tensor_rs/tensor_impl/lapack_tensor/
linalg.rs

1//
2use crate::tensor_impl::gen_tensor::GenTensor;
3use crate::tensor_trait::index_slicing::IndexSlicing;
4#[cfg(feature = "use-blas-lapack")]
5use super::lapack_api::LapackAPI;
6use std::cmp;
7
8#[cfg(feature = "use-blas-lapack")]
9macro_rules! lapack_svd {
10    ($a:ty, $b: ident) => {
11        pub fn $b(
12            x: &GenTensor<$a>,
13        ) -> (GenTensor<$a>, GenTensor<$a>, GenTensor<$a>) {
14	    if x.size().len() != 2 {
15		panic!("lapack_svd expects 2d matrix.");
16	    }
17	    let n = x.size()[0];
18	    let m = x.size()[1];
19	    let mmn = cmp::min(m, n);
20	    
21            let mut ma = x.get_data().clone();
22	    let mut s: Vec<$a> = vec![0.; mmn];
23	    let mut u: Vec<$a> = vec![0.; mmn*m];
24	    let mut vt: Vec<$a> = vec![0.; mmn*n];
25	    let mut info: i32 = 0;
26	    LapackAPI::<$a>::gesdd(&'S', m, n,
27	    			    &mut ma, m,
28				    &mut s,
29				    &mut u, m,
30				    &mut vt, mmn,
31	 			    &mut info);
32            let ret_u = GenTensor::<$a>::new_move(vt, vec![n, mmn]);
33	    let ret_s = GenTensor::<$a>::new_move(s, vec![mmn]);
34	    let ret_v = GenTensor::<$a>::new_move(u, vec![mmn, m]).t();
35	    if info != 0 {
36		panic!("svd return inf ononzero!");
37	    }
38	    (ret_u, ret_s, ret_v)
39        }
40    }
41}
42
43#[cfg(feature = "use-blas-lapack")]
44lapack_svd!(f32, svd_f32);
45
46#[cfg(feature = "use-blas-lapack")]
47lapack_svd!(f64, svd_f64);
48
49
50#[cfg(test)]
51mod tests {
52    use crate::tensor_impl::gen_tensor::GenTensor;
53    use super::*;
54
55    #[test]
56    #[cfg(feature = "use-blas-lapack")]
57    fn test_svd() {
58	let m = GenTensor::<f64>::new_raw(&[4., 12., -16., 12., 37., -43., -16., -43., 98.], &[3, 3]);
59	let (u, s, v) = svd_f64(&m);
60	println!("{:?}, {:?}, {:?}", u, s, v);
61    }
62}
tensor_rs/tensor_impl/lapack_tensor/linalg.rs

tensor_rs/tensor_impl/lapack_tensor/
linalg.rs
