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1936 lines
43 KiB
C++
1936 lines
43 KiB
C++
//
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// LinAlg.cpp
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//
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// Created by Marc Melikyan on 1/8/21.
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//
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#include "lin_alg.h"
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#include "core/math/math_funcs.h"
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#include "../stat/stat.h"
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#include <cmath>
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#include <iostream>
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#include <map>
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#include <random>
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/*
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std::vector<std::vector<real_t>> MLPPLinAlg::gramMatrix(std::vector<std::vector<real_t>> A) {
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return matmult(transpose(A), A); // AtA
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}
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*/
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/*
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bool MLPPLinAlg::linearIndependenceChecker(std::vector<std::vector<real_t>> A) {
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if (det(gramMatrix(A), A.size()) == 0) {
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return false;
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}
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return true;
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}
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*/
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Ref<MLPPMatrix> MLPPLinAlg::gaussian_noise(int n, int m) {
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std::random_device rd;
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std::default_random_engine generator(rd());
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std::normal_distribution<real_t> distribution(0, 1); // Standard normal distribution. Mean of 0, std of 1.
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Ref<MLPPMatrix> A;
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A.instance();
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A->resize(Size2i(m, n));
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int a_data_size = A->data_size();
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real_t *a_ptr = A->ptrw();
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for (int i = 0; i < a_data_size; ++i) {
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a_ptr[i] = distribution(generator);
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}
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return A;
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}
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Ref<MLPPMatrix> MLPPLinAlg::additionnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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ERR_FAIL_COND_V(a_size != B->size(), Ref<MLPPMatrix>());
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(a_size);
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const real_t *a_ptr = A->ptr();
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const real_t *b_ptr = B->ptr();
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real_t *c_ptr = C->ptrw();
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int data_size = A->data_size();
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for (int i = 0; i < data_size; ++i) {
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c_ptr[i] = a_ptr[i] + b_ptr[i];
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::subtractionnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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ERR_FAIL_COND_V(a_size != B->size(), Ref<MLPPMatrix>());
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(a_size);
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const real_t *a_ptr = A->ptr();
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const real_t *b_ptr = B->ptr();
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real_t *c_ptr = C->ptrw();
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int data_size = A->data_size();
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for (int i = 0; i < data_size; ++i) {
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c_ptr[i] = a_ptr[i] - b_ptr[i];
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::matmultnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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Size2i b_size = B->size();
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ERR_FAIL_COND_V(a_size.x != b_size.y, Ref<MLPPMatrix>());
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(Size2i(b_size.x, a_size.y));
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C->fill(0);
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const real_t *a_ptr = A->ptr();
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const real_t *b_ptr = B->ptr();
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real_t *c_ptr = C->ptrw();
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for (int i = 0; i < a_size.y; i++) {
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for (int k = 0; k < b_size.y; k++) {
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int ind_i_k = A->calculate_index(i, k);
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for (int j = 0; j < b_size.x; j++) {
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int ind_i_j = C->calculate_index(i, j);
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int ind_k_j = B->calculate_index(k, j);
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c_ptr[ind_i_j] += a_ptr[ind_i_k] * b_ptr[ind_k_j];
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//C->set_element(i, j, C->get_element(i, j) + A->get_element(i, k) * B->get_element(k, j
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}
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}
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::hadamard_productnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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ERR_FAIL_COND_V(a_size != B->size(), Ref<MLPPMatrix>());
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(a_size);
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const real_t *a_ptr = A->ptr();
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const real_t *b_ptr = B->ptr();
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real_t *c_ptr = C->ptrw();
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for (int i = 0; i < a_size.y; i++) {
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for (int j = 0; j < a_size.x; j++) {
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int ind_i_j = A->calculate_index(i, j);
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c_ptr[ind_i_j] = a_ptr[ind_i_j] * b_ptr[ind_i_j];
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}
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::kronecker_productnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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// [1,1,1,1] [1,2,3,4,5]
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// [1,1,1,1] [1,2,3,4,5]
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// [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5] [1,2,3,4,5]
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// Resulting matrix: A.size() * B.size()
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// A[0].size() * B[0].size()
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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Size2i b_size = B->size();
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(Size2i(b_size.x * a_size.x, b_size.y * a_size.y));
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const real_t *a_ptr = A->ptr();
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Ref<MLPPVector> row_tmp;
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row_tmp.instance();
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row_tmp->resize(b_size.x);
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for (int i = 0; i < a_size.y; ++i) {
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for (int j = 0; j < b_size.y; ++j) {
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B->get_row_into_mlpp_vector(j, row_tmp);
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Vector<Ref<MLPPVector>> row;
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for (int k = 0; k < a_size.x; ++k) {
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row.push_back(scalar_multiplynv(a_ptr[A->calculate_index(i, k)], row_tmp));
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}
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Ref<MLPPVector> flattened_row = flattenmnv(row);
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C->set_row_mlpp_vector(i * b_size.y + j, flattened_row);
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}
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::element_wise_divisionnvnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
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ERR_FAIL_COND_V(!A.is_valid() || !B.is_valid(), Ref<MLPPMatrix>());
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Size2i a_size = A->size();
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ERR_FAIL_COND_V(a_size != B->size(), Ref<MLPPMatrix>());
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Ref<MLPPMatrix> C;
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C.instance();
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C->resize(a_size);
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const real_t *a_ptr = A->ptr();
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const real_t *b_ptr = B->ptr();
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real_t *c_ptr = C->ptrw();
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for (int i = 0; i < a_size.y; i++) {
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for (int j = 0; j < a_size.x; j++) {
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int ind_i_j = A->calculate_index(i, j);
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c_ptr[ind_i_j] = a_ptr[ind_i_j] / b_ptr[ind_i_j];
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}
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}
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return C;
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}
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Ref<MLPPMatrix> MLPPLinAlg::transposenm(const Ref<MLPPMatrix> &A) {
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Size2i a_size = A->size();
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Ref<MLPPMatrix> AT;
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AT.instance();
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AT->resize(Size2i(a_size.y, a_size.x));
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const real_t *a_ptr = A->ptr();
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real_t *at_ptr = AT->ptrw();
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for (int i = 0; i < a_size.y; ++i) {
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for (int j = 0; j < a_size.x; ++j) {
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at_ptr[AT->calculate_index(j, i)] = a_ptr[A->calculate_index(i, j)];
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}
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}
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return AT;
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}
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Ref<MLPPMatrix> MLPPLinAlg::scalar_multiplynm(real_t scalar, const Ref<MLPPMatrix> &A) {
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Ref<MLPPMatrix> AN = A->duplicate();
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Size2i a_size = AN->size();
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real_t *an_ptr = AN->ptrw();
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for (int i = 0; i < a_size.y; ++i) {
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for (int j = 0; j < a_size.x; ++j) {
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an_ptr[AN->calculate_index(i, j)] *= scalar;
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}
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}
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return AN;
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}
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Ref<MLPPMatrix> MLPPLinAlg::scalar_addnm(real_t scalar, const Ref<MLPPMatrix> &A) {
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Ref<MLPPMatrix> AN = A->duplicate();
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Size2i a_size = AN->size();
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real_t *an_ptr = AN->ptrw();
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for (int i = 0; i < a_size.y; ++i) {
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for (int j = 0; j < a_size.x; ++j) {
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an_ptr[AN->calculate_index(i, j)] += scalar;
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}
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}
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return AN;
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}
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Ref<MLPPMatrix> MLPPLinAlg::lognm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::log(a_ptr[i]);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::log10nm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::log10(a_ptr[i]);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::expnm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::exp(a_ptr[i]);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::erfnm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::erf(a_ptr[i]);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::exponentiatenm(const Ref<MLPPMatrix> &A, real_t p) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::pow(a_ptr[i], p);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::sqrtnm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = Math::sqrt(a_ptr[i]);
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}
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return out;
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}
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Ref<MLPPMatrix> MLPPLinAlg::cbrtnm(const Ref<MLPPMatrix> &A) {
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return exponentiatenm(A, real_t(1) / real_t(3));
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}
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/*
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std::vector<std::vector<real_t>> MLPPLinAlg::matrixPower(std::vector<std::vector<real_t>> A, int n) {
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std::vector<std::vector<real_t>> B = identity(A.size());
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if (n == 0) {
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return identity(A.size());
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} else if (n < 0) {
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A = inverse(A);
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}
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for (int i = 0; i < std::abs(n); i++) {
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B = matmult(B, A);
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}
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return B;
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}
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*/
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Ref<MLPPMatrix> MLPPLinAlg::absnm(const Ref<MLPPMatrix> &A) {
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ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
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Ref<MLPPMatrix> out;
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out.instance();
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int data_size = A->data_size();
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out->resize(A->size());
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const real_t *a_ptr = A->ptr();
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real_t *out_ptr = out->ptrw();
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for (int i = 0; i < data_size; ++i) {
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out_ptr[i] = ABS(a_ptr[i]);
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}
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return out;
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}
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real_t MLPPLinAlg::detm(const Ref<MLPPMatrix> &A, int d) {
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ERR_FAIL_COND_V(!A.is_valid(), 0);
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real_t deter = 0;
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Ref<MLPPMatrix> B;
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B.instance();
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B->resize(Size2i(d, d));
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B->fill(0);
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/* This is the base case in which the input is a 2x2 square matrix.
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Recursion is performed unless and until we reach this base case,
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such that we recieve a scalar as the result. */
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if (d == 2) {
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return A->get_element(0, 0) * A->get_element(1, 1) - A->get_element(0, 1) * A->get_element(1, 0);
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} else {
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for (int i = 0; i < d; i++) {
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int sub_i = 0;
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for (int j = 1; j < d; j++) {
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int sub_j = 0;
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for (int k = 0; k < d; k++) {
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if (k == i) {
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continue;
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}
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B->set_element(sub_i, sub_j, A->get_element(j, k));
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sub_j++;
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}
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sub_i++;
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}
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deter += Math::pow(static_cast<real_t>(-1), static_cast<real_t>(i)) * A->get_element(0, i) * detm(B, d - 1);
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}
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}
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return deter;
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}
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/*
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real_t MLPPLinAlg::trace(std::vector<std::vector<real_t>> A) {
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real_t trace = 0;
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for (uint32_t i = 0; i < A.size(); i++) {
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trace += A[i][i];
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}
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return trace;
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}
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*/
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Ref<MLPPMatrix> MLPPLinAlg::cofactornm(const Ref<MLPPMatrix> &A, int n, int i, int j) {
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Ref<MLPPMatrix> cof;
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cof.instance();
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cof->resize(A->size());
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int sub_i = 0;
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int sub_j = 0;
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for (int row = 0; row < n; row++) {
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for (int col = 0; col < n; col++) {
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if (row != i && col != j) {
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cof->set_element(sub_i, sub_j++, A->get_element(row, col));
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if (sub_j == n - 1) {
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sub_j = 0;
|
|
sub_i++;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
return cof;
|
|
}
|
|
Ref<MLPPMatrix> MLPPLinAlg::adjointnm(const Ref<MLPPMatrix> &A) {
|
|
Ref<MLPPMatrix> 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<MLPPMatrix> 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> MLPPLinAlg::inversenm(const Ref<MLPPMatrix> &A) {
|
|
return scalar_multiplynm(1 / detm(A, int(A->size().y)), adjointnm(A));
|
|
}
|
|
Ref<MLPPMatrix> MLPPLinAlg::pinversenm(const Ref<MLPPMatrix> &A) {
|
|
return matmultnm(inversenm(matmultnm(transposenm(A), A)), transposenm(A));
|
|
}
|
|
Ref<MLPPMatrix> MLPPLinAlg::zeromatnm(int n, int m) {
|
|
Ref<MLPPMatrix> mat;
|
|
mat.instance();
|
|
|
|
mat->resize(Size2i(m, n));
|
|
mat->fill(0);
|
|
|
|
return mat;
|
|
}
|
|
Ref<MLPPMatrix> MLPPLinAlg::onematnm(int n, int m) {
|
|
Ref<MLPPMatrix> mat;
|
|
mat.instance();
|
|
|
|
mat->resize(Size2i(m, n));
|
|
mat->fill(1);
|
|
|
|
return mat;
|
|
}
|
|
Ref<MLPPMatrix> MLPPLinAlg::fullnm(int n, int m, int k) {
|
|
Ref<MLPPMatrix> mat;
|
|
mat.instance();
|
|
|
|
mat->resize(Size2i(m, n));
|
|
mat->fill(k);
|
|
|
|
return mat;
|
|
}
|
|
|
|
Ref<MLPPMatrix> MLPPLinAlg::sinnm(const Ref<MLPPMatrix> &A) {
|
|
ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPMatrix> 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> MLPPLinAlg::cosnm(const Ref<MLPPMatrix> &A) {
|
|
ERR_FAIL_COND_V(!A.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPMatrix> 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;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::maxnvv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
Ref<MLPPVector> ret;
|
|
ret.instance();
|
|
|
|
ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), ret);
|
|
|
|
int a_size = a->size();
|
|
|
|
ERR_FAIL_COND_V(a_size != b->size(), ret);
|
|
|
|
ret->resize(a_size);
|
|
|
|
const real_t *aa = a->ptr();
|
|
const real_t *ba = b->ptr();
|
|
real_t *ret_ptr = ret->ptrw();
|
|
|
|
for (int i = 0; i < a_size; i++) {
|
|
real_t aa_i = aa[i];
|
|
real_t bb_i = ba[i];
|
|
|
|
if (aa_i > bb_i) {
|
|
ret_ptr[i] = aa_i;
|
|
} else {
|
|
ret_ptr[i] = bb_i;
|
|
}
|
|
}
|
|
|
|
return ret;
|
|
}
|
|
|
|
/*
|
|
real_t MLPPLinAlg::max(std::vector<std::vector<real_t>> A) {
|
|
return max(flatten(A));
|
|
}
|
|
|
|
real_t MLPPLinAlg::min(std::vector<std::vector<real_t>> A) {
|
|
return min(flatten(A));
|
|
}
|
|
|
|
std::vector<std::vector<real_t>> MLPPLinAlg::round(std::vector<std::vector<real_t>> A) {
|
|
std::vector<std::vector<real_t>> 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 MLPPLinAlg::norm_2(std::vector<std::vector<real_t>> 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> MLPPLinAlg::identitym(int d) {
|
|
Ref<MLPPMatrix> 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> MLPPLinAlg::covnm(const Ref<MLPPMatrix> &A) {
|
|
MLPPStat stat;
|
|
|
|
Ref<MLPPMatrix> cov_mat;
|
|
cov_mat.instance();
|
|
|
|
Size2i a_size = A->size();
|
|
|
|
cov_mat->resize(a_size);
|
|
|
|
Ref<MLPPVector> a_i_row_tmp;
|
|
a_i_row_tmp.instance();
|
|
a_i_row_tmp->resize(a_size.x);
|
|
|
|
Ref<MLPPVector> 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;
|
|
}
|
|
|
|
MLPPLinAlg::EigenResult MLPPLinAlg::eigen(Ref<MLPPMatrix> 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<int, int> val_to_vec;
|
|
Ref<MLPPMatrix> a_new;
|
|
Ref<MLPPMatrix> 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<MLPPMatrix> 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<MLPPMatrix> 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<MLPPMatrix> 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;
|
|
}
|
|
|
|
MLPPLinAlg::SVDResult MLPPLinAlg::svd(const Ref<MLPPMatrix> &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<MLPPMatrix> singularvals = sqrtnm(left_eigen.eigen_values);
|
|
Ref<MLPPMatrix> 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<real_t> MLPPLinAlg::vectorProjection(std::vector<real_t> a, std::vector<real_t> 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<std::vector<real_t>> MLPPLinAlg::gramSchmidtProcess(std::vector<std::vector<real_t>> 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<std::vector<real_t>> 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.
|
|
}
|
|
*/
|
|
|
|
/*
|
|
MLPPLinAlg::QRDResult MLPPLinAlg::qrd(std::vector<std::vector<real_t>> A) {
|
|
QRDResult res;
|
|
|
|
res.Q = gramSchmidtProcess(A);
|
|
res.R = matmult(transpose(res.Q), A);
|
|
|
|
return res;
|
|
}
|
|
*/
|
|
|
|
/*
|
|
MLPPLinAlg::CholeskyResult MLPPLinAlg::cholesky(std::vector<std::vector<real_t>> A) {
|
|
std::vector<std::vector<real_t>> 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 MLPPLinAlg::sum_elements(std::vector<std::vector<real_t>> 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<MLPPVector> MLPPLinAlg::flattenmnv(const Vector<Ref<MLPPVector>> &A) {
|
|
Ref<MLPPVector> a;
|
|
a.instance();
|
|
|
|
int vsize = 0;
|
|
for (int i = 0; i < A.size(); ++i) {
|
|
vsize += A[i]->size();
|
|
}
|
|
|
|
a->resize(vsize);
|
|
|
|
int a_index = 0;
|
|
real_t *a_ptr = a->ptrw();
|
|
|
|
for (int i = 0; i < A.size(); ++i) {
|
|
const Ref<MLPPVector> &r = A[i];
|
|
|
|
int r_size = r->size();
|
|
const real_t *r_ptr = r->ptr();
|
|
|
|
for (int j = 0; j < r_size; ++j) {
|
|
a_ptr[a_index] = r_ptr[j];
|
|
++a_index;
|
|
}
|
|
}
|
|
|
|
return a;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::flattenvvnv(const Ref<MLPPMatrix> &A) {
|
|
int data_size = A->data_size();
|
|
|
|
Ref<MLPPVector> 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<real_t> MLPPLinAlg::solve(std::vector<std::vector<real_t>> A, std::vector<real_t> b) {
|
|
return mat_vec_mult(inverse(A), b);
|
|
}
|
|
|
|
bool MLPPLinAlg::positiveDefiniteChecker(std::vector<std::vector<real_t>> A) {
|
|
auto eig_result = eig(A);
|
|
auto eigenvectors = std::get<0>(eig_result);
|
|
auto eigenvals = std::get<1>(eig_result);
|
|
|
|
std::vector<real_t> 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 MLPPLinAlg::negativeDefiniteChecker(std::vector<std::vector<real_t>> A) {
|
|
auto eig_result = eig(A);
|
|
auto eigenvectors = std::get<0>(eig_result);
|
|
auto eigenvals = std::get<1>(eig_result);
|
|
|
|
std::vector<real_t> 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 MLPPLinAlg::zeroEigenvalue(std::vector<std::vector<real_t>> A) {
|
|
auto eig_result = eig(A);
|
|
auto eigenvectors = std::get<0>(eig_result);
|
|
auto eigenvals = std::get<1>(eig_result);
|
|
|
|
std::vector<real_t> 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> MLPPLinAlg::outer_product(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
Ref<MLPPMatrix> 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<MLPPVector> MLPPLinAlg::hadamard_productnv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> out;
|
|
out.instance();
|
|
|
|
int size = a->size();
|
|
|
|
ERR_FAIL_COND_V(size != b->size(), Ref<MLPPVector>());
|
|
|
|
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::hadamard_productv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b, Ref<MLPPVector> 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];
|
|
}
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::element_wise_divisionnv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> out;
|
|
out.instance();
|
|
|
|
int size = a->size();
|
|
|
|
ERR_FAIL_COND_V(size != b->size(), Ref<MLPPVector>());
|
|
|
|
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;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::scalar_multiplynv(real_t scalar, const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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<MLPPVector> &a, Ref<MLPPVector> 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;
|
|
}
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::scalar_addnv(real_t scalar, const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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_addv(real_t scalar, const Ref<MLPPVector> &a, Ref<MLPPVector> 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;
|
|
}
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::additionnv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref<MLPPVector>());
|
|
|
|
int size = a->size();
|
|
|
|
ERR_FAIL_COND_V(size != b->size(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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<MLPPVector> &a, const Ref<MLPPVector> &b, Ref<MLPPVector> 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];
|
|
}
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::subtractionnv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!a.is_valid() || !b.is_valid(), Ref<MLPPVector>());
|
|
|
|
int size = a->size();
|
|
|
|
ERR_FAIL_COND_V(size != b->size(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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<MLPPVector> &a, const Ref<MLPPVector> &b, Ref<MLPPVector> 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];
|
|
}
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::subtract_matrix_rowsnv(const Ref<MLPPVector> &a, const Ref<MLPPMatrix> &B) {
|
|
Ref<MLPPVector> c = a->duplicate();
|
|
|
|
Size2i b_size = B->size();
|
|
|
|
ERR_FAIL_COND_V(b_size.x != c->size(), c);
|
|
|
|
const real_t *b_ptr = B->ptr();
|
|
real_t *c_ptr = c->ptrw();
|
|
|
|
for (int i = 0; i < b_size.y; ++i) {
|
|
for (int j = 0; j < b_size.x; ++j) {
|
|
c_ptr[j] -= b_ptr[B->calculate_index(i, j)];
|
|
}
|
|
}
|
|
|
|
return c;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::lognv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::log(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::log10nv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::log10(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::expnv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::exp(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::erfnv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::erf(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::exponentiatenv(const Ref<MLPPVector> &a, real_t p) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::pow(a_ptr[i], p);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::sqrtnv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::sqrt(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::cbrtnv(const Ref<MLPPVector> &a) {
|
|
return exponentiatenv(a, static_cast<real_t>(1) / static_cast<real_t>(3));
|
|
}
|
|
|
|
real_t MLPPLinAlg::dotnv(const Ref<MLPPVector> &a, const Ref<MLPPVector> &b) {
|
|
int a_size = a->size();
|
|
|
|
ERR_FAIL_COND_V(a_size != b->size(), 0);
|
|
|
|
const real_t *a_ptr = a->ptr();
|
|
const real_t *b_ptr = b->ptr();
|
|
|
|
real_t c = 0;
|
|
for (int i = 0; i < a_size; ++i) {
|
|
c += a_ptr[i] * b_ptr[i];
|
|
}
|
|
return c;
|
|
}
|
|
|
|
/*
|
|
std::vector<real_t> MLPPLinAlg::cross(std::vector<real_t> a, std::vector<real_t> b) {
|
|
// Cross products exist in R^7 also. Though, I will limit it to R^3 as Wolfram does this.
|
|
std::vector<std::vector<real_t>> 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 };
|
|
}
|
|
*/
|
|
|
|
Ref<MLPPMatrix> MLPPLinAlg::diagnm(const Ref<MLPPVector> &a) {
|
|
int a_size = a->size();
|
|
|
|
Ref<MLPPMatrix> 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;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::absv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = ABS(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::zerovecnv(int n) {
|
|
Ref<MLPPVector> vec;
|
|
vec.instance();
|
|
|
|
vec->resize(n);
|
|
vec->fill(0);
|
|
|
|
return vec;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::onevecnv(int n) {
|
|
Ref<MLPPVector> vec;
|
|
vec.instance();
|
|
|
|
vec->resize(n);
|
|
vec->fill(1);
|
|
|
|
return vec;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::fullnv(int n, int k) {
|
|
Ref<MLPPVector> vec;
|
|
vec.instance();
|
|
|
|
vec->resize(n);
|
|
vec->fill(k);
|
|
|
|
return vec;
|
|
}
|
|
|
|
Ref<MLPPVector> MLPPLinAlg::sinnv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::sin(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
Ref<MLPPVector> MLPPLinAlg::cosnv(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Ref<MLPPVector>());
|
|
|
|
Ref<MLPPVector> 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] = Math::cos(a_ptr[i]);
|
|
}
|
|
|
|
return out;
|
|
}
|
|
|
|
/*
|
|
std::vector<std::vector<real_t>> MLPPLinAlg::rotate(std::vector<std::vector<real_t>> A, real_t theta, int axis) {
|
|
std::vector<std::vector<real_t>> 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> MLPPLinAlg::maxnm(const Ref<MLPPMatrix> &A, const Ref<MLPPMatrix> &B) {
|
|
Ref<MLPPMatrix> 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 MLPPLinAlg::maxvr(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), -Math_INF);
|
|
|
|
int a_size = a->size();
|
|
|
|
const real_t *aa = a->ptr();
|
|
|
|
real_t max_element = -Math_INF;
|
|
|
|
for (int i = 0; i < a_size; i++) {
|
|
real_t current_element = aa[i];
|
|
|
|
if (current_element > max_element) {
|
|
max_element = current_element;
|
|
}
|
|
}
|
|
|
|
return max_element;
|
|
}
|
|
real_t MLPPLinAlg::minvr(const Ref<MLPPVector> &a) {
|
|
ERR_FAIL_COND_V(!a.is_valid(), Math_INF);
|
|
|
|
int a_size = a->size();
|
|
|
|
const real_t *aa = a->ptr();
|
|
|
|
real_t min_element = Math_INF;
|
|
|
|
for (int i = 0; i < a_size; i++) {
|
|
real_t current_element = aa[i];
|
|
|
|
if (current_element > min_element) {
|
|
min_element = current_element;
|
|
}
|
|
}
|
|
|
|
return min_element;
|
|
}
|
|
|
|
/*
|
|
std::vector<real_t> MLPPLinAlg::round(std::vector<real_t> a) {
|
|
std::vector<real_t> b;
|
|
b.resize(a.size());
|
|
for (uint32_t i = 0; i < a.size(); i++) {
|
|
b[i] = Math::round(a[i]);
|
|
}
|
|
return b;
|
|
}
|
|
*/
|
|
|
|
// Multidimensional Euclidean Distance
|
|
|
|
real_t MLPPLinAlg::euclidean_distance(const Ref<MLPPVector> &a, const Ref<MLPPVector> &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<MLPPVector> &a, const Ref<MLPPVector> &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<real_t> a) {
|
|
return Math::sqrt(norm_sq(a));
|
|
}
|
|
*/
|
|
|
|
real_t MLPPLinAlg::norm_sqv(const Ref<MLPPVector> &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_elementsv(const Ref<MLPPVector> &a) {
|
|
int a_size = a->size();
|
|
|
|
const real_t *a_ptr = a->ptr();
|
|
|
|
real_t sum = 0;
|
|
for (int i = 0; i < a_size; ++i) {
|
|
sum += a_ptr[i];
|
|
}
|
|
return sum;
|
|
}
|
|
|
|
/*
|
|
real_t MLPPLinAlg::cosineSimilarity(std::vector<real_t> a, std::vector<real_t> b) {
|
|
return dot(a, b) / (norm_2(a) * norm_2(b));
|
|
}
|
|
*/
|
|
|
|
Ref<MLPPMatrix> MLPPLinAlg::mat_vec_addnm(const Ref<MLPPMatrix> &A, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!A.is_valid() || !b.is_valid(), Ref<MLPPMatrix>());
|
|
|
|
Size2i a_size = A->size();
|
|
|
|
ERR_FAIL_COND_V(a_size.x != b->size(), Ref<MLPPMatrix>());
|
|
|
|
Ref<MLPPMatrix> 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<MLPPVector> MLPPLinAlg::mat_vec_multnv(const Ref<MLPPMatrix> &A, const Ref<MLPPVector> &b) {
|
|
ERR_FAIL_COND_V(!A.is_valid() || !b.is_valid(), Ref<MLPPMatrix>());
|
|
|
|
Size2i a_size = A->size();
|
|
int b_size = b->size();
|
|
|
|
ERR_FAIL_COND_V(a_size.x < b->size(), Ref<MLPPMatrix>());
|
|
|
|
Ref<MLPPVector> 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;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::additionnvt(const Vector<Ref<MLPPMatrix>> &A, const Vector<Ref<MLPPMatrix>> &B) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < res.size(); i++) {
|
|
res.write[i] = additionnm(A[i], B[i]);
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::element_wise_divisionnvnvt(const Vector<Ref<MLPPMatrix>> &A, const Vector<Ref<MLPPMatrix>> &B) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < A.size(); i++) {
|
|
res.write[i] = element_wise_divisionnvnm(A[i], B[i]);
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::sqrtnvt(const Vector<Ref<MLPPMatrix>> &A) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < A.size(); i++) {
|
|
res.write[i] = sqrtnm(A[i]);
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::exponentiatenvt(const Vector<Ref<MLPPMatrix>> &A, real_t p) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < A.size(); i++) {
|
|
res.write[i] = exponentiatenm(A[i], p);
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
/*
|
|
std::vector<std::vector<real_t>> MLPPLinAlg::tensor_vec_mult(std::vector<std::vector<std::vector<real_t>>> A, std::vector<real_t> b) {
|
|
std::vector<std::vector<real_t>> C;
|
|
C.resize(A.size());
|
|
for (uint32_t i = 0; i < C.size(); i++) {
|
|
C[i].resize(A[0].size());
|
|
}
|
|
for (uint32_t i = 0; i < C.size(); i++) {
|
|
for (uint32_t j = 0; j < C[i].size(); j++) {
|
|
C[i][j] = dot(A[i][j], b);
|
|
}
|
|
}
|
|
return C;
|
|
}
|
|
*/
|
|
|
|
/*
|
|
std::vector<real_t> MLPPLinAlg::flatten(std::vector<std::vector<std::vector<real_t>>> A) {
|
|
std::vector<real_t> c;
|
|
for (uint32_t i = 0; i < A.size(); i++) {
|
|
std::vector<real_t> flattenedVec = flatten(A[i]);
|
|
c.insert(c.end(), flattenedVec.begin(), flattenedVec.end());
|
|
}
|
|
return c;
|
|
}
|
|
*/
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::scalar_multiplynvt(real_t scalar, Vector<Ref<MLPPMatrix>> A) {
|
|
for (int i = 0; i < A.size(); i++) {
|
|
A.write[i] = scalar_multiplynm(scalar, A[i]);
|
|
}
|
|
return A;
|
|
}
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::scalar_addnvt(real_t scalar, Vector<Ref<MLPPMatrix>> A) {
|
|
for (int i = 0; i < A.size(); i++) {
|
|
A.write[i] = scalar_addnm(scalar, A[i]);
|
|
}
|
|
return A;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::resizenvt(const Vector<Ref<MLPPMatrix>> &A, const Vector<Ref<MLPPMatrix>> &B) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(B.size());
|
|
|
|
for (int i = 0; i < res.size(); i++) {
|
|
Ref<MLPPMatrix> m;
|
|
m.instance();
|
|
m->resize(B[i]->size());
|
|
|
|
res.write[i] = m;
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::maxnvt(const Vector<Ref<MLPPMatrix>> &A, const Vector<Ref<MLPPMatrix>> &B) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < A.size(); i++) {
|
|
res.write[i] = maxnm(A[i], B[i]);
|
|
}
|
|
|
|
return res;
|
|
}
|
|
|
|
Vector<Ref<MLPPMatrix>> MLPPLinAlg::absnvt(const Vector<Ref<MLPPMatrix>> &A) {
|
|
Vector<Ref<MLPPMatrix>> res;
|
|
res.resize(A.size());
|
|
|
|
for (int i = 0; i < A.size(); i++) {
|
|
res.write[i] = absnm(A[i]);
|
|
}
|
|
|
|
return A;
|
|
}
|
|
|
|
/*
|
|
real_t MLPPLinAlg::norm_2(std::vector<std::vector<std::vector<real_t>>> A) {
|
|
real_t sum = 0;
|
|
for (uint32_t i = 0; i < A.size(); i++) {
|
|
for (uint32_t j = 0; j < A[i].size(); j++) {
|
|
for (uint32_t k = 0; k < A[i][j].size(); k++) {
|
|
sum += A[i][j][k] * A[i][j][k];
|
|
}
|
|
}
|
|
}
|
|
return Math::sqrt(sum);
|
|
}
|
|
*/
|
|
|
|
/*
|
|
// Bad implementation. Change this later.
|
|
std::vector<std::vector<std::vector<real_t>>> MLPPLinAlg::vector_wise_tensor_product(std::vector<std::vector<std::vector<real_t>>> A, std::vector<std::vector<real_t>> B) {
|
|
std::vector<std::vector<std::vector<real_t>>> C;
|
|
C = resize(C, A);
|
|
for (uint32_t i = 0; i < A[0].size(); i++) {
|
|
for (uint32_t j = 0; j < A[0][i].size(); j++) {
|
|
std::vector<real_t> currentVector;
|
|
currentVector.resize(A.size());
|
|
|
|
for (uint32_t k = 0; k < C.size(); k++) {
|
|
currentVector[k] = A[k][i][j];
|
|
}
|
|
|
|
currentVector = mat_vec_mult(B, currentVector);
|
|
|
|
for (uint32_t k = 0; k < C.size(); k++) {
|
|
C[k][i][j] = currentVector[k];
|
|
}
|
|
}
|
|
}
|
|
return C;
|
|
}
|
|
*/
|
|
|
|
void MLPPLinAlg::_bind_methods() {
|
|
}
|