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QCaml/Utils/Vector.ml
2019-05-13 15:54:02 +02:00

324 lines
9.5 KiB
OCaml

open Lacaml.D
let epsilon = Constants.epsilon
type index_value =
{
index: int;
value: float
}
type sparse_vector =
{
n: int;
v: index_value list
}
type t =
| Dense of Vec.t
| Sparse of sparse_vector
let is_sparse = function
| Sparse _ -> true
| Dense _ -> false
let is_dense = function
| Sparse _ -> false
| Dense _ -> true
exception Found of float
let get = function
| Dense v -> (fun i -> v.{i})
| Sparse { n ; v } -> (fun i ->
if i < 1 || i > n then invalid_arg "index out of bounds";
try
List.iter (fun {index ; value} ->
if index=i then
raise (Found value)) v;
raise Not_found
with
| Not_found -> 0.
| Found x -> x
)
let dim = function
| Dense v -> Vec.dim v
| Sparse {n ; v} -> n
let sparse_of_dense ?(threshold=epsilon) = function
| Sparse _ -> invalid_arg "Expected a dense vector"
| Dense v ->
let rec aux accu = function
| 0 -> accu
| i ->
let x = v.{i} in
if abs_float x < threshold then
aux accu (i-1)
else
aux ({index=i ; value=x}::accu) (i-1)
in
let n = Vec.dim v in
Sparse { n ; v=aux [] n }
let rec to_assoc_list ?(threshold=epsilon) = function
| Sparse {n ; v} -> List.map (fun {index ; value} -> (index, value)) v
| Dense v -> to_assoc_list @@ sparse_of_dense ~threshold (Dense v)
let dense_of_sparse = function
| Dense _ -> invalid_arg "Expected a sparse vector"
| Sparse {n ; v} ->
let v' = Vec.make0 n in
List.iter (fun {index ; value} -> v'.{index} <- value) v;
Dense v'
let dense_of_vec v = Dense v
let sparse_of_vec ?(threshold=epsilon) v =
dense_of_vec v
|> sparse_of_dense ~threshold
let sparse_of_assoc_list n v =
Sparse { n ;
v = List.map (fun (index, value) -> {index ; value}) v
}
let rec to_vec = function
| Dense v -> v
| Sparse v -> dense_of_sparse (Sparse v) |> to_vec
let scale ?(threshold=epsilon) x = function
| Dense v -> let v' = copy v in (scal x v'; Dense v')
| Sparse {n ; v} ->
Sparse {n ; v=List.map (fun {index ; value} ->
let z = x *. value in
if abs_float z > threshold then
Some {index ; value=z}
else
None
) v |> Util.list_some }
let rec neg = function
| Dense v -> Dense (Vec.neg v)
| Sparse {n ; v} ->
Sparse {n ; v=List.map (fun {index ; value} -> {index ; value = -. value}) v}
let axpy ?(threshold=epsilon) ?(alpha=1.) x y =
if dim x <> dim y then
invalid_arg "Inconsistent dimensions";
match x, y with
| Dense x , Dense y -> Dense (let y = copy y in axpy ~alpha x y ; y)
| Sparse {n ; v}, Dense y ->
begin
let v' = copy y in
List.iter (fun {index ; value} -> v'.{index} <- v'.{index} +. alpha *. value) v;
sparse_of_vec ~threshold v'
end
| Dense x , Sparse {n ; v} ->
begin
let v' = copy x in
scal alpha v';
List.iter (fun {index ; value} -> v'.{index} <- v'.{index} +. value) v;
sparse_of_vec ~threshold v'
end
| Sparse {n ; v}, Sparse {n=n' ; v=v'} ->
begin
let rec aux accu v1 v2 =
match v1, v2 with
| ({index=i ; value=x}::r1), ({index=j ; value=y}::r2) ->
begin
match compare i j with
| -1 ->
let z = alpha *. x in
let new_accu =
if abs_float z > threshold then
{index=i ; value=z} :: accu
else
accu
in aux new_accu r1 v2
| 1 ->
let new_accu =
if abs_float y > threshold then
{index=j ; value=y} :: accu
else
accu
in aux new_accu v1 r2
| 0 ->
let z = alpha *. x +. y in
let new_accu =
if abs_float z > threshold then
{index=i ; value=z} :: accu
else
accu
in aux new_accu r1 r2
| _ -> assert false
end
| ({index=i ; value=x}::r1), [] -> aux ({index=i ; value=alpha *. x}::accu) r1 []
| [] , ({index=j ; value=y}::r2) -> aux ({index=j ; value=y}::accu) [] r2
| [] , [] -> {n ; v=List.rev accu}
in
Sparse (aux [] v v')
end
let add = axpy ~alpha:1.
let sub ?(threshold=epsilon) x y = add ~threshold x @@ neg y
let pp_vector ppf = function
| Dense m -> Util.pp_float_array ppf @@ Vec.to_array m
| Sparse {n ; v} ->
begin
Format.fprintf ppf "@[[ %d | " n;
List.iter (fun {index ; value} -> Format.fprintf ppf "@[(%d, %f); @]" index value) v;
Format.fprintf ppf "]@]"
end
let dot v v' =
let d_d v v' =
dot v v'
in
let d_sp v' {n ; v} =
if n <> Vec.dim v' then
invalid_arg "Inconsistent dimensions";
List.fold_left (fun accu {index ; value} -> accu +. value *. v'.{index}) 0. v
in
let sp_sp {n ; v} {n=n' ; v=v'} =
if n <> n' then
invalid_arg "Inconsistent dimensions";
let rec aux accu = function
| (({index=i ; value=v1} :: r1) as s1), (({index=j ; value=v2}::r2) as s2)->
begin
match compare i j with
| -1 -> aux accu (r1, s2)
| 1 -> aux accu (s1, r2)
| 0 -> aux (accu +. v1 *. v2) (r1, r2)
| _ -> assert false
end
| ([], _ )
| (_ , []) -> accu
in
aux 0. (v, v')
in
match v, v' with
| (Dense v), (Dense v') -> d_d v v'
| (Sparse v), (Sparse v') -> sp_sp v v'
| (Dense v), (Sparse v') -> d_sp v v'
| (Sparse v), (Dense v') -> d_sp v' v
let norm v = sqrt @@ dot v v
let test_case () =
let x1 = Vec.map (fun x -> if abs_float x < 0.6 then 0. else x) (Vec.random 100)
and x2 = Vec.map (fun x -> if abs_float x < 0.3 then 0. else x) (Vec.random 100)
in
let x3 = Vec.map (fun x -> 2. *. x) x1
and x4 = Vec.add x1 x2
and x5 = Vec.sub x1 x2
and x6 =
let v = copy x2 in
Lacaml.D.axpy ~alpha:3. x1 v;
v
in
let v1 = dense_of_vec x1
and v2 = dense_of_vec x2
and v3 = dense_of_vec x3
and v4 = dense_of_vec x4
and v5 = dense_of_vec x5
and v6 = dense_of_vec x6
in
let v1_s = sparse_of_vec x1
and v2_s = sparse_of_vec x2
and v3_s = sparse_of_vec x3
and v4_s = sparse_of_vec x4
and v5_s = sparse_of_vec x5
and v6_s = sparse_of_vec x6
in
let zero = dense_of_vec (Vec.make0 100)
and zero_s = sparse_of_vec (Vec.make0 100)
in
let test_conversion () =
Alcotest.(check bool) "sparse -> dense 1" true (dense_of_sparse v1_s = v1 );
Alcotest.(check bool) "sparse -> dense 2" true (dense_of_sparse v2_s = v2 );
Alcotest.(check bool) "dense -> sparse 1" true (sparse_of_dense v1 = v1_s);
Alcotest.(check bool) "dense -> sparse 2" true (sparse_of_dense v2 = v2_s);
in
let test_operations () =
Alcotest.(check bool) "dense scale" true (scale 2. v1 = v3);
Alcotest.(check bool) "sparse scale" true (scale 2. v1_s = v3_s);
Alcotest.(check bool) "dense dense add" true (add v1 v2 = v4);
Alcotest.(check bool) "dense sparse add" true (add v1 v2_s = v4_s);
Alcotest.(check bool) "sparse dense add" true (add v1_s v2 = v4_s);
Alcotest.(check bool) "sparse dense add" true (add v1 v2_s = v4_s);
Alcotest.(check bool) "sparse sparse add" true (add v1_s v2_s = v4_s);
Alcotest.(check bool) "dense dense sub" true (sub v1 v2 = v5);
Alcotest.(check bool) "dense sparse sub" true (sub v1 v2_s = v5_s);
Alcotest.(check bool) "sparse dense sub" true (sub v1_s v2 = v5_s);
Alcotest.(check bool) "sparse dense sub" true (sub v1 v2_s = v5_s);
Alcotest.(check bool) "sparse sparse sub" true (sub v1_s v2_s = v5_s);
Alcotest.(check bool) "dense dense sub" true (sub v1 v1 = zero);
Alcotest.(check bool) "dense sparse sub" true (sub v1 v1_s = zero_s);
Alcotest.(check bool) "sparse dense sub" true (sub v1_s v1 = zero_s);
Alcotest.(check bool) "sparse sparse sub" true (sub v1_s v1_s = zero_s);
Alcotest.(check bool) "dense dense axpy" true (axpy ~alpha:3. v1 v2 = v6);
Alcotest.(check bool) "dense sparse axpy" true (sub ~threshold:1.e-12 (axpy ~alpha:3. v1 v2_s) v6_s = zero_s);
Alcotest.(check bool) "sparse dense axpy" true (sub ~threshold:1.e-12 (axpy ~alpha:3. v1_s v2) v6_s = zero_s);
Alcotest.(check bool) "sparse sparse axpy" true (sub ~threshold:1.e-12 (axpy ~alpha:3. v1_s v2_s) v6_s = zero_s);
in
let test_dot () =
let d1d2 = Lacaml.D.dot x1 x2
and d1d1 = Lacaml.D.dot x1 x1
and d2d2 = Lacaml.D.dot x2 x2
in
Alcotest.(check (float 1.e-10)) "sparse x dense 1" (dot v1_s v2 ) d1d2;
Alcotest.(check (float 1.e-10)) "sparse x dense 2" (dot v1_s v1 ) d1d1;
Alcotest.(check (float 1.e-10)) "sparse x dense 3" (dot v2_s v2 ) d2d2;
Alcotest.(check (float 1.e-10)) "dense x sparse 1" (dot v1 v2_s) d1d2;
Alcotest.(check (float 1.e-10)) "dense x sparse 2" (dot v1 v1_s) d1d1;
Alcotest.(check (float 1.e-10)) "dense x sparse 3" (dot v2 v2_s) d2d2;
Alcotest.(check (float 1.e-10)) "sparse x sparse 1" (dot v1_s v2_s) d1d2;
Alcotest.(check (float 1.e-10)) "sparse x sparse 2" (dot v1_s v1_s) d1d1;
Alcotest.(check (float 1.e-10)) "sparse x sparse 3" (dot v2_s v2_s) d2d2;
in
[
"Conversion", `Quick, test_conversion;
"Operations", `Quick, test_operations;
"Dot product", `Quick, test_dot;
]