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-// matrix/kaldi-vector.h
-
-// Copyright 2009-2012 Ondrej Glembek; Microsoft Corporation; Lukas Burget;
-// Saarland University (Author: Arnab Ghoshal);
-// Ariya Rastrow; Petr Schwarz; Yanmin Qian;
-// Karel Vesely; Go Vivace Inc.; Arnab Ghoshal
-// Wei Shi;
-
-// 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_KALDI_VECTOR_H_
-#define KALDI_MATRIX_KALDI_VECTOR_H_ 1
-
-#include "matrix/matrix-common.h"
-
-namespace kaldi {
-
-/// \addtogroup matrix_group
-/// @{
-
-/// Provides a vector abstraction class.
-/// This class provides a way to work with vectors in kaldi.
-/// It encapsulates basic operations and memory optimizations.
-template<typename Real>
-class VectorBase {
- public:
- /// Set vector to all zeros.
- void SetZero();
-
- /// Returns true if matrix is all zeros.
- bool IsZero(Real cutoff = 1.0e-06) const; // replace magic number
-
- /// Set all members of a vector to a specified value.
- void Set(Real f);
-
- /// Set vector to random normally-distributed noise.
- void SetRandn();
-
- /// This function returns a random index into this vector,
- /// chosen with probability proportional to the corresponding
- /// element. Requires that this->Min() >= 0 and this->Sum() > 0.
- MatrixIndexT RandCategorical() const;
-
- /// Returns the dimension of the vector.
- inline MatrixIndexT Dim() const { return dim_; }
-
- /// Returns the size in memory of the vector, in bytes.
- inline MatrixIndexT SizeInBytes() const { return (dim_*sizeof(Real)); }
-
- /// Returns a pointer to the start of the vector's data.
- inline Real* Data() { return data_; }
-
- /// Returns a pointer to the start of the vector's data (const).
- inline const Real* Data() const { return data_; }
-
- /// Indexing operator (const).
- inline Real operator() (MatrixIndexT i) const {
- KALDI_PARANOID_ASSERT(static_cast<UnsignedMatrixIndexT>(i) <
- static_cast<UnsignedMatrixIndexT>(dim_));
- return *(data_ + i);
- }
-
- /// Indexing operator (non-const).
- inline Real & operator() (MatrixIndexT i) {
- KALDI_PARANOID_ASSERT(static_cast<UnsignedMatrixIndexT>(i) <
- static_cast<UnsignedMatrixIndexT>(dim_));
- return *(data_ + i);
- }
-
- /** @brief Returns a sub-vector of a vector (a range of elements).
- * @param o [in] Origin, 0 < o < Dim()
- * @param l [in] Length 0 < l < Dim()-o
- * @return A SubVector object that aliases the data of the Vector object.
- * See @c SubVector class for details */
- SubVector<Real> Range(const MatrixIndexT o, const MatrixIndexT l) {
- return SubVector<Real>(*this, o, l);
- }
-
- /** @brief Returns a const sub-vector of a vector (a range of elements).
- * @param o [in] Origin, 0 < o < Dim()
- * @param l [in] Length 0 < l < Dim()-o
- * @return A SubVector object that aliases the data of the Vector object.
- * See @c SubVector class for details */
- const SubVector<Real> Range(const MatrixIndexT o,
- const MatrixIndexT l) const {
- return SubVector<Real>(*this, o, l);
- }
-
- /// Copy data from another vector (must match own size).
- void CopyFromVec(const VectorBase<Real> &v);
-
- /// Copy data from a SpMatrix or TpMatrix (must match own size).
- template<typename OtherReal>
- void CopyFromPacked(const PackedMatrix<OtherReal> &M);
-
- /// Copy data from another vector of different type (double vs. float)
- template<typename OtherReal>
- void CopyFromVec(const VectorBase<OtherReal> &v);
-
- /// Copy from CuVector. This is defined in ../cudamatrix/cu-vector.h
- template<typename OtherReal>
- void CopyFromVec(const CuVectorBase<OtherReal> &v);
-
-
- /// Apply natural log to all elements. Throw if any element of
- /// the vector is negative (but doesn't complain about zero; the
- /// log will be -infinity
- void ApplyLog();
-
- /// Apply natural log to another vector and put result in *this.
- void ApplyLogAndCopy(const VectorBase<Real> &v);
-
- /// Apply exponential to each value in vector.
- void ApplyExp();
-
- /// Take absolute value of each of the elements
- void ApplyAbs();
-
- /// Applies floor to all elements. Returns number of elements floored.
- MatrixIndexT ApplyFloor(Real floor_val);
-
- /// Applies ceiling to all elements. Returns number of elements changed.
- MatrixIndexT ApplyCeiling(Real ceil_val);
-
- /// Applies floor to all elements. Returns number of elements floored.
- MatrixIndexT ApplyFloor(const VectorBase<Real> &floor_vec);
-
- /// Apply soft-max to vector and return normalizer (log sum of exponentials).
- /// This is the same as: \f$ x(i) = exp(x(i)) / \sum_i exp(x(i)) \f$
- Real ApplySoftMax();
-
- /// Sets each element of *this to the tanh of the corresponding element of "src".
- void Tanh(const VectorBase<Real> &src);
-
- /// Sets each element of *this to the sigmoid function of the corresponding
- /// element of "src".
- void Sigmoid(const VectorBase<Real> &src);
-
- /// Take all elements of vector to a power.
- void ApplyPow(Real power);
-
- /// Take the absolute value of all elements of a vector to a power.
- /// Include the sign of the input element if include_sign == true.
- /// If power is negative and the input value is zero, the output is set zero.
- void ApplyPowAbs(Real power, bool include_sign=false);
-
- /// Compute the p-th norm of the vector.
- Real Norm(Real p) const;
-
- /// Returns true if ((*this)-other).Norm(2.0) <= tol * (*this).Norm(2.0).
- bool ApproxEqual(const VectorBase<Real> &other, float tol = 0.01) const;
-
- /// Invert all elements.
- void InvertElements();
-
- /// Add vector : *this = *this + alpha * rv (with casting between floats and
- /// doubles)
- template<typename OtherReal>
- void AddVec(const Real alpha, const VectorBase<OtherReal> &v);
-
- /// Add vector : *this = *this + alpha * rv^2 [element-wise squaring].
- void AddVec2(const Real alpha, const VectorBase<Real> &v);
-
- /// Add vector : *this = *this + alpha * rv^2 [element-wise squaring],
- /// with casting between floats and doubles.
- template<typename OtherReal>
- void AddVec2(const Real alpha, const VectorBase<OtherReal> &v);
-
- /// Add matrix times vector : this <-- beta*this + alpha*M*v.
- /// Calls BLAS GEMV.
- void AddMatVec(const Real alpha, const MatrixBase<Real> &M,
- const MatrixTransposeType trans, const VectorBase<Real> &v,
- const Real beta); // **beta previously defaulted to 0.0**
-
- /// This is as AddMatVec, except optimized for where v contains a lot
- /// of zeros.
- void AddMatSvec(const Real alpha, const MatrixBase<Real> &M,
- const MatrixTransposeType trans, const VectorBase<Real> &v,
- const Real beta); // **beta previously defaulted to 0.0**
-
-
- /// Add symmetric positive definite matrix times vector:
- /// this <-- beta*this + alpha*M*v. Calls BLAS SPMV.
- void AddSpVec(const Real alpha, const SpMatrix<Real> &M,
- const VectorBase<Real> &v, const Real beta); // **beta previously defaulted to 0.0**
-
- /// Add triangular matrix times vector: this <-- beta*this + alpha*M*v.
- /// Works even if rv == *this.
- void AddTpVec(const Real alpha, const TpMatrix<Real> &M,
- const MatrixTransposeType trans, const VectorBase<Real> &v,
- const Real beta); // **beta previously defaulted to 0.0**
-
- /// Set each element to y = (x == orig ? changed : x).
- void ReplaceValue(Real orig, Real changed);
-
- /// Multipy element-by-element by another vector.
- void MulElements(const VectorBase<Real> &v);
- /// Multipy element-by-element by another vector of different type.
- template<typename OtherReal>
- void MulElements(const VectorBase<OtherReal> &v);
-
- /// Divide element-by-element by a vector.
- void DivElements(const VectorBase<Real> &v);
- /// Divide element-by-element by a vector of different type.
- template<typename OtherReal>
- void DivElements(const VectorBase<OtherReal> &v);
-
- /// Add a constant to each element of a vector.
- void Add(Real c);
-
- /// Add element-by-element product of vectlrs:
- // this <-- alpha * v .* r + beta*this .
- void AddVecVec(Real alpha, const VectorBase<Real> &v,
- const VectorBase<Real> &r, Real beta);
-
- /// Add element-by-element quotient of two vectors.
- /// this <---- alpha*v/r + beta*this
- void AddVecDivVec(Real alpha, const VectorBase<Real> &v,
- const VectorBase<Real> &r, Real beta);
-
- /// Multiplies all elements by this constant.
- void Scale(Real alpha);
-
- /// Multiplies this vector by lower-triangular marix: *this <-- *this *M
- void MulTp(const TpMatrix<Real> &M, const MatrixTransposeType trans);
-
- /// If trans == kNoTrans, solves M x = b, where b is the value of *this at input
- /// and x is the value of *this at output.
- /// If trans == kTrans, solves M' x = b.
- /// Does not test for M being singular or near-singular, so test it before
- /// calling this routine.
- void Solve(const TpMatrix<Real> &M, const MatrixTransposeType trans);
-
- /// Performs a row stack of the matrix M
- void CopyRowsFromMat(const MatrixBase<Real> &M);
- template<typename OtherReal>
- void CopyRowsFromMat(const MatrixBase<OtherReal> &M);
-
- /// The following is implemented in ../cudamatrix/cu-matrix.cc
- void CopyRowsFromMat(const CuMatrixBase<Real> &M);
-
- /// Performs a column stack of the matrix M
- void CopyColsFromMat(const MatrixBase<Real> &M);
-
- /// Extracts a row of the matrix M. Could also do this with
- /// this->Copy(M[row]).
- void CopyRowFromMat(const MatrixBase<Real> &M, MatrixIndexT row);
- /// Extracts a row of the matrix M with type conversion.
- template<typename OtherReal>
- void CopyRowFromMat(const MatrixBase<OtherReal> &M, MatrixIndexT row);
-
- /// Extracts a row of the symmetric matrix S.
- template<typename OtherReal>
- void CopyRowFromSp(const SpMatrix<OtherReal> &S, MatrixIndexT row);
-
- /// Extracts a column of the matrix M.
- template<typename OtherReal>
- void CopyColFromMat(const MatrixBase<OtherReal> &M , MatrixIndexT col);
-
- /// Extracts the diagonal of the matrix M.
- void CopyDiagFromMat(const MatrixBase<Real> &M);
-
- /// Extracts the diagonal of a packed matrix M; works for Sp or Tp.
- void CopyDiagFromPacked(const PackedMatrix<Real> &M);
-
-
- /// Extracts the diagonal of a symmetric matrix.
- inline void CopyDiagFromSp(const SpMatrix<Real> &M) { CopyDiagFromPacked(M); }
-
- /// Extracts the diagonal of a triangular matrix.
- inline void CopyDiagFromTp(const TpMatrix<Real> &M) { CopyDiagFromPacked(M); }
-
- /// Returns the maximum value of any element, or -infinity for the empty vector.
- Real Max() const;
-
- /// Returns the maximum value of any element, and the associated index.
- /// Error if vector is empty.
- Real Max(MatrixIndexT *index) const;
-
- /// Returns the minimum value of any element, or +infinity for the empty vector.
- Real Min() const;
-
- /// Returns the minimum value of any element, and the associated index.
- /// Error if vector is empty.
- Real Min(MatrixIndexT *index) const;
-
- /// Returns sum of the elements
- Real Sum() const;
-
- /// Returns sum of the logs of the elements. More efficient than
- /// just taking log of each. Will return NaN if any elements are
- /// negative.
- Real SumLog() const;
-
- /// Does *this = alpha * (sum of rows of M) + beta * *this.
- void AddRowSumMat(Real alpha, const MatrixBase<Real> &M, Real beta = 1.0);
-
- /// Does *this = alpha * (sum of columns of M) + beta * *this.
- void AddColSumMat(Real alpha, const MatrixBase<Real> &M, Real beta = 1.0);
-
- /// Add the diagonal of a matrix times itself:
- /// *this = diag(M M^T) + beta * *this (if trans == kNoTrans), or
- /// *this = diag(M^T M) + beta * *this (if trans == kTrans).
- void AddDiagMat2(Real alpha, const MatrixBase<Real> &M,
- MatrixTransposeType trans = kNoTrans, Real beta = 1.0);
-
- /// Add the diagonal of a matrix product: *this = diag(M N), assuming the
- /// "trans" arguments are both kNoTrans; for transpose arguments, it behaves
- /// as you would expect.
- void AddDiagMatMat(Real alpha, const MatrixBase<Real> &M, MatrixTransposeType transM,
- const MatrixBase<Real> &N, MatrixTransposeType transN,
- Real beta = 1.0);
-
- /// Returns log(sum(exp())) without exp overflow
- /// If prune > 0.0, ignores terms less than the max - prune.
- /// [Note: in future, if prune = 0.0, it will take the max.
- /// For now, use -1 if you don't want it to prune.]
- Real LogSumExp(Real prune = -1.0) const;
-
- /// Reads from C++ stream (option to add to existing contents).
- /// Throws exception on failure
- void Read(std::istream & in, bool binary, bool add = false);
-
- /// Writes to C++ stream (option to write in binary).
- void Write(std::ostream &Out, bool binary) const;
-
- friend class VectorBase<double>;
- friend class VectorBase<float>;
- friend class CuVectorBase<Real>;
- friend class CuVector<Real>;
- protected:
- /// Destructor; does not deallocate memory, this is handled by child classes.
- /// This destructor is protected so this object so this object can only be
- /// deleted via a child.
- ~VectorBase() {}
-
- /// Empty initializer, corresponds to vector of zero size.
- explicit VectorBase(): data_(NULL), dim_(0) {
- KALDI_ASSERT_IS_FLOATING_TYPE(Real);
- }
-
-// Took this out since it is not currently used, and it is possible to create
-// objects where the allocated memory is not the same size as dim_ : Arnab
-// /// Initializer from a pointer and a size; keeps the pointer internally
-// /// (ownership or non-ownership depends on the child class).
-// explicit VectorBase(Real* data, MatrixIndexT dim)
-// : data_(data), dim_(dim) {}
-
- // Arnab : made this protected since it is unsafe too.
- /// Load data into the vector: sz must match own size.
- void CopyFromPtr(const Real* Data, MatrixIndexT sz);
-
- /// data memory area
- Real* data_;
- /// dimension of vector
- MatrixIndexT dim_;
- KALDI_DISALLOW_COPY_AND_ASSIGN(VectorBase);
-}; // class VectorBase
-
-/** @brief A class representing a vector.
- *
- * This class provides a way to work with vectors in kaldi.
- * It encapsulates basic operations and memory optimizations. */
-template<typename Real>
-class Vector: public VectorBase<Real> {
- public:
- /// Constructor that takes no arguments. Initializes to empty.
- Vector(): VectorBase<Real>() {}
-
- /// Constructor with specific size. Sets to all-zero by default
- /// if set_zero == false, memory contents are undefined.
- explicit Vector(const MatrixIndexT s,
- MatrixResizeType resize_type = kSetZero)
- : VectorBase<Real>() { Resize(s, resize_type); }
-
- /// Copy constructor from CUDA vector
- /// This is defined in ../cudamatrix/cu-vector.h
- template<typename OtherReal>
- explicit Vector(const CuVectorBase<OtherReal> &cu);
-
- /// Copy constructor. The need for this is controversial.
- Vector(const Vector<Real> &v) : VectorBase<Real>() { // (cannot be explicit)
- Resize(v.Dim(), kUndefined);
- this->CopyFromVec(v);
- }
-
- /// Copy-constructor from base-class, needed to copy from SubVector.
- explicit Vector(const VectorBase<Real> &v) : VectorBase<Real>() {
- Resize(v.Dim(), kUndefined);
- this->CopyFromVec(v);
- }
-
- /// Type conversion constructor.
- template<typename OtherReal>
- explicit Vector(const VectorBase<OtherReal> &v): VectorBase<Real>() {
- Resize(v.Dim(), kUndefined);
- this->CopyFromVec(v);
- }
-
-// Took this out since it is unsafe : Arnab
-// /// Constructor from a pointer and a size; copies the data to a location
-// /// it owns.
-// Vector(const Real* Data, const MatrixIndexT s): VectorBase<Real>() {
-// Resize(s);
- // CopyFromPtr(Data, s);
-// }
-
-
- /// Swaps the contents of *this and *other. Shallow swap.
- void Swap(Vector<Real> *other);
-
- /// Destructor. Deallocates memory.
- ~Vector() { Destroy(); }
-
- /// Read function using C++ streams. Can also add to existing contents
- /// of matrix.
- void Read(std::istream & in, bool binary, bool add = false);
-
- /// Set vector to a specified size (can be zero).
- /// The value of the new data depends on resize_type:
- /// -if kSetZero, the new data will be zero
- /// -if kUndefined, the new data will be undefined
- /// -if kCopyData, the new data will be the same as the old data in any
- /// shared positions, and zero elsewhere.
- /// This function takes time proportional to the number of data elements.
- void Resize(MatrixIndexT length, MatrixResizeType resize_type = kSetZero);
-
- /// Remove one element and shifts later elements down.
- void RemoveElement(MatrixIndexT i);
-
- /// Assignment operator, protected so it can only be used by std::vector
- Vector<Real> &operator = (const Vector<Real> &other) {
- Resize(other.Dim(), kUndefined);
- this->CopyFromVec(other);
- return *this;
- }
-
- /// Assignment operator that takes VectorBase.
- Vector<Real> &operator = (const VectorBase<Real> &other) {
- Resize(other.Dim(), kUndefined);
- this->CopyFromVec(other);
- return *this;
- }
- private:
- /// Init assumes the current contents of the class are invalid (i.e. junk or
- /// has already been freed), and it sets the vector to newly allocated memory
- /// with the specified dimension. dim == 0 is acceptable. The memory contents
- /// pointed to by data_ will be undefined.
- void Init(const MatrixIndexT dim);
-
- /// Destroy function, called internally.
- void Destroy();
-
-};
-
-
-/// Represents a non-allocating general vector which can be defined
-/// as a sub-vector of higher-level vector [or as the row of a matrix].
-template<typename Real>
-class SubVector : public VectorBase<Real> {
- public:
- /// Constructor from a Vector or SubVector.
- /// SubVectors are not const-safe and it's very hard to make them
- /// so for now we just give up. This function contains const_cast.
- SubVector(const VectorBase<Real> &t, const MatrixIndexT origin,
- const MatrixIndexT length) : VectorBase<Real>() {
- // following assert equiv to origin>=0 && length>=0 &&
- // origin+length <= rt.dim_
- KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(origin)+
- static_cast<UnsignedMatrixIndexT>(length) <=
- static_cast<UnsignedMatrixIndexT>(t.Dim()));
- VectorBase<Real>::data_ = const_cast<Real*> (t.Data()+origin);
- VectorBase<Real>::dim_ = length;
- }
-
- /// This constructor initializes the vector to point at the contents
- /// of this packed matrix (SpMatrix or TpMatrix).
- SubVector(const PackedMatrix<Real> &M) {
- VectorBase<Real>::data_ = const_cast<Real*> (M.Data());
- VectorBase<Real>::dim_ = (M.NumRows()*(M.NumRows()+1))/2;
- }
-
- /// Copy constructor
- SubVector(const SubVector &other) : VectorBase<Real> () {
- // this copy constructor needed for Range() to work in base class.
- VectorBase<Real>::data_ = other.data_;
- VectorBase<Real>::dim_ = other.dim_;
- }
-
- /// Constructor from a pointer to memory and a length. Keeps a pointer
- /// to the data but does not take ownership (will never delete).
- SubVector(Real *data, MatrixIndexT length) : VectorBase<Real> () {
- VectorBase<Real>::data_ = data;
- VectorBase<Real>::dim_ = length;
- }
-
-
- /// This operation does not preserve const-ness, so be careful.
- SubVector(const MatrixBase<Real> &matrix, MatrixIndexT row) {
- VectorBase<Real>::data_ = const_cast<Real*>(matrix.RowData(row));
- VectorBase<Real>::dim_ = matrix.NumCols();
- }
-
- ~SubVector() {} ///< Destructor (does nothing; no pointers are owned here).
-
- private:
- /// Disallow assignment operator.
- SubVector & operator = (const SubVector &other) {}
-};
-
-/// @} end of "addtogroup matrix_group"
-/// \addtogroup matrix_funcs_io
-/// @{
-/// Output to a C++ stream. Non-binary by default (use Write for
-/// binary output).
-template<typename Real>
-std::ostream & operator << (std::ostream & out, const VectorBase<Real> & v);
-
-/// Input from a C++ stream. Will automatically read text or
-/// binary data from the stream.
-template<typename Real>
-std::istream & operator >> (std::istream & in, VectorBase<Real> & v);
-
-/// Input from a C++ stream. Will automatically read text or
-/// binary data from the stream.
-template<typename Real>
-std::istream & operator >> (std::istream & in, Vector<Real> & v);
-/// @} end of \addtogroup matrix_funcs_io
-
-/// \addtogroup matrix_funcs_scalar
-/// @{
-
-
-template<typename Real>
-bool ApproxEqual(const VectorBase<Real> &a,
- const VectorBase<Real> &b, Real tol = 0.01) {
- return a.ApproxEqual(b, tol);
-}
-
-template<typename Real>
-inline void AssertEqual(VectorBase<Real> &a, VectorBase<Real> &b,
- float tol = 0.01) {
- KALDI_ASSERT(a.ApproxEqual(b, tol));
-}
-
-
-/// Returns dot product between v1 and v2.
-template<typename Real>
-Real VecVec(const VectorBase<Real> &v1, const VectorBase<Real> &v2);
-
-template<typename Real, typename OtherReal>
-Real VecVec(const VectorBase<Real> &v1, const VectorBase<OtherReal> &v2);
-
-
-/// Returns \f$ v_1^T M v_2 \f$ .
-/// Not as efficient as it could be where v1 == v2.
-template<typename Real>
-Real VecMatVec(const VectorBase<Real> &v1, const MatrixBase<Real> &M,
- const VectorBase<Real> &v2);
-
-/// @} End of "addtogroup matrix_funcs_scalar"
-
-
-} // namespace kaldi
-
-// we need to include the implementation
-#include "matrix/kaldi-vector-inl.h"
-
-
-
-#endif // KALDI_MATRIX_KALDI_VECTOR_H_
-