]; } currentVector = mat_vec_mult(B, currentVector); for (int k = 0; k < C.size(); k++) { C[k][i][j] = currentVector[k]; } } } return C; }