#include "mlpp_matrix.h" #include "../stat/stat.h" #include /* std::vector> MLPPMatrix::gramMatrix(std::vector> A) { return matmult(transpose(A), A); // AtA } */ /* bool MLPPMatrix::linearIndependenceChecker(std::vector> A) { if (det(gramMatrix(A), A.size()) == 0) { return false; } return true; } */ Ref MLPPMatrix::gaussian_noise(int n, int m) { std::random_device rd; std::default_random_engine generator(rd()); std::normal_distribution distribution(0, 1); // Standard normal distribution. Mean of 0, std of 1. Ref A; A.instance(); A->resize(Size2i(m, n)); int a_data_size = A->data_size(); real_t *a_ptr = A->ptrw(); for (int i = 0; i < a_data_size; ++i) { a_ptr[i] = distribution(generator); } return A; } Ref MLPPMatrix::additionnm(const Ref &A, const Ref &B) { ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size != B->size(), Ref()); Ref C; C.instance(); C->resize(a_size); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); int data_size = A->data_size(); for (int i = 0; i < data_size; ++i) { c_ptr[i] = a_ptr[i] + b_ptr[i]; } return C; } Ref MLPPMatrix::subtractionnm(const Ref &A, const Ref &B) { ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size != B->size(), Ref()); Ref C; C.instance(); C->resize(a_size); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); int data_size = A->data_size(); for (int i = 0; i < data_size; ++i) { c_ptr[i] = a_ptr[i] - b_ptr[i]; } return C; } Ref MLPPMatrix::matmultnm(const Ref &A, const Ref &B) { ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); Size2i b_size = B->size(); ERR_FAIL_COND_V(a_size.x != b_size.y, Ref()); Ref C; C.instance(); C->resize(Size2i(b_size.x, a_size.y)); C->fill(0); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); for (int i = 0; i < a_size.y; i++) { for (int k = 0; k < b_size.y; k++) { int ind_i_k = A->calculate_index(i, k); for (int j = 0; j < b_size.x; j++) { int ind_i_j = C->calculate_index(i, j); int ind_k_j = B->calculate_index(k, j); c_ptr[ind_i_j] += a_ptr[ind_i_k] * b_ptr[ind_k_j]; //C->set_element(i, j, C->get_element(i, j) + A->get_element(i, k) * B->get_element(k, j } } } return C; } Ref MLPPMatrix::hadamard_productnm(const Ref &A, const Ref &B) { ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size != B->size(), Ref()); Ref C; C.instance(); C->resize(a_size); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); for (int i = 0; i < a_size.y; i++) { for (int j = 0; j < a_size.x; j++) { int ind_i_j = A->calculate_index(i, j); c_ptr[ind_i_j] = a_ptr[ind_i_j] * b_ptr[ind_i_j]; } } return C; } Ref MLPPMatrix::kronecker_productnm(const Ref &A, const Ref &B) { // [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() ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); Size2i b_size = B->size(); Ref C; C.instance(); C->resize(Size2i(b_size.x * a_size.x, b_size.y * a_size.y)); const real_t *a_ptr = A->ptr(); Ref row_tmp; row_tmp.instance(); row_tmp->resize(b_size.x); for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < b_size.y; ++j) { B->get_row_into_mlpp_vector(j, row_tmp); Vector> row; for (int k = 0; k < a_size.x; ++k) { row.push_back(row_tmp->scalar_multiplyn(a_ptr[A->calculate_index(i, k)])); } Ref flattened_row = row_tmp->flatten_vectorsn(row); C->set_row_mlpp_vector(i * b_size.y + j, flattened_row); } } return C; } Ref MLPPMatrix::element_wise_divisionnvnm(const Ref &A, const Ref &B) { ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref()); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size != B->size(), Ref()); Ref C; C.instance(); C->resize(a_size); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); for (int i = 0; i < a_size.y; i++) { for (int j = 0; j < a_size.x; j++) { int ind_i_j = A->calculate_index(i, j); c_ptr[ind_i_j] = a_ptr[ind_i_j] / b_ptr[ind_i_j]; } } return C; } Ref MLPPMatrix::transposenm(const Ref &A) { Size2i a_size = A->size(); Ref AT; AT.instance(); AT->resize(Size2i(a_size.y, a_size.x)); const real_t *a_ptr = A->ptr(); real_t *at_ptr = AT->ptrw(); for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < a_size.x; ++j) { at_ptr[AT->calculate_index(j, i)] = a_ptr[A->calculate_index(i, j)]; } } return AT; } Ref MLPPMatrix::scalar_multiplynm(real_t scalar, const Ref &A) { Ref AN = A->duplicate(); Size2i a_size = AN->size(); real_t *an_ptr = AN->ptrw(); for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < a_size.x; ++j) { an_ptr[AN->calculate_index(i, j)] *= scalar; } } return AN; } Ref MLPPMatrix::scalar_addnm(real_t scalar, const Ref &A) { Ref AN = A->duplicate(); Size2i a_size = AN->size(); real_t *an_ptr = AN->ptrw(); for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < a_size.x; ++j) { an_ptr[AN->calculate_index(i, j)] += scalar; } } return AN; } Ref MLPPMatrix::lognm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::log(a_ptr[i]); } return out; } Ref MLPPMatrix::log10nm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::log10(a_ptr[i]); } return out; } Ref MLPPMatrix::expnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::exp(a_ptr[i]); } return out; } Ref MLPPMatrix::erfnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::erf(a_ptr[i]); } return out; } Ref MLPPMatrix::exponentiatenm(const Ref &A, real_t p) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::pow(a_ptr[i], p); } return out; } Ref MLPPMatrix::sqrtnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::sqrt(a_ptr[i]); } return out; } Ref MLPPMatrix::cbrtnm(const Ref &A) { return exponentiatenm(A, real_t(1) / real_t(3)); } /* std::vector> MLPPMatrix::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; } */ Ref MLPPMatrix::absnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = ABS(a_ptr[i]); } return out; } real_t MLPPMatrix::detm(const Ref &A, int d) { ERR_FAIL_COND_V(!A.is_valid(), 0); real_t deter = 0; Ref B; B.instance(); B->resize(Size2i(d, d)); B->fill(0); /* 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->get_element(0, 0) * A->get_element(1, 1) - A->get_element(0, 1) * A->get_element(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->set_element(sub_i, sub_j, A->get_element(j, k)); sub_j++; } sub_i++; } deter += Math::pow(static_cast(-1), static_cast(i)) * A->get_element(0, i) * detm(B, d - 1); } } return deter; } /* real_t MLPPMatrix::trace(std::vector> A) { real_t trace = 0; for (uint32_t i = 0; i < A.size(); i++) { trace += A[i][i]; } return trace; } */ Ref MLPPMatrix::cofactornm(const Ref &A, int n, int i, int j) { Ref cof; cof.instance(); cof->resize(A->size()); int sub_i = 0; int sub_j = 0; for (int row = 0; row < n; row++) { for (int col = 0; col < n; col++) { if (row != i && col != j) { cof->set_element(sub_i, sub_j++, A->get_element(row, col)); if (sub_j == n - 1) { sub_j = 0; sub_i++; } } } } return cof; } Ref MLPPMatrix::adjointnm(const Ref &A) { Ref adj; ERR_FAIL_COND_V(!A.is_valid(), adj); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size.x != a_size.y, adj); //Resizing the initial adjoint matrix adj.instance(); adj->resize(a_size); // Checking for the case where the given N x N matrix is a scalar if (a_size.y == 1) { adj->set_element(0, 0, 1); return adj; } if (a_size.y == 2) { adj->set_element(0, 0, A->get_element(1, 1)); adj->set_element(1, 1, A->get_element(0, 0)); adj->set_element(0, 1, -A->get_element(0, 1)); adj->set_element(1, 0, -A->get_element(1, 0)); return adj; } for (int i = 0; i < a_size.y; i++) { for (int j = 0; j < a_size.x; j++) { Ref cof = cofactornm(A, a_size.y, i, j); // 1 if even, -1 if odd int sign = (i + j) % 2 == 0 ? 1 : -1; adj->set_element(j, i, sign * detm(cof, int(a_size.y) - 1)); } } return adj; } Ref MLPPMatrix::inversenm(const Ref &A) { return scalar_multiplynm(1 / detm(A, int(A->size().y)), adjointnm(A)); } Ref MLPPMatrix::pinversenm(const Ref &A) { return matmultnm(inversenm(matmultnm(transposenm(A), A)), transposenm(A)); } Ref MLPPMatrix::zeromatnm(int n, int m) { Ref mat; mat.instance(); mat->resize(Size2i(m, n)); mat->fill(0); return mat; } Ref MLPPMatrix::onematnm(int n, int m) { Ref mat; mat.instance(); mat->resize(Size2i(m, n)); mat->fill(1); return mat; } Ref MLPPMatrix::fullnm(int n, int m, int k) { Ref mat; mat.instance(); mat->resize(Size2i(m, n)); mat->fill(k); return mat; } Ref MLPPMatrix::sinnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::sin(a_ptr[i]); } return out; } Ref MLPPMatrix::cosnm(const Ref &A) { ERR_FAIL_COND_V(!A.is_valid(), Ref()); Ref out; out.instance(); int data_size = A->data_size(); out->resize(A->size()); const real_t *a_ptr = A->ptr(); real_t *out_ptr = out->ptrw(); for (int i = 0; i < data_size; ++i) { out_ptr[i] = Math::cos(a_ptr[i]); } return out; } /* std::vector> MLPPMatrix::rotate(std::vector> A, real_t theta, int axis) { std::vector> rotationMatrix = { { Math::cos(theta), -Math::sin(theta) }, { Math::sin(theta), Math::cos(theta) } }; if (axis == 0) { rotationMatrix = { { 1, 0, 0 }, { 0, Math::cos(theta), -Math::sin(theta) }, { 0, Math::sin(theta), Math::cos(theta) } }; } else if (axis == 1) { rotationMatrix = { { Math::cos(theta), 0, Math::sin(theta) }, { 0, 1, 0 }, { -Math::sin(theta), 0, Math::cos(theta) } }; } else if (axis == 2) { rotationMatrix = { { Math::cos(theta), -Math::sin(theta), 0 }, { Math::sin(theta), Math::cos(theta), 0 }, { 1, 0, 0 } }; } return matmult(A, rotationMatrix); } */ Ref MLPPMatrix::maxnm(const Ref &A, const Ref &B) { Ref C; C.instance(); C->resize(A->size()); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = B->ptr(); real_t *c_ptr = C->ptrw(); int size = A->data_size(); for (int i = 0; i < size; i++) { c_ptr[i] = MAX(a_ptr[i], b_ptr[i]); } return C; } /* real_t MLPPMatrix::max(std::vector> A) { return max(flatten(A)); } real_t MLPPMatrix::min(std::vector> A) { return min(flatten(A)); } std::vector> MLPPMatrix::round(std::vector> A) { std::vector> B; B.resize(A.size()); for (uint32_t i = 0; i < B.size(); i++) { B[i].resize(A[0].size()); } for (uint32_t i = 0; i < A.size(); i++) { for (uint32_t j = 0; j < A[i].size(); j++) { B[i][j] = Math::round(A[i][j]); } } return B; } */ /* real_t MLPPMatrix::norm_2(std::vector> A) { real_t sum = 0; for (uint32_t i = 0; i < A.size(); i++) { for (uint32_t j = 0; j < A[i].size(); j++) { sum += A[i][j] * A[i][j]; } } return Math::sqrt(sum); } */ Ref MLPPMatrix::identitym(int d) { Ref identity_mat; identity_mat.instance(); identity_mat->resize(Size2i(d, d)); identity_mat->fill(0); real_t *im_ptr = identity_mat->ptrw(); for (int i = 0; i < d; i++) { im_ptr[identity_mat->calculate_index(i, i)] = 1; } return identity_mat; } Ref MLPPMatrix::covnm(const Ref &A) { MLPPStat stat; Ref cov_mat; cov_mat.instance(); Size2i a_size = A->size(); cov_mat->resize(a_size); Ref a_i_row_tmp; a_i_row_tmp.instance(); a_i_row_tmp->resize(a_size.x); Ref a_j_row_tmp; a_j_row_tmp.instance(); a_j_row_tmp->resize(a_size.x); for (int i = 0; i < a_size.y; ++i) { A->get_row_into_mlpp_vector(i, a_i_row_tmp); for (int j = 0; j < a_size.x; ++j) { A->get_row_into_mlpp_vector(j, a_j_row_tmp); cov_mat->set_element(i, j, stat.covariancev(a_i_row_tmp, a_j_row_tmp)); } } return cov_mat; } MLPPMatrix::EigenResult MLPPMatrix::eigen(Ref A) { EigenResult res; ERR_FAIL_COND_V(!A.is_valid(), res); /* 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. HashMap val_to_vec; Ref a_new; Ref eigenvectors = identitym(A->size().y); Size2i a_size = A->size(); do { real_t a_ij = A->get_element(0, 1); real_t sub_i = 0; real_t sub_j = 1; for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < a_size.x; ++j) { real_t ca_ij = A->get_element(i, j); real_t abs_ca_ij = ABS(ca_ij); if (i != j && abs_ca_ij > a_ij) { a_ij = ca_ij; sub_i = i; sub_j = j; } else if (i != j && abs_ca_ij == a_ij) { if (i < sub_i) { a_ij = ca_ij; sub_i = i; sub_j = j; } } } } real_t a_ii = A->get_element(sub_i, sub_i); real_t a_jj = A->get_element(sub_j, sub_j); //real_t a_ji = A->get_element(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)); } Ref P = identitym(A->size().y); P->set_element(sub_i, sub_j, -Math::sin(theta)); P->set_element(sub_i, sub_i, Math::cos(theta)); P->set_element(sub_j, sub_j, Math::cos(theta)); P->set_element(sub_j, sub_i, Math::sin(theta)); a_new = matmultnm(matmultnm(inversenm(P), A), P); Size2i a_new_size = a_new->size(); for (int i = 0; i < a_new_size.y; ++i) { for (int j = 0; j < a_new_size.x; ++j) { if (i != j && Math::is_zero_approx(Math::round(a_new->get_element(i, j)))) { a_new->set_element(i, j, 0); } } } bool non_zero = false; for (int i = 0; i < a_new_size.y; ++i) { for (int j = 0; j < a_new_size.x; ++j) { if (i != j && Math::is_zero_approx(Math::round(a_new->get_element(i, j)))) { non_zero = true; } } } if (non_zero) { diagonal = false; } else { diagonal = true; } if (a_new->is_equal_approx(A)) { diagonal = true; for (int i = 0; i < a_new_size.y; ++i) { for (int j = 0; j < a_new_size.x; ++j) { if (i != j) { a_new->set_element(i, j, 0); } } } } eigenvectors = matmultnm(eigenvectors, P); A = a_new; } while (!diagonal); Ref a_new_prior = a_new->duplicate(); Size2i a_new_size = a_new->size(); // Bubble Sort. Should change this later. for (int i = 0; i < a_new_size.y - 1; ++i) { for (int j = 0; j < a_new_size.x - 1 - i; ++j) { if (a_new->get_element(j, j) < a_new->get_element(j + 1, j + 1)) { real_t temp = a_new->get_element(j + 1, j + 1); a_new->set_element(j + 1, j + 1, a_new->get_element(j, j)); a_new->set_element(j, j, temp); } } } for (int i = 0; i < a_new_size.y; ++i) { for (int j = 0; j < a_new_size.x; ++j) { if (a_new->get_element(i, i) == a_new_prior->get_element(j, j)) { val_to_vec[i] = j; } } } Ref eigen_temp = eigenvectors->duplicate(); Size2i eigenvectors_size = eigenvectors->size(); for (int i = 0; i < eigenvectors_size.y; ++i) { for (int j = 0; j < eigenvectors_size.x; ++j) { eigenvectors->set_element(i, j, eigen_temp->get_element(i, val_to_vec[j])); } } res.eigen_vectors = eigenvectors; res.eigen_values = a_new; return res; } MLPPMatrix::SVDResult MLPPMatrix::svd(const Ref &A) { SVDResult res; ERR_FAIL_COND_V(!A.is_valid(), res); Size2i a_size = A->size(); EigenResult left_eigen = eigen(matmultnm(A, transposenm(A))); EigenResult right_eigen = eigen(matmultnm(transposenm(A), A)); Ref singularvals = sqrtnm(left_eigen.eigen_values); Ref sigma = zeromatnm(a_size.y, a_size.x); Size2i singularvals_size = singularvals->size(); for (int i = 0; i < singularvals_size.y; ++i) { for (int j = 0; j < singularvals_size.x; ++j) { sigma->set_element(i, j, singularvals->get_element(i, j)); } } res.U = left_eigen.eigen_vectors; res.S = sigma; res.Vt = right_eigen.eigen_vectors; return res; } /* std::vector MLPPMatrix::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> MLPPMatrix::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 (uint32_t 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 (uint32_t 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. } */ /* MLPPMatrix::QRDResult MLPPMatrix::qrd(std::vector> A) { QRDResult res; res.Q = gramSchmidtProcess(A); res.R = matmult(transpose(res.Q), A); return res; } */ /* MLPPMatrix::CholeskyResult MLPPMatrix::cholesky(std::vector> A) { std::vector> L = zeromat(A.size(), A[0].size()); for (uint32_t j = 0; j < L.size(); j++) { // Matrices entered must be square. No problem here. for (uint32_t i = j; i < L.size(); i++) { if (i == j) { real_t sum = 0; for (uint32_t k = 0; k < j; k++) { sum += L[i][k] * L[i][k]; } L[i][j] = Math::sqrt(A[i][j] - sum); } else { // That is, i!=j real_t sum = 0; for (uint32_t 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 MLPPMatrix::sum_elements(std::vector> A) { real_t sum = 0; for (uint32_t i = 0; i < A.size(); i++) { for (uint32_t j = 0; j < A[i].size(); j++) { sum += A[i][j]; } } return sum; } */ Ref MLPPMatrix::flattenvvnv(const Ref &A) { int data_size = A->data_size(); Ref res; res.instance(); res->resize(data_size); real_t *res_ptr = res->ptrw(); const real_t *a_ptr = A->ptr(); for (int i = 0; i < data_size; ++i) { res_ptr[i] = a_ptr[i]; } return res; } /* std::vector MLPPMatrix::solve(std::vector> A, std::vector b) { return mat_vec_mult(inverse(A), b); } bool MLPPMatrix::positiveDefiniteChecker(std::vector> A) { auto eig_result = eig(A); auto eigenvectors = std::get<0>(eig_result); auto eigenvals = std::get<1>(eig_result); std::vector eigenvals_vec; for (uint32_t i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (uint32_t 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 MLPPMatrix::negativeDefiniteChecker(std::vector> A) { auto eig_result = eig(A); auto eigenvectors = std::get<0>(eig_result); auto eigenvals = std::get<1>(eig_result); std::vector eigenvals_vec; for (uint32_t i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (uint32_t 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 MLPPMatrix::zeroEigenvalue(std::vector> A) { auto eig_result = eig(A); auto eigenvectors = std::get<0>(eig_result); auto eigenvals = std::get<1>(eig_result); std::vector eigenvals_vec; for (uint32_t i = 0; i < eigenvals.size(); i++) { eigenvals_vec.push_back(eigenvals[i][i]); } for (uint32_t i = 0; i < eigenvals_vec.size(); i++) { if (eigenvals_vec[i] == 0) { return true; } } return false; } */ Ref MLPPMatrix::mat_vec_multnv(const Ref &A, const Ref &b) { ERR_FAIL_COND_V(!A.is_valid() || !b.is_valid(), Ref()); Size2i a_size = A->size(); int b_size = b->size(); ERR_FAIL_COND_V(a_size.x < b->size(), Ref()); Ref c; c.instance(); c->resize(a_size.y); c->fill(0); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = b->ptr(); real_t *c_ptr = c->ptrw(); for (int i = 0; i < a_size.y; ++i) { for (int k = 0; k < b_size; ++k) { int mat_index = A->calculate_index(i, k); c_ptr[i] += a_ptr[mat_index] * b_ptr[k]; } } return c; } Ref MLPPMatrix::mat_vec_addnm(const Ref &A, const Ref &b) { ERR_FAIL_COND_V(!A.is_valid() || !b.is_valid(), Ref()); Size2i a_size = A->size(); ERR_FAIL_COND_V(a_size.x != b->size(), Ref()); Ref ret; ret.instance(); ret->resize(a_size); const real_t *a_ptr = A->ptr(); const real_t *b_ptr = b->ptr(); real_t *ret_ptr = ret->ptrw(); for (int i = 0; i < a_size.y; ++i) { for (int j = 0; j < a_size.x; ++j) { int mat_index = A->calculate_index(i, j); ret_ptr[mat_index] = a_ptr[mat_index] + b_ptr[j]; } } return ret; } Ref MLPPMatrix::outer_product(const Ref &a, const Ref &b) { Ref C; C.instance(); Size2i size = Size2i(b->size(), a->size()); C->resize(size); const real_t *a_ptr = a->ptr(); const real_t *b_ptr = b->ptr(); for (int i = 0; i < size.y; ++i) { real_t curr_a = a_ptr[i]; for (int j = 0; j < size.x; ++j) { C->set_element(i, j, curr_a * b_ptr[j]); } } return C; } Ref MLPPMatrix::diagnm(const Ref &a) { int a_size = a->size(); Ref B; B.instance(); B->resize(Size2i(a_size, a_size)); B->fill(0); const real_t *a_ptr = a->ptr(); real_t *b_ptr = B->ptrw(); for (int i = 0; i < a_size; ++i) { b_ptr[B->calculate_index(i, i)] = a_ptr[i]; } return B; } String MLPPMatrix::to_string() { String str; str += "[MLPPMatrix: \n"; for (int y = 0; y < _size.y; ++y) { str += " [ "; for (int x = 0; x < _size.x; ++x) { str += String::num(_data[_size.x * y + x]); str += " "; } str += "]\n"; } str += "]"; return str; } std::vector MLPPMatrix::to_flat_std_vector() const { std::vector ret; ret.resize(data_size()); real_t *w = &ret[0]; memcpy(w, _data, sizeof(real_t) * data_size()); return ret; } void MLPPMatrix::set_from_std_vectors(const std::vector> &p_from) { if (p_from.size() == 0) { reset(); return; } resize(Size2i(p_from[0].size(), p_from.size())); if (data_size() == 0) { reset(); return; } for (uint32_t i = 0; i < p_from.size(); ++i) { const std::vector &r = p_from[i]; ERR_CONTINUE(r.size() != static_cast(_size.x)); int start_index = i * _size.x; const real_t *from_ptr = &r[0]; for (int j = 0; j < _size.x; j++) { _data[start_index + j] = from_ptr[j]; } } } std::vector> MLPPMatrix::to_std_vector() { std::vector> ret; ret.resize(_size.y); for (int i = 0; i < _size.y; ++i) { std::vector row; for (int j = 0; j < _size.x; ++j) { row.push_back(_data[calculate_index(i, j)]); } ret[i] = row; } return ret; } void MLPPMatrix::set_row_std_vector(int p_index_y, const std::vector &p_row) { ERR_FAIL_COND(p_row.size() != static_cast(_size.x)); ERR_FAIL_INDEX(p_index_y, _size.y); int ind_start = p_index_y * _size.x; const real_t *row_ptr = &p_row[0]; for (int i = 0; i < _size.x; ++i) { _data[ind_start + i] = row_ptr[i]; } } MLPPMatrix::MLPPMatrix(const std::vector> &p_from) { _data = NULL; set_from_std_vectors(p_from); } void MLPPMatrix::_bind_methods() { ClassDB::bind_method(D_METHOD("add_row", "row"), &MLPPMatrix::add_row_pool_vector); ClassDB::bind_method(D_METHOD("add_row_mlpp_vector", "row"), &MLPPMatrix::add_row_mlpp_vector); ClassDB::bind_method(D_METHOD("add_rows_mlpp_matrix", "other"), &MLPPMatrix::add_rows_mlpp_matrix); ClassDB::bind_method(D_METHOD("remove_row", "index"), &MLPPMatrix::remove_row); ClassDB::bind_method(D_METHOD("remove_row_unordered", "index"), &MLPPMatrix::remove_row_unordered); ClassDB::bind_method(D_METHOD("swap_row", "index_1", "index_2"), &MLPPMatrix::swap_row); ClassDB::bind_method(D_METHOD("clear"), &MLPPMatrix::clear); ClassDB::bind_method(D_METHOD("reset"), &MLPPMatrix::reset); ClassDB::bind_method(D_METHOD("empty"), &MLPPMatrix::empty); ClassDB::bind_method(D_METHOD("data_size"), &MLPPMatrix::data_size); ClassDB::bind_method(D_METHOD("size"), &MLPPMatrix::size); ClassDB::bind_method(D_METHOD("resize", "size"), &MLPPMatrix::resize); ClassDB::bind_method(D_METHOD("get_element_index", "index"), &MLPPMatrix::get_element_index); ClassDB::bind_method(D_METHOD("set_element_index", "index", "val"), &MLPPMatrix::set_element_index); ClassDB::bind_method(D_METHOD("get_element", "index_y", "index_x"), &MLPPMatrix::get_element); ClassDB::bind_method(D_METHOD("set_element", "index_y", "index_x", "val"), &MLPPMatrix::set_element); ClassDB::bind_method(D_METHOD("get_row_pool_vector", "index_y"), &MLPPMatrix::get_row_pool_vector); ClassDB::bind_method(D_METHOD("get_row_mlpp_vector", "index_y"), &MLPPMatrix::get_row_mlpp_vector); ClassDB::bind_method(D_METHOD("get_row_into_mlpp_vector", "index_y", "target"), &MLPPMatrix::get_row_into_mlpp_vector); ClassDB::bind_method(D_METHOD("set_row_pool_vector", "index_y", "row"), &MLPPMatrix::set_row_pool_vector); ClassDB::bind_method(D_METHOD("set_row_mlpp_vector", "index_y", "row"), &MLPPMatrix::set_row_mlpp_vector); ClassDB::bind_method(D_METHOD("fill", "val"), &MLPPMatrix::fill); ClassDB::bind_method(D_METHOD("to_flat_pool_vector"), &MLPPMatrix::to_flat_pool_vector); ClassDB::bind_method(D_METHOD("to_flat_byte_array"), &MLPPMatrix::to_flat_byte_array); ClassDB::bind_method(D_METHOD("duplicate"), &MLPPMatrix::duplicate); ClassDB::bind_method(D_METHOD("set_from_mlpp_vectors_array", "from"), &MLPPMatrix::set_from_mlpp_vectors_array); ClassDB::bind_method(D_METHOD("set_from_arrays", "from"), &MLPPMatrix::set_from_arrays); ClassDB::bind_method(D_METHOD("set_from_mlpp_matrix", "from"), &MLPPMatrix::set_from_mlpp_matrix); ClassDB::bind_method(D_METHOD("is_equal_approx", "with", "tolerance"), &MLPPMatrix::is_equal_approx, CMP_EPSILON); }