linalg.py 127.6 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13
#   Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
#
# 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
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14

myq406450149's avatar
myq406450149 已提交
15
import numpy as np
16
from ..framework import LayerHelper
L
Ligoml 已提交
17 18 19 20 21 22 23 24 25 26 27
from ..framework import (
    _varbase_creator,
    _dygraph_tracer,
    in_dygraph_mode,
    _non_static_mode,
)
from ..fluid.data_feeder import (
    check_variable_and_dtype,
    check_type,
    check_dtype,
)
Z
zhiboniu 已提交
28
from ..static import Variable
29 30
from ..fluid.framework import _in_legacy_dygraph
from .manipulation import cast
31 32 33
from .math import multiply, add
from .logic import logical_not
from .creation import full
34

A
andyjpaddle 已提交
35
import paddle
36
import warnings
37 38
from paddle.common_ops_import import core
from paddle.common_ops_import import VarDesc
39
from paddle import _C_ops, _legacy_C_ops
40

41 42
__all__ = []

43 44 45
# Consistent with kDefaultDim from C++ Backend
K_DEFAULT_DIM = 9

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
def transpose(x, perm, name=None):
    """
    Permute the data dimensions of `input` according to `perm`.

    The `i`-th dimension  of the returned tensor will correspond to the
    perm[i]-th dimension of `input`.

    Args:
        x (Tensor): The input Tensor. It is a N-D Tensor of data types bool, float32, float64, int32.
        perm (list|tuple): Permute the input according to the data of perm.
        name (str): The name of this layer. It is optional.

    Returns:
        Tensor: A transposed n-D Tensor, with data type being bool, float32, float64, int32, int64.

    For Example:

        .. code-block:: text

         x = [[[ 1  2  3  4] [ 5  6  7  8] [ 9 10 11 12]]
             [[13 14 15 16] [17 18 19 20] [21 22 23 24]]]
         shape(x) =  [2,3,4]

         # Example 1
         perm0 = [1,0,2]
         y_perm0 = [[[ 1  2  3  4] [13 14 15 16]]
                   [[ 5  6  7  8]  [17 18 19 20]]
                   [[ 9 10 11 12]  [21 22 23 24]]]
         shape(y_perm0) = [3,2,4]

         # Example 2
         perm1 = [2,1,0]
         y_perm1 = [[[ 1 13] [ 5 17] [ 9 21]]
                   [[ 2 14] [ 6 18] [10 22]]
                   [[ 3 15]  [ 7 19]  [11 23]]
                   [[ 4 16]  [ 8 20]  [12 24]]]
         shape(y_perm1) = [4,3,2]

    Examples:

        .. code-block:: python

            import paddle

            x = paddle.randn([2, 3, 4])
            x_transposed = paddle.transpose(x, perm=[1, 0, 2])
            print(x_transposed.shape)
            # [3L, 2L, 4L]

    """
    if in_dygraph_mode():
98
        return _C_ops.transpose(x, perm)
99 100
    else:
        if _in_legacy_dygraph():
101
            out, _ = _legacy_C_ops.transpose2(x, 'axis', perm)
102 103
            return out

L
Ligoml 已提交
104 105 106 107 108 109 110 111 112 113 114 115 116 117 118
    check_variable_and_dtype(
        x,
        'x',
        [
            'bool',
            'float16',
            'float32',
            'float64',
            'int32',
            'int64',
            'complex64',
            'complex128',
        ],
        'transpose',
    )
119 120 121 122 123 124 125 126
    check_type(perm, 'perm', (list, tuple), 'transpose')
    if isinstance(perm, tuple):
        perm = list(perm)
    if len(perm) != len(x.shape):
        raise ValueError(
            "Input(perm) is the permutation of dimensions of Input(x), "
            "its length should be equal to dimensions of Input(x), "
            "but received dimension of Input(x) is %s, "
L
Ligoml 已提交
127 128
            "the length of Input(perm) is %s." % (len(x.shape), len(perm))
        )
129 130 131 132 133
    for idx, dim in enumerate(perm):
        if dim >= len(x.shape):
            raise ValueError(
                "Each element in Input(perm) should be less than Input(x)'s dimension, "
                "but %d-th element in Input(perm) is %d which exceeds Input(x)'s "
L
Ligoml 已提交
134 135
                "dimension %d." % (idx, perm[idx], len(x.shape))
            )
136 137 138 139

    helper = LayerHelper('transpose', **locals())
    out = helper.create_variable_for_type_inference(x.dtype)
    x_shape = helper.create_variable_for_type_inference(x.dtype)
L
Ligoml 已提交
140 141 142 143 144 145
    helper.append_op(
        type='transpose2',
        inputs={'X': [x]},
        outputs={'Out': [out], 'XShape': [x_shape]},
        attrs={'axis': perm},
    )
146 147 148
    return out


S
ShenLiang 已提交
149
def matmul(x, y, transpose_x=False, transpose_y=False, name=None):
150
    """
151 152
    Applies matrix multiplication to two tensors. `matmul` follows
    the complete broadcast rules,
S
ShenLiang 已提交
153
    and its behavior is consistent with `np.matmul`.
S
swtkiwi 已提交
154

S
ShenLiang 已提交
155 156
    Currently, the input tensors' number of dimensions can be any, `matmul` can be used to
    achieve the `dot`, `matmul` and `batchmatmul`.
157 158 159 160 161

    The actual behavior depends on the shapes of :math:`x`, :math:`y` and the
    flag values of :attr:`transpose_x`, :attr:`transpose_y`. Specifically:

    - If a transpose flag is specified, the last two dimensions of the tensor
162 163
      are transposed. If the tensor is ndim-1 of shape, the transpose is invalid. If the tensor
      is ndim-1 of shape :math:`[D]`, then for :math:`x` it is treated as :math:`[1, D]`, whereas
S
ShenLiang 已提交
164 165 166 167 168 169 170 171
      for :math:`y` it is the opposite: It is treated as :math:`[D, 1]`.

    The multiplication behavior depends on the dimensions of `x` and `y`. Specifically:

    - If both tensors are 1-dimensional, the dot product result is obtained.

    - If both tensors are 2-dimensional, the matrix-matrix product is obtained.

172 173
    - If the `x` is 1-dimensional and the `y` is 2-dimensional,
      a `1` is prepended to its dimension in order to conduct the matrix multiply.
S
ShenLiang 已提交
174
      After the matrix multiply, the prepended dimension is removed.
175 176

    - If the `x` is 2-dimensional and `y` is 1-dimensional,
S
ShenLiang 已提交
177 178
      the matrix-vector product is obtained.

179 180 181 182 183 184 185 186 187
    - If both arguments are at least 1-dimensional and at least one argument
      is N-dimensional (where N > 2), then a batched matrix multiply is obtained.
      If the first argument is 1-dimensional, a 1 is prepended to its dimension
      in order to conduct the batched matrix multiply and removed after.
      If the second argument is 1-dimensional, a 1 is appended to its
      dimension for the purpose of the batched matrix multiple and removed after.
      The non-matrix (exclude the last two dimensions) dimensions are
      broadcasted according the broadcast rule.
      For example, if input is a (j, 1, n, m) tensor and the other is a (k, m, p) tensor,
S
ShenLiang 已提交
188
      out will be a (j, k, n, p) tensor.
189 190

    Args:
S
ShenLiang 已提交
191 192
        x (Tensor): The input tensor which is a Tensor.
        y (Tensor): The input tensor which is a Tensor.
193 194 195 196 197 198
        transpose_x (bool): Whether to transpose :math:`x` before multiplication.
        transpose_y (bool): Whether to transpose :math:`y` before multiplication.
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
S
ShenLiang 已提交
199
        Tensor: The output Tensor.
200 201 202

    Examples:

C
Chen Long 已提交
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
        .. code-block:: python

            import paddle

            # vector * vector
            x = paddle.rand([10])
            y = paddle.rand([10])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [1]

            # matrix * vector
            x = paddle.rand([10, 5])
            y = paddle.rand([5])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [10]

            # batched matrix * broadcasted vector
            x = paddle.rand([10, 5, 2])
            y = paddle.rand([2])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [10, 5]

            # batched matrix * batched matrix
            x = paddle.rand([10, 5, 2])
            y = paddle.rand([10, 2, 5])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [10, 5, 5]

            # batched matrix * broadcasted matrix
            x = paddle.rand([10, 1, 5, 2])
            y = paddle.rand([1, 3, 2, 5])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [10, 3, 5, 5]
241 242

    """
243
    if in_dygraph_mode():
244
        return _C_ops.matmul(x, y, transpose_x, transpose_y)
245 246 247

    if _in_legacy_dygraph():
        op_type = 'matmul_v2'
248
        op = getattr(_legacy_C_ops, op_type)
S
ShenLiang 已提交
249 250
        return op(x, y, 'trans_x', transpose_x, 'trans_y', transpose_y)

251
    attrs = {
S
ShenLiang 已提交
252 253
        'trans_x': transpose_x,
        'trans_y': transpose_y,
254 255 256 257 258
    }

    def __check_input(x, y):
        var_names = {'x': x, 'y': y}
        for name, val in var_names.items():
S
ShenLiang 已提交
259
            check_variable_and_dtype(
L
Ligoml 已提交
260 261
                val,
                name,
262
                ['float16', 'float32', 'float64', 'complex64', 'complex128'],
L
Ligoml 已提交
263 264
                'matmul',
            )
265 266 267

    __check_input(x, y)

S
ShenLiang 已提交
268
    helper = LayerHelper('matmul_v2', **locals())
269
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
L
Ligoml 已提交
270 271 272 273 274 275
    helper.append_op(
        type='matmul_v2',
        inputs={'X': x, 'Y': y},
        outputs={'Out': out},
        attrs=attrs,
    )
276
    return out
Z
Zhang Ting 已提交
277 278


myq406450149's avatar
myq406450149 已提交
279
def norm(x, p='fro', axis=None, keepdim=False, name=None):
280
    """
S
swtkiwi 已提交
281

282 283 284
    Returns the matrix norm (Frobenius) or vector norm (the 1-norm, the Euclidean
    or 2-norm, and in general the p-norm for p > 0) of a given tensor.

L
Ligoml 已提交
285
    Note:
286 287 288 289 290
        This norm API is different from `numpy.linalg.norm`.
        This api supports high-order input tensors (rank >= 3), and certain axis need to be pointed out to calculate the norm.
        But `numpy.linalg.norm` only supports 1-D vector or 2-D matrix as input tensor.
        For p-order matrix norm, this api actually treats matrix as a flattened vector to calculate the vector norm, NOT REAL MATRIX NORM.

291
    Args:
myq406450149's avatar
myq406450149 已提交
292
        x (Tensor): The input tensor could be N-D tensor, and the input data
293
            type could be float32 or float64.
myq406450149's avatar
myq406450149 已提交
294
        p (float|string, optional): Order of the norm. Supported values are `fro`, `0`, `1`, `2`,
295
            `inf`, `-inf` and any positive real number yielding the corresponding p-norm. Not supported: ord < 0 and nuclear norm.
myq406450149's avatar
myq406450149 已提交
296
            Default value is `fro`.
myq406450149's avatar
myq406450149 已提交
297 298
        axis (int|list|tuple, optional): The axis on which to apply norm operation. If axis is int
            or list(int)/tuple(int)  with only one element, the vector norm is computed over the axis.
299
            If `axis < 0`, the dimension to norm operation is rank(input) + axis.
myq406450149's avatar
myq406450149 已提交
300
            If axis is a list(int)/tuple(int) with two elements, the matrix norm is computed over the axis.
301
            Default value is `None`.
302 303 304 305 306 307 308 309
        keepdim (bool, optional): Whether to reserve the reduced dimension in the
            output Tensor. The result tensor will have fewer dimension
            than the :attr:`input` unless :attr:`keepdim` is true, default
            value is False.
        name (str, optional): The default value is None. Normally there is no need for
            user to set this property. For more information, please refer to :ref:`api_guide_Name`.

    Returns:
myq406450149's avatar
myq406450149 已提交
310
        Tensor: results of norm operation on the specified axis of input tensor,
311
        it's data type is the same as input's Tensor.
312

313 314
    Examples:
        .. code-block:: python
315

316
            import paddle
317 318 319 320 321 322 323 324 325
            x = paddle.arange(24, dtype="float32").reshape([2, 3, 4]) - 12
            # x: Tensor(shape=[2, 3, 4], dtype=float32, place=Place(cpu), stop_gradient=True,
            #          [[[-12., -11., -10., -9. ],
            #            [-8. , -7. , -6. , -5. ],
            #            [-4. , -3. , -2. , -1. ]],

            #           [[ 0. ,  1. ,  2. ,  3. ],
            #            [ 4. ,  5. ,  6. ,  7. ],
            #            [ 8. ,  9. ,  10.,  11.]]])
myq406450149's avatar
myq406450149 已提交
326

327
            # compute frobenius norm along last two dimensions.
328
            out_fro = paddle.linalg.norm(x, p='fro', axis=[0,1])
329 330
            # out_fro: Tensor(shape=[4], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                 [17.43559647, 16.91153526, 16.73320007, 16.91153526])
myq406450149's avatar
myq406450149 已提交
331

332
            # compute 2-order vector norm along last dimension.
333
            out_pnorm = paddle.linalg.norm(x, p=2, axis=-1)
334 335 336
            # out_pnorm: Tensor(shape=[2, 3], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                [[21.11871147, 13.19090557, 5.47722578 ],
            #                 [3.74165750 , 11.22497177, 19.13112640]])
myq406450149's avatar
myq406450149 已提交
337 338

            # compute 2-order  norm along [0,1] dimension.
339
            out_pnorm = paddle.linalg.norm(x, p=2, axis=[0,1])
340 341
            # out_pnorm: Tensor(shape=[4], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                  [17.43559647, 16.91153526, 16.73320007, 16.91153526])
myq406450149's avatar
myq406450149 已提交
342 343

            # compute inf-order  norm
344 345 346 347 348 349 350 351 352
            out_pnorm = paddle.linalg.norm(x, p=float("inf"))
            # out_pnorm  = Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                    [12.])

            out_pnorm = paddle.linalg.norm(x, p=float("inf"), axis=0)
            # out_pnorm: Tensor(shape=[3, 4], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                 [[12., 11., 10., 9. ],
            #                  [8. , 7. , 6. , 7. ],
            #                  [8. , 9. , 10., 11.]])
myq406450149's avatar
myq406450149 已提交
353 354

            # compute -inf-order  norm
355 356 357 358 359 360 361 362 363
            out_pnorm = paddle.linalg.norm(x, p=-float("inf"))
            # out_pnorm: Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                  [0.])

            out_pnorm = paddle.linalg.norm(x, p=-float("inf"), axis=0)
            # out_pnorm: Tensor(shape=[3, 4], dtype=float32, place=Place(cpu), stop_gradient=True,
            #                  [[0., 1., 2., 3.],
            #                  [4., 5., 6., 5.],
            #                  [4., 3., 2., 1.]])
364 365
    """

myq406450149's avatar
myq406450149 已提交
366
    def frobenius_norm(input, dim=None, keepdim=False, name=None):
367 368 369 370 371 372 373 374 375 376 377
        """
        The frobenius norm OP is to calculate the frobenius norm of certain two dimensions of Tensor `input`.
        Args:
          input (Variable): Tensor, data type float32, float64.
          dim (list, optional): None for last two dimensions.
          keepdim (bool, optional): Whether keep the dimensions as the `input`, Default False.
        """
        if dim is not None and not (isinstance(dim, list) and len(dim) == 2):
            raise ValueError(
                "The dim of frobenius norm op should be None or two elements list!"
            )
F
From00 已提交
378 379 380

        if in_dygraph_mode():
            if dim is None:
381 382
                return _C_ops.frobenius_norm(input, [], keepdim, True)
            return _C_ops.frobenius_norm(input, dim, keepdim, False)
F
From00 已提交
383
        if _in_legacy_dygraph():
myq406450149's avatar
myq406450149 已提交
384
            if dim is None:
L
Ligoml 已提交
385 386 387 388 389 390
                return _legacy_C_ops.frobenius_norm(
                    input, 'keep_dim', keepdim, 'reduce_all', True
                )
            return _legacy_C_ops.frobenius_norm(
                input, 'dim', dim, 'keep_dim', keepdim, 'reduce_all', False
            )
myq406450149's avatar
myq406450149 已提交
391 392
        attrs = {'dim': dim, 'keep_dim': keepdim, 'reduce_all': False}
        if dim is None:
393
            attrs['reduce_all'] = True
L
Ligoml 已提交
394 395 396
        check_variable_and_dtype(
            input, 'input', ['float32', 'float64'], 'frobenius_norm'
        )
397 398

        helper = LayerHelper('frobenius_norm', **locals())
myq406450149's avatar
myq406450149 已提交
399
        out = helper.create_variable_for_type_inference(
L
Ligoml 已提交
400 401
            dtype=helper.input_dtype()
        )
402

L
Ligoml 已提交
403 404 405 406 407 408
        helper.append_op(
            type='frobenius_norm',
            inputs={'X': input},
            outputs={'Out': out},
            attrs=attrs,
        )
409 410
        return out

L
Ligoml 已提交
411 412 413
    def vector_norm(
        input, porder=None, axis=None, keepdim=False, asvector=False, name=None
    ):
414 415 416 417 418 419 420 421
        """
        Calculate the p-order vector norm for certain  dimension of Tensor `input`.
        Args:
          input (Variable): Tensor, data type float32, float64.
          porder (float, optional): None for porder=2.0.
          axis (int, optional): None for last dimension.
          keepdim (bool, optional): Whether keep the dimensions as the `input`, Default False.
        """
422
        if in_dygraph_mode():
L
Ligoml 已提交
423 424
            if axis is None:
                axis = -1
425
            return _C_ops.p_norm(input, porder, axis, 1e-12, keepdim, asvector)
426 427

        if _in_legacy_dygraph():
L
Ligoml 已提交
428 429 430 431 432 433 434 435 436 437 438 439 440
            if axis is None:
                axis = -1
            return _legacy_C_ops.p_norm(
                input,
                'porder',
                porder,
                'axis',
                axis,
                'keepdim',
                keepdim,
                'asvector',
                asvector,
            )
441

442 443 444 445
        if porder is not None:
            check_type(porder, 'porder', (float, int), 'p_norm')
        if axis is not None:
            check_type(axis, 'axis', (int), 'p_norm')
L
Ligoml 已提交
446 447 448
        check_variable_and_dtype(
            input, 'input', ['float32', 'float64'], 'p_norm'
        )
myq406450149's avatar
myq406450149 已提交
449

450 451 452 453
        attrs = {
            'axis': axis if axis is not None else -1,
            'porder': float(porder) if porder is not None else 2.0,
            'keepdim': keepdim,
myq406450149's avatar
myq406450149 已提交
454
            'asvector': asvector,
455 456 457
            'epsilon': 1e-12,
        }
        helper = LayerHelper('p_norm', **locals())
myq406450149's avatar
myq406450149 已提交
458
        out = helper.create_variable_for_type_inference(
L
Ligoml 已提交
459 460
            dtype=helper.input_dtype()
        )
461

L
Ligoml 已提交
462 463 464 465 466 467
        helper.append_op(
            type='p_norm',
            inputs={'X': input},
            outputs={'Out': out},
            attrs=attrs,
        )
468 469
        return out

L
Ligoml 已提交
470 471 472
    def inf_norm(
        input, porder=None, axis=axis, keepdim=False, asvector=False, name=None
    ):
473
        if in_dygraph_mode():
474
            out = _C_ops.abs(input)
L
Ligoml 已提交
475 476 477 478 479
            reduce_all = (
                True
                if axis == None or axis == [] or asvector == True
                else False
            )
480 481 482 483
            axis = axis if axis != None and axis != [] else [0]
            if reduce_all:
                assert (axis == []) or (axis is None)
            if porder == np.float64('inf'):
484
                return _C_ops.max(out, axis, keepdim)
485
            else:
486
                return _C_ops.min(out, axis, keepdim)
487

O
OccupyMars2025 已提交
488
        helper = LayerHelper('inf_norm', **locals())
myq406450149's avatar
myq406450149 已提交
489
        out = helper.create_variable_for_type_inference(
L
Ligoml 已提交
490 491
            dtype=helper.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
492 493
        helper.append_op(type='abs', inputs={'X': input}, outputs={'Out': out})
        reduce_out = helper.create_variable_for_type_inference(
L
Ligoml 已提交
494 495
            dtype=helper.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
496

L
Ligoml 已提交
497 498 499
        reduce_all = (
            True if axis == None or axis == [] or asvector == True else False
        )
myq406450149's avatar
myq406450149 已提交
500 501
        axis = axis if axis != None and axis != [] else [0]

L
Ligoml 已提交
502 503 504 505 506 507 508 509 510
        reduce_type = (
            'reduce_max' if porder == np.float64('inf') else 'reduce_min'
        )
        helper.append_op(
            type=reduce_type,
            inputs={'X': out},
            outputs={'Out': reduce_out},
            attrs={'dim': axis, 'keep_dim': keepdim, 'reduce_all': reduce_all},
        )
myq406450149's avatar
myq406450149 已提交
511 512 513

        return reduce_out

L
Ligoml 已提交
514
    def p_matrix_norm(input, porder=1.0, axis=axis, keepdim=False, name=None):
515 516 517 518
        """
        NOTE:
            This function actually treats the matrix as flattened vector to calculate vector norm instead of matrix norm.
        """
519
        if in_dygraph_mode():
520 521 522
            abs_out = _C_ops.abs(input)
            pow_out = _C_ops.pow(abs_out, porder)
            sum_out = _C_ops.sum(pow_out, axis, None, keepdim)
L
Ligoml 已提交
523
            out = _C_ops.pow(sum_out, float(1.0 / porder))
524 525
            return out

myq406450149's avatar
myq406450149 已提交
526 527
        block = LayerHelper('norm', **locals())
        out = block.create_variable_for_type_inference(
L
Ligoml 已提交
528 529
            dtype=block.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
530
        abs_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
531 532 533 534 535
            dtype=block.input_dtype()
        )
        block.append_op(
            type='abs', inputs={'X': input}, outputs={'Out': abs_out}
        )
myq406450149's avatar
myq406450149 已提交
536
        pow_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
537 538
            dtype=block.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
539

L
Ligoml 已提交
540 541 542 543 544 545
        block.append_op(
            type='pow',
            inputs={'X': abs_out},
            outputs={'Out': pow_out},
            attrs={'factor': porder},
        )
myq406450149's avatar
myq406450149 已提交
546
        sum_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564
            dtype=block.input_dtype()
        )
        block.append_op(
            type='reduce_sum',
            inputs={'X': pow_out},
            outputs={'Out': sum_out},
            attrs={
                'dim': axis,
                'keep_dim': keepdim,
                'reduce_all': True if axis is None else False,
            },
        )
        block.append_op(
            type='pow',
            inputs={'X': sum_out},
            outputs={'Out': out},
            attrs={'factor': float(1.0 / porder)},
        )
myq406450149's avatar
myq406450149 已提交
565 566
        return out

567 568 569
    if axis is None and p is not None:
        if isinstance(p, str):
            if p == "fro":
myq406450149's avatar
myq406450149 已提交
570
                return frobenius_norm(x, dim=axis, keepdim=keepdim, name=name)
571 572
            else:
                raise ValueError(
L
Ligoml 已提交
573 574
                    "only valid string values are 'fro', found {}".format(p)
                )
575
        elif isinstance(p, (int, float)):
L
Ligoml 已提交
576 577 578 579 580 581 582 583
            return vector_norm(
                x,
                porder=p,
                axis=axis,
                keepdim=keepdim,
                asvector=True,
                name=name,
            )
584
        else:
585
            raise ValueError(
L
Ligoml 已提交
586 587
                "only valid p type is string or float, found {}".format(type(p))
            )
588

myq406450149's avatar
myq406450149 已提交
589 590
    if isinstance(axis, tuple):
        axis = list(axis)
591 592 593
    if isinstance(axis, list) and len(axis) == 1:
        axis = axis[0]

L
Ligoml 已提交
594
    # calculate vector norm, where axis is int or list with only one integer
595
    if isinstance(axis, int):
myq406450149's avatar
myq406450149 已提交
596 597
        if isinstance(p, str):
            if p == "fro":
L
Ligoml 已提交
598 599 600 601 602 603 604 605
                return vector_norm(
                    x,
                    porder=2,
                    axis=axis,
                    keepdim=keepdim,
                    asvector=False,
                    name=name,
                )
myq406450149's avatar
myq406450149 已提交
606 607 608

            else:
                raise ValueError(
L
Ligoml 已提交
609 610
                    "only valid string values are 'fro', found {}".format(p)
                )
myq406450149's avatar
myq406450149 已提交
611
        elif isinstance(p, (int, float)):
L
Ligoml 已提交
612 613 614 615 616 617 618 619
            return vector_norm(
                x,
                axis=axis,
                porder=p,
                keepdim=keepdim,
                asvector=False,
                name=name,
            )
620 621
        else:
            raise ValueError(
L
Ligoml 已提交
622 623 624 625 626
                "unspport p for p-order vector norm. except float, found {}".format(
                    p
                )
            )
    # calculate matrix norm, where axis is list with two integers
627 628
    elif isinstance(axis, list) and len(axis) == 2:
        if p == "fro":
myq406450149's avatar
myq406450149 已提交
629 630 631
            return frobenius_norm(x, dim=axis, keepdim=keepdim, name=name)
        elif p == np.inf or p == -np.inf:
            return inf_norm(x, porder=p, axis=axis, keepdim=keepdim, name=name)
myq406450149's avatar
myq406450149 已提交
632 633
        elif p == 0:
            raise ValueError(
L
Ligoml 已提交
634 635 636 637
                "just suport axis type int or list (length of list <=1) if p = 0, found {}".format(
                    axis
                )
            )
638
        else:
L
Ligoml 已提交
639 640 641
            return p_matrix_norm(
                x, porder=p, axis=axis, keepdim=keepdim, name=name
            )
642 643
    else:
        raise ValueError(
L
Ligoml 已提交
644 645 646 647
            "except axis type int or list (length of list <=2), found {}".format(
                axis
            )
        )
648 649


650
def dist(x, y, p=2, name=None):
651
    r"""
S
swtkiwi 已提交
652

Z
Zhang Ting 已提交
653
    This OP returns the p-norm of (x - y). It is not a norm in a strict sense, only as a measure
654 655
    of distance. The shapes of x and y must be broadcastable. The definition is as follows, for
    details, please refer to the `numpy's broadcasting <https://docs.scipy.org/doc/numpy/user/basics.broadcasting.html>`_:
Z
Zhang Ting 已提交
656

657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679
    - Each input has at least one dimension.
    - Match the two input dimensions from back to front, the dimension sizes must either be equal, one of them is 1, or one of them does not exist.

    Where, z = x - y, the shapes of x and y are broadcastable, then the shape of z can be
    obtained as follows:

    1. If the number of dimensions of x and y are not equal, prepend 1 to the dimensions of the
    tensor with fewer dimensions.

    For example, The shape of x is [8, 1, 6, 1], the shape of y is [7, 1, 5], prepend 1 to the
    dimension of y.

    x (4-D Tensor):  8 x 1 x 6 x 1

    y (4-D Tensor):  1 x 7 x 1 x 5

    2. Determine the size of each dimension of the output z: choose the maximum value from the
    two input dimensions.

    z (4-D Tensor):  8 x 7 x 6 x 5

    If the number of dimensions of the two inputs are the same, the size of the output can be
    directly determined in step 2. When p takes different values, the norm formula is as follows:
Z
Zhang Ting 已提交
680 681 682 683 684 685 686

    When p = 0, defining $0^0=0$, the zero-norm of z is simply the number of non-zero elements of z.

    .. math::

        ||z||_{0}=\lim_{p \\rightarrow 0}\sum_{i=1}^{m}|z_i|^{p}

Z
Zhong Hui 已提交
687
    When p = inf, the inf-norm of z is the maximum element of the absolute value of z.
Z
Zhang Ting 已提交
688 689 690 691 692

    .. math::

        ||z||_\infty=\max_i |z_i|

Z
Zhong Hui 已提交
693
    When p = -inf, the negative-inf-norm of z is the minimum element of the absolute value of z.
Z
Zhang Ting 已提交
694 695 696 697 698 699 700 701 702 703 704 705

    .. math::

        ||z||_{-\infty}=\min_i |z_i|

    Otherwise, the p-norm of z follows the formula,

    .. math::

        ||z||_{p}=(\sum_{i=1}^{m}|z_i|^p)^{\\frac{1}{p}}

    Args:
706 707
        x (Tensor): 1-D to 6-D Tensor, its data type is float32 or float64.
        y (Tensor): 1-D to 6-D Tensor, its data type is float32 or float64.
Z
Zhang Ting 已提交
708 709 710
        p (float, optional): The norm to be computed, its data type is float32 or float64. Default: 2.

    Returns:
711
        Tensor: Tensor that is the p-norm of (x - y).
Z
Zhang Ting 已提交
712 713 714 715 716 717

    Examples:
        .. code-block:: python

            import paddle

718 719
            x = paddle.to_tensor([[3, 3],[3, 3]], dtype="float32")
            y = paddle.to_tensor([[3, 3],[3, 1]], dtype="float32")
720 721
            out = paddle.dist(x, y, 0)
            print(out) # out = [1.]
Z
Zhang Ting 已提交
722

723 724
            out = paddle.dist(x, y, 2)
            print(out) # out = [2.]
Z
Zhang Ting 已提交
725

726 727
            out = paddle.dist(x, y, float("inf"))
            print(out) # out = [2.]
Z
Zhang Ting 已提交
728

729 730
            out = paddle.dist(x, y, float("-inf"))
            print(out) # out = [0.]
Z
Zhang Ting 已提交
731
    """
H
hong 已提交
732
    if in_dygraph_mode():
733
        return _C_ops.dist(x, y, p)
H
hong 已提交
734

Z
Zhang Ting 已提交
735 736 737 738 739 740 741 742 743
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'dist')
    check_variable_and_dtype(y, 'dtype', ['float32', 'float64'], 'dist')
    check_type(p, 'p', (float, int), 'dist')
    helper = LayerHelper("dist", **locals())
    out = helper.create_variable_for_type_inference(x.dtype)

    inputs = {"X": [x], "Y": [y]}
    outputs = {'Out': [out]}
    attrs = {"p": float(p)}
L
Ligoml 已提交
744 745 746
    helper.append_op(
        type='dist', inputs=inputs, outputs={'Out': out}, attrs=attrs
    )
Z
Zhang Ting 已提交
747
    return out
L
liuwei1031 已提交
748 749


750 751 752 753 754 755
def cond(x, p=None, name=None):
    """

    Computes the condition number of a matrix or batches of matrices with respect to a matrix norm ``p``.

    Args:
756 757
        x (Tensor): The input tensor could be tensor of shape ``(*, m, n)`` where ``*`` is zero or more batch dimensions
            for ``p`` in ``(2, -2)``, or of shape ``(*, n, n)`` where every matrix is invertible for any supported ``p``.
758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775
            And the input data type could be ``float32`` or ``float64``.
        p (float|string, optional): Order of the norm. Supported values are `fro`, `nuc`, `1`, `-1`, `2`, `-2`,
            `inf`, `-inf`. Default value is `None`, meaning that the order of the norm is `2`.
        name (str, optional): The default value is `None`. Normally there is no need for
            user to set this property. For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: computing results of condition number, its data type is the same as input Tensor ``x``.

    Examples:
        .. code-block:: python

            import paddle

            x = paddle.to_tensor([[1., 0, -1], [0, 1, 0], [1, 0, 1]])

            # compute conditional number when p is None
            out = paddle.linalg.cond(x)
776 777
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.41421342])
778 779 780

            # compute conditional number when order of the norm is 'fro'
            out_fro = paddle.linalg.cond(x, p='fro')
781 782
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [3.16227770])
783 784 785

            # compute conditional number when order of the norm is 'nuc'
            out_nuc = paddle.linalg.cond(x, p='nuc')
786 787
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [9.24263859])
788 789 790

            # compute conditional number when order of the norm is 1
            out_1 = paddle.linalg.cond(x, p=1)
791 792
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [2.])
793 794 795

            # compute conditional number when order of the norm is -1
            out_minus_1 = paddle.linalg.cond(x, p=-1)
796 797
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.])
798 799 800

            # compute conditional number when order of the norm is 2
            out_2 = paddle.linalg.cond(x, p=2)
801 802
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.41421342])
803 804 805

            # compute conditional number when order of the norm is -1
            out_minus_2 = paddle.linalg.cond(x, p=-2)
806 807
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.70710683])
808 809

            # compute conditional number when order of the norm is inf
810 811 812
            out_inf = paddle.linalg.cond(x, p=float("inf"))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [2.])
813 814

            # compute conditional number when order of the norm is -inf
815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830
            out_minus_inf = paddle.linalg.cond(x, p=-float("inf"))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.])

            a = paddle.randn([2, 4, 4])
            # Tensor(shape=[2, 4, 4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[[-0.06784091, -0.07095790,  1.31792855, -0.58959651],
            #          [ 0.20818676, -0.85640615, -0.89998871, -1.47439921],
            #          [-0.49132481,  0.42250812, -0.77383220, -2.19794774],
            #          [-0.33551720, -1.70003879, -1.09795380, -0.63737559]],

            #         [[ 1.12026262, -0.16119350, -1.21157813,  2.74383283],
            #          [-0.15999718,  0.18798758, -0.69392562,  1.35720372],
            #          [-0.53013402, -2.26304483,  1.40843511, -1.02288902],
            #          [ 0.69533503,  2.05261683, -0.02251151, -1.43127477]]])

831
            a_cond_fro = paddle.linalg.cond(a, p='fro')
832 833 834 835 836 837 838 839 840 841 842 843
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [8.86691189 , 75.23817444])

            b = paddle.randn([2, 3, 4])
            # Tensor(shape=[2, 3, 4], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [[[-0.43754861,  1.80796063, -0.78729683, -1.82264030],
            #          [-0.27670753,  0.06620564,  0.29072434, -0.31155765],
            #          [ 0.34123746, -0.05444612,  0.05001324, -1.46877074]],

            #         [[-0.64331555, -1.51103854, -1.26277697, -0.68024760],
            #          [ 2.59375715, -1.06665540,  0.96575671, -0.73330832],
            #          [-0.47064447, -0.23945692, -0.95150250, -1.07125998]]])
844
            b_cond_2 = paddle.linalg.cond(b, p=2)
845 846
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [6.64228773, 3.89068866])
847 848 849

    """

L
Ligoml 已提交
850
    def mat_norm(input, porder=1.0, axis=None):
851 852 853 854 855 856 857 858 859
        """
        NOTE:
            Calculate the matrix norm of a square matrix or batches of square matrices,
            when porder is in (1, -1, inf, -inf)
        """
        reduce_all = True if axis is None or axis == [] else False
        axis = axis if axis != None and axis != [] else [0]
        keepdim = False

860 861 862 863 864 865 866 867 868 869 870
        if in_dygraph_mode():
            abs_out = _C_ops.abs(input)
            sum_out = _C_ops.sum(abs_out, axis, None, keepdim)

            if porder == 1 or porder == np.inf:
                return _C_ops.max(sum_out, [-1], keepdim)
            if porder == -1 or porder == -np.inf:
                return _C_ops.min(sum_out, [-1], keepdim)

        elif _in_legacy_dygraph():
            abs_out = _legacy_C_ops.abs(input)
L
Ligoml 已提交
871 872 873 874 875 876 877 878 879
            sum_out = _legacy_C_ops.reduce_sum(
                abs_out,
                'dim',
                axis,
                'keepdim',
                keepdim,
                'reduce_all',
                reduce_all,
            )
880
            if porder == 1 or porder == np.inf:
L
Ligoml 已提交
881 882 883 884 885 886 887 888 889
                return _legacy_C_ops.reduce_max(
                    sum_out,
                    'dim',
                    [-1],
                    'keepdim',
                    keepdim,
                    'reduce_all',
                    reduce_all,
                )
890
            if porder == -1 or porder == -np.inf:
L
Ligoml 已提交
891 892 893 894 895 896 897 898 899
                return _legacy_C_ops.reduce_min(
                    sum_out,
                    'dim',
                    [-1],
                    'keepdim',
                    keepdim,
                    'reduce_all',
                    reduce_all,
                )
900 901 902
        else:
            block = LayerHelper('norm', **locals())
            abs_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
903 904
                dtype=block.input_dtype()
            )
905
            sum_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
906 907
                dtype=block.input_dtype()
            )
908
            out = block.create_variable_for_type_inference(
L
Ligoml 已提交
909 910 911 912 913 914 915 916 917 918 919 920 921 922 923
                dtype=block.input_dtype()
            )
            block.append_op(
                type='abs', inputs={'X': input}, outputs={'Out': abs_out}
            )
            block.append_op(
                type='reduce_sum',
                inputs={'X': abs_out},
                outputs={'Out': sum_out},
                attrs={
                    'dim': axis,
                    'keep_dim': keepdim,
                    'reduce_all': reduce_all,
                },
            )
924
            if porder == 1 or porder == np.inf:
L
Ligoml 已提交
925 926 927 928 929 930 931 932 933 934
                block.append_op(
                    type='reduce_max',
                    inputs={'X': sum_out},
                    outputs={'Out': out},
                    attrs={
                        'dim': [-1],
                        'keep_dim': keepdim,
                        'reduce_all': reduce_all,
                    },
                )
935
            if porder == -1 or porder == -np.inf:
L
Ligoml 已提交
936 937 938 939 940 941 942 943 944 945
                block.append_op(
                    type='reduce_min',
                    inputs={'X': sum_out},
                    outputs={'Out': out},
                    attrs={
                        'dim': [-1],
                        'keep_dim': keepdim,
                        'reduce_all': reduce_all,
                    },
                )
946
            return out
947 948 949 950 951 952 953 954 955

    def fro_norm(input, porder=2, axis=[-1]):
        """
        NOTE:
            Calculate the frobenius norm of a square matrix or batches of square matrices.
        """
        reduce_all = True if axis is None or axis == [] else False
        keepdim = False

956
        if in_dygraph_mode():
957
            pow_out = _C_ops.pow(input, porder)
958 959
            sum_out_1 = _C_ops.sum(pow_out, axis, None, keepdim)
            sum_out_2 = _C_ops.sum(sum_out_1, axis, None, keepdim)
L
Ligoml 已提交
960
            return _C_ops.pow(sum_out_2, float(1.0 / porder))
961
        elif paddle.in_dynamic_mode():
962
            pow_out = _legacy_C_ops.pow(input, 'factor', porder)
L
Ligoml 已提交
963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981
            sum_out_1 = _legacy_C_ops.reduce_sum(
                pow_out,
                'dim',
                axis,
                'keepdim',
                keepdim,
                'reduce_all',
                reduce_all,
            )
            sum_out_2 = _legacy_C_ops.reduce_sum(
                sum_out_1,
                'dim',
                axis,
                'keepdim',
                keepdim,
                'reduce_all',
                reduce_all,
            )
            return _legacy_C_ops.pow(sum_out_2, 'factor', float(1.0 / porder))
982 983 984

        block = LayerHelper('norm', **locals())
        pow_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
985 986
            dtype=block.input_dtype()
        )
987
        sum_out_1 = block.create_variable_for_type_inference(
L
Ligoml 已提交
988 989
            dtype=block.input_dtype()
        )
990
        sum_out_2 = block.create_variable_for_type_inference(
L
Ligoml 已提交
991 992
            dtype=block.input_dtype()
        )
993
        out = block.create_variable_for_type_inference(
L
Ligoml 已提交
994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019
            dtype=block.input_dtype()
        )
        block.append_op(
            type='pow',
            inputs={'X': input},
            outputs={'Out': pow_out},
            attrs={'factor': porder},
        )
        block.append_op(
            type='reduce_sum',
            inputs={'X': pow_out},
            outputs={'Out': sum_out_1},
            attrs={'dim': axis, 'keep_dim': keepdim, 'reduce_all': reduce_all},
        )
        block.append_op(
            type='reduce_sum',
            inputs={'X': sum_out_1},
            outputs={'Out': sum_out_2},
            attrs={'dim': axis, 'keep_dim': keepdim, 'reduce_all': reduce_all},
        )
        block.append_op(
            type='pow',
            inputs={'X': sum_out_2},
            outputs={'Out': out},
            attrs={'factor': float(1.0 / porder)},
        )
1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032
        return out

    def svd_norm(input, porder, axis=[-1]):
        """
        NOTE:
            Calculate the matrix norm, which is related to singular values, of a matrix
            or batches of matrices, including nuclear norm, 2-norm and (-2)-norm.
        """
        reduce_all = True if axis is None or axis == [] else False
        keepdim = False

        u, s, vh = svd(input, full_matrices=False)

1033
        if _non_static_mode():
1034
            if porder == "nuc":
1035
                if in_dygraph_mode():
1036
                    return _C_ops.sum(s, axis, None, keepdim)
1037
                else:
L
Ligoml 已提交
1038 1039 1040 1041 1042 1043 1044 1045 1046
                    return _legacy_C_ops.reduce_sum(
                        s,
                        'dim',
                        axis,
                        'keepdim',
                        keepdim,
                        'reduce_all',
                        reduce_all,
                    )
1047 1048 1049 1050
            if in_dygraph_mode():
                max_out = _C_ops.max(s, axis, keepdim)
                min_out = _C_ops.min(s, axis, keepdim)
                if porder == 2:
1051
                    return _C_ops.divide(max_out, min_out)
1052
                if porder == -2:
1053
                    return _C_ops.divide(min_out, max_out)
1054 1055

            else:
L
Ligoml 已提交
1056 1057 1058 1059 1060 1061
                max_out = _legacy_C_ops.reduce_max(
                    s, 'dim', axis, 'keepdim', keepdim, 'reduce_all', reduce_all
                )
                min_out = _legacy_C_ops.reduce_min(
                    s, 'dim', axis, 'keepdim', keepdim, 'reduce_all', reduce_all
                )
1062 1063
                if porder == 2:
                    return _legacy_C_ops.elementwise_div(
L
Ligoml 已提交
1064 1065
                        max_out, min_out, 'aixs', axis, 'use_mkldnn', False
                    )
1066 1067
                if porder == -2:
                    return _legacy_C_ops.elementwise_div(
L
Ligoml 已提交
1068 1069
                        min_out, max_out, 'aixs', axis, 'use_mkldnn', False
                    )
1070 1071 1072

        block = LayerHelper('norm', **locals())
        out = block.create_variable_for_type_inference(
L
Ligoml 已提交
1073 1074
            dtype=block.input_dtype()
        )
1075
        if porder == "nuc":
L
Ligoml 已提交
1076 1077 1078 1079 1080 1081 1082 1083 1084 1085
            block.append_op(
                type='reduce_sum',
                inputs={'X': s},
                outputs={'Out': out},
                attrs={
                    'dim': axis,
                    'keep_dim': keepdim,
                    'reduce_all': reduce_all,
                },
            )
1086 1087
            return out
        max_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
1088 1089
            dtype=block.input_dtype()
        )
1090
        min_out = block.create_variable_for_type_inference(
L
Ligoml 已提交
1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104
            dtype=block.input_dtype()
        )
        block.append_op(
            type='reduce_max',
            inputs={'X': s},
            outputs={'Out': max_out},
            attrs={'dim': axis, 'keep_dim': keepdim, 'reduce_all': reduce_all},
        )
        block.append_op(
            type='reduce_min',
            inputs={'X': s},
            outputs={'Out': min_out},
            attrs={'dim': axis, 'keep_dim': keepdim, 'reduce_all': reduce_all},
        )
1105
        if porder == 2:
L
Ligoml 已提交
1106 1107 1108 1109 1110 1111
            block.append_op(
                type='elementwise_div',
                inputs={'X': max_out, 'Y': min_out},
                outputs={'Out': out},
                attrs={'aixs': axis, 'use_mkldnn': False},
            )
1112 1113
            return out
        if porder == -2:
L
Ligoml 已提交
1114 1115 1116 1117 1118 1119
            block.append_op(
                type='elementwise_div',
                inputs={'X': min_out, 'Y': max_out},
                outputs={'Out': out},
                attrs={'aixs': axis, 'use_mkldnn': False},
            )
1120 1121 1122
            return out

    def empty_tensor(input, shape):
Z
zhiboniu 已提交
1123
        if paddle.in_dynamic_mode():
1124 1125 1126 1127 1128
            return input.reshape(shape)
        raise ValueError("only support x is nonempty tensor in static mode")

    x_shape = list(x.shape)
    if not len(x_shape) >= 2:
1129
        raise ValueError(
L
Ligoml 已提交
1130 1131 1132
            "input should be a matrix or batches of matrices, "
            + "but the dimention of received input is {}".format(len(x_shape))
        )
1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145
    if p == None:
        p = 2
    x_size = 0 if (0 in x_shape) else 1
    if p in ("fro", "nuc", 1, -1, np.inf, -np.inf):
        if x_shape[len(x_shape) - 1] == x_shape[len(x_shape) - 2]:
            if x_size == 0:
                return empty_tensor(x, x_shape[:-2])
            x_inv = x.inverse()
            if p == "fro":
                return fro_norm(x) * fro_norm(x_inv)
            if p == "nuc":
                return svd_norm(x, p) * svd_norm(x_inv, p)
            if p in (1, -1):
1146
                return mat_norm(x, porder=p, axis=[-2]) * mat_norm(
L
Ligoml 已提交
1147 1148
                    x_inv, porder=p, axis=[-2]
                )
1149
            if p in (np.inf, -np.inf):
1150
                return mat_norm(x, porder=p, axis=[-1]) * mat_norm(
L
Ligoml 已提交
1151 1152
                    x_inv, porder=p, axis=[-1]
                )
1153
        else:
L
Ligoml 已提交
1154 1155 1156 1157
            raise ValueError(
                "only support p is {} when input is a ".format(p)
                + "square matrix or batches of square matrices"
            )
1158 1159 1160 1161 1162 1163
    elif p in (2, -2):
        if x_size == 0:
            return empty_tensor(x, x_shape[:-2])
        return svd_norm(x, porder=p)
    else:
        raise ValueError(
L
Ligoml 已提交
1164 1165 1166
            "unsupported {} for p, only supporting ('fro', 'nuc', ".format(p)
            + "1, -1, 2, -2, inf, -inf) or none"
        )
1167 1168


L
liuwei1031 已提交
1169 1170 1171
def dot(x, y, name=None):
    """
    This operator calculates inner product for vectors.
1172

L
Ligoml 已提交
1173
    Note:
1174 1175
       Support 1-d and 2-d Tensor. When it is 2d, the first dimension of this matrix
       is the batch dimension, which means that the vectors of multiple batches are dotted.
L
liuwei1031 已提交
1176 1177

    Parameters:
S
ShenLiang 已提交
1178 1179
        x(Tensor): 1-D or 2-D ``Tensor``. Its dtype should be ``float32``, ``float64``, ``int32``, ``int64``
        y(Tensor): 1-D or 2-D ``Tensor``. Its dtype soulde be ``float32``, ``float64``, ``int32``, ``int64``
L
liuwei1031 已提交
1180 1181
        name(str, optional): Name of the output. Default is None. It's used to print debug info for developers. Details: :ref:`api_guide_Name`

1182
    Returns:
1183
        Tensor: the calculated result Tensor.
1184

L
liuwei1031 已提交
1185 1186 1187 1188 1189
    Examples:

    .. code-block:: python

        import paddle
1190

1191 1192 1193 1194 1195 1196 1197 1198 1199
        # 1-D Tensor * 1-D Tensor
        x = paddle.to_tensor([1, 2, 3])
        y = paddle.to_tensor([4, 5, 6])
        z = paddle.dot(x, y)
        print(z)  # [32]

        # 2-D Tensor * 2-D Tensor
        x = paddle.to_tensor([[1, 2, 3], [2, 4, 6]])
        y = paddle.to_tensor([[4, 5, 6], [4, 5, 6]])
1200
        z = paddle.dot(x, y)
1201
        print(z)  # [[32], [64]]
L
liuwei1031 已提交
1202 1203

    """
1204 1205
    if in_dygraph_mode():
        return _C_ops.dot(x, y)
1206 1207
    if _in_legacy_dygraph():
        return _legacy_C_ops.dot(x, y)
1208

L
liuwei1031 已提交
1209
    op_type = 'dot'
1210

L
liuwei1031 已提交
1211 1212 1213
    assert x is not None, 'x cannot be None in {}'.format(op_type)
    assert y is not None, 'y cannot be None in {}'.format(op_type)

L
Ligoml 已提交
1214 1215 1216 1217 1218 1219
    check_variable_and_dtype(
        x, 'x', ['float32', 'float64', 'int32', 'int64'], op_type
    )
    check_variable_and_dtype(
        y, 'y', ['float32', 'float64', 'int32', 'int64'], op_type
    )
L
liuwei1031 已提交
1220 1221 1222 1223 1224

    helper = LayerHelper(op_type, **locals())
    if name is None:
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
    else:
L
Ligoml 已提交
1225 1226 1227 1228 1229 1230
        out = helper.create_variable(
            name=name, dtype=x.dtype, persistable=False
        )
    helper.append_op(
        type="dot", inputs={'X': x, 'Y': y}, attrs={}, outputs={"Out": out}
    )
L
liuwei1031 已提交
1231
    return out
1232 1233


Z
zhiboniu 已提交
1234 1235 1236 1237 1238
def cov(x, rowvar=True, ddof=True, fweights=None, aweights=None, name=None):
    """
    Estimate the covariance matrix of the input variables, given data and weights.

    A covariance matrix is a square matrix, indicate the covariance of each pair variables in the input matrix.
L
Ligoml 已提交
1239
    For example, for an N-dimensional samples X=[x1,x2,…xN]T, then the covariance matrix
Z
zhiboniu 已提交
1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272
    element Cij is the covariance of xi and xj. The element Cii is the variance of xi itself.

    Parameters:
        x(Tensor): A N-D(N<=2) Tensor containing multiple variables and observations. By default, each row of x represents a variable. Also see rowvar below.
        rowvar(Bool, optional): If rowvar is True (default), then each row represents a variable, with observations in the columns. Default: True
        ddof(Bool, optional): If ddof=True will return the unbiased estimate, and ddof=False will return the simple average. Default: True
        fweights(Tensor, optional): 1-D Tensor of integer frequency weights; The number of times each observation vector should be repeated. Default: None
        aweights(Tensor, optional): 1-D Tensor of observation vector weights. How important of the observation vector, larger data means this element is more important. Default: None
        name(str, optional): Name of the output. Default is None. It's used to print debug info for developers. Details: :ref:`api_guide_Name`

    Returns:
        Tensor: The covariance matrix Tensor of the variables.

    Examples:

    .. code-block:: python

        import paddle

        xt = paddle.rand((3,4))
        paddle.linalg.cov(xt)

        '''
        Tensor(shape=[3, 3], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            [[0.07918842, 0.06127326, 0.01493049],
                [0.06127326, 0.06166256, 0.00302668],
                [0.01493049, 0.00302668, 0.01632146]])
        '''
    """
    op_type = 'cov'
    if len(x.shape) > 2 or len(x.shape) < 1:
        raise ValueError(
            "Input(x) only support N-D (1<=N<=2) tensor in cov, but received "
L
Ligoml 已提交
1273 1274
            "length of Input(input) is %s." % len(x.shape)
        )
Z
zhiboniu 已提交
1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'cov')
    nx = x
    if len(x.shape) == 1:
        nx = x.reshape((1, -1))
    if not rowvar and nx.shape[0] != 1:
        nx = nx.t()
    w = None
    observation_num = nx.shape[1]
    if fweights is not None:
        w = fweights.astype(nx.dtype)
        if len(w.shape) > 1:
            raise ValueError(
                "Input(fweights) only support N-D (N<=1) tensor in cov, but received "
L
Ligoml 已提交
1288 1289
                "shape of Input(input) is %s." % len(fweights.shape)
            )
Z
zhiboniu 已提交
1290 1291 1292
        if fweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(fweights) should equal to x's dim[1]: {}, but received "
L
Ligoml 已提交
1293 1294 1295 1296
                "size of Input(fweights) is {}.".format(
                    observation_num, fweights.shape[0]
                )
            )
Z
zhiboniu 已提交
1297 1298 1299
        if fweights.min() < 0:
            raise ValueError(
                "The value of Input(fweights) cannot be negtive, but received "
L
Ligoml 已提交
1300 1301
                "min of Input(fweights) is {}.".format(fweights.min())
            )
Z
zhiboniu 已提交
1302 1303 1304 1305 1306 1307 1308 1309
        if not paddle.all(fweights == paddle.round(fweights.astype('float64'))):
            raise ValueError("Input(fweights) must be integer ")

    if aweights is not None:
        aw = aweights.astype(nx.dtype)
        if len(aw.shape) > 1:
            raise ValueError(
                "Input(aweights) only support N-D (N<=1) tensor in cov, but received "
L
Ligoml 已提交
1310 1311 1312 1313 1314
                "length of Input(input) is %s." % len(aweights.shape)
            )
        check_variable_and_dtype(
            aweights, 'dtype', ['float32', 'float64'], 'cov'
        )
Z
zhiboniu 已提交
1315 1316 1317
        if aweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(aweights) should equal to x's dim[1]: {}, but received "
L
Ligoml 已提交
1318 1319 1320 1321
                "size of Input(aweights) is {}.".format(
                    observation_num, aweights.shape[0]
                )
            )
Z
zhiboniu 已提交
1322 1323 1324
        if aweights.min() < 0:
            raise ValueError(
                "The value of Input(aweights) cannot be negtive, but received "
L
Ligoml 已提交
1325 1326
                "min of Input(aweights) is {}.".format(aweights.min())
            )
Z
zhiboniu 已提交
1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356
        if w is not None:
            w = w * aw
        else:
            w = aw

    w_sum = paddle.to_tensor(observation_num, dtype=nx.dtype)
    if fweights is not None or aweights is not None:
        w_sum = w.sum()
        if w_sum.item() == 0:
            raise ValueError("The sum of weights is zero, can't be normalized.")

    if w is not None:
        nx_w = nx * w
        avg = (nx_w).sum(axis=1) / w_sum
    else:
        avg = nx.sum(axis=1) / w_sum
        nx_w = nx

    if w is not None and aweights is not None and ddof == True:
        norm_factor = w_sum - (w * aweights).sum() / w_sum
    else:
        norm_factor = w_sum - ddof
    if norm_factor <= 0:
        norm_factor = paddle.to_tensor(0, dtype=nx.dtype)
    nx = nx - avg.unsqueeze(1)
    xxt = paddle.mm(nx, nx_w.t().conj())
    cov = paddle.divide(xxt, norm_factor).squeeze()
    return cov


1357 1358
def t(input, name=None):
    """
1359 1360
    Transpose <=2-D tensor.
    0-D and 1-D tensors are returned as it is and 2-D tensor is equal to
1361
    the paddle.transpose function which perm dimensions set 0 and 1.
1362

1363
    Args:
1364
        input (Tensor): The input Tensor. It is a N-D (N<=2) Tensor of data types float32, float64, int32, int64.
1365
        name(str, optional): The default value is None.  Normally there is no need for
1366 1367
            user to set this property.  For more information, please refer to :ref:`api_guide_Name`
    Returns:
1368
        Tensor: A transposed n-D Tensor, with data type being float16, float32, float64, int32, int64.
1369

1370
    Examples:
1371

1372 1373 1374
        .. code-block:: python
           :name: code-example
             import paddle
L
Ligoml 已提交
1375

1376
             # Example 1 (0-D tensor)
1377 1378
             x = paddle.to_tensor([0.79])
             paddle.t(x) # [0.79]
L
Ligoml 已提交
1379

1380
             # Example 2 (1-D tensor)
1381 1382 1383
             x = paddle.to_tensor([0.79, 0.84, 0.32])
             paddle.t(x) # [0.79000002, 0.83999997, 0.31999999]
             paddle.t(x).shape # [3]
1384 1385

             # Example 3 (2-D tensor)
1386 1387 1388 1389 1390 1391 1392 1393
             x = paddle.to_tensor([[0.79, 0.84, 0.32],
                                  [0.64, 0.14, 0.57]])
             x.shape # [2, 3]
             paddle.t(x)
             # [[0.79000002, 0.63999999],
             #  [0.83999997, 0.14000000],
             #  [0.31999999, 0.56999999]]
             paddle.t(x).shape # [3, 2]
1394

1395 1396 1397 1398 1399
    """
    if len(input.shape) > 2:
        raise ValueError(
            "Input(input) only support N-D (N<=2) tensor, but received "
            "length of Input(input) is %s. Perhaps you can use paddle."
L
Ligoml 已提交
1400 1401
            "tensor.transpose() instead." % len(input.shape)
        )
1402 1403 1404 1405 1406
    if in_dygraph_mode():
        if len(input.shape) == 1:
            return input
        # 2-D tensor
        perm = [1, 0]
1407
        out = _C_ops.transpose(input, perm)
1408 1409 1410
        return out

    if _in_legacy_dygraph():
1411 1412 1413 1414
        if len(input.shape) == 1:
            return input
        # 2-D tensor
        perm = [1, 0]
1415
        out, _ = _legacy_C_ops.transpose2(input, 'axis', perm)
1416 1417 1418
        return out

    check_variable_and_dtype(
L
Ligoml 已提交
1419 1420 1421 1422 1423
        input,
        'input',
        ['float16', 'float32', 'float64', 'int32', 'int64'],
        'transpose',
    )
1424 1425 1426 1427 1428 1429 1430

    helper = LayerHelper('t', **locals())
    out = helper.create_variable_for_type_inference(input.dtype)
    input_shape = helper.create_variable_for_type_inference(input.dtype)
    if len(input.shape) == 1:
        out = input
    else:
L
Ligoml 已提交
1431 1432 1433 1434 1435 1436
        helper.append_op(
            type='transpose2',
            inputs={'X': [input]},
            outputs={'Out': [out], 'XShape': [input_shape]},
            attrs={'axis': [1, 0]},
        )
1437
    return out
1438 1439


W
wanghuancoder 已提交
1440
def cross(x, y, axis=9, name=None):
1441
    """
1442
    Computes the cross product between two tensors along an axis.
1443

1444 1445
    Inputs must have the same shape, and the length of their axes should be equal to 3.
    If `axis` is not given, it defaults to the first axis found with the length 3.
1446

1447
    Args:
1448 1449
        x (Tensor): The first input tensor.
        y (Tensor): The second input tensor.
W
wanghuancoder 已提交
1450
        axis (int, optional): The axis along which to compute the cross product. It defaults to be 9 which indicates using the first axis found with the length 3.
1451
        name (str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
1452 1453

    Returns:
1454
        Tensor. A Tensor with same data type as `x`.
1455

1456 1457
    Examples:
        .. code-block:: python
1458

1459
            import paddle
1460

Z
Zhou Wei 已提交
1461 1462 1463 1464 1465 1466
            x = paddle.to_tensor([[1.0, 1.0, 1.0],
                                  [2.0, 2.0, 2.0],
                                  [3.0, 3.0, 3.0]])
            y = paddle.to_tensor([[1.0, 1.0, 1.0],
                                  [1.0, 1.0, 1.0],
                                  [1.0, 1.0, 1.0]])
1467

1468 1469 1470 1471 1472 1473 1474 1475 1476
            z1 = paddle.cross(x, y)
            # [[-1. -1. -1.]
            #  [ 2.  2.  2.]
            #  [-1. -1. -1.]]

            z2 = paddle.cross(x, y, axis=1)
            # [[0. 0. 0.]
            #  [0. 0. 0.]
            #  [0. 0. 0.]]
1477
    """
J
Jiabin Yang 已提交
1478
    if in_dygraph_mode():
1479
        axis = K_DEFAULT_DIM if axis is None else axis
1480
        return _C_ops.cross(x, y, axis)
J
Jiabin Yang 已提交
1481 1482 1483
    else:
        if _in_legacy_dygraph():
            if axis is not None:
1484
                return _legacy_C_ops.cross(x, y, 'dim', axis)
J
Jiabin Yang 已提交
1485
            else:
1486
                return _legacy_C_ops.cross(x, y)
1487
        else:
J
Jiabin Yang 已提交
1488 1489 1490 1491 1492
            helper = LayerHelper("cross", **locals())
            out = helper.create_variable_for_type_inference(x.dtype)
            attrs = dict()
            attrs['dim'] = axis

L
Ligoml 已提交
1493 1494 1495 1496 1497 1498
            helper.append_op(
                type='cross',
                inputs={'X': x, 'Y': y},
                outputs={'Out': out},
                attrs=attrs,
            )
J
Jiabin Yang 已提交
1499
            return out
1500 1501


1502
def cholesky(x, upper=False, name=None):
1503
    r"""
G
Guo Sheng 已提交
1504
    Computes the Cholesky decomposition of one symmetric positive-definite
1505 1506
    matrix or batches of symmetric positive-definite matrice.

G
Guo Sheng 已提交
1507 1508 1509 1510 1511 1512
    If `upper` is `True`, the decomposition has the form :math:`A = U^{T}U` ,
    and the returned matrix :math:`U` is upper-triangular. Otherwise, the
    decomposition has the form  :math:`A = LL^{T}` , and the returned matrix
    :math:`L` is lower-triangular.

    Args:
1513
        x (Tensor): The input tensor. Its shape should be `[*, M, M]`,
G
Guo Sheng 已提交
1514 1515 1516 1517 1518
            where * is zero or more batch dimensions, and matrices on the
            inner-most 2 dimensions all should be symmetric positive-definite.
            Its data type should be float32 or float64.
        upper (bool): The flag indicating whether to return upper or lower
            triangular matrices. Default: False.
L
Ligoml 已提交
1519 1520
        name (str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.
G
Guo Sheng 已提交
1521 1522

    Returns:
L
Ligoml 已提交
1523 1524
        Tensor, A Tensor with same shape and data type as `x`. It represents
        triangular matrices generated by Cholesky decomposition.
1525

G
Guo Sheng 已提交
1526 1527 1528 1529 1530
    Examples:
        .. code-block:: python

            import paddle

1531 1532 1533 1534
            a = paddle.rand([3, 3], dtype="float32")
            a_t = paddle.transpose(a, [1, 0])
            x = paddle.matmul(a, a_t) + 1e-03

1535
            out = paddle.linalg.cholesky(x, upper=False)
1536
            print(out)
G
Guo Sheng 已提交
1537
    """
H
hong 已提交
1538
    if in_dygraph_mode():
1539
        return _C_ops.cholesky(x, upper)
H
hong 已提交
1540 1541

    if _in_legacy_dygraph():
1542
        return _legacy_C_ops.cholesky(x, "upper", upper)
H
hong 已提交
1543

G
Guo Sheng 已提交
1544 1545 1546 1547
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'cholesky')
    check_type(upper, 'upper', bool, 'cholesky')
    helper = LayerHelper('cholesky', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
L
Ligoml 已提交
1548 1549 1550 1551 1552 1553
    helper.append_op(
        type='cholesky',
        inputs={'X': [x]},
        outputs={'Out': out},
        attrs={'upper': upper},
    )
G
Guo Sheng 已提交
1554 1555 1556
    return out


1557 1558 1559 1560
def matrix_rank(x, tol=None, hermitian=False, name=None):
    r"""
    Computes the rank of a matrix.

1561
    The rank of a matrix is the number of singular values that are greater than the specified `tol` threshold when hermitian=False,
1562
    or the number of eigenvalues in absolute value that are greater than the specified `tol` threshold when hermitian=True.
1563 1564

    Args:
1565 1566 1567 1568
        x (Tensor): The input tensor. Its shape should be `[..., m, n]`, where `...` is zero or more batch dimensions. If `x` is a batch
            of matrices then the output has the same batch dimensions. The data type of `x` should be float32 or float64.
        tol (float,Tensor,optional): the tolerance value. Default: None. If `tol` is not specified, and `sigma` is the largest
            singular value (or eigenvalues in absolute value), and `eps` is the epsilon value for the dtype of `x`, then `tol` is computed
1569
            with formula `tol=sigma * max(m,n) * eps`. Note that if `x` is a batch of matrices, `tol` is computed this way for every batch.
1570 1571
        hermitian (bool,optional): indicates whether `x` is Hermitian. Default: False. When hermitian=True, `x` is assumed to be Hermitian,
            enabling a more efficient method for finding eigenvalues, but `x` is not checked inside the function. Instead, We just use
1572
            the lower triangular of the matrix to compute.
1573 1574 1575 1576
        name (str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: Rank of tensor x.
1577

1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593
    Examples:
        .. code-block:: python

            import paddle

            a = paddle.eye(10)
            b = paddle.linalg.matrix_rank(a)
            print(b)
            # b = [10]

            c = paddle.ones(shape=[3, 4, 5, 5])
            d = paddle.linalg.matrix_rank(c, tol=0.01, hermitian=True)
            print(d)
            # d = [[1, 1, 1, 1],
            #      [1, 1, 1, 1],
            #      [1, 1, 1, 1]]
1594

1595
    """
1596 1597 1598 1599 1600 1601 1602
    if in_dygraph_mode():
        if isinstance(tol, Variable):
            if tol.dtype != x.dtype:
                tol_tensor = cast(tol, x.dtype)
            else:
                tol_tensor = tol
            use_default_tol = False
L
Ligoml 已提交
1603 1604 1605
            return _C_ops.matrix_rank_tol(
                x, tol_tensor, use_default_tol, hermitian
            )
1606

1607 1608 1609 1610 1611 1612
        if tol is None:
            tol_attr = 0.0
            use_default_tol = True
        else:
            tol_attr = float(tol)
            use_default_tol = False
1613
        return _C_ops.matrix_rank(x, tol_attr, use_default_tol, hermitian)
1614 1615

    if _in_legacy_dygraph():
1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630
        if tol is None:
            tol_tensor = None
            tol_attr = 0.0
            use_default_tol = True
        elif isinstance(tol, Variable):
            if tol.dtype != x.dtype:
                tol_tensor = cast(tol, x.dtype)
            else:
                tol_tensor = tol
            tol_attr = 0.0
            use_default_tol = False
        else:
            tol_tensor = None
            tol_attr = float(tol)
            use_default_tol = False
L
Ligoml 已提交
1631 1632 1633 1634 1635 1636 1637 1638 1639 1640
        return _legacy_C_ops.matrix_rank(
            x,
            tol_tensor,
            "tol",
            tol_attr,
            'hermitian',
            hermitian,
            'use_default_tol',
            use_default_tol,
        )
1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662

    inputs = {}
    attrs = {}
    check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'matrix_rank')
    inputs['X'] = x
    if tol is None:
        attrs['use_default_tol'] = True
    elif isinstance(tol, Variable):
        attrs['use_default_tol'] = False
        if tol.dtype != x.dtype:
            inputs['TolTensor'] = cast(tol, x.dtype)
        else:
            inputs['TolTensor'] = tol
    else:
        check_type(tol, 'tol', float, 'matrix_rank')
        attrs['use_default_tol'] = False
        attrs['tol'] = tol
    check_type(hermitian, 'hermitian', bool, 'matrix_rank')
    attrs['hermitian'] = hermitian

    helper = LayerHelper('matrix_rank', **locals())
    out = helper.create_variable_for_type_inference(dtype='int32')
L
Ligoml 已提交
1663 1664 1665
    helper.append_op(
        type='matrix_rank', inputs=inputs, outputs={'Out': out}, attrs=attrs
    )
1666 1667 1668
    return out


1669 1670 1671 1672 1673 1674 1675 1676 1677
def bmm(x, y, name=None):
    """
    Applies batched matrix multiplication to two tensors.

    Both of the two input tensors must be three-dementional and share the same batch size.

    if x is a (b, m, k) tensor, y is a (b, k, n) tensor, the output will be a (b, m, n) tensor.

    Args:
Y
yaoxuefeng 已提交
1678 1679
        x (Tensor): The input Tensor.
        y (Tensor): The input Tensor.
1680 1681 1682 1683
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
Y
yaoxuefeng 已提交
1684
        Tensor: The product Tensor.
1685 1686

    Examples:
S
sunzhongkai588 已提交
1687 1688 1689
        .. code-block:: python

            import paddle
Y
yaoxuefeng 已提交
1690

S
sunzhongkai588 已提交
1691 1692 1693 1694 1695 1696 1697 1698 1699
            # In imperative mode:
            # size x: (2, 2, 3) and y: (2, 3, 2)
            x = paddle.to_tensor([[[1.0, 1.0, 1.0],
                                [2.0, 2.0, 2.0]],
                                [[3.0, 3.0, 3.0],
                                [4.0, 4.0, 4.0]]])
            y = paddle.to_tensor([[[1.0, 1.0],[2.0, 2.0],[3.0, 3.0]],
                                [[4.0, 4.0],[5.0, 5.0],[6.0, 6.0]]])
            out = paddle.bmm(x, y)
1700 1701 1702 1703 1704 1705
            # Tensor(shape=[2, 2, 2], dtype=float32, place=Place(cpu), stop_gradient=True,
            #        [[[6. , 6. ],
            #          [12., 12.]],

            #         [[45., 45.],
            #          [60., 60.]]])
1706

1707
    """
Y
yaoxuefeng 已提交
1708 1709 1710 1711
    x_shape = x.shape
    y_shape = y.shape
    if not len(x_shape) == len(y_shape) == 3:
        raise ValueError(
L
Ligoml 已提交
1712 1713 1714 1715
            "x and y should be 3-dimensional. But received x's dimention: {}, y's dimention: {}".format(
                x_shape, y_shape
            )
        )
Y
yaoxuefeng 已提交
1716 1717
    if x_shape[2] != y_shape[1]:
        raise ValueError(
L
Ligoml 已提交
1718 1719 1720 1721
            "x's width must be equal with y's height. But received x's shape: {}, y's shape: {}".format(
                x_shape, y_shape
            )
        )
1722 1723
    if x_shape[0] != y_shape[0]:
        raise ValueError(
L
Ligoml 已提交
1724 1725 1726 1727
            "x's batch (shape[0]) must be equal with y's batch (shape[0]). But received x's shape: {}, y's shape: {}".format(
                x_shape, y_shape
            )
        )
1728

1729
    if in_dygraph_mode():
1730
        return _C_ops.bmm(x, y)
1731

Z
zhiboniu 已提交
1732
    if paddle.in_dynamic_mode():
1733
        return _legacy_C_ops.bmm(x, y)
1734 1735

    helper = LayerHelper('bmm', **locals())
1736 1737 1738
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
    helper.append_op(type='bmm', inputs={'X': x, 'Y': y}, outputs={'Out': out})
    return out
Q
Qi Li 已提交
1739 1740


1741
def histogram(input, bins=100, min=0, max=0, name=None):
Q
Qi Li 已提交
1742
    """
1743
    Computes the histogram of a tensor. The elements are sorted into equal width bins between min and max.
Q
Qi Li 已提交
1744 1745 1746
    If min and max are both zero, the minimum and maximum values of the data are used.

    Args:
1747
        input (Tensor): A Tensor(or LoDTensor) with shape :math:`[N_1, N_2,..., N_k]` . The data type of the input Tensor
Q
Qi Li 已提交
1748
            should be float32, float64, int32, int64.
1749 1750 1751 1752
        bins (int, optional): number of histogram bins.
        min (int, optional): lower end of the range (inclusive).
        max (int, optional): upper end of the range (inclusive).
        name (str, optional): For details, please refer to :ref:`api_guide_Name`. Generally, no setting is required. Default: None.
Q
Qi Li 已提交
1753 1754

    Returns:
1755
        Tensor: data type is int64, shape is (nbins,).
Q
Qi Li 已提交
1756

1757
    Examples:
Q
Qi Li 已提交
1758
        .. code-block:: python
1759

Q
Qi Li 已提交
1760
            import paddle
1761

1762
            inputs = paddle.to_tensor([1, 2, 1])
1763 1764
            result = paddle.histogram(inputs, bins=4, min=0, max=3)
            print(result) # [0, 2, 1, 0]
Q
Qi Li 已提交
1765
    """
H
hong 已提交
1766
    if in_dygraph_mode():
1767
        return _C_ops.histogram(input, bins, min, max)
H
hong 已提交
1768 1769

    if _in_legacy_dygraph():
L
Ligoml 已提交
1770 1771 1772
        return _legacy_C_ops.histogram(
            input, "bins", bins, "min", min, "max", max
        )
Q
Qi Li 已提交
1773 1774

    helper = LayerHelper('histogram', **locals())
L
Ligoml 已提交
1775 1776 1777
    check_variable_and_dtype(
        input, 'X', ['int32', 'int64', 'float32', 'float64'], 'histogram'
    )
Q
Qi Li 已提交
1778
    out = helper.create_variable_for_type_inference(VarDesc.VarType.INT64)
L
Ligoml 已提交
1779 1780 1781 1782 1783 1784
    helper.append_op(
        type='histogram',
        inputs={'X': input},
        outputs={'Out': out},
        attrs={'bins': bins, 'min': min, 'max': max},
    )
Q
Qi Li 已提交
1785
    return out
S
smallv0221 已提交
1786 1787 1788 1789


def bincount(x, weights=None, minlength=0, name=None):
    """
L
Ligoml 已提交
1790
    Computes frequency of each value in the input tensor.
S
smallv0221 已提交
1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817

    Args:
        x (Tensor): A Tensor with non-negative integer. Should be 1-D tensor.
        weights (Tensor, optional): Weight for each value in the input tensor. Should have the same shape as input. Default is None.
        minlength (int, optional): Minimum number of bins. Should be non-negative integer. Default is 0.
        name(str, optional): The default value is None.  Normally there is no need for user to set this
            property.  For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: The tensor of frequency.

    Examples:
        .. code-block:: python

            import paddle

            x = paddle.to_tensor([1, 2, 1, 4, 5])
            result1 = paddle.bincount(x)
            print(result1) # [0, 2, 1, 0, 1, 1]

            w = paddle.to_tensor([2.1, 0.4, 0.1, 0.5, 0.5])
            result2 = paddle.bincount(x, weights=w)
            print(result2) # [0., 2.19999981, 0.40000001, 0., 0.50000000, 0.50000000]
    """
    if x.dtype not in [paddle.int32, paddle.int64]:
        raise TypeError("Elements in Input(x) should all be integers")

H
hong 已提交
1818
    if _non_static_mode():
1819
        return _legacy_C_ops.bincount(x, weights, "minlength", minlength)
S
smallv0221 已提交
1820 1821 1822 1823 1824 1825

    helper = LayerHelper('bincount', **locals())

    check_variable_and_dtype(x, 'X', ['int32', 'int64'], 'bincount')

    if weights is not None:
L
Ligoml 已提交
1826 1827 1828 1829 1830 1831
        check_variable_and_dtype(
            weights,
            'Weights',
            ['int32', 'int64', 'float32', 'float64'],
            'bincount',
        )
S
smallv0221 已提交
1832 1833 1834
        out = helper.create_variable_for_type_inference(dtype=weights.dtype)
    else:
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
L
Ligoml 已提交
1835 1836 1837 1838 1839 1840
    helper.append_op(
        type='bincount',
        inputs={'X': x, 'Weights': weights},
        outputs={'Out': out},
        attrs={'minlength': minlength},
    )
S
smallv0221 已提交
1841
    return out
1842 1843 1844 1845 1846 1847 1848


def mv(x, vec, name=None):
    """
    Performs a matrix-vector product of the matrix x and the vector vec.

    Args:
F
furnace 已提交
1849
        x (Tensor): A tensor with shape :math:`[M, N]` , The data type of the input Tensor x
1850
            should be one of float32, float64.
F
furnace 已提交
1851
        vec (Tensor): A tensor with shape :math:`[N]` , The data type of the input Tensor x
1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866
            should be one of float32, float64.
        name(str, optional): The default value is None.  Normally there is no need for user to set this
            property.  For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: The tensor which is producted by x and vec.

    Examples:
        .. code-block:: python

            # x: [M, N], vec: [N]
            # paddle.mv(x, vec)  # out: [M]

            import paddle

1867 1868
            x = paddle.to_tensor([[2, 1, 3], [3, 0, 1]]).astype("float64")
            vec = paddle.to_tensor([3, 5, 1]).astype("float64")
1869
            out = paddle.mv(x, vec)
1870 1871 1872
            print(out)
            # Tensor(shape=[2], dtype=float64, place=Place(cpu), stop_gradient=True,
            #        [14., 10.])
1873
    """
J
Jiabin Yang 已提交
1874
    if in_dygraph_mode():
1875
        return _C_ops.mv(x, vec)
J
Jiabin Yang 已提交
1876 1877
    else:
        if _in_legacy_dygraph():
1878
            out = _legacy_C_ops.mv(x, vec)
J
Jiabin Yang 已提交
1879 1880
            return out
        else:
1881

J
Jiabin Yang 已提交
1882 1883 1884
            def __check_input(x, vec):
                var_names = {'x': x, 'vec': vec}
                for name, val in var_names.items():
L
Ligoml 已提交
1885 1886 1887
                    check_variable_and_dtype(
                        val, name, ['float32', 'float64'], 'mv'
                    )
J
Jiabin Yang 已提交
1888 1889 1890 1891
                x_shape = list(x.shape)
                vec_shape = list(vec.shape)
                if len(x_shape) != 2:
                    raise ValueError(
L
Ligoml 已提交
1892 1893 1894 1895
                        "x should be 2-dimensional. But received x's dimention: {}".format(
                            x_shape
                        )
                    )
J
Jiabin Yang 已提交
1896 1897
                if len(vec_shape) != 1:
                    raise ValueError(
L
Ligoml 已提交
1898 1899 1900 1901
                        "vec should be 1-dimensional. But received vec's dimention: {}".format(
                            vec_shape
                        )
                    )
J
Jiabin Yang 已提交
1902 1903 1904 1905 1906

            __check_input(x, vec)

            helper = LayerHelper('mv', **locals())
            out = helper.create_variable_for_type_inference(dtype=x.dtype)
L
Ligoml 已提交
1907 1908 1909
            helper.append_op(
                type='mv', inputs={'X': x, 'Vec': vec}, outputs={'Out': out}
            )
J
Jiabin Yang 已提交
1910
            return out
1911 1912


1913
def det(x, name=None):
H
huangxu96 已提交
1914
    """
1915

H
huangxu96 已提交
1916
    Calculates determinant value of a square matrix or batches of square matrices.
L
Ligoml 已提交
1917

H
huangxu96 已提交
1918
    Args:
1919
        x (Tensor): the input matrix of size `(n, n)` or the
L
Ligoml 已提交
1920 1921
            batch of matrices of size `(*, n, n)` where `*` is one or more
            batch dimensions.
1922 1923
        name(str, optional): Name of the output. Default is None. It's used
            to print debug info for developers. Details: :ref:`api_guide_Name`
L
Ligoml 已提交
1924

H
huangxu96 已提交
1925
    Returns:
L
Ligoml 已提交
1926
        Tensor, the determinant value of a square matrix or batches of square matrices.
H
huangxu96 已提交
1927

1928
    Examples:
H
huangxu96 已提交
1929 1930
        .. code-block:: python

L
Ligoml 已提交
1931
            import paddle
H
huangxu96 已提交
1932

L
Ligoml 已提交
1933
            x =  paddle.randn([3,3,3])
H
huangxu96 已提交
1934

L
Ligoml 已提交
1935
            A = paddle.linalg.det(x)
H
huangxu96 已提交
1936

L
Ligoml 已提交
1937
            print(A)
1938

L
Ligoml 已提交
1939
            # [ 0.02547996,  2.52317095, -6.15900707])
H
huangxu96 已提交
1940

1941

H
huangxu96 已提交
1942
    """
C
chentianyu03 已提交
1943
    if in_dygraph_mode():
1944
        return _C_ops.det(x)
C
chentianyu03 已提交
1945 1946

    if _in_legacy_dygraph():
1947
        return _legacy_C_ops.determinant(x)
H
huangxu96 已提交
1948 1949 1950 1951

    check_dtype(x.dtype, 'Input', ['float32', 'float64'], 'det')

    input_shape = list(x.shape)
L
Ligoml 已提交
1952 1953 1954 1955
    assert len(input_shape) >= 2, (
        "The x must be at least 2-dimensional, "
        "but received Input x's dimensional: %s.\n" % len(input_shape)
    )
H
huangxu96 已提交
1956

L
Ligoml 已提交
1957 1958 1959 1960 1961 1962
    assert (
        input_shape[-1] == input_shape[-2]
    ), "Expect squared input," "but received %s by %s matrix.\n" % (
        input_shape[-2],
        input_shape[-1],
    )
H
huangxu96 已提交
1963 1964 1965
    helper = LayerHelper('determinant', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
1966 1967 1968
    helper.append_op(
        type='determinant', inputs={'Input': [x]}, outputs={'Out': [out]}
    )
H
huangxu96 已提交
1969 1970 1971
    return out


1972
def slogdet(x, name=None):
H
huangxu96 已提交
1973
    """
1974

H
huangxu96 已提交
1975
    Calculates the sign and natural logarithm of the absolute value of a square matrix's or batches square matrices' determinant.
1976
    The determinant can be computed with ``sign * exp`` (logabsdet)
1977

H
huangxu96 已提交
1978 1979 1980
    Supports input of float, double

    Note that for matrices that have zero determinant, this returns ``(0, -inf)``
1981

H
huangxu96 已提交
1982 1983 1984 1985 1986
    Args:
        x (Tensor): the batch of matrices of size :math:`(*, n, n)`
            where math:`*` is one or more batch dimensions.

    Returns:
1987
        y (Tensor), A tensor containing the sign of the determinant and the natural logarithm
H
huangxu96 已提交
1988 1989
        of the absolute value of determinant, respectively.

1990
    Examples:
L
Ligoml 已提交
1991
        .. code-block:: python
H
huangxu96 已提交
1992

L
Ligoml 已提交
1993
            import paddle
H
huangxu96 已提交
1994

L
Ligoml 已提交
1995
            x =  paddle.randn([3,3,3])
H
huangxu96 已提交
1996

L
Ligoml 已提交
1997
            A = paddle.linalg.slogdet(x)
H
huangxu96 已提交
1998

L
Ligoml 已提交
1999
            print(A)
2000

L
Ligoml 已提交
2001 2002
            # [[ 1.        ,  1.        , -1.        ],
            # [-0.98610914, -0.43010661, -0.10872950]])
H
huangxu96 已提交
2003 2004

    """
2005
    if in_dygraph_mode():
2006
        return _C_ops.slogdet(x)
2007 2008

    elif paddle.in_dynamic_mode():
2009
        return _legacy_C_ops.slogdeterminant(x)
H
huangxu96 已提交
2010 2011 2012 2013

    check_dtype(x.dtype, 'Input', ['float32', 'float64'], 'slogdet')

    input_shape = list(x.shape)
L
Ligoml 已提交
2014 2015 2016 2017
    assert len(input_shape) >= 2, (
        "The x must be at least 2-dimensional, "
        "but received Input x's dimensional: %s.\n" % len(input_shape)
    )
H
huangxu96 已提交
2018

L
Ligoml 已提交
2019 2020 2021 2022 2023 2024
    assert (
        input_shape[-1] == input_shape[-2]
    ), "Expect squared input," "but received %s by %s matrix.\n" % (
        input_shape[-2],
        input_shape[-1],
    )
H
huangxu96 已提交
2025 2026 2027
    helper = LayerHelper('slogdeterminant', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
2028 2029 2030
    helper.append_op(
        type='slogdeterminant', inputs={'Input': [x]}, outputs={'Out': [out]}
    )
H
huangxu96 已提交
2031 2032 2033
    return out


2034 2035
def svd(x, full_matrices=False, name=None):
    r"""
2036 2037 2038 2039 2040
    Computes the singular value decomposition of one matrix or a batch of regular matrices.

    Let :math:`X` be the input matrix or a batch of input matrices, the output should satisfies:

    .. math::
2041 2042
        X = U * diag(S) * VT

2043 2044
    Args:
        x (Tensor): The input tensor. Its shape should be `[..., N, M]`,
2045
            where `...` is zero or more batch dimensions. N and M can be arbitraty
2046 2047 2048 2049
            positive number. Note that if x is sigular matrices, the grad is numerical
            instable. The data type of x should be float32 or float64.
        full_matrices (bool): A flag to control the behavor of svd.
            If full_matrices = True, svd op will compute full U and V matrics,
2050
            which means shape of U is `[..., N, N]`, shape of V is `[..., M, M]`. K = min(M, N).
2051
            If full_matrices = False, svd op will use a economic method to store U and V.
2052
            which means shape of U is `[..., N, K]`, shape of V is `[..., M, K]`. K = min(M, N).
2053
        name (str, optional): Name for the operation (optional, default is None).
2054
            For more information, please refer to :ref:`api_guide_Name`.
2055 2056

    Returns:
2057
        Tuple of 3 tensors: (U, S, VH). VH is the conjugate transpose of V. S is the singlar value vectors of matrics with shape `[..., K]`
2058

2059 2060 2061 2062
    Examples:
        .. code-block:: python

            import paddle
2063 2064 2065

            x = paddle.to_tensor([[1.0, 2.0], [1.0, 3.0], [4.0, 6.0]]).astype('float64')
            x = x.reshape([3, 2])
2066
            u, s, vh = paddle.linalg.svd(x)
2067 2068 2069 2070 2071
            print (u)
            #U = [[ 0.27364809, -0.21695147  ],
            #      [ 0.37892198, -0.87112408 ],
            #      [ 0.8840446 ,  0.44053933 ]]

2072
            print (s)
2073
            #S = [8.14753743, 0.78589688]
2074
            print (vh)
2075 2076
            #VT= [[ 0.51411221,  0.85772294],
            #     [ 0.85772294, -0.51411221]]
2077

2078
            # one can verify : U * S * VT == X
2079
            #                  U * UH == I
2080
            #                  V * VH == I
2081
    """
2082
    if in_dygraph_mode():
2083
        return _C_ops.svd(x, full_matrices)
2084
    if _in_legacy_dygraph():
2085
        return _legacy_C_ops.svd(x, 'full_matrices', full_matrices)
2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'svd')
    check_type(full_matrices, 'full_matrices', bool, 'svd')
    helper = LayerHelper('svd', **locals())
    u = helper.create_variable_for_type_inference(dtype=x.dtype)
    vh = helper.create_variable_for_type_inference(dtype=x.dtype)
    s = helper.create_variable_for_type_inference(dtype=x.dtype)
    attrs = dict()
    attrs['full_matrices'] = full_matrices
    helper.append_op(
        type='svd',
        inputs={'X': [x]},
L
Ligoml 已提交
2097
        outputs={'U': u, 'VH': vh, 'S': s},
2098 2099
        attrs=attrs,
    )
2100 2101 2102
    return u, s, vh


2103 2104
def matrix_power(x, n, name=None):
    r"""
2105

2106
    Computes the n-th power of a square matrix or a batch of square matrices.
2107

2108 2109 2110 2111 2112
    Let :math:`X` be a sqaure matrix or a batch of square matrices, :math:`n` be
    an exponent, the equation should be:

    .. math::
        Out = X ^ {n}
2113

2114 2115
    Specifically,

L
Ligoml 已提交
2116
    - If `n > 0`, it returns the matrix or a batch of matrices raised to the power of `n`.
2117

2118 2119
    - If `n = 0`, it returns the identity matrix or a batch of identity matrices.

L
Ligoml 已提交
2120
    - If `n < 0`, it returns the inverse of each matrix (if invertible) raised to the power of `abs(n)`.
2121 2122 2123 2124 2125 2126

    Args:
        x (Tensor): A square matrix or a batch of square matrices to be raised
            to power `n`. Its shape should be `[*, M, M]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
        n (int): The exponent. It can be any positive, negative integer or zero.
2127
        name (str, optional): Name for the operation (optional, default is None).
2128 2129 2130
            For more information, please refer to :ref:`api_guide_Name`.

    Returns:
2131 2132
        - Tensor, The n-th power of the matrix (or the batch of matrices) `x`. Its
          data type should be the same as that of `x`.
2133 2134 2135 2136 2137 2138 2139 2140 2141

    Examples:
        .. code-block:: python

            import paddle

            x = paddle.to_tensor([[1, 2, 3],
                                  [1, 4, 9],
                                  [1, 8, 27]], dtype='float64')
2142
            print(paddle.linalg.matrix_power(x, 2))
2143 2144 2145 2146
            # [[6.  , 34. , 102.],
            #  [14. , 90. , 282.],
            #  [36. , 250., 804.]]

2147
            print(paddle.linalg.matrix_power(x, 0))
2148 2149 2150 2151
            # [[1., 0., 0.],
            #  [0., 1., 0.],
            #  [0., 0., 1.]]

2152
            print(paddle.linalg.matrix_power(x, -2))
2153 2154 2155 2156
            # [[ 12.91666667, -12.75000000,  2.83333333 ],
            #  [-7.66666667 ,  8.         , -1.83333333 ],
            #  [ 1.80555556 , -1.91666667 ,  0.44444444 ]]
    """
H
hong 已提交
2157
    if in_dygraph_mode():
2158
        return _C_ops.matrix_power(x, n)
H
hong 已提交
2159 2160

    if _in_legacy_dygraph():
2161
        return _legacy_C_ops.matrix_power(x, "n", n)
2162 2163 2164 2165 2166

    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'matrix_power')
    check_type(n, 'n', int, 'matrix_power')
    helper = LayerHelper('matrix_power', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
L
Ligoml 已提交
2167 2168 2169 2170 2171 2172
    helper.append_op(
        type='matrix_power',
        inputs={'X': x},
        outputs={'Out': out},
        attrs={'n': n},
    )
2173
    return out
2174 2175


2176 2177 2178 2179 2180 2181 2182
def qr(x, mode="reduced", name=None):
    r"""
    Computes the QR decomposition of one matrix or batches of matrice (backward is unsupported now).

    Args:
        x (Tensor): The input tensor. Its shape should be `[..., M, N]`,
            where ... is zero or more batch dimensions. M and N can be arbitrary
L
Ligoml 已提交
2183 2184
            positive number. The data type of x should be float32 or float64.
        mode (str, optional): A flag to control the behavior of qr, the default is "reduced".
2185
            Suppose x's shape is `[..., M, N]` and denoting `K = min(M, N)`:
L
Ligoml 已提交
2186
            If mode = "reduced", qr op will return reduced Q and R matrices,
2187
            which means Q's shape is `[..., M, K]` and R's shape is `[..., K, N]`.
L
Ligoml 已提交
2188
            If mode = "complete", qr op will return complete Q and R matrices,
2189 2190 2191 2192 2193
            which means Q's shape is `[..., M, M]` and R's shape is `[..., M, N]`.
            If mode = "r", qr op will only return reduced R matrix, which means
            R's shape is `[..., K, N]`.
        name (str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.
L
Ligoml 已提交
2194

2195
    Returns:
L
Ligoml 已提交
2196
        If mode = "reduced" or mode = "complete", qr will return a two tensor-tuple, which represents Q and R.
2197
        If mode = "r", qr will return a tensor which represents R.
L
Ligoml 已提交
2198 2199

    Examples:
2200 2201
        .. code-block:: python

L
Ligoml 已提交
2202
            import paddle
2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214

            x = paddle.to_tensor([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]).astype('float64')
            q, r = paddle.linalg.qr(x)
            print (q)
            print (r)

            # Q = [[-0.16903085,  0.89708523],
            #      [-0.50709255,  0.27602622],
            #      [-0.84515425, -0.34503278]])

            # R = [[-5.91607978, -7.43735744],
            #      [ 0.        ,  0.82807867]])
L
Ligoml 已提交
2215 2216

            # one can verify : X = Q * R ;
2217
    """
Y
Yulong Ao 已提交
2218
    if in_dygraph_mode():
2219
        q, r = _C_ops.qr(x, mode)
Y
Yulong Ao 已提交
2220 2221 2222 2223 2224
        if mode == "r":
            return r
        else:
            return q, r
    if _in_legacy_dygraph():
2225
        q, r = _legacy_C_ops.qr(x, 'mode', mode)
2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236
        if mode == "r":
            return r
        else:
            return q, r
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'qr')
    check_type(mode, 'mode', str, 'qr')
    helper = LayerHelper('qr', **locals())
    q = helper.create_variable_for_type_inference(dtype=x.dtype)
    r = helper.create_variable_for_type_inference(dtype=x.dtype)
    attrs = dict()
    attrs['mode'] = mode
L
Ligoml 已提交
2237 2238 2239
    helper.append_op(
        type='qr', inputs={'X': [x]}, outputs={'Q': q, 'R': r}, attrs=attrs
    )
2240 2241 2242 2243 2244 2245
    if mode == "r":
        return r
    else:
        return q, r


2246 2247
def lu(x, pivot=True, get_infos=False, name=None):
    r"""
L
Ligoml 已提交
2248
    Computes the LU factorization of an N-D(N>=2) matrix x.
2249

L
Ligoml 已提交
2250
    Returns the LU factorization(inplace x) and Pivots. low triangular matrix L and
2251 2252 2253 2254
    upper triangular matrix U are combined to a single LU matrix.

    Pivoting is done if pivot is set to True.
    P mat can be get by pivots:
L
Ligoml 已提交
2255 2256 2257 2258 2259 2260

    .. code-block:: text
        ones = eye(rows) #eye matrix of rank rows
        for i in range(cols):
            swap(ones[i], ones[pivots[i]])
        return ones
2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271

    Args:

        X (Tensor): the tensor to factor of N-dimensions(N>=2).

        pivot (bool, optional): controls whether pivoting is done. Default: True.

        get_infos (bool, optional): if set to True, returns an info IntTensor. Default: False.

        name (str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.
L
Ligoml 已提交
2272

2273
    Returns:
L
Ligoml 已提交
2274
        factorization (Tensor), LU matrix, the factorization of input X.
2275

L
Ligoml 已提交
2276 2277 2278
        pivots (IntTensor), the pivots of size(∗(N-2), min(m,n)). `pivots` stores all the
        intermediate transpositions of rows. The final permutation `perm` could be
        reconstructed by this, details refer to upper example.
2279

L
Ligoml 已提交
2280 2281 2282
        infos (IntTensor, optional), if `get_infos` is `True`, this is a tensor of size (∗(N-2))
        where non-zero values indicate whether factorization for the matrix or each minibatch
        has succeeded or failed.
2283

L
Ligoml 已提交
2284 2285

    Examples:
2286 2287
        .. code-block:: python

L
Ligoml 已提交
2288
            import paddle
2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303

            x = paddle.to_tensor([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]).astype('float64')
            lu,p,info = paddle.linalg.lu(x, get_infos=True)

            # >>> lu:
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            #    [[5.        , 6.        ],
            #        [0.20000000, 0.80000000],
            #        [0.60000000, 0.50000000]])
            # >>> p
            # Tensor(shape=[2], dtype=int32, place=CUDAPlace(0), stop_gradient=True,
            #    [3, 3])
            # >>> info
            # Tensor(shape=[], dtype=int32, place=CUDAPlace(0), stop_gradient=True,
            #    0)
L
Ligoml 已提交
2304

2305 2306 2307 2308 2309 2310
            P,L,U = paddle.linalg.lu_unpack(lu,p)

            # >>> P
            # (Tensor(shape=[3, 3], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[0., 1., 0.],
            # [0., 0., 1.],
L
Ligoml 已提交
2311
            # [1., 0., 0.]]),
2312 2313 2314 2315
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
L
Ligoml 已提交
2316
            # [0.60000000, 0.50000000]]),
2317 2318 2319 2320 2321
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))

L
Ligoml 已提交
2322 2323

            # one can verify : X = P @ L @ U ;
2324
    """
L
Lin Manhui 已提交
2325 2326

    if in_dygraph_mode():
2327
        lu, p, info = _C_ops.lu(x, pivot)
L
Lin Manhui 已提交
2328
    elif paddle.in_dynamic_mode():
2329
        lu, p, info = _legacy_C_ops.lu(x, 'pivot', pivot)
L
Lin Manhui 已提交
2330 2331 2332 2333 2334 2335 2336 2337
    else:
        check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'lu')
        helper = LayerHelper('lu', **locals())
        lu = helper.create_variable_for_type_inference(dtype=x.dtype)
        p = helper.create_variable_for_type_inference(dtype='int')
        info = helper.create_variable_for_type_inference(dtype='int')
        attrs = dict()
        attrs['pivot'] = pivot
L
Ligoml 已提交
2338 2339 2340 2341 2342 2343
        helper.append_op(
            type='lu',
            inputs={'X': x},
            outputs={'Out': lu, 'Pivots': p, 'Infos': info},
            attrs=attrs,
        )
2344 2345 2346 2347 2348 2349 2350 2351
    if get_infos:
        return lu, p, info
    else:
        return lu, p


def lu_unpack(x, y, unpack_ludata=True, unpack_pivots=True, name=None):
    r"""
L
Ligoml 已提交
2352
    Unpack L U and P to single matrix tensor .
2353 2354 2355
    unpack L and U matrix from LU, unpack permutation matrix P from Pivtos .

    P mat can be get by pivots:
L
Ligoml 已提交
2356 2357 2358 2359 2360

    .. code-block:: text
        ones = eye(rows) #eye matrix of rank rows
        for i in range(cols):
            swap(ones[i], ones[pivots[i]])
2361 2362 2363 2364 2365 2366 2367 2368 2369 2370 2371 2372 2373


    Args:
        x (Tensor): The LU tensor get from paddle.linalg.lu, which is combined by L and U.

        y (Tensor): Pivots get from paddle.linalg.lu.

        unpack_ludata (bool,optional): whether to unpack L and U from x. Default: True.

        unpack_pivots (bool, optional): whether to unpack permutation matrix P from Pivtos. Default: True.

        name (str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.
L
Ligoml 已提交
2374

2375
    Returns:
L
Ligoml 已提交
2376
        P (Tensor), Permutation matrix P of lu factorization.
2377

L
Ligoml 已提交
2378
        L (Tensor), The lower triangular matrix tensor of lu factorization.
2379

L
Ligoml 已提交
2380
        U (Tensor), The upper triangular matrix tensor of lu factorization.
2381

L
Ligoml 已提交
2382 2383

    Examples:
2384 2385
        .. code-block:: python

L
Ligoml 已提交
2386
            import paddle
2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401

            x = paddle.to_tensor([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]).astype('float64')
            lu,p,info = paddle.linalg.lu(x, get_infos=True)

            # >>> lu:
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            #    [[5.        , 6.        ],
            #        [0.20000000, 0.80000000],
            #        [0.60000000, 0.50000000]])
            # >>> p
            # Tensor(shape=[2], dtype=int32, place=CUDAPlace(0), stop_gradient=True,
            #    [3, 3])
            # >>> info
            # Tensor(shape=[], dtype=int32, place=CUDAPlace(0), stop_gradient=True,
            #    0)
L
Ligoml 已提交
2402

2403 2404 2405 2406 2407 2408
            P,L,U = paddle.linalg.lu_unpack(lu,p)

            # >>> P
            # (Tensor(shape=[3, 3], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[0., 1., 0.],
            # [0., 0., 1.],
L
Ligoml 已提交
2409
            # [1., 0., 0.]]),
2410 2411 2412 2413
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
L
Ligoml 已提交
2414
            # [0.60000000, 0.50000000]]),
2415 2416 2417 2418 2419
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))

L
Ligoml 已提交
2420
            # one can verify : X = P @ L @ U ;
2421 2422
    """

2423
    if in_dygraph_mode():
2424
        P, L, U = _C_ops.lu_unpack(x, y, unpack_ludata, unpack_pivots)
2425 2426
        return P, L, U

Z
zhiboniu 已提交
2427
    if paddle.in_dynamic_mode():
L
Ligoml 已提交
2428 2429 2430
        P, L, U = _legacy_C_ops.lu_unpack(
            x, y, 'unpack_ludata', unpack_ludata, 'unpack_pivots', unpack_pivots
        )
2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441
        return P, L, U

    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'lu_unpack')
    helper = LayerHelper('lu_unpack', **locals())
    p = helper.create_variable_for_type_inference(dtype=x.dtype)
    l = helper.create_variable_for_type_inference(dtype=x.dtype)
    u = helper.create_variable_for_type_inference(dtype=x.dtype)

    attrs = dict()
    attrs['unpack_ludata'] = unpack_ludata
    attrs['unpack_pivots'] = unpack_pivots
L
Ligoml 已提交
2442 2443 2444 2445 2446 2447
    helper.append_op(
        type='lu_unpack',
        inputs={'X': x, 'Pivots': y},
        outputs={'Pmat': p, 'L': l, 'U': u},
        attrs=attrs,
    )
2448 2449 2450
    return p, l, u


L
Lijunhui 已提交
2451 2452
def eig(x, name=None):
    """
L
Ligoml 已提交
2453
    Performs the eigenvalue decomposition of a square matrix or a batch of square matrices.
L
Lijunhui 已提交
2454

L
Ligoml 已提交
2455 2456 2457 2458 2459 2460
    Note:
        - If the matrix is a Hermitian or a real symmetric matrix, please use :ref:`paddle.linalg.eigh` instead, which is much faster.
        - If only eigenvalues is needed, please use :ref:`paddle.linalg.eigvals` instead.
        - If the matrix is of any shape, please use :ref:`paddle.linalg.svd`.
        - This API is only supported on CPU device.
        - The output datatype is always complex for both real and complex input.
L
Lijunhui 已提交
2461 2462 2463 2464

    Args:
        x (Tensor): A tensor with shape math:`[*, N, N]`, The data type of the x should be one of ``float32``,
            ``float64``, ``compplex64`` or ``complex128``.
L
Ligoml 已提交
2465
        name (str, optional): The default value is `None`. Normally there is no need for user to set
L
Lijunhui 已提交
2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478
            this property. For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Eigenvalues(Tensors): A tensor with shape math:`[*, N]` refers to the eigen values.
        Eigenvectors(Tensors): A tensor with shape math:`[*, N, N]` refers to the eigen vectors.

    Examples:
        .. code-block:: python

            import paddle

            paddle.device.set_device("cpu")

L
Ligoml 已提交
2479
            x = paddle.to_tensor([[1.6707249, 7.2249975, 6.5045543],
L
Lijunhui 已提交
2480
                               [9.956216,  8.749598,  6.066444 ],
L
Ligoml 已提交
2481
                               [4.4251957, 1.7983172, 0.370647 ]])
L
Lijunhui 已提交
2482
            w, v = paddle.linalg.eig(x)
L
Ligoml 已提交
2483
            print(v)
L
Lijunhui 已提交
2484 2485 2486 2487 2488 2489 2490 2491
            # Tensor(shape=[3, 3], dtype=complex128, place=CPUPlace, stop_gradient=False,
            #       [[(-0.5061363550800655+0j) , (-0.7971760990842826+0j) ,
            #         (0.18518077798279986+0j)],
            #        [(-0.8308237755993192+0j) ,  (0.3463813401919749+0j) ,
            #         (-0.6837005269141947+0j) ],
            #        [(-0.23142567697893396+0j),  (0.4944999840400175+0j) ,
            #         (0.7058765252952796+0j) ]])

L
Ligoml 已提交
2492
            print(w)
L
Lijunhui 已提交
2493 2494 2495 2496
            # Tensor(shape=[3], dtype=complex128, place=CPUPlace, stop_gradient=False,
            #       [ (16.50471283351188+0j)  , (-5.5034820550763515+0j) ,
            #         (-0.21026087843552282+0j)])
    """
2497
    if in_dygraph_mode():
2498
        return _C_ops.eig(x)
2499
    elif paddle.in_dynamic_mode():
2500
        w, v = _legacy_C_ops.eig(x)
L
Lijunhui 已提交
2501 2502
        return w, v

L
Ligoml 已提交
2503 2504 2505
    check_variable_and_dtype(
        x, 'X', ['float32', 'float64', 'complex64', 'complex128'], 'eig'
    )
L
Lijunhui 已提交
2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517
    helper = LayerHelper('eig', **locals())

    w = helper.create_variable_for_type_inference(x.dtype)
    v = helper.create_variable_for_type_inference(x.dtype)

    inputs = {'X': x}
    outputs = {'Eigenvalues': w, 'Eigenvectors': v}
    helper.append_op(type='eig', inputs=inputs, outputs=outputs)

    return w, v


2518 2519 2520
def eigvals(x, name=None):
    """
    Compute the eigenvalues of one or more general matrices.
2521 2522 2523

    Warning:
        The gradient kernel of this operator does not yet developed.
2524 2525 2526 2527
        If you need back propagation through this operator, please replace it with paddle.linalg.eig.

    Args:
        x (Tensor): A square matrix or a batch of square matrices whose eigenvalues will be computed.
2528
            Its shape should be `[*, M, M]`, where `*` is zero or more batch dimensions.
2529
            Its data type should be float32, float64, complex64, or complex128.
2530
        name (str, optional): Name for the operation (optional, default is None).
2531
            For more information, please refer to :ref:`api_guide_Name`.
L
Ligoml 已提交
2532

2533
    Returns:
L
Ligoml 已提交
2534 2535
        Tensor, A tensor containing the unsorted eigenvalues which has the same batch
        dimensions with `x`. The eigenvalues are complex-valued even when `x` is real.
2536 2537 2538 2539 2540

    Examples:
        .. code-block:: python

            import paddle
2541

2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553
            paddle.set_device("cpu")
            paddle.seed(1234)

            x = paddle.rand(shape=[3, 3], dtype='float64')
            # [[0.02773777, 0.93004224, 0.06911496],
            #  [0.24831591, 0.45733623, 0.07717843],
            #  [0.48016702, 0.14235102, 0.42620817]])

            print(paddle.linalg.eigvals(x))
            # [(-0.27078833542132674+0j), (0.29962280156230725+0j), (0.8824477020120244+0j)] #complex128
    """

L
Ligoml 已提交
2554 2555 2556
    check_variable_and_dtype(
        x, 'dtype', ['float32', 'float64', 'complex64', 'complex128'], 'eigvals'
    )
2557 2558 2559 2560

    x_shape = list(x.shape)
    if len(x_shape) < 2:
        raise ValueError(
L
Ligoml 已提交
2561 2562 2563 2564
            "The dimension of Input(x) should be at least 2, but received x's dimention = {}, x's shape = {}".format(
                len(x_shape), x_shape
            )
        )
2565 2566 2567

    if x_shape[-1] != x_shape[-2]:
        raise ValueError(
L
Ligoml 已提交
2568 2569 2570 2571
            "The last two dimensions of Input(x) should be equal, but received x's shape = {}".format(
                x_shape
            )
        )
2572

R
Ruibiao Chen 已提交
2573
    if in_dygraph_mode():
2574
        return _C_ops.eigvals(x)
2575 2576
    elif paddle.in_dynamic_mode():
        return _legacy_C_ops.eigvals(x)
2577 2578 2579 2580 2581 2582 2583

    helper = LayerHelper('eigvals', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
    helper.append_op(type='eigvals', inputs={'X': x}, outputs={'Out': out})
    return out


2584 2585 2586 2587
def multi_dot(x, name=None):
    """
    Multi_dot is an operator that calculates multiple matrix multiplications.

2588
    Supports inputs of float16(only GPU support), float32 and float64 dtypes. This function does not
2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 2623
    support batched inputs.

    The input tensor in [x] must be 2-D except for the first and last can be 1-D.
    If the first tensor is a 1-D vector of shape(n, ) it is treated as row vector
    of shape(1, n), similarly if the last tensor is a 1D vector of shape(n, ), it
    is treated as a column vector of shape(n, 1).

    If the first and last tensor are 2-D matrix, then the output is also 2-D matrix,
    otherwise the output is a 1-D vector.

    Multi_dot will select the lowest cost multiplication order for calculation. The
    cost of multiplying two matrices with shapes (a, b) and (b, c) is a * b * c.
    Given matrices A, B, C with shapes (20, 5), (5, 100), (100, 10) respectively,
    we can calculate the cost of different multiplication orders as follows:
    - Cost((AB)C) = 20x5x100 + 20x100x10 = 30000
    - Cost(A(BC)) = 5x100x10 + 20x5x10 = 6000

    In this case, multiplying B and C first, then multiply A, which is 5 times faster
    than sequential calculation.

    Args:
        x ([Tensor]): The input tensors which is a list Tensor.
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
        Tensor: The output Tensor.


    Examples:

    .. code-block:: python

        import paddle
        # A * B
2624 2625
        A = paddle.rand([3, 4])
        B = paddle.rand([4, 5])
2626
        out = paddle.linalg.multi_dot([A, B])
2627
        print(out.shape)
2628 2629
        # [3, 5]
        # A * B * C
2630 2631 2632
        A = paddle.rand([10, 5])
        B = paddle.rand([5, 8])
        C = paddle.rand([8, 7])
2633
        out = paddle.linalg.multi_dot([A, B, C])
2634
        print(out.shape)
2635 2636
        # [10, 7]
    """
2637
    if _in_legacy_dygraph():
2638
        return _legacy_C_ops.multi_dot(x)
2639
    if in_dygraph_mode():
2640
        return _C_ops.multi_dot(x)
2641 2642 2643

    check_type(x, 'x', (list, tuple), 'multi_dot')
    for id, item in enumerate(x):
L
Ligoml 已提交
2644 2645 2646 2647 2648 2649
        check_variable_and_dtype(
            item,
            'x[' + str(id) + ']',
            ['float16', 'float32', 'float64'],
            'multi_dot',
        )
2650 2651
        if item.dtype != x[0].dtype:
            raise TypeError(
L
Ligoml 已提交
2652 2653
                "All the Tensors in the input must have the same data type."
            )
2654 2655 2656 2657 2658 2659

    helper = LayerHelper('multi_dot', **locals())
    dtype = helper.input_dtype(input_param_name='x')
    out = helper.create_variable_for_type_inference(dtype)
    helper.append_op(type='multi_dot', inputs={"X": x}, outputs={"Out": out})
    return out
2660 2661 2662 2663


def eigh(x, UPLO='L', name=None):
    """
2664
    Compute the eigenvalues and eigenvectors of a
2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675
    complex Hermitian (conjugate symmetric) or a real symmetric matrix.

    Args:
        x (Tensor): A tensor with shape :math:`[*, N, N]` , The data type of the input Tensor x
            should be one of float32, float64, complex64, complex128.
        UPLO(str, optional): (string, default 'L'), 'L' represents the lower triangular matrix,
                        "'U' represents the upper triangular matrix.".
        name(str, optional): The default value is None.  Normally there is no need for user to set this
            property.  For more information, please refer to :ref:`api_guide_Name`.

    Returns:
L
Ligoml 已提交
2676 2677 2678 2679
        - out_value(Tensor):  A Tensor with shape [*, N] and data type of float32 and float64.
            The eigenvalues of eigh op.
        - out_vector(Tensor): A Tensor with shape [*, N, N] and data type of float32,float64,
            complex64 and complex128. The eigenvectors of eigh op.
2680 2681 2682 2683 2684 2685

    Examples:
        .. code-block:: python

            import paddle

L
Ligoml 已提交
2686
            x = paddle.to_tensor([[1, -2j], [2j, 5]])
2687
            out_value, out_vector = paddle.linalg.eigh(x, UPLO='L')
2688 2689 2690 2691 2692 2693 2694
            print(out_value)
            #[0.17157288, 5.82842712]
            print(out_vector)
            #[(-0.9238795325112867+0j), (-0.3826834323650898+0j)],
            #[ 0.3826834323650898j    , -0.9238795325112867j    ]]

    """
H
hong 已提交
2695
    if in_dygraph_mode():
2696
        return _C_ops.eigh(x, UPLO)
H
hong 已提交
2697 2698

    if _in_legacy_dygraph():
2699
        return _legacy_C_ops.eigh(x, 'UPLO', UPLO)
2700 2701 2702 2703 2704 2705

    def __check_input(x, UPLO):
        x_shape = list(x.shape)
        if len(x.shape) < 2:
            raise ValueError(
                "Input(input) only support >=2 tensor, but received "
L
Ligoml 已提交
2706 2707
                "length of Input(input) is %s." % len(x.shape)
            )
2708 2709
        if x_shape[-1] != x_shape[-2]:
            raise ValueError(
L
Ligoml 已提交
2710 2711 2712 2713
                "The input matrix must be batches of square matrices. But received x's dimention: {}".format(
                    x_shape
                )
            )
2714
        if UPLO != 'L' and UPLO != 'U':
2715
            raise ValueError(
L
Ligoml 已提交
2716 2717
                "UPLO must be L or U. But received UPLO is: {}".format(UPLO)
            )
2718 2719 2720 2721

    __check_input(x, UPLO)

    helper = LayerHelper('eigh', **locals())
L
Ligoml 已提交
2722 2723 2724
    check_variable_and_dtype(
        x, 'dtype', ['float32', 'float64', 'complex64', 'complex128'], 'eigh'
    )
2725 2726 2727 2728

    out_value = helper.create_variable_for_type_inference(dtype=x.dtype)
    out_vector = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
2729 2730 2731 2732 2733 2734
    helper.append_op(
        type='eigh',
        inputs={'X': x},
        outputs={'Eigenvalues': out_value, 'Eigenvectors': out_vector},
        attrs={'UPLO': UPLO},
    )
2735
    return out_value, out_vector
A
andyjpaddle 已提交
2736 2737 2738 2739


def pinv(x, rcond=1e-15, hermitian=False, name=None):
    r"""
2740
    Calculate pseudo inverse via SVD(singular value decomposition)
A
andyjpaddle 已提交
2741 2742 2743 2744 2745 2746 2747 2748 2749 2750
    of one matrix or batches of regular matrix.

    .. math::

        if hermitian == False:
            x = u * s * vt  (SVD)
            out = v * 1/s * ut
        else:
            x = u * s * ut  (eigh)
            out = u * 1/s * u.conj().transpose(-2,-1)
2751

A
andyjpaddle 已提交
2752 2753 2754
    If x is hermitian or symmetric matrix, svd will be replaced with eigh.

    Args:
2755 2756 2757
        x(Tensor): The input tensor. Its shape should be (*, m, n)
            where * is zero or more batch dimensions. m and n can be
            arbitraty positive number. The data type of x should be
A
andyjpaddle 已提交
2758 2759 2760 2761
            float32 or float64 or complex64 or complex128. When data
            type is complex64 or cpmplex128, hermitian should be set
            True.

2762
        rcond(Tensor, optional): the tolerance value to determine
2763
            when is a singular value zero. Default:1e-15.
2764 2765

        hermitian(bool, optional): indicates whether x is Hermitian
A
andyjpaddle 已提交
2766
            if complex or symmetric if real. Default: False.
2767 2768

        name(str|None): A name for this layer(optional). If set None,
A
andyjpaddle 已提交
2769
            the layer will be named automatically.
2770

A
andyjpaddle 已提交
2771
    Returns:
2772
        Tensor: The tensor with same data type with x. it represents
A
andyjpaddle 已提交
2773
        pseudo inverse of x. Its shape should be (*, n, m).
2774

A
andyjpaddle 已提交
2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800
    Examples:
        .. code-block:: python

            import paddle

            x = paddle.arange(15).reshape((3, 5)).astype('float64')
            input = paddle.to_tensor(x)
            out = paddle.linalg.pinv(input)
            print(input)
            print(out)

            # input:
            # [[0. , 1. , 2. , 3. , 4. ],
            # [5. , 6. , 7. , 8. , 9. ],
            # [10., 11., 12., 13., 14.]]

            # out:
            # [[-0.22666667, -0.06666667,  0.09333333],
            # [-0.12333333, -0.03333333,  0.05666667],
            # [-0.02000000,  0.00000000,  0.02000000],
            # [ 0.08333333,  0.03333333, -0.01666667],
            # [ 0.18666667,  0.06666667, -0.05333333]]

            # one can verify : x * out * x = x ;
            # or              out * x * out = x ;
    """
2801 2802 2803
    if in_dygraph_mode():
        if not hermitian:
            # combine svd and matmul op
2804 2805
            u, s, vt = _C_ops.svd(x, False)
            max_singular_val = _C_ops.max(s, [-1], True)
2806 2807 2808 2809
            rcond = paddle.to_tensor(rcond, dtype=x.dtype)
            cutoff = rcond * max_singular_val
            y = float('inf')
            y = paddle.to_tensor(y, dtype=x.dtype)
A
andyjpaddle 已提交
2810

2811 2812 2813 2814 2815 2816
            condition = s > cutoff
            cond_int = cast(condition, s.dtype)
            cond_not_int = cast(logical_not(condition), s.dtype)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
2817
            st = _C_ops.unsqueeze(singular, [-2])
2818 2819 2820

            dims = list(range(len(vt.shape)))
            perm = dims[:-2] + [dims[-1]] + [dims[-2]]
2821
            v = _C_ops.transpose(vt, perm)
2822 2823

            out_1 = v * st
2824
            out_2 = _C_ops.matmul(out_1, u, False, True)
2825 2826 2827
            return out_2
        else:
            # combine eigh and matmul op
2828
            s, u = _C_ops.eigh(x, 'UPLO')
2829
            s_abs = paddle.abs(s)
2830
            max_singular_val = _C_ops.max(s_abs, [-1], True)
2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841
            rcond = paddle.to_tensor(rcond, dtype=s.dtype)
            cutoff = rcond * max_singular_val
            y = float('inf')
            y = paddle.to_tensor(y, dtype=s.dtype)

            condition = s_abs > cutoff
            cond_int = cast(condition, s.dtype)
            cond_not_int = cast(logical_not(condition), s.dtype)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
2842
            st = _C_ops.unsqueeze(singular, [-2])
2843 2844

            out_1 = u * st
2845 2846
            u_conj = _C_ops.conj(u)
            out_2 = _C_ops.matmul(out_1, u_conj, False, True)
2847 2848 2849
            return out_2

    if _in_legacy_dygraph():
A
andyjpaddle 已提交
2850 2851
        if not hermitian:
            # combine svd and matmul op
2852
            u, s, vt = _legacy_C_ops.svd(x, 'full_matrices', False)
L
Ligoml 已提交
2853 2854 2855
            max_singular_val = _legacy_C_ops.reduce_max(
                s, 'dim', [-1], 'keep_dim', True, 'reduce_all', False
            )
A
andyjpaddle 已提交
2856 2857 2858 2859 2860 2861
            rcond = paddle.to_tensor(rcond, dtype=x.dtype)
            cutoff = rcond * max_singular_val
            y = float('inf')
            y = paddle.to_tensor(y, dtype=x.dtype)

            condition = s > cutoff
2862 2863 2864 2865 2866
            cond_int = cast(condition, s.dtype)
            cond_not_int = cast(logical_not(condition), s.dtype)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
2867
            st, _ = _legacy_C_ops.unsqueeze2(singular, 'axes', [-2])
A
andyjpaddle 已提交
2868 2869 2870

            dims = list(range(len(vt.shape)))
            perm = dims[:-2] + [dims[-1]] + [dims[-2]]
2871
            v, _ = _legacy_C_ops.transpose2(vt, 'axis', perm)
A
andyjpaddle 已提交
2872 2873

            out_1 = v * st
2874
            if in_dygraph_mode():
2875
                out_2 = _C_ops.matmul(out_1, u, False, True)
2876
            else:
L
Ligoml 已提交
2877 2878 2879
                out_2 = _legacy_C_ops.matmul_v2(
                    out_1, u, 'trans_x', False, 'trans_y', True
                )
A
andyjpaddle 已提交
2880 2881 2882
            return out_2
        else:
            # combine eigh and matmul op
2883
            s, u = _legacy_C_ops.eigh(x, 'UPLO', 'L')
A
andyjpaddle 已提交
2884
            s_abs = paddle.abs(s)
L
Ligoml 已提交
2885 2886 2887
            max_singular_val = _legacy_C_ops.reduce_max(
                s_abs, 'dim', [-1], 'keep_dim', True, 'reduce_all', False
            )
A
andyjpaddle 已提交
2888 2889 2890 2891 2892 2893
            rcond = paddle.to_tensor(rcond, dtype=s.dtype)
            cutoff = rcond * max_singular_val
            y = float('inf')
            y = paddle.to_tensor(y, dtype=s.dtype)

            condition = s_abs > cutoff
2894 2895 2896 2897 2898
            cond_int = cast(condition, s.dtype)
            cond_not_int = cast(logical_not(condition), s.dtype)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
2899
            st, _ = _legacy_C_ops.unsqueeze2(singular, 'axes', [-2])
A
andyjpaddle 已提交
2900 2901

            out_1 = u * st
2902
            u_conj = _legacy_C_ops.conj(u)
2903
            if in_dygraph_mode():
2904
                out_2 = _C_ops.matmul(out_1, u_conj, False, True)
2905
            else:
L
Ligoml 已提交
2906 2907 2908
                out_2 = _legacy_C_ops.matmul_v2(
                    out_1, u_conj, 'trans_x', False, 'trans_y', True
                )
A
andyjpaddle 已提交
2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921
            return out_2
    else:
        if not hermitian:
            helper = LayerHelper('pinv', **locals())
            dtype = x.dtype
            check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'pinv')

            u = helper.create_variable_for_type_inference(dtype)
            s = helper.create_variable_for_type_inference(dtype)
            vt = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='svd',
                inputs={'X': [x]},
L
Ligoml 已提交
2922
                outputs={'U': u, 'VH': vt, 'S': s},
2923 2924
                attrs={'full_matrices': False},
            )
A
andyjpaddle 已提交
2925 2926

            max_singular_val = helper.create_variable_for_type_inference(dtype)
L
Ligoml 已提交
2927 2928 2929 2930 2931 2932
            helper.append_op(
                type='reduce_max',
                inputs={'X': s},
                outputs={'Out': max_singular_val},
                attrs={'dim': [-1], 'keep_dim': True, 'reduce_all': False},
            )
A
andyjpaddle 已提交
2933

2934
            rcond = full(shape=[1], fill_value=rcond, dtype=dtype)
A
andyjpaddle 已提交
2935 2936
            cutoff = rcond * max_singular_val
            y = float('inf')
2937
            y = full(shape=[1], fill_value=y, dtype=dtype)
A
andyjpaddle 已提交
2938 2939

            condition = s > cutoff
2940 2941 2942 2943 2944
            cond_int = cast(condition, dtype)
            cond_not_int = cast(logical_not(condition), dtype)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
A
andyjpaddle 已提交
2945 2946 2947

            st = helper.create_variable_for_type_inference(dtype=dtype)
            st_shape = helper.create_variable_for_type_inference(dtype=dtype)
L
Ligoml 已提交
2948 2949 2950 2951 2952 2953
            helper.append_op(
                type='unsqueeze2',
                inputs={'X': singular},
                attrs={'axes': [-2]},
                outputs={'Out': st, 'XShape': st_shape},
            )
A
andyjpaddle 已提交
2954 2955 2956 2957 2958

            dims = list(range(len(vt.shape)))
            perm = dims[:-2] + [dims[-1]] + [dims[-2]]
            v = helper.create_variable_for_type_inference(dtype)
            v_shape = helper.create_variable_for_type_inference(dtype)
L
Ligoml 已提交
2959 2960 2961 2962 2963 2964
            helper.append_op(
                type='transpose2',
                inputs={'X': [vt]},
                outputs={'Out': [v], 'XShape': [v_shape]},
                attrs={'axis': perm},
            )
A
andyjpaddle 已提交
2965 2966

            out_1 = helper.create_variable_for_type_inference(dtype)
L
Ligoml 已提交
2967 2968 2969 2970 2971 2972
            helper.append_op(
                type='elementwise_mul',
                inputs={'X': v, 'Y': st},
                outputs={'Out': out_1},
                attrs={'axis': -1, 'use_mkldnn': False},
            )
A
andyjpaddle 已提交
2973 2974 2975 2976 2977
            out_1 = helper.append_activation(out_1)

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
L
Ligoml 已提交
2978
                inputs={'X': out_1, 'Y': u},
A
andyjpaddle 已提交
2979
                outputs={'Out': out_2},
L
Ligoml 已提交
2980
                attrs={'trans_x': False, 'trans_y': True},
2981
            )
A
andyjpaddle 已提交
2982 2983 2984 2985 2986
            return out_2
        else:
            helper = LayerHelper('pinv', **locals())
            dtype = x.dtype
            check_variable_and_dtype(
L
Ligoml 已提交
2987 2988 2989 2990 2991
                x,
                'dtype',
                ['float32', 'float64', 'complex64', 'complex128'],
                'pinv',
            )
A
andyjpaddle 已提交
2992 2993 2994 2995 2996 2997 2998 2999 3000 3001

            if dtype == paddle.complex128:
                s_type = 'float64'
            elif dtype == paddle.complex64:
                s_type = 'float32'
            else:
                s_type = dtype

            u = helper.create_variable_for_type_inference(dtype)
            s = helper.create_variable_for_type_inference(s_type)
L
Ligoml 已提交
3002 3003 3004 3005 3006 3007
            helper.append_op(
                type='eigh',
                inputs={'X': x},
                outputs={'Eigenvalues': s, 'Eigenvectors': u},
                attrs={'UPLO': 'L'},
            )
A
andyjpaddle 已提交
3008
            s_abs = helper.create_variable_for_type_inference(s_type)
L
Ligoml 已提交
3009 3010 3011
            helper.append_op(
                type='abs', inputs={'X': s}, outputs={'Out': s_abs}
            )
A
andyjpaddle 已提交
3012
            max_singular_val = helper.create_variable_for_type_inference(s_type)
L
Ligoml 已提交
3013 3014 3015 3016 3017 3018
            helper.append_op(
                type='reduce_max',
                inputs={'X': s_abs},
                outputs={'Out': max_singular_val},
                attrs={'dim': [-1], 'keep_dim': True, 'reduce_all': False},
            )
A
andyjpaddle 已提交
3019

3020
            rcond = full(shape=[1], fill_value=rcond, dtype=s_type)
A
andyjpaddle 已提交
3021 3022
            cutoff = rcond * max_singular_val
            y = float('inf')
3023
            y = full(shape=[1], fill_value=y, dtype=s_type)
A
andyjpaddle 已提交
3024 3025

            condition = s_abs > cutoff
3026 3027 3028 3029 3030
            cond_int = cast(condition, s_type)
            cond_not_int = cast(logical_not(condition), s_type)
            out1 = multiply(1 / s, cond_int)
            out2 = multiply(1 / y, cond_not_int)
            singular = add(out1, out2)
A
andyjpaddle 已提交
3031 3032 3033

            st = helper.create_variable_for_type_inference(dtype=s_type)
            st_shape = helper.create_variable_for_type_inference(dtype=s_type)
L
Ligoml 已提交
3034 3035 3036 3037 3038 3039
            helper.append_op(
                type='unsqueeze2',
                inputs={'X': singular},
                attrs={'axes': [-2]},
                outputs={'Out': st, 'XShape': st_shape},
            )
A
andyjpaddle 已提交
3040 3041

            out_1 = helper.create_variable_for_type_inference(dtype)
L
Ligoml 已提交
3042 3043 3044 3045 3046 3047
            helper.append_op(
                type='elementwise_mul',
                inputs={'X': u, 'Y': st},
                outputs={'Out': out_1},
                attrs={'axis': -1, 'use_mkldnn': False},
            )
A
andyjpaddle 已提交
3048 3049 3050
            out_1 = helper.append_activation(out_1)

            u_conj = helper.create_variable_for_type_inference(dtype)
L
Ligoml 已提交
3051 3052 3053
            helper.append_op(
                type='conj', inputs={'X': u}, outputs={'Out': [u_conj]}
            )
A
andyjpaddle 已提交
3054 3055 3056 3057

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
L
Ligoml 已提交
3058
                inputs={'X': out_1, 'Y': u_conj},
A
andyjpaddle 已提交
3059
                outputs={'Out': out_2},
L
Ligoml 已提交
3060
                attrs={'trans_x': False, 'trans_y': True},
3061
            )
A
andyjpaddle 已提交
3062
            return out_2
W
Weilong Wu 已提交
3063 3064 3065 3066


def solve(x, y, name=None):
    r"""
3067

W
Weilong Wu 已提交
3068
    Computes the solution of a square system of linear equations with a unique solution for input 'X' and 'Y'.
3069
    Let :math:`X` be a sqaure matrix or a batch of square matrices, :math:`Y` be
W
Weilong Wu 已提交
3070
    a vector/matrix or a batch of vectors/matrices, the equation should be:
3071

W
Weilong Wu 已提交
3072 3073
    .. math::
        Out = X^-1 * Y
L
Ligoml 已提交
3074 3075

    Specifically, this system of linear equations has one solution if and only if input 'X' is invertible.
3076

W
Weilong Wu 已提交
3077
    Args:
3078
        x (Tensor): A square matrix or a batch of square matrices. Its shape should be ``[*, M, M]``, where ``*`` is zero or
W
Weilong Wu 已提交
3079
            more batch dimensions. Its data type should be float32 or float64.
3080
        y (Tensor): A vector/matrix or a batch of vectors/matrices. Its shape should be ``[*, M, K]``, where ``*`` is zero or
W
Weilong Wu 已提交
3081
            more batch dimensions. Its data type should be float32 or float64.
3082
        name(str, optional): Name for the operation (optional, default is None).
W
Weilong Wu 已提交
3083
            For more information, please refer to :ref:`api_guide_Name`.
3084

W
Weilong Wu 已提交
3085
    Returns:
3086
        Tensor: The solution of a square system of linear equations with a unique solution for input 'x' and 'y'.
W
Weilong Wu 已提交
3087
        Its data type should be the same as that of `x`.
3088

W
Weilong Wu 已提交
3089
    Examples:
3090

L
Ligoml 已提交
3091 3092 3093 3094 3095
        .. code-block:: python

            # a square system of linear equations:
            # 2*X0 + X1 = 9
            # X0 + 2*X1 = 8
3096

L
Ligoml 已提交
3097
            import paddle
3098

L
Ligoml 已提交
3099 3100 3101
            x = paddle.to_tensor([[3, 1],[1, 2]], dtype="float64")
            y = paddle.to_tensor([9, 8], dtype="float64")
            out = paddle.linalg.solve(x, y)
3102

L
Ligoml 已提交
3103 3104
            print(out)
            # [2., 3.])
W
Weilong Wu 已提交
3105
    """
3106
    if in_dygraph_mode():
3107
        return _C_ops.solve(x, y)
3108 3109

    if _in_legacy_dygraph():
3110
        return _legacy_C_ops.solve(x, y)
W
Weilong Wu 已提交
3111 3112 3113 3114 3115 3116 3117

    inputs = {"X": [x], "Y": [y]}
    helper = LayerHelper("solve", **locals())
    check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'solve')
    check_variable_and_dtype(y, 'y', ['float32', 'float64'], 'solve')
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
3118 3119 3120
    helper.append_op(
        type="solve", inputs={"X": x, "Y": y}, outputs={"Out": out}
    )
W
Weilong Wu 已提交
3121
    return out
3122 3123


L
Ligoml 已提交
3124 3125 3126
def triangular_solve(
    x, y, upper=True, transpose=False, unitriangular=False, name=None
):
3127
    r"""
3128 3129
        Computes the solution of a system of equations with a triangular coefficient matrix `x` and
        multiple right-hand sides `y` .
3130

3131 3132
        Input `x` and `y` is 2D matrices or batches of 2D matrices. If the inputs are batches, the outputs
        is also batches.
3133

L
Ligoml 已提交
3134 3135 3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150
    Args:
        x (Tensor): The input triangular coefficient matrix. Its shape should be `[*, M, M]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is
            zero or more batch dimensions. Its data type should be float32 or float64.
        upper (bool, optional): Whether to solve the upper-triangular system of equations (default) or the lower-triangular
            system of equations. Default: True.
        transpose (bool, optional): whether `x` should be transposed before calculation. Default: False.
        unitriangular (bool, optional): whether `x` is unit triangular. If True, the diagonal elements of `x` are assumed
            to be 1 and not referenced from `x` . Default: False.
        name(str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: The solution of the system of equations. Its data type should be the same as that of `x`.

    Examples:
3151
        .. code-block:: python
3152

3153 3154 3155 3156
            # a square system of linear equations:
            # x1 +   x2  +   x3 = 0
            #      2*x2  +   x3 = -9
            #               -x3 = 5
3157

3158
            import paddle
3159

3160 3161 3162 3163 3164
            x = paddle.to_tensor([[1, 1, 1],
                                  [0, 2, 1],
                                  [0, 0,-1]], dtype="float64")
            y = paddle.to_tensor([[0], [-9], [5]], dtype="float64")
            out = paddle.linalg.triangular_solve(x, y, upper=True)
3165

3166 3167
            print(out)
            # [7, -2, -5]
3168
    """
H
hong 已提交
3169
    if in_dygraph_mode():
3170
        return _C_ops.triangular_solve(x, y, upper, transpose, unitriangular)
H
hong 已提交
3171

Z
zhiboniu 已提交
3172
    if paddle.in_dynamic_mode():
L
Ligoml 已提交
3173 3174 3175 3176 3177 3178 3179 3180 3181 3182
        return _legacy_C_ops.triangular_solve(
            x,
            y,
            'upper',
            upper,
            'transpose',
            transpose,
            'unitriangular',
            unitriangular,
        )
3183 3184 3185 3186 3187 3188 3189

    inputs = {"X": [x], "Y": [y]}
    helper = LayerHelper("triangular_solve", **locals())
    check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'triangular_solve')
    check_variable_and_dtype(y, 'y', ['float32', 'float64'], 'triangular_solve')
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
3190 3191 3192 3193 3194 3195 3196 3197 3198 3199
    helper.append_op(
        type='triangular_solve',
        inputs={'X': x, 'Y': y},
        outputs={'Out': out},
        attrs={
            'upper': upper,
            'transpose': transpose,
            'unitriangular': unitriangular,
        },
    )
3200 3201 3202
    return out


Z
zhiboniu 已提交
3203 3204 3205 3206 3207 3208 3209 3210 3211 3212
def cholesky_solve(x, y, upper=False, name=None):
    r"""
    Solves a linear system of equations A @ X = B, given A's Cholesky factor matrix u and  matrix B.

    Input `x` and `y` is 2D matrices or batches of 2D matrices. If the inputs are batches, the outputs
    is also batches.

    Args:
        x (Tensor): The input matrix which is upper or lower triangular Cholesky factor of square matrix A. Its shape should be `[*, M, M]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
L
Ligoml 已提交
3213
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is
Z
zhiboniu 已提交
3214 3215 3216 3217 3218 3219 3220 3221 3222
            zero or more batch dimensions. Its data type should be float32 or float64.
        upper (bool, optional): whether to consider the Cholesky factor as a lower or upper triangular matrix. Default: False.
        name(str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: The solution of the system of equations. Its data type is the same as that of `x`.

    Examples:
L
Ligoml 已提交
3223
        .. code-block:: python
Z
zhiboniu 已提交
3224

L
Ligoml 已提交
3225
            import paddle
Z
zhiboniu 已提交
3226

L
Ligoml 已提交
3227 3228 3229 3230 3231
            u = paddle.to_tensor([[1, 1, 1],
                                    [0, 2, 1],
                                    [0, 0,-1]], dtype="float64")
            b = paddle.to_tensor([[0], [-9], [5]], dtype="float64")
            out = paddle.linalg.cholesky_solve(b, u, upper=True)
Z
zhiboniu 已提交
3232

L
Ligoml 已提交
3233 3234
            print(out)
            # [-2.5, -7, 9.5]
Z
zhiboniu 已提交
3235
    """
H
hong 已提交
3236
    if in_dygraph_mode():
3237
        return _C_ops.cholesky_solve(x, y, upper)
H
hong 已提交
3238 3239

    if _in_legacy_dygraph():
3240
        return _legacy_C_ops.cholesky_solve(x, y, 'upper', upper)
Z
zhiboniu 已提交
3241 3242 3243 3244 3245 3246

    helper = LayerHelper("cholesky_solve", **locals())
    check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'cholesky_solve')
    check_variable_and_dtype(y, 'y', ['float32', 'float64'], 'cholesky_solve')
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
3247 3248 3249 3250 3251 3252
    helper.append_op(
        type='cholesky_solve',
        inputs={'X': x, 'Y': y},
        outputs={'Out': out},
        attrs={'upper': upper},
    )
Z
zhiboniu 已提交
3253 3254 3255
    return out


3256 3257
def eigvalsh(x, UPLO='L', name=None):
    """
L
Ligoml 已提交
3258
    Computes the eigenvalues of a
3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275
    complex Hermitian (conjugate symmetric) or a real symmetric matrix.

    Args:
        x (Tensor): A tensor with shape :math:`[_, M, M]` , The data type of the input Tensor x
            should be one of float32, float64, complex64, complex128.
        UPLO(str, optional): Lower triangular part of a (‘L’, default) or the upper triangular part (‘U’).
        name(str, optional): The default value is None.  Normally there is no need for user to set this
            property.  For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        Tensor: The tensor eigenvalues in ascending order.

    Examples:
        .. code-block:: python

            import paddle

3276
            x = paddle.to_tensor([[1, -2j], [2j, 5]])
3277 3278
            out_value = paddle.eigvalsh(x, UPLO='L')
            print(out_value)
3279 3280
            # Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True,
            #        [0.17157286, 5.82842731])
3281
    """
3282
    if in_dygraph_mode():
3283
        values, _ = _C_ops.eigvalsh(x, UPLO, x.stop_gradient)
3284 3285 3286
        return values

    elif paddle.in_dynamic_mode():
3287
        is_test = x.stop_gradient
3288
        values, _ = _legacy_C_ops.eigvalsh(x, 'UPLO', UPLO, 'is_test', is_test)
3289 3290 3291 3292 3293 3294 3295
        return values

    def __check_input(x, UPLO):
        x_shape = list(x.shape)
        if len(x.shape) < 2:
            raise ValueError(
                "Input(input) only support >=2 tensor, but received "
L
Ligoml 已提交
3296 3297
                "length of Input(input) is %s." % len(x.shape)
            )
3298 3299
        if x_shape[-1] != x_shape[-2]:
            raise ValueError(
L
Ligoml 已提交
3300 3301 3302 3303
                "The input matrix must be batches of square matrices. But received x's dimention: {}".format(
                    x_shape
                )
            )
3304
        if UPLO != 'L' and UPLO != 'U':
3305
            raise ValueError(
L
Ligoml 已提交
3306 3307
                "UPLO must be L or U. But received UPLO is: {}".format(UPLO)
            )
3308 3309 3310 3311

    __check_input(x, UPLO)

    helper = LayerHelper('eigvalsh', **locals())
L
Ligoml 已提交
3312 3313 3314 3315 3316 3317
    check_variable_and_dtype(
        x,
        'dtype',
        ['float32', 'float64', 'complex64', 'complex128'],
        'eigvalsh',
    )
3318 3319 3320 3321 3322

    out_value = helper.create_variable_for_type_inference(dtype=x.dtype)
    out_vector = helper.create_variable_for_type_inference(dtype=x.dtype)

    is_test = x.stop_gradient
L
Ligoml 已提交
3323 3324 3325 3326 3327 3328
    helper.append_op(
        type='eigvalsh',
        inputs={'X': x},
        outputs={'Eigenvalues': out_value, 'Eigenvectors': out_vector},
        attrs={'UPLO': UPLO, 'is_test': is_test},
    )
3329
    return out_value
3330 3331


3332 3333 3334 3335 3336 3337 3338 3339
def lstsq(x, y, rcond=None, driver=None, name=None):
    """
    Computes a solution to
    the least squares problem of a system of linear equations.

    Args:
        x (Tensor): A tensor with shape ``(*, M, N)`` , the data type of the input Tensor ``x``
            should be one of float32, float64.
L
Ligoml 已提交
3340
        y (Tensor): A tensor with shape ``(*, M, K)`` , the data type of the input Tensor ``y``
3341
            should be one of float32, float64.
L
Ligoml 已提交
3342 3343
        rcond(float, optional): The default value is None. A float pointing number used to determine
            the effective rank of ``x``. If ``rcond`` is None, it will be set to max(M, N) times the
3344
            machine precision of x_dtype.
L
Ligoml 已提交
3345 3346 3347
        driver(str, optional): The default value is None. The name of LAPACK method to be used. For
            CPU inputs the valid values are ‘gels’, ‘gelsy’, ‘gelsd, ‘gelss’. For CUDA input, the only
            valid driver is ‘gels’. If ``driver`` is None, ‘gelsy’ is used for CPU inputs and ‘gels’
3348
            for CUDA inputs.
L
Ligoml 已提交
3349
        name(str, optional): The default value is None. Normally there is no need for user to set
3350 3351 3352
            this property. For more information, please refer to :ref:`api_guide_Name`.

    Returns:
L
Ligoml 已提交
3353 3354 3355 3356 3357 3358 3359
        Tuple: A tuple of 4 Tensors which is (``solution``, ``residuals``, ``rank``, ``singular_values``).
        ``solution`` is a tensor with shape ``(*, N, K)``, meaning the least squares solution. ``residuals``
        is a tensor with shape ``(*, K)``, meaning the squared residuals of the solutions, which is computed
        when M > N and every matrix in ``x`` is full-rank, otherwise return an empty tensor. ``rank`` is a tensor
        with shape ``(*)``, meaning the ranks of the matrices in ``x``, which is computed when ``driver`` in
        (‘gelsy’, ‘gelsd’, ‘gelss’), otherwise return an empty tensor. ``singular_values`` is a tensor with
        shape ``(*, min(M, N))``, meaning singular values of the matrices in ``x``, which is computed when
3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391
        ``driver`` in (‘gelsd’, ‘gelss’), otherwise return an empty tensor.

    Examples:
        .. code-block:: python

            import paddle

            paddle.set_device("cpu")
            x = paddle.to_tensor([[1, 3], [3, 2], [5, 6.]])
            y = paddle.to_tensor([[3, 4, 6], [5, 3, 4], [1, 2, 1.]])
            results = paddle.linalg.lstsq(x, y, driver="gelsd")
            print(results[0])
            # [[ 0.78350395, -0.22165027, -0.62371236],
            # [-0.11340097,  0.78866047,  1.14948535]]
            print(results[1])
            # [19.81443405, 10.43814468, 30.56185532])
            print(results[2])
            # 2
            print(results[3])
            # [9.03455734, 1.54167950]

            x = paddle.to_tensor([[10, 2, 3], [3, 10, 5], [5, 6, 12.]])
            y = paddle.to_tensor([[4, 2, 9], [2, 0, 3], [2, 5, 3.]])
            results = paddle.linalg.lstsq(x, y, driver="gels")
            print(results[0])
            # [[ 0.39386186,  0.10230173,  0.93606132],
            # [ 0.10741687, -0.29028133,  0.11892585],
            # [-0.05115091,  0.51918161, -0.19948854]]
            print(results[1])
            # []
    """
    device = paddle.get_device()
3392 3393 3394
    if device == "cpu":
        if driver not in (None, "gels", "gelss", "gelsd", "gelsy"):
            raise ValueError(
L
Ligoml 已提交
3395 3396 3397 3398
                "Only support valid driver is 'gels', 'gelss', 'gelsd', 'gelsy' or None for CPU inputs. But got {}".format(
                    driver
                )
            )
3399 3400 3401 3402
        driver = "gelsy" if driver is None else driver
    elif "gpu" in device:
        if driver not in (None, "gels"):
            raise ValueError(
L
Ligoml 已提交
3403 3404 3405 3406
                "Only support valid driver is 'gels' or None for CUDA inputs. But got {}".format(
                    driver
                )
            )
3407 3408 3409 3410
        driver = "gels" if driver is None else driver
    else:
        raise RuntimeError("Only support lstsq api for CPU or CUDA device.")

3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423
    if x.dtype == y.dtype and x.dtype in (paddle.float32, paddle.float64):
        pass
    else:
        raise ValueError(
            "Only support x and y have the same dtype such as 'float32' and 'float64'."
        )

    if rcond is None:
        if x.dtype == paddle.float32:
            rcond = 1e-7 * max(x.shape[-2], x.shape[-1])
        elif x.dtype == paddle.float64:
            rcond = 1e-15 * max(x.shape[-2], x.shape[-1])

3424
    if _non_static_mode():
3425
        if in_dygraph_mode():
3426
            solution, residuals, rank, singular_values = _C_ops.lstsq(
L
Ligoml 已提交
3427 3428
                x, y, rcond, driver
            )
3429
        else:
3430
            solution, residuals, rank, singular_values = _legacy_C_ops.lstsq(
L
Ligoml 已提交
3431 3432
                x, y, 'rcond', rcond, 'driver', driver
            )
3433 3434 3435 3436 3437 3438 3439 3440 3441 3442

        if driver == "gels":
            rank = paddle.empty(shape=[0], dtype=paddle.int32)
            singular_values = paddle.empty(shape=[0], dtype=x.dtype)
        elif driver == "gelsy":
            singular_values = paddle.empty(shape=[0], dtype=x.dtype)

        return solution, residuals, rank, singular_values

    helper = LayerHelper('lstsq', **locals())
L
Ligoml 已提交
3443 3444 3445 3446 3447 3448
    check_variable_and_dtype(
        x, 'dtype', ['float32', 'float64', 'complex64', 'complex128'], 'lstsq'
    )
    check_variable_and_dtype(
        y, 'dtype', ['float32', 'float64', 'complex64', 'complex128'], 'lstsq'
    )
3449 3450 3451 3452 3453 3454

    solution = helper.create_variable_for_type_inference(dtype=x.dtype)
    residuals = helper.create_variable_for_type_inference(dtype=x.dtype)
    rank = helper.create_variable_for_type_inference(dtype=paddle.int32)
    singular_values = helper.create_variable_for_type_inference(dtype=x.dtype)

L
Ligoml 已提交
3455 3456 3457 3458 3459 3460 3461 3462 3463 3464 3465
    helper.append_op(
        type='lstsq',
        inputs={'X': x, 'Y': y},
        outputs={
            'Solution': solution,
            'Residuals': residuals,
            'Rank': rank,
            'SingularValues': singular_values,
        },
        attrs={'rcond': rcond, 'driver': driver},
    )
3466 3467 3468 3469 3470 3471 3472 3473

    if driver == "gels":
        rank = paddle.static.data(name='rank', shape=[0])
        singular_values = paddle.static.data(name='singular_values', shape=[0])
    elif driver == "gelsy":
        singular_values = paddle.static.data(name='singular_values', shape=[0])

    return solution, residuals, rank, singular_values
3474 3475 3476 3477


def corrcoef(x, rowvar=True, name=None):
    """
L
Ligoml 已提交
3478

3479 3480 3481 3482 3483 3484 3485 3486 3487 3488 3489 3490 3491 3492 3493 3494 3495 3496 3497 3498 3499 3500 3501
    A correlation coefficient matrix indicate the correlation of each pair variables in the input matrix.
    For example, for an N-dimensional samples X=[x1,x2,…xN]T, then the correlation coefficient matrix
    element Rij is the correlation of xi and xj. The element Rii is the covariance of xi itself.

    The relationship between the correlation coefficient matrix `R` and the
    covariance matrix `C`, is

    .. math:: R_{ij} = \\frac{ C_{ij} } { \\sqrt{ C_{ii} * C_{jj} } }

    The values of `R` are between -1 and 1.

    Parameters:

        x(Tensor): A N-D(N<=2) Tensor containing multiple variables and observations. By default, each row of x represents a variable. Also see rowvar below.
        rowvar(Bool, optional): If rowvar is True (default), then each row represents a variable, with observations in the columns. Default: True.
        name(str, optional): Name of the output. Default is None. It's used to print debug info for developers. Details: :ref:`api_guide_Name`.

    Returns:

        The correlation coefficient matrix of the variables.

    Examples:
        .. code-block:: python
3502

3503 3504 3505 3506 3507 3508 3509 3510 3511 3512 3513 3514 3515 3516
            import paddle

            xt = paddle.rand((3,4))
            print(paddle.linalg.corrcoef(xt))

            # Tensor(shape=[3, 3], dtype=float32, place=Place(cpu), stop_gradient=True,
            # [[ 1.        , -0.73702252,  0.66228950],
            # [-0.73702258,  1.        , -0.77104872],
            # [ 0.66228974, -0.77104825,  1.        ]])

    """
    if len(x.shape) > 2 or len(x.shape) < 1:
        raise ValueError(
            "Input(x) only support N-D (1<=N<=2) tensor in corrcoef, but received "
L
Ligoml 已提交
3517 3518
            "length of Input(input) is %s." % len(x.shape)
        )
3519 3520 3521
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'corrcoef')

    c = cov(x, rowvar)
L
Ligoml 已提交
3522
    if c.ndim == 0:
3523 3524 3525 3526 3527 3528 3529 3530 3531 3532 3533 3534 3535 3536
        # scalar covariance
        # nan if incorrect value (nan, inf, 0), 1 otherwise
        return c / c

    d = paddle.diag(c)

    if paddle.is_complex(d):
        d = d.real()
    stddev = paddle.sqrt(d)
    c /= stddev[:, None]
    c /= stddev[None, :]

    # Clip to [-1, 1].  This does not guarantee
    if paddle.is_complex(c):
L
Ligoml 已提交
3537 3538 3539
        return paddle.complex(
            paddle.clip(c.real(), -1, 1), paddle.clip(c.imag(), -1, 1)
        )
3540 3541 3542 3543
    else:
        c = paddle.clip(c, -1, 1)

    return c