feat: add basic Matrix implementation for ndarray

This commit is contained in:
Volodymyr Orlov
2019-12-23 10:33:19 -08:00
parent 2425419d10
commit c1d7c038a6
6 changed files with 545 additions and 15 deletions
+492
View File
@@ -0,0 +1,492 @@
use std::ops::Range;
use crate::linalg::{Matrix};
use ndarray::{Array, ArrayBase, OwnedRepr, Ix2, Axis, stack, s};
impl Matrix for ArrayBase<OwnedRepr<f64>, Ix2>
{
fn from_array(nrows: usize, ncols: usize, values: &[f64]) -> Self {
Array::from_shape_vec((nrows, ncols), values.to_vec()).unwrap()
}
fn from_vec(nrows: usize, ncols: usize, values: Vec<f64>) -> Self {
Array::from_shape_vec((nrows, ncols), values).unwrap()
}
fn get(&self, row: usize, col: usize) -> f64 {
self[[row, col]]
}
fn set(&mut self, row: usize, col: usize, x: f64) {
self[[row, col]] = x;
}
fn qr_solve_mut(&mut self, b: Self) -> Self {
panic!("qr_solve_mut method is not implemented for ndarray");
}
fn svd_solve_mut(&mut self, b: Self) -> Self {
panic!("qr_solve_mut method is not implemented for ndarray");
}
fn zeros(nrows: usize, ncols: usize) -> Self {
Array::zeros((nrows, ncols))
}
fn ones(nrows: usize, ncols: usize) -> Self {
Array::ones((nrows, ncols))
}
fn to_raw_vector(&self) -> Vec<f64> {
self.to_owned().iter().map(|v| *v).collect()
}
fn fill(nrows: usize, ncols: usize, value: f64) -> Self {
Array::from_elem((nrows, ncols), value)
}
fn shape(&self) -> (usize, usize) {
(self.rows(), self.cols())
}
fn v_stack(&self, other: &Self) -> Self {
stack(Axis(1), &[self.view(), other.view()]).unwrap()
}
fn h_stack(&self, other: &Self) -> Self {
stack(Axis(0), &[self.view(), other.view()]).unwrap()
}
fn dot(&self, other: &Self) -> Self {
self.dot(other)
}
fn vector_dot(&self, other: &Self) -> f64 {
self.dot(&other.view().reversed_axes())[[0, 0]]
}
fn slice(&self, rows: Range<usize>, cols: Range<usize>) -> Self {
self.slice(s![rows, cols]).to_owned()
}
fn approximate_eq(&self, other: &Self, error: f64) -> bool {
false
}
fn add_mut(&mut self, other: &Self) -> &Self {
*self += other;
self
}
fn sub_mut(&mut self, other: &Self) -> &Self {
*self -= other;
self
}
fn mul_mut(&mut self, other: &Self) -> &Self {
*self *= other;
self
}
fn div_mut(&mut self, other: &Self) -> &Self{
*self /= other;
self
}
fn add_scalar_mut(&mut self, scalar: f64) -> &Self{
*self += scalar;
self
}
fn sub_scalar_mut(&mut self, scalar: f64) -> &Self{
*self -= scalar;
self
}
fn mul_scalar_mut(&mut self, scalar: f64) -> &Self{
*self *= scalar;
self
}
fn div_scalar_mut(&mut self, scalar: f64) -> &Self{
*self /= scalar;
self
}
fn transpose(&self) -> Self{
self.clone().reversed_axes()
}
fn generate_positive_definite(nrows: usize, ncols: usize) -> Self{
panic!("generate_positive_definite method is not implemented for ndarray");
}
fn rand(nrows: usize, ncols: usize) -> Self{
panic!("rand method is not implemented for ndarray");
}
fn norm2(&self) -> f64{
self.iter().map(|x| x * x).sum::<f64>().sqrt()
}
fn norm(&self, p:f64) -> f64 {
if p.is_infinite() && p.is_sign_positive() {
self.iter().fold(std::f64::NEG_INFINITY, |f, &val| {
let v = val.abs();
if f > v {
f
} else {
v
}
})
} else if p.is_infinite() && p.is_sign_negative() {
self.iter().fold(std::f64::INFINITY, |f, &val| {
let v = val.abs();
if f < v {
f
} else {
v
}
})
} else {
let mut norm = 0f64;
for xi in self.iter() {
norm += xi.abs().powf(p);
}
norm.powf(1.0/p)
}
}
fn negative_mut(&mut self){
*self *= -1.;
}
fn reshape(&self, nrows: usize, ncols: usize) -> Self{
self.clone().into_shape((nrows, ncols)).unwrap()
}
fn copy_from(&mut self, other: &Self){
self.assign(&other);
}
fn abs_mut(&mut self) -> &Self{
self
}
fn sum(&self) -> f64{
self.sum()
}
fn max_diff(&self, other: &Self) -> f64{
let mut max_diff = 0f64;
for r in 0..self.nrows() {
for c in 0..self.ncols() {
max_diff = max_diff.max((self[(r, c)] - other[(r, c)]).abs());
}
}
max_diff
}
fn softmax_mut(&mut self){
let max = self.iter().map(|x| x.abs()).fold(std::f64::NEG_INFINITY, |a, b| a.max(b));
let mut z = 0.;
for r in 0..self.nrows() {
for c in 0..self.ncols() {
let p = (self[(r, c)] - max).exp();
self.set(r, c, p);
z += p;
}
}
for r in 0..self.nrows() {
for c in 0..self.ncols() {
self.set(r, c, self[(r, c)] / z);
}
}
}
fn pow_mut(&mut self, p: f64) -> &Self{
for r in 0..self.nrows() {
for c in 0..self.ncols() {
self.set(r, c, self[(r, c)].powf(p));
}
}
self
}
fn argmax(&self) -> Vec<usize>{
let mut res = vec![0usize; self.nrows()];
for r in 0..self.nrows() {
let mut max = std::f64::NEG_INFINITY;
let mut max_pos = 0usize;
for c in 0..self.ncols() {
let v = self[(r, c)];
if max < v {
max = v;
max_pos = c;
}
}
res[r] = max_pos;
}
res
}
fn unique(&self) -> Vec<f64> {
let mut result = self.clone().into_raw_vec();
result.sort_by(|a, b| a.partial_cmp(b).unwrap());
result.dedup();
result
}
}
#[cfg(test)]
mod tests {
use super::*;
use ndarray::{arr2, Array2};
#[test]
fn add_mut() {
let mut a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = a1.clone();
let a3 = a1.clone() + a2.clone();
a1.add_mut(&a2);
assert_eq!(a1, a3);
}
#[test]
fn sub_mut() {
let mut a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = a1.clone();
let a3 = a1.clone() - a2.clone();
a1.sub_mut(&a2);
assert_eq!(a1, a3);
}
#[test]
fn mul_mut() {
let mut a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = a1.clone();
let a3 = a1.clone() * a2.clone();
a1.mul_mut(&a2);
assert_eq!(a1, a3);
}
#[test]
fn div_mut() {
let mut a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = a1.clone();
let a3 = a1.clone() / a2.clone();
a1.div_mut(&a2);
assert_eq!(a1, a3);
}
#[test]
fn from_array_from_vec() {
let a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = Array2::from_array(2, 3, &[1., 2., 3., 4., 5., 6.]);
let a3 = Array2::from_vec(2, 3, vec![1., 2., 3., 4., 5., 6.]);
assert_eq!(a1, a2);
assert_eq!(a1, a3);
}
#[test]
fn vstack_hstack() {
let a1 = arr2(&[[1., 2., 3.],
[4., 5., 6.]]);
let a2 = arr2(&[[ 7.], [8.]]);
let a3 = arr2(&[[9., 10., 11., 12.]]);
let expected = arr2(&[[1., 2., 3., 7.],
[4., 5., 6., 8.],
[9., 10., 11., 12.]]);
let result = a1.v_stack(&a2).h_stack(&a3);
assert_eq!(result, expected);
}
#[test]
fn to_raw_vector() {
let result = arr2(&[[1., 2., 3.], [4., 5., 6.]]).to_raw_vector();
let expected = vec![1., 2., 3., 4., 5., 6.];
assert_eq!(result, expected);
}
#[test]
fn get_set() {
let mut result = arr2(&[[1., 2., 3.], [4., 5., 6.]]);
let expected = arr2(&[[1., 2., 3.], [4., 10., 6.]]);
result.set(1, 1, 10.);
assert_eq!(result, expected);
assert_eq!(10., Matrix::get(&result, 1, 1));
}
#[test]
fn dot() {
let a = arr2(&[
[1., 2., 3.],
[4., 5., 6.]]);
let b = arr2(&[
[1., 2.],
[3., 4.],
[5., 6.]]);
let expected = arr2(&[
[22., 28.],
[49., 64.]]);
let result = Matrix::dot(&a, &b);
assert_eq!(result, expected);
}
#[test]
fn vector_dot() {
let a = arr2(&[[1., 2., 3.]]);
let b = arr2(&[[1., 2., 3.]]);
assert_eq!(14., a.vector_dot(&b));
}
#[test]
fn slice() {
let a = arr2(
&[
[1., 2., 3., 1., 2.],
[4., 5., 6., 3., 4.],
[7., 8., 9., 5., 6.]]);
let expected = arr2(
&[
[2., 3.],
[5., 6.]]);
let result = Matrix::slice(&a, 0..2, 1..3);
assert_eq!(result, expected);
}
#[test]
fn scalar_ops() {
let a = arr2(&[[1., 2., 3.]]);
assert_eq!(&arr2(&[[2., 3., 4.]]), a.clone().add_scalar_mut(1.));
assert_eq!(&arr2(&[[0., 1., 2.]]), a.clone().sub_scalar_mut(1.));
assert_eq!(&arr2(&[[2., 4., 6.]]), a.clone().mul_scalar_mut(2.));
assert_eq!(&arr2(&[[0.5, 1., 1.5]]), a.clone().div_scalar_mut(2.));
}
#[test]
fn transpose() {
let m = arr2(&[[1.0, 3.0], [2.0, 4.0]]);
let expected = arr2(&[[1.0, 2.0], [3.0, 4.0]]);
let m_transposed = m.transpose();
assert_eq!(m_transposed, expected);
}
#[test]
fn norm() {
let v = arr2(&[[3., -2., 6.]]);
assert_eq!(v.norm(1.), 11.);
assert_eq!(v.norm(2.), 7.);
assert_eq!(v.norm(std::f64::INFINITY), 6.);
assert_eq!(v.norm(std::f64::NEG_INFINITY), 2.);
}
#[test]
fn negative_mut() {
let mut v = arr2(&[[3., -2., 6.]]);
v.negative_mut();
assert_eq!(v, arr2(&[[-3., 2., -6.]]));
}
#[test]
fn reshape() {
let m_orig = arr2(&[[1., 2., 3., 4., 5., 6.]]);
let m_2_by_3 = Matrix::reshape(&m_orig, 2, 3);
let m_result = Matrix::reshape(&m_2_by_3, 1, 6);
assert_eq!(Matrix::shape(&m_2_by_3), (2, 3));
assert_eq!(Matrix::get(&m_2_by_3, 1, 1), 5.);
assert_eq!(Matrix::get(&m_result, 0, 1), 2.);
assert_eq!(Matrix::get(&m_result, 0, 3), 4.);
}
#[test]
fn copy_from() {
let mut src = arr2(&[[1., 2., 3.]]);
let dst = Array2::<f64>::zeros((1, 3));
src.copy_from(&dst);
assert_eq!(src, dst);
}
#[test]
fn sum() {
let src = arr2(&[[1., 2., 3.]]);
assert_eq!(src.sum(), 6.);
}
#[test]
fn max_diff() {
let a1 = arr2(&[[1., 2., 3.], [4., -5., 6.]]);
let a2 = arr2(&[[2., 3., 4.], [1., 0., -12.]]);
assert_eq!(a1.max_diff(&a2), 18.);
assert_eq!(a2.max_diff(&a2), 0.);
}
#[test]
fn softmax_mut(){
let mut prob = arr2(&[[1., 2., 3.]]);
prob.softmax_mut();
assert!((Matrix::get(&prob, 0, 0) - 0.09).abs() < 0.01);
assert!((Matrix::get(&prob, 0, 1) - 0.24).abs() < 0.01);
assert!((Matrix::get(&prob, 0, 2) - 0.66).abs() < 0.01);
}
#[test]
fn pow_mut(){
let mut a = arr2(&[[1., 2., 3.]]);
a.pow_mut(3.);
assert_eq!(a, arr2(&[[1., 8., 27.]]));
}
#[test]
fn argmax(){
let a = arr2(&[[1., 2., 3.], [-5., -6., -7.], [0.1, 0.2, 0.1]]);
let res = a.argmax();
assert_eq!(res, vec![2, 0, 1]);
}
#[test]
fn unique(){
let a = arr2(&[[1., 2., 2.], [-2., -6., -7.], [2., 3., 4.]]);
let res = a.unique();
assert_eq!(res.len(), 7);
assert_eq!(res, vec![-7., -6., -2., 1., 2., 3., 4.]);
}
}