| @@ -1151,36 +1151,52 @@ def dot(inp1: Tensor, inp2: Tensor) -> Tensor: | |||
| return result | |||
| def svd(inp: Tensor, full_matrices=False, compute_uv=True) -> Tensor: | |||
| r"""Computes the singular value decompositions of input matrix. | |||
| def svd(x: Tensor, full_matrices=False, compute_uv=True) -> Tensor: | |||
| r"""Returns a singular value decomposition ``A = USVh`` of a matrix (or a stack of matrices) ``x`` , where ``U`` is a matrix (or a stack of matrices) with orthonormal columns, ``S`` is a vector of non-negative numbers (or stack of vectors), and ``Vh`` is a matrix (or a stack of matrices) with orthonormal rows. | |||
| Args: | |||
| inp: input matrix, must has shape `[..., M, N]`. | |||
| x (Tensor): A input real tensor having the shape ``(..., M, N)`` with ``x.ndim >= 2`` . | |||
| full_matrices (bool, optional): If ``False`` , ``U`` and ``Vh`` have the shapes ``(..., M, K)`` and ``(..., K, N)`` , respectively, where ``K = min(M, N)`` . If ``True`` , the shapes are ``(..., M, M)`` and ``(..., N, N)`` , respectively. Default: ``False`` . | |||
| compute_uv (bool, optional): Whether or not to compute ``U`` and ``Vh`` in addition to ``S`` . Default: ``True`` . | |||
| Returns: | |||
| output matrices, `(U, sigma, V)`. | |||
| Returns a tuple ( ``U`` , ``S`` , ``Vh`` ), which are SVD factors ``U`` , ``S``, ``Vh`` of input matrix ``x``. ( ``U`` , ``Vh`` only returned when ``compute_uv`` is True). | |||
| ``U`` contains matrices orthonormal columns (i.e., the columns are left singular vectors). If ``full_matrices`` is ``True`` , the array must have shape ``(..., M, M)`` . If ``full_matrices`` is ``False`` , the array must have shape ``(..., M, K)`` , where ``K = min(M, N)`` . | |||
| Examples: | |||
| .. testcode:: | |||
| import numpy as np | |||
| from megengine import tensor | |||
| import megengine.functional as F | |||
| x = tensor(np.arange(0, 6, dtype=np.float32).reshape(2,3)) | |||
| _, y, _ = F.svd(x) | |||
| print(y.numpy().round(decimals=3)) | |||
| Outputs: | |||
| ``S`` contains the vector(s) of singular values of length ``K`` , where ``K = min(M, N)`` . For each vector, the singular values must be sorted in descending order by magnitude, such that ``s[..., 0]`` is the largest value, ``s[..., 1]`` is the second largest value, etc. The first ``x.ndim-2`` dimensions must have the same shape as those of the input ``x`` . | |||
| .. testoutput:: | |||
| ``Vh`` contains orthonormal rows (i.e., the rows are the right singular vectors and the array is the adjoint). If ``full_matrices`` is ``True`` , the array must have shape ``(..., N, N)`` . If ``full_matrices`` is ``False`` , the array must have shape ``(..., K, N)`` where ``K = min(M, N)`` . The first ``x.ndim-2`` dimensions must have the same shape as those of the input ``x`` . | |||
| Each returned array must have the same floating-point data type as ``x`` . | |||
| [7.348 1. ] | |||
| Examples: | |||
| >>> import numpy as np | |||
| >>> x = Tensor(np.random.randn(9, 6)) | |||
| >>> y = Tensor(np.random.randn(2, 7, 8, 3)) | |||
| Reconstruction based on full SVD, 2D case: | |||
| >>> U, S, Vh = F.svd(x, full_matrices=True) | |||
| >>> U.shape, S.shape, Vh.shape | |||
| ((9, 9), (6,), (6, 6)) | |||
| Reconstruction based on reduced SVD, 2D case: | |||
| >>> U, S, Vh = F.svd(x, full_matrices=False) | |||
| >>> U.shape, S.shape, Vh.shape | |||
| ((9, 6), (6,), (6, 6)) | |||
| Reconsturction based on full SVD, 4D case: | |||
| >>> u, s, vh = F.svd(y, full_matrices=True) | |||
| >>> u.shape, s.shape, vh.shape | |||
| ((2, 7, 8, 8), (2, 7, 3), (2, 7, 3, 3)) | |||
| Reconsturction based on reduced SVD, 4D case: | |||
| >>> u, s, vh = F.svd(y, full_matrices=False) | |||
| >>> u.shape, s.shape, vh.shape | |||
| ((2, 7, 8, 3), (2, 7, 3), (2, 7, 3, 3)) | |||
| """ | |||
| op = builtin.SVD(full_matrices=full_matrices, compute_uv=compute_uv) | |||
| U, sigma, V = apply(op, inp) | |||
| return U, sigma, V | |||
| U, S, Vh = apply(op, x) | |||
| return U, S, Vh | |||
| def _check_non_finite(inps: Iterable[Tensor], scale=1.0) -> Tensor: | |||