https://github.com/Microsoft/CNTK
Tip revision: d2287a05527324f94677431caf518696c7dd5974 authored by Mark Hillebrand on 18 January 2016, 08:37:45 UTC
License change
License change
Tip revision: d2287a0
CPUMatrix.cpp
//
// <copyright file="CPUMatrix.cpp" company="Microsoft">
// Copyright (c) Microsoft Corporation. All rights reserved.
// </copyright>
//
// CPUMatrix.cpp : full implementation of all matrix functions on the CPU side
//
#include "stdafx.h"
#include "Basics.h"
#include "File.h"
#include "CPUMatrix.h"
#include "TensorOps.h"
#include <assert.h>
#include <stdexcept>
#include <omp.h>
#include <math.h>
#include <random>
#include <chrono>
#include <exception>
#include <thread>
#include<iostream>
#include <algorithm>
#ifdef _WIN32
#include <Windows.h>
#else
#ifndef max
#define max(a,b) (((a) > (b)) ? (a) : (b))
#endif
#include <cfloat>
#endif
#ifdef LEAKDETECT
#include <vld.h>
#endif
#pragma warning (disable: 4127) // conditional expression is constant; "if (sizeof(ElemType)==sizeof(float))" triggers this
#pragma warning (disable: 4702) // unreachable code; triggered for unknown reasons
#ifndef USE_MKL
// use ACML as default.
// Download ACML 5.3.1 (e.g., acml5.3.1-ifort64.exe) or above
// from http://developer.amd.com/tools/cpu-development/amd-core-math-library-acml/acml-downloads-resources/
// Install the ifort64_mp variant (compiled with intel compiler) of the library
// Set Environment variable ACML_PATH to C:\AMD\acml5.3.1\ifort64_mp or the folder you installed acml
// to point to your folder for the include file and link library
#include <acml.h> // requires ACML 5.3.1 and above
#else
// requires MKL 10.0 and above
#include <mkl.h>
#endif
#ifndef USE_MKL //MKL has one additional parameter for different matrix order
#define BLAS_COLMAJOR
#else
#define BLAS_COLMAJOR (int)MatrixOrder::ColMajor,
#endif
#define SWAP(a,b) {(a) ^= (b); (b) ^= (a); (a) ^= (b);}
#define IDX2C(i,j,ld) (((j)*(ld))+(i)) // 0 based indexing
namespace Microsoft { namespace MSR { namespace CNTK {
#pragma region Helpful Enum Definitions
enum class MatrixOrder
{
RowMajor = 101, // row-major arrays
ColMajor = 102 // column-major arrays
};
enum class MatrixTranspose : char
{
NoTrans = 'N', // trans='N'
Trans = 'T', // trans='T'
ConjTrans = 'C' // trans='C'
};
enum class SymMatrixType : char
{
Up = 'U', // symmetric matrix is stored in the upper part
Low = 'L', // symmetric matrix is stored in thelower part
Full = 'F', //full populated
NotSymmetric = 'N' //not a symmetric matrix
};
enum class MatrixOpSide : char
{
Left = 'L', // left multiply
Right = 'R', // right multiply
};
#pragma endregion Helpful Enum Definitions
#pragma region Constructors and Destructor
//should only be used by constructors.
template<class ElemType>
void CPUMatrix<ElemType>::ZeroInit()
{
m_computeDevice = CPUDEVICE;
m_pArray = nullptr;
m_numRows = 0;
m_numCols = 0;
m_elemSizeAllocated = 0;
m_matrixName=NULL;
m_format = matrixFormatDense;
m_externalBuffer = false;
}
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix()
{
ZeroInit();
}
//matrixName is used to verify that correct matrix is read.
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix(FILE* f, const char * matrixName)
{
ZeroInit();
ReadFromFile(f, matrixName);
}
// helper to allocate an array of ElemType
// Use this instead of new[] to get NaN initialization for debugging.
template<class ElemType>
static ElemType * NewArray(size_t n)
{
ElemType * p = new ElemType[n]();
#if 0//_DEBUG
ElemType nan = Matrix<ElemType>::MakeNan(__LINE__);
for (size_t i = 0; i < n; i++)
p[i] = nan;
#endif
return p;
}
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix(const size_t numRows, const size_t numCols)
{
ZeroInit();
m_numRows = numRows;
m_numCols = numCols;
m_elemSizeAllocated = GetNumElements();
if (m_elemSizeAllocated != 0)
m_pArray = NewArray<ElemType>(m_elemSizeAllocated);
}
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix(const size_t numRows, const size_t numCols, ElemType *pArray, const size_t matrixFlags)
{
ZeroInit();
SetValue(numRows, numCols, pArray, matrixFlags);
}
//copy constructor, deep copy
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix(const CPUMatrix<ElemType>& deepCopyFrom)
{
ZeroInit();
if (!deepCopyFrom.IsEmpty())
SetValue(deepCopyFrom);
SetMatrixName(deepCopyFrom.m_matrixName);
}
//assignment operator, deep copy
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator=(const CPUMatrix<ElemType>& deepCopyFrom)
{
Clear();
if (!deepCopyFrom.IsEmpty())
SetValue(deepCopyFrom);
SetMatrixName(deepCopyFrom.m_matrixName);
return *this;
}
//move constructor, shallow copy
template<class ElemType>
CPUMatrix<ElemType>::CPUMatrix(CPUMatrix<ElemType>&& moveFrom)
{
m_computeDevice = moveFrom.m_computeDevice;
m_numRows = moveFrom.m_numRows;
m_numCols = moveFrom.m_numCols;
m_elemSizeAllocated = moveFrom.m_elemSizeAllocated;
m_pArray = moveFrom.m_pArray; //shallow copy the pointer
m_matrixName = moveFrom.m_matrixName;
m_format = moveFrom.m_format;
m_externalBuffer = moveFrom.m_externalBuffer;
//release the pointer from the source object so that the destructor won't release it twice
moveFrom.ZeroInit();
}
//move assignment operator, shallow copy
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator=(CPUMatrix<ElemType>&& moveFrom)
{
if (this != &moveFrom)
{
if (OwnBuffer() && m_pArray != nullptr)
delete[] m_pArray; //always delete the data pointer since we will use the pointer from moveFrom
m_computeDevice = moveFrom.m_computeDevice;
m_numRows = moveFrom.m_numRows;
m_numCols = moveFrom.m_numCols;
m_elemSizeAllocated = moveFrom.m_elemSizeAllocated;
m_pArray = moveFrom.m_pArray;
m_format = moveFrom.m_format;
m_externalBuffer = moveFrom.m_externalBuffer;
//release the pointer from the source object so that the destructor won't release it twice
moveFrom.ZeroInit();
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>::~CPUMatrix()
{
Clear();
}
template<class ElemType>
void CPUMatrix<ElemType>::Clear()
{
if (m_pArray!=nullptr && OwnBuffer())
{
delete [] m_pArray;
m_pArray = nullptr;
m_elemSizeAllocated = 0;
}
BaseMatrix<ElemType>::Clear();
ZeroInit();
}
#pragma endregion Constructors and Destructor
#pragma region Basic Operators
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::ColumnSlice(size_t startColumn, size_t numCols) const
{
//if (numCols == 0)
// LogicError("The slice cannot have 0 columns.");
if (startColumn + numCols > m_numCols)
InvalidArgument("The slice (%d+%d) is out of range of the source matrix (%d).", (int)startColumn, (int)numCols, (int)m_numCols);
CPUMatrix<ElemType> slice;
slice.m_externalBuffer = true; //memory of a slice is managed externally.
slice.m_numRows = m_numRows;
slice.m_numCols = numCols;
slice.m_elemSizeAllocated = slice.GetNumElements();
slice.m_pArray = m_pArray + startColumn * m_numRows;
slice.m_format = m_format;
return slice;
}
// set this(:, 0:numCols-1) = fromMatrix(:, startColumn : startColumn+numCols-1)
// TODO: why not say *this = ColumnSlice()?
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignColumnSlice(const CPUMatrix<ElemType>& fromMatrix, size_t startColumn, size_t numCols)
{
//if (numCols == 0)
// LogicError("The slice cannot have 0 columns.");
if (startColumn + numCols > fromMatrix.m_numCols)
InvalidArgument("The slice (%d+%d) is out of range of the source matrix (%d).", (int)startColumn, (int)numCols, (int)fromMatrix.m_numCols);
Clear();
SetOwnBuffer(false); //memory of a slice is managed externally.
m_numRows = fromMatrix.m_numRows;
m_numCols = numCols;
m_elemSizeAllocated = GetNumElements();
m_pArray = fromMatrix.m_pArray + startColumn *m_numRows;
return *this;
}
// set this(: , startColumn:startColumn+numCols-1)= fromMatrix;
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::SetColumnSlice(const CPUMatrix<ElemType>& fromMatrix, size_t startColumn, size_t numCols)
{
//if (numCols == 0)
// LogicError("The slice cannot have 0 columns.");
if (startColumn + numCols > m_numCols)
LogicError("The slice is out of range of the destination matrix.");
if (numCols > fromMatrix.GetNumCols())
InvalidArgument("The slice (%d) is out of range of the source matrix (%d).", (int)numCols, (int)fromMatrix.GetNumCols());
if (m_numRows != fromMatrix.m_numRows)
LogicError("The number of rows in source and destination matrices do not match");
//SetOwnBuffer(false);
memcpy(m_pArray + startColumn*m_numRows, fromMatrix.m_pArray, numCols*m_numRows*sizeof(ElemType));
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::CopyColumnsStrided(const CPUMatrix<ElemType>& fromMatrix, size_t numCols, size_t srcNumColsStride, size_t destNumColsStride)
{
if ((((numCols - 1) * srcNumColsStride) + 1) > fromMatrix.m_numCols)
LogicError("The numCols to copy and srcNumColsStride specified is out of range of the source matrix.");
if ((((numCols - 1) * destNumColsStride) + 1) > m_numCols)
LogicError("The numCols to copy and srcNumColsStride specified is out of range of the destination matrix.");
if (m_numRows != fromMatrix.m_numRows)
LogicError("The number of rows in source and destination matrices do not match");
long n = (long)numCols, m = (long)m_numRows;
auto& us = *this;
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
//four-way unrolling
for (size_t i = 0; i<(m & ~3); i += 4)
{
us(i, j*destNumColsStride) = fromMatrix(i, j*srcNumColsStride);
us(i + 1, j*destNumColsStride) = fromMatrix(i + 1, j*srcNumColsStride);
us(i + 2, j*destNumColsStride) = fromMatrix(i + 2, j*srcNumColsStride);
us(i + 3, j*destNumColsStride) = fromMatrix(i + 3, j*srcNumColsStride);
}
//handle remaining
for (size_t i = m & ~3; i<m; i++)
{
us(i, j*destNumColsStride) = fromMatrix(i, j*srcNumColsStride);
}
}
}
//for each column of a, we add all rows of a to this starting from startIndex
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignToRowSliceValuesOf(const CPUMatrix<ElemType>& a, const size_t startIndex, const size_t numRows)
{
if (a.GetNumRows() != numRows)
LogicError("AddToRowSliceValuesOf: a.GetNumRows() != numRows.");
if (startIndex + numRows > GetNumRows())
LogicError("AddToRowSliceValuesOf: startIndex + numRows exceeds GetNumRows().");
if (a.GetNumCols() != GetNumCols())
LogicError("AddToRowSliceValuesOf: columns does not match.");
long n = (long)a.GetNumCols(), m = (long)numRows;
auto& us = *this;
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
//four-way unrolling
for (size_t i = 0, startRow = startIndex; i<(m & ~3); i += 4, startRow += 4)
{
us(startRow, j) = a(i, j);
us(startRow + 1, j) = a(i + 1, j);
us(startRow + 2, j) = a(i + 2, j);
us(startRow + 3, j) = a(i + 3, j);
}
//handle remaining stuffs
for (size_t i = m & ~3, startRow = startIndex + (m & ~3); i<m; i++, startRow++)
{
us(startRow, j) = a(i, j);
}
}
return *this;
}
//for each column of a, we assign numRows starting from startIndex to this
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignRowSliceValuesOf(const CPUMatrix<ElemType>& a, const size_t startIndex, const size_t numRows)
{
if (startIndex + numRows > a.GetNumRows())
LogicError("AssignRowSliceValuesOf: startIndex + numRows exceeds a.GetNumRows().");
Resize(numRows, a.GetNumCols());
long n = (long)a.GetNumCols(); // note: OpenMP requires loop indices to be long, not size_t
long k = (long)a.GetNumRows();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//memory copy might be faster?
memcpy(m_pArray + j*numRows, a.m_pArray + j*k + startIndex, sizeof(ElemType) * numRows);
////four-way unrolling
//for (long i=0, startRow = startIndex; i<(m & ~3); i+=4, startRow+=4)
//{
// us(i,j) = a(startRow,j);
// us(i+1,j) = a(startRow+1,j);
// us(i+2,j) = a(startRow+2,j);
// us(i+3,j) = a(startRow+3,j);
//}
////handle remaining stuffs
//for (long i=m & ~3, startRow = startIndex+(m & ~3); i<m; i++, startRow++)
//{
// us(i,j) = a(startRow,j);
//}
}
return *this;
}
//for the row slice of this starting from startIndex we add a to it.
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddToRowSliceValuesOf(const CPUMatrix<ElemType>& a, const size_t startIndex, const size_t numRows)
{
if (a.IsEmpty())
LogicError("AddToRowSliceValuesOf: input matrix a is empty.");
if (a.GetNumRows() != numRows)
LogicError("AddToRowSliceValuesOf: a.GetNumRows() != numRows.");
if (startIndex + numRows > GetNumRows())
LogicError("AddToRowSliceValuesOf: startIndex + numRows exceeds GetNumRows().");
if (a.GetNumCols() != GetNumCols())
LogicError("AddToRowSliceValuesOf: columns does not match.");
long n=(long)a.GetNumCols(), m=(long)numRows;
auto& us = *this;
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0, startRow = (long)startIndex; i<(m & ~3); i+=4, startRow+=4)
{
us(startRow,j) += a(i,j) ;
us(startRow+1,j) += a(i+1,j);
us(startRow+2,j) += a(i+2,j);
us(startRow+3,j) += a(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3, startRow = (long)startIndex+(m & ~3); i<m; i++, startRow++)
{
us(startRow,j) += a(i,j);
}
}
return *this;
}
//for each column of this, we add row slice of a starting from startIndex
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddWithRowSliceValuesOf(const CPUMatrix<ElemType>& a, const size_t startIndex, const size_t numRows)
{
if (a.IsEmpty())
LogicError("AddWithRowSliceValuesOf: input matrix a is empty.");
if (GetNumRows() != numRows)
LogicError("AddWithRowSliceValuesOf: GetNumRows() != numRows.");
if (startIndex + numRows > a.GetNumRows())
LogicError("AddWithRowSliceValuesOf: startIndex + numRows exceeds a.GetNumRows().");
if (a.GetNumCols() != GetNumCols())
LogicError("AddWithRowSliceValuesOf: columns does not match.");
long n = (long)a.GetNumCols(), m = (long)numRows;
auto& us = *this;
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
//four-way unrolling
for (long i = 0, startRow = (long)startIndex; i<(m & ~3); i += 4, startRow += 4)
{
us(i, j) += a(startRow, j);
us(i + 1, j) += a(startRow + 1, j);
us(i + 2, j) += a(startRow + 2, j);
us(i + 3, j) += a(startRow + 3, j);
}
//handle remaining stuffs
for (long i = m & ~3, startRow = (long)startIndex + (m & ~3); i<m; i++, startRow++)
{
us(i, j) += a(startRow, j);
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::Diagonal() const
{
if (m_numRows != m_numCols)
LogicError("Diagonal can be called only for square matrix. (rows=%d, cols=%d)", (int)m_numRows, (int)m_numCols);
CPUMatrix<ElemType> diag(1, m_numCols);
auto& us = *this;
#pragma omp parallel for
for (long i = 0; i < m_numRows; i++)
{
diag(0, (size_t)i) = us(i, i);
}
return diag;
}
#if 0
//stack the columns in inputMatrices (starting from sliceStartCol for sliceNumCols columns) and assign it to [this] object.
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignRowStackValuesOf(const std::vector<const CPUMatrix<ElemType>*>& inputMatrices, const size_t sliceStartCol, const size_t sliceNumCols)
{
if (sliceNumCols == 0)
LogicError("AssignRowStackValuesOf: sliceNumCols should > 0.");
size_t totalRows = 0;
size_t* startRowIndeces = new size_t[inputMatrices.size()];
startRowIndeces[0] = 0;
for (int i = 0; i < inputMatrices.size(); i++)
{
const CPUMatrix<ElemType>& a = *inputMatrices[i];
if (a.IsEmpty())
LogicError("AssignRowStackValuesOf: input matrix (%d) is empty.", i);
if (a.GetNumCols() < sliceStartCol + sliceNumCols)
LogicError("AssignRowStackValuesOf: input matrix (%d) GetNumCols() < sliceStartCol + sliceNumCols.", i);
totalRows += a.GetNumRows();
if (i<inputMatrices.size()-1)
startRowIndeces[i + 1] = startRowIndeces[i] + a.GetNumRows();
}
Resize(totalRows, sliceNumCols);
auto& us = *this;
#pragma omp parallel for
for (long j = 0; j<sliceNumCols; j++)
{
for (int i = 0; i < inputMatrices.size(); i++)
{
memcpy(&us(startRowIndeces[i], j), &(*inputMatrices[i])(0, sliceStartCol+j), inputMatrices[i]->GetNumRows() * sizeof(ElemType));
}
}
delete [] startRowIndeces;
return *this;
}
#endif
template<class ElemType>
void CPUMatrix<ElemType>::MinusOneAt(CPUMatrix<ElemType>& c, const size_t position)
{
if (position < c.GetNumElements())
c.m_pArray[position] -= 1.0;
else
RuntimeError("MinusOneAt: position is out of CPU matrix size");
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignRepeatOf(const CPUMatrix<ElemType>& a, const size_t numRowRepeats, const size_t numColRepeats)
{
if (this == &a)
LogicError("AssignRepeatOf: a is the same as [this]. Does not support inplace repeat.");
if (a.IsEmpty())
LogicError("AssignRepeatOf: Matrix a is empty.");
Resize(a.GetNumRows() * numRowRepeats, a.GetNumCols() * numColRepeats);
long n = (long)a.GetNumCols(), m = (long)a.GetNumRows();
auto& us = *this;
#pragma omp parallel for
for (long q = 0; q < numColRepeats; q++)
{
for (long p = 0; p < numRowRepeats; p++)
{
long colOffset = q*n;
for (long j = 0; j < n; j++, colOffset++)
{
long rowOffset = p*m;
//four-way unrolling
for (long i = 0; i < (m & ~3); i += 4, rowOffset += 4)
{
us(rowOffset, colOffset) = a(i, j);
us(rowOffset + 1, colOffset) = a(i + 1, j);
us(rowOffset + 2, colOffset) = a(i + 2, j);
us(rowOffset + 3, colOffset) = a(i + 3, j);
}
//handle remaining stuffs
for (long i = m & ~3; i < m; i++, rowOffset++)
{
us(rowOffset, colOffset) = a(i, j);
}
}
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddToRowRepeatValuesOf(const CPUMatrix<ElemType>& a, const size_t numRepeats)
{
if (a.IsEmpty())
LogicError("AddToRowRepeatValuesOf: input matrix a is empty.");
if (a.GetNumRows() != GetNumRows() * numRepeats)
LogicError("AddToRowRepeatValuesOf: a.GetNumRows() != GetNumRows() * numRepeats.");
long n = (long)a.GetNumCols(), m = (long)GetNumRows();
auto& us = *this;
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
//four-way unrolling
for (long i = 0; i<(m & ~3); i += 4)
{
for (long k = 0; k < numRepeats; k++)
{
us(i, j) += a(k * m + i, j);
us(i + 1, j) += a(k * m + i + 1, j);
us(i + 2, j) += a(k * m + i + 2, j);
us(i + 3, j) += a(k * m + i + 3, j);
}
}
//handle remaining stuffs
for (long i = m & ~3; i<m; i++)
{
for (long k = 0; k < numRepeats; k++)
{
us(i, j) += a(k * m + i, j);
}
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignPositiveAndShiftedNegSample(const CPUMatrix<ElemType>& a, const size_t posNumber, const size_t negNumber, const size_t shiftNumber)
{
a; posNumber; negNumber; shiftNumber;
NOT_IMPLEMENTED;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddFoldedPositiveAndShiftedNegSample(const CPUMatrix<ElemType>& a, const size_t posNumber, const size_t negNumber, const size_t shiftNumber)
{
a; posNumber; negNumber; shiftNumber;
NOT_IMPLEMENTED;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::Transpose()
{
if (IsEmpty())
LogicError("Transpose: Matrix is empty.");
CPUMatrix<ElemType> c;
c.AssignTransposeOf(*this);
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignTransposeOf (const CPUMatrix<ElemType>& a)
{
if (this == &a)
LogicError("AssignTransposeOf: a is the same as [this]. Does not support inplace transpose.");
if (a.IsEmpty())
LogicError("AssignTransposeOf: Matrix a is empty.");
Resize(a.GetNumCols(), a.GetNumRows());
long n=(long)a.GetNumCols(), m=(long)a.GetNumRows();
auto& us = *this;
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(j,i) = a(i,j);
us(j,i+1) = a(i+1,j);
us(j,i+2) = a(i+2,j);
us(j,i+3) = a(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(j,i) = a(i,j);
}
}
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::SetValue(const ElemType v)
{
if (IsEmpty())
LogicError("SetValue: Matrix is empty.");
bool isFinite = std::numeric_limits<ElemType>::is_integer || std::isfinite((double)v);
if (isFinite && v == 0)
{
memset(m_pArray, 0, sizeof(ElemType) * GetNumElements());
}
else
{
long m=(long)GetNumElements();
// 2-way thread parallelism is sufficient for the memory bound
// operation of just setting the values of an array.
const unsigned SETVALUE_NUM_THREADS = 2;
#pragma omp parallel for num_threads(SETVALUE_NUM_THREADS)
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
m_pArray[i] = v;
m_pArray[i+1] = v;
m_pArray[i+2] = v;
m_pArray[i+3] = v;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
m_pArray[i] = v;
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::MaskColumnsValue(const CPUMatrix<char>& columnsMask, ElemType val)
{
if (GetNumCols() != columnsMask.GetNumCols())
RuntimeError("Matrix and column mask must have equal number of columns");
auto& us = *this;
long n = (long)GetNumCols(), m = (long)GetNumRows();
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
if (columnsMask(0, j) == 1)
continue;
//four-way unrolling
for (size_t i = 0; i<(m & ~3); i += 4)
{
us(i, j) = val;
us(i + 1, j) = val;
us(i + 2, j) = val;
us(i + 3, j) = val;
}
//handle remaining
for (size_t i = m & ~3; i<m; i++)
{
us(i, j) = val;
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetColumn(const ElemType* colPointer, size_t j)
{
if (IsEmpty())
LogicError("SetColumn: Matrix is empty.");
if (colPointer==NULL)
return;
auto& us = *this;
long m=(long)GetNumRows();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = colPointer[i];
us(i+1,j) = colPointer[i+1];
us(i+2,j) = colPointer[i+2];
us(i+3,j) = colPointer[i+3];
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = colPointer[i];
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetColumn(const ElemType val, size_t j)
{
if (IsEmpty())
LogicError("SetColumn: Matrix is empty.");
auto& us = *this;
long m=(long)GetNumRows();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = val;
us(i+1,j) = val;
us(i+2,j) = val;
us(i+3,j) = val;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = val;
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetColumn(const CPUMatrix<ElemType>& valMat, size_t j)
{
if (IsEmpty())
LogicError("SetColumn: Matrix is empty.");
assert(valMat.GetNumRows() == GetNumRows() && valMat.GetNumCols() == 1) ;
auto& us = *this;
long m=(long)GetNumRows();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = valMat(i,0);
us(i+1,j) = valMat(i+1,0);
us(i+2,j) = valMat(i+2,0);
us(i+3,j) = valMat(i+3,0);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = valMat(i,0);
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetValue(const CPUMatrix<ElemType>& deepCopyFrom)
{
if (this == &deepCopyFrom)
return;
Resize(deepCopyFrom.GetNumRows(), deepCopyFrom.GetNumCols());
memcpy(m_pArray, deepCopyFrom.m_pArray, deepCopyFrom.GetNumElements() * sizeof(ElemType));
}
template<class ElemType>
void CPUMatrix<ElemType>::SetValue(const size_t numRows, const size_t numCols, ElemType *pArray, const size_t matrixFlags)
{
if (pArray == nullptr)
InvalidArgument("Invalid pArray.");
m_format = matrixFormatDense;
m_computeDevice = CPUDEVICE;
// if it's externally managed, then populate the structure
if (matrixFlags&matrixFlagDontOwnBuffer)
{
// free previous array allocation if any before overwriting
if (m_pArray != nullptr)
delete [] m_pArray;
m_pArray = pArray;
m_numRows = numRows;
m_numCols = numCols;
m_elemSizeAllocated = GetNumElements();
m_externalBuffer = true;
}
else
{
Resize(numRows, numCols);
if (IsEmpty())
{
InvalidArgument("NumRows or NumCols is 0. Nothing to copy");
}
else
{
if (!(matrixFlags&matrixFormatRowMajor)) //compatible to internal structure
{
memcpy(m_pArray, pArray, GetNumElements()*sizeof(ElemType));
}
else //need to transpose
{
auto& us = *this;
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_column(j, us)
{
#ifndef USE_MKL
dcopy((int)numRows, reinterpret_cast <double*>(pArray+j), (int)numCols, reinterpret_cast <double*>(m_pArray + LocateColumn(j)), 1);
#else
cblas_dcopy ((int)numRows, reinterpret_cast <double*>(pArray+j), (int)numCols, reinterpret_cast <double*>(m_pArray + LocateColumn(j)), 1);
#endif
}
}
else
{
#pragma omp parallel for
foreach_column(j, us)
{
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
scopy((int)numRows, reinterpret_cast <float*>(pArray+j), (int)numCols, reinterpret_cast <float*>(m_pArray + LocateColumn(j)), 1);
#else
cblas_scopy ((int)numRows, reinterpret_cast <float*>(pArray+j), (int)numCols, reinterpret_cast <float*>(m_pArray + LocateColumn(j)), 1);
#endif
}
}
}
}
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetDiagonalValue(const ElemType v)
{
if (IsEmpty())
LogicError("SetDiagonalValue: Matrix is empty.");
if (GetNumRows() != GetNumCols())
LogicError("SetDiagonalValue: NumRows and NumCols do not agree.");
auto& us = *this;
long m=(long)GetNumRows();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,i) = v;
us(i+1,i+1) = v;
us(i+2,i+2) = v;
us(i+3,i+3) = v;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,i) = v;
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetDiagonalValue(const CPUMatrix<ElemType>& vector)
{
if (IsEmpty() || vector.IsEmpty())
LogicError("SetDiagonalValue: Matrix is empty.");
if (GetNumRows() != GetNumCols())
LogicError("SetDiagonalValue: NumRows and NumCols do not agree.");
if (vector.GetNumRows() != 1 && vector.GetNumCols() != 1)
LogicError("SetDiagonalValue: input vector must be a vector.");
if (vector.GetNumElements() == 1) //reduce to simple form
SetDiagonalValue(vector(0,0));
else if (vector.GetNumRows() != GetNumRows())
LogicError("SetDiagonalValue: input vector's dimension does not agree with [this].");
else
{
auto& us = *this;
long m=(long)GetNumRows();
if (vector.GetNumRows() == 1) //row vector
{
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,i) = vector(0, i);
us(i+1,i+1) = vector(0, i+1);
us(i+2,i+2) = vector(0, i+2);
us(i+3,i+3) = vector(0, i+3);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,i) = vector(0, i);
}
}
else
{
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,i) = vector(i,0);
us(i+1,i+1) = vector(i+1,0);
us(i+2,i+2) = vector(i+2,0);
us(i+3,i+3) = vector(i+3,0);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,i) = vector(i,0);
}
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetUniformRandomValue(const ElemType low, const ElemType high, unsigned long seed)
{
if (IsEmpty())
LogicError("SetUniformRandomValue: Matrix is empty.");
#ifdef _MSC_VER // TODO: check if available under GCC/Linux
std::ranlux64_base_01 generator;
generator.seed(seed==USE_TIME_BASED_SEED ? (unsigned long) time(NULL) : seed);
#else
std::default_random_engine generator (seed);
#endif
std::uniform_real_distribution<ElemType> r(low, high);
long m=(long)GetNumElements();
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
m_pArray[i] = r(generator);
m_pArray[i+1] = r(generator);
m_pArray[i+2] = r(generator);
m_pArray[i+3] = r(generator);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
m_pArray[i] = r(generator);
}
}
template<class ElemType>
void CPUMatrix<ElemType>::SetGaussianRandomValue(const ElemType mean, const ElemType sigma, unsigned long seed)
{
if (sigma <= 0)
InvalidArgument("SetUniformRandomValue: sigma must be a positive value.");
if (IsEmpty())
LogicError("SetUniformRandomValue: Matrix is empty.");
auto& us = *this;
#ifdef _MSC_VER // TODO: check if available under GCC/Linux
std::ranlux64_base_01 generator;
generator.seed(seed==USE_TIME_BASED_SEED ? (unsigned long) time(NULL) : seed);
#else
std::default_random_engine generator (seed);
#endif
std::normal_distribution<ElemType> r(mean, sigma);
//#pragma omp parallel for //is it thread safe?
foreach_coord(i,j,us)
{
us(i,j) = r(generator);
}
}
template<class ElemType>
void CPUMatrix<ElemType>::AddGaussianRandomValue(const ElemType mean, const ElemType sigma, unsigned long seed)
{
if (sigma <= 0)
InvalidArgument("SetUniformRandomValue: sigma must be a positive value.");
if (IsEmpty())
LogicError("SetUniformRandomValue: Matrix is empty.");
auto& us = *this;
#ifdef _MSC_VER // TODO: check if available under GCC/Linux
std::ranlux64_base_01 generator;
generator.seed(seed==USE_TIME_BASED_SEED ? (unsigned long) time(NULL) : seed);
#else
std::default_random_engine generator (seed);
#endif
std::normal_distribution<ElemType> r(mean, sigma);
long m=(long)GetNumRows(), n=(long)GetNumCols();
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = r(generator);
us(i+1,j) = r(generator);
us(i+2,j) = r(generator);
us(i+3,j) = r(generator);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = r(generator);
}
}
}
//maskRate: percentage of values masked out (similar to dropout rate)
//scaleValue: which scale value to set to the left ones (unmasked items).
template<class ElemType>
void CPUMatrix<ElemType>::SetUniformRandomMask(const ElemType maskRate, const ElemType scaleValue, unsigned long seed)
{
if (IsEmpty())
LogicError("SetUniformRandomValue: Matrix is empty.");
auto& us = *this;
#ifdef _MSC_VER // TODO: check if available under GCC/Linux
std::ranlux64_base_01 generator;
generator.seed(seed==USE_TIME_BASED_SEED ? (unsigned long) time(NULL) : seed);
#else
std::default_random_engine generator (seed==USE_TIME_BASED_SEED ? (unsigned long) time(NULL) : seed);
#endif
std::uniform_real_distribution<ElemType> r(0, 1);
long m=(long)GetNumRows(), n=(long)GetNumCols();
ElemType v;
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
v = r(generator);
us(i,j) = v<=maskRate? 0 : scaleValue;
v = r(generator);
us(i+1,j) = v<=maskRate? 0 : scaleValue;
v = r(generator);
us(i+2,j) = v<=maskRate? 0 : scaleValue;
v = r(generator);
us(i+3,j) = v<=maskRate? 0 : scaleValue;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
v = r(generator);
us(i,j) = v<=maskRate? 0 : scaleValue;
}
}
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::Adagrad(CPUMatrix<ElemType>& gradients, const bool needAveMultiplier)
{
ElemType aveMultiplier = 0;
if (IsEmpty() || gradients.GetNumCols() != GetNumCols() || gradients.GetNumRows() != GetNumRows())
{
Resize(gradients.GetNumRows(), gradients.GetNumCols());
SetValue(0.0);
}
assert(GetNumRows() == gradients.GetNumRows() && GetNumCols() == gradients.GetNumCols());
ElemType *a=m_pArray, *d_v=gradients.m_pArray;
size_t n = GetNumElements();
const ElemType floor = 1e-16f;
ElemType a0, a1, a2, a3;
//disable omp here because aveMultiper needs to be added atomically. however, it seems the result is incorrect even if rmp atomic and amp critical are used.
//#pragma omp parallel for
for (long i = 0; i<(n & ~3); i += 4) //four-way unrolling
{
a[i] += d_v[i] * d_v[i];
a[i+1] += d_v[i+1] * d_v[i+1];
a[i+2] += d_v[i+2] * d_v[i+2];
a[i+3] += d_v[i+3] * d_v[i+3];
a0 = sqrt(a[i] + floor);
a1 = sqrt(a[i + 1] + floor);
a2 = sqrt(a[i + 2] + floor);
a3 = sqrt(a[i + 3] + floor);
d_v[i] /= a0;
d_v[i+1] /= a1;
d_v[i+2] /= a2;
d_v[i+3] /= a3;
if (needAveMultiplier)
{
aveMultiplier += 1 / a0 + 1 / a1 + 1 / a2 + 1 / a3;
}
}
// get the last few elements if any
for (long i = n & ~3; i<n; i++)
{
a[i] += d_v[i] * d_v[i];
a0 = sqrt(a[i] + floor);
d_v[i] /= a0;
if (needAveMultiplier)
{
aveMultiplier += 1 / a0;
}
}
if (needAveMultiplier && n > 0)
return aveMultiplier / n;
else
return 1;
}
template<class ElemType>
void CPUMatrix<ElemType>::FSAdagrad(CPUMatrix<ElemType>& gradients,
CPUMatrix<ElemType>& functionValues,
ElemType learnRatePerSample,
ElemType momentum,
ElemType adaWeight,
ElemType adaMul)
{
size_t numColsNeeded = 2 * gradients.GetNumCols();
if (IsEmpty() || (GetNumCols() < numColsNeeded))
{
Resize(gradients.GetNumRows(), numColsNeeded);
SetValue(0.0);
}
assert((GetNumRows() == gradients.GetNumRows()) && (GetNumCols() == numColsNeeded));
size_t n = gradients.GetNumElements();
ElemType* grad = gradients.m_pArray;
ElemType* smoothAda = m_pArray;
ElemType* smoothMom = m_pArray + n;
ElemType* val = functionValues.m_pArray;
#pragma omp parallel for
// TODO: Unroll 4-times for better performance leveraging vectorization
for (long i = 0; i < n; i++)
{
ElemType g = grad[i];
ElemType adaSqr = adaWeight * smoothAda[i] + (1.0f - adaWeight) * g * g;
smoothAda[i] = adaSqr;
if (adaSqr != 0.0f)
{
ElemType ada = sqrt(adaSqr);
ElemType w = adaMul * ((ElemType)1.0 / ada);
if (w > 10.0f)
w = 10.0f;
g *= w;
}
if (momentum > 0.0f)
{
g = momentum * smoothMom[i] + (1.0f - momentum) * g;
smoothMom[i] = g;
}
g *= learnRatePerSample;
val[i] -= g;
}
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::RmsProp(CPUMatrix<ElemType>& gradients,
ElemType RMS_GAMMA,
ElemType RMS_WGT_INC,
ElemType RMS_WGT_MAX,
ElemType RMS_WGT_DEC,
ElemType RMS_WGT_MIN,
const bool needAveMultiplier
)
{
const ElemType floor = 1e-6f;
size_t n = gradients.GetNumElements();
ElemType *curr_grad=gradients.m_pArray;
if (IsEmpty() || GetNumCols() < gradients.GetNumCols() * 3)
{
Resize(gradients.GetNumRows(), gradients.GetNumCols() * 3);
SetValue(0.0);
ElemType *avars=m_pArray; // accumulated variances for RMS scaling
ElemType *steps=m_pArray+2*n; // current step size
// initialize moving average of gradient-squared
for( long i = 0; i < n; i++ )
avars[i] = curr_grad[i]*curr_grad[i];
// initialize starting step size
for( long i = 0; i < n; i++ )
steps[i] = ElemType(0.02);
}
ElemType *avars=m_pArray; // accumulated variances for RMS scaling
ElemType *signs=m_pArray+n; // sign of previous gradient
ElemType *steps=m_pArray+2*n; // current step size
assert(GetNumRows() == gradients.GetNumRows() && GetNumCols() == gradients.GetNumCols() * 3);
ElemType ONE_MINUS_GAMMA = ElemType(1.0) - RMS_GAMMA;
//int upd[] = {
// 2,2,0,
// 2,2,0,
// 1,1,1,
// 2,2,0,
// 1,2,1,
// 0,2,2,
// 1,1,1,
// 0,2,2,
// 0,2,2,
//};
// for (long i=0; i<n; i++)
// {
// avars[i] = RMS_GAMMA * avars[i] + ONE_MINUS_GAMMA * (curr_grad[i] * curr_grad[i]);
// // grad sign base 3: 0->neg, 1->zero, 2->pos
// const int grad_sign = 1 + (ElemType(0) < curr_grad[i]) - (curr_grad[i] < ElemType(0));
// // signs[i] contains three consecutive grad_sign
// signs[i] = 3*(int(signs[i]) % 9) + grad_sign;
// switch(upd[int(signs[i])])
// {
// case 0:
// steps[i] = max(steps[i] * RMS_WGT_DEC, RMS_WGT_MIN);
// break;
// case 2:
// steps[i] = min(steps[i] * RMS_WGT_INC, RMS_WGT_MAX);
// break;
// }
// curr_grad[i] *= steps[i] / sqrt(avars[i] + floor);
// }
ElemType aveMultiplier = 0, a;
for (long i=0; i<n; i++)
{
avars[i] = RMS_GAMMA * avars[i] + ONE_MINUS_GAMMA * (curr_grad[i] * curr_grad[i]);
const int grad_sign = (ElemType(0) < curr_grad[i]) - (curr_grad[i] < ElemType(0));
if( signs[i] * grad_sign > 0 )
steps[i] = min(steps[i] * RMS_WGT_INC, RMS_WGT_MAX);
else
steps[i] = max(steps[i] * RMS_WGT_DEC, RMS_WGT_MIN);
a = steps[i] / sqrt(avars[i] + floor);
curr_grad[i] *= a;
signs[i] = (ElemType)grad_sign;
if (needAveMultiplier)
aveMultiplier += a;
}
if (needAveMultiplier)
return aveMultiplier / n;
else
return 1;
}
template<class ElemType>
void CPUMatrix<ElemType>::Reshape(const size_t numRows, const size_t numCols)
{
assert (numRows*numCols == GetNumElements());
if (numRows*numCols != GetNumElements())
InvalidArgument("Reshape: Total number of elements does not match.");
m_numRows = numRows;
m_numCols = numCols;
}
// Resize() -- change matrix size
// This function is cheap if the matrix size does not change.
// Current content is not preserved.
// BUGBUG: There is code that relies on zero initialization (without, we get subtle variations of output). That is wrong--we should initialize to QNaN and see where it fails.
// If growOnly is true, resize will not reallocate memory if the current memory is large enough (i.e., will not shrink).
// If this object does not own its memory then new memory cannot be allocated (one can still shrink and/or reshape).
template<class ElemType>
void CPUMatrix<ElemType>::Resize(const size_t numRows, const size_t numCols, bool growOnly /*=true*/)
{
if (m_numRows == numRows && m_numCols == numCols)
return;
size_t numElements = numRows * numCols;
if (numElements > m_elemSizeAllocated || // grow allocation
(!growOnly && (numElements != m_elemSizeAllocated))) // shrink allocation (not if 'growOnly')
{
// reallocate buffer
ElemType * pArray = nullptr;
if (numElements > 0)
{
if (!OwnBuffer())
LogicError("Resize: Resizing an matrix you don't own is not supported.");
pArray = NewArray<ElemType>(numElements);
}
// success: update the object
if (OwnBuffer())
delete[] m_pArray;
else
assert(pArray == nullptr); // (if !OwnBuffer we can still resize to 0)
m_pArray = pArray;
m_elemSizeAllocated = numElements;
}
// success
m_numRows = numRows;
m_numCols = numCols;
}
// allocated by the callee but should be deleted by the caller
// TODO: change to use STL vector instead
template<class ElemType>
ElemType* CPUMatrix<ElemType>::CopyToArray() const
{
size_t numElements = GetNumElements();
if (numElements != 0)
{
ElemType* arrayCopyTo = NewArray<ElemType>(numElements);
memcpy(arrayCopyTo, m_pArray, sizeof(ElemType)*numElements);
return arrayCopyTo;
}
else
{
return nullptr;
}
}
//memory will be allocated by the callee if not enough but need to be deleted by the caller after it's done
//return number of elements copied
template<class ElemType>
size_t CPUMatrix<ElemType>::CopyToArray(ElemType*& arrayCopyTo, size_t& currentArraySize) const
{
size_t numElements = GetNumElements();
if (numElements > currentArraySize)
{
delete arrayCopyTo;
arrayCopyTo = NewArray<ElemType>(numElements);
currentArraySize = numElements;
}
if (numElements != 0)
{
memcpy(arrayCopyTo, m_pArray, sizeof(ElemType)*numElements);
}
return numElements;
}
template <typename ElemType>
void CPUMatrix<ElemType>::CopySection(size_t /*numRows*/, size_t /*numCols*/, ElemType* /*dst*/, size_t /*colStride*/) const
{
// REVIEW alexeyk: currently not used by CPU, but implement when possible.
RuntimeError("Not implemented.");
}
template<class ElemType>
inline size_t CPUMatrix<ElemType>::LocateColumn(const size_t col) const
{
assert(col < m_numCols);
return col * m_numRows; // matrix in column-wise storage
}
template<class ElemType>
inline size_t CPUMatrix<ElemType>::LocateElement (const size_t row, const size_t col) const
{
assert (row < m_numRows);
return LocateColumn(col) + row; // matrix in column-wise storage
}
#pragma endregion Basic Operators
#pragma region Member BLAS Functions
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator+= (ElemType alpha)
{
return AssignSumOf(alpha, *this);
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator+ (ElemType alpha) const
{
CPUMatrix<ElemType> c(GetNumRows(), GetNumCols());
c.AssignSumOf(alpha, *this);
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSumOf(const ElemType alpha, const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSumOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = alpha + a(i,j);
us(i+1,j) = alpha + a(i+1,j);
us(i+2,j) = alpha + a(i+2,j);
us(i+3,j) = alpha + a(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = alpha + a(i,j);
}
}
return *this;
}
//if [this] and a have same dimension then [this]=[this]+a
//if a is a column vector, add to all columns of [this]
//if a is a row vector, add to all rows of [this]
//if a is a scalar, add it to all elements.
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator+= (const CPUMatrix<ElemType>& a)
{
//if (a.GetNumElements() == 1)
// *this += a(0,0);
//else
ScaleAndAdd(1, a, *this);
return *this;
}
//if [this] and a have same dimension then OUTPUT=[this]+a
//if a is a column vector, add to all columns of [this]
//if a is a row vector, add to all rows of [this]
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator+ (const CPUMatrix<ElemType>& a) const
{
if (GetNumElements() == 1)
{
CPUMatrix<ElemType> c(a);
c += (*this)(0,0);
return c;
}
else if (a.GetNumElements() == 1)
{
CPUMatrix<ElemType> c(*this);
c += a(0,0);
return c;
}
else
{
CPUMatrix<ElemType> c(*this); //this implementation will introduce a copy overhead. but make resue of the code
c += a;
return c;
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSumOf(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.GetNumElements() == 1)
{
SetValue(b);
(*this) += a;
}
else
{
SetValue(a);
(*this) += b;
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator-= (ElemType alpha)
{
return AssignDifferenceOf(*this, alpha);
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator- (ElemType alpha) const
{
CPUMatrix<ElemType> c(GetNumRows(), GetNumCols());
c.AssignDifferenceOf(*this, alpha);
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignDifferenceOf(const ElemType alpha, const CPUMatrix<ElemType>& a)
{
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = alpha - a(i,j);
us(i+1,j) = alpha - a(i+1,j);
us(i+2,j) = alpha - a(i+2,j);
us(i+3,j) = alpha - a(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = alpha - a(i,j);
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignDifferenceOf(const CPUMatrix<ElemType>& a, const ElemType alpha)
{
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = a(i,j) - alpha;
us(i+1,j) = a(i+1,j) - alpha;
us(i+2,j) = a(i+2,j) - alpha;
us(i+3,j) = a(i+3,j) - alpha;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = a(i,j) - alpha;
}
}
return *this;
}
//if [this] and a have same dimension then [this]=[this]-a
//if a is a column vector, minus it from all columns of [this]
//if a is a row vector, minus it from all rows of [this]
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator-= (const CPUMatrix<ElemType>& a)
{
ScaleAndAdd(-1, a, *this);
return *this;
}
//if [this] and a have same dimension then output=[this]-a
//if a is a column vector, minus it from all columns of [this]
//if a is a row vector, minus it from all rows of [this]
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator- (const CPUMatrix<ElemType>& a) const
{
CPUMatrix<ElemType> c(*this); //this implementation will introduce a copy overhead. but make resue of the code
c -= a;
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignDifferenceOf(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (this != &a)
{
Resize(a.GetNumRows(), a.GetNumCols());
SetValue(a);
}
(*this) -= b;
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator*= (ElemType alpha)
{
Scale(alpha, *this);
return *this;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator* (ElemType alpha) const
{
CPUMatrix<ElemType> c(GetNumRows(), GetNumCols());
Scale(alpha, *this, c);
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignProductOf(const ElemType alpha, const CPUMatrix<ElemType>& a)
{
Scale(alpha, a, *this);
return *this;
}
// [this]=a*b
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignProductOf (const CPUMatrix<ElemType>& a, const bool transposeA, const CPUMatrix<ElemType>& b, const bool transposeB)
{
if (a.GetNumElements() == 1)
{
if (transposeB)
AssignTransposeOf(b);
(*this) *= a(0,0);
}
else if (b.GetNumElements() == 1)
{
if (transposeA)
AssignTransposeOf(a);
(*this) *= b(0,0);
}
else
Multiply(a, transposeA, b, transposeB, *this);
return *this;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator* (const CPUMatrix<ElemType>& a) const
{
auto& us = *this;
if (GetNumElements() == 1)
{
CPUMatrix<ElemType> c;
c.AssignProductOf(us(0,0), a);
return c;
}
else if (a.GetNumElements() == 1)
{
CPUMatrix<ElemType> c;
c.AssignProductOf(a(0,0), us);
return c;
}
else
{
CPUMatrix<ElemType> c;
Multiply(*this, a, c);
return c;
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator/= (ElemType alpha)
{
(*this) *= 1/alpha;
return (*this);
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator/ (ElemType alpha) const
{
return ((*this) * (1/alpha));
}
//element-wise power
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::operator^= (ElemType alpha)
{
auto& us = *this;
ElementWisePower(alpha, us, us);
return us;
}
//element-wise power
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::operator^ (ElemType alpha) const
{
CPUMatrix<ElemType> c(GetNumRows(), GetNumCols());
ElementWisePower(alpha, *this, c);
return c;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementPowerOf(const CPUMatrix<ElemType>& a, const ElemType power)
{
ElementWisePower(power, a, *this);
return *this;
}
//[this]=[this] .* a (we cannot override operator .* in c++)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::ElementMultiplyWith (const CPUMatrix<ElemType>& a)
{
return AssignElementProductOf(*this, a);
}
//[this]=[this] .* a (we cannot override operator .* in c++)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::ElementDivideBy(const CPUMatrix<ElemType>& a)
{
return AssignElementDivisionOf(*this, a);
}
//[this]=a .* b
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementProductOf (const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AssignElementProductOf: Matrix is empty.");
assert (a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
InvalidArgument("AssignElementProductOf: The input matrix dimensions do not match.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = a(i,j) * b(i,j);
us(i+1,j) = a(i+1,j) * b(i+1,j);
us(i+2,j) = a(i+2,j) * b(i+2,j);
us(i+3,j) = a(i+3,j) * b(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = a(i,j) * b(i,j);
}
}
return *this;
}
//[this] +=a .* b
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddElementProductOf (const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AddElementProductOf: Matrix is empty.");
assert (a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
InvalidArgument("AddElementProductOf : The input matrix dimensions do not match.");
if (!(a.GetNumRows() == GetNumRows() && a.GetNumCols() == GetNumCols()))
InvalidArgument("AddElementProductOf : The input matrix dimensions do not match [this].");
auto& us=*this;
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) += a(i,j) * b(i,j);
us(i+1,j) += a(i+1,j) * b(i+1,j);
us(i+2,j) += a(i+2,j) * b(i+2,j);
us(i+3,j) += a(i+3,j) * b(i+3,j);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) += a(i,j) * b(i,j);
}
}
return *this;
}
//[this]=a ./ b
// TODO: This clips the divisor by a small value. Is that really what one would want?
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementDivisionOf (const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AssignElementDivisionOf: Matrix is empty.");
assert (a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
InvalidArgument("AssignElementDivisionOf : The input matrix dimensions do not match.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
ElemType smallValue = EPS_IN_INVERSE;
#pragma omp parallel for
foreach_coord(i,j,us)
{
ElemType v = b(i,j);
if (v >= 0 && v < smallValue)
us(i,j) = a(i,j) / smallValue;
else if (v < 0 && v > -smallValue)
us(i,j) = a(i,j) / (-smallValue);
else
us(i,j) = a(i,j) / v;
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::ColumnElementMultiplyWith(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty() || IsEmpty())
LogicError("ColumnElementMultiplyWith: Matrix is empty.");
assert (a.GetNumRows() == GetNumRows() && a.GetNumCols() == 1);
if (!(a.GetNumRows() == GetNumRows() && a.GetNumCols() == 1))
InvalidArgument("ColumnElementMultiplyWith: The input matrix should be a col vector and match [this]'s rows.");
auto& us=*this;
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) *= a(i,0);
us(i+1,j) *= a(i+1,0);
us(i+2,j) *= a(i+2,0);
us(i+3,j) *= a(i+3,0);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) *= a(i,0);
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::RowElementMultiplyWith(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty() || IsEmpty())
LogicError("RowElementMultiplyWith: Matrix is empty.");
assert (a.GetNumRows() == 1 && a.GetNumCols() == GetNumCols());
if (!(a.GetNumRows() == 1 && a.GetNumCols() == GetNumCols()))
InvalidArgument("RowElementMultiplyWith: The input matrix should be a row vector and match [this]'s columns.");
auto& us=*this;
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
ElemType v = a(0,j);
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) *= v;
us(i+1,j) *= v;
us(i+2,j) *= v;
us(i+3,j) *= v;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) *= v;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::RowElementDivideBy(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty() || IsEmpty())
LogicError("RowElementDivideBy: Matrix is empty.");
assert(a.GetNumRows() == 1 && a.GetNumCols() == GetNumCols());
if (!(a.GetNumRows() == 1 && a.GetNumCols() == GetNumCols()))
InvalidArgument("RowElementDivideBy: The input matrix should be a row vector and match [this]'s columns.");
auto& us = *this;
long m = (long)GetNumRows(), n = (long)GetNumCols();
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
ElemType v = a(0, j);
if (v >= 0 && v < EPS_IN_INVERSE)
v = EPS_IN_INVERSE;
else if (v < 0 && v > -EPS_IN_INVERSE)
v = (-EPS_IN_INVERSE);
//four-way unrolling
for (long i = 0; i<(m & ~3); i += 4)
{
us(i, j) /= v;
us(i + 1, j) /= v;
us(i + 2, j) /= v;
us(i + 3, j) /= v;
}
//handle remaining stuffs
for (long i = m & ~3; i<m; i++)
{
us(i, j) /= v;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::ColumnElementDivideBy(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty() || IsEmpty())
LogicError("ColumnElementDivideBy: Matrix is empty.");
assert (a.GetNumRows() == GetNumRows() && a.GetNumCols() == 1);
if (!(a.GetNumRows() == GetNumRows() && a.GetNumCols() == 1))
InvalidArgument("ColumnElementDivideBy: The input matrix should be a col vector and match [this]'s rows.");
auto& us=*this;
long m=(long)GetNumRows(), n=(long)GetNumCols();
ElemType smallValue = EPS_IN_INVERSE;
#pragma omp parallel for
for (long j=0; j<n; j++)
{
for (long i=0; i<m; i++)
{
ElemType v = a(i,0);
if (v >= 0 && v < smallValue)
us(i,j) /= smallValue;
else if (v < 0 && v > -smallValue)
us(i,j) /= (-smallValue);
else
us(i,j) /= v;
}
}
return *this;
}
//[this]=1 ./ a
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::ElementInverse ()
{
return AssignElementInverseOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementInverseOf (const CPUMatrix<ElemType>& a)
{
ElemType smallValue = EPS_IN_INVERSE;
if (a.IsEmpty())
LogicError("AssignElementInverseOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,us)
{
if (a(i,j) <0 && a(i,j) > -smallValue)
us(i,j) = 1/(-smallValue);
else if (a(i,j) >=0 && a(i,j) < smallValue)
us(i,j) = 1/smallValue;
else
us(i,j) = 1 / a(i,j);
}
return *this;
}
//[this]=sigmoid([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceSigmoid ()
{
return AssignSigmoidOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSigmoidOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSigmoidOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,us)
{
if (a(i,j) >= 0)
us(i,j) = 1 / (1+exp(-a(i,j)));
else
{
ElemType v = exp(a(i,j));
us(i,j) = v / (1+v);
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceLinearRectifierDerivative ()
{
return AssignLinearRectifierDerivativeOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignLinearRectifierDerivativeOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignLinearRectifierDerivativeOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = a(i,j) > 0.0f ? 1.0f : 0.0f;
us(i+1,j) = a(i+1,j) > 0.0f ? 1.0f : 0.0f;
us(i+2,j) = a(i+2,j) > 0.0f ? 1.0f : 0.0f;
us(i+3,j) = a(i+3,j) > 0.0f ? 1.0f : 0.0f;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = a(i,j) > 0.0f ? 1.0f : 0.0f;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceSigmoidDerivative ()
{
return AssignSigmoidDerivativeOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSigmoidDerivativeOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSigmoidDerivativeOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
ElemType v = a(i,j);
us(i,j) = v * (1-v);
ElemType v1 = a(i+1,j);
us(i+1,j) = v1 * (1-v1);
ElemType v2 = a(i+2,j);
us(i+2,j) = v2 * (1-v2);
ElemType v3 = a(i+3,j);
us(i+3,j) = v3 * (1-v3);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
ElemType v = a(i,j);
us(i,j) = v * (1-v);
}
}
return *this;
}
//[this]=tanh([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceTanh ()
{
return AssignTanhOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignTanhOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignTanhOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = tanh(a(i,j));
us(i+1,j) = tanh(a(i+1,j));
us(i+2,j) = tanh(a(i+2,j));
us(i+3,j) = tanh(a(i+3,j));
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = tanh(a(i,j));
}
}
return *this;
}
//[this]=softmax([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceLogSoftmax (const bool isColWise)
{
return AssignLogSoftmaxOf(*this, isColWise);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignLogSoftmaxOf (const CPUMatrix<ElemType>& a, const bool isColWise)
{
if (a.IsEmpty())
LogicError("AssignLogSoftmaxOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
if (isColWise)
{
#pragma omp parallel for
foreach_column(j,a)
{
//we need to extract max before applying exp to avoid overflow
ElemType maxV = a(0,j);
foreach_row(i, a)
maxV = max(maxV, a(i,j));
ElemType sum = 0;
foreach_row(i, a)
sum += exp(us(i,j) = a(i,j) - maxV);
sum = log(sum);
foreach_row(i, us)
us(i,j) -= sum;
}
}
else
{
#pragma omp parallel for
foreach_row(i, a)
{
//we need to extract max before applying exp to avoid overflow
ElemType maxV = a(i,0);
foreach_column(j,a)
maxV = max(maxV, a(i,j));
ElemType sum = 0;
foreach_column(j,a)
sum += exp(us(i,j) = a(i,j) - maxV);
sum = log(sum);
foreach_column(j,us)
us(i,j) -= sum;
}
}
return *this;
}
//[this]=hardmax([this])
//the max element is 1 else is 0
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceHardmax(const bool isColWise)
{
return AssignHardmaxOf(*this, isColWise);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignHardmaxOf(const CPUMatrix<ElemType>& a, const bool isColWise)
{
if (a.IsEmpty())
LogicError("AssignHardmaxOf: Matrix a is empty.");
auto& us = *this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
if (isColWise)
{
#pragma omp parallel for
foreach_column(j, a)
{
//we need to extract max
ElemType maxV = a(0, j);
long maxI = 0;
foreach_row(i, a)
{
if (maxV < a(i, j))
{
maxV = a(i, j);
maxI = i;
}
}
foreach_row(i, us)
us(i, j) = (i == maxI) ? 1.0f : 0.0f;
}
}
else
{
#pragma omp parallel for
foreach_row(i, a)
{
//we need to extract max
ElemType maxV = a(i, 0);
long maxJ = 0;
foreach_column(j, a)
{
if (maxV < a(i, j))
{
maxV = a(i, j);
maxJ = j;
}
}
foreach_column(j, us)
us(i, j) = (j == maxJ)? 1.0f : 0.0f;
}
}
return *this;
}
//[this]=sqrt([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceSqrt ()
{
return AssignSqrtOf(*this);
}
//to prevent negative values caused by floating operations, we force inputs to be >=0
//this may, however, hide problems in the caller.
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSqrtOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSqrtOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = sqrt(max(0, a(i,j)));
us(i+1,j) = sqrt(max(0, a(i+1,j)));
us(i+2,j) = sqrt(max(0, a(i+2,j)));
us(i+3,j) = sqrt(max(0, a(i+3,j)));
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = sqrt(max(0, a(i,j)));
}
}
return *this;
}
//[this]=exp([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceExp ()
{
return AssignExpOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignExpOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignExpOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = exp(a(i,j));
us(i+1,j) = exp(a(i+1,j));
us(i+2,j) = exp(a(i+2,j));
us(i+3,j) = exp(a(i+3,j));
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = exp(a(i,j));
}
}
return *this;
}
//[this]=exp([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceAbs ()
{
return AssignAbsOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignAbsOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignAbsOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
us(i,j) = abs(a(i,j));
us(i+1,j) = abs(a(i+1,j));
us(i+2,j) = abs(a(i+2,j));
us(i+3,j) = abs(a(i+3,j));
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
us(i,j) = abs(a(i,j));
}
}
return *this;
}
//[this]=log([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceLog ()
{
return AssignLogOf(*this);
}
//[this]=log([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceLog10 ()
{
return AssignLog10Of(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignLogOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignLogOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
const ElemType v = a(i,j);
if (v < EPS_IN_LOG)
{
us(i,j) = LOG_OF_EPS_IN_LOG;
}
else
us(i,j) = log(v);
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignLog10Of (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignLogOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
const ElemType v = a(i,j);
if (v <= 0)
LogicError("AssignLogOf: Log can only applied to numbers larger than 0.");
else if (v < EPS_IN_LOG)
{
us(i,j) = LOG10_OF_EPS_IN_LOG;
}
else
us(i,j) = log10(v);
}
return *this;
}
//[this]=cos([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceCosine ()
{
return AssignCosineOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignCosineOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignCosineOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
const ElemType v = a(i,j);
us(i,j) = cos(v);
}
return *this;
}
//[this]=-sin([this]) element wise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceNegativeSine ()
{
return AssignNegativeSineOf(*this);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignNegativeSineOf (const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignCosineOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
const ElemType v = a(i,j);
us(i,j) = -sin(v);
}
return *this;
}
//Threshold truncating: this[i] = max( this[i], threshold )
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceTruncateBottom (const ElemType threshold)
{
if (IsEmpty())
LogicError("InplaceTruncateBottom: Matrix is empty.");
auto& us=*this;
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
if (us(i,j) < threshold)
us(i,j) = threshold;
if (us(i+1,j) < threshold)
us(i+1,j) = threshold;
if (us(i+2,j) < threshold)
us(i+2,j) = threshold;
if (us(i+3,j) < threshold)
us(i+3,j) = threshold;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
if (us(i,j) < threshold)
us(i,j) = threshold;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceTruncate (const ElemType threshold)
{
if (IsEmpty())
LogicError("InplaceTruncate: Matrix is empty.");
auto& us=*this;
ElemType locThresholdPos = abs(threshold);
ElemType locTHresholdNeg = -locThresholdPos;
long m=(long)GetNumRows(), n=(long)GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
if (us(i,j) > locThresholdPos )
us(i,j) = locThresholdPos ;
else if (us(i,j) < locTHresholdNeg )
us(i,j) = locTHresholdNeg ;
if (us(i+1,j) > locThresholdPos )
us(i+1,j) = locThresholdPos ;
else if (us(i+1,j) < locTHresholdNeg )
us(i+1,j) = locTHresholdNeg ;
if (us(i+2,j) > locThresholdPos )
us(i+2,j) = locThresholdPos ;
else if (us(i+2,j) < locTHresholdNeg )
us(i+2,j) = locTHresholdNeg ;
if (us(i+3,j) > locThresholdPos )
us(i+3,j) = locThresholdPos ;
else if (us(i+3,j) < locTHresholdNeg )
us(i+3,j) = locTHresholdNeg ;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
if (us(i,j) > locThresholdPos )
us(i,j) = locThresholdPos ;
else if (us(i,j) < locTHresholdNeg )
us(i,j) = locTHresholdNeg ;
}
}
return *this;
}
//x= x-threshold if x>threshold, x+threshold if x<-threshold, 0 otherwise
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceSoftThreshold(const ElemType threshold)
{
if (IsEmpty())
LogicError("InplaceTruncate: Matrix is empty.");
long m = (long)GetNumElements();
#pragma omp parallel for
for (long i = 0; i<(m & ~3); i += 4) //four-way unrolling
{
if (m_pArray[i] > threshold)
m_pArray[i] -= threshold;
else if (m_pArray[i] < -threshold)
m_pArray[i] += threshold;
else
m_pArray[i] = 0;
if (m_pArray[i+1] > threshold)
m_pArray[i+1] -= threshold;
else if (m_pArray[i+1] < -threshold)
m_pArray[i+1] += threshold;
else
m_pArray[i+1] = 0;
if (m_pArray[i+2] > threshold)
m_pArray[i+2] -= threshold;
else if (m_pArray[i+2] < -threshold)
m_pArray[i+2] += threshold;
else
m_pArray[i+2] = 0;
if (m_pArray[i+3] > threshold)
m_pArray[i+3] -= threshold;
else if (m_pArray[i+3] < -threshold)
m_pArray[i+3] += threshold;
else
m_pArray[i+3] = 0;
}
//handle remaining stuffs
for (long i = m & ~3; i<m; i++)
{
if (m_pArray[i] > threshold)
m_pArray[i] -= threshold;
else if (m_pArray[i] < -threshold)
m_pArray[i] += threshold;
else
m_pArray[i] = 0;
}
return *this;
}
//Threshold truncating: this[i] = max( a[i], threshold )
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignTruncateBottomOf (const CPUMatrix<ElemType>& a, const ElemType threshold)
{
if (a.IsEmpty())
LogicError("AssignTruncateBottomOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
if (a(i,j) < threshold)
us(i,j) = threshold;
else
us(i,j) = a(i,j);
}
return *this;
}
//Threshold truncating: this[i] = min( this[i], threshold )
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::InplaceTruncateTop (const ElemType threshold)
{
if (IsEmpty())
LogicError("InplaceTruncateTop: Matrix is empty.");
auto& us=*this;
#pragma omp parallel for
foreach_coord(i,j,us)
{
if (us(i,j) > threshold)
us(i,j) = threshold;
}
return *this;
}
//Threshold truncating: this[i] = min( a[i], threshold )
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignTruncateTopOf (const CPUMatrix<ElemType>& a, const ElemType threshold)
{
if (a.IsEmpty())
LogicError("AssignTruncateTopOf: Matrix a is empty.");
auto& us=*this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_coord(i,j,a)
{
if (a(i,j) > threshold)
us(i,j) = threshold;
else
us(i,j) = a(i,j);
}
return *this;
}
//Threshold truncating: this[i] = 0 if abs(this[i]<threshold).
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::SetToZeroIfAbsLessThan (const ElemType threshold)
{
if (IsEmpty())
LogicError("SetToZeroIfAbsLessThan: Matrix is empty.");
auto& us=*this;
#pragma omp parallel for
foreach_coord(i,j,us)
{
if (abs(us(i,j)) < threshold)
us(i,j) = 0;
}
return *this;
}
//sum of all abs(elements)
template<class ElemType>
ElemType CPUMatrix<ElemType>::SumOfAbsElements () const
{
if (IsEmpty())
LogicError("SumOfAbsElements: Matrix is empty.");
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
return (ElemType)dasum((int)GetNumElements(), reinterpret_cast <double*>(m_pArray), 1);
#else
return (ElemType)cblas_dasum((int)GetNumElements(), reinterpret_cast <double*>(m_pArray), 1);
#endif
}
else
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
return sasum((int)GetNumElements(), reinterpret_cast <float*>(m_pArray), 1);
#else
return cblas_sasum ((int)GetNumElements(), reinterpret_cast <float*>(m_pArray), 1);
#endif
}
}
//sum of all elements
template<class ElemType>
ElemType CPUMatrix<ElemType>::SumOfElements () const
{
if (IsEmpty())
LogicError("SumOfElements: Matrix is empty.");
ElemType sum=0;
long m=(long)GetNumElements(); // note: OpenMP requires loop indices to be long, not size_t
//four-way unrolling
#pragma omp parallel for reduction(+:sum)
for (long i=0; i<(m & ~3); i+=4)
{
sum += m_pArray[i] + m_pArray[i+1] + m_pArray[i+2] + m_pArray[i+3] ;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
sum += m_pArray[i];
}
return sum;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSumOfElements(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSumOfElements: Matrix a is empty.");
auto& us=*this;
us.Resize(1,1);
us(0,0) =a.SumOfElements();
return *this;
}
template<class ElemType>
bool CPUMatrix<ElemType>::IsEqualTo(const CPUMatrix<ElemType>& a, const ElemType threshold /*= 1e-8*/) const
{
return AreEqual(*this, a, threshold);
}
template<class ElemType>
void CPUMatrix<ElemType>::VectorSum(const CPUMatrix<ElemType>& a, CPUMatrix<ElemType>& c, const bool isColWise)
{
if (a.IsEmpty())
LogicError("VectorSum: Input matrix a is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
assert(m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
c.Resize(1, n);
#pragma omp parallel for
foreach_column(j, a)
{
ElemType v = 0;
foreach_row(i, a)
{
#pragma omp atomic
v += a(i, j);
}
c(0, j) = v;
}
}
else
{
c.Resize(m, 1);
#pragma omp parallel for
foreach_row(i, a)
{
ElemType v = 0;
foreach_column(j, a)
{
#pragma omp atomic
v += a(i, j);
}
c(i, 0) = v;
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::VectorNorm1(CPUMatrix<ElemType>& c, const bool isColWise) const
{
if (IsEmpty())
LogicError("VectorNorm1: Matrix is empty.");
auto& us=*this;
const int m = (int)us.GetNumRows();
const int n = (int)us.GetNumCols();
assert (m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
c.Resize(1, n);
#pragma omp parallel for
foreach_column(j,us)
{
ElemType v = 0;
foreach_row(i,us)
{
#pragma omp atomic
v += abs(us(i,j));
}
c(0,j) = v;
}
}
else
{
c.Resize(m, 1);
#pragma omp parallel for
foreach_row(i,us)
{
ElemType v = 0;
foreach_column(j,us)
{
#pragma omp atomic
v += abs(us(i,j));
}
c(i,0) = v;
}
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignVectorNorm1Of(CPUMatrix<ElemType>& a, const bool isColWise)
{
a.VectorNorm1(*this, isColWise);
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::VectorNorm2(CPUMatrix<ElemType>& c, const bool isColWise) const
{
if (IsEmpty())
LogicError("VectorNorm2: Matrix is empty.");
auto& us=*this;
const int m = (int)us.GetNumRows();
const int n = (int)us.GetNumCols();
assert (m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
c.Resize(1, n);
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_column(j,c)
{
#ifndef USE_MKL
c(0,j) = (ElemType) dnrm2(m, reinterpret_cast <double*>(us.m_pArray+us.LocateColumn(j)), 1);
#else
c(0,j) = (ElemType) cblas_dnrm2 (m, reinterpret_cast <double*>(us.m_pArray+us.LocateColumn(j)), 1);
#endif
}
}
else
{
#pragma omp parallel for
foreach_column(j,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(0,j) = snrm2(m, reinterpret_cast <float*>(us.m_pArray+us.LocateColumn(j)), 1);
#else
c(0,j) = cblas_snrm2 (m, reinterpret_cast <float*>(us.m_pArray+us.LocateColumn(j)), 1);
#endif
}
}
}
else
{
c.Resize(m, 1);
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_row(i,c)
{
#ifndef USE_MKL
c(i,0) = dnrm2(n, reinterpret_cast <double*>(us.m_pArray+i), m);
#else
c(i,0) = cblas_dnrm2 (n, reinterpret_cast <double*>(us.m_pArray+i), m);
#endif
}
}
else
{
#pragma omp parallel for
foreach_row(i,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(i,0) = snrm2(n, reinterpret_cast <float*>(us.m_pArray+i), m);
#else
c(i,0) = cblas_snrm2 (n, reinterpret_cast <float*>(us.m_pArray+i), m);
#endif
}
}
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignVectorNorm2Of(CPUMatrix<ElemType>& a, const bool isColWise)
{
a.VectorNorm2(*this, isColWise);
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::VectorNormInf(CPUMatrix<ElemType>& c, const bool isColWise) const
{
if (IsEmpty())
LogicError("VectorNormInf: Matrix is empty.");
auto& us=*this;
const int m = (int)us.GetNumRows();
const int n = (int)us.GetNumCols();
assert (m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
c.Resize(1, n);
//#pragma omp parallel for
foreach_column(j,us)
{
ElemType v = 0;
foreach_row(i,us)
{
v = max( v, abs(us(i,j)));
}
c(0,j) = v;
}
}
else
{
c.Resize(m, 1);
//#pragma omp parallel for
foreach_row(i,us)
{
ElemType v = 0;
foreach_column(j,us)
{
v = max( v, abs(us(i,j)));
}
c(i,0) = v;
}
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignVectorNormInfOf(CPUMatrix<ElemType>& a, const bool isColWise)
{
a.VectorNormInf(*this, isColWise);
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignInnerProductOf(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, const bool isColWise)
{
InnerProduct (a, b, *this,isColWise);
return *this;
}
//column-wise crossproduct
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignKhatriRaoProductOf(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AssignKhatriRaoProductOf: Matrix is empty.");
long cols = (long) a.GetNumCols();
assert(cols == b.GetNumCols());
if (cols != b.GetNumCols())
InvalidArgument("a.GetNumCols() != b.GetNumCols()");
long rowsA = (long) a.GetNumRows();
long rowsB = (long) b.GetNumRows();
Resize(rowsA * rowsB, cols);
#ifdef __INTEL_COMPILER // TODO: check this
#pragma simd statement
#endif
#pragma omp parallel for
for (long k=0; k<cols; k++)
{
long jj = 0;
for (long j=0; j<rowsB; j++)
{
for (long i=0; i<rowsA; i++)
{
(*this)(jj++, k) = a(i,k) * b(j,k);
}
}
}
return *this;
}
//column-wise reshaped product. Used to compute KhatriRaoProduct Gradient
// this = reshape each column of a from (K1xK2,1) to (K1, K2)
// if each column of a is not transposed, each (K1, K2) times each column of b (K2, frames).
// the output is a (K1, frames) matrix
// if each column of a is tranposed, each (K1, K2)^T times each column of b(K1, frames) and output is (K2, frames)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddColumnReshapeProductOf(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, const bool transposeAColumn)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AddColumnReshapeProductOf: Matrix is empty.");
long cols = (long) a.GetNumCols();
assert(cols == b.GetNumCols());
if (cols != b.GetNumCols())
InvalidArgument("AddColumnReshapeProductOf: a.GetNumCols() != b.GetNumCols()");
long rowsA = (long) a.GetNumRows();
long rowsB = (long) b.GetNumRows();
if (rowsA % rowsB != 0)
InvalidArgument("AddColumnReshapeProductOf: number of rows in a should be multiples of that in b.");
long rowsC = rowsA / rowsB;
if (rowsC != GetNumRows() || cols != GetNumCols())
InvalidArgument("AddColumnReshapeProductOf: This matrix does not have the right size.");
auto & us = *this;
if (transposeAColumn)
{
//find nrows and ncols of tbe reshaped a
long nrows = rowsB;
long ncols = rowsC;
#ifdef __INTEL_COMPILER // TODO: check this
#pragma simd statement
#endif
#pragma omp parallel for
foreach_column(t, a)
{
size_t k=0;
for (size_t j=0; j<ncols; j++) // row and col is transposed
{
ElemType v = 0;
for (size_t i=0; i<nrows; i++)
{
v += a(k,t) * b(i,t);
k++;
}
us(j,t) += v;
}
}
}
else
{
size_t ncols = rowsB;
size_t nrows = rowsC;
#ifdef __INTEL_COMPILER // TODO: check this
#pragma simd statement
#endif
#pragma omp parallel for
foreach_column(t, a)
{
size_t k=0;
for (size_t j=0; j<ncols; j++)
{
for (size_t i=0; i<nrows; i++)
{
us(i,t) += a(k,t) * b(j,t);
k++;
}
}
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddWithScaleOf(ElemType alpha, const CPUMatrix<ElemType>& a)
{
ScaleAndAdd(alpha, a, *this);
return *this;
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::FrobeniusNorm() const
{
if (IsEmpty())
LogicError("FrobeniusNorm: Matrix is empty.");
ElemType v = 0;
long m=(long)GetNumElements();
//four-way unrolling
#pragma omp parallel for reduction(+:v)
for (long i=0; i<(m & ~3); i+=4)
{
v += m_pArray[i] * m_pArray[i] + m_pArray[i+1] * m_pArray[i+1] + m_pArray[i+2] * m_pArray[i+2] + m_pArray[i+3] * m_pArray[i+3];
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
v += m_pArray[i] * m_pArray[i];
}
return sqrt(v);
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignFrobeniusNormOf(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignFrobeniusNormOf: Matrix a is empty.");
auto& us=*this;
us.Resize(1,1);
us(0,0) = a.FrobeniusNorm();
return us;
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::MatrixNormInf() const
{
if (IsEmpty())
LogicError("MatrixNormInf: Matrix is empty.");
auto& us=*this;
ElemType v = 0;
#pragma omp parallel for
foreach_coord(i,j,us)
{
#pragma omp critical
{
v = max( v, abs(us(i,j)));
}
}
return v;
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::MatrixNorm0() const
{
if (IsEmpty())
LogicError("MatrixNorm0: Matrix is empty.");
auto& us=*this;
ElemType v = 0;
#pragma omp parallel for
foreach_coord(i,j,us)
{
if (us(i,j)!=0)
{
#pragma omp critical
{
++v;
}
}
}
return v;
}
template<class ElemType>
ElemType CPUMatrix<ElemType>::MatrixNorm1() const
{
if (IsEmpty())
LogicError("MatrixNorm1: Matrix is empty.");
auto& us=*this;
ElemType sum = 0;
#pragma omp parallel for reduction(+:sum)
foreach_coord(i,j,us)
{
sum += abs(us(i,j));
}
return sum;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSignOf(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AssignSignOf: Matrix a is empty.");
auto& us = *this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_column(j, us)
{
foreach_row(i, us)
{
ElemType v = a(i, j);
if (!std::isnan(v))
us(i, j) = (v == (ElemType)0 ? (ElemType)0 : (v > 0 ? (ElemType)1 : (ElemType)(-1)));
else
us(i, j) = v;
}
}
return us;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddSignOf(const CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("AddSignOf: Matrix a is empty.");
auto& us = *this;
if (this != &a)
Resize(a.GetNumRows(), a.GetNumCols());
#pragma omp parallel for
foreach_column(j, us)
{
foreach_row(i, us)
{
ElemType v = a(i, j);
if (!std::isnan(v))
us(i, j) += (v == (ElemType)0 ? (ElemType)0 : (v > 0 ? (ElemType)1 : (ElemType)(-1)));
else
us(i, j) = v;
}
}
return us;
}
//I decided to use CPUMatrix<ElemType>& maxIndexes instead of integer vector because the result may be used to do additional calculation
template<class ElemType>
void CPUMatrix<ElemType>::VectorMax(CPUMatrix<ElemType>& maxIndexes, CPUMatrix<ElemType>& maxValues, const bool isColWise, int topK) const
{
if (IsEmpty())
LogicError("VectorMax: Matrix is empty.");
auto& us=*this;
const int m = (int)GetNumRows();
const int n = (int)GetNumCols();
assert(topK <= m);
assert (m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
maxValues.Resize(topK, n);
maxIndexes.Resize(topK, n);
if (topK == 1)
{
#pragma omp parallel for
for (int j = 0; j < n; j++)
{
ElemType v = us(0, j);
size_t index = 0;
foreach_row(i, us)
{
if (v < us(i, j))
{
index = i;
v = us(i, j);
}
}
maxValues(0, j) = v;
maxIndexes(0, j) = (ElemType)index;
}
}
else
{
std::vector<int> indices(m);
int i = 0;
std::generate(indices.begin(), indices.end(), [&i] { return i++; });
const ElemType* curVal = m_pArray;
ElemType* curIdx = maxIndexes.m_pArray;
ElemType* curMax = maxValues.m_pArray;
for (int icol = 0; icol < n; icol++, curVal += m, curIdx += topK, curMax += topK)
{
// Partial sort, descending order.
std::nth_element(indices.begin(), indices.begin() + topK, indices.end(),
[curVal](const int& a, const int& b) { return curVal[a] > curVal[b]; });
// REVIEW alexeyk: the following produces warning (see SCL_SECURE_NO_WARNINGS) so use loop instead.
//std::transform(indices.begin(), indices.begin() + topK, curIdx, [](const int& a) { return static_cast<ElemType>(a); });
for (int i = 0; i < topK; i++)
{
curIdx[i] = static_cast<ElemType>(indices[i]);
curMax[i] = curVal[indices[i]];
}
}
}
}
else
{
if (topK > 1)
RuntimeError("Row-wise TopK max is not supported.");
maxValues.Resize(m,1);
maxIndexes.Resize(m, 1);
#pragma omp parallel for
for (int i=0; i<m; i++)
{
ElemType v = us(i, 0);
size_t index = 0;
foreach_column(j,us)
{
if (v < us(i,j))
{
index = j;
v = us(i,j);
}
}
maxValues(i,0) = v;
maxIndexes(i,0) = (ElemType)index;
}
}
}
template<class ElemType>
void CPUMatrix<ElemType>::VectorMin(CPUMatrix<ElemType>& minIndexes, CPUMatrix<ElemType>& minValues, const bool isColWise) const
{
if (IsEmpty())
LogicError("VectorMin: Matrix is empty.");
auto& us=*this;
const int m = (int)GetNumRows();
const int n = (int)GetNumCols();
assert (m>0 && n>0); //converting from size_t to int may cause overflow
if (isColWise) //col-wise
{
minValues.Resize(1, n);
minIndexes.Resize(1, n);
#pragma omp parallel for
for (int j=0; j<n; j++)
{
ElemType v = us(0, j);
size_t index = 0;
foreach_row(i,us)
{
if (v > us(i,j))
{
index = i;
v = us(i,j);
}
}
minValues(0,j) = v;
minIndexes(0,j) = (ElemType)index;
}
}
else
{
minValues.Resize(m,1);
minIndexes.Resize(m, 1);
#pragma omp parallel for
for (int i=0; i<m; i++)
{
ElemType v = us(i, 0);
size_t index = 0;
foreach_column(j,us)
{
if (v > us(i,j))
{
index = j;
v = us(i,j);
}
}
minValues(i,0) = v;
minIndexes(i,0) = (ElemType)index;
}
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignNumOfDiff(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, bool searchInCol)
{
if (a.GetNumCols() != b.GetNumCols())
throw std::invalid_argument("AssignNumOfDiff: a and b must have the same number of columns.");
if (!searchInCol && a.GetNumRows() != b.GetNumRows())
throw std::invalid_argument("AssignNumOfDiff: a and b must have the same number of rows.");
ElemType n = 0;
if (!searchInCol)
{
foreach_coord(i, j, a)
{
n += (a(i, j) != b(i, j));
}
}
else
{
size_t crow = b.GetNumRows();
const ElemType* curCol = b.m_pArray;
for (size_t icol = 0; icol < a.GetNumCols(); icol++, curCol += crow)
{
auto res = std::find(curCol, curCol + crow, a(0, icol));
if (res == curCol + crow)
n++;
}
}
Resize(1, 1); //result should be one element
(*this)(0, 0) = n;
return *this;
}
#pragma endregion Member BLAS Functions
#pragma region Other helper Functions
template<class ElemType>
void CPUMatrix<ElemType>::Print(const char* matrixName, size_t rowStart, size_t rowEnd, size_t colStart, size_t colEnd) const
{
if (IsEmpty())
LogicError("Print: Matrix is empty.");
if (rowEnd >= GetNumRows() || colEnd >= GetNumCols())
InvalidArgument("Index out of range.");
if (matrixName != nullptr)
fprintf (stderr, "\n###### %s (%lu, %lu) ######\n", matrixName, GetNumRows(), GetNumCols());
else
fprintf (stderr, "\n###### Unnamed Matrix (%lu, %lu) ######\n", GetNumRows(), GetNumCols());
fprintf (stderr, "\n------ Print Range (%lu:%lu, %lu:%lu) ------\n", rowStart, rowEnd, colStart, colEnd);
const auto& us = *this;
for (size_t i = rowStart; i <= rowEnd; i++)
{
for (size_t j = colStart; j <= colEnd; j++)
fprintf(stderr, "%.10f\t", us(i, j));
fprintf (stderr, "\n");
}
}
template<class ElemType>
void CPUMatrix<ElemType>::Print(const char* matrixName /*=nullptr*/) const
{
Print(matrixName, 0, GetNumRows()-1, 0, GetNumCols()-1);
}
// file I/O
//matrixName is used to verify that correct matrix is read.
template<class ElemType>
void CPUMatrix<ElemType>::ReadFromFile(FILE*, const char * /*matrixName*/)
{
RuntimeError("not implemented.");
}
//matrixName is used to verify that correct matrix is read.
template<class ElemType>
void CPUMatrix<ElemType>::WriteToFile(FILE*, const char * /*matrixName*/)
{
RuntimeError("not implemented.");
}
//assume each column is an input sample. Each sample is stored in [channel, row, col] (r00, g00, b00, r01, g01, b01, r10, g10, b10, r11, g11, b11)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignPackedConvolutionInput(const CPUMatrix<ElemType>& inputSubBatch,
const size_t inputWidth, const size_t inputHeight, const size_t inputChannels,
const size_t outputWidth, const size_t outputHeight, const size_t /*outputChannels*/,
const size_t kernelWidth, const size_t kernelHeight, const size_t horizontalSubsample, const size_t verticalSubsample,
const bool zeroPadding)
{
assert (verticalSubsample <= kernelHeight && horizontalSubsample <= kernelWidth);
const size_t packedInputRows = kernelWidth * kernelHeight * inputChannels;
const size_t packedInputColsPerSample = outputWidth * outputHeight; //output size per channel
const size_t inputDim = inputWidth*inputHeight*inputChannels;
const size_t smallBatchSize = inputSubBatch.GetNumCols();
const long inputHeightTimesChannel = (long) (inputHeight * inputChannels);
Resize(packedInputRows, packedInputColsPerSample * smallBatchSize);
if (zeroPadding)
SetValue((ElemType)0);
const long halfKernelWidth = (long) kernelWidth/2;
const long halfKernelHeight = (long) kernelHeight/2;
#pragma omp parallel for //each input element is copied to many places
for (long sample = 0; sample <smallBatchSize; sample ++)
{
for (long id = 0; id<inputDim; id++)
{
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * inputChannels)
// IN_ELEM_COLPOS = sample
const long y = id / inputHeightTimesChannel; //inputCol
const long nXC = id % inputHeightTimesChannel; //channel + inputRow*inputChannels
const long x = nXC / (long) inputChannels; //inputRow
const long c = nXC % (long) inputChannels; //channel
long x0 = 0, y0 = 0, x1 = 0, y1 = 0;
if (zeroPadding)
{
x0 = (long) max(0, ceil((x-(ElemType)kernelHeight+1.0f+halfKernelHeight)/ (ElemType)verticalSubsample)); //row : first wrow in which x is in
x1 = (long) (x+halfKernelHeight-x0*verticalSubsample); //first posxInKernel
y0 = (long) max(0, ceil((y-(ElemType)kernelWidth+1.0f+halfKernelWidth)/(ElemType)horizontalSubsample)); //col : first wcol in which y is in
y1 = (long) (y+halfKernelWidth-y0*horizontalSubsample); //first posyInKernel
}
else
{
x0 = (long) max(0, ceil((x-(ElemType)kernelHeight+1)/ (ElemType)verticalSubsample)); //row : first wrow in which x is in
x1 = (long) (x-x0*verticalSubsample); //first posxInKernel
y0 = (long) max(0, ceil((y-(ElemType)kernelWidth+1)/(ElemType)horizontalSubsample)); //col : first wcol in which y is in
y1 = (long) (y-y0*horizontalSubsample); //first posyInKernel
}
assert (x1 >=0 && x1<kernelHeight && y1>=0 && y1<kernelWidth);
// PACK_ELEM_ROWPOS(channel, posxInKernel, posyInKernel) = (channel * kernelWidth * kernelHeight + posxInKernel + posyInKernel * kernelHeight)
// PACK_ELEM_COLPOS(sample, wrow, wcol) = (sample*packedInputColsPerSample + outputHeight*wcol + wrow
ElemType currentInputValue = inputSubBatch(id, sample);
long packColBase = (long) (sample*packedInputColsPerSample + y0*outputHeight);
for (long wcol = y0, posyInKernel = y1; wcol < (long) outputWidth && posyInKernel>=0; wcol++, posyInKernel -= (long) horizontalSubsample)
{
long packRowBase = (long) (c * kernelWidth * kernelHeight + posyInKernel * kernelHeight);
for (long wrow = x0, posxInKernel = x1; wrow < (long) outputHeight && posxInKernel>=0; wrow++, posxInKernel -= (long) verticalSubsample)
{
const long packRow = packRowBase + posxInKernel;
const long packCol = packColBase + wrow;
(*this)(packRow, packCol) = currentInputValue;
}
packColBase += (long) outputHeight;
}
}
}
return *this;
}
//assume each column is an input sample. Each sample is stored in [channel, row, col] (r00, g00, b00, r01, g01, b01, r10, g10, b10, r11, g11, b11)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::UnpackConvolutionInput(CPUMatrix<ElemType>& inputSubBatch,
const size_t inputWidth, const size_t inputHeight, const size_t inputChannels,
const size_t outputWidth, const size_t outputHeight, const size_t /*outputChannels*/,
const size_t kernelWidth, const size_t kernelHeight, const size_t horizontalSubsample, const size_t verticalSubsample,
const bool zeroPadding) const
{
assert (verticalSubsample <= kernelHeight && horizontalSubsample <= kernelWidth);
const size_t packedInputColsPerSample = outputWidth * outputHeight; //output size per channel
const size_t inputDim = inputWidth*inputHeight*inputChannels;
const size_t smallBatchSize = inputSubBatch.GetNumCols();
const long inputHeightTimesChannel = (long) (inputHeight * inputChannels);
const long halfKernelWidth = (long) kernelWidth/2;
const long halfKernelHeight = (long) kernelHeight/2;
#pragma omp parallel for //each input element is copied to many places
for (long sample = 0; sample <smallBatchSize; sample ++)
{
for (long id = 0; id<inputDim; id++)
{
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * inputChannels)
// IN_ELEM_COLPOS = sample
const long y = id / inputHeightTimesChannel; //inputCol
const long nXC = id % inputHeightTimesChannel; //channel + inputRow*inputChannels
const long x = nXC / (long) inputChannels; //inputRow
const long c = nXC % (long) inputChannels; //channel
long x0 = 0, y0 = 0, x1 = 0, y1 = 0;
if (zeroPadding)
{
x0 = (long) max(0, ceil((x-(ElemType)kernelHeight+1.0f+halfKernelHeight)/ (ElemType)verticalSubsample)); //row : first wrow in which x is in
x1 = (long) (x+halfKernelHeight-x0*verticalSubsample); //first posxInKernel
y0 = (long) max(0, ceil((y-(ElemType)kernelWidth+1.0f+halfKernelWidth)/(ElemType)horizontalSubsample)); //col : first wcol in which y is in
y1 = (long) (y+halfKernelWidth-y0*horizontalSubsample); //first posyInKernel
}
else
{
x0 = (long) max(0, ceil((x-(ElemType)kernelHeight+1)/ (ElemType)verticalSubsample)); //row : first wrow in which x is in
x1 = (long) (x-x0*verticalSubsample); //first posxInKernel
y0 = (long) max(0, ceil((y-(ElemType)kernelWidth+1)/(ElemType)horizontalSubsample)); //col : first wcol in which y is in
y1 = (long) (y-y0*horizontalSubsample); //first posyInKernel
}
assert (x1 >=0 && x1<kernelHeight && y1>=0 && y1<kernelWidth);
// PACK_ELEM_ROWPOS(channel, posxInKernel, posyInKernel) = (channel * kernelWidth * kernelHeight + posxInKernel + posyInKernel * kernelHeight)
// PACK_ELEM_COLPOS(sample, wrow, wcol) = (sample*packedInputColsPerSample + outputHeight*wcol + wrow
ElemType currentInputValue = inputSubBatch(id, sample);
long packColBase = (long) (sample*packedInputColsPerSample + y0*outputHeight);
for (long wcol = y0, posyInKernel = y1; wcol < (long) outputWidth && posyInKernel>=0; wcol++, posyInKernel -= (long) horizontalSubsample)
{
long packRowBase = (long) (c * kernelWidth * kernelHeight + posyInKernel * kernelHeight);
for (long wrow = x0, posxInKernel = x1; wrow < (long) outputHeight && posxInKernel>=0; wrow++, posxInKernel -= (long) verticalSubsample)
{
const long packRow = packRowBase + posxInKernel;
const long packCol = packColBase + wrow;
currentInputValue += (*this)(packRow, packCol);
}
packColBase += (long) outputHeight;
}
inputSubBatch(id, sample) = currentInputValue;
}
}
return inputSubBatch;
}
//assume each column is an input sample. Each sample is stored in (r00, g00, b00, r01, g01, b01, r10, g10, b10, r11, g11, b11)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignMaxPoolingResult(const CPUMatrix<ElemType>& inputBatch, const size_t channels,
const size_t /*inputWidth*/, const size_t inputHeight, const size_t /*inputSizePerSample*/,
const size_t /*outputWidth*/, const size_t outputHeight, const size_t outputSizePerSample,
const size_t windowWidth, const size_t windowHeight, const size_t horizontalSubsample, const size_t verticalSubsample)
{
const long inputHeightTimesChannel = (long) (inputHeight * channels);
const long outputHeightTimesChannel = (long) (outputHeight * channels);
const size_t batchSize = inputBatch.GetNumCols();
Resize(outputSizePerSample, batchSize);
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * channels)
// IN_ELEM_COLPOS = sample
// OUT_ELEM_ROWPOS(channel, wrow, wcol) = (channel + (wrow + wcol * outputHeight) * channels)
// OUT_ELEM_COLPOS = sample
#pragma omp parallel for
for (long sample = 0; sample < (long) batchSize; sample ++)
{
for (long outputIndexWithinSample=0; outputIndexWithinSample<outputSizePerSample; outputIndexWithinSample++)
{
const long y = outputIndexWithinSample / outputHeightTimesChannel; //wcol
const long nXC = outputIndexWithinSample % outputHeightTimesChannel; //channel + wrow*channels
const long x = (long) (nXC / channels); //wrow
const long c = (long) (nXC % channels); //channel
ElemType maxVal = -FLT_MAX;
ElemType minVal = FLT_MAX;
const long rowInWindowBase = (long) ((x*verticalSubsample + y*horizontalSubsample*inputHeight)*channels + c);
for (long colInWindow=0; colInWindow<windowWidth; colInWindow++)
{
long rowInInput = rowInWindowBase + colInWindow * inputHeightTimesChannel;
for (long rowInWindow=0; rowInWindow<windowHeight; rowInWindow++)
{
const ElemType val = inputBatch(rowInInput, sample); //pf[rowInWindow*channels];
maxVal = max(maxVal, val);
minVal = min(minVal, val);
rowInInput += (long) channels;
}
}
(*this)(outputIndexWithinSample, sample) = maxVal;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddMaxPoolingGradient(const CPUMatrix<ElemType>& outputGradientBatch, const CPUMatrix<ElemType>& inputBatch, const CPUMatrix<ElemType>& outputBatch,
const size_t channels,
const size_t /*inputWidth*/, const size_t inputHeight, const size_t inputSizePerSample,
const size_t outputWidth, const size_t outputHeight, const size_t /*outputSizePerSample*/,
const size_t windowWidth, const size_t windowHeight, const size_t horizontalSubsample, const size_t verticalSubsample)
{
size_t batchSize = inputBatch.GetNumCols();
const long inputHeightTimesChannel = (long) (inputHeight * channels);
const long outputHeightTimesChannel = (long) (outputHeight * channels);
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * channels)
// IN_ELEM_COLPOS = sample
// OUT_ELEM_ROWPOS(channel, wrow, wcol) = (channel + (wrow + wcol * outputHeight) * channels)
// OUT_ELEM_COLPOS = sample
#pragma omp parallel for
for (long sample = 0; sample < batchSize; sample ++)
{
for (long inputIndexWithinSample=0; inputIndexWithinSample<inputSizePerSample; inputIndexWithinSample++)
{
const long y = inputIndexWithinSample / inputHeightTimesChannel; //col in input
const long nXC = inputIndexWithinSample % inputHeightTimesChannel; //channel + row*chanels
const long x = (long) (nXC / channels); //row in input
const long c = (long) (nXC % channels); //channel
long startOutX = (long) max(0, ceil((x-(ElemType)windowHeight+1)/ (ElemType)verticalSubsample)); //inclusive start
long endOutX = (long) ((x/verticalSubsample < outputHeight-1)? x/verticalSubsample : outputHeight-1); //inclusive end
long startOutY = (long) max(0, ceil((y-(ElemType)windowWidth+1)/(ElemType)horizontalSubsample)); //inclusive start
long endOutY = (long) ((y/horizontalSubsample < outputWidth-1)? y/horizontalSubsample : outputWidth-1); //inclusive end
ElemType inputValue = inputBatch(inputIndexWithinSample, sample);
for (long outY=startOutY; outY<=endOutY; outY++)
{
for (long outX=startOutX; outX<=endOutX; outX++)
{
long outputIndex = (long) (outY * outputHeightTimesChannel + outX * channels + c);
if (inputValue == outputBatch(outputIndex, sample))
(*this)(inputIndexWithinSample, sample) += outputGradientBatch(outputIndex, sample);
}
}
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignAveragePoolingResult(const CPUMatrix<ElemType>& inputBatch, const size_t channels,
const size_t /*inputWidth*/, const size_t inputHeight, const size_t /*inputSizePerSample*/,
const size_t /*outputWidth*/, const size_t outputHeight, const size_t outputSizePerSample,
const size_t windowWidth, const size_t windowHeight, const size_t horizontalSubsample, const size_t verticalSubsample)
{
const long inputHeightTimesChannel = (long) (inputHeight * channels);
const long outputHeightTimesChannel = (long) (outputHeight * channels);
const size_t batchSize = inputBatch.GetNumCols();
const size_t windowSize = windowWidth * windowHeight;
Resize(outputSizePerSample, batchSize);
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * channels)
// IN_ELEM_COLPOS = sample
// OUT_ELEM_ROWPOS(channel, wrow, wcol) = (channel + (wrow + wcol * outputHeight) * channels)
// OUT_ELEM_COLPOS = sample
#pragma omp parallel for
for (long sample = 0; sample < batchSize; sample ++)
{
for (long outputIndexWithinSample=0; outputIndexWithinSample<outputSizePerSample; outputIndexWithinSample++)
{
const long y = outputIndexWithinSample / outputHeightTimesChannel; //wcol
const long nXC = outputIndexWithinSample % outputHeightTimesChannel; //channel + wrow*channels
const long x = (long) (nXC / channels); //wrow
const long c = (long) (nXC % channels); //channel
ElemType sum = 0;
const long rowInWindowBase = (long) ((x*verticalSubsample + y*horizontalSubsample*inputHeight)*channels+c);
for (long colInWindow=0; colInWindow<windowWidth; colInWindow++)
{
long rowInInput = rowInWindowBase + colInWindow * inputHeightTimesChannel;
for (long rowInWindow=0; rowInWindow<windowHeight; rowInWindow++)
{
sum += inputBatch(rowInInput, sample);
rowInInput += (long)channels;
}
}
(*this)(outputIndexWithinSample, sample) = sum / windowSize;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AddAveragePoolingGradient(const CPUMatrix<ElemType>& outputGradientBatch,
const size_t channels,
const size_t /*inputWidth*/, const size_t inputHeight, const size_t inputSizePerSample,
const size_t outputWidth, const size_t outputHeight, const size_t /*outputSizePerSample*/,
const size_t windowWidth, const size_t windowHeight, const size_t horizontalSubsample, const size_t verticalSubsample)
{
size_t batchSize = outputGradientBatch.GetNumCols();
const long inputHeightTimesChannel = (long)(inputHeight * channels);
const long outputHeightTimesChannel = (long)(outputHeight * channels);
const long windowSize = (long) (windowWidth * windowHeight);
// IN_ELEM_ROWPOS(channel, row, col) = (channel + (row + col * inputHeight) * channels)
// IN_ELEM_COLPOS = sample
// OUT_ELEM_ROWPOS(channel, wrow, wcol) = (channel + (wrow + wcol * outputHeight) * channels)
// OUT_ELEM_COLPOS = sample
#pragma omp parallel for
for (long sample = 0; sample < batchSize; sample ++)
{
for (long inputIndexWithinSample=0; inputIndexWithinSample<inputSizePerSample; inputIndexWithinSample++)
{
const long y = inputIndexWithinSample / inputHeightTimesChannel; //col in input
const long nXC = inputIndexWithinSample % inputHeightTimesChannel; //channel + row*chanels
const long x = nXC / (long)channels; //row in input
const long c = nXC % (long)channels; //channel
long startOutX = (long) max(0, ceil((x-(ElemType)windowHeight+1)/ (ElemType)verticalSubsample)); //inclusive start
long endOutX = (long) ((x / verticalSubsample < outputHeight - 1) ? x / (long)verticalSubsample : outputHeight - 1); //inclusive end
long startOutY = (long) max(0, ceil((y-(ElemType)windowWidth+1)/(ElemType)horizontalSubsample)); //inclusive start
long endOutY = (long) ((y/horizontalSubsample < outputWidth-1)? y/horizontalSubsample : outputWidth-1); //inclusive end
for (long outY=startOutY; outY<=endOutY; outY++)
{
for (long outX=startOutX; outX<=endOutX; outX++)
{
long outputIndex = outY * outputHeightTimesChannel + outX * (long)channels + c;
(*this)(inputIndexWithinSample, sample) += outputGradientBatch(outputIndex, sample)/windowSize;
}
}
}
}
return *this;
}
#pragma endregion Other Helper Functions
#pragma region Static BLAS Functions
/// <summary>Matrix-matrix multiply with col-major matrices (a and b may be transposed): c = alpha * op(a) * op(b) + beta*c</summary>
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
/// <param name="transposeA">Whether matrix a is transposed</param>
/// <param name="b">Input matrix</param>
/// <param name="transposeB">Whether matrix b is transposed</param>
/// <param name="beta">Scalar</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::MultiplyAndWeightedAdd(ElemType alpha, const CPUMatrix<ElemType>& a, const bool transposeA, const CPUMatrix<ElemType>& b, const bool transposeB,
ElemType beta, CPUMatrix<ElemType>& c)
{
if (a.IsEmpty() || b.IsEmpty())
return;
int m, n, k, l;
int lda, ldb, ldc;
#ifndef USE_MKL
char transA, transB;
#else
CBLAS_TRANSPOSE mklTransA;
CBLAS_TRANSPOSE mklTransB;
#endif
if (transposeA)
{
m = (int)a.GetNumCols();
k = (int)a.GetNumRows();
lda = k;
#ifndef USE_MKL
transA = (char)MatrixTranspose::Trans;
#else
mklTransA = CBLAS_TRANSPOSE::CblasTrans;
#endif
}
else
{
m = (int)a.GetNumRows();
k = (int)a.GetNumCols();
lda = m;
#ifndef USE_MKL
transA = (char)MatrixTranspose::NoTrans;
#else
mklTransA = CBLAS_TRANSPOSE::CblasNoTrans;
#endif
}
if (transposeB)
{
l = (int)b.GetNumCols();
n = (int)b.GetNumRows();
ldb = n;
#ifndef USE_MKL
transB = (char)MatrixTranspose::Trans;
#else
mklTransB = CBLAS_TRANSPOSE::CblasTrans;
#endif
}
else
{
l = (int)b.GetNumRows();
n = (int)b.GetNumCols();
ldb = l;
#ifndef USE_MKL
transB = (char)MatrixTranspose::NoTrans;
#else
mklTransB = CBLAS_TRANSPOSE::CblasNoTrans;
#endif
}
assert (m>0 && k>0 && l>0 && n>0); //converting from size_t to int may cause overflow
assert (k == l);
if (k != l)
InvalidArgument("CPUMatrix<ElemType>::MultiplyAndWeightedAdd : The inner dimensions of a and b must match.");
if (beta == 0)
c.Resize(m, n);
else
c.VerifySize(m, n); // Can't resize if beta != 0
ldc = (int)c.GetNumRows();
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
dgemm(transA, transB, m, n, k, alpha, reinterpret_cast <double*>(a.m_pArray), lda, reinterpret_cast <double*>(b.m_pArray), ldb, beta, reinterpret_cast <double*>(c.m_pArray), ldc);
#else
cblas_dgemm ((CBLAS_ORDER) BLAS_COLMAJOR mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <double*>(a.m_pArray), lda, reinterpret_cast <double*>(b.m_pArray), ldb, beta, reinterpret_cast <double*>(c.m_pArray), ldc);
#endif
}
else
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
sgemm(BLAS_COLMAJOR transA, transB, m, n, k, alpha, reinterpret_cast <float*>(a.m_pArray), lda, reinterpret_cast <float*>(b.m_pArray), ldb, beta, reinterpret_cast <float*>(c.m_pArray), ldc);
#else
cblas_sgemm ((CBLAS_ORDER) BLAS_COLMAJOR mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <float*>(a.m_pArray), lda, reinterpret_cast <float*>(b.m_pArray), ldb, beta, reinterpret_cast <float*>(c.m_pArray), ldc);
#endif
}
}
template<class ElemType>
void CPUMatrix<ElemType>::Multiply1x1AndWeightedAdd(ElemType alpha, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b,
ElemType beta, CPUMatrix<ElemType>& c)
{
assert(a.GetNumElements() == 1); // a is a scalar
ElemType f = alpha * a.Get00Element();
if (beta == 0) // don't even read the memory if beta is 0
#pragma omp parallel for
foreach_coord(i, j, c)
c(i, j) = b(i, j) * f;
else
#pragma omp parallel for
foreach_coord(i, j, c)
c(i, j) = b(i, j) * f + c(i, j) * beta;
}
/* compute singular value decomposition as
A = U*SIGMA*VT
W is used as temp working memory
*/
template<class ElemType>
void CPUMatrix<ElemType>::SVD(const CPUMatrix<ElemType>& A, CPUMatrix<ElemType>& SIGMA, CPUMatrix<ElemType>& U, CPUMatrix<ElemType>& VT, CPUMatrix<ElemType>& W)
{
if (A.IsEmpty())
LogicError("SVD: input matrix is empty.");
int info;
int m, n, lda, ldu, ldvt;
m = (int)A.GetNumRows();
n = (int)A.GetNumCols();
W.GetNumRows(); //W is used as temp working memory
lda = m;
ldu = m;
ldvt = n;
U.Resize(m, m);
SIGMA.Resize(min(m, n), 1);
VT.Resize(n, n);
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
dgesvd('A', 'A', (int)m, (int)n, reinterpret_cast <double*>(A.m_pArray), (int)lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), (int)ldu, reinterpret_cast <double*>(VT.m_pArray), (int)ldvt, &info);
#else
double wkopt;
int lwork = -1;
dgesvd("All", "All", &m, &n, reinterpret_cast <double*>(A.m_pArray), &lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), &ldu, reinterpret_cast <double*>(VT.m_pArray), &ldvt, &wkopt, &lwork, &info);
lwork = (int)wkopt;
W.Resize(lwork, 1);
dgesvd("All", "All", &m, &n, reinterpret_cast <double*>(A.m_pArray), &lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), &ldu, reinterpret_cast <double*>(VT.m_pArray), &ldvt, reinterpret_cast <double*>(W.m_pArray), &lwork, &info);
#endif
}
else
{
#ifndef USE_MKL
#pragma warning (suppress: 4244)
sgesvd('A', 'A', (int)m, (int)n, reinterpret_cast <float*>(A.m_pArray), (int)lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), (int)ldu, reinterpret_cast <float*>(VT.m_pArray), (int)ldvt, &info);
#else
float wkopt;
int lwork = -1;
sgesvd("All", "All", &m, &n, reinterpret_cast <float*>(A.m_pArray), &lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), &ldu, reinterpret_cast <float*>(VT.m_pArray), &ldvt, &wkopt, &lwork, &info);
lwork = (int)wkopt;
W.Resize(lwork, 1);
sgesvd("All", "All", &m, &n, reinterpret_cast <float*>(A.m_pArray), &lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), &ldu, reinterpret_cast <float*>(VT.m_pArray), &ldvt, reinterpret_cast <float*>(W.m_pArray), &lwork, &info);
#endif
}
if (info > 0)
{
RuntimeError("The algorithm computing SVD failed to converge.\n");
}
}
/// <summary>Matrix-matrix multiply with col-major matrices (a and b may be transposed): c = op(a) * op(b) + c</summary>
/// <param name="a">Input matrix</param>
/// <param name="transposeA">Whether matrix a is transposed</param>
/// <param name="b">Input matrix</param>
/// <param name="transposeB">Whether matrix b is transposed</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::MultiplyAndAdd(const CPUMatrix<ElemType>& a, const bool transposeA, const CPUMatrix<ElemType>& b, const bool transposeB,
CPUMatrix<ElemType>& c)
{
return CPUMatrix<ElemType>::MultiplyAndWeightedAdd(1.0, a, transposeA, b, transposeB, 1.0, c);
}
template<class ElemType>
void CPUMatrix<ElemType>::AssignSoftmaxSum(const CPUMatrix<ElemType>& softmax, CPUMatrix<ElemType>& c)
{
ElemType log_likelihood = 0.0;
size_t batch_size = this->GetNumCols();
#pragma omp parallel for reduction(+:log_likelihood)
for (int instance_id = 0; instance_id < batch_size; instance_id++)
{
int sample = (int)(*this)(0, instance_id);
log_likelihood += softmax(instance_id, sample);
}
c(0, 0) = -log_likelihood;
}
template<class ElemType>
void CPUMatrix<ElemType>::AssignNCEUnnormalizedEval(const CPUMatrix<ElemType>& a,
const CPUMatrix<ElemType>& b, const CPUMatrix<ElemType>& bias, CPUMatrix<ElemType>& c)
//this: samples+probs
// a: hidden
// b: embedding
// tmp: softmax
// c: loglikelihood
{
ElemType log_likelihood = 0.0;
size_t batch_size = this->GetNumCols();
#pragma omp parallel for reduction(+:log_likelihood)
for (int instance_id = 0; instance_id < batch_size; instance_id++)
{
int sample = -(int)(*this)(0, instance_id);
ElemType score = bias(sample, 0);
for (int dim = 0; dim < b.GetNumRows(); dim++)
score += b(dim, sample)* a(dim, instance_id);
log_likelihood += score;
}
c(0, 0) = -log_likelihood;
}
//samples+prob gradient hidden embedding embedding/hidden
//a.m_CPUMatrix->AssignNCEDerivative(*tmp.m_CPUMatrix, *a.m_CPUMatrix, *b.m_CPUMatrix, inputIndex, *c.m_CPUMatrix);
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignNCEDerivative(const CPUMatrix<ElemType>& tmp, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, size_t inputIndex, CPUMatrix<ElemType>& c)
{
size_t sample_size = this->GetNumRows() / 2;
size_t batch_size = this->GetNumCols();
if (inputIndex == 1)
{
#pragma omp parallel for
for (int instance_id = 0; instance_id < batch_size; instance_id++)
for (int sample_id = 0; sample_id < sample_size; sample_id++)
{
int sample = (int)(*this)(2 * sample_id, instance_id);
for (int dim = 0; dim < b.GetNumRows(); dim++)
c(dim, instance_id) -= b(dim, sample)* tmp(sample_id, instance_id);
}
}
else if (inputIndex == 2)
{
int i_blocks = omp_get_num_threads() * 16;
// Assume only one block in k direction.
// We don't need to explicitly block in the j direction.
#pragma omp parallel for
for (int ib = 0; ib < i_blocks; ib++)
for (int instance_id = 0; instance_id < batch_size; instance_id++)
for (int sample_id = 0; sample_id < sample_size; sample_id++)
{
int sample =(int) (*this)(2 * sample_id, instance_id);
if (sample % i_blocks == ib)
for (int dim = 0; dim < b.GetNumRows(); dim++)
c(dim, sample) -= a(dim, instance_id)* tmp(sample_id, instance_id);
}
}
else
{
assert(inputIndex == 3);
// Assume only one block in k direction.
// We don't need to explicitly block in the j direction.
for (int instance_id = 0; instance_id < batch_size; instance_id++)
for (int sample_id = 0; sample_id < sample_size; sample_id++)
{
int sample =(int) (*this)(2 * sample_id, instance_id);
c(0, sample) -= tmp(sample_id, instance_id);
}
}
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::AssignNoiseContrastiveEstimation(const CPUMatrix<ElemType>& a,
const CPUMatrix<ElemType>& b, const CPUMatrix<ElemType>& bias, CPUMatrix<ElemType>& tmp, CPUMatrix<ElemType>& c)
//this: samples+probs
// a: hidden
// b: embedding
// tmp: softmax
// c: loglikelihood
{
double log_likelihood = 0.0;
size_t sample_size = this->GetNumRows() / 2;
size_t batch_size = this->GetNumCols();
size_t num_noise_samples = sample_size - 1;
double log_num_noise_samples = std::log(num_noise_samples);
#pragma omp parallel for reduction(+:log_likelihood)
for (int instance_id = 0; instance_id < batch_size; instance_id++)
for (int sample_id = 0; sample_id < sample_size; sample_id++)
{
int sample = (int)(*this)(2 * sample_id, instance_id);
double score = bias(0, sample);
for (int dim = 0; dim < b.GetNumRows(); dim++)
score += a(dim, instance_id)* b(dim, sample);
double sample_prob = -(*this)(2 * sample_id + 1, instance_id);
if (sample_id == 0)
sample_prob = -sample_prob;
double score_noise = log_num_noise_samples + sample_prob;
double z = LogAdd(score, score_noise);
double logprob = score - z;
double logprob_noise = score_noise - z;
tmp(sample_id, instance_id) = (ElemType)-std::exp(logprob);
if (sample_id == 0)
tmp(sample_id, instance_id) += 1;
log_likelihood += sample_id == 0 ? logprob : logprob_noise;
}
c(0, 0) = (ElemType)-log_likelihood;
}
/// <summary>Matrix-matrix multiply with col-major matrices (a and b may be transposed): c = op(a) * op(b)</summary>
/// <param name="a">Input matrix</param>
/// <param name="transposeA">Whether matrix a is transposed</param>
/// <param name="b">Input matrix</param>
/// <param name="transposeB">Whether matrix b is transposed</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::Multiply(const CPUMatrix<ElemType>& a, const bool transposeA, const CPUMatrix<ElemType>& b, const bool transposeB,
CPUMatrix<ElemType>& c)
{
return CPUMatrix<ElemType>::MultiplyAndWeightedAdd(1.0, a, transposeA, b, transposeB, 0.0, c);
}
/// <summary>Matrix-matrix multiply with col-major matrices (a and b are not transposed): c = a * b</summary>
/// <param name="a">Input matrix</param>
/// <param name="b">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::Multiply(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
return CPUMatrix<ElemType>::MultiplyAndWeightedAdd(1.0, a, false, b, false, 0.0, c);
}
/// <summary>Matrix-scalar multiply with col-major matrices: c = alpha * a + c</summary>
/// if a is a column vector, add to all columns of c
/// if a is a row vector, add to all rows of c
/// if a is a scalar, add to all rows of c
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::ScaleAndAdd(ElemType alpha, const CPUMatrix<ElemType>& a, CPUMatrix<ElemType>& c)
{
if (a.IsEmpty() || c.IsEmpty())
LogicError("ScaleAndAdd: one of the input matrices is empty.");
if (a.GetNumRows() != 1 && a.GetNumCols() != 1) // a is not a col or row vector
{
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int len = m * n;
const int incx = 1;
const int incy = 1;
assert (m>0 && n>0 && len>0); //converting from size_t to int may cause overflow
assert ((int)c.GetNumRows() == m && (int)c.GetNumCols() == n);
if ((int)c.GetNumRows() != m || (int)c.GetNumCols() != n)
InvalidArgument("Dimension of matrix c does not match dimension of matrix a.");
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
daxpy(len, alpha, reinterpret_cast <double*>(a.m_pArray), incx, reinterpret_cast <double*>(c.m_pArray), incy);
#else
cblas_daxpy(len, alpha, reinterpret_cast <double*>(a.m_pArray), incx, reinterpret_cast <double*>(c.m_pArray), incy);
#endif
}
else
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
saxpy(len, alpha, reinterpret_cast <float*>(a.m_pArray), incx, reinterpret_cast <float*>(c.m_pArray), incy);
#else
cblas_saxpy(len, alpha, reinterpret_cast <float*>(a.m_pArray), incx, reinterpret_cast <float*>(c.m_pArray), incy);
#endif
}
}
else if (a.GetNumElements() == 1) //scalar, add to all elements
{
ElemType v = alpha*a(0,0);
long m=(long)c.GetNumRows(), n=(long)c.GetNumCols();
#pragma omp parallel for
for (long j=0; j<n; j++)
{
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
c(i,j) += v;
c(i+1,j) += v;
c(i+2,j) += v;
c(i+3,j) += v;
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
c(i,j) += v;
}
}
}
else if (a.GetNumCols() == 1) //col vector, add it to all columns
{
int m = (int)c.GetNumRows();
assert (m == (int)a.GetNumRows());
if (m != (int)a.GetNumRows())
InvalidArgument("To add column vector, rows should match.");
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_column(j,c)
{
#ifndef USE_MKL
daxpy(m, alpha, reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(c.m_pArray+c.LocateColumn(j)), 1);
#else
cblas_daxpy (m, alpha, reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(c.m_pArray+c.LocateColumn(j)), 1);
#endif
}
}
else
{
#pragma omp parallel for
foreach_column(j,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
saxpy(m, alpha, reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(c.m_pArray+c.LocateColumn(j)), 1);
#else
cblas_saxpy (m, alpha, reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(c.m_pArray+c.LocateColumn(j)), 1);
#endif
}
}
}
else //row vector, add it to all rows
{
int m = (int)c.GetNumRows();
int n = (int)c.GetNumCols();
assert (n == (int)a.GetNumCols());
if (n != (int)a.GetNumCols())
InvalidArgument("To add row vector, cols should match.");
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_row(i,c)
{
#ifndef USE_MKL
daxpy(n, alpha, reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(c.m_pArray+i), m);
#else
cblas_daxpy (n, alpha, reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(c.m_pArray+i), m);
#endif
}
}
else
{
#pragma omp parallel for
foreach_row(i,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
saxpy(n, alpha, reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(c.m_pArray+i), m);
#else
cblas_saxpy (n, alpha, reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(c.m_pArray+i), m);
#endif
}
}
}
}
/// <summary>c += alpha * (a-b)</summary>
/// if a, b, c must have same dim
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
/// <param name="b">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::AddScaledDifference(const ElemType alpha, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
assert(a.GetNumRows() == b.GetNumRows() && a.GetNumRows() == c.GetNumRows() &&
a.GetNumCols() == b.GetNumCols() && a.GetNumCols() == c.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumRows() == c.GetNumRows() &&
a.GetNumCols() == b.GetNumCols() && a.GetNumCols() == c.GetNumCols()))
{
InvalidArgument("AddScaledDifference: a, b, and c must have same dimension.");
}
if (a.IsEmpty())
LogicError("AddScaledDifference: Input matrix a is empty.");
long m=(long)c.GetNumElements();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
c.m_pArray[i] += alpha * (a.m_pArray[i]-b.m_pArray[i]);
c.m_pArray[i+1] += alpha * (a.m_pArray[i+1]-b.m_pArray[i+1]);
c.m_pArray[i+2] += alpha * (a.m_pArray[i+2]-b.m_pArray[i+2]);
c.m_pArray[i+3] += alpha * (a.m_pArray[i+3]-b.m_pArray[i+3]);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
c.m_pArray[i] += alpha * (a.m_pArray[i]-b.m_pArray[i]);
}
}
/// <summary> c = alpha * (a-b)</summary>
/// if a, b, c must have same dim
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
/// <param name="b">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::AssignScaledDifference(const ElemType alpha, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
assert(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols() );
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
{
InvalidArgument("AssignScaledDifference: a, b must have same dimension.");
}
if (a.IsEmpty())
LogicError("AssignScaledDifference: Input matrix a is empty.");
if (&c != &a && &c != &b)
c.Resize(a.GetNumRows(), a.GetNumCols());
long m=(long)c.GetNumElements();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(m & ~3); i+=4)
{
c.m_pArray[i] = alpha * (a.m_pArray[i]-b.m_pArray[i]);
c.m_pArray[i+1] = alpha * (a.m_pArray[i+1]-b.m_pArray[i+1]);
c.m_pArray[i+2] = alpha * (a.m_pArray[i+2]-b.m_pArray[i+2]);
c.m_pArray[i+3] = alpha * (a.m_pArray[i+3]-b.m_pArray[i+3]);
}
//handle remaining stuffs
for (long i=m & ~3; i<m; i++)
{
c.m_pArray[i] = alpha * (a.m_pArray[i]-b.m_pArray[i]);
}
}
//c[ci,cj] += a[ai,aj]
template<class ElemType>
void CPUMatrix<ElemType>::AddElementToElement(const CPUMatrix<ElemType>& a, const size_t ai, const size_t aj, CPUMatrix<ElemType>& c, const size_t ci, const size_t cj)
{
if (ai >= a.GetNumRows() || aj >=a.GetNumCols() ||
ci >= c.GetNumRows() || cj >=c.GetNumCols())
InvalidArgument("AddElementToElement: index out of range.");
c(ci, cj) += a(ai, aj);
}
////c[ci,cj] += a[ai,aj]
//template<class ElemType>
//void CPUMatrix<ElemType>::AddLogElementToElement(const CPUMatrix<ElemType>& a, const size_t ai, const size_t aj, CPUMatrix<ElemType>& c, const size_t ci, const size_t cj)
//{
// if (ai >= a.GetNumRows() || aj >=a.GetNumCols() ||
// ci >= c.GetNumRows() || cj >=c.GetNumCols())
// InvalidArgument("AddElementToElement: index out of range.");
//
// ElemType v = a(ai,aj);
// c(ci, cj) += ((v < EPS_IN_LOG) ? LOG_OF_EPS_IN_LOG : log(v));
//}
//c[ci,cj] = a[ai,aj]
template<class ElemType>
void CPUMatrix<ElemType>::AssignElementToElement(const CPUMatrix<ElemType>& a, const size_t ai, const size_t aj, CPUMatrix<ElemType>& c, const size_t ci, const size_t cj)
{
if (ai >= a.GetNumRows() || aj >=a.GetNumCols() ||
ci >= c.GetNumRows() || cj >=c.GetNumCols())
InvalidArgument("AssignElementToElement: index out of range.");
c(ci, cj) = a(ai, aj);
}
/// <summary>c += alpha * (a-b)</summary>
/// if a, b, c must have same dim
/// <param name="alpha">1X1 matrix</param>
/// <param name="a">Input matrix</param>
/// <param name="b">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::AddScaledDifference(const CPUMatrix<ElemType>& alpha, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
assert(alpha.GetNumElements() == 1);
if (!(alpha.GetNumElements() == 1))
InvalidArgument("AddScaledDifference: alpha must be a 1X1 matrix.");
AddScaledDifference(alpha(0,0), a, b, c);
}
/// <summary> c = alpha * (a-b)</summary>
/// if a, b, c must have same dim
/// <param name="alpha">1X1 matrix</param>
/// <param name="a">Input matrix</param>
/// <param name="b">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::AssignScaledDifference(const CPUMatrix<ElemType>& alpha, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
assert(alpha.GetNumElements() == 1);
if (!(alpha.GetNumElements() == 1))
InvalidArgument("AddScaledDifference: alpha must be a 1X1 matrix.");
AssignScaledDifference(alpha(0,0), a, b, c);
}
/// <summary>Matrix-scalar multiply with col-major matrices: c = alpha * a</summary>
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
/// <param name="c">Resulting matrix, user is responsible for allocating this</param>
template<class ElemType>
void CPUMatrix<ElemType>::Scale(ElemType alpha, const CPUMatrix<ElemType>& a, CPUMatrix<ElemType>& c)
{
if (a.IsEmpty())
LogicError("Scale: Input matrix a is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
assert (m>0 && n>0); //converting from size_t to int may cause overflow
c.Resize(m,n);
long size=(long)c.GetNumElements();
#pragma omp parallel for
//four-way unrolling
for (long i=0; i<(size & ~3); i+=4)
{
c.m_pArray[i] = alpha * a.m_pArray[i];
c.m_pArray[i+1] = alpha * a.m_pArray[i+1];
c.m_pArray[i+2] = alpha * a.m_pArray[i+2];
c.m_pArray[i+3] = alpha * a.m_pArray[i+3];
}
//handle remaining stuffs
for (long i=size & ~3; i<size; i++)
{
c.m_pArray[i] = alpha * a.m_pArray[i];
}
}
/// <summary>Matrix-scalar multiply with col-major matrices: a = alpha * a</summary>
/// <param name="alpha">Scalar</param>
/// <param name="a">Input matrix</param>
template<class ElemType>
void CPUMatrix<ElemType>::Scale(ElemType alpha, CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("Scale: Input matrix a is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int len = m * n;
const int incx = 1;
assert (m>0 && n>0 && len>0); //converting from size_t to int may cause overflow
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
dscal(len, alpha, reinterpret_cast <double*>(a.m_pArray), incx);
#else
cblas_dscal(len, alpha, reinterpret_cast <double*>(a.m_pArray), incx);
#endif
}
else
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
sscal(len, alpha, reinterpret_cast <float*>(a.m_pArray), incx);
#else
cblas_sscal (len, alpha, reinterpret_cast <float*>(a.m_pArray), incx);
#endif
}
}
/// <summary>Matrix multiply with col-major matrices: a = alpha[1,1] * a</summary>
/// <param name="alpha">1x1 matrix</param>
/// <param name="a">Input matrix</param>
template<class ElemType>
void CPUMatrix<ElemType>::Scale(CPUMatrix<ElemType> alpha, CPUMatrix<ElemType>& a)
{
if (a.IsEmpty())
LogicError("Scale: Input matrix a is empty.");
if (alpha.GetNumElements()!=1)
LogicError("Matrix alpha must be 1x1");
CPUMatrix<ElemType>::Scale(alpha(0,0),a);
}
template<class ElemType>
void CPUMatrix<ElemType>::InnerProduct (const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c, const bool isColWise)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("InnerProduct: one of the input matrices is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int k = (int)b.GetNumRows();
const int l = (int)b.GetNumCols();
assert (m>0 && n>0 && k>0 && l>0); //converting from size_t to int may cause overflow
assert (m==k && n==l); //converting from size_t to int may cause overflow
if (m!=k || n!=l)
InvalidArgument("InnerProduct: Matrices a and b should have same dimension.");
if ((isColWise && m == 1) || !isColWise && n == 1) //in this case it's equivalent to element-wise product
{
c.AssignElementProductOf(a, b);
}
else if (isColWise) //col-wise
{
c.Resize(1,n);
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_column(j,c)
{
#ifndef USE_MKL
c(0,j) = (ElemType)ddot(m, reinterpret_cast <double*>(a.m_pArray+a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray+b.LocateColumn(j)), 1);
#else
c(0,j) = (ElemType)cblas_ddot(m, reinterpret_cast <double*>(a.m_pArray+a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray+b.LocateColumn(j)), 1);
#endif
}
}
else
{
#pragma omp parallel for
foreach_column(j,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(0,j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray+a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray+b.LocateColumn(j)), 1);
#else
c(0,j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray+a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray+b.LocateColumn(j)), 1);
#endif
}
}
}
else
{
c.Resize(m, 1);
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_row(i,c)
{
#ifndef USE_MKL
c(i,0) = ddot(n, reinterpret_cast <double*>(a.m_pArray+i), m, reinterpret_cast <double*>(b.m_pArray+i), m);
#else
c(i,0) = cblas_ddot (n, reinterpret_cast <double*>(a.m_pArray+i), m, reinterpret_cast <double*>(b.m_pArray+i), m);
#endif
}
}
else
{
#pragma omp parallel for
foreach_row(i,c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(i,0) = sdot(n, reinterpret_cast <float*>(a.m_pArray+i), m, reinterpret_cast <float*>(b.m_pArray+i), m);
#else
c(i,0) = cblas_sdot (n, reinterpret_cast <float*>(a.m_pArray+i), m, reinterpret_cast <float*>(b.m_pArray+i), m);
#endif
}
}
}
}
// treat matrices as vectors. do vec(a)^T vec(b)
template<class ElemType>
ElemType CPUMatrix<ElemType>::InnerProductOfMatrices(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("InnerProductOfMatrices: one of the input matrices is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int k = (int)b.GetNumRows();
const int l = (int)b.GetNumCols();
assert (m>0 && n>0 && k>0 && l>0); //converting from size_t to int may cause overflow
assert (m==k && n==l); //converting from size_t to int may cause overflow
if (m!=k || n!=l)
InvalidArgument("InnerProductOfMatrices: Matrices a and b should have same dimension.");
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
return (ElemType)ddot((int)a.GetNumElements(), reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(b.m_pArray), 1);
#else
return (ElemType)cblas_ddot ((int)a.GetNumElements(), reinterpret_cast <double*>(a.m_pArray), 1, reinterpret_cast <double*>(b.m_pArray), 1);
#endif
}
else
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
return (ElemType)sdot((int)a.GetNumElements(), reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(b.m_pArray), 1);
#else
return (ElemType)cblas_sdot ((int)a.GetNumElements(), reinterpret_cast <float*>(a.m_pArray), 1, reinterpret_cast <float*>(b.m_pArray), 1);
#endif
}
}
template<class ElemType>
void CPUMatrix<ElemType>::ElementWisePower (ElemType alpha, const CPUMatrix<ElemType>& a, CPUMatrix<ElemType>& c)
{
if (a.IsEmpty())
LogicError("Scale: The input matrix a is empty.");
c.Resize(a.GetNumRows(), a.GetNumCols());
if (alpha == 2)
{
#pragma omp parallel for
foreach_coord(i,j,c)
{
c(i,j) = a(i,j) * a(i,j);
}
}
else if (alpha == 3)
{
#pragma omp parallel for
foreach_coord(i,j,c)
{
c(i,j) = a(i,j) * a(i,j) * a(i,j);
}
}
else
{
#pragma omp parallel for
foreach_coord(i,j,c)
{
c(i,j) = pow(a(i,j), alpha);
}
}
}
template<class ElemType>
bool CPUMatrix<ElemType>::AreEqual(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, const ElemType threshold /*= 1e-8*/)
{
if (a.GetNumRows() != b.GetNumRows() || a.GetNumCols() != b.GetNumCols())
return false;
bool result=true;
#pragma omp parallel for
foreach_coord(i, j, a)
{
if (abs(a(i,j)-b(i,j)) > threshold)
{
result = false;
break;
}
}
return result;
}
// see Matrix<ElemType>::TensorShuffleScaleAndAdd() for comments
template<class ElemType>
void CPUMatrix<ElemType>::TensorShuffleScaleAndAdd(ElemType keepWeight, const CPUMatrix<ElemType>& a, size_t D, size_t S, size_t M, size_t K, size_t T, ElemType scaleFactor, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c)
{
size_t N = D * S * M * K * T;
const ElemType * pa = a.m_pArray;
const ElemType * pb = b.m_pArray;
ElemType * pc = c.m_pArray;
// Note: This code is written to match a GPU implementation. It is not super-efficient on the CPU.
for (size_t na = 0; na < N; na++) // loop over all elements
{
// recover the 5 indices from the loop counter
size_t d = na % D;
size_t s = (na / D ) % S;
size_t m = (na / D / S ) % M;
size_t k = (na / D / S / M ) % K;
size_t t = (na / D / S / M / K) % T;
// compute index for the a and b/c tensors
assert(na== (((t * K + k) * M + m) * S + s) * D + d); // input tensor of dimension (D x S x M x K x T)
size_t nb = (((t * S + s) * M + m) * K + k) * D + d; // output tensor of dimension (D x K x M x S x T): k/K and s/S swapped
assert(nb < N);
// perform the computation
ElemType cval = keepWeight ? keepWeight * pb[nb] : 0; // if weight is 0 then don't bother to read memory (efficiency) or to multiply (NaN-safe)
cval += scaleFactor * pa[na];
pc[nb] = cval;
}
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::Ones(const size_t rows, const size_t cols)
{
CPUMatrix<ElemType> c(rows, cols); //will initialize to 0
c.SetValue(1);
return c;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::Zeros(const size_t rows, const size_t cols)
{
CPUMatrix<ElemType> c(rows, cols); //will initialize to 0
c.SetValue(0);
return c;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::Eye(const size_t rows)
{
CPUMatrix<ElemType> c(rows, rows); //will initialize to 0
c.SetDiagonalValue(1);
return c;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::RandomUniform(const size_t rows, const size_t cols, const ElemType low, const ElemType high, unsigned long seed)
{
CPUMatrix<ElemType> c(rows, cols); //will initialize to 0
c.SetUniformRandomValue(low, high, seed);
return c;
}
template<class ElemType>
CPUMatrix<ElemType> CPUMatrix<ElemType>::RandomGaussian(const size_t rows, const size_t cols, const ElemType mean, const ElemType sigma, unsigned long seed)
{
CPUMatrix<ElemType> c(rows, cols); //will initialize to 0
c.SetGaussianRandomValue(mean, sigma, seed);
return c;
}
template<class ElemType>
bool CPUMatrix<ElemType>::HasElement(const CPUMatrix<ElemType>& mat, const ElemType v)
{
bool bHas = false;
bool isvFinite = std::isfinite(v);
#pragma omp parallel for
for (long j = 0; j < mat.GetNumElements(); j++)
{
#pragma omp flush(bHas)
if (!bHas)
{
ElemType cur = mat.m_pArray[j];
if (isvFinite && std::isfinite(cur))
{
if (cur == v)
bHas = true;
}
else if (std::isnan(v) && std::isnan(cur))
bHas = true;
else if (std::isinf(v) && std::isinf(cur) && std::signbit(v) == std::signbit(cur))
bHas = true;
}
}
return bHas;
}
// CPUMatrix<ElemType>& AssignElementProductOfWithShiftNeg(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, size_t shift, size_t negnumber);
//[this]=a .* b
// here, a and b must be two row vectors of the same size, i.e. [1,m]
// the inputs are two rwo vectors
// the output is a matrix of size(neg+1, col)
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementProductOfWithShiftNeg(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, size_t shift, size_t negnumber)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AssignElementProductOfWithShiftNeg: Matrix is empty.");
assert(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
InvalidArgument("AssignElementProductOfWithShiftNeg: The input matrix dimensions do not match.");
if (a.GetNumRows() != 1)
InvalidArgument("AssignElementProductOfWithShiftNeg: The input matrix must be a row vector.");
auto& us = *this;
if (this != &a)
{
Resize(negnumber + 1, a.GetNumCols());
// Resize(a.GetNumRows(), a.GetNumCols());
}
long m = (long)GetNumRows(), n = (long)GetNumCols(); // a and b are of size (1,n)
//#pragma omp parallel for
for (long j = 0; j < n; j++)
{
us(0, j) = a(0, j) * b(0, j);
}
for (long j = 0; j<n; j++)
{
for (long i = 1; i < m; i++)
{
us(i, j) = a(0, j) * b(0, (j + shift + i - 1) % n);
}
}
return *this;
}
template<class ElemType>
void CPUMatrix<ElemType>::InnerProductWithShiftNeg(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c, const bool isColWise, size_t shift, size_t negnumber)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("InnerProduct: one of the input matrices is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int k = (int)b.GetNumRows();
const int l = (int)b.GetNumCols();
assert(m>0 && n>0 && k>0 && l>0); //converting from size_t to int may cause overflow
assert(m == k && n == l); //converting from size_t to int may cause overflow
if (m != k || n != l)
InvalidArgument("InnerProduct: Matrices a and b should have same dimension.");
if ((isColWise && m == 1) || !isColWise && n == 1) //in this case it's equivalent to element-wise product
{
InvalidArgument("InnerProduct: Both matrices should be normal ones, not vectors");
// c.AssignElementProductOf(a, b);
}
else if (isColWise) //col-wise
{
c.Resize(negnumber + 1, n); // this line ischanged
if (sizeof(ElemType) == sizeof(double))
{
for (long j = 0; j < n; j++)
{
#ifndef USE_MKL
c(0, j) = (ElemType)ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn(j)), 1);
#else
c(0, j) = (ElemType)cblas_ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn(j)), 1);
#endif
}
for (long j = 0; j < n; j++)
{
for (long i = 1; i < negnumber + 1; i++)
{
#ifndef USE_MKL
c(i, j) = (ElemType)ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#else
c(i, j) = (ElemType)cblas_ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#endif
}
}
}
else
{
for (long j = 0; j < n; j++)
{
#ifndef USE_MKL
c(0, j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#else
c(0, j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#endif
}
for (long j = 0; j < n; j++)
{
for (long i = 1; i < negnumber + 1; i++)
{
#ifndef USE_MKL
c(i, j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#else
c(i, j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#endif
}
}
}
}
else
{
InvalidArgument("InnerProduct: Rowwise is not supported yet");
c.Resize(m, 1);
if (sizeof(ElemType) == sizeof(double))
{
#pragma omp parallel for
foreach_row(i, c)
{
#ifndef USE_MKL
c(i, 0) = (ElemType)ddot(n, reinterpret_cast <double*>(a.m_pArray + i), m, reinterpret_cast <double*>(b.m_pArray + i), m);
#else
c(i, 0) = (ElemType)cblas_ddot(n, reinterpret_cast <double*>(a.m_pArray + i), m, reinterpret_cast <double*>(b.m_pArray + i), m);
#endif
}
}
else
{
#pragma omp parallel for
foreach_row(i, c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(i, 0) = sdot(n, reinterpret_cast <float*>(a.m_pArray + i), m, reinterpret_cast <float*>(b.m_pArray + i), m);
#else
c(i, 0) = cblas_sdot(n, reinterpret_cast <float*>(a.m_pArray + i), m, reinterpret_cast <float*>(b.m_pArray + i), m);
#endif
}
}
}
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::GetARowByIndex(const CPUMatrix<ElemType>& a, size_t index)
{
if (a.IsEmpty())
LogicError("GetARowByIndex: the input matrices is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
if (index <0 || index >= m)
LogicError("GetARowByIndex: the row index is out of range.");
assert(m>0 && n>0); //converting from size_t to int may cause overflow
auto& us = *this;
this->Resize(1, n);
for (long j = 0; j < n; j++)
{
us(0, j) = a(index, j);
}
return *this;
}
// input: a, a row vector
// input: b, a matrix. b.col == a.col
// input firstmatrixfixed: If true, keep a's order. Otherwise, keep b's order
// output: c, a matrix. c.size == b.size
/*
Example, a = [a1 a2 a3]
b = [b11 b12 b13;
b21 b22 b23 ]
if true:
shift = 1
then c = [a1*b12 a2*b13 a3*b11
a1*b22 a2*b23 a3*b21]
if shift = 2
then c = [ a1*b13 a2*b11 a3*b12
a1*b23 a2*b21 a3*b22]
i.e. we do column-wise shift
if false:
shift = 1
then c = [a2*b11 a3*b12 a1*b13
a2*b21 a3*b22 a1*b23]
shift = 2
then c = [ a3*b11 a1*b12 a2*b13
a3*b21 a1*b22 a2*b23]
*/
template<class ElemType>
void CPUMatrix<ElemType>::ConductRowElementMultiplyWithShift(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, CPUMatrix<ElemType>& c, size_t shift, bool bFirstmatrixfixed)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("InnerProduct: one of the input matrices is empty.");
const int m = (int)a.GetNumRows();
const int n = (int)a.GetNumCols();
const int k = (int)b.GetNumRows();
const int l = (int)b.GetNumCols();
assert(m>0 && n>0 && k>0 && l>0); //converting from size_t to int may cause overflow
assert(m == 1 && n == l); //converting from size_t to int may cause overflow
if (m != 1 || n != l)
InvalidArgument("InnerProduct: Matrices a and b should have same dimension.");
c.Resize(k, l); // c must the the same size of b
if (bFirstmatrixfixed)
{
for (long j = 0; j < l; j++)
{
for (long i = 0; i < k; i++)
{
c(i, j) = a(0, j) * b(i, (j + shift) % l);
}
}
}
else
{
for (long j = 0; j < l; j++)
{
for (long i = 0; i < k; i++)
{
c(i, j) = a(0, (j + shift) % l) * b(i, j);
}
}
}
}
// CPUMatrix<ElemType>& AssignElementProductOfWithShift(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, size_t shift);
//[this]=a .* b
// here, a and b must be two row vectors of the same size, i.e. [1,m]. We will do element product with shift.
// inputs are 2 row vectors
// output is a row vector
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignElementProductOfWithShift(const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, size_t shift)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AssignElementProductOfWithShiftNeg: Matrix is empty.");
assert(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols());
if (!(a.GetNumRows() == b.GetNumRows() && a.GetNumCols() == b.GetNumCols()))
InvalidArgument("AssignElementProductOfWithShiftNeg: The input matrix dimensions do not match.");
if (a.GetNumRows() != 1)
InvalidArgument("AssignElementProductOfWithShiftNeg: The input matrix must be a row vector.");
auto& us = *this;
if (this != &a)
{
Resize(1, a.GetNumCols());
// Resize(a.GetNumRows(), a.GetNumCols());
}
//long m = (long)GetNumRows(), n = (long)GetNumCols(); // a and b are of size (1,n)
long n = (long)GetNumCols(); // a and b are of size (1,n)
#pragma omp parallel for
for (long j = 0; j<n; j++)
{
us(0, j) = a(0, j) * b(0, (j + shift) % n);
}
return *this;
}
#pragma endregion Static BLAS Functions
// 'double' version of LogAdd
double LogAddD(double x, double y) { return LogAdd(x, y); }
template<class ElemType>
ElemType CPUMatrix<ElemType>::LogAddSumOfElements() const
{
ElemType fAlpha = (ElemType)LZERO;
for (int k = 0; k < GetNumElements(); k++)
fAlpha = (ElemType) LogAddD(fAlpha, m_pArray[k]);
return fAlpha;
}
template<class ElemType>
void CPUMatrix<ElemType>::RCRFBackwardCompute(const CPUMatrix<ElemType>& alpha, CPUMatrix<ElemType>& beta,
const CPUMatrix<ElemType>& lbls,
const CPUMatrix<ElemType>& pair_scores)
{
int iNumPos = (int)lbls.GetNumCols();
int iNumLab = (int)lbls.GetNumRows();
int lastLbl = -1;
for (int ik = 0; ik < lbls.GetNumRows(); ik++)
if (lbls(ik, iNumPos - 1) != 0){
lastLbl = ik; break;
}
beta.Resize(iNumLab, iNumPos);
for (int t = iNumPos - 1; t >= 0; t--)
{
#pragma omp parallel for
for (int k = 0; k < iNumLab; k++)
{
_rcrfBackwardCompute(t, k, alpha, beta, pair_scores);
}
}
};
/// the kernel function for RCRF backward computation
template<class ElemType>
void CPUMatrix<ElemType>::_rcrfBackwardCompute(size_t t, size_t k, const CPUMatrix<ElemType>& alpha,
CPUMatrix<ElemType>& beta,
const CPUMatrix<ElemType>& pair_scores)
{
size_t iNumLab = alpha.GetNumRows();
size_t iNumPos = alpha.GetNumCols();
ElemType fSum;
ElemType fTmp = (ElemType)LZERO;
if (t == iNumPos - 1)
{
fSum = (ElemType)LZERO;
for (int j = 0; j < iNumLab; j++)
{
fSum = (ElemType)LogAddD(fSum, alpha(j, t));
}
fTmp = alpha(k, t) - fSum;
beta(k, t) = fTmp;
}
else
{
for (int j = 0; j < iNumLab; j++)
{
fSum = (ElemType)LZERO;
for (int m = 0; m < iNumLab; m++)
{
fSum = (ElemType)LogAddD(fSum, alpha(m, t) + pair_scores(j, m));
}
fTmp = (ElemType)LogAddD(fTmp, beta(j, t + 1) + alpha(k, t) + pair_scores(j, k) - fSum);
}
beta(k, t) = fTmp;
}
}
template<class ElemType>
void CPUMatrix<ElemType>::RCRFTransGrdCompute(const CPUMatrix<ElemType>& lbls,
const CPUMatrix<ElemType>& alpha,
const CPUMatrix<ElemType>& beta,
const CPUMatrix<ElemType>& pair_scores,
CPUMatrix<ElemType>& grd)
{
int iNumPos = (int)alpha.GetNumCols();
int iNumLab = (int)alpha.GetNumRows();
int firstLbl = -1;
for (int ik = 0; ik < lbls.GetNumRows(); ik++)
if (lbls(ik, 0) != 0){
firstLbl = ik; break;
}
for (size_t tPos = 0; tPos < iNumPos; tPos++)
{
CPUMatrix<ElemType> b = beta.ColumnSlice(tPos, 1);
CPUMatrix<ElemType> a;
if (tPos > 0)
a = alpha.ColumnSlice(tPos - 1, 1);
#pragma omp parallel for
for (int i = 0; i < iNumLab; i++){
_rcrfTransGrdCompute(i, lbls, alpha, beta, pair_scores, grd, tPos);
}
/// transition score
int i = -1;
if (tPos == 0) i = firstLbl;
else {
for (int ik = 0; ik < lbls.GetNumRows(); ik++)
if (lbls(ik, tPos - 1) != 0){
i = ik; break;
}
}
int j = -1;
for (int ik = 0; ik < lbls.GetNumRows(); ik++){
if (lbls(ik, tPos) != 0){
j = ik; break;
}
}
grd(j, i) -= 1.0;
}
};
template<class ElemType>
void CPUMatrix<ElemType>::_rcrfTransGrdCompute(size_t i,
const CPUMatrix<ElemType>& lbls,
const CPUMatrix<ElemType>& alpha,
const CPUMatrix<ElemType>& beta,
const CPUMatrix<ElemType>& pair_scores,
CPUMatrix<ElemType>& grd,
const size_t tPos /// position
)
{
int iNumLab = (int)alpha.GetNumRows();
int firstLbl = -1;
for (int ik = 0; ik < lbls.GetNumRows(); ik++)
if (lbls(ik, 0) != 0){
firstLbl = ik; break;
}
CPUMatrix<ElemType> b = beta.ColumnSlice(tPos, 1);
CPUMatrix<ElemType> a;
if (tPos > 0)
a = alpha.ColumnSlice(tPos - 1, 1);
{
ElemType fTmp = (ElemType)LZERO;
for (int j = 0; j < iNumLab; j++){
if (tPos == 0){
if (i == firstLbl){
fTmp = 0;
}
else{
fTmp = (ElemType)LZERO;
}
}
else{
fTmp = a(i, 0);
}
fTmp += pair_scores(j, i);
ElemType fSum = (ElemType)LZERO;
for (int k = 0; k < iNumLab; k++){
ElemType fTmp2;
if (tPos == 0){
if (k == firstLbl){
fTmp2 = 0;
}
else{
fTmp2 = (ElemType)LZERO;
}
}
else{
fTmp2 = a(k, 0);
}
fSum = (ElemType)LogAddD(fSum, fTmp2 + pair_scores(j, k));
}
fTmp -= fSum;
fTmp += b(j, 0);
grd(j, i) += exp(fTmp);
}
}
};
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::DropFrame(const CPUMatrix<ElemType>& label, const CPUMatrix<ElemType>& gamma, const ElemType & threshhold)
{
auto& us = *this;
if (us.GetNumCols() != gamma.GetNumCols() || us.GetNumRows() != gamma.GetNumRows())
LogicError("DropFrame: target matrix is not in the same size as gamm matrix.");
#pragma omp parallel for
foreach_column(j, label)
{
bool dropframe = false;
foreach_row(i, label)
{
if (fabs(label(i, j) - 1.0f) < 0.1)
{
if (gamma(i, j) < threshhold)
dropframe = true;
break;
}
}
foreach_row(i, label)
{
us(i, j) = 0.0f;
}
}
return *this;
}
template<class ElemType>
CPUMatrix<ElemType>& CPUMatrix<ElemType>::AssignSequenceError(const ElemType hsmoothingWeight, const CPUMatrix<ElemType>& label,
const CPUMatrix<ElemType>& dnnoutput, const CPUMatrix<ElemType>& gamma, ElemType alpha)
{
auto& us = *this;
foreach_coord(i, j, us)
us(i, j) += alpha * (label(i, j) - (1 - hsmoothingWeight)*dnnoutput(i, j) - hsmoothingWeight*gamma(i, j));
return *this;
}
// note: this function does not depend on the <ElemType> parameter
template<class ElemType>
int CPUMatrix<ElemType>::SetNumThreads(int numThreads)
{
if (numThreads == 0) //use default
return numThreads;
int mthreads = (int)std::thread::hardware_concurrency();
if (numThreads <= 0)
numThreads = max(1, mthreads + numThreads);
if (numThreads > mthreads)
numThreads = mthreads;
#ifdef _OPENMP
omp_set_num_threads(numThreads);
numThreads = omp_get_max_threads();
#ifndef USE_MKL
acmlsetnumthreads(numThreads);
#else
mkl_set_num_threads(numThreads);
#endif
#endif
return numThreads;
}
// =======================================================================
// TensorView support
// =======================================================================
// To save time, this makes extensive use of templates and macros.
// -----------------------------------------------------------------------
// function to compute the value for a given output location (perform reduction if needed)
// -----------------------------------------------------------------------
// perform loop over reduction index m
// This function is declared inside a wrapper struct to allow partial specialization (m = -1).
template<class ElemType, typename OPFN, size_t N, int m>
struct TensorOpReduction
{
// reduction case (non-reduction case is specialized)
static inline ElemType Loop(array<ElemType*, N> pointers, const OPFN & opfn,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, N> & reducingStrides)
{
array<ptrdiff_t, N - 1> strides; // N-1 because last one is the result pointer, which is unused in reduction
for (size_t i = 0; i < N - 1; i++) // N = a small constant, this will be unrolled
strides[i] = reducingStrides[i][(size_t)m];
double/*ElemType*/ aggregate = 0;
for (size_t dim = reducingOpDims[(size_t)m]; dim-- > 0;)
{
// need to descend into one loop deeper
aggregate += TensorOpReduction<ElemType, OPFN, N, m - 1>::Loop(pointers, opfn, reducingOpDims, reducingStrides);
// advance the pointers
for (size_t i = 0; i < N - 1; i++)
pointers[i] += strides[i]; // note: last pointer (result) is unused and untouched here
}
return (ElemType)aggregate;
}
};
// perform loop over reduction index m
// This is the specialized version for m = -1, which terminates the recursion.
template<class ElemType, typename OPFN, size_t N>
struct TensorOpReduction<ElemType, OPFN, N, -1>
{
static inline ElemType Loop(array<ElemType*, N> pointers, const OPFN & opfn,
const SmallVector<size_t> &, const array<SmallVector<ptrdiff_t>, N> &)
{
return opfn(pointers); // finally we are doing some work!!!
}
};
// -----------------------------------------------------------------------
// perform loop over regular index k for N-nary operations (N counting the output)
// -----------------------------------------------------------------------
// perform loop over regular index k and reducing index m for N operands (counting the output)
template<class ElemType, typename OPFN, size_t N, bool vectorizable, int m, int k>
struct TensorOpIteration
{
static inline void Loop(ElemType beta, array<ElemType*, N> pointers, ElemType alpha, const OPFN & opfn,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, N> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, N> & reducingStrides)
{
// non-scalar case: still nested result loops left
array<ptrdiff_t, N> strides;
for (size_t i = 0; i < N; i++) // N = a small constant, this will be unrolled
strides[i] = regularStrides[i][(size_t)k];
for (size_t dim = regularOpDims[(size_t)k]; dim--> 0;)
{
// need to descend into one loop deeper
TensorOpIteration<ElemType, OPFN, N, vectorizable, m, k - 1>::Loop(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
// advance the pointers
for (size_t i = 0; i < N; i++)
pointers[i] += strides[i];
}
}
};
// Special version for innermost loop with strides all being 1 and no further reduction. Compiler can use SSE.
// This is a very common case, e.g. adding vectors or computing the Sigmoid.
template<class ElemType, typename OPFN>
struct TensorOpIteration<ElemType, OPFN, 3, true/*vectorizable*/, -1/*no reduction*/, 0/*innermost loop*/>
{
static inline void Loop(ElemType beta, array<ElemType*, 3> pointers, ElemType alpha, const OPFN & opfn,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, 3> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, 3> & reducingStrides)
{
ElemType* pa = pointers[0];
ElemType* pb = pointers[1];
ElemType* pc = pointers[2];
size_t K = regularOpDims[0];
// special-case beta and alpha to allow the compiler to short-circuit it
if (beta != 0)
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 3, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(beta, array<ElemType*, 3> { pa + k, pb + k, pc + k }, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
else if (alpha != 1)
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 3, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(0, array<ElemType*, 3> { pa + k, pb + k, pc + k }, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
else
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 3, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(0, array<ElemType*, 3> { pa + k, pb + k, pc + k }, 1, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
// TODO: According to Amit, the VS compiler is not able to vectorize into lambdas. Solution: change the lambda to take an N, or to implement the loop inside (with 1 element by default).
// TODO: The signedness of k (required for omp) causes an extra sign-extend.
// TODO: OMP adds LOTS of overhead. Do we need a guard, a min size when to use it?
}
};
// and unary
template<class ElemType, typename OPFN>
struct TensorOpIteration<ElemType, OPFN, 2, true/*vectorizable*/, -1/*no reduction*/, 0/*innermost loop*/>
{
static inline void Loop(ElemType beta, array<ElemType*, 2> pointers, ElemType alpha, const OPFN & opfn,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, 2> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, 2> & reducingStrides)
{
ElemType* pa = pointers[0];
ElemType* pb = pointers[1];
size_t K = regularOpDims[0];
// special-case beta and alpha to allow the compiler to short-circuit it
if (beta != 0)
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 2, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(beta, array<ElemType*, 2> { pa + k, pb + k }, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
else if (alpha != 1)
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 2, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(0, array<ElemType*, 2> { pa + k, pb + k }, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
else
#pragma omp parallel for
for (int k = 0; k < (int)K; k++)
TensorOpIteration<ElemType, OPFN, 2, true/*vectorizable*/, -1/*no reduction*/, -1/*scalar*/>::Loop(0, array<ElemType*, 2> { pa + k, pb + k }, 1, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
}
};
template<class ElemType, typename OPFN, size_t N, bool vectorizable, int m>
struct TensorOpIteration<ElemType, OPFN, N, vectorizable, m, -1>
{
static inline void Loop(ElemType beta, array<ElemType*, N> pointers, ElemType alpha, const OPFN & opfn,
const SmallVector<size_t> &, const array<SmallVector<ptrdiff_t>, N> &,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, N> & reducingStrides)
{
// we are at element level for the result: perform the op (there may still be reduction)
ElemType val = TensorOpReduction<ElemType, OPFN, N, m>::Loop(pointers, opfn, reducingOpDims, reducingStrides);
// scale
val *= alpha;
// combine with previous value in target matrix, then write it out
auto * pout = pointers.back();
if (beta != 0)
val += beta * *pout;
// save
*pout = val;
return;
}
};
// -----------------------------------------------------------------------
// map runtime parameters N to template parameters
// -----------------------------------------------------------------------
// tensor operation with k+1 dimensions (-1 means scalar)
template<class ElemType, typename OPFN, size_t N, int k>
static void TensorOpWithRegularLoop(ElemType beta, const array<ElemType*, N> & pointers, ElemType alpha, const OPFN & opfn,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, N> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, N> & reducingStrides)
{
size_t dims = reducingOpDims.size();
switch (dims)
{
case 2: return TensorOpIteration<ElemType, OPFN, N, false/*vectorizable*/, 1, k>::Loop(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 1: return TensorOpIteration<ElemType, OPFN, N, false/*vectorizable*/, 0, k>::Loop(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 0:
{
// if all leading dimensions are 1, we can let the compiler do some unrolling
bool leadingAllOne = true;
for (size_t i = 0; i < N; i++)
leadingAllOne &= k >= 0 && regularStrides[i][0] == 1;
if (leadingAllOne) // special version that uses a hard-coded increment of 1 for all leading dimensions
return TensorOpIteration<ElemType, OPFN, N, true/*vectorizable*/, -1, k>::Loop(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
else
return TensorOpIteration<ElemType, OPFN, N, false/*vectorizable*/, -1, k>::Loop(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
}
default: LogicError("TensorOp: %d non-flattened reduction dimensions are not supported.", (int)dims);
}
}
// tensor operation, generalized in number of arguments, operation already provided as a lambda
// This function now expands into different k.
template<class ElemType, typename OPFN, size_t N>
static void TensorOpWithFn(ElemType beta, array<ElemType*, N> pointers, ElemType alpha, const OPFN & opfn,
const array<size_t, N> & offsets,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, N> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, N> & reducingStrides)
{
for (size_t i = 0; i < N; i++) // N = a small constant, this will be unrolled
pointers[i] += offsets[i];
size_t dims = regularOpDims.size();
switch (dims)
{
case 4: return TensorOpWithRegularLoop<ElemType, OPFN, N, 3>(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 3: return TensorOpWithRegularLoop<ElemType, OPFN, N, 2>(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 2: return TensorOpWithRegularLoop<ElemType, OPFN, N, 1>(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 1: return TensorOpWithRegularLoop<ElemType, OPFN, N, 0>(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
case 0: return TensorOpWithRegularLoop<ElemType, OPFN, N, -1>(beta, pointers, alpha, opfn, regularOpDims, regularStrides, reducingOpDims, reducingStrides);
default: LogicError("TensorOp: %d non-flattened input dimensions are not supported.", (int)dims);
}
}
// -----------------------------------------------------------------------
// entry points from Matrix.cpp; also map op to a lambda
// -----------------------------------------------------------------------
// perform unary operation 'op' on a giving 'this', reinterpreting the matrices as tensors as specified by the dims and strides
// This maps 'op' to a lambda.
template<class ElemType>
void CPUMatrix<ElemType>::TensorOp(ElemType beta, const CPUMatrix<ElemType>& a, ElemType alpha, ElementWiseOperator op,
const array<size_t, 2> & offsets,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, 2> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, 2> & reducingStrides)
{
// TODO: Change the lambda to take a pointer and a number of elements, so that we can pass it 1 or 4 elements, in order for it to SSE-vectorize.
#define CaseUnaryTensorOp(oper) \
case ElementWiseOperator::op ## oper: \
return TensorOpWithFn(beta, pointers, alpha, [](const array<ElemType*, 2> & pp) { return Op ## oper((*(pp[0]))); }, offsets, regularOpDims, regularStrides, reducingOpDims, reducingStrides)
array<ElemType*, 2> pointers = { a.m_pArray, m_pArray };
switch (op)
{
ForAllUnaryOps(CaseUnaryTensorOp);
default: LogicError("TensorUnaryOp: Unknown op code %d.", (int)op);
}
}
// perform binary operation 'op' on a and b giving 'this', reinterpreting the matrices as tensors as specified by the dims and strides
// This maps 'op' to a lambda.
template<class ElemType>
void CPUMatrix<ElemType>::TensorOp(ElemType beta, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, ElemType alpha, ElementWiseOperator op,
const array<size_t, 3> & offsets,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, 3> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, 3> & reducingStrides)
{
#define CaseBinaryTensorOp(oper) \
case ElementWiseOperator::op ## oper: \
return TensorOpWithFn(beta, pointers, alpha, [](const array<ElemType*, 3> & pp) { return Op ## oper((*(pp[0])), (*(pp[1]))); }, offsets, regularOpDims, regularStrides, reducingOpDims, reducingStrides)
array<ElemType*, 3> pointers = { a.m_pArray, b.m_pArray, m_pArray };
switch (op)
{
ForAllBinaryOps(CaseBinaryTensorOp);
default: LogicError("TensorBinaryOp: Unknown op code %d.", (int)op);
}
}
// perform ternary operation 'op' on a, and c giving 'this', reinterpreting the matrices as tensors as specified by the dims and strides
// This maps 'op' to a lambda.
template<class ElemType>
void CPUMatrix<ElemType>::TensorOp(ElemType beta, const CPUMatrix<ElemType>& a, const CPUMatrix<ElemType>& b, const CPUMatrix<ElemType>& c, ElemType alpha, ElementWiseOperator op,
const array<size_t, 4> & offsets,
const SmallVector<size_t> & regularOpDims, const array<SmallVector<ptrdiff_t>, 4> & regularStrides,
const SmallVector<size_t> & reducingOpDims, const array<SmallVector<ptrdiff_t>, 4> & reducingStrides)
{
#define CaseTernaryTensorOp(oper) \
case ElementWiseOperator::op ## oper: \
return TensorOpWithFn(beta, pointers, alpha, [](const array<ElemType*, 4> & pp) { return Op ## oper((*(pp[0])), (*(pp[1])), (*(pp[2]))); }, offsets, regularOpDims, regularStrides, reducingOpDims, reducingStrides)
array<ElemType*, 4> pointers = { a.m_pArray, b.m_pArray, c.m_pArray, m_pArray };
switch (op)
{
ForAllTernaryOps(CaseTernaryTensorOp);
default: LogicError("TensorTernaryOp: Unknown op code %d.", (int)op);
}
}
// =======================================================================
// explicit instantiations
// =======================================================================
template class MATH_API CPUMatrix<float>;
template class MATH_API CPUMatrix<double>;
// We use Matrix<char> as the backing store for QuantizedMatrix
// Let's explicitly instantiate the methods we need for that purpose
template CPUMatrix<char>::CPUMatrix(const size_t numRows, const size_t numCols);
template CPUMatrix<char>::CPUMatrix(const size_t numRows, const size_t numCols, char* pArray, const size_t matrixFlags);
template CPUMatrix<char>::CPUMatrix();
template CPUMatrix<char>::CPUMatrix(CPUMatrix<char> const &);
template CPUMatrix<char>::CPUMatrix(CPUMatrix<char>&&);
template size_t CPUMatrix<char>::LocateElement(size_t, size_t) const;
template CPUMatrix<char>::~CPUMatrix();
template CPUMatrix<char> CPUMatrix<char>::ColumnSlice(size_t startColumn, size_t numCols) const;
template CPUMatrix<char>& CPUMatrix<char>::operator=(CPUMatrix<char>&&);
template void CPUMatrix<char>::SetValue(const char);
template void CPUMatrix<char>::SetValue(const size_t numRows, const size_t numCols, char *pArray, size_t matrixFlags);
template void CPUMatrix<char>::SetValue(CPUMatrix<char> const&);
template void CPUMatrix<char>::Resize(const size_t numRows, const size_t numCols, bool growOnly);
}}}