micropython-ulab/code/numpy/linalg/linalg.c
Philip Howard 63dfbd178b
Remove the STATIC macro. (#664)
Reflect the changes proposed in micropython/micropython#13763.
2024-02-29 21:34:50 +01:00

542 lines
20 KiB
C

/*
* This file is part of the micropython-ulab project,
*
* https://github.com/v923z/micropython-ulab
*
* The MIT License (MIT)
*
* Copyright (c) 2019-2021 Zoltán Vörös
* 2020 Scott Shawcroft for Adafruit Industries
* 2020 Roberto Colistete Jr.
* 2020 Taku Fukada
*
*/
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include "py/obj.h"
#include "py/runtime.h"
#include "py/misc.h"
#include "../../ulab.h"
#include "../../ulab_tools.h"
#include "../carray/carray_tools.h"
#include "linalg.h"
#if ULAB_NUMPY_HAS_LINALG_MODULE
//|
//| import ulab.numpy
//|
//| """Linear algebra functions"""
//|
#if ULAB_MAX_DIMS > 1
//| def cholesky(A: ulab.numpy.ndarray) -> ulab.numpy.ndarray:
//| """
//| :param ~ulab.numpy.ndarray A: a positive definite, symmetric square matrix
//| :return ~ulab.numpy.ndarray L: a square root matrix in the lower triangular form
//| :raises ValueError: If the input does not fulfill the necessary conditions
//|
//| The returned matrix satisfies the equation m=LL*"""
//| ...
//|
static mp_obj_t linalg_cholesky(mp_obj_t oin) {
ndarray_obj_t *ndarray = tools_object_is_square(oin);
COMPLEX_DTYPE_NOT_IMPLEMENTED(ndarray->dtype)
ndarray_obj_t *L = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, ndarray->shape[ULAB_MAX_DIMS - 1], ndarray->shape[ULAB_MAX_DIMS - 1]), NDARRAY_FLOAT);
mp_float_t *Larray = (mp_float_t *)L->array;
size_t N = ndarray->shape[ULAB_MAX_DIMS - 1];
uint8_t *array = (uint8_t *)ndarray->array;
mp_float_t (*func)(void *) = ndarray_get_float_function(ndarray->dtype);
for(size_t m=0; m < N; m++) { // rows
for(size_t n=0; n < N; n++) { // columns
*Larray++ = func(array);
array += ndarray->strides[ULAB_MAX_DIMS - 1];
}
array -= ndarray->strides[ULAB_MAX_DIMS - 1] * N;
array += ndarray->strides[ULAB_MAX_DIMS - 2];
}
Larray -= N*N;
// make sure the matrix is symmetric
for(size_t m=0; m < N; m++) { // rows
for(size_t n=m+1; n < N; n++) { // columns
// compare entry (m, n) to (n, m)
if(LINALG_EPSILON < MICROPY_FLOAT_C_FUN(fabs)(Larray[m * N + n] - Larray[n * N + m])) {
mp_raise_ValueError(MP_ERROR_TEXT("input matrix is asymmetric"));
}
}
}
// this is actually not needed, but Cholesky in numpy returns the lower triangular matrix
for(size_t i=0; i < N; i++) { // rows
for(size_t j=i+1; j < N; j++) { // columns
Larray[i*N + j] = MICROPY_FLOAT_CONST(0.0);
}
}
mp_float_t sum = 0.0;
for(size_t i=0; i < N; i++) { // rows
for(size_t j=0; j <= i; j++) { // columns
sum = Larray[i * N + j];
for(size_t k=0; k < j; k++) {
sum -= Larray[i * N + k] * Larray[j * N + k];
}
if(i == j) {
if(sum <= MICROPY_FLOAT_CONST(0.0)) {
mp_raise_ValueError(MP_ERROR_TEXT("matrix is not positive definite"));
} else {
Larray[i * N + i] = MICROPY_FLOAT_C_FUN(sqrt)(sum);
}
} else {
Larray[i * N + j] = sum / Larray[j * N + j];
}
}
}
return MP_OBJ_FROM_PTR(L);
}
MP_DEFINE_CONST_FUN_OBJ_1(linalg_cholesky_obj, linalg_cholesky);
//| def det(m: ulab.numpy.ndarray) -> float:
//| """
//| :param: m, a square matrix
//| :return float: The determinant of the matrix
//|
//| Computes the eigenvalues and eigenvectors of a square matrix"""
//| ...
//|
static mp_obj_t linalg_det(mp_obj_t oin) {
ndarray_obj_t *ndarray = tools_object_is_square(oin);
COMPLEX_DTYPE_NOT_IMPLEMENTED(ndarray->dtype)
uint8_t *array = (uint8_t *)ndarray->array;
size_t N = ndarray->shape[ULAB_MAX_DIMS - 1];
mp_float_t *tmp = m_new(mp_float_t, N * N);
for(size_t m=0; m < N; m++) { // rows
for(size_t n=0; n < N; n++) { // columns
*tmp++ = ndarray_get_float_value(array, ndarray->dtype);
array += ndarray->strides[ULAB_MAX_DIMS - 1];
}
array -= ndarray->strides[ULAB_MAX_DIMS - 1] * N;
array += ndarray->strides[ULAB_MAX_DIMS - 2];
}
// re-wind the pointer
tmp -= N*N;
mp_float_t c;
mp_float_t det_sign = 1.0;
for(size_t m=0; m < N-1; m++){
if(MICROPY_FLOAT_C_FUN(fabs)(tmp[m * (N+1)]) < LINALG_EPSILON) {
size_t m1 = m + 1;
for(; m1 < N; m1++) {
if(!(MICROPY_FLOAT_C_FUN(fabs)(tmp[m1*N+m]) < LINALG_EPSILON)) {
//look for a line to swap
for(size_t m2=0; m2 < N; m2++) {
mp_float_t swapVal = tmp[m*N+m2];
tmp[m*N+m2] = tmp[m1*N+m2];
tmp[m1*N+m2] = swapVal;
}
det_sign = -det_sign;
break;
}
}
if (m1 >= N) {
m_del(mp_float_t, tmp, N * N);
return mp_obj_new_float(0.0);
}
}
for(size_t n=0; n < N; n++) {
if(m != n) {
c = tmp[N * n + m] / tmp[m * (N+1)];
for(size_t k=0; k < N; k++){
tmp[N * n + k] -= c * tmp[N * m + k];
}
}
}
}
mp_float_t det = det_sign;
for(size_t m=0; m < N; m++){
det *= tmp[m * (N+1)];
}
m_del(mp_float_t, tmp, N * N);
return mp_obj_new_float(det);
}
MP_DEFINE_CONST_FUN_OBJ_1(linalg_det_obj, linalg_det);
#endif
#if ULAB_MAX_DIMS > 1
//| def eig(m: ulab.numpy.ndarray) -> Tuple[ulab.numpy.ndarray, ulab.numpy.ndarray]:
//| """
//| :param m: a square matrix
//| :return tuple (eigenvectors, eigenvalues):
//|
//| Computes the eigenvalues and eigenvectors of a square matrix"""
//| ...
//|
static mp_obj_t linalg_eig(mp_obj_t oin) {
ndarray_obj_t *in = tools_object_is_square(oin);
COMPLEX_DTYPE_NOT_IMPLEMENTED(in->dtype)
uint8_t *iarray = (uint8_t *)in->array;
size_t S = in->shape[ULAB_MAX_DIMS - 1];
mp_float_t *array = m_new(mp_float_t, S*S);
for(size_t i=0; i < S; i++) { // rows
for(size_t j=0; j < S; j++) { // columns
*array++ = ndarray_get_float_value(iarray, in->dtype);
iarray += in->strides[ULAB_MAX_DIMS - 1];
}
iarray -= in->strides[ULAB_MAX_DIMS - 1] * S;
iarray += in->strides[ULAB_MAX_DIMS - 2];
}
array -= S * S;
// make sure the matrix is symmetric
for(size_t m=0; m < S; m++) {
for(size_t n=m+1; n < S; n++) {
// compare entry (m, n) to (n, m)
// TODO: this must probably be scaled!
if(LINALG_EPSILON < MICROPY_FLOAT_C_FUN(fabs)(array[m * S + n] - array[n * S + m])) {
mp_raise_ValueError(MP_ERROR_TEXT("input matrix is asymmetric"));
}
}
}
// if we got this far, then the matrix will be symmetric
ndarray_obj_t *eigenvectors = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, S, S), NDARRAY_FLOAT);
mp_float_t *eigvectors = (mp_float_t *)eigenvectors->array;
size_t iterations = linalg_jacobi_rotations(array, eigvectors, S);
if(iterations == 0) {
// the computation did not converge; numpy raises LinAlgError
m_del(mp_float_t, array, in->len);
mp_raise_ValueError(MP_ERROR_TEXT("iterations did not converge"));
}
ndarray_obj_t *eigenvalues = ndarray_new_linear_array(S, NDARRAY_FLOAT);
mp_float_t *eigvalues = (mp_float_t *)eigenvalues->array;
for(size_t i=0; i < S; i++) {
eigvalues[i] = array[i * (S + 1)];
}
m_del(mp_float_t, array, in->len);
mp_obj_tuple_t *tuple = MP_OBJ_TO_PTR(mp_obj_new_tuple(2, NULL));
tuple->items[0] = MP_OBJ_FROM_PTR(eigenvalues);
tuple->items[1] = MP_OBJ_FROM_PTR(eigenvectors);
return MP_OBJ_FROM_PTR(tuple);
}
MP_DEFINE_CONST_FUN_OBJ_1(linalg_eig_obj, linalg_eig);
//| def inv(m: ulab.numpy.ndarray) -> ulab.numpy.ndarray:
//| """
//| :param ~ulab.numpy.ndarray m: a square matrix
//| :return: The inverse of the matrix, if it exists
//| :raises ValueError: if the matrix is not invertible
//|
//| Computes the inverse of a square matrix"""
//| ...
//|
static mp_obj_t linalg_inv(mp_obj_t o_in) {
ndarray_obj_t *ndarray = tools_object_is_square(o_in);
COMPLEX_DTYPE_NOT_IMPLEMENTED(ndarray->dtype)
uint8_t *array = (uint8_t *)ndarray->array;
size_t N = ndarray->shape[ULAB_MAX_DIMS - 1];
ndarray_obj_t *inverted = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, N, N), NDARRAY_FLOAT);
mp_float_t *iarray = (mp_float_t *)inverted->array;
mp_float_t (*func)(void *) = ndarray_get_float_function(ndarray->dtype);
for(size_t i=0; i < N; i++) { // rows
for(size_t j=0; j < N; j++) { // columns
*iarray++ = func(array);
array += ndarray->strides[ULAB_MAX_DIMS - 1];
}
array -= ndarray->strides[ULAB_MAX_DIMS - 1] * N;
array += ndarray->strides[ULAB_MAX_DIMS - 2];
}
// re-wind the pointer
iarray -= N*N;
if(!linalg_invert_matrix(iarray, N)) {
mp_raise_ValueError(MP_ERROR_TEXT("input matrix is singular"));
}
return MP_OBJ_FROM_PTR(inverted);
}
MP_DEFINE_CONST_FUN_OBJ_1(linalg_inv_obj, linalg_inv);
#endif
//| def norm(x: ulab.numpy.ndarray) -> float:
//| """
//| :param ~ulab.numpy.ndarray x: a vector or a matrix
//|
//| Computes the 2-norm of a vector or a matrix, i.e., ``sqrt(sum(x*x))``, however, without the RAM overhead."""
//| ...
//|
static mp_obj_t linalg_norm(size_t n_args, const mp_obj_t *pos_args, mp_map_t *kw_args) {
static const mp_arg_t allowed_args[] = {
{ MP_QSTR_, MP_ARG_REQUIRED | MP_ARG_OBJ, { .u_rom_obj = MP_ROM_NONE} } ,
{ MP_QSTR_axis, MP_ARG_OBJ, { .u_rom_obj = MP_ROM_NONE } },
};
mp_arg_val_t args[MP_ARRAY_SIZE(allowed_args)];
mp_arg_parse_all(n_args, pos_args, kw_args, MP_ARRAY_SIZE(allowed_args), allowed_args, args);
mp_obj_t x = args[0].u_obj;
mp_obj_t axis = args[1].u_obj;
mp_float_t dot = 0.0, value;
size_t count = 1;
if(mp_obj_is_type(x, &mp_type_tuple) || mp_obj_is_type(x, &mp_type_list) || mp_obj_is_type(x, &mp_type_range)) {
mp_obj_iter_buf_t iter_buf;
mp_obj_t item, iterable = mp_getiter(x, &iter_buf);
while((item = mp_iternext(iterable)) != MP_OBJ_STOP_ITERATION) {
value = mp_obj_get_float(item);
// we could simply take the sum of value ** 2,
// but this method is numerically stable
dot = dot + (value * value - dot) / count++;
}
return mp_obj_new_float(MICROPY_FLOAT_C_FUN(sqrt)(dot * (count - 1)));
} else if(mp_obj_is_type(x, &ulab_ndarray_type)) {
ndarray_obj_t *ndarray = MP_OBJ_TO_PTR(x);
COMPLEX_DTYPE_NOT_IMPLEMENTED(ndarray->dtype)
uint8_t *array = (uint8_t *)ndarray->array;
// always get a float, so that we don't have to resolve the dtype later
mp_float_t (*func)(void *) = ndarray_get_float_function(ndarray->dtype);
shape_strides _shape_strides = tools_reduce_axes(ndarray, axis);
ndarray_obj_t *results = ndarray_new_dense_ndarray(_shape_strides.ndim, _shape_strides.shape, NDARRAY_FLOAT);
mp_float_t *rarray = (mp_float_t *)results->array;
#if ULAB_MAX_DIMS > 3
size_t i = 0;
do {
#endif
#if ULAB_MAX_DIMS > 2
size_t j = 0;
do {
#endif
#if ULAB_MAX_DIMS > 1
size_t k = 0;
do {
#endif
size_t l = 0;
if(axis != mp_const_none) {
count = 1;
dot = 0.0;
}
do {
value = func(array);
dot = dot + (value * value - dot) / count++;
array += _shape_strides.strides[0];
l++;
} while(l < _shape_strides.shape[0]);
*rarray = MICROPY_FLOAT_C_FUN(sqrt)(dot * (count - 1));
#if ULAB_MAX_DIMS > 1
rarray += _shape_strides.increment;
array -= _shape_strides.strides[0] * _shape_strides.shape[0];
array += _shape_strides.strides[ULAB_MAX_DIMS - 1];
k++;
} while(k < _shape_strides.shape[ULAB_MAX_DIMS - 1]);
#endif
#if ULAB_MAX_DIMS > 2
array -= _shape_strides.strides[ULAB_MAX_DIMS - 1] * _shape_strides.shape[ULAB_MAX_DIMS - 1];
array += _shape_strides.strides[ULAB_MAX_DIMS - 2];
j++;
} while(j < _shape_strides.shape[ULAB_MAX_DIMS - 2]);
#endif
#if ULAB_MAX_DIMS > 3
array -= _shape_strides.strides[ULAB_MAX_DIMS - 2] * _shape_strides.shape[ULAB_MAX_DIMS - 2];
array += _shape_strides.strides[ULAB_MAX_DIMS - 3];
i++;
} while(i < _shape_strides.shape[ULAB_MAX_DIMS - 3]);
#endif
if(results->ndim == 0) {
return mp_obj_new_float(*rarray);
}
return MP_OBJ_FROM_PTR(results);
}
return mp_const_none; // we should never reach this point
}
MP_DEFINE_CONST_FUN_OBJ_KW(linalg_norm_obj, 1, linalg_norm);
#if ULAB_MAX_DIMS > 1
//| def qr(m: ulab.numpy.ndarray) -> Tuple[ulab.numpy.ndarray, ulab.numpy.ndarray]:
//| """
//| :param m: a matrix
//| :return tuple (Q, R):
//|
//| Factor the matrix a as QR, where Q is orthonormal and R is upper-triangular.
//| """
//| ...
//|
static mp_obj_t linalg_qr(size_t n_args, const mp_obj_t *pos_args, mp_map_t *kw_args) {
static const mp_arg_t allowed_args[] = {
{ MP_QSTR_, MP_ARG_REQUIRED | MP_ARG_OBJ, { .u_rom_obj = MP_ROM_NONE } },
{ MP_QSTR_mode, MP_ARG_OBJ, { .u_rom_obj = MP_ROM_QSTR(MP_QSTR_reduced) } },
};
mp_arg_val_t args[MP_ARRAY_SIZE(allowed_args)];
mp_arg_parse_all(n_args, pos_args, kw_args, MP_ARRAY_SIZE(allowed_args), allowed_args, args);
if(!mp_obj_is_type(args[0].u_obj, &ulab_ndarray_type)) {
mp_raise_TypeError(MP_ERROR_TEXT("operation is defined for ndarrays only"));
}
ndarray_obj_t *source = MP_OBJ_TO_PTR(args[0].u_obj);
if(source->ndim != 2) {
mp_raise_ValueError(MP_ERROR_TEXT("operation is defined for 2D arrays only"));
}
size_t m = source->shape[ULAB_MAX_DIMS - 2]; // rows
size_t n = source->shape[ULAB_MAX_DIMS - 1]; // columns
ndarray_obj_t *Q = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, m, m), NDARRAY_FLOAT);
ndarray_obj_t *R = ndarray_new_dense_ndarray(2, source->shape, NDARRAY_FLOAT);
mp_float_t *qarray = (mp_float_t *)Q->array;
mp_float_t *rarray = (mp_float_t *)R->array;
// simply copy the entries of source to a float array
mp_float_t (*func)(void *) = ndarray_get_float_function(source->dtype);
uint8_t *sarray = (uint8_t *)source->array;
for(size_t i = 0; i < m; i++) {
for(size_t j = 0; j < n; j++) {
*rarray++ = func(sarray);
sarray += source->strides[ULAB_MAX_DIMS - 1];
}
sarray -= n * source->strides[ULAB_MAX_DIMS - 1];
sarray += source->strides[ULAB_MAX_DIMS - 2];
}
rarray -= m * n;
// start with the unit matrix
for(size_t i = 0; i < m; i++) {
qarray[i * (m + 1)] = 1.0;
}
for(size_t j = 0; j < n; j++) { // columns
for(size_t i = m - 1; i > j; i--) { // rows
mp_float_t c, s;
// Givens matrix: note that numpy uses a strange form of the rotation
// [[c s],
// [s -c]]
if(MICROPY_FLOAT_C_FUN(fabs)(rarray[i * n + j]) < LINALG_EPSILON) { // r[i, j]
c = (rarray[(i - 1) * n + j] >= MICROPY_FLOAT_CONST(0.0)) ? MICROPY_FLOAT_CONST(1.0) : MICROPY_FLOAT_CONST(-1.0); // r[i-1, j]
s = 0.0;
} else if(MICROPY_FLOAT_C_FUN(fabs)(rarray[(i - 1) * n + j]) < LINALG_EPSILON) { // r[i-1, j]
c = 0.0;
s = (rarray[i * n + j] >= MICROPY_FLOAT_CONST(0.0)) ? MICROPY_FLOAT_CONST(-1.0) : MICROPY_FLOAT_CONST(1.0); // r[i, j]
} else {
mp_float_t t, u;
if(MICROPY_FLOAT_C_FUN(fabs)(rarray[(i - 1) * n + j]) > MICROPY_FLOAT_C_FUN(fabs)(rarray[i * n + j])) { // r[i-1, j], r[i, j]
t = rarray[i * n + j] / rarray[(i - 1) * n + j]; // r[i, j]/r[i-1, j]
u = MICROPY_FLOAT_C_FUN(sqrt)(1 + t * t);
c = MICROPY_FLOAT_CONST(-1.0) / u;
s = c * t;
} else {
t = rarray[(i - 1) * n + j] / rarray[i * n + j]; // r[i-1, j]/r[i, j]
u = MICROPY_FLOAT_C_FUN(sqrt)(1 + t * t);
s = MICROPY_FLOAT_CONST(-1.0) / u;
c = s * t;
}
}
mp_float_t r1, r2;
// update R: multiply with the rotation matrix from the left
for(size_t k = 0; k < n; k++) {
r1 = rarray[(i - 1) * n + k]; // r[i-1, k]
r2 = rarray[i * n + k]; // r[i, k]
rarray[(i - 1) * n + k] = c * r1 + s * r2; // r[i-1, k]
rarray[i * n + k] = s * r1 - c * r2; // r[i, k]
}
// update Q: multiply with the transpose of the rotation matrix from the right
for(size_t k = 0; k < m; k++) {
r1 = qarray[k * m + (i - 1)];
r2 = qarray[k * m + i];
qarray[k * m + (i - 1)] = c * r1 + s * r2;
qarray[k * m + i] = s * r1 - c * r2;
}
}
}
mp_obj_tuple_t *tuple = MP_OBJ_TO_PTR(mp_obj_new_tuple(2, NULL));
GET_STR_DATA_LEN(args[1].u_obj, mode, len);
if(memcmp(mode, "complete", 8) == 0) {
tuple->items[0] = MP_OBJ_FROM_PTR(Q);
tuple->items[1] = MP_OBJ_FROM_PTR(R);
} else if(memcmp(mode, "reduced", 7) == 0) {
size_t k = MAX(m, n) - MIN(m, n);
ndarray_obj_t *q = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, m, m - k), NDARRAY_FLOAT);
ndarray_obj_t *r = ndarray_new_dense_ndarray(2, ndarray_shape_vector(0, 0, m - k, n), NDARRAY_FLOAT);
mp_float_t *qa = (mp_float_t *)q->array;
mp_float_t *ra = (mp_float_t *)r->array;
for(size_t i = 0; i < m; i++) {
memcpy(qa, qarray, (m - k) * q->itemsize);
qa += (m - k);
qarray += m;
}
for(size_t i = 0; i < m - k; i++) {
memcpy(ra, rarray, n * r->itemsize);
ra += n;
rarray += n;
}
tuple->items[0] = MP_OBJ_FROM_PTR(q);
tuple->items[1] = MP_OBJ_FROM_PTR(r);
} else {
mp_raise_ValueError(MP_ERROR_TEXT("mode must be complete, or reduced"));
}
return MP_OBJ_FROM_PTR(tuple);
}
MP_DEFINE_CONST_FUN_OBJ_KW(linalg_qr_obj, 1, linalg_qr);
#endif
static const mp_rom_map_elem_t ulab_linalg_globals_table[] = {
{ MP_ROM_QSTR(MP_QSTR___name__), MP_ROM_QSTR(MP_QSTR_linalg) },
#if ULAB_MAX_DIMS > 1
#if ULAB_LINALG_HAS_CHOLESKY
{ MP_ROM_QSTR(MP_QSTR_cholesky), MP_ROM_PTR(&linalg_cholesky_obj) },
#endif
#if ULAB_LINALG_HAS_DET
{ MP_ROM_QSTR(MP_QSTR_det), MP_ROM_PTR(&linalg_det_obj) },
#endif
#if ULAB_LINALG_HAS_EIG
{ MP_ROM_QSTR(MP_QSTR_eig), MP_ROM_PTR(&linalg_eig_obj) },
#endif
#if ULAB_LINALG_HAS_INV
{ MP_ROM_QSTR(MP_QSTR_inv), MP_ROM_PTR(&linalg_inv_obj) },
#endif
#if ULAB_LINALG_HAS_QR
{ MP_ROM_QSTR(MP_QSTR_qr), MP_ROM_PTR(&linalg_qr_obj) },
#endif
#endif
#if ULAB_LINALG_HAS_NORM
{ MP_ROM_QSTR(MP_QSTR_norm), MP_ROM_PTR(&linalg_norm_obj) },
#endif
};
static MP_DEFINE_CONST_DICT(mp_module_ulab_linalg_globals, ulab_linalg_globals_table);
const mp_obj_module_t ulab_linalg_module = {
.base = { &mp_type_module },
.globals = (mp_obj_dict_t*)&mp_module_ulab_linalg_globals,
};
#if CIRCUITPY_ULAB
MP_REGISTER_MODULE(MP_QSTR_ulab_dot_numpy_dot_linalg, ulab_linalg_module);
#endif
#endif