# Copyright 2022 Huawei Technologies Co., Ltd
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# Licensed under the Apache License, Version 2.0 (the "License");
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"""Operators for linalg function."""
from __future__ import absolute_import
import mindspore.ops as ops
from mindspore.common import dtype as mstype
from mindspore.common.tensor import Tensor
from mindspore.ops import operations as P
from mindspore.ops import functional as F
from mindspore.ops.operations import _inner_ops as inner
from mindspore.ops.function.math_func import _check_input_dtype, _check_attr_dtype
from mindspore._c_expression import Tensor as Tensor_
from ..operations import linalg_ops
from .._primitive_cache import _get_cache_prim
__all__ = ['eig', 'geqrf', 'svd', 'pinv', 'qr']
def eig(A):
"""
Computes the eigenvalues and eigenvectors of a square matrix(batch square matrices).
.. warning::
This is an experimental API that is subject to change or deletion.
Args:
A (Tensor): Square matrices of shape :math:`(*, N, N)`,
with float32, float64, complex64 or complex128 data type.
Returns:
- **eigen_values** (Tensor) - Shape :math:`(*, N)`. eigenvalues of
the corresponding matrix. The eigenvalues may not have an order.
- **eigen_vectors** (Tensor) - Shape :math:`(*, N, N)`,columns of eigen vectors represent
- **normalized** (unit length) eigenvectors of corresponding eigenvalues.
Raises:
TypeError: If dtype of `A` is not one of: float64, float32, complex64 or complex128.
TypeError: If `A` is not a Tensor.
ValueError: If `A` is not a square(batch squares).
Supported Platforms:
``Ascend`` ``CPU``
Examples:
>>> input_x = Tensor(np.array([[1.0, 0.0], [0.0, 2.0]]), mindspore.float32)
>>> u, v = ops.eig(input_x)
>>> print(u)
[1.+0.j 2.+0.j]
>>> print(v)
[[1.+0.j 0.+0.j]
[0.+0.j 1.+0.j]]
"""
return _get_cache_prim(P.Eig)(compute_v=True)(A)
[docs]def geqrf(input):
r"""
Decomposes a matrix into the product of an orthogonal matrix `Q` and an upper triangular matrix `R`.
The process is called QR decomposition: :math:`A = QR`.
Both `Q` and `R` matrices are stored in the same output tensor `y`.
The elements of `R` are stored on and above the diagonal, whereas elementary reflectors
(or Householder vectors) implicitly defining matrix `Q` are stored below the diagonal.
This function returns two tensors (`y`, `tau`).
Args:
input (Tensor): Tensor of shape :math:`(*, m, n)`, input must be a matrix greater than or equal to 2D,
with dtype of float32, float64, complex64, complex128.
Returns:
- **y** (Tensor) - Tensor of shape :math:`(*, m, n)`, has the same dtype as the `x`.
- **tau** (Tensor) - Tensor of shape :math:`(*, p)` and :math:`p = min(m, n)`, has the same dtype as the `x`.
Raises:
TypeError: If `input` is not a Tensor.
TypeError: If the dtype of `input` is neither float32, float64, complex64, complex128.
ValueError: If `input` dimension is less than 2.
Supported Platforms:
``Ascend`` ``GPU`` ``CPU``
Examples:
>>> input_x = Tensor(np.array([[-2.0, -1.0], [1.0, 2.0]]).astype(np.float32))
>>> y, tau = ops.geqrf(input_x)
>>> print(y)
[[ 2.236068 1.7888544]
[-0.236068 1.3416407]]
>>> print(tau)
[1.8944271 0. ]
"""
geqrf_ops = _get_cache_prim(P.Geqrf)()
return geqrf_ops(input)
[docs]def svd(input, full_matrices=False, compute_uv=True):
"""
Computes the singular value decompositions of one or more matrices.
If :math:`A` is a matrix, the svd returns the singular values :math:`S`, the left singular vectors :math:`U`
and the right singular vectors :math:`V`. It meets:
.. math::
A=U*diag(S)*V^{T}
Args:
input (Tensor): Tensor of the matrices to be decomposed. The shape should be :math:`(*, M, N)`,
the supported dtype are float32 and float64.
full_matrices (bool, optional): If true, compute full-sized :math:`U` and :math:`V`. If false, compute
only the leading P singular vectors, with P is the minimum of M and N.
Default: False.
compute_uv (bool, optional): If true, compute the left and right singular vectors.
If false, compute only the singular values. Default: True.
Returns:
- **s** (Tensor) - Singular values. The shape is :math:`(*, P)`.
- **u** (Tensor) - Left singular vectors. If `compute_uv` is False, u will not be returned.
The shape is :math:`(*, M, P)`. If `full_matrices` is True, the shape will be :math:`(*, M, M)`.
- **v** (Tensor) - Right singular vectors. If `compute_uv` is False, v will not be returned.
The shape is :math:`(*, N, P)`. If `full_matrices` is True, the shape will be :math:`(*, N, N)`.
Raises:
TypeError: If `full_matrices` or `compute_uv` is not the type of bool.
TypeError: If the rank of input less than 2.
TypeError: If the type of input is not one of the following dtype: float32, float64.
Supported Platforms:
``GPU`` ``CPU``
Examples:
>>> import numpy as np
>>> from mindspore import Tensor, set_context
>>> from mindspore import ops
>>> set_context(device_target="CPU")
>>> input = Tensor(np.array([[1, 2], [-4, -5], [2, 1]]).astype(np.float32))
>>> s, u, v = ops.svd(input, full_matrices=True, compute_uv=True)
>>> print(s)
[7.0652843 1.040081 ]
>>> print(u)
[[ 0.30821905 -0.48819482 0.81649697]
[-0.90613353 0.11070572 0.40824813]
[ 0.2896955 0.8656849 0.4082479 ]]
>>> print(v)
[[ 0.63863593 0.769509 ]
[ 0.769509 -0.63863593]]
"""
svd_ = _get_cache_prim(linalg_ops.Svd)(full_matrices=full_matrices, compute_uv=compute_uv)
if compute_uv:
return svd_(input)
s, _, _ = svd_(input)
return s
[docs]def pinv(x, *, atol=None, rtol=None, hermitian=False):
r"""
Computes the (Moore-Penrose) pseudo-inverse of a matrix.
This function is computed using SVD. If :math:`x=U*S*V^{T}` ,Than the pseudo-inverse of x is:
:math:`x^{+}=V*S^{+}*U^{T}` , :math:`S^{+}` is the reciprocal of each non-zero element on
the diagonal of S, and zero remains in place.
Batch matrices are supported. If x is a batch matrix, the output has the same batch dimension when
atol or rtol is float.
If atol or rtol is a Tensor, its shape must be broadcast to the singular value returned by
`x.svd <https://www.mindspore.cn/docs/en/r2.0/api_python/ops/mindspore.ops.svd.html>`_ .
If x.shape is :math:`(B, M, N)`, and the shape of atol or rtol is :math:`(K, B)`, the output
shape is :math:`(K, B, N, M)`.
When the Hermitian is True, temporary support only real domain, x is treated as a real symmetric, so x is
not checked internally, and only use the lower triangular part in the computations.
When the singular value of x (or the norm of the eigenvalues when hermitian = True) that are below
threshold (:math:`max(atol, \sigma \cdot rtol)`, :math:`\sigma` as the largest singular value or
characteristic value), it is set to zero, and is not used in the computations.
If rtol is not specified and x is a matrix of dimensions (M, N), then rtol is set to
be :math:`rtol=max(M, N)*\varepsilon`, :math:`\varepsilon` is the
`eps <https://www.mindspore.cn/docs/en/r2.0/api_python/ops/mindspore.ops.Eps.html>`_ value of x.dtype.
If rtol is not specified and atol specifies a value larger than zero, rtol is set to zero.
.. note::
This function uses
`svd <https://www.mindspore.cn/docs/en/r2.0/api_python/ops/mindspore.ops.svd.html>`_ internally,
(or `eigh <https://www.mindspore.cn/docs/en/r2.0/api_python/scipy/mindspore.scipy.linalg.eigh.html>`_ ,
when hermitian = True). So it has the same problem as these functions. For details,
see the warnings in svd() and eigh().
Args:
x (Tensor): A matrix to be calculated. Only `float32`, `float64` are supported Tensor dtypes.
shape is :math:`(*, M, N)`, * is zero or more batch dimensions.
- When hermitian is true, batch dimensions are not supported temporarily.
Keyword args:
atol (float, Tensor): absolute tolerance value. Default: None.
rtol (float, Tensor): relative tolerance value. Default: None.
hermitian (bool): An optional bool. x is assumed to be symmetric if real. Default: False.
Outputs:
- **output** (Tensor) - same type as input. Shape is :math:`(*, N, M)`, * is zero or more batch dimensions.
Raises:
TypeError: If `hermitian` is not a bool.
TypeError: If `x` is not a Tensor.
ValueError: If the dimension of `x` is less than 2.
Supported Platforms:
``CPU``
Examples:
>>> x = Tensor([[4., 0.], [0., 5.]], mindspore.float32)
>>> output = ops.pinv(x)
>>> print(output)
[[0.25 0. ]
[0. 0.2 ]]
"""
if not isinstance(x, (Tensor, Tensor_)):
raise TypeError("The input x must be tensor")
if x.shape == ():
raise TypeError("For pinv, the 0-D input is not supported")
x_shape = F.shape(x)
if len(x_shape) < 2:
raise ValueError("input x should have 2 or more dimensions, " f"but got {len(x_shape)}.")
x_dtype = _get_cache_prim(P.DType)()(x)
_check_input_dtype("x", x_dtype, [mstype.float32, mstype.float64], "pinv")
_check_attr_dtype("hermitian", hermitian, [bool], "pinv")
if atol is not None:
if rtol is None:
rtol = Tensor(0.0)
else:
atol = Tensor(0.0)
if rtol is None:
rtol = max(ops.Shape()(x)) * ops.Eps()(Tensor(1.0, x_dtype))
if not inner.IsInstance()(rtol, mstype.tensor_type):
rtol = Tensor(rtol, mstype.float32)
if not inner.IsInstance()(atol, mstype.tensor_type):
atol = Tensor(atol, mstype.float32)
if not hermitian:
s, u, v = linalg_ops.Svd()(x)
max_singular_val = _narrow(s, -1, 0, 1)
threshold = ops.Maximum()(atol.expand_dims(-1), rtol.expand_dims(-1) * max_singular_val)
condition = s > threshold
reciprocal_s_before = ops.Reciprocal()(s).broadcast_to(condition.shape)
zero = ops.Zeros()(condition.shape, s.dtype)
s_pseudoinv = ops.Select()(condition, reciprocal_s_before, zero)
output = ops.matmul(v * s_pseudoinv.expand_dims(-2), _nd_transpose(ops.Conj()(u)))
else:
s, u = linalg_ops.Eigh()(x)
s_abs = ops.Abs()(s)
max_singular_val = ops.amax(s_abs, -1, True)
threshold = ops.Maximum()(atol.expand_dims(-1), rtol.expand_dims(-1) * max_singular_val)
condition = s_abs > threshold
reciprocal_s_before = ops.Reciprocal()(s)
zero = ops.Zeros()(condition.shape, s.dtype)
s_pseudoinv = ops.Select()(condition, reciprocal_s_before, zero)
output = ops.matmul(u * s_pseudoinv.expand_dims(-2), _nd_transpose(ops.Conj()(u)))
return output
def qr(input, mode='reduced'):
"""
Returns the QR decomposition of one or more matrices.
If `mode` is 'reduced'(the default), compute the P columns of Q where P is minimum of the 2 innermost dimensions of
input. If `mode` is 'complete', compute full-sized Q and R.
Args:
input (Tensor): A matrix to be calculated. The matrix must be at least two dimensions, the supported dtype are
float16, float32, float64, complex64 and complex128.
Define the shape of input as :math:`(..., m, n)`, p as the
minimum values of m and n.
mode (Union['reduced', 'complete'], optional): If `mode` is 'reduced', computing reduce-sized QR decomposition,
otherwise, computing the full-sized QR decomposition. Default: 'reduced'.
Returns:
- **Q** (Tensor) - The orthonormal matrices of input. If `mode` is 'complete', the shape is :math:`(m, m)`,
else the shape is :math:`(m, p)`. The dtype of `Q` is same as `input`.
- **R** (Tensor) - The upper triangular matrices of input. If `mode` is 'complete', the shape is :math:`(m, n)`,
else the shape is :math:`(p, n)`. The dtype of `R` is same as `input`.
Raises:
TypeError: If `input` is not a Tensor.
TypeError: If `mode` is neither 'reduced' nor 'complete'.
ValueError: If the dimension of `input` is less than 2.
Supported Platforms:
``Ascend`` ``GPU`` ``CPU``
Examples:
>>> input = Tensor(np.array([[20., -31, 7], [4, 270, -90], [-8, 17, -32]]), mstype.float32)
>>> Q, R = ops.qr(input)
>>> print(Q)
[[-0.912871 0.16366126 0.37400758]
[-0.18257418 -0.9830709 -0.01544376]
[ 0.36514837 -0.08238228 0.92729706]]
>>> print(R)
[[ -21.908903 -14.788506 -1.6431675]
[ 0. -271.9031 92.25824 ]
[ 0. 0. -25.665514 ]]
"""
if mode not in ('reduced', 'complete'):
raise TypeError(f"For qr, the arg mode must be 'reduced' or 'complete', but got {mode}.")
qr_ = _get_cache_prim(P.Qr)(mode == 'complete')
return qr_(input)
def _narrow(x, axis, start, length):
begins = [0] * x.ndim
begins[axis] = start
sizes = list(x.shape)
sizes[axis] = length
return P.Slice()(x, begins, sizes)
def _nd_transpose(a):
"""
_nd_transpose
"""
dims = a.ndim
if dims < 2:
raise TypeError("to do _nd_transpose for input a's ndim is not greater or equal to 2d, which is invalid.")
axes = ops.make_range(0, dims)
axes = axes[:-2] + (axes[-1],) + (axes[-2],)
return ops.transpose(a, axes)
__all__.sort()