// matrix/kaldi-matrix.h // Copyright 2009-2011 Ondrej Glembek; Microsoft Corporation; Lukas Burget; // Saarland University; Petr Schwarz; Yanmin Qian; // Karel Vesely; Go Vivace Inc.; Haihua Xu // 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_MATRIX_H_ #define KALDI_MATRIX_KALDI_MATRIX_H_ 1 #include "matrix/matrix-common.h" namespace kaldi { /// @{ \addtogroup matrix_funcs_scalar /// We need to declare this here as it will be a friend function. /// tr(A B), or tr(A B^T). template Real TraceMatMat(const MatrixBase &A, const MatrixBase &B, MatrixTransposeType trans = kNoTrans); /// @} /// \addtogroup matrix_group /// @{ /// Base class which provides matrix operations not involving resizing /// or allocation. Classes Matrix and SubMatrix inherit from it and take care /// of allocation and resizing. template class MatrixBase { public: // so this child can access protected members of other instances. friend class Matrix; // friend declarations for CUDA matrices (see ../cudamatrix/) friend class CuMatrixBase; friend class CuMatrix; friend class CuSubMatrix; friend class CuPackedMatrix; friend class PackedMatrix; /// Returns number of rows (or zero for emtpy matrix). inline MatrixIndexT NumRows() const { return num_rows_; } /// Returns number of columns (or zero for emtpy matrix). inline MatrixIndexT NumCols() const { return num_cols_; } /// Stride (distance in memory between each row). Will be >= NumCols. inline MatrixIndexT Stride() const { return stride_; } /// Returns size in bytes of the data held by the matrix. size_t SizeInBytes() const { return static_cast(num_rows_) * static_cast(stride_) * sizeof(Real); } /// Gives pointer to raw data (const). inline const Real* Data() const { return data_; } /// Gives pointer to raw data (non-const). inline Real* Data() { return data_; } /// Returns pointer to data for one row (non-const) inline Real* RowData(MatrixIndexT i) { KALDI_ASSERT(static_cast(i) < static_cast(num_rows_)); return data_ + i * stride_; } /// Returns pointer to data for one row (const) inline const Real* RowData(MatrixIndexT i) const { KALDI_ASSERT(static_cast(i) < static_cast(num_rows_)); return data_ + i * stride_; } /// Indexing operator, non-const /// (only checks sizes if compiled with -DKALDI_PARANOID) inline Real& operator() (MatrixIndexT r, MatrixIndexT c) { KALDI_PARANOID_ASSERT(static_cast(r) < static_cast(num_rows_) && static_cast(c) < static_cast(num_cols_)); return *(data_ + r * stride_ + c); } /// Indexing operator, provided for ease of debugging (gdb doesn't work /// with parenthesis operator). Real &Index (MatrixIndexT r, MatrixIndexT c) { return (*this)(r, c); } /// Indexing operator, const /// (only checks sizes if compiled with -DKALDI_PARANOID) inline const Real operator() (MatrixIndexT r, MatrixIndexT c) const { KALDI_PARANOID_ASSERT(static_cast(r) < static_cast(num_rows_) && static_cast(c) < static_cast(num_cols_)); return *(data_ + r * stride_ + c); } /* Basic setting-to-special values functions. */ /// Sets matrix to zero. void SetZero(); /// Sets all elements to a specific value. void Set(Real); /// Sets to zero, except ones along diagonal [for non-square matrices too] void SetUnit(); /// Sets to random values of a normal distribution void SetRandn(); /// Sets to numbers uniformly distributed on (0, 1) void SetRandUniform(); /* Copying functions. These do not resize the matrix! */ /// Copy given matrix. (no resize is done). template void CopyFromMat(const MatrixBase & M, MatrixTransposeType trans = kNoTrans); /// Copy from compressed matrix. void CopyFromMat(const CompressedMatrix &M); /// Copy given spmatrix. (no resize is done). template void CopyFromSp(const SpMatrix &M); /// Copy given tpmatrix. (no resize is done). template void CopyFromTp(const TpMatrix &M, MatrixTransposeType trans = kNoTrans); /// Copy from CUDA matrix. Implemented in ../cudamatrix/cu-matrix.h template void CopyFromMat(const CuMatrixBase &M, MatrixTransposeType trans = kNoTrans); /// Inverse of vec() operator. Copies vector into matrix, row-by-row. /// Note that rv.Dim() must either equal NumRows()*NumCols() or /// NumCols()-- this has two modes of operation. void CopyRowsFromVec(const VectorBase &v); /// This version of CopyRowsFromVec is implemented in ../cudamatrix/cu-vector.cc void CopyRowsFromVec(const CuVectorBase &v); template void CopyRowsFromVec(const VectorBase &v); /// Copies vector into matrix, column-by-column. /// Note that rv.Dim() must either equal NumRows()*NumCols() or NumRows(); /// this has two modes of operation. void CopyColsFromVec(const VectorBase &v); /// Copy vector into specific column of matrix. void CopyColFromVec(const VectorBase &v, const MatrixIndexT col); /// Copy vector into specific row of matrix. void CopyRowFromVec(const VectorBase &v, const MatrixIndexT row); /// Copy vector into diagonal of matrix. void CopyDiagFromVec(const VectorBase &v); /* Accessing of sub-parts of the matrix. */ /// Return specific row of matrix [const]. inline const SubVector Row(MatrixIndexT i) const { KALDI_ASSERT(static_cast(i) < static_cast(num_rows_)); return SubVector(data_ + (i * stride_), NumCols()); } /// Return specific row of matrix. inline SubVector Row(MatrixIndexT i) { KALDI_ASSERT(static_cast(i) < static_cast(num_rows_)); return SubVector(data_ + (i * stride_), NumCols()); } /// Return a sub-part of matrix. inline SubMatrix Range(const MatrixIndexT row_offset, const MatrixIndexT num_rows, const MatrixIndexT col_offset, const MatrixIndexT num_cols) const { return SubMatrix(*this, row_offset, num_rows, col_offset, num_cols); } inline SubMatrix RowRange(const MatrixIndexT row_offset, const MatrixIndexT num_rows) const { return SubMatrix(*this, row_offset, num_rows, 0, num_cols_); } inline SubMatrix ColRange(const MatrixIndexT col_offset, const MatrixIndexT num_cols) const { return SubMatrix(*this, 0, num_rows_, col_offset, num_cols); } /* Various special functions. */ /// Returns sum of all elements in matrix. Real Sum() const; /// Returns trace of matrix. Real Trace(bool check_square = true) const; // If check_square = true, will crash if matrix is not square. /// Returns maximum element of matrix. Real Max() const; /// Returns minimum element of matrix. Real Min() const; /// Element by element multiplication with a given matrix. void MulElements(const MatrixBase &A); /// Divide each element by the corresponding element of a given matrix. void DivElements(const MatrixBase &A); /// Multiply each element with a scalar value. void Scale(Real alpha); /// Set, element-by-element, *this = max(*this, A) void Max(const MatrixBase &A); /// Equivalent to (*this) = (*this) * diag(scale). Scaling /// each column by a scalar taken from that dimension of the vector. void MulColsVec(const VectorBase &scale); /// Equivalent to (*this) = diag(scale) * (*this). Scaling /// each row by a scalar taken from that dimension of the vector. void MulRowsVec(const VectorBase &scale); /// Divide each row into src.NumCols() equal groups, and then scale i'th row's /// j'th group of elements by src(i, j). Requires src.NumRows() == /// this->NumRows() and this->NumCols() % src.NumCols() == 0. void MulRowsGroupMat(const MatrixBase &src); /// Returns logdet of matrix. Real LogDet(Real *det_sign = NULL) const; /// matrix inverse. /// if inverse_needed = false, will fill matrix with garbage. /// (only useful if logdet wanted). void Invert(Real *log_det = NULL, Real *det_sign = NULL, bool inverse_needed = true); /// matrix inverse [double]. /// if inverse_needed = false, will fill matrix with garbage /// (only useful if logdet wanted). /// Does inversion in double precision even if matrix was not double. void InvertDouble(Real *LogDet = NULL, Real *det_sign = NULL, bool inverse_needed = true); /// Inverts all the elements of the matrix void InvertElements(); /// Transpose the matrix. This one is only /// applicable to square matrices (the one in the /// Matrix child class works also for non-square. void Transpose(); /// Copies column r from column indices[r] of src. /// As a special case, if indexes[i] == -1, sets column i to zero /// indices.size() must equal this->NumCols(), /// all elements of "reorder" must be in [-1, src.NumCols()-1], /// and src.NumRows() must equal this.NumRows() void CopyCols(const MatrixBase &src, const std::vector &indices); /// Copies row r from row indices[r] of src. /// As a special case, if indexes[i] == -1, sets row i to zero /// "reorder".size() must equal this->NumRows(), /// all elements of "reorder" must be in [-1, src.NumRows()-1], /// and src.NumCols() must equal this.NumCols() void CopyRows(const MatrixBase &src, const std::vector &indices); /// Applies floor to all matrix elements void ApplyFloor(Real floor_val); /// Applies floor to all matrix elements void ApplyCeiling(Real ceiling_val); /// Calculates log of all the matrix elemnts void ApplyLog(); /// Exponentiate each of the elements. void ApplyExp(); /// Applies power to all matrix elements void ApplyPow(Real power); /// Apply power to the absolute value of each element. /// Include the sign of the input element if include_sign == true. /// If the power is negative and the input to the power is zero, /// The output will be set zero. void ApplyPowAbs(Real power, bool include_sign=false); /// Applies the Heaviside step function (x > 0 ? 1 : 0) to all matrix elements /// Note: in general you can make different choices for x = 0, but for now /// please leave it as it (i.e. returning zero) because it affects the /// RectifiedLinearComponent in the neural net code. void ApplyHeaviside(); /// Eigenvalue Decomposition of a square NxN matrix into the form (*this) = P D /// P^{-1}. Be careful: the relationship of D to the eigenvalues we output is /// slightly complicated, due to the need for P to be real. In the symmetric /// case D is diagonal and real, but in /// the non-symmetric case there may be complex-conjugate pairs of eigenvalues. /// In this case, for the equation (*this) = P D P^{-1} to hold, D must actually /// be block diagonal, with 2x2 blocks corresponding to any such pairs. If a /// pair is lambda +- i*mu, D will have a corresponding 2x2 block /// [lambda, mu; -mu, lambda]. /// Note that if the input matrix (*this) is non-invertible, P may not be invertible /// so in this case instead of the equation (*this) = P D P^{-1} holding, we have /// instead (*this) P = P D. /// /// The non-member function CreateEigenvalueMatrix creates D from eigs_real and eigs_imag. void Eig(MatrixBase *P, VectorBase *eigs_real, VectorBase *eigs_imag) const; /// The Power method attempts to take the matrix to a power using a method that /// works in general for fractional and negative powers. The input matrix must /// be invertible and have reasonable condition (or we don't guarantee the /// results. The method is based on the eigenvalue decomposition. It will /// return false and leave the matrix unchanged, if at entry the matrix had /// real negative eigenvalues (or if it had zero eigenvalues and the power was /// negative). bool Power(Real pow); /** Singular value decomposition Major limitations: For nonsquare matrices, we assume m>=n (NumRows >= NumCols), and we return the "skinny" Svd, i.e. the matrix in the middle is diagonal, and the one on the left is rectangular. In Svd, *this = U*diag(S)*Vt. Null pointers for U and/or Vt at input mean we do not want that output. We expect that S.Dim() == m, U is either NULL or m by n, and v is either NULL or n by n. The singular values are not sorted (use SortSvd for that). */ void DestructiveSvd(VectorBase *s, MatrixBase *U, MatrixBase *Vt); // Destroys calling matrix. /// Compute SVD (*this) = U diag(s) Vt. Note that the V in the call is already /// transposed; the normal formulation is U diag(s) V^T. /// Null pointers for U or V mean we don't want that output (this saves /// compute). The singular values are not sorted (use SortSvd for that). void Svd(VectorBase *s, MatrixBase *U, MatrixBase *Vt) const; /// Compute SVD but only retain the singular values. void Svd(VectorBase *s) const { Svd(s, NULL, NULL); } /// Returns smallest singular value. Real MinSingularValue() const { Vector tmp(std::min(NumRows(), NumCols())); Svd(&tmp); return tmp.Min(); } void TestUninitialized() const; // This function is designed so that if any element // if the matrix is uninitialized memory, valgrind will complain. /// Returns condition number by computing Svd. Works even if cols > rows. /// Returns infinity if all singular values are zero. Real Cond() const; /// Returns true if matrix is Symmetric. bool IsSymmetric(Real cutoff = 1.0e-05) const; // replace magic number /// Returns true if matrix is Diagonal. bool IsDiagonal(Real cutoff = 1.0e-05) const; // replace magic number /// Returns true if the matrix is all zeros, except for ones on diagonal. (it /// does not have to be square). More specifically, this function returns /// false if for any i, j, (*this)(i, j) differs by more than cutoff from the /// expression (i == j ? 1 : 0). bool IsUnit(Real cutoff = 1.0e-05) const; // replace magic number /// Returns true if matrix is all zeros. bool IsZero(Real cutoff = 1.0e-05) const; // replace magic number /// Frobenius norm, which is the sqrt of sum of square elements. Same as Schatten 2-norm, /// or just "2-norm". Real FrobeniusNorm() const; /// Returns true if ((*this)-other).FrobeniusNorm() /// <= tol * (*this).FrobeniusNorm(). bool ApproxEqual(const MatrixBase &other, float tol = 0.01) const; /// Tests for exact equality. It's usually preferable to use ApproxEqual. bool Equal(const MatrixBase &other) const; /// largest absolute value. Real LargestAbsElem() const; // largest absolute value. /// Returns log(sum(exp())) without exp overflow /// If prune > 0.0, it uses a pruning beam, discarding /// terms less than (max - prune). Note: in future /// we may change this so that if prune = 0.0, it takes /// the max, so use -1 if you don't want to prune. Real LogSumExp(Real prune = -1.0) const; /// Apply soft-max to the collection of all elements of the /// matrix and return normalizer (log sum of exponentials). Real ApplySoftMax(); /// Set each element to the sigmoid of the corresponding element of "src". void Sigmoid(const MatrixBase &src); /// Set each element to y = log(1 + exp(x)) void SoftHinge(const MatrixBase &src); /// Apply the function y(i) = (sum_{j = i*G}^{(i+1)*G-1} x_j^(power))^(1 / p). /// Requires src.NumRows() == this->NumRows() and src.NumCols() % this->NumCols() == 0. void GroupPnorm(const MatrixBase &src, Real power); /// Calculate derivatives for the GroupPnorm function above... /// if "input" is the input to the GroupPnorm function above (i.e. the "src" variable), /// and "output" is the result of the computation (i.e. the "this" of that function /// call), and *this has the same dimension as "input", then it sets each element /// of *this to the derivative d(output-elem)/d(input-elem) for each element of "input", where /// "output-elem" is whichever element of output depends on that input element. void GroupPnormDeriv(const MatrixBase &input, const MatrixBase &output, Real power); /// Set each element to the tanh of the corresponding element of "src". void Tanh(const MatrixBase &src); // Function used in backpropagating derivatives of the sigmoid function: // element-by-element, set *this = diff * value * (1.0 - value). void DiffSigmoid(const MatrixBase &value, const MatrixBase &diff); // Function used in backpropagating derivatives of the tanh function: // element-by-element, set *this = diff * (1.0 - value^2). void DiffTanh(const MatrixBase &value, const MatrixBase &diff); /** Uses Svd to compute the eigenvalue decomposition of a symmetric positive * semi-definite matrix: (*this) = rP * diag(rS) * rP^T, with rP an * orthogonal matrix so rP^{-1} = rP^T. Throws exception if input was not * positive semi-definite (check_thresh controls how stringent the check is; * set it to 2 to ensure it won't ever complain, but it will zero out negative * dimensions in your matrix. */ void SymPosSemiDefEig(VectorBase *s, MatrixBase *P, Real check_thresh = 0.001); friend Real kaldi::TraceMatMat(const MatrixBase &A, const MatrixBase &B, MatrixTransposeType trans); // tr (A B) // so it can get around const restrictions on the pointer to data_. friend class SubMatrix; /// Add a scalar to each element void Add(const Real alpha); /// Add a scalar to each diagonal element. void AddToDiag(const Real alpha); /// *this += alpha * a * b^T template void AddVecVec(const Real alpha, const VectorBase &a, const VectorBase &b); /// [each row of *this] += alpha * v template void AddVecToRows(const Real alpha, const VectorBase &v); /// [each col of *this] += alpha * v template void AddVecToCols(const Real alpha, const VectorBase &v); /// *this += alpha * M [or M^T] void AddMat(const Real alpha, const MatrixBase &M, MatrixTransposeType transA = kNoTrans); /// *this = beta * *this + alpha * M M^T, for symmetric matrices. It only /// updates the lower triangle of *this. It will leave the matrix asymmetric; /// if you need it symmetric as a regular matrix, do CopyLowerToUpper(). void SymAddMat2(const Real alpha, const MatrixBase &M, MatrixTransposeType transA, Real beta); /// *this = beta * *this + alpha * diag(v) * M [or M^T]. /// The same as adding M but scaling each row M_i by v(i). void AddDiagVecMat(const Real alpha, VectorBase &v, const MatrixBase &M, MatrixTransposeType transM, Real beta = 1.0); /// *this = beta * *this + alpha * M [or M^T] * diag(v) /// The same as adding M but scaling each column M_j by v(j). void AddMatDiagVec(const Real alpha, const MatrixBase &M, MatrixTransposeType transM, VectorBase &v, Real beta = 1.0); /// *this = beta * *this + alpha * A .* B (.* element by element multiplication) void AddMatMatElements(const Real alpha, const MatrixBase& A, const MatrixBase& B, const Real beta); /// *this += alpha * S template void AddSp(const Real alpha, const SpMatrix &S); void AddMatMat(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const MatrixBase& B, MatrixTransposeType transB, const Real beta); /// *this = a * b / c (by element; when c = 0, *this = a) void AddMatMatDivMat(const MatrixBase& A, const MatrixBase& B, const MatrixBase& C); /// A version of AddMatMat specialized for when the second argument /// contains a lot of zeroes. void AddMatSmat(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const MatrixBase& B, MatrixTransposeType transB, const Real beta); /// A version of AddMatMat specialized for when the first argument /// contains a lot of zeroes. void AddSmatMat(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const MatrixBase& B, MatrixTransposeType transB, const Real beta); /// this <-- beta*this + alpha*A*B*C. void AddMatMatMat(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const MatrixBase& B, MatrixTransposeType transB, const MatrixBase& C, MatrixTransposeType transC, const Real beta); /// this <-- beta*this + alpha*SpA*B. // This and the routines below are really // stubs that need to be made more efficient. void AddSpMat(const Real alpha, const SpMatrix& A, const MatrixBase& B, MatrixTransposeType transB, const Real beta) { Matrix M(A); return AddMatMat(alpha, M, kNoTrans, B, transB, beta); } /// this <-- beta*this + alpha*A*B. void AddTpMat(const Real alpha, const TpMatrix& A, MatrixTransposeType transA, const MatrixBase& B, MatrixTransposeType transB, const Real beta) { Matrix M(A); return AddMatMat(alpha, M, transA, B, transB, beta); } /// this <-- beta*this + alpha*A*B. void AddMatSp(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const SpMatrix& B, const Real beta) { Matrix M(B); return AddMatMat(alpha, A, transA, M, kNoTrans, beta); } /// this <-- beta*this + alpha*A*B*C. void AddSpMatSp(const Real alpha, const SpMatrix &A, const MatrixBase& B, MatrixTransposeType transB, const SpMatrix& C, const Real beta) { Matrix M(A), N(C); return AddMatMatMat(alpha, M, kNoTrans, B, transB, N, kNoTrans, beta); } /// this <-- beta*this + alpha*A*B. void AddMatTp(const Real alpha, const MatrixBase& A, MatrixTransposeType transA, const TpMatrix& B, MatrixTransposeType transB, const Real beta) { Matrix M(B); return AddMatMat(alpha, A, transA, M, transB, beta); } /// this <-- beta*this + alpha*A*B. void AddTpTp(const Real alpha, const TpMatrix& A, MatrixTransposeType transA, const TpMatrix& B, MatrixTransposeType transB, const Real beta) { Matrix M(A), N(B); return AddMatMat(alpha, M, transA, N, transB, beta); } /// this <-- beta*this + alpha*A*B. // This one is more efficient, not like the others above. void AddSpSp(const Real alpha, const SpMatrix& A, const SpMatrix& B, const Real beta); /// Copy lower triangle to upper triangle (symmetrize) void CopyLowerToUpper(); /// Copy upper triangle to lower triangle (symmetrize) void CopyUpperToLower(); /// This function orthogonalizes the rows of a matrix using the Gram-Schmidt /// process. It is only applicable if NumRows() <= NumCols(). It will use /// random number generation to fill in rows with something nonzero, in cases /// where the original matrix was of deficient row rank. void OrthogonalizeRows(); /// stream read. /// Use instead of stream<<*this, if you want to add to existing contents. // Will throw exception on failure. void Read(std::istream & in, bool binary, bool add = false); /// write to stream. void Write(std::ostream & out, bool binary) const; // Below is internal methods for Svd, user does not have to know about this. #if !defined(HAVE_ATLAS) && !defined(USE_KALDI_SVD) // protected: // Should be protected but used directly in testing routine. // destroys *this! void LapackGesvd(VectorBase *s, MatrixBase *U, MatrixBase *Vt); #else protected: // destroys *this! bool JamaSvd(VectorBase *s, MatrixBase *U, MatrixBase *V); #endif protected: /// Initializer, callable only from child. explicit MatrixBase(Real *data, MatrixIndexT cols, MatrixIndexT rows, MatrixIndexT stride) : data_(data), num_cols_(cols), num_rows_(rows), stride_(stride) { KALDI_ASSERT_IS_FLOATING_TYPE(Real); } /// Initializer, callable only from child. /// Empty initializer, for un-initialized matrix. explicit MatrixBase(): data_(NULL) { KALDI_ASSERT_IS_FLOATING_TYPE(Real); } // Make sure pointers to MatrixBase cannot be deleted. ~MatrixBase() { } /// A workaround that allows SubMatrix to get a pointer to non-const data /// for const Matrix. Unfortunately C++ does not allow us to declare a /// "public const" inheritance or anything like that, so it would require /// a lot of work to make the SubMatrix class totally const-correct-- /// we would have to override many of the Matrix functions. inline Real* Data_workaround() const { return data_; } /// data memory area Real* data_; /// these atributes store the real matrix size as it is stored in memory /// including memalignment MatrixIndexT num_cols_; /// < Number of columns MatrixIndexT num_rows_; /// < Number of rows /** True number of columns for the internal matrix. This number may differ * from num_cols_ as memory alignment might be used. */ MatrixIndexT stride_; private: KALDI_DISALLOW_COPY_AND_ASSIGN(MatrixBase); }; /// A class for storing matrices. template class Matrix : public MatrixBase { public: /// Empty constructor. Matrix(); /// Basic constructor. Sets to zero by default. /// if set_zero == false, memory contents are undefined. Matrix(const MatrixIndexT r, const MatrixIndexT c, MatrixResizeType resize_type = kSetZero): MatrixBase() { Resize(r, c, resize_type); } /// Copy constructor from CUDA matrix /// This is defined in ../cudamatrix/cu-matrix.h template explicit Matrix(const CuMatrixBase &cu, MatrixTransposeType trans = kNoTrans); /// Swaps the contents of *this and *other. Shallow swap. void Swap(Matrix *other); /// Defined in ../cudamatrix/cu-matrix.cc void Swap(CuMatrix *mat); /// Constructor from any MatrixBase. Can also copy with transpose. /// Allocates new memory. explicit Matrix(const MatrixBase & M, MatrixTransposeType trans = kNoTrans); /// Same as above, but need to avoid default copy constructor. Matrix(const Matrix & M); // (cannot make explicit) /// Copy constructor: as above, but from another type. template explicit Matrix(const MatrixBase & M, MatrixTransposeType trans = kNoTrans); /// Copy constructor taking SpMatrix... /// It is symmetric, so no option for transpose, and NumRows == Cols template explicit Matrix(const SpMatrix & M) : MatrixBase() { Resize(M.NumRows(), M.NumRows(), kUndefined); this->CopyFromSp(M); } /// Constructor from CompressedMatrix explicit Matrix(const CompressedMatrix &C); /// Copy constructor taking TpMatrix... template explicit Matrix(const TpMatrix & M, MatrixTransposeType trans = kNoTrans) : MatrixBase() { if (trans == kNoTrans) { Resize(M.NumRows(), M.NumCols(), kUndefined); this->CopyFromTp(M); } else { Resize(M.NumCols(), M.NumRows(), kUndefined); this->CopyFromTp(M, kTrans); } } /// read from stream. // Unlike one in base, allows resizing. void Read(std::istream & in, bool binary, bool add = false); /// Remove a specified row. void RemoveRow(MatrixIndexT i); /// Transpose the matrix. Works for non-square /// matrices as well as square ones. void Transpose(); /// Distructor to free matrices. ~Matrix() { Destroy(); } /// Sets matrix to a specified size (zero is OK as long as both r and c are /// 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(const MatrixIndexT r, const MatrixIndexT c, MatrixResizeType resize_type = kSetZero); /// Assignment operator that takes MatrixBase. Matrix &operator = (const MatrixBase &other) { if (MatrixBase::NumRows() != other.NumRows() || MatrixBase::NumCols() != other.NumCols()) Resize(other.NumRows(), other.NumCols(), kUndefined); MatrixBase::CopyFromMat(other); return *this; } /// Assignment operator. Needed for inclusion in std::vector. Matrix &operator = (const Matrix &other) { if (MatrixBase::NumRows() != other.NumRows() || MatrixBase::NumCols() != other.NumCols()) Resize(other.NumRows(), other.NumCols(), kUndefined); MatrixBase::CopyFromMat(other); return *this; } private: /// Deallocates memory and sets to empty matrix (dimension 0, 0). void Destroy(); /// Init assumes the current class contents are invalid (i.e. junk or have /// already been freed), and it sets the matrix to newly allocated memory with /// the specified number of rows and columns. r == c == 0 is acceptable. The data /// memory contents will be undefined. void Init(const MatrixIndexT r, const MatrixIndexT c); }; /// @} end "addtogroup matrix_group" /// \addtogroup matrix_funcs_io /// @{ /// A structure containing the HTK header. /// [TODO: change the style of the variables to Kaldi-compliant] struct HtkHeader { /// Number of samples. int32 mNSamples; /// Sample period. int32 mSamplePeriod; /// Sample size int16 mSampleSize; /// Sample kind. uint16 mSampleKind; }; // Read HTK formatted features from file into matrix. template bool ReadHtk(std::istream &is, Matrix *M, HtkHeader *header_ptr); // Write (HTK format) features to file from matrix. template bool WriteHtk(std::ostream &os, const MatrixBase &M, HtkHeader htk_hdr); // Write (CMUSphinx format) features to file from matrix. template bool WriteSphinx(std::ostream &os, const MatrixBase &M); /// @} end of "addtogroup matrix_funcs_io" /** Sub-matrix representation. Can work with sub-parts of a matrix using this class. Note that SubMatrix is not very const-correct-- it allows you to change the contents of a const Matrix. Be careful! */ template class SubMatrix : public MatrixBase { public: // Initialize a SubMatrix from part of a matrix; this is // a bit like A(b:c, d:e) in Matlab. // This initializer is against the proper semantics of "const", since // SubMatrix can change its contents. It would be hard to implement // a "const-safe" version of this class. SubMatrix(const MatrixBase& T, const MatrixIndexT ro, // row offset, 0 < ro < NumRows() const MatrixIndexT r, // number of rows, r > 0 const MatrixIndexT co, // column offset, 0 < co < NumCols() const MatrixIndexT c); // number of columns, c > 0 // This initializer is mostly intended for use in CuMatrix and related // classes. Be careful! SubMatrix(Real *data, MatrixIndexT num_rows, MatrixIndexT num_cols, MatrixIndexT stride); ~SubMatrix() {} /// This type of constructor is needed for Range() to work [in Matrix base /// class]. Cannot make it explicit. SubMatrix (const SubMatrix &other): MatrixBase (other.data_, other.num_cols_, other.num_rows_, other.stride_) {} private: /// Disallow assignment. SubMatrix &operator = (const SubMatrix &other); }; /// @} End of "addtogroup matrix_funcs_io". /// \addtogroup matrix_funcs_scalar /// @{ // Some declarations. These are traces of products. template bool ApproxEqual(const MatrixBase &A, const MatrixBase &B, Real tol = 0.01) { return A.ApproxEqual(B, tol); } template inline void AssertEqual(const MatrixBase &A, const MatrixBase &B, float tol = 0.01) { KALDI_ASSERT(A.ApproxEqual(B, tol)); } /// Returns trace of matrix. template double TraceMat(const MatrixBase &A) { return A.Trace(); } /// Returns tr(A B C) template Real TraceMatMatMat(const MatrixBase &A, MatrixTransposeType transA, const MatrixBase &B, MatrixTransposeType transB, const MatrixBase &C, MatrixTransposeType transC); /// Returns tr(A B C D) template Real TraceMatMatMatMat(const MatrixBase &A, MatrixTransposeType transA, const MatrixBase &B, MatrixTransposeType transB, const MatrixBase &C, MatrixTransposeType transC, const MatrixBase &D, MatrixTransposeType transD); /// @} end "addtogroup matrix_funcs_scalar" /// \addtogroup matrix_funcs_misc /// @{ /// Function to ensure that SVD is sorted. This function is made as generic as /// possible, to be applicable to other types of problems. s->Dim() should be /// the same as U->NumCols(), and we sort s from greatest to least absolute /// value (if sort_on_absolute_value == true) or greatest to least value /// otherwise, moving the columns of U, if it exists, and the rows of Vt, if it /// exists, around in the same way. Note: the "absolute value" part won't matter /// if this is an actual SVD, since singular values are non-negative. template void SortSvd(VectorBase *s, MatrixBase *U, MatrixBase* Vt = NULL, bool sort_on_absolute_value = true); /// Creates the eigenvalue matrix D that is part of the decomposition used Matrix::Eig. /// D will be block-diagonal with blocks of size 1 (for real eigenvalues) or 2x2 /// for complex pairs. If a complex pair is lambda +- i*mu, D will have a corresponding /// 2x2 block [lambda, mu; -mu, lambda]. /// This function will throw if any complex eigenvalues are not in complex conjugate /// pairs (or the members of such pairs are not consecutively numbered). template void CreateEigenvalueMatrix(const VectorBase &real, const VectorBase &imag, MatrixBase *D); /// The following function is used in Matrix::Power, and separately tested, so we /// declare it here mainly for the testing code to see. It takes a complex value to /// a power using a method that will work for noninteger powers (but will fail if the /// complex value is real and negative). template bool AttemptComplexPower(Real *x_re, Real *x_im, Real power); /// @} end of addtogroup matrix_funcs_misc /// \addtogroup matrix_funcs_io /// @{ template std::ostream & operator << (std::ostream & Out, const MatrixBase & M); template std::istream & operator >> (std::istream & In, MatrixBase & M); // The Matrix read allows resizing, so we override the MatrixBase one. template std::istream & operator >> (std::istream & In, Matrix & M); template bool SameDim(const MatrixBase &M, const MatrixBase &N) { return (M.NumRows() == N.NumRows() && M.NumCols() == N.NumCols()); } /// @} end of \addtogroup matrix_funcs_io } // namespace kaldi // we need to include the implementation and some // template specializations. #include "matrix/kaldi-matrix-inl.h" #endif // KALDI_MATRIX_KALDI_MATRIX_H_