409 lines
15 KiB
Rust
409 lines
15 KiB
Rust
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/// Uses `nalgebra` crate to invoke `np_linalg` and `sp_linalg` functions
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/// When converting between `nalgebra::Matrix` and `NDArray` following considerations are necessary
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///
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/// * Both `nalgebra::Matrix` and `NDArray` require their content to be stored in row-major order
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/// * `NDArray` data pointer can be directly read and converted to `nalgebra::Matrix` (row and column number must be known)
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/// * `nalgebra::Matrix::as_slice` returns the content of matrix in column-major order and initial data needs to be transposed before storing it in `NDArray` data pointer
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mod runtime_exception;
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use core::slice;
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use nalgebra::DMatrix;
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macro_rules! raise_exn {
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($name:expr, $fn_name:expr, $message:expr, $param0:expr, $param1:expr, $param2:expr) => {{
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use cslice::AsCSlice;
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let name_id = $crate::runtime_exception::get_exception_id($name);
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let exn = $crate::runtime_exception::Exception {
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id: name_id,
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file: file!().as_c_slice(),
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line: line!(),
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column: column!(),
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// https://github.com/rust-lang/rfcs/pull/1719
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function: $fn_name.as_c_slice(),
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message: $message.as_c_slice(),
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param: [$param0, $param1, $param2],
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};
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#[allow(unused_unsafe)]
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unsafe {
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$crate::runtime_exception::raise(&exn)
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}
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}};
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($name:expr, $fn_name:expr, $message:expr) => {{
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raise_exn!($name, $fn_name, $message, 0, 0, 0)
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}};
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}
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pub struct InputMatrix {
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pub ndims: usize,
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pub dims: *const usize,
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pub data: *mut f64,
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}
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impl InputMatrix {
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fn get_dims(&mut self) -> Vec<usize> {
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let dims = unsafe { slice::from_raw_parts(self.dims, self.ndims) };
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dims.to_vec()
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}
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}
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/// # Safety
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///
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/// `mat1` and `mat2` should point to a valid 1DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_dot(mat1: *mut InputMatrix, mat2: *mut InputMatrix) -> f64 {
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let mat1 = mat1.as_mut().unwrap();
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let mat2 = mat2.as_mut().unwrap();
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if !(mat1.ndims == 1 && mat2.ndims == 1) {
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let err_msg = format!(
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"expected 1D Vector Input, but received {}D and {}D input",
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mat1.ndims, mat2.ndims
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);
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raise_exn!("ValueError", "np_dot", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let dim2 = (*mat2).get_dims();
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if dim1[0] != dim2[0] {
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let err_msg = format!("shapes ({},) and ({},) not aligned", dim1[0], dim2[0]);
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raise_exn!("ValueError", "np_dot", err_msg);
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}
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0]) };
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let data_slice2 = unsafe { slice::from_raw_parts_mut(mat2.data, dim2[0]) };
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let matrix1 = DMatrix::from_row_slice(dim1[0], 1, data_slice1);
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let matrix2 = DMatrix::from_row_slice(dim2[0], 1, data_slice2);
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matrix1.dot(&matrix2)
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}
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/// # Safety
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///
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/// `mat1` and `mat2` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_matmul(
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mat1: *mut InputMatrix,
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mat2: *mut InputMatrix,
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out: *mut InputMatrix,
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) {
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let mat1 = mat1.as_mut().unwrap();
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let mat2 = mat2.as_mut().unwrap();
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let out = out.as_mut().unwrap();
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if !(mat1.ndims == 2 && mat2.ndims == 2) {
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let err_msg = format!(
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"expected 2D Vector Input, but received {}D and {}D input",
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mat1.ndims, mat2.ndims
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);
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raise_exn!("ValueError", "np_matmul", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let dim2 = (*mat2).get_dims();
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if dim1[1] != dim2[0] {
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let err_msg = format!(
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"shapes ({},{}) and ({},{}) not aligned: {} (dim 1) != {} (dim 0)",
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dim1[0], dim1[1], dim2[0], dim2[1], dim1[1], dim2[0]
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);
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raise_exn!("ValueError", "np_matmul", err_msg);
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}
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let outdim = out.get_dims();
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let out_slice = unsafe { slice::from_raw_parts_mut(out.data, outdim[0] * outdim[1]) };
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let data_slice2 = unsafe { slice::from_raw_parts_mut(mat2.data, dim2[0] * dim2[1]) };
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let matrix1 = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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let matrix2 = DMatrix::from_row_slice(dim2[0], dim2[1], data_slice2);
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let mut result = DMatrix::<f64>::zeros(outdim[0], outdim[1]);
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matrix1.mul_to(&matrix2, &mut result);
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out_slice.copy_from_slice(result.transpose().as_slice());
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_cholesky(mat1: *mut InputMatrix, out: *mut InputMatrix) {
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let mat1 = mat1.as_mut().unwrap();
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let out = out.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "np_linalg_cholesky", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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if dim1[0] != dim1[1] {
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let err_msg =
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format!("last 2 dimensions of the array must be square: {0} != {1}", dim1[0], dim1[1]);
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raise_exn!("LinAlgError", "np_linalg_cholesky", err_msg);
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}
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let outdim = out.get_dims();
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let out_slice = unsafe { slice::from_raw_parts_mut(out.data, outdim[0] * outdim[1]) };
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let matrix1 = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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let result = matrix1.cholesky();
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match result {
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Some(res) => {
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out_slice.copy_from_slice(res.unpack().transpose().as_slice());
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}
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None => {
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raise_exn!("LinAlgError", "np_linalg_cholesky", "Matrix is not positive definite");
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}
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};
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_qr(
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mat1: *mut InputMatrix,
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out_q: *mut InputMatrix,
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out_r: *mut InputMatrix,
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) {
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let mat1 = mat1.as_mut().unwrap();
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let out_q = out_q.as_mut().unwrap();
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let out_r = out_r.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "np_linalg_cholesky", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let outq_dim = (*out_q).get_dims();
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let outr_dim = (*out_r).get_dims();
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let out_q_slice = unsafe { slice::from_raw_parts_mut(out_q.data, outq_dim[0] * outq_dim[1]) };
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let out_r_slice = unsafe { slice::from_raw_parts_mut(out_r.data, outr_dim[0] * outr_dim[1]) };
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// Refer to https://github.com/dimforge/nalgebra/issues/735
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let matrix1 = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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let res = matrix1.qr();
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let (q, r) = res.unpack();
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// Uses different algo need to match numpy
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out_q_slice.copy_from_slice(q.transpose().as_slice());
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out_r_slice.copy_from_slice(r.transpose().as_slice());
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_svd(
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mat1: *mut InputMatrix,
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outu: *mut InputMatrix,
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outs: *mut InputMatrix,
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outvh: *mut InputMatrix,
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) {
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let mat1 = mat1.as_mut().unwrap();
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let outu = outu.as_mut().unwrap();
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let outs = outs.as_mut().unwrap();
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let outvh = outvh.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "np_linalg_svd", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let outu_dim = (*outu).get_dims();
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let outs_dim = (*outs).get_dims();
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let outvh_dim = (*outvh).get_dims();
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let out_u_slice = unsafe { slice::from_raw_parts_mut(outu.data, outu_dim[0] * outu_dim[1]) };
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let out_s_slice = unsafe { slice::from_raw_parts_mut(outs.data, outs_dim[0]) };
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let out_vh_slice =
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unsafe { slice::from_raw_parts_mut(outvh.data, outvh_dim[0] * outvh_dim[1]) };
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let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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let result = matrix.svd(true, true);
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out_u_slice.copy_from_slice(result.u.unwrap().transpose().as_slice());
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out_s_slice.copy_from_slice(result.singular_values.as_slice());
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out_vh_slice.copy_from_slice(result.v_t.unwrap().transpose().as_slice());
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_inv(mat1: *mut InputMatrix, out: *mut InputMatrix) {
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let mat1 = mat1.as_mut().unwrap();
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let out = out.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "np_linalg_inv", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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if dim1[0] != dim1[1] {
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let err_msg =
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format!("last 2 dimensions of the array must be square: {0} != {1}", dim1[0], dim1[1]);
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raise_exn!("LinAlgError", "np_linalg_inv", err_msg);
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}
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let outdim = out.get_dims();
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let out_slice = unsafe { slice::from_raw_parts_mut(out.data, outdim[0] * outdim[1]) };
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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if !matrix.is_invertible() {
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raise_exn!("LinAlgError", "np_linalg_inv", "no inverse for Singular Matrix");
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}
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let inv = matrix.try_inverse().unwrap();
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out_slice.copy_from_slice(inv.transpose().as_slice());
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn np_linalg_pinv(mat1: *mut InputMatrix, out: *mut InputMatrix) {
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let mat1 = mat1.as_mut().unwrap();
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let out = out.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "np_linalg_pinv", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let outdim = out.get_dims();
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let out_slice = unsafe { slice::from_raw_parts_mut(out.data, outdim[0] * outdim[1]) };
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let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
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let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
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let svd = matrix.svd(true, true);
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let inv = svd.pseudo_inverse(1e-15);
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match inv {
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Ok(m) => {
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out_slice.copy_from_slice(m.transpose().as_slice());
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}
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Err(e) => {
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raise_exn!("LinAlgError", "np_linalg_pinv", e);
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}
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}
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}
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/// # Safety
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///
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/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
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#[no_mangle]
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pub unsafe extern "C" fn sp_linalg_lu(
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mat1: *mut InputMatrix,
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out_l: *mut InputMatrix,
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out_u: *mut InputMatrix,
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) {
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let mat1 = mat1.as_mut().unwrap();
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let out_l = out_l.as_mut().unwrap();
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let out_u = out_u.as_mut().unwrap();
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if mat1.ndims != 2 {
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let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
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raise_exn!("ValueError", "sp_linalg_lu", err_msg);
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}
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let dim1 = (*mat1).get_dims();
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let outl_dim = (*out_l).get_dims();
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let outu_dim = (*out_u).get_dims();
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||
|
|
|
||
|
|
let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
|
||
|
|
let out_l_slice = unsafe { slice::from_raw_parts_mut(out_l.data, outl_dim[0] * outl_dim[1]) };
|
||
|
|
let out_u_slice = unsafe { slice::from_raw_parts_mut(out_u.data, outu_dim[0] * outu_dim[1]) };
|
||
|
|
|
||
|
|
let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
|
||
|
|
let (_, l, u) = matrix.lu().unpack();
|
||
|
|
|
||
|
|
out_l_slice.copy_from_slice(l.transpose().as_slice());
|
||
|
|
out_u_slice.copy_from_slice(u.transpose().as_slice());
|
||
|
|
}
|
||
|
|
|
||
|
|
/// # Safety
|
||
|
|
///
|
||
|
|
/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
|
||
|
|
#[no_mangle]
|
||
|
|
pub unsafe extern "C" fn sp_linalg_schur(
|
||
|
|
mat1: *mut InputMatrix,
|
||
|
|
out_t: *mut InputMatrix,
|
||
|
|
out_z: *mut InputMatrix,
|
||
|
|
) {
|
||
|
|
let mat1 = mat1.as_mut().unwrap();
|
||
|
|
let out_t = out_t.as_mut().unwrap();
|
||
|
|
let out_z = out_z.as_mut().unwrap();
|
||
|
|
|
||
|
|
if mat1.ndims != 2 {
|
||
|
|
let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
|
||
|
|
raise_exn!("ValueError", "sp_linalg_schur", err_msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
let dim1 = (*mat1).get_dims();
|
||
|
|
|
||
|
|
if dim1[0] != dim1[1] {
|
||
|
|
let err_msg =
|
||
|
|
format!("last 2 dimensions of the array must be square: {0} != {1}", dim1[0], dim1[1]);
|
||
|
|
raise_exn!("LinAlgError", "np_linalg_schur", err_msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
let out_t_dim = (*out_t).get_dims();
|
||
|
|
let out_z_dim = (*out_z).get_dims();
|
||
|
|
|
||
|
|
let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
|
||
|
|
let out_t_slice = unsafe { slice::from_raw_parts_mut(out_t.data, out_t_dim[0] * out_t_dim[1]) };
|
||
|
|
let out_z_slice = unsafe { slice::from_raw_parts_mut(out_z.data, out_z_dim[0] * out_z_dim[1]) };
|
||
|
|
|
||
|
|
let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
|
||
|
|
let (z, t) = matrix.schur().unpack();
|
||
|
|
|
||
|
|
out_t_slice.copy_from_slice(t.transpose().as_slice());
|
||
|
|
out_z_slice.copy_from_slice(z.transpose().as_slice());
|
||
|
|
}
|
||
|
|
|
||
|
|
/// # Safety
|
||
|
|
///
|
||
|
|
/// `mat1` should point to a valid 2DArray of `f64` floats in row-major order
|
||
|
|
#[no_mangle]
|
||
|
|
pub unsafe extern "C" fn sp_linalg_hessenberg(
|
||
|
|
mat1: *mut InputMatrix,
|
||
|
|
out_h: *mut InputMatrix,
|
||
|
|
out_q: *mut InputMatrix,
|
||
|
|
) {
|
||
|
|
let mat1 = mat1.as_mut().unwrap();
|
||
|
|
let out_h = out_h.as_mut().unwrap();
|
||
|
|
let out_q = out_q.as_mut().unwrap();
|
||
|
|
|
||
|
|
if mat1.ndims != 2 {
|
||
|
|
let err_msg = format!("expected 2D Vector Input, but received {}D input", mat1.ndims);
|
||
|
|
raise_exn!("ValueError", "sp_linalg_hessenberg", err_msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
let dim1 = (*mat1).get_dims();
|
||
|
|
|
||
|
|
if dim1[0] != dim1[1] {
|
||
|
|
let err_msg =
|
||
|
|
format!("last 2 dimensions of the array must be square: {} != {}", dim1[0], dim1[1]);
|
||
|
|
raise_exn!("LinAlgError", "sp_linalg_hessenberg", err_msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
let out_h_dim = (*out_h).get_dims();
|
||
|
|
let out_q_dim = (*out_q).get_dims();
|
||
|
|
|
||
|
|
let data_slice1 = unsafe { slice::from_raw_parts_mut(mat1.data, dim1[0] * dim1[1]) };
|
||
|
|
let out_h_slice = unsafe { slice::from_raw_parts_mut(out_h.data, out_h_dim[0] * out_h_dim[1]) };
|
||
|
|
let out_q_slice = unsafe { slice::from_raw_parts_mut(out_q.data, out_q_dim[0] * out_q_dim[1]) };
|
||
|
|
|
||
|
|
let matrix = DMatrix::from_row_slice(dim1[0], dim1[1], data_slice1);
|
||
|
|
let (q, h) = matrix.hessenberg().unpack();
|
||
|
|
|
||
|
|
out_h_slice.copy_from_slice(h.transpose().as_slice());
|
||
|
|
out_q_slice.copy_from_slice(q.transpose().as_slice());
|
||
|
|
}
|