arrayfire-lua/wrapper/arrayfire/funcs/linear_algebra.lua at master · arrayfire/arrayfire-lua · GitHub

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--- Linear algebra functions.

-- Modules --

local af = require("arrayfire_lib")

local array = require("impl.array")

-- Imports --

local Call = array.Call

local CallWrap = array.CallWrap

local IsArray = array.IsArray

local ToType = array.ToType

-- Exports --

local M = {}

-- See also: https://github.com/arrayfire/arrayfire/blob/devel/src/api/cpp/blas.cpp

-- https://github.com/arrayfire/arrayfire/blob/devel/src/api/cpp/lapack.cpp

-- https://github.com/arrayfire/arrayfire/blob/devel/src/api/cpp/transpose.cpp

local function MatMul2 (a, b, opt_lhs, opt_rhs)

opt_lhs, opt_rhs = opt_lhs or "AF_MAT_NONE", opt_rhs or "AF_MAT_NONE"

return CallWrap("af_matmul", a:get(), b:get(), af[opt_lhs], af[opt_rhs])

end

local function MatMul3 (a, b, c)

local tmp1 = a:dims(0) * b:dims(1)

local tmp2 = b:dims(0) * c:dims(1)

if tmp1 < tmp2 then

return MatMul2(MatMul2(a, b), c)

else

return MatMul2(a, MatMul2(b, c))

end

local function MatMul4 (a, b, c, d)

local tmp1 = a:dims(0) * c:dims(1)

local tmp2 = b:dims(0) * d:dims(1)

if tmp1 < tmp2 then

return MatMul2(MatMul3(a, b, c), d)

else

return MatMul2(a, MatMul3(b, c, d))

end

local function SVD (func)

return function(u, s, vt, in_arr)

local ul, sl, vtl = Call(func, in_arr:get())

s:set(sl)

u:set(ul)

vt:set(vtl)

end

function M.Add (into)

for k, v in pairs{

cholesky = function(out, in_arr, is_upper)

if is_upper == nil then

is_upper = true

end

local res, info = Call("af_cholesky", in_arr:get(), is_upper)

out:set(res)

return info

end,

choleskyInPlace = function(in_arr, is_upper)

if is_upper == nil then

is_upper = true

end

return Call("af_cholesky_inplace", in_arr:get(), is_upper)

end,

det = function(rtype, arr)

return ToType(rtype, Call("af_det", arr:get()))

end,

dot = function(a, b, opt_lhs, opt_rhs)

return CallWrap("af_dot", a:get(), b:get(), af[opt_lhs or "AF_MAT_NONE"], af[opt_rhs or "AF_MAT_NONE"])

end,

inverse = function(arr, options)

return CallWrap("af_inverse", arr:get(), af[options or "AF_MAT_NONE"])

end,

lu = function(a, b, c, d)

if IsArray(d) then -- a: lower, b: upper, c: pivot, d: in

local l, u, p = Call("af_lu", d:get())

a:set(l)

b:set(u)

c:set(p)

else -- a: out, b: pivot, c: in, d: is_lapack_piv

if d == nil then

d = true

end

a:set(Call("af_copy_array", c:get()))

b:set(Call("af_lu_inplace", a:get(), d))

end

end,

luInPlace = function(pivot, in_arr, is_lapack_piv)

if is_lapack_piv == nil then

is_lapack_piv = true

end

pivot:set(Call("af_lu_inplace", in_arr:get(), is_lapack_piv))

end,

matmul = function(a, b, c, d)

if IsArray(d) then -- four arrays

return MatMul4(a, b, c, d)

elseif IsArray(c) then -- three arrays

return MatMul3(a, b, c)

else -- two arrays

return MatMul2(a, b, c, d)

end

end,

matmulNT = function(a, b)

return MatMul2(a, b, "AF_MAT_NONE", "AF_MAT_TRANS")

end,

matmulTN = function(a, b)

return MatMul2(a, b, "AF_MAT_TRANS", "AF_MAT_NONE")

end,

matmulTT = function(a, b)

return MatMul2(a, b, "AF_MAT_TRANS", "AF_MAT_TRANS")

end,

norm = function(arr, norm_type, p, q)

return Call("af_norm", arr:get(), af[norm_type or "AF_NORM_EUCLID"], p or 1, q or 1)

end,

qr = function(a, b, c, d)

if IsArray(d) then -- a: q, b: r, c: tau, d: in

local q, r, t = Call("af_qr", d:get())

a:set(q)

b:set(r)

c:set(t)

else -- a: out, b: tau, c: in

a:set(Call("af_copy_array", c:get()))

b:set(Call("af_qr_inplace", a:get()))

end

end,

qrInPlace = function(tau, in_arr)

tau:set(Call("af_qr_inplace", in_arr:get()))

end,

rank = function(arr, tol)

return Call("af_rank", arr:get(), tol or 1e-5)

end,

solve = function(a, b, options)

return CallWrap("af_solve", a:get(), b:get(), af[options or "AF_MAT_NONE"])

end,

solveLU = function(a, piv, b, options)

return CallWrap("af_solve_lu", a:get(), piv:get(), b:get(), af[options or "AF_MAT_NONE"])

end,

svd = SVD("af_svd"),

svdInPlace = SVD("af_svd_inplace"),

transpose = function(arr, conjugate)

return CallWrap("af_transpose", arr:get(), conjugate)

end,

transposeInPlace = function(arr, conjugate)

return Call("af_transpose_inplace", arr:get(), conjugate)

end

} do

into[k] = v

end

-- Export the module.

return M

arrayfire-lua/wrapper/arrayfire/funcs/linear_algebra.lua at master · arrayfire/arrayfire-lua · GitHub

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