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pytensor
Commits
7f312182
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7f312182
authored
8月 05, 2015
作者:
Iban Harlouchet
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差异文件
numpydoc for theano/tensor/nlinalg.py
上级
ee4eedc6
隐藏空白字符变更
内嵌
并排
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1 个修改的文件
包含
70 行增加
和
46 行删除
+70
-46
nlinalg.py
theano/tensor/nlinalg.py
+70
-46
没有找到文件。
theano/tensor/nlinalg.py
浏览文件 @
7f312182
...
...
@@ -17,17 +17,18 @@ logger = logging.getLogger(__name__)
class
MatrixPinv
(
Op
):
"""Computes the pseudo-inverse of a matrix :math:`A`.
The pseudo-inverse of a matrix
A
, denoted :math:`A^+`, is
The pseudo-inverse of a matrix
:math:`A`
, denoted :math:`A^+`, is
defined as: "the matrix that 'solves' [the least-squares problem]
:math:`Ax = b`," i.e., if :math:`
\\
bar{x}` is said solution, then
:math:`A^+` is that matrix such that :math:`
\\
bar{x} = A^+b`.
Note that :math:`Ax=AA^+b`, so :math:`AA^+` is close to the identity matrix.
This method is not faster th
e
n `matrix_inverse`. Its strength comes from
This method is not faster th
a
n `matrix_inverse`. Its strength comes from
that it works for non-square matrices.
If you have a square matrix though, `matrix_inverse` can be both more
exact and faster to compute. Also this op does not get optimized into a
solve op.
"""
__props__
=
()
...
...
@@ -55,8 +56,11 @@ class MatrixInverse(Op):
matrix :math:`A_{inv}` such that the dot product :math:`A
\
cdot A_{inv}`
and :math:`A_{inv}
\
cdot A` equals the identity matrix :math:`I`.
:note: When possible, the call to this op will be optimized to the call
of ``solve``.
Notes
-----
When possible, the call to this op will be optimized to the call
of ``solve``.
"""
__props__
=
()
...
...
@@ -82,7 +86,7 @@ class MatrixInverse(Op):
where :math:`V` corresponds to ``g_outputs`` and :math:`X` to
``inputs``. Using the `matrix cookbook
<http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=3274>`_,
on
c
e can deduce that the relation corresponds to
one can deduce that the relation corresponds to
.. math:: (X^{-1} \cdot V^{T} \cdot X^{-1})^T.
...
...
@@ -99,9 +103,9 @@ class MatrixInverse(Op):
.. math:: \frac{\partial X^{-1}}{\partial X}V,
where :math:`V` corresponds to ``g_outputs`` and :math:`X` to
``inputs``.
Using the `matrix cookbook
``inputs``. Using the `matrix cookbook
<http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=3274>`_,
on
c
e can deduce that the relation corresponds to
one can deduce that the relation corresponds to
.. math:: X^{-1} \cdot V \cdot X^{-1}.
...
...
@@ -120,11 +124,12 @@ matrix_inverse = MatrixInverse()
def
matrix_dot
(
*
args
):
""" Shorthand for product between several dots
""" Shorthand for product between several dots
.
Given :math:`N` matrices :math:`A_0, A_1, .., A_N`, ``matrix_dot`` will
generate the matrix product between all in the given order, namely
:math:`A_0
\
cdot A_1
\
cdot A_2
\
cdot ..
\
cdot A_N`.
"""
rval
=
args
[
0
]
for
a
in
args
[
1
:]:
...
...
@@ -163,10 +168,14 @@ alloc_diag = AllocDiag()
class
ExtractDiag
(
Op
):
""" Return the diagonal of a matrix.
"""Return the diagonal of a matrix.
Notes
-----
Works on the GPU.
:note: work on the GPU.
"""
__props__
=
(
"view"
,)
def
__init__
(
self
,
view
=
False
):
...
...
@@ -287,9 +296,11 @@ det = Det()
class
Eig
(
Op
):
"""Compute the eigenvalues and right eigenvectors of a square array.
"""
Compute the eigenvalues and right eigenvectors of a square array.
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
eig
)
__props__
=
()
...
...
@@ -317,6 +328,7 @@ class Eigh(Eig):
Return the eigenvalues and eigenvectors of a Hermitian or symmetric matrix.
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
eigh
)
__props__
=
(
'UPLO'
,)
...
...
@@ -363,6 +375,7 @@ class Eigh(Eig):
.. math:: \frac{\partial\,v_{kn}}
{\partial a_{ij}} =
\sum_{m\ne n}\frac{v_{km}v_{jn}}{w_n-w_m}
"""
x
,
=
inputs
w
,
v
=
self
(
x
)
...
...
@@ -383,9 +396,11 @@ def _zero_disconnected(outputs, grads):
class
EighGrad
(
Op
):
"""Gradient of an eigensystem of a Hermitian matrix.
"""
Gradient of an eigensystem of a Hermitian matrix.
"""
__props__
=
(
'UPLO'
,)
def
__init__
(
self
,
UPLO
=
'L'
):
...
...
@@ -414,6 +429,7 @@ class EighGrad(Op):
"""
Implements the "reverse-mode" gradient for the eigensystem of
a square matrix.
"""
x
,
w
,
v
,
W
,
V
=
inputs
N
=
x
.
shape
[
0
]
...
...
@@ -453,10 +469,13 @@ def eigh(a, UPLO='L'):
class
QRFull
(
Op
):
"""
Full QR Decomposition.
Computes the QR decomposition of a matrix.
Factor the matrix a as qr, where q is orthonormal
and r is upper-triangular.
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
__props__
=
(
'mode'
,)
...
...
@@ -484,9 +503,12 @@ class QRFull(Op):
class
QRIncomplete
(
Op
):
"""
Incomplete QR Decomposition.
Computes the QR decomposition of a matrix.
Factor the matrix a as qr and return a single matrix.
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
__props__
=
(
'mode'
,)
...
...
@@ -513,15 +535,12 @@ def qr(a, mode="full"):
Factor the matrix a as qr, where q
is orthonormal and r is upper-triangular.
:type a:
array_like, shape (M, N)
:param a:
Parameters
----------
a : array_like, shape (M, N)
Matrix to be factored.
:type mode:
one of 'reduced', 'complete', 'r', 'raw', 'full' and
'economic', optional
:keyword mode:
mode : {'reduced', 'complete', 'r', 'raw', 'full', 'economic'}, optional
If K = min(M, N), then
'reduced'
...
...
@@ -558,19 +577,18 @@ def qr(a, mode="full"):
both doing the same thing in the new numpy version but only
full works on the old previous numpy version.
:rtype q:
matrix of float or complex, optional
:return q:
A matrix with orthonormal columns. When mode = 'complete' the
result is an orthogonal/unitary matrix depending on whether or
not a is real/complex. The determinant may be either +/- 1 in
that case.
:rtype r:
matrix of float or complex, optional
:return r:
The upper-triangular matrix.
Returns
-------
q : matrix of float or complex, optional
A matrix with orthonormal columns. When mode = 'complete' the
result is an orthogonal/unitary matrix depending on whether or
not a is real/complex. The determinant may be either +/- 1 in
that case.
r : matrix of float or complex, optional
The upper-triangular matrix.
"""
x
=
[[
2
,
1
],
[
3
,
4
]]
if
isinstance
(
numpy
.
linalg
.
qr
(
x
,
mode
),
tuple
):
return
QRFull
(
mode
)(
a
)
...
...
@@ -579,22 +597,25 @@ def qr(a, mode="full"):
class
SVD
(
Op
):
"""
Parameters
----------
full_matrices : bool, optional
If True (default), u and v have the shapes (M, M) and (N, N),
respectively.
Otherwise, the shapes are (M, K) and (K, N), respectively,
where K = min(M, N).
compute_uv : bool, optional
Whether or not to compute u and v in addition to s.
True by default.
"""
# See doc in the docstring of the function just after this class.
_numop
=
staticmethod
(
numpy
.
linalg
.
svd
)
__props__
=
(
'full_matrices'
,
'compute_uv'
)
def
__init__
(
self
,
full_matrices
=
True
,
compute_uv
=
True
):
"""
full_matrices : bool, optional
If True (default), u and v have the shapes (M, M) and (N, N),
respectively.
Otherwise, the shapes are (M, K) and (K, N), respectively,
where K = min(M, N).
compute_uv : bool, optional
Whether or not to compute u and v in addition to s.
True by default.
"""
self
.
full_matrices
=
full_matrices
self
.
compute_uv
=
compute_uv
...
...
@@ -619,18 +640,21 @@ def svd(a, full_matrices=1, compute_uv=1):
"""
This function performs the SVD on CPU.
:type full_matrices: bool, optional
:param full_matrices:
Parameters
----------
full_matrices : bool, optional
If True (default), u and v have the shapes (M, M) and (N, N),
respectively.
Otherwise, the shapes are (M, K) and (K, N), respectively,
where K = min(M, N).
:type compute_uv: bool, optional
:param compute_uv:
compute_uv : bool, optional
Whether or not to compute u and v in addition to s.
True by default.
:returns: U, V and D matrices.
Returns
-------
U, V, D : matrices
"""
return
SVD
(
full_matrices
,
compute_uv
)(
a
)
...
...
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