Blame view

src/matrix/sparse-matrix.h 16.6 KB
8dcb6dfcb   Yannick Estève   first commit
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
  // matrix/sparse-matrix.h
  
  // Copyright  2015  Johns Hopkins University (author: Daniel Povey)
  //            2015  Guoguo Chen
  //            2017  Shiyin Kang
  
  
  // See ../../COPYING for clarification regarding multiple authors
  //
  // Licensed under the Apache License, Version 2.0 (the "License");
  // you may not use this file except in compliance with the License.
  // You may obtain a copy of the License at
  //
  //  http://www.apache.org/licenses/LICENSE-2.0
  //
  // THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
  // KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED
  // WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE,
  // MERCHANTABLITY OR NON-INFRINGEMENT.
  // See the Apache 2 License for the specific language governing permissions and
  // limitations under the License.
  
  #ifndef KALDI_MATRIX_SPARSE_MATRIX_H_
  #define KALDI_MATRIX_SPARSE_MATRIX_H_ 1
  
  #include <utility>
  #include <vector>
  
  #include "matrix/matrix-common.h"
  #include "matrix/kaldi-matrix.h"
  #include "matrix/kaldi-vector.h"
  #include "matrix/compressed-matrix.h"
  
  namespace kaldi {
  
  
  /// \addtogroup matrix_group
  /// @{
  
  template <typename Real>
  class SparseVector {
   public:
    MatrixIndexT Dim() const { return dim_; }
  
    Real Sum() const;
  
    template <class OtherReal>
    void CopyElementsToVec(VectorBase<OtherReal> *vec) const;
  
    // *vec += alpha * *this.
    template <class OtherReal>
    void AddToVec(Real alpha,
                  VectorBase<OtherReal> *vec) const;
  
    template <class OtherReal>
    void CopyFromSvec(const SparseVector<OtherReal> &other);
  
    SparseVector<Real> &operator = (const SparseVector<Real> &other);
  
    SparseVector(const SparseVector<Real> &other) { *this = other; }
  
    void Swap(SparseVector<Real> *other);
  
    // Returns the maximum value in this row and outputs the index associated with
    // it.  This is not the index into the Data() pointer, it is the index into
    // the vector it represents, i.e. the .first value in the pair.
    // If this vector's Dim() is zero it is an error to call this function.
    // If all the elements stored were negative and there underlying vector had
    // zero indexes not listed in the elements, or if no elements are stored, it
    // will return the first un-listed index, whose value (implicitly) is zero.
    Real Max(int32 *index) const;
  
    /// Returns the number of nonzero elements.
    MatrixIndexT NumElements() const { return pairs_.size(); }
  
    /// get an indexed element (0 <= i < NumElements()).
    const std::pair<MatrixIndexT, Real> &GetElement(MatrixIndexT i) const {
      return pairs_[i];
    }
  
    // returns pointer to element data, or NULL if empty (use with NumElements()).
    std::pair<MatrixIndexT, Real> *Data();
  
    // returns pointer to element data, or NULL if empty (use with NumElements());
    // const version
    const std::pair<MatrixIndexT, Real> *Data() const;
  
    /// Sets elements to zero with probability zero_prob, else normally
    /// distributed.  Useful in testing.
    void SetRandn(BaseFloat zero_prob);
  
    SparseVector(): dim_(0) { }
  
    explicit SparseVector(MatrixIndexT dim): dim_(dim) { KALDI_ASSERT(dim >= 0); }
  
    // constructor from pairs; does not assume input pairs are sorted and uniq
    SparseVector(MatrixIndexT dim,
                 const std::vector<std::pair<MatrixIndexT, Real> > &pairs);
  
    // constructor from a VectorBase that keeps only the nonzero elements of 'vec'.
    explicit SparseVector(const VectorBase<Real> &vec);
  
    /// Resizes to this dimension.  resize_type == kUndefined
    /// behaves the same as kSetZero.
    void Resize(MatrixIndexT dim, MatrixResizeType resize_type = kSetZero);
  
    void Write(std::ostream &os, bool binary) const;
  
    void Read(std::istream &os, bool binary);
  
    /// Scale all elements of sparse vector.
    void Scale(Real alpha);
  
   private:
    MatrixIndexT dim_;
    // pairs of (row-index, value).  Stored in sorted order with no duplicates.
    // For now we use std::vector, but we could change this.
    std::vector<std::pair<MatrixIndexT, Real> > pairs_;
  };
  
  
  template <typename Real>
  Real VecSvec(const VectorBase<Real> &vec,
               const SparseVector<Real> &svec);
  
  
  
  template <typename Real>
  class SparseMatrix {
   public:
    MatrixIndexT NumRows() const;
  
    MatrixIndexT NumCols() const;
  
    MatrixIndexT NumElements() const;
  
    Real Sum() const;
  
    Real FrobeniusNorm() const;
  
  
    /// This constructor creates a SparseMatrix that just contains the nonzero
    /// elements of 'mat'.
    explicit SparseMatrix(const MatrixBase<Real> &mat);
  
    /// Copy to matrix.  It must already have the correct size.
    template <class OtherReal>
    void CopyToMat(MatrixBase<OtherReal> *other,
                   MatrixTransposeType t = kNoTrans) const;
  
    /// Copies the values of all the elements in SparseMatrix into a VectorBase
    /// object.
    void CopyElementsToVec(VectorBase<Real> *other) const;
  
    /// Copies data from another sparse matrix.
    template<class OtherReal>
    void CopyFromSmat(const SparseMatrix<OtherReal> &other,
                      MatrixTransposeType trans = kNoTrans);
  
    /// Does *other = *other + alpha * *this.
    void AddToMat(BaseFloat alpha, MatrixBase<Real> *other,
                  MatrixTransposeType t = kNoTrans) const;
  
    SparseMatrix<Real> &operator = (const SparseMatrix<Real> &other);
  
    SparseMatrix(const SparseMatrix<Real> &other, MatrixTransposeType trans =
                     kNoTrans) {
      this->CopyFromSmat(other, trans);
    }
  
    void Swap(SparseMatrix<Real> *other);
  
    // returns pointer to element data, or NULL if empty (use with NumElements()).
    SparseVector<Real> *Data();
  
    // returns pointer to element data, or NULL if empty (use with NumElements());
    // const version
    const SparseVector<Real> *Data() const;
  
    // initializer from the type that elsewhere in Kaldi is referred to as type
    // Posterior. indexed first by row-index; the pairs are (column-index, value),
    // and the constructor does not require them to be sorted and uniq.
    SparseMatrix(
        int32 dim,
        const std::vector<std::vector<std::pair<MatrixIndexT, Real> > > &pairs);
  
    /// Sets up to a pseudo-randomly initialized matrix, with each element zero
    /// with probability zero_prob and else normally distributed- mostly for
    /// purposes of testing.
    void SetRandn(BaseFloat zero_prob);
  
    void Write(std::ostream &os, bool binary) const;
  
    void Read(std::istream &os, bool binary);
  
    const SparseVector<Real> &Row(MatrixIndexT r) const;
  
    /// Sets row r to "vec"; makes sure it has the correct dimension.
    void SetRow(int32 r, const SparseVector<Real> &vec);
  
    /// Select a subset of the rows of a SparseMatrix.
    /// Sets *this to only the rows of 'smat_other' that are listed
    /// in 'row_indexes'.
    /// 'row_indexes' must satisfy 0 <= row_indexes[i] < smat_other.NumRows().
    void SelectRows(const std::vector<int32> &row_indexes,
                    const SparseMatrix<Real> &smat_other);
  
  
    /// Sets *this to all the rows of *inputs appended together; this
    /// function is destructive of the inputs.  Requires, obviously,
    /// that the inputs all have the same dimension (although some may be
    /// empty).
    void AppendSparseMatrixRows(std::vector<SparseMatrix<Real> > *inputs);
  
    SparseMatrix() { }
  
    SparseMatrix(int32 num_rows, int32 num_cols) { Resize(num_rows, num_cols); }
  
    /// Constructor from an array of indexes.
    /// If trans == kNoTrans, construct a sparse matrix
    /// with num-rows == indexes.Dim() and num-cols = 'dim'.
    /// 'indexes' is expected to contain elements in the
    /// range [0, dim - 1].  Each row 'i' of *this after
    /// calling the constructor will contain  a single
    /// element at column-index indexes[i] with value 1.0.
    ///
    /// If trans == kTrans, the result will be the transpose
    /// of the sparse matrix described above.
    SparseMatrix(const std::vector<int32> &indexes, int32 dim,
                 MatrixTransposeType trans = kNoTrans);
  
    /// Constructor from an array of indexes and an array of
    /// weights; requires indexes.Dim() == weights.Dim().
    /// If trans == kNoTrans, construct a sparse matrix
    /// with num-rows == indexes.Dim() and num-cols = 'dim'.
    /// 'indexes' is expected to contain elements in the
    /// range [0, dim - 1].  Each row 'i' of *this after
    /// calling the constructor will contain a single
    /// element at column-index indexes[i] with value weights[i].
    /// If trans == kTrans, the result will be the transpose
    /// of the sparse matrix described above.
    SparseMatrix(const std::vector<int32> &indexes,
                 const VectorBase<Real> &weights, int32 dim,
                 MatrixTransposeType trans = kNoTrans);
  
    /// Resizes the matrix; analogous to Matrix::Resize().  resize_type ==
    /// kUndefined behaves the same as kSetZero.
    void Resize(MatrixIndexT rows, MatrixIndexT cols,
                MatrixResizeType resize_type = kSetZero);
  
    /// Scale all elements in sparse matrix.
    void Scale(Real alpha);
  
    // Use the Matrix::CopyFromSmat() function to copy from this to Matrix.  Also
    // see Matrix::AddSmat().  There is not very extensive functionality for
    // SparseMat just yet (e.g. no matrix multiply); we will add things as needed
    // and as it seems necessary.
   private:
    // vector of SparseVectors, all of same dime (use an stl vector for now; this
    // could change).
    std::vector<SparseVector<Real> > rows_;
  };
  
  
  template<typename Real>
  Real TraceMatSmat(const MatrixBase<Real> &A,
                    const SparseMatrix<Real> &B,
                    MatrixTransposeType trans = kNoTrans);
  
  
  enum GeneralMatrixType {
    kFullMatrix,
    kCompressedMatrix,
    kSparseMatrix
  };
  
  /// This class is a wrapper that enables you to store a matrix
  /// in one of three forms: either as a Matrix<BaseFloat>, or a CompressedMatrix,
  /// or a SparseMatrix<BaseFloat>.  It handles the I/O for you, i.e. you read
  /// and write a single object type.  It is useful for neural-net training
  /// targets which might be sparse or not, and might be compressed or not.
  class GeneralMatrix {
   public:
    /// Returns the type of the matrix: kSparseMatrix, kCompressedMatrix or
    /// kFullMatrix.  If this matrix is empty, returns kFullMatrix.
    GeneralMatrixType Type() const;
  
    void Compress();  // If it was a full matrix, compresses, changing Type() to
                      // kCompressedMatrix; otherwise does nothing.
  
    void Uncompress();  // If it was a compressed matrix, uncompresses, changing
                        // Type() to kFullMatrix; otherwise does nothing.
  
    void Write(std::ostream &os, bool binary) const;
  
  
    /// Note: if you write a compressed matrix in text form, it will be read as
    /// a regular full matrix.
    void Read(std::istream &is, bool binary);
  
    /// Returns the contents as a SparseMatrix.  This will only work if
    /// Type() returns kSparseMatrix, or NumRows() == 0; otherwise it will crash.
    const SparseMatrix<BaseFloat> &GetSparseMatrix() const;
  
    /// Swaps the with the given SparseMatrix.  This will only work if
    /// Type() returns kSparseMatrix, or NumRows() == 0.
    void SwapSparseMatrix(SparseMatrix<BaseFloat> *smat);
  
    /// Returns the contents as a compressed matrix.  This will only work if
    /// Type() returns kCompressedMatrix, or NumRows() == 0; otherwise it will
    /// crash.
    const CompressedMatrix &GetCompressedMatrix() const;
  
    /// Swaps the with the given CompressedMatrix.  This will only work if
    /// Type() returns kCompressedMatrix, or NumRows() == 0.
    void SwapCompressedMatrix(CompressedMatrix *cmat);
  
    /// Returns the contents as a Matrix<BaseFloat>.  This will only work if
    /// Type() returns kFullMatrix, or NumRows() == 0; otherwise it will crash.
    const Matrix<BaseFloat>& GetFullMatrix() const;
  
    /// Outputs the contents as a matrix.  This will work regardless of
    /// Type().  Sizes its output, unlike CopyToMat().
    void GetMatrix(Matrix<BaseFloat> *mat) const;
  
    /// Swaps the with the given Matrix.  This will only work if
    /// Type() returns kFullMatrix, or NumRows() == 0.
    void SwapFullMatrix(Matrix<BaseFloat> *mat);
  
    /// Copies contents, regardless of type, to "mat", which must be correctly
    /// sized.  See also GetMatrix(), which will size its output for you.
    void CopyToMat(MatrixBase<BaseFloat> *mat,
                   MatrixTransposeType trans = kNoTrans) const;
  
    /// Copies contents, regardless of type, to "cu_mat", which must be
    /// correctly sized.  Implemented in ../cudamatrix/cu-sparse-matrix.cc
    void CopyToMat(CuMatrixBase<BaseFloat> *cu_mat,
                   MatrixTransposeType trans = kNoTrans) const;
  
    /// Adds alpha times *this to mat.
    void AddToMat(BaseFloat alpha, MatrixBase<BaseFloat> *mat,
                  MatrixTransposeType trans = kNoTrans) const;
  
    /// Adds alpha times *this to cu_mat.
    /// Implemented in ../cudamatrix/cu-sparse-matrix.cc
    void AddToMat(BaseFloat alpha, CuMatrixBase<BaseFloat> *cu_mat,
                  MatrixTransposeType trans = kNoTrans) const;
  
    /// Scale each element of matrix by alpha.
    void Scale(BaseFloat alpha);
  
    /// Assignment from regular matrix.
    GeneralMatrix &operator= (const MatrixBase<BaseFloat> &mat);
  
    /// Assignment from compressed matrix.
    GeneralMatrix &operator= (const CompressedMatrix &mat);
  
    /// Assignment from SparseMatrix<BaseFloat>
    GeneralMatrix &operator= (const SparseMatrix<BaseFloat> &smat);
  
    MatrixIndexT NumRows() const;
  
    MatrixIndexT NumCols() const;
  
    explicit GeneralMatrix(const MatrixBase<BaseFloat> &mat) { *this = mat; }
  
    explicit GeneralMatrix(const CompressedMatrix &cmat) { *this = cmat; }
  
    explicit GeneralMatrix(const SparseMatrix<BaseFloat> &smat) { *this = smat; }
  
    GeneralMatrix() { }
    // Assignment operator.
    GeneralMatrix &operator =(const GeneralMatrix &other);
    // Copy constructor
    GeneralMatrix(const GeneralMatrix &other) { *this = other; }
    // Sets to the empty matrix.
    void Clear();
    // shallow swap
    void Swap(GeneralMatrix *other);
   private:
    // We don't explicitly store the type of the matrix.  Rather, we make
    // sure that only one of the matrices is ever nonempty, and the Type()
    // returns that one, or kFullMatrix if all are empty.
    Matrix<BaseFloat> mat_;
    CompressedMatrix cmat_;
    SparseMatrix<BaseFloat> smat_;
  };
  
  
  /// Appends all the matrix rows of a list of GeneralMatrixes, to get a single
  /// GeneralMatrix.  Preserves sparsity if all inputs were sparse (or empty).
  /// Does not preserve compression, if inputs were compressed; you have to
  /// re-compress manually, if that's what you need.
  void AppendGeneralMatrixRows(const std::vector<const GeneralMatrix *> &src,
                               GeneralMatrix *mat);
  
  
  /// Outputs a SparseMatrix<Real> containing only the rows r of "in" such that
  /// keep_rows[r] == true.  keep_rows.size() must equal in.NumRows(), and rows
  /// must contain at least one "true" element.
  template <typename Real>
  void FilterSparseMatrixRows(const SparseMatrix<Real> &in,
                              const std::vector<bool> &keep_rows,
                              SparseMatrix<Real> *out);
  
  /// Outputs a Matrix<Real> containing only the rows r of "in" such that
  /// keep_keep_rows[r] == true.  keep_rows.size() must equal in.NumRows(), and
  /// keep_rows must contain at least one "true" element.
  template <typename Real>
  void FilterMatrixRows(const Matrix<Real> &in,
                        const std::vector<bool> &keep_rows,
                        Matrix<Real> *out);
  
  /// Outputs a Matrix<Real> containing only the rows r of "in" such that
  /// keep_rows[r] == true.  keep_rows.size() must equal in.NumRows(), and rows
  /// must contain at least one "true" element.
  void FilterCompressedMatrixRows(const CompressedMatrix &in,
                                  const std::vector<bool> &keep_rows,
                                  Matrix<BaseFloat> *out);
  
  
  /// Outputs a GeneralMatrix containing only the rows r of "in" such that
  /// keep_rows[r] == true.  keep_rows.size() must equal in.NumRows(), and
  /// keep_rows must contain at least one "true" element.  If in.Type() is
  /// kCompressedMatrix, the result will not be compressed; otherwise, the type
  /// is preserved.
  void FilterGeneralMatrixRows(const GeneralMatrix &in,
                               const std::vector<bool> &keep_rows,
                               GeneralMatrix *out);
  
  /// This function extracts a row-range of a GeneralMatrix and writes
  /// as a GeneralMatrix containing the same type of underlying
  /// matrix.  If the row-range is partly outside the row-range of 'in'
  /// (i.e. if row_offset < 0 or row_offset + num_rows > in.NumRows())
  /// then it will pad with copies of the first and last row as
  /// needed.
  /// This is more efficient than un-compressing and
  /// re-compressing the underlying CompressedMatrix, and causes
  /// less accuracy loss due to re-compression (no loss in most cases).
  void ExtractRowRangeWithPadding(
      const GeneralMatrix &in,
      int32 row_offset,
      int32 num_rows,
      GeneralMatrix *out);
  
  
  /// @} end of \addtogroup matrix_group
  
  
  }  // namespace kaldi
  
  #endif  // KALDI_MATRIX_SPARSE_MATRIX_H_