mat: generalise basic arithmetic vector operations

This commit is contained in:
Dan Kortschak
2017-12-25 06:12:00 +10:30
committed by GitHub
parent b52122b771
commit 6e57d606a5
3 changed files with 287 additions and 153 deletions

View File

@@ -315,17 +315,17 @@ var vectorData = []struct {
},
{
raw: []byte("\x03\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\xf0?\x00\x00\x00\x00\x00\x00\x00@\x00\x00\x00\x00\x00\x00\b@"),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(0, 3),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(0, 3).(*VecDense),
eq: Equal,
},
{
raw: []byte("\x03\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00@\x00\x00\x00\x00\x00\x00\b@\x00\x00\x00\x00\x00\x00\x10@"),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(1, 4),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(1, 4).(*VecDense),
eq: Equal,
},
{
raw: []byte("\b\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\xf0?\x00\x00\x00\x00\x00\x00\x00@\x00\x00\x00\x00\x00\x00\b@\x00\x00\x00\x00\x00\x00\x10@\x00\x00\x00\x00\x00\x00\x14@\x00\x00\x00\x00\x00\x00\x18@\x00\x00\x00\x00\x00\x00\x1c@\x00\x00\x00\x00\x00\x00 @"),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(0, 8),
want: NewVecDense(9, []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}).SliceVec(0, 8).(*VecDense),
eq: Equal,
},
{

View File

@@ -97,11 +97,11 @@ func NewVecDense(n int, data []float64) *VecDense {
}
}
// SliceVec returns a new VecDense that shares backing data with the receiver.
// SliceVec returns a new Vector that shares backing data with the receiver.
// The returned matrix starts at i of the receiver and extends k-i elements.
// SliceVec panics with ErrIndexOutOfRange if the slice is outside the capacity
// of the receiver.
func (v *VecDense) SliceVec(i, k int) *VecDense {
func (v *VecDense) SliceVec(i, k int) Vector {
if i < 0 || k <= i || v.Cap() < k {
panic(ErrIndexOutOfRange)
}
@@ -196,36 +196,55 @@ func (v *VecDense) RawVector() blas64.Vector {
// CopyVec makes a copy of elements of a into the receiver. It is similar to the
// built-in copy; it copies as much as the overlap between the two vectors and
// returns the number of elements it copied.
func (v *VecDense) CopyVec(a *VecDense) int {
func (v *VecDense) CopyVec(a Vector) int {
n := min(v.Len(), a.Len())
if v != a {
blas64.Copy(n, a.mat, v.mat)
if v == a {
return n
}
if r, ok := a.(RawVectorer); ok {
blas64.Copy(n, r.RawVector(), v.mat)
return n
}
for i := 0; i < n; i++ {
v.setVec(i, a.AtVec(i))
}
return n
}
// ScaleVec scales the vector a by alpha, placing the result in the receiver.
func (v *VecDense) ScaleVec(alpha float64, a *VecDense) {
func (v *VecDense) ScaleVec(alpha float64, a Vector) {
n := a.Len()
if v != a {
v.reuseAs(n)
if v.mat.Inc == 1 && a.mat.Inc == 1 {
f64.ScalUnitaryTo(v.mat.Data, alpha, a.mat.Data)
if v == a {
if v.mat.Inc == 1 {
f64.ScalUnitary(alpha, v.mat.Data)
return
}
f64.ScalInc(alpha, v.mat.Data, uintptr(n), uintptr(v.mat.Inc))
return
}
v.reuseAs(n)
if rv, ok := a.(RawVectorer); ok {
mat := rv.RawVector()
v.checkOverlap(mat)
if v.mat.Inc == 1 && mat.Inc == 1 {
f64.ScalUnitaryTo(v.mat.Data, alpha, mat.Data)
return
}
f64.ScalIncTo(v.mat.Data, uintptr(v.mat.Inc),
alpha, a.mat.Data, uintptr(n), uintptr(a.mat.Inc))
alpha, mat.Data, uintptr(n), uintptr(mat.Inc))
return
}
if v.mat.Inc == 1 {
f64.ScalUnitary(alpha, v.mat.Data)
return
for i := 0; i < n; i++ {
v.setVec(i, alpha*a.AtVec(i))
}
f64.ScalInc(alpha, v.mat.Data, uintptr(n), uintptr(v.mat.Inc))
}
// AddScaledVec adds the vectors a and alpha*b, placing the result in the receiver.
func (v *VecDense) AddScaledVec(a *VecDense, alpha float64, b *VecDense) {
func (v *VecDense) AddScaledVec(a Vector, alpha float64, b Vector) {
if alpha == 1 {
v.AddVec(a, b)
return
@@ -242,42 +261,63 @@ func (v *VecDense) AddScaledVec(a *VecDense, alpha float64, b *VecDense) {
panic(ErrShape)
}
if v != a {
v.checkOverlap(a.mat)
var amat, bmat blas64.Vector
fast := true
aU, _ := untranspose(a)
if rv, ok := aU.(RawVectorer); ok {
amat = rv.RawVector()
if v != a {
v.checkOverlap(amat)
}
} else {
fast = false
}
if v != b {
v.checkOverlap(b.mat)
bU, _ := untranspose(b)
if rv, ok := bU.(RawVectorer); ok {
bmat = rv.RawVector()
if v != b {
v.checkOverlap(bmat)
}
} else {
fast = false
}
v.reuseAs(ar)
switch {
case alpha == 0: // v <- a
if v == a {
return
}
v.CopyVec(a)
case v == a && v == b: // v <- v + alpha * v = (alpha + 1) * v
blas64.Scal(ar, alpha+1, v.mat)
case !fast: // v <- a + alpha * b without blas64 support.
for i := 0; i < ar; i++ {
v.setVec(i, a.AtVec(i)+alpha*b.AtVec(i))
}
case v == a && v != b: // v <- v + alpha * b
if v.mat.Inc == 1 && b.mat.Inc == 1 {
if v.mat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, alpha, b.mat.Data, a.mat.Data)
f64.AxpyUnitaryTo(v.mat.Data, alpha, bmat.Data, amat.Data)
} else {
f64.AxpyInc(alpha, b.mat.Data, v.mat.Data,
uintptr(ar), uintptr(b.mat.Inc), uintptr(v.mat.Inc), 0, 0)
f64.AxpyInc(alpha, bmat.Data, v.mat.Data,
uintptr(ar), uintptr(bmat.Inc), uintptr(v.mat.Inc), 0, 0)
}
default: // v <- a + alpha * b or v <- a + alpha * v
if v.mat.Inc == 1 && a.mat.Inc == 1 && b.mat.Inc == 1 {
if v.mat.Inc == 1 && amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, alpha, b.mat.Data, a.mat.Data)
f64.AxpyUnitaryTo(v.mat.Data, alpha, bmat.Data, amat.Data)
} else {
f64.AxpyIncTo(v.mat.Data, uintptr(v.mat.Inc), 0,
alpha, b.mat.Data, a.mat.Data,
uintptr(ar), uintptr(b.mat.Inc), uintptr(a.mat.Inc), 0, 0)
alpha, bmat.Data, amat.Data,
uintptr(ar), uintptr(bmat.Inc), uintptr(amat.Inc), 0, 0)
}
}
}
// AddVec adds the vectors a and b, placing the result in the receiver.
func (v *VecDense) AddVec(a, b *VecDense) {
func (v *VecDense) AddVec(a, b Vector) {
ar := a.Len()
br := b.Len()
@@ -285,27 +325,42 @@ func (v *VecDense) AddVec(a, b *VecDense) {
panic(ErrShape)
}
if v != a {
v.checkOverlap(a.mat)
}
if v != b {
v.checkOverlap(b.mat)
}
v.reuseAs(ar)
if v.mat.Inc == 1 && a.mat.Inc == 1 && b.mat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, 1, b.mat.Data, a.mat.Data)
return
aU, _ := untranspose(a)
bU, _ := untranspose(b)
if arv, ok := aU.(RawVectorer); ok {
if brv, ok := bU.(RawVectorer); ok {
amat := arv.RawVector()
bmat := brv.RawVector()
if v != a {
v.checkOverlap(amat)
}
if v != b {
v.checkOverlap(bmat)
}
if v.mat.Inc == 1 && amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, 1, bmat.Data, amat.Data)
return
}
f64.AxpyIncTo(v.mat.Data, uintptr(v.mat.Inc), 0,
1, bmat.Data, amat.Data,
uintptr(ar), uintptr(bmat.Inc), uintptr(amat.Inc), 0, 0)
return
}
}
for i := 0; i < ar; i++ {
v.setVec(i, a.AtVec(i)+b.AtVec(i))
}
f64.AxpyIncTo(v.mat.Data, uintptr(v.mat.Inc), 0,
1, b.mat.Data, a.mat.Data,
uintptr(ar), uintptr(b.mat.Inc), uintptr(a.mat.Inc), 0, 0)
}
// SubVec subtracts the vector b from a, placing the result in the receiver.
func (v *VecDense) SubVec(a, b *VecDense) {
func (v *VecDense) SubVec(a, b Vector) {
ar := a.Len()
br := b.Len()
@@ -313,28 +368,43 @@ func (v *VecDense) SubVec(a, b *VecDense) {
panic(ErrShape)
}
if v != a {
v.checkOverlap(a.mat)
}
if v != b {
v.checkOverlap(b.mat)
}
v.reuseAs(ar)
if v.mat.Inc == 1 && a.mat.Inc == 1 && b.mat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, -1, b.mat.Data, a.mat.Data)
return
aU, _ := untranspose(a)
bU, _ := untranspose(b)
if arv, ok := aU.(RawVectorer); ok {
if brv, ok := bU.(RawVectorer); ok {
amat := arv.RawVector()
bmat := brv.RawVector()
if v != a {
v.checkOverlap(amat)
}
if v != b {
v.checkOverlap(bmat)
}
if v.mat.Inc == 1 && amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
f64.AxpyUnitaryTo(v.mat.Data, -1, bmat.Data, amat.Data)
return
}
f64.AxpyIncTo(v.mat.Data, uintptr(v.mat.Inc), 0,
-1, bmat.Data, amat.Data,
uintptr(ar), uintptr(bmat.Inc), uintptr(amat.Inc), 0, 0)
return
}
}
for i := 0; i < ar; i++ {
v.setVec(i, a.AtVec(i)-b.AtVec(i))
}
f64.AxpyIncTo(v.mat.Data, uintptr(v.mat.Inc), 0,
-1, b.mat.Data, a.mat.Data,
uintptr(ar), uintptr(b.mat.Inc), uintptr(a.mat.Inc), 0, 0)
}
// MulElemVec performs element-wise multiplication of a and b, placing the result
// in the receiver.
func (v *VecDense) MulElemVec(a, b *VecDense) {
func (v *VecDense) MulElemVec(a, b Vector) {
ar := a.Len()
br := b.Len()
@@ -342,24 +412,48 @@ func (v *VecDense) MulElemVec(a, b *VecDense) {
panic(ErrShape)
}
if v != a {
v.checkOverlap(a.mat)
}
if v != b {
v.checkOverlap(b.mat)
}
v.reuseAs(ar)
amat, bmat := a.RawVector(), b.RawVector()
for i := 0; i < v.n; i++ {
v.mat.Data[i*v.mat.Inc] = amat.Data[i*amat.Inc] * bmat.Data[i*bmat.Inc]
aU, _ := untranspose(a)
bU, _ := untranspose(b)
if arv, ok := aU.(RawVectorer); ok {
if brv, ok := bU.(RawVectorer); ok {
amat := arv.RawVector()
bmat := brv.RawVector()
if v != a {
v.checkOverlap(amat)
}
if v != b {
v.checkOverlap(bmat)
}
if v.mat.Inc == 1 && amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
for i, a := range amat.Data {
v.mat.Data[i] = a * bmat.Data[i]
}
return
}
var ia, ib int
for i := 0; i < ar; i++ {
v.setVec(i, amat.Data[ia]*bmat.Data[ib])
ia += amat.Inc
ib += bmat.Inc
}
return
}
}
for i := 0; i < ar; i++ {
v.setVec(i, a.AtVec(i)*b.AtVec(i))
}
}
// DivElemVec performs element-wise division of a by b, placing the result
// in the receiver.
func (v *VecDense) DivElemVec(a, b *VecDense) {
func (v *VecDense) DivElemVec(a, b Vector) {
ar := a.Len()
br := b.Len()
@@ -367,123 +461,163 @@ func (v *VecDense) DivElemVec(a, b *VecDense) {
panic(ErrShape)
}
if v != a {
v.checkOverlap(a.mat)
}
if v != b {
v.checkOverlap(b.mat)
}
v.reuseAs(ar)
amat, bmat := a.RawVector(), b.RawVector()
for i := 0; i < v.n; i++ {
v.mat.Data[i*v.mat.Inc] = amat.Data[i*amat.Inc] / bmat.Data[i*bmat.Inc]
aU, _ := untranspose(a)
bU, _ := untranspose(b)
if arv, ok := aU.(RawVectorer); ok {
if brv, ok := bU.(RawVectorer); ok {
amat := arv.RawVector()
bmat := brv.RawVector()
if v != a {
v.checkOverlap(amat)
}
if v != b {
v.checkOverlap(bmat)
}
if v.mat.Inc == 1 && amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
for i, a := range amat.Data {
v.setVec(i, a/bmat.Data[i])
}
return
}
var ia, ib int
for i := 0; i < ar; i++ {
v.setVec(i, amat.Data[ia]/bmat.Data[ib])
ia += amat.Inc
ib += bmat.Inc
}
}
}
for i := 0; i < ar; i++ {
v.setVec(i, a.AtVec(i)/b.AtVec(i))
}
}
// MulVec computes a * b. The result is stored into the receiver.
// MulVec panics if the number of columns in a does not equal the number of rows in b.
func (v *VecDense) MulVec(a Matrix, b *VecDense) {
// MulVec panics if the number of columns in a does not equal the number of rows in b
// or if the number of columns in b does not equal 1.
func (v *VecDense) MulVec(a Matrix, b Vector) {
r, c := a.Dims()
br := b.Len()
if c != br {
br, bc := b.Dims()
if c != br || bc != 1 {
panic(ErrShape)
}
if v != b {
v.checkOverlap(b.mat)
aU, trans := untranspose(a)
var bmat blas64.Vector
fast := true
bU, _ := untranspose(b)
if rv, ok := bU.(RawVectorer); ok {
bmat = rv.RawVector()
if v != b {
v.checkOverlap(bmat)
}
} else {
fast = false
}
a, trans := untranspose(a)
ar, ac := a.Dims()
v.reuseAs(r)
var restore func()
if v == a {
v, restore = v.isolatedWorkspace(a.(*VecDense))
if v == aU {
v, restore = v.isolatedWorkspace(aU.(*VecDense))
defer restore()
} else if v == b {
v, restore = v.isolatedWorkspace(b)
defer restore()
}
switch a := a.(type) {
case *VecDense:
if v != a {
v.checkOverlap(a.mat)
// TODO(kortschak): Improve the non-fast paths.
switch aU := aU.(type) {
case Vector:
if b.Len() == 1 {
// {n,1} x {1,1}
v.ScaleVec(b.AtVec(0), aU)
return
}
if a.Len() == 1 {
// {1,1} x {1,n}
av := a.At(0, 0)
for i := 0; i < b.Len(); i++ {
v.mat.Data[i*v.mat.Inc] = av * b.mat.Data[i*b.mat.Inc]
// {1,n} x {n,1}
if fast {
if rv, ok := aU.(RawVectorer); ok {
amat := rv.RawVector()
if v != aU {
v.checkOverlap(amat)
}
if amat.Inc == 1 && bmat.Inc == 1 {
// Fast path for a common case.
v.setVec(0, f64.DotUnitary(amat.Data, bmat.Data))
return
}
v.setVec(0, f64.DotInc(amat.Data, bmat.Data,
uintptr(c), uintptr(amat.Inc), uintptr(bmat.Inc), 0, 0))
return
}
return
}
if b.Len() == 1 {
// {1,n} x {1,1}
bv := b.At(0, 0)
for i := 0; i < a.Len(); i++ {
v.mat.Data[i*v.mat.Inc] = bv * a.mat.Data[i*a.mat.Inc]
}
return
}
// {n,1} x {1,n}
var sum float64
for i := 0; i < c; i++ {
sum += a.At(i, 0) * b.At(i, 0)
sum += aU.AtVec(i) * b.AtVec(i)
}
v.SetVec(0, sum)
v.setVec(0, sum)
return
case RawSymmetricer:
amat := a.RawSymmetric()
blas64.Symv(1, amat, b.mat, 0, v.mat)
if fast {
amat := aU.RawSymmetric()
// We don't know that a is a *SymDense, so make
// a temporary SymDense to check overlap.
(&SymDense{mat: amat}).checkOverlap(v.asGeneral())
blas64.Symv(1, amat, bmat, 0, v.mat)
return
}
case RawTriangular:
v.CopyVec(b)
amat := a.RawTriangular()
amat := aU.RawTriangular()
// We don't know that a is a *TriDense, so make
// a temporary TriDense to check overlap.
(&TriDense{mat: amat}).checkOverlap(v.asGeneral())
ta := blas.NoTrans
if trans {
ta = blas.Trans
}
blas64.Trmv(ta, amat, v.mat)
case RawMatrixer:
amat := a.RawMatrix()
// We don't know that a is a *Dense, so make
// a temporary Dense to check overlap.
(&Dense{mat: amat}).checkOverlap(v.asGeneral())
t := blas.NoTrans
if trans {
t = blas.Trans
if fast {
amat := aU.RawMatrix()
// We don't know that a is a *Dense, so make
// a temporary Dense to check overlap.
(&Dense{mat: amat}).checkOverlap(v.asGeneral())
t := blas.NoTrans
if trans {
t = blas.Trans
}
blas64.Gemv(t, 1, amat, bmat, 0, v.mat)
return
}
blas64.Gemv(t, 1, amat, b.mat, 0, v.mat)
default:
if trans {
col := make([]float64, ar)
for c := 0; c < ac; c++ {
for i := range col {
col[i] = a.At(i, c)
}
if fast {
for i := 0; i < r; i++ {
var f float64
for i, e := range col {
f += e * b.mat.Data[i*b.mat.Inc]
for j := 0; j < c; j++ {
f += a.At(i, j) * bmat.Data[j*bmat.Inc]
}
v.mat.Data[c*v.mat.Inc] = f
}
} else {
row := make([]float64, ac)
for r := 0; r < ar; r++ {
for i := range row {
row[i] = a.At(r, i)
}
var f float64
for i, e := range row {
f += e * b.mat.Data[i*b.mat.Inc]
}
v.mat.Data[r*v.mat.Inc] = f
v.setVec(i, f)
}
return
}
}
for i := 0; i < r; i++ {
var f float64
for j := 0; j < c; j++ {
f += a.At(i, j) * b.AtVec(j)
}
v.setVec(i, f)
}
}
// reuseAs resizes an empty vector to a r×1 vector,
@@ -510,7 +644,7 @@ func (v *VecDense) IsZero() bool {
return v.mat.Inc == 0
}
func (v *VecDense) isolatedWorkspace(a *VecDense) (n *VecDense, restore func()) {
func (v *VecDense) isolatedWorkspace(a Vector) (n *VecDense, restore func()) {
l := a.Len()
n = getWorkspaceVec(l, false)
return n, func() {

View File

@@ -184,10 +184,10 @@ func TestVecDenseAtSet(t *testing.T) {
func TestVecDenseMul(t *testing.T) {
method := func(receiver, a, b Matrix) {
type mulVecer interface {
MulVec(a Matrix, b *VecDense)
MulVec(a Matrix, b Vector)
}
rd := receiver.(mulVecer)
rd.MulVec(a, b.(*VecDense))
rd.MulVec(a, b.(Vector))
}
denseComparison := func(receiver, a, b *Dense) {
receiver.Mul(a, b)
@@ -266,10 +266,10 @@ func TestVecDenseScale(t *testing.T) {
for _, alpha := range []float64{0, 1, -1, 2.3, -2.3} {
method := func(receiver, a Matrix) {
type scaleVecer interface {
ScaleVec(float64, *VecDense)
ScaleVec(float64, Vector)
}
v := receiver.(scaleVecer)
v.ScaleVec(alpha, a.(*VecDense))
v.ScaleVec(alpha, a.(Vector))
}
denseComparison := func(receiver, a *Dense) {
receiver.Scale(alpha, a)
@@ -282,10 +282,10 @@ func TestVecDenseAddScaled(t *testing.T) {
for _, alpha := range []float64{0, 1, -1, 2.3, -2.3} {
method := func(receiver, a, b Matrix) {
type addScaledVecer interface {
AddScaledVec(*VecDense, float64, *VecDense)
AddScaledVec(Vector, float64, Vector)
}
v := receiver.(addScaledVecer)
v.AddScaledVec(a.(*VecDense), alpha, b.(*VecDense))
v.AddScaledVec(a.(Vector), alpha, b.(Vector))
}
denseComparison := func(receiver, a, b *Dense) {
var sb Dense