|
| 1 | +// SVD dimensionality reduction |
| 2 | + |
| 3 | +#include <float.h> |
| 4 | +#include <stdint.h> |
| 5 | +#include <stdio.h> |
| 6 | +#include <assert.h> |
| 7 | +#include <stdlib.h> |
| 8 | +#include <string.h> |
| 9 | +#include <time.h> |
| 10 | +#include <math.h> |
| 11 | + |
| 12 | +#include <sys/time.h> |
| 13 | + |
| 14 | +#ifdef GGML_USE_ACCELERATE |
| 15 | +#include <Accelerate/Accelerate.h> |
| 16 | +#endif |
| 17 | + |
| 18 | +float frand() { |
| 19 | + return (float) rand() / (float) RAND_MAX; |
| 20 | +} |
| 21 | + |
| 22 | +//int sgesvd_(char *__jobu, char *__jobvt, __CLPK_integer *__m, |
| 23 | +// __CLPK_integer *__n, __CLPK_real *__a, __CLPK_integer *__lda, |
| 24 | +// __CLPK_real *__s, __CLPK_real *__u, __CLPK_integer *__ldu, |
| 25 | +// __CLPK_real *__vt, __CLPK_integer *__ldvt, __CLPK_real *__work, |
| 26 | +// __CLPK_integer *__lwork, |
| 27 | +// __CLPK_integer *__info) |
| 28 | + |
| 29 | +int main(int argc, const char ** argv) { |
| 30 | + int m = 10; |
| 31 | + int n = 5; |
| 32 | + |
| 33 | + float * A = (float *) malloc(n * m * sizeof(float)); |
| 34 | + float * A0 = (float *) malloc(n * m * sizeof(float)); |
| 35 | + |
| 36 | + for (int i = 0; i < n; ++i) { |
| 37 | + for (int j = 0; j < m; ++j) { |
| 38 | + A[i * m + j] = (float) (10.0f*(i + 1) + 1.0f * frand()); |
| 39 | + //A[i * m + j] = (float) (10.0f*(i%2 + 1) + 0.1f * frand()); |
| 40 | + //if (i == 2) { |
| 41 | + // A[i * m + j] += 20*frand(); |
| 42 | + //} |
| 43 | + if ((i == 1 || i == 3) && j > m/2) { |
| 44 | + A[i * m + j] = -A[i * m + j]; |
| 45 | + } |
| 46 | + } |
| 47 | + } |
| 48 | + |
| 49 | + // average vector |
| 50 | + //float * M = (float *) malloc(m * sizeof(float)); |
| 51 | + |
| 52 | + //{ |
| 53 | + // for (int j = 0; j < m; ++j) { |
| 54 | + // M[j] = 0.0f; |
| 55 | + // } |
| 56 | + // for (int i = 0; i < n; ++i) { |
| 57 | + // for (int j = 0; j < m; ++j) { |
| 58 | + // M[j] += A[i * m + j]; |
| 59 | + // } |
| 60 | + // } |
| 61 | + // for (int j = 0; j < m; ++j) { |
| 62 | + // M[j] /= (float) n; |
| 63 | + // } |
| 64 | + //} |
| 65 | + |
| 66 | + //// subtract average vector |
| 67 | + //for (int i = 0; i < n; ++i) { |
| 68 | + // for (int j = 0; j < m; ++j) { |
| 69 | + // A[i * m + j] -= M[j]; |
| 70 | + // } |
| 71 | + //} |
| 72 | + |
| 73 | + memcpy(A0, A, n * m * sizeof(float)); |
| 74 | + |
| 75 | + // print A |
| 76 | + printf("A:\n"); |
| 77 | + for (int i = 0; i < n; ++i) { |
| 78 | + printf("col %d : ", i); |
| 79 | + for (int j = 0; j < m; ++j) { |
| 80 | + printf("%9.5f ", A[i * m + j]); |
| 81 | + } |
| 82 | + printf("\n"); |
| 83 | + } |
| 84 | + printf("\n"); |
| 85 | + |
| 86 | + // SVD |
| 87 | + // A = U * S * V^T |
| 88 | + |
| 89 | + float * U = (float *) malloc(n * m * sizeof(float)); |
| 90 | + float * S = (float *) malloc(n * sizeof(float)); |
| 91 | + float * V = (float *) malloc(n * n * sizeof(float)); |
| 92 | + |
| 93 | + int lda = m; |
| 94 | + int ldu = m; |
| 95 | + int ldvt = n; |
| 96 | + |
| 97 | + float work_size; |
| 98 | + int lwork = -1; |
| 99 | + int info = 0; |
| 100 | + |
| 101 | + sgesvd_("S", "S", &m, &n, A, &lda, S, U, &ldu, V, &ldvt, &work_size, &lwork, &info); |
| 102 | + |
| 103 | + lwork = (int) work_size; |
| 104 | + |
| 105 | + printf("work_size = %f, info = %d, lwork = %d\n", work_size, info, lwork); |
| 106 | + |
| 107 | + float * work = (float *) malloc(lwork * sizeof(float)); |
| 108 | + |
| 109 | + sgesvd_("S", "S", &m, &n, A, &lda, S, U, &ldu, V, &ldvt, work, &lwork, &info); |
| 110 | + |
| 111 | + // print U |
| 112 | + printf("U:\n"); |
| 113 | + for (int i = 0; i < n; ++i) { |
| 114 | + printf("col %d : ", i); |
| 115 | + for (int j = 0; j < m; ++j) { |
| 116 | + printf("%9.5f ", U[i * m + j]); |
| 117 | + } |
| 118 | + printf("\n"); |
| 119 | + } |
| 120 | + printf("\n"); |
| 121 | + |
| 122 | + // normalize S |
| 123 | + { |
| 124 | + double sum = 0.0; |
| 125 | + for (int i = 0; i < n; ++i) { |
| 126 | + sum += S[i]; |
| 127 | + } |
| 128 | + sum *= sqrt((double) m); |
| 129 | + for (int i = 0; i < n; ++i) { |
| 130 | + S[i] /= sum; |
| 131 | + } |
| 132 | + } |
| 133 | + |
| 134 | + // print S |
| 135 | + printf("S:\n"); |
| 136 | + for (int i = 0; i < n; ++i) { |
| 137 | + printf("- %d = %9.5f\n", i, S[i]); |
| 138 | + } |
| 139 | + printf("\n"); |
| 140 | + |
| 141 | + // print V |
| 142 | + printf("V:\n"); |
| 143 | + for (int i = 0; i < n; ++i) { |
| 144 | + printf("col %d : ", i); |
| 145 | + for (int j = 0; j < n; ++j) { |
| 146 | + printf("%9.5f ", V[i * n + j]); |
| 147 | + } |
| 148 | + printf("\n"); |
| 149 | + } |
| 150 | + printf("\n"); |
| 151 | + |
| 152 | + // print A |
| 153 | + printf("A:\n"); |
| 154 | + for (int i = 0; i < n; ++i) { |
| 155 | + printf("col %d : ", i); |
| 156 | + for (int j = 0; j < m; ++j) { |
| 157 | + printf("%9.5f ", A[i * m + j]); |
| 158 | + } |
| 159 | + printf("\n"); |
| 160 | + } |
| 161 | + printf("\n"); |
| 162 | + |
| 163 | + // compute singular vectors in U |
| 164 | + for (int i = 0; i < n; ++i) { |
| 165 | + for (int j = 0; j < m; ++j) { |
| 166 | + U[i * m + j] *= S[i]; |
| 167 | + } |
| 168 | + } |
| 169 | + |
| 170 | + // normalize U |
| 171 | + for (int i = 0; i < n; ++i) { |
| 172 | + double sum = 0.0; |
| 173 | + for (int j = 0; j < m; ++j) { |
| 174 | + sum += U[i * m + j] * U[i * m + j]; |
| 175 | + } |
| 176 | + sum = sqrt(sum); |
| 177 | + for (int j = 0; j < m; ++j) { |
| 178 | + U[i * m + j] /= sum*sqrt((double) m); |
| 179 | + } |
| 180 | + } |
| 181 | + |
| 182 | + // print U |
| 183 | + printf("U:\n"); |
| 184 | + for (int i = 0; i < n; ++i) { |
| 185 | + printf("col %d : ", i); |
| 186 | + for (int j = 0; j < m; ++j) { |
| 187 | + printf("%9.5f ", U[i * m + j]); |
| 188 | + } |
| 189 | + printf("\n"); |
| 190 | + } |
| 191 | + printf("\n"); |
| 192 | + |
| 193 | + |
| 194 | + // project A0 onto U |
| 195 | + float * A1 = (float *) malloc(n * n * sizeof(float)); |
| 196 | + |
| 197 | + for (int i = 0; i < n; ++i) { |
| 198 | + for (int j = 0; j < n; ++j) { |
| 199 | + A1[i * n + j] = 0.0f; |
| 200 | + for (int k = 0; k < m; ++k) { |
| 201 | + A1[i * n + j] += A0[i * m + k] * U[j * m + k]; |
| 202 | + } |
| 203 | + } |
| 204 | + } |
| 205 | + |
| 206 | + // print A1 |
| 207 | + printf("A1:\n"); |
| 208 | + for (int i = 0; i < n; ++i) { |
| 209 | + printf("col %d : ", i); |
| 210 | + for (int j = 0; j < n; ++j) { |
| 211 | + printf("%9.5f ", A1[i * n + j]); |
| 212 | + } |
| 213 | + printf("\n"); |
| 214 | + } |
| 215 | + printf("\n"); |
| 216 | + |
| 217 | + return 0; |
| 218 | +} |
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