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testgroup
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
正在显示
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__)
...
@@ -17,17 +17,18 @@ logger = logging.getLogger(__name__)
class
MatrixPinv
(
Op
):
class
MatrixPinv
(
Op
):
"""Computes the pseudo-inverse of a matrix :math:`A`.
"""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]
defined as: "the matrix that 'solves' [the least-squares problem]
:math:`Ax = b`," i.e., if :math:`
\\
bar{x}` is said solution, then
: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`.
: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.
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.
that it works for non-square matrices.
If you have a square matrix though, `matrix_inverse` can be both more
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
exact and faster to compute. Also this op does not get optimized into a
solve op.
solve op.
"""
"""
__props__
=
()
__props__
=
()
...
@@ -55,8 +56,11 @@ class MatrixInverse(Op):
...
@@ -55,8 +56,11 @@ class MatrixInverse(Op):
matrix :math:`A_{inv}` such that the dot product :math:`A
\
cdot A_{inv}`
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`.
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
Notes
of ``solve``.
-----
When possible, the call to this op will be optimized to the call
of ``solve``.
"""
"""
__props__
=
()
__props__
=
()
...
@@ -82,7 +86,7 @@ class MatrixInverse(Op):
...
@@ -82,7 +86,7 @@ class MatrixInverse(Op):
where :math:`V` corresponds to ``g_outputs`` and :math:`X` to
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>`_,
<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.
.. math:: (X^{-1} \cdot V^{T} \cdot X^{-1})^T.
...
@@ -99,9 +103,9 @@ class MatrixInverse(Op):
...
@@ -99,9 +103,9 @@ class MatrixInverse(Op):
.. math:: \frac{\partial X^{-1}}{\partial X}V,
.. math:: \frac{\partial X^{-1}}{\partial X}V,
where :math:`V` corresponds to ``g_outputs`` and :math:`X` to
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>`_,
<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}.
.. math:: X^{-1} \cdot V \cdot X^{-1}.
...
@@ -120,11 +124,12 @@ matrix_inverse = MatrixInverse()
...
@@ -120,11 +124,12 @@ matrix_inverse = MatrixInverse()
def
matrix_dot
(
*
args
):
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
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
generate the matrix product between all in the given order, namely
:math:`A_0
\
cdot A_1
\
cdot A_2
\
cdot ..
\
cdot A_N`.
:math:`A_0
\
cdot A_1
\
cdot A_2
\
cdot ..
\
cdot A_N`.
"""
"""
rval
=
args
[
0
]
rval
=
args
[
0
]
for
a
in
args
[
1
:]:
for
a
in
args
[
1
:]:
...
@@ -163,10 +168,14 @@ alloc_diag = AllocDiag()
...
@@ -163,10 +168,14 @@ alloc_diag = AllocDiag()
class
ExtractDiag
(
Op
):
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"
,)
__props__
=
(
"view"
,)
def
__init__
(
self
,
view
=
False
):
def
__init__
(
self
,
view
=
False
):
...
@@ -287,9 +296,11 @@ det = Det()
...
@@ -287,9 +296,11 @@ det = Det()
class
Eig
(
Op
):
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
)
_numop
=
staticmethod
(
numpy
.
linalg
.
eig
)
__props__
=
()
__props__
=
()
...
@@ -317,6 +328,7 @@ class Eigh(Eig):
...
@@ -317,6 +328,7 @@ class Eigh(Eig):
Return the eigenvalues and eigenvectors of a Hermitian or symmetric matrix.
Return the eigenvalues and eigenvectors of a Hermitian or symmetric matrix.
"""
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
eigh
)
_numop
=
staticmethod
(
numpy
.
linalg
.
eigh
)
__props__
=
(
'UPLO'
,)
__props__
=
(
'UPLO'
,)
...
@@ -363,6 +375,7 @@ class Eigh(Eig):
...
@@ -363,6 +375,7 @@ class Eigh(Eig):
.. math:: \frac{\partial\,v_{kn}}
.. math:: \frac{\partial\,v_{kn}}
{\partial a_{ij}} =
{\partial a_{ij}} =
\sum_{m\ne n}\frac{v_{km}v_{jn}}{w_n-w_m}
\sum_{m\ne n}\frac{v_{km}v_{jn}}{w_n-w_m}
"""
"""
x
,
=
inputs
x
,
=
inputs
w
,
v
=
self
(
x
)
w
,
v
=
self
(
x
)
...
@@ -383,9 +396,11 @@ def _zero_disconnected(outputs, grads):
...
@@ -383,9 +396,11 @@ def _zero_disconnected(outputs, grads):
class
EighGrad
(
Op
):
class
EighGrad
(
Op
):
"""Gradient of an eigensystem of a Hermitian matrix.
"""
Gradient of an eigensystem of a Hermitian matrix.
"""
"""
__props__
=
(
'UPLO'
,)
__props__
=
(
'UPLO'
,)
def
__init__
(
self
,
UPLO
=
'L'
):
def
__init__
(
self
,
UPLO
=
'L'
):
...
@@ -414,6 +429,7 @@ class EighGrad(Op):
...
@@ -414,6 +429,7 @@ class EighGrad(Op):
"""
"""
Implements the "reverse-mode" gradient for the eigensystem of
Implements the "reverse-mode" gradient for the eigensystem of
a square matrix.
a square matrix.
"""
"""
x
,
w
,
v
,
W
,
V
=
inputs
x
,
w
,
v
,
W
,
V
=
inputs
N
=
x
.
shape
[
0
]
N
=
x
.
shape
[
0
]
...
@@ -453,10 +469,13 @@ def eigh(a, UPLO='L'):
...
@@ -453,10 +469,13 @@ def eigh(a, UPLO='L'):
class
QRFull
(
Op
):
class
QRFull
(
Op
):
"""
"""
Full QR Decomposition.
Full QR Decomposition.
Computes the QR decomposition of a matrix.
Computes the QR decomposition of a matrix.
Factor the matrix a as qr, where q is orthonormal
Factor the matrix a as qr, where q is orthonormal
and r is upper-triangular.
and r is upper-triangular.
"""
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
__props__
=
(
'mode'
,)
__props__
=
(
'mode'
,)
...
@@ -484,9 +503,12 @@ class QRFull(Op):
...
@@ -484,9 +503,12 @@ class QRFull(Op):
class
QRIncomplete
(
Op
):
class
QRIncomplete
(
Op
):
"""
"""
Incomplete QR Decomposition.
Incomplete QR Decomposition.
Computes the QR decomposition of a matrix.
Computes the QR decomposition of a matrix.
Factor the matrix a as qr and return a single matrix.
Factor the matrix a as qr and return a single matrix.
"""
"""
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
_numop
=
staticmethod
(
numpy
.
linalg
.
qr
)
__props__
=
(
'mode'
,)
__props__
=
(
'mode'
,)
...
@@ -513,15 +535,12 @@ def qr(a, mode="full"):
...
@@ -513,15 +535,12 @@ def qr(a, mode="full"):
Factor the matrix a as qr, where q
Factor the matrix a as qr, where q
is orthonormal and r is upper-triangular.
is orthonormal and r is upper-triangular.
:type a:
Parameters
array_like, shape (M, N)
----------
:param a:
a : array_like, shape (M, N)
Matrix to be factored.
Matrix to be factored.
:type mode:
mode : {'reduced', 'complete', 'r', 'raw', 'full', 'economic'}, optional
one of 'reduced', 'complete', 'r', 'raw', 'full' and
'economic', optional
:keyword mode:
If K = min(M, N), then
If K = min(M, N), then
'reduced'
'reduced'
...
@@ -558,19 +577,18 @@ def qr(a, mode="full"):
...
@@ -558,19 +577,18 @@ def qr(a, mode="full"):
both doing the same thing in the new numpy version but only
both doing the same thing in the new numpy version but only
full works on the old previous numpy version.
full works on the old previous numpy version.
:rtype q:
Returns
matrix of float or complex, optional
-------
:return q:
q : matrix of float or complex, optional
A matrix with orthonormal columns. When mode = 'complete' the
A matrix with orthonormal columns. When mode = 'complete' the
result is an orthogonal/unitary matrix depending on whether or
result is an orthogonal/unitary matrix depending on whether or
not a is real/complex. The determinant may be either +/- 1 in
not a is real/complex. The determinant may be either +/- 1 in
that case.
that case.
r : matrix of float or complex, optional
:rtype r:
The upper-triangular matrix.
matrix of float or complex, optional
:return r:
The upper-triangular matrix.
"""
"""
x
=
[[
2
,
1
],
[
3
,
4
]]
x
=
[[
2
,
1
],
[
3
,
4
]]
if
isinstance
(
numpy
.
linalg
.
qr
(
x
,
mode
),
tuple
):
if
isinstance
(
numpy
.
linalg
.
qr
(
x
,
mode
),
tuple
):
return
QRFull
(
mode
)(
a
)
return
QRFull
(
mode
)(
a
)
...
@@ -579,22 +597,25 @@ def qr(a, mode="full"):
...
@@ -579,22 +597,25 @@ def qr(a, mode="full"):
class
SVD
(
Op
):
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.
# See doc in the docstring of the function just after this class.
_numop
=
staticmethod
(
numpy
.
linalg
.
svd
)
_numop
=
staticmethod
(
numpy
.
linalg
.
svd
)
__props__
=
(
'full_matrices'
,
'compute_uv'
)
__props__
=
(
'full_matrices'
,
'compute_uv'
)
def
__init__
(
self
,
full_matrices
=
True
,
compute_uv
=
True
):
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
.
full_matrices
=
full_matrices
self
.
compute_uv
=
compute_uv
self
.
compute_uv
=
compute_uv
...
@@ -619,18 +640,21 @@ def svd(a, full_matrices=1, compute_uv=1):
...
@@ -619,18 +640,21 @@ def svd(a, full_matrices=1, compute_uv=1):
"""
"""
This function performs the SVD on CPU.
This function performs the SVD on CPU.
:type full_matrices: bool, optional
Parameters
:param full_matrices:
----------
full_matrices : bool, optional
If True (default), u and v have the shapes (M, M) and (N, N),
If True (default), u and v have the shapes (M, M) and (N, N),
respectively.
respectively.
Otherwise, the shapes are (M, K) and (K, N), respectively,
Otherwise, the shapes are (M, K) and (K, N), respectively,
where K = min(M, N).
where K = min(M, N).
:type compute_uv: bool, optional
compute_uv : bool, optional
:param compute_uv:
Whether or not to compute u and v in addition to s.
Whether or not to compute u and v in addition to s.
True by default.
True by default.
:returns: U, V and D matrices.
Returns
-------
U, V, D : matrices
"""
"""
return
SVD
(
full_matrices
,
compute_uv
)(
a
)
return
SVD
(
full_matrices
,
compute_uv
)(
a
)
...
...
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