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FCI with direct davidson
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128
CI/CI.ml
128
CI/CI.ml
@ -338,6 +338,73 @@ let create_matrix_spin f det_space =
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(* Create a matrix using the fact that the determinant space is made of
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the outer product of spindeterminants. *)
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let create_matrix_spin_computed f det_space =
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lazy (
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let ndet = Ds.size det_space in
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let a, b =
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match Ds.determinants det_space with
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| Ds.Spin (a,b) -> (a,b)
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| _ -> assert false
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in
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let n_beta = Array.length b in
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let h i_alfa =
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let deg_a = Spindeterminant.degree i_alfa in
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fun j_alfa ->
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match deg_a j_alfa with
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| 0 | 1 | 2 ->
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(fun i_beta ->
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let deg_b = Spindeterminant.degree i_beta in
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let ki = Determinant.of_spindeterminants i_alfa i_beta in
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fun j_beta ->
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match deg_b j_beta with
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| 0 | 1 | 2 -> (
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let kj = Determinant.of_spindeterminants j_alfa j_beta in
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f ki kj)
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| _ -> 0.
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)
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| _ -> (fun _ _ -> 0.)
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in
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let i_prev = ref (-10)
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and result = ref (fun _ -> 0.)
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in
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let g i =
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if i <> !i_prev then
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begin
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i_prev := i;
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let i_a = (i-1)/n_beta in
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let i_alfa = i_a + 1 in
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let h1 =
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h a.(i_alfa-1)
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in
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let i_beta = i - i_a*n_beta in
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let bi = b.(i_beta-1) in
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let h123_prev = ref (fun _ -> 0.) in
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let j_alfa_prev = ref (-10) in
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result := fun j ->
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let j_a = (j-1)/n_beta in
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let j_alfa = j_a + 1 in
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let h123 =
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if j_alfa <> !j_alfa_prev then
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begin
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j_alfa_prev := j_alfa ;
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h123_prev := (h1 a.(j_alfa-1) bi)
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end;
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!h123_prev
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in
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let j_beta = j - j_a*n_beta in
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h123 b.(j_beta-1)
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end;
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!result
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in
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Matrix.of_fun ndet ndet g
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)
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let make ?(n_states=1) ?(algo=`Direct) det_space =
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@ -362,7 +429,11 @@ let make ?(n_states=1) ?(algo=`Direct) det_space =
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let f =
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match Ds.determinants det_space with
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| Ds.Arbitrary _ -> create_matrix_arbitrary
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| Ds.Spin _ -> create_matrix_spin
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| Ds.Spin _ ->
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if algo = `Direct then
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create_matrix_spin_computed
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else
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create_matrix_spin
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in
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f (fun ki kj ->
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if ki <> kj then
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@ -393,9 +464,31 @@ let make ?(n_states=1) ?(algo=`Direct) det_space =
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))
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in
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let matrix_prod psi =
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(*
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Matrix.mm ~transa:`T m_H psi
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*)
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let result =
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Matrix.mm ~transa:`T m_H psi
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in
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Parallel.broadcast (lazy result)
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in
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let eigenvectors, eigenvalues =
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let result =
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Davidson.make ~threshold:1.e-6 ~n_states diagonal matrix_prod
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in
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Parallel.broadcast (lazy result)
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in
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let eigenvalues = Vec.map (fun x -> x +. e_shift) eigenvalues in
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eigenvectors, eigenvalues
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in
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let eigensystem_direct () =
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let m_H =
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Lazy.force m_H
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in
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let diagonal =
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Parallel.broadcast (lazy (
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Vec.init (Matrix.dim1 m_H) (fun i -> Matrix.get m_H i i)
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))
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in
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let matrix_prod psi =
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let result =
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Matrix.parallel_mm ~transa:`T psi m_H
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|> Matrix.transpose
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@ -412,33 +505,6 @@ let make ?(n_states=1) ?(algo=`Direct) det_space =
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eigenvectors, eigenvalues
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in
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let eigensystem_direct () =
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eigensystem_incore ()
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in
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(*
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let diagonal =
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let stream = Ds.determinant_stream det_space in
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Vec.init (Ds.size det_space) (fun _ ->
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let ki = Stream.next stream in
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h_ij mo_basis ki ki -. e_shift)
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in
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let matrix_prod psi =
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(*TODO*)
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in
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let eigenvectors, eigenvalues =
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let result =
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Davidson.make ~threshold:1.e-6 ~n_states diagonal matrix_prod
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in
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Parallel.broadcast (lazy result)
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in
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let eigenvalues = Vec.map (fun x -> x +. e_shift) eigenvalues in
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eigenvectors, eigenvalues
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in
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*)
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match algo with
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| `Direct -> eigensystem_direct ()
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| `InCore -> eigensystem_incore ()
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@ -100,15 +100,23 @@ let make
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(* Compute the residual as proposed new vectors *)
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let u_proposed =
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Mat.init_cols n m (fun i k -> (lambda.{k} *. m_new_U.{i,k} -. m_new_W.{i,k}) /.
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(max (diagonal.{i} -. lambda.{k}) 0.01) )
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Mat.init_cols n m (fun i k ->
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(lambda.{k} *. m_new_U.{i,k} -. m_new_W.{i,k}) /.
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(max (diagonal.{i} -. lambda.{k}) 0.01) )
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in
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let maxu = lange u_proposed ~norm:`M in
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let thr = maxu *. 0.001 in
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let u_proposed =
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Mat.map (fun x -> if abs_float x < thr then 0. else x) u_proposed
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|> Mat.to_col_vecs_list
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in
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let residual_norms = List.map nrm2 u_proposed in
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let residual_norm = List.fold_left (fun accu i -> max accu i) 0. residual_norms in
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Printf.printf "%3d %16.10f %16.8e%!\n" iter lambda.{1} residual_norm;
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if Parallel.master then
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Printf.printf "%3d %16.10f %16.8e%!\n" iter lambda.{1} residual_norm;
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if residual_norm > threshold then
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let u_next, w_next, iter =
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205
Utils/Matrix.ml
205
Utils/Matrix.ml
@ -7,39 +7,56 @@ type sparse_matrix =
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v: Vector.t array;
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}
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type computed =
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{
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m: int;
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n: int;
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f: int -> int -> float;
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}
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type t =
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| Dense of Mat.t
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| Sparse of sparse_matrix
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| Computed of computed
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let epsilon = Constants.epsilon
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let is_computed = function
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| Computed _ -> true
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| _ -> false
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let is_sparse = function
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| Sparse _ -> true
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| Dense _ -> false
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| _ -> false
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let is_dense = function
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| Sparse _ -> false
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| Dense _ -> true
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| _ -> false
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let dim1 = function
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| Dense m -> Mat.dim1 m
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| Sparse {m ; n ; v} -> m
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| Sparse {m ; _} -> m
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| Computed {m ; _} -> m
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let dim2 = function
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| Dense m -> Mat.dim2 m
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| Sparse {m ; n ; v} -> n
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| Sparse {n ; _} -> n
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| Computed {n ; _} -> n
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let check_bounds m n i j =
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if (i <= 0 || i > m || j <= 0 || j > n) then
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raise (Invalid_argument "Index out of bounds")
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let get = function
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| Dense m -> (fun i j -> m.{i,j})
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| Sparse {m ; n ; v } -> (fun i j -> Vector.get v.(j-1) i)
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| Sparse { m ; n ; v } -> (fun i j -> Vector.get v.(j-1) i)
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| Computed { m ; n ; f } -> (fun i j -> check_bounds m n i j ; f i j)
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let sparse_of_dense ?(threshold=epsilon) = function
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| Sparse _ -> invalid_arg "Expected a dense matrix"
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| Dense m' ->
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let m = Mat.dim1 m'
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and n = Mat.dim2 m'
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@ -47,23 +64,41 @@ let sparse_of_dense ?(threshold=epsilon) = function
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Mat.to_col_vecs m'
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|> Array.map (fun v -> Vector.sparse_of_vec ~threshold v)
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in Sparse {m ; n ; v}
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| _ -> invalid_arg "Expected a dense matrix"
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let dense_of_sparse = function
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| Dense _ -> invalid_arg "Expected a sparse matrix"
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| Sparse {m ; n ; v} ->
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let m' =
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Array.map (fun v -> Vector.to_vec v) v
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|> Mat.of_col_vecs
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in Dense m'
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| _ -> invalid_arg "Expected a sparse matrix"
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let sparse_of_computed ?(threshold=epsilon) = function
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| Computed {m ; n ; f} ->
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Sparse { m ; n ; v=Array.init n (fun j ->
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Util.list_range 1 m
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|> List.map (fun i ->
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let x = f i (j+1) in
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if abs_float x > threshold then Some (i, x)
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else None)
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|> Util.list_some
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|> Vector.sparse_of_assoc_list m
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) }
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| _ -> invalid_arg "Expected a computed matrix"
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let dense_of_computed x = dense_of_sparse @@ sparse_of_computed x
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let dense_of_mat m = Dense m
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let of_fun m n f = Computed {m ; n ; f}
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let rec to_vector_array ?(threshold=epsilon) = function
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| Sparse {m ; n ; v} -> v
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| Dense m -> to_vector_array (sparse_of_dense ~threshold (Dense m))
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| Computed m -> to_vector_array (sparse_of_computed ~threshold (Computed m))
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let identity n =
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@ -92,6 +127,7 @@ let rec to_mat = function
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| Sparse m ->
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dense_of_sparse (Sparse m)
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|> to_mat
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| Computed m -> sparse_of_computed (Computed m) |> dense_of_sparse |> to_mat
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let transpose = function
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| Dense m -> Dense (Mat.transpose_copy m)
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@ -109,6 +145,9 @@ let transpose = function
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in
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Sparse {m=n ; n=m ; v=v'}
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end
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| Computed {m ; n ; f} ->
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let f' i j = f j i in
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Computed { m=n ; n=m ; f=f' }
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let outer_product ?(threshold=epsilon) v1 v2 =
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@ -152,7 +191,7 @@ let outer_product ?(threshold=epsilon) v1 v2 =
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let mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b =
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let rec mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b =
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let f, f' =
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match transa, transb with
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@ -259,11 +298,60 @@ let mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b =
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Sparse {m=m' ; n=n ; v=v''}
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in
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let mmcc transa transb a b =
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let {m ; n ; f} =
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if transb = `T then
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match transpose (Computed b) with
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| Computed x -> x
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| _ -> assert false
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else
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b
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in
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let m', n', f' =
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if transa = `T then
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match transpose (Computed a) with
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| Computed {m ; n ; f} -> m, n, f
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| _ -> assert false
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else
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let {m ; n ; f} = a in
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m, n, f
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in
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if n' <> m then
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invalid_arg "Inconsistent dimensions";
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let g i j =
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let result = ref 0. in
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for k=1 to m do
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let a = f k j in
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if a <> 0. then
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result := !result +. (f' i k) *. a ;
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done;
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!result
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in
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Computed {m=m' ; n=n ; f=g}
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in
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match a, b with
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| (Dense a), (Dense b) -> Dense (gemm ~transa ~transb a b)
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| (Sparse a), (Dense b) -> spmm transa transb a b
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| (Dense a), (Sparse b) -> mmsp transa transb a b
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| (Sparse a), (Sparse b) -> mmspmm transa transb a b
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| (Computed a), (Computed b) -> mmcc transa transb a b
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| (Computed a), (Dense _) ->
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let b = { m = dim1 b ; n = dim2 b ; f = get b } in
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mmcc transa transb a b
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|> dense_of_computed
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| (Computed a), (Sparse _) ->
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let b = { m = dim1 b ; n = dim2 b ; f = get b } in
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mmcc transa transb a b
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|> sparse_of_computed ~threshold
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| _, (Computed _) ->
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begin
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match transa, transb with
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| `N, `N -> mm ~transa:`T ~transb:`T ~threshold b a
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| `N, `T -> mm ~transa:`N ~transb:`T ~threshold b a
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| `T, `N -> mm ~transa:`T ~transb:`N ~threshold b a
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| `T, `T -> mm ~transa:`N ~transb:`N ~threshold b a
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end |> transpose
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let mv ?(sparse=false) ?(trans=`N) ?(threshold=epsilon) a b =
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@ -300,12 +388,28 @@ let mv ?(sparse=false) ?(trans=`N) ?(threshold=epsilon) a b =
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|> Vector.dot b )
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in
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let cmv a b =
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match trans with
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| `N -> Vec.init a.m (fun i ->
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let accu = ref 0. in
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for j=1 to a.n do
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accu := !accu +. a.f i j *. Vector.get b j
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done;
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!accu)
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| `T -> Vec.init a.m (fun i ->
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let accu = ref 0. in
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for j=1 to a.n do
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accu := !accu +. a.f j i *. Vector.get b j
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done;
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!accu)
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in
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let dense_result =
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match a, Vector.is_dense b with
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| Dense a, true -> gemv ~trans a (Vector.to_vec b)
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| Dense a, false -> mv a b
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| Sparse a, true -> spmv a b
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| Sparse a, false -> spmv a b
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| Sparse a, _ -> spmv a b
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| Computed a, _ -> cmv a b
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in
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if sparse then
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@ -326,6 +430,7 @@ let rec op2 dense_op sparse_op a b =
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{ m=a.m ; n=a.n ;
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v = Array.map2 sparse_op a.v b.v
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}
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| _ -> failwith "Not implemented"
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let add = op2 (fun a b -> Mat.add a b) (fun a b -> Vector.add a b)
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let sub = op2 (fun a b -> Mat.sub a b) (fun a b -> Vector.sub a b)
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@ -336,12 +441,14 @@ let scale f = function
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{ a with
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v = if f = 1.0 then a.v
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else Array.map (fun v -> Vector.scale f v) a.v }
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| _ -> failwith "Not implemented"
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let frobenius_norm = function
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| Dense a -> lange ~norm:`F a
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| Sparse a ->
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Array.fold_left (fun accu v -> accu +. Vector.dot v v) 0. a.v
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|> sqrt
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| _ -> failwith "Not implemented"
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@ -361,6 +468,13 @@ let split_cols nrows = function
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|> List.map Array.of_list
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|> List.map (fun v -> Sparse { m=a.m ; n= Array.length v ; v })
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end
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| Computed a ->
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begin
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Util.list_range 0 (a.n-1)
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|> Util.list_pack nrows
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|> List.map Array.of_list
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|> List.map (fun v -> Computed { m=a.m ; n= Array.length v ; f = (fun i j -> a.f i (j+v.(0)) ) })
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end
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let join_cols l =
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@ -376,8 +490,9 @@ let join_cols l =
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and aux = function
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| [] -> Sparse { m=0 ; n=0 ; v=[| |] }
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| (Dense a) :: rest -> aux_dense [] ((Dense a) :: rest)
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| (Sparse a) :: rest -> aux_sparse 0 0 [] ((Sparse a) :: rest)
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| (Dense a) :: rest -> aux_dense [] ((Dense a) :: rest)
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| (Sparse a) :: rest -> aux_sparse 0 0 [] ((Sparse a) :: rest)
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| (Computed a) :: rest -> aux_sparse 0 0 [] (List.map sparse_of_computed ( (Computed a) :: rest ))
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in aux (List.rev l)
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@ -440,11 +555,21 @@ let rec ax_eq_b ?(trans=`N) a b =
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let parallel_mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b =
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let n = 4 in
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let n =
|
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match transa with
|
||||
| `N -> dim2 a
|
||||
| `T -> dim1 a
|
||||
in
|
||||
let n = n / (Parallel.size * 4) in
|
||||
split_cols n b
|
||||
|> Stream.of_list
|
||||
|> Farm.run ~ordered:true ~f:(fun b ->
|
||||
mm ~transa ~transb ~threshold a b
|
||||
match a, b with
|
||||
| Computed _, Computed _ ->
|
||||
mm ~transa ~transb ~threshold a b
|
||||
|> sparse_of_computed ~threshold
|
||||
| _ ->
|
||||
mm ~transa ~transb ~threshold a b
|
||||
)
|
||||
|> Util.stream_to_list
|
||||
|> join_cols
|
||||
@ -453,8 +578,9 @@ let parallel_mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b =
|
||||
(* ------------ Printers ------------ *)
|
||||
|
||||
let rec pp_matrix ppf = function
|
||||
| Dense m -> Util.pp_matrix ppf m
|
||||
| Sparse m -> pp_matrix ppf @@ dense_of_sparse (Sparse m)
|
||||
| Dense m -> Util.pp_matrix ppf m
|
||||
| Sparse m -> pp_matrix ppf @@ dense_of_sparse (Sparse m)
|
||||
| Computed m -> pp_matrix ppf @@ dense_of_computed (Computed m)
|
||||
|
||||
|
||||
|
||||
@ -593,25 +719,40 @@ let test_case () =
|
||||
and m5 = dense_of_mat x2 |> transpose
|
||||
and m5_s = sparse_of_mat x2 |> transpose
|
||||
in
|
||||
let c1 = of_fun (Mat.dim1 x1) (Mat.dim2 x1) (fun i j -> x1.{i,j}) in
|
||||
let c2 = of_fun (Mat.dim1 x2) (Mat.dim2 x2) (fun i j -> x2.{i,j}) in
|
||||
let c3 = of_fun (Mat.dim1 x3) (Mat.dim2 x3) (fun i j -> x3.{i,j}) in
|
||||
let c4 = of_fun (dim1 m4) (dim2 m4) (fun i j -> get m4 i j ) in
|
||||
let c5 = of_fun (dim1 m5) (dim2 m5) (fun i j -> get m5 i j ) in
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 0" 0. (norm_diff m3 c3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 1" 0. (norm_diff (mm m1 m2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 2" 0. (norm_diff (mm ~transa:`T m4 m2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 3" 0. (norm_diff (mm ~transb:`T m1 m5) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 4" 0. (norm_diff (mm ~transa:`T ~transb:`T m2 m1) (transpose m3));
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 2" 0. (norm_diff (mm c1 c2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 3" 0. (norm_diff (mm c1 m2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 4" 0. (norm_diff (mm c1 m2_s) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 5" 0. (norm_diff (mm m1 c2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 6" 0. (norm_diff (mm m1_s c2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 7" 0. (norm_diff (mm ~transa:`T m4 m2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 8" 0. (norm_diff (mm ~transa:`T c4 m2) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 9" 0. (norm_diff (mm ~transb:`T m1 m5) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 10" 0. (norm_diff (mm ~transb:`T m1 c5) m3);
|
||||
Alcotest.(check (float 1.e-10)) "dense dense 11" 0. (norm_diff (mm ~transa:`T ~transb:`T m2 m1) (transpose m3));
|
||||
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 5" 0. (norm_diff (mm m1 m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 6" 0. (norm_diff (mm ~transa:`T m4 m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 7" 0. (norm_diff (mm ~transb:`T m1 m5_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 8" 0. (norm_diff (transpose (mm m2 m1_s ~transa:`T ~transb:`T)) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 12" 0. (norm_diff (mm m1 m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 13" 0. (norm_diff (mm ~transa:`T m4 m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 14" 0. (norm_diff (mm ~transa:`T c4 m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 15" 0. (norm_diff (mm ~transb:`T m1 m5_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "dense sparse 16" 0. (norm_diff (transpose (mm m2 m1_s ~transa:`T ~transb:`T)) m3_s);
|
||||
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 9" 0. (norm_diff (mm m1_s m2) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 10" 0. (norm_diff (mm ~transa:`T m4_s m2) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 11" 0. (norm_diff (mm ~transb:`T m1_s m5) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 12" 0. (norm_diff (transpose (mm m2_s m1 ~transa:`T ~transb:`T)) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 17" 0. (norm_diff (mm m1_s m2) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 18" 0. (norm_diff (mm ~transa:`T m4_s m2) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 19" 0. (norm_diff (mm ~transb:`T m1_s m5) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 20" 0. (norm_diff (mm ~transb:`T m1_s c5) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse dense 21" 0. (norm_diff (transpose (mm m2_s m1 ~transa:`T ~transb:`T)) m3_s);
|
||||
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 13" 0. (norm_diff (mm m1_s m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 14" 0. (norm_diff (mm ~transa:`T m4_s m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 15" 0. (norm_diff (mm ~transb:`T m1_s m5_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 16" 0. (norm_diff (transpose (mm m2_s m1_s ~transa:`T ~transb:`T)) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 22" 0. (norm_diff (mm m1_s m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 23" 0. (norm_diff (mm ~transa:`T m4_s m2_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 24" 0. (norm_diff (mm ~transb:`T m1_s m5_s) m3_s);
|
||||
Alcotest.(check (float 1.e-10)) "sparse sparse 25" 0. (norm_diff (transpose (mm m2_s m1_s ~transa:`T ~transb:`T)) m3_s);
|
||||
in
|
||||
|
||||
let test_solve () =
|
||||
|
@ -30,9 +30,19 @@ val to_mat : t -> Mat.t
|
||||
val to_vector_array : ?threshold:float -> t -> Vector.t array
|
||||
(** Convert the matrix into an array of column vectors. *)
|
||||
|
||||
val of_fun : int -> int -> (int -> int -> float) -> t
|
||||
(** [of_fun m n f] creates a computed matrix of dimension m times n, where the function
|
||||
[f i j] is called to evaluate element [i j] *)
|
||||
|
||||
val sparse_of_dense : ?threshold:float -> t -> t
|
||||
(** Creates a sparse matrix from a dense matrix. Default threshold is {!Constants.epsilon}. *)
|
||||
|
||||
val sparse_of_computed : ?threshold:float -> t -> t
|
||||
(** Creates a sparse matrix from a computed matrix. *)
|
||||
|
||||
val dense_of_computed : t -> t
|
||||
(** Creates a dense matrix from a computed matrix. *)
|
||||
|
||||
val dense_of_sparse : t -> t
|
||||
(** Creates a dense matrix from a sparse matrix. *)
|
||||
|
||||
|
Loading…
Reference in New Issue
Block a user