// 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 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(i) < static_cast(dim_)); return *(data_ + i); } /// Indexing operator (non-const). inline Real & operator() (MatrixIndexT i) { KALDI_PARANOID_ASSERT(static_cast(i) < static_cast(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 Range(const MatrixIndexT o, const MatrixIndexT l) { return SubVector(*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 Range(const MatrixIndexT o, const MatrixIndexT l) const { return SubVector(*this, o, l); } /// Copy data from another vector (must match own size). void CopyFromVec(const VectorBase &v); /// Copy data from a SpMatrix or TpMatrix (must match own size). template void CopyFromPacked(const PackedMatrix &M); /// Copy data from another vector of different type (double vs. float) template void CopyFromVec(const VectorBase &v); /// Copy from CuVector. This is defined in ../cudamatrix/cu-vector.h template void CopyFromVec(const CuVectorBase &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 &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 &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 &src); /// Sets each element of *this to the sigmoid function of the corresponding /// element of "src". void Sigmoid(const VectorBase &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 &other, float tol = 0.01) const; /// Invert all elements. void InvertElements(); /// Add vector : *this = *this + alpha * rv (with casting between floats and /// doubles) template void AddVec(const Real alpha, const VectorBase &v); /// Add vector : *this = *this + alpha * rv^2 [element-wise squaring]. void AddVec2(const Real alpha, const VectorBase &v); /// Add vector : *this = *this + alpha * rv^2 [element-wise squaring], /// with casting between floats and doubles. template void AddVec2(const Real alpha, const VectorBase &v); /// Add matrix times vector : this <-- beta*this + alpha*M*v. /// Calls BLAS GEMV. void AddMatVec(const Real alpha, const MatrixBase &M, const MatrixTransposeType trans, const VectorBase &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 &M, const MatrixTransposeType trans, const VectorBase &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 &M, const VectorBase &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 &M, const MatrixTransposeType trans, const VectorBase &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 &v); /// Multipy element-by-element by another vector of different type. template void MulElements(const VectorBase &v); /// Divide element-by-element by a vector. void DivElements(const VectorBase &v); /// Divide element-by-element by a vector of different type. template void DivElements(const VectorBase &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 &v, const VectorBase &r, Real beta); /// Add element-by-element quotient of two vectors. /// this <---- alpha*v/r + beta*this void AddVecDivVec(Real alpha, const VectorBase &v, const VectorBase &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 &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 &M, const MatrixTransposeType trans); /// Performs a row stack of the matrix M void CopyRowsFromMat(const MatrixBase &M); template void CopyRowsFromMat(const MatrixBase &M); /// The following is implemented in ../cudamatrix/cu-matrix.cc void CopyRowsFromMat(const CuMatrixBase &M); /// Performs a column stack of the matrix M void CopyColsFromMat(const MatrixBase &M); /// Extracts a row of the matrix M. Could also do this with /// this->Copy(M[row]). void CopyRowFromMat(const MatrixBase &M, MatrixIndexT row); /// Extracts a row of the matrix M with type conversion. template void CopyRowFromMat(const MatrixBase &M, MatrixIndexT row); /// Extracts a row of the symmetric matrix S. template void CopyRowFromSp(const SpMatrix &S, MatrixIndexT row); /// Extracts a column of the matrix M. template void CopyColFromMat(const MatrixBase &M , MatrixIndexT col); /// Extracts the diagonal of the matrix M. void CopyDiagFromMat(const MatrixBase &M); /// Extracts the diagonal of a packed matrix M; works for Sp or Tp. void CopyDiagFromPacked(const PackedMatrix &M); /// Extracts the diagonal of a symmetric matrix. inline void CopyDiagFromSp(const SpMatrix &M) { CopyDiagFromPacked(M); } /// Extracts the diagonal of a triangular matrix. inline void CopyDiagFromTp(const TpMatrix &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 &M, Real beta = 1.0); /// Does *this = alpha * (sum of columns of M) + beta * *this. void AddColSumMat(Real alpha, const MatrixBase &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 &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 &M, MatrixTransposeType transM, const MatrixBase &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; friend class VectorBase; friend class CuVectorBase; friend class CuVector; 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 class Vector: public VectorBase { public: /// Constructor that takes no arguments. Initializes to empty. Vector(): VectorBase() {} /// 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() { Resize(s, resize_type); } /// Copy constructor from CUDA vector /// This is defined in ../cudamatrix/cu-vector.h template explicit Vector(const CuVectorBase &cu); /// Copy constructor. The need for this is controversial. Vector(const Vector &v) : VectorBase() { // (cannot be explicit) Resize(v.Dim(), kUndefined); this->CopyFromVec(v); } /// Copy-constructor from base-class, needed to copy from SubVector. explicit Vector(const VectorBase &v) : VectorBase() { Resize(v.Dim(), kUndefined); this->CopyFromVec(v); } /// Type conversion constructor. template explicit Vector(const VectorBase &v): VectorBase() { 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() { // Resize(s); // CopyFromPtr(Data, s); // } /// Swaps the contents of *this and *other. Shallow swap. void Swap(Vector *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 &operator = (const Vector &other) { Resize(other.Dim(), kUndefined); this->CopyFromVec(other); return *this; } /// Assignment operator that takes VectorBase. Vector &operator = (const VectorBase &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 class SubVector : public VectorBase { 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 &t, const MatrixIndexT origin, const MatrixIndexT length) : VectorBase() { // following assert equiv to origin>=0 && length>=0 && // origin+length <= rt.dim_ KALDI_ASSERT(static_cast(origin)+ static_cast(length) <= static_cast(t.Dim())); VectorBase::data_ = const_cast (t.Data()+origin); VectorBase::dim_ = length; } /// This constructor initializes the vector to point at the contents /// of this packed matrix (SpMatrix or TpMatrix). SubVector(const PackedMatrix &M) { VectorBase::data_ = const_cast (M.Data()); VectorBase::dim_ = (M.NumRows()*(M.NumRows()+1))/2; } /// Copy constructor SubVector(const SubVector &other) : VectorBase () { // this copy constructor needed for Range() to work in base class. VectorBase::data_ = other.data_; VectorBase::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 () { VectorBase::data_ = data; VectorBase::dim_ = length; } /// This operation does not preserve const-ness, so be careful. SubVector(const MatrixBase &matrix, MatrixIndexT row) { VectorBase::data_ = const_cast(matrix.RowData(row)); VectorBase::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 std::ostream & operator << (std::ostream & out, const VectorBase & v); /// Input from a C++ stream. Will automatically read text or /// binary data from the stream. template std::istream & operator >> (std::istream & in, VectorBase & v); /// Input from a C++ stream. Will automatically read text or /// binary data from the stream. template std::istream & operator >> (std::istream & in, Vector & v); /// @} end of \addtogroup matrix_funcs_io /// \addtogroup matrix_funcs_scalar /// @{ template bool ApproxEqual(const VectorBase &a, const VectorBase &b, Real tol = 0.01) { return a.ApproxEqual(b, tol); } template inline void AssertEqual(VectorBase &a, VectorBase &b, float tol = 0.01) { KALDI_ASSERT(a.ApproxEqual(b, tol)); } /// Returns dot product between v1 and v2. template Real VecVec(const VectorBase &v1, const VectorBase &v2); template Real VecVec(const VectorBase &v1, const VectorBase &v2); /// Returns \f$ v_1^T M v_2 \f$ . /// Not as efficient as it could be where v1 == v2. template Real VecMatVec(const VectorBase &v1, const MatrixBase &M, const VectorBase &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_