summaryrefslogblamecommitdiff
path: root/tnet_io/KaldiLib/Matrix.h
blob: d33cb0cf0830501705c9430a3c8df2e5b8c9b344 (plain) (tree)
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
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677




































































































































































































































































































































































































































































































































































































































































































                                                                                                                                                                            
#ifndef TNet_Matrix_h
#define TNet_Matrix_h

#include <stddef.h>
#include <stdlib.h>
#include <stdexcept>
#include <iostream>

#ifdef HAVE_ATLAS
extern "C"{
  #include <cblas.h>
  #include <clapack.h>
}
#endif

#include "Common.h"
#include "MathAux.h"
#include "Types.h"
#include "Error.h"

//#define TRACE_MATRIX_OPERATIONS
#define CHECKSIZE

namespace TNet
{


  //  class matrix_error : public std::logic_error {};
  //  class matrix_sizes_error : public matrix_error {};

  // declare the class so the header knows about it
  template<typename _ElemT> class Vector;
  template<typename _ElemT> class SubVector;
  template<typename _ElemT> class Matrix;
  template<typename _ElemT> class SubMatrix;

  // we need to declare the friend << operator here
  template<typename _ElemT>
    std::ostream & operator << (std::ostream & rOut, const Matrix<_ElemT> & rM);

  // we need to declare the friend << operator here
  template<typename _ElemT>
    std::istream & operator >> (std::istream & rIn, Matrix<_ElemT> & rM);

  // we need to declare this friend function here
  template<typename _ElemT>
   _ElemT TraceOfProduct(const Matrix<_ElemT> &A, const Matrix<_ElemT> &B); // tr(A B)

  // we need to declare this friend function here
  template<typename _ElemT> 
	 _ElemT TraceOfProductT(const Matrix<_ElemT> &A, const Matrix<_ElemT> &B); // tr(A B^T)==tr(A^T B)


  /** **************************************************************************
   ** **************************************************************************
   *  @brief Provides a matrix class
   *
   *  This class provides a way to work with matrices in TNet.
   *  It encapsulates basic operations and memory optimizations.
   *
   */
  template<typename _ElemT>
    class Matrix
    {
    public:
      /// defines a transpose type

      struct HtkHeader
      {
        INT_32    mNSamples;              
        INT_32    mSamplePeriod;
        INT_16    mSampleSize;
        UINT_16   mSampleKind;
      };


      /** 
       * @brief Extension of the HTK header
       */
      struct HtkHeaderExt
      {
        INT_32 mHeaderSize;
        INT_32 mVersion;
        INT_32 mSampSize;
      };  




      /// defines a type of this
      typedef Matrix<_ElemT>    ThisType;

      // Constructors

      /// Empty constructor
      Matrix<_ElemT> ():
        mpData(NULL), mMCols(0), mMRows(0), mStride(0)
#ifdef STK_MEMALIGN_MANUAL
        , mpFreeData(NULL)
#endif
      {}

      /// Copy constructor
      Matrix<_ElemT> (const Matrix<_ElemT> & rM, MatrixTrasposeType trans=NO_TRANS):
        mpData(NULL) 
      { if(trans==NO_TRANS){ Init(rM.mMRows, rM.mMCols); Copy(rM); } else { Init(rM.mMCols,rM.mMRows); Copy(rM,TRANS); } }

      /// Copy constructor from another type.
      template<typename _ElemU>
      explicit Matrix<_ElemT> (const Matrix<_ElemU> & rM, MatrixTrasposeType trans=NO_TRANS):
        mpData(NULL) 
      { if(trans==NO_TRANS){ Init(rM.Rows(), rM.Cols()); Copy(rM); } else { Init(rM.Cols(),rM.Rows()); Copy(rM,TRANS); } }

      /// Basic constructor
      Matrix(const size_t r, const size_t c, bool clear=true)
      { mpData=NULL; Init(r, c, clear);  }


	  Matrix<_ElemT> &operator = (const Matrix <_ElemT> &other) { Init(other.Rows(), other.Cols()); Copy(other); return *this; } // Needed for inclusion in std::vector

      /// Destructor
      ~Matrix()
      { Destroy(); }


      /// Initializes matrix (if not done by constructor)
      ThisType &
      Init(const size_t r,
           const size_t c, bool clear=true);

      /**
       * @brief Dealocates the matrix from memory and resets the dimensions to (0, 0)
       */
      void
      Destroy();


      ThisType &
      Zero();

      ThisType &
      Unit(); // set to unit.

      /** 
       * @brief Copies the contents of a matrix
       * @param rM Source data matrix
       * @return Returns reference to this
       */
      template<typename _ElemU> ThisType &
        Copy(const Matrix<_ElemU> & rM, MatrixTrasposeType Trans=NO_TRANS);



      /**
       * @brief Copies the elements of a vector row-by-row into a matrix
       * @param rV Source vector
       * @param nRows Number of rows of returned matrix
       * @param nCols Number of columns of returned matrix
       *
       * Note that rV.Dim() must equal nRows*nCols
       */
      ThisType &
      CopyVectorSplicedRows(const Vector<_ElemT> &rV, const size_t nRows, const size_t nCols);

      /**
       * @brief Returns @c true if matrix is initialized
       */
      bool
		IsInitialized() const
      { return mpData != NULL; }

      /// Returns number of rows in the matrix
      inline size_t
		Rows() const
      {
        return mMRows;
      }

      /// Returns number of columns in the matrix
      inline size_t
      Cols() const
      {
        return mMCols;
      }

      /// Returns number of columns in the matrix memory
      inline size_t
		Stride() const
      {
        return mStride;
      }


      /**
       *  @brief Gives access to a specified matrix row without range check
       *  @return Pointer to the const array
       */
      inline const _ElemT*  __attribute__((aligned(16)))
       pData () const
      {
        return mpData;
      }


      /**
       *  @brief Gives access to a specified matrix row without range check
       *  @return Pointer to the non-const data array
       */
      inline _ElemT* __attribute__((aligned(16)))
       pData () 
      {
        return mpData;
      }


      /**
       *  @brief pData_workaround is a workaround that allows SubMatrix to get a 
       *  @return pointer to non-const data even though the Matrix is const... 
       */
    protected:
      inline _ElemT*  __attribute__((aligned(16)))
       pData_workaround () const
      {
        return mpData;
      }
    public:


      /// Returns size of matrix in memory
      size_t
      MSize() const
      {
        return mMRows * mStride * sizeof(_ElemT);
      }

      /// Checks the content of the matrix for nan and inf values
      void
      CheckData(const std::string file = "") const
      {
        for(size_t row=0; row<Rows(); row++) {
          for(size_t col=0; col<Cols(); col++) {
            if(isnan((*this)(row,col)) || isinf((*this)(row,col))) {
              std::ostringstream os;
              os << "Invalid value: " << (*this)(row,col)
                 << " in matrix row: " << row
                 << " col: " << col
                 << " file: " << file;
              Error(os.str());
            }
          }
        }
      }

      /**
       *  **********************************************************************
       *  **********************************************************************
       *  @defgroup RESHAPE Matrix reshaping rutines
       *  **********************************************************************
       *  **********************************************************************
       * @{
       */

      /**
       *  @brief Removes one row from the matrix. The memory is not reallocated.
       */
      ThisType &
      RemoveRow(size_t i);      

      /** @} */

      /**
       *  **********************************************************************
       *  **********************************************************************
       *  @defgroup ACCESS Access functions and operators
       *  **********************************************************************
       *  **********************************************************************
       * @{
       */

      /**
       *  @brief Gives access to a specified matrix row without range check
       *  @return Subvector object representing the row
       */
      inline const SubVector<_ElemT>
      operator []  (size_t i) const
      {
        assert(i < mMRows);
        return SubVector<_ElemT>(mpData + (i * mStride), Cols());
      }

      inline SubVector<_ElemT>
      operator []  (size_t i)
      {
        assert(i < mMRows);
        return SubVector<_ElemT>(mpData + (i * mStride), Cols());
      }

      /**
       *  @brief Gives access to a specified matrix row without range check
       *  @return pointer to the first field of the row
       */
      inline  _ElemT*
      pRowData(size_t i) 
      {
        assert(i < mMRows);
        return mpData + i * mStride;
      }

      /**
       *  @brief Gives access to a specified matrix row without range check
       *  @return pointer to the first field of the row (const version)
       */
      inline const _ElemT*
      pRowData(size_t i) const
      {
        assert(i < mMRows);
        return mpData + i * mStride;
      }

      /**
       *  @brief Gives access to matrix elements (row, col)
       *  @return reference to the desired field
       */
      inline _ElemT&
		operator () (size_t r, size_t c)
      { 
#ifdef PARANOID
        assert(r < mMRows && c < mMCols);
#endif
		return *(mpData + r * mStride + c); 
	  }

      /**
       *  @brief Gives access to matrix elements (row, col)
       *  @return pointer to the desired field (const version)
       */
      inline const _ElemT
		operator () (size_t r, size_t c) const
      { 
#ifdef PARANOID
        assert(r < mMRows && c < mMCols);
#endif
		return *(mpData + r * mStride + c); 
	  }

      /**
       * @brief Returns a matrix sub-range
       * @param ro Row offset
       * @param r  Rows in range
       * @param co Column offset
       * @param c  Coluns in range
       * See @c SubMatrix class for details
       */
      SubMatrix<_ElemT>
      Range(const size_t    ro, const size_t    r,
            const size_t    co, const size_t    c)
      { return SubMatrix<_ElemT>(*this, ro, r, co, c); }

      const SubMatrix<_ElemT>
      Range(const size_t    ro, const size_t    r,
            const size_t    co, const size_t    c) const
      { return SubMatrix<_ElemT>(*this, ro, r, co, c); }
      /** @} */


      /**
       *  **********************************************************************
       *  **********************************************************************
       *  @defgroup MATH ROUTINES
       *  **********************************************************************
       *  **********************************************************************
       *  @{
       **/

      /**
       *  @brief Returns sum of all elements
       */
      _ElemT&
      Sum() const;

      ThisType &
      DotMul(const ThisType& a);

      ThisType &
      Scale(_ElemT alpha);

      ThisType &
      ScaleCols(const Vector<_ElemT> &scale); // Equivalent to (*this) = (*this) * diag(scale).

      ThisType &
      ScaleRows(const Vector<_ElemT> &scale); // Equivalent to (*this) = diag(scale) * (*this);

      /// Sum another matrix rMatrix with this matrix
      ThisType&
      Add(const Matrix<_ElemT>& rMatrix);

   
      /// Sum scaled matrix rMatrix with this matrix
      ThisType&
      AddScaled(_ElemT alpha, const Matrix<_ElemT>& rMatrix);

      /// Apply log to all items of the matrix
      ThisType&
      ApplyLog();

      /**
       * @brief Computes the determinant of this matrix
       * @return Returns the determinant of a matrix
       * @ingroup MATH
       *
       */
      _ElemT LogAbsDeterminant(_ElemT *DetSign=NULL);


      /**
       *  @brief Performs matrix inplace inversion
       */
      ThisType &
      Invert(_ElemT *LogDet=NULL, _ElemT *DetSign=NULL, bool inverse_needed=true);

      /**
       *  @brief Performs matrix inplace inversion in double precision, even if this object is not double precision.
       */
      ThisType &
      InvertDouble(_ElemT *LogDet=NULL, _ElemT *DetSign=NULL, bool inverse_needed=true){
        double LogDet_tmp, DetSign_tmp;
        Matrix<double> dmat(*this); dmat.Invert(&LogDet_tmp, &DetSign_tmp, inverse_needed); if(inverse_needed) (*this).Copy(dmat); 
        if(LogDet) *LogDet = LogDet_tmp; if(DetSign) *DetSign = DetSign_tmp;
        return *this;
      }


      /**
       *  @brief Inplace matrix transposition. Applicable only to square matrices
       */
      ThisType &
      Transpose()
      {
        assert(Rows()==Cols());
        size_t M=Rows();
        for(size_t i=0;i<M;i++)
          for(size_t j=0;j<i;j++){
           _ElemT &a = (*this)(i,j), &b = (*this)(j,i);
		   std::swap(a,b);
        }
		return *this;
      }


      


      bool IsSymmetric(_ElemT cutoff = 1.0e-05) const;

      bool IsDiagonal(_ElemT cutoff = 1.0e-05) const;

      bool IsUnit(_ElemT cutoff = 1.0e-05) const;

      bool IsZero(_ElemT cutoff = 1.0e-05) const;

      _ElemT FrobeniusNorm() const; // sqrt of sum of square elements.

      _ElemT LargestAbsElem() const; // largest absolute value.

	
      friend _ElemT TNet::TraceOfProduct<_ElemT>(const Matrix<_ElemT> &A, const Matrix<_ElemT> &B); // tr(A B)
      friend _ElemT TNet::TraceOfProductT<_ElemT>(const Matrix<_ElemT> &A, const Matrix<_ElemT> &B); // tr(A B^T)==tr(A^T B)
      friend class SubMatrix<_ElemT>; // so it can get around const restrictions on the pointer to mpData.

      /** **********************************************************************
       *  **********************************************************************
       *  @defgroup BLAS_ROUTINES BLAS ROUTINES
       *  @ingroup MATH
       *  **********************************************************************
       *  **********************************************************************
       **/

      ThisType &
      BlasGer(const _ElemT alpha, const Vector<_ElemT>& rA, const Vector<_ElemT>& rB);

      ThisType &
	    Axpy(const _ElemT alpha, const Matrix<_ElemT> &rM, MatrixTrasposeType transA=NO_TRANS);

      ThisType &
      BlasGemm(const _ElemT alpha,
               const ThisType& rA, MatrixTrasposeType transA,
               const ThisType& rB, MatrixTrasposeType transB,
               const _ElemT beta = 0.0);


      /** @} */


      /** **********************************************************************
       *  **********************************************************************
       *  @defgroup IO Input/Output ROUTINES
       *  **********************************************************************
       *  **********************************************************************
       *  @{
       **/

      friend std::ostream &
      operator << <> (std::ostream & out, const ThisType & m);
	  	
      void PrintOut(char *file);
      void ReadIn(char *file);


      bool
      LoadHTK(const char* pFileName);

      /** @} */


    protected:
//      inline void swap4b(void *a);
//      inline void swap2b(void *a);


    protected:
      /// data memory area
      _ElemT*   mpData;

      /// these atributes store the real matrix size as it is stored in memory
      /// including memalignment
      size_t    mMCols;       ///< Number of columns
      size_t    mMRows;       ///< Number of rows
      size_t    mStride;      ///< true number of columns for the internal matrix.
                              ///< This number may differ from M_cols as memory
                              ///< alignment might be used

#ifdef STK_MEMALIGN_MANUAL
      /// data to be freed (in case of manual memalignment use, see Common.h)
      _ElemT*   mpFreeData;
#endif
    }; // class Matrix

    template<>  Matrix<float> &  Matrix<float>::Invert(float *LogDet, float *DetSign, bool inverse_needed); // state that we will implement separately for float and double.
    template<>  Matrix<double> &  Matrix<double>::Invert(double *LogDet, double *DetSign, bool inverse_needed);



  /** **************************************************************************
   ** **************************************************************************
   *  @brief Sub-matrix representation
   *
   *  This class provides a way to work with matrix cutouts in STK.
   *
   *
   */
  template<typename _ElemT>
    class SubMatrix : public Matrix<_ElemT>
    {
    typedef SubMatrix<_ElemT>    ThisType;

    public:
      /// Constructor
      SubMatrix(const Matrix<_ElemT>& rT, // Input matrix cannot be const because SubMatrix can change its contents.
                const size_t    ro,
                const size_t    r,
                const size_t    co,
                const size_t    c);


      /// The destructor
      ~SubMatrix<_ElemT>()
      {
#ifndef STK_MEMALIGN_MANUAL
        Matrix<_ElemT>::mpData = NULL;
#else
        Matrix<_ElemT>::mpFreeData = NULL;
#endif
      }

      /// Assign operator
      ThisType& operator=(const ThisType& rSrc)
      {
        //std::cout << "[PERFORMing operator= SubMatrix&^2]" << std::flush;
        this->mpData = rSrc.mpData;
        this->mMCols = rSrc.mMCols;
        this->mMRows = rSrc.mMRows;
        this->mStride = rSrc.mStride;
        this->mpFreeData = rSrc.mpFreeData;
        return *this;
      }

   

      /// Initializes matrix (if not done by constructor)
      ThisType &
      Init(const size_t r,
           const size_t c, bool clear=true)
      { Error("Submatrix cannot do Init"); return *this; }

      /**
       * @brief Dealocates the matrix from memory and resets the dimensions to (0, 0)
       */
      void
      Destroy()
      { Error("Submatrix cannot do Destroy"); }



    };



  //Create useful shortcuts
  typedef Matrix<BaseFloat> BfMatrix;
  typedef SubMatrix<BaseFloat> BfSubMatrix;

  /**
   * Function for summing matrices of different types
   */
  template<typename _ElemT, typename _ElemU>
  void Add(Matrix<_ElemT>& rDst,  const Matrix<_ElemU>& rSrc) {
    assert(rDst.Cols() == rSrc.Cols());
    assert(rDst.Rows() == rSrc.Rows());

    for(size_t i=0; i<rDst.Rows(); i++) {
      const _ElemU* p_src = rSrc.pRowData(i);
      _ElemT* p_dst = rDst.pRowData(i);
      for(size_t j=0; j<rDst.Cols(); j++) {
        *p_dst++ += (_ElemT)*p_src++;
      }
    }
  }

  /**
   * Function for summing matrices of different types
   */
  template<typename _ElemT, typename _ElemU>
  void AddScaled(Matrix<_ElemT>& rDst, const Matrix<_ElemU>& rSrc, _ElemT scale) {
    assert(rDst.Cols() == rSrc.Cols());
    assert(rDst.Rows() == rSrc.Rows());

    Vector<_ElemT> tmp(rDst[0]);

    for(size_t i=0; i<rDst.Rows(); i++) {
      tmp.Copy(rSrc[i]);
      rDst[i].BlasAxpy(scale, tmp);

      /*
      const _ElemU* p_src = rSrc.pRowData(i);
      _ElemT* p_dst = rDst.pRowData(i);
      for(size_t j=0; j<rDst.Cols(); j++) {
        *p_dst++ += (_ElemT)(*p_src++) * scale;
      }
      */
    }
  }





} // namespace STK



//*****************************************************************************
//*****************************************************************************
// we need to include the implementation
#include "Matrix.tcc"
//*****************************************************************************
//*****************************************************************************


/******************************************************************************
 ******************************************************************************
 * The following section contains specialized template definitions
 * whose implementation is in Matrix.cc
 */


//#ifndef TNet_Matrix_h
#endif