BaseMatrix.h 24.6 KB
Newer Older
Z
zhangjinchao01 已提交
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53
/* Copyright (c) 2016 Baidu, Inc. All Rights Reserve.

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. */

#pragma once
#include <cstddef>
#include <stdint.h>
#include "paddle/utils/TypeDefs.h"

namespace paddle {

/*
 * nvcc currently does not support C++11,
 * so I realized false_type and true_type.
 */
template <class T, T v>
struct bool_constant {
  static const T value = v;
};
typedef bool_constant<bool, false> false_type;
typedef bool_constant<bool, true> true_type;

/**
 * @brief   Calculate matrix element address.
 *
 * For instance, address of A[i][j] = i * ld + j.
 *
 */
#define CAL_MATRIX_START_ADDRESS(address, height, width, ld, col, row) \
  CHECK_LE(col, width);                                                \
  CHECK_LE(row, height);                                               \
  address += row * ld + col;

class MatrixOffset {
public:
  size_t aCol_;
  size_t aRow_;
  size_t bCol_;
  size_t bRow_;
  size_t cCol_;
  size_t cRow_;
  size_t dCol_;
  size_t dRow_;
54 55 56 57 58 59 60 61
  MatrixOffset(size_t aCol = 0,
               size_t aRow = 0,
               size_t bCol = 0,
               size_t bRow = 0,
               size_t cCol = 0,
               size_t cRow = 0,
               size_t dCol = 0,
               size_t dRow = 0)
Z
zhangjinchao01 已提交
62 63 64 65 66 67 68 69 70 71
      : aCol_(aCol),
        aRow_(aRow),
        bCol_(bCol),
        bRow_(bRow),
        cCol_(cCol),
        cRow_(cRow),
        dCol_(dCol),
        dRow_(dRow) {}
};

72
template <class T>
Z
zhangjinchao01 已提交
73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103
class BaseMatrixT {
public:
  size_t height_, width_;
  size_t stride_;
  T* data_;
  bool trans_;
  bool useGpu_;

public:
  virtual ~BaseMatrixT() {}
  BaseMatrixT(size_t height, size_t width, T* data, bool trans, bool useGpu)
      : height_(height),
        width_(width),
        stride_(width),
        data_(data),
        trans_(trans),
        useGpu_(useGpu) {}

  /**
   * @note This constructor is for temporarily making a matrix with different
   *       useGpu flag as the original matrix so that mixed gpu/cpu operations
   *       can be performed successfully.
   */
  BaseMatrixT(BaseMatrixT& mat, bool useGpu)
      : height_(mat.height_),
        width_(mat.width_),
        stride_(mat.stride_),
        data_(mat.data_),
        trans_(mat.trans_),
        useGpu_(useGpu) {}

104 105 106 107 108 109
  BaseMatrixT(size_t height,
              size_t width,
              size_t stride,
              T* data,
              bool trans,
              bool use_gpu)
Z
zhangjinchao01 已提交
110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177
      : height_(height),
        width_(width),
        stride_(stride),
        data_(data),
        trans_(trans),
        useGpu_(use_gpu) {
    /* CHECK_LE(width_, stride_); */
  }

  /// caller should make sure that the size of data is at least height*width
  void setData(T* data) { data_ = data; }

  /**
   * unary operator: element wise op(a).
   *
   * @code
   * for 0 <= i < this->height_ & for 0 <= j < this->width_.
   * @endcode
   */
  template <class Op>
  int applyUnary(Op op);

  /**
   * unary operator: element wise op(a).
   *
   * @code
   * for 0 <= i < numRows & for 0 <= j < numCols.
   * While matrix start address is:
   *  A = this->data_ + offset.aRow_*ld + offset.aCol_;
   * @endcode
   */
  template <class Op>
  int applyUnary(Op op, int numRows, int numCols, MatrixOffset& offset);

  /**
   * binary operator: element wise op(a, b).
   *
   * @code
   * for 0 <= i < this->height_ & for 0 <= j < this->width_.
   * While this->height_ == b.height_ && this->width_ == b.width_.
   * @endcode
   */
  template <class Op>
  int applyBinary(Op op, BaseMatrixT& b);

  /**
   * binary operator: element wise op(a, b)
   *
   * @code
   * for 0 <= i < numRows & for 0 <= j < numCols.
   * While matrix start address is:
   *   A = this->data_ + offset.aRow_*lda + offset.aCol_;
   *   B = b->data_ + offset.bRow_*ldb + offset.bCol_;
   *
   * if (bAsRowVector == false_type && bAsColVector == false_type)
   *   op(A[i * lda + j], B[i * ldb + j])
   *
   * if (bAsRowVector == true_type && bAsColVector == false_type)
   *   op(A[i * lda + j], B[j])
   *
   * if (bAsRowVector == false_type && bAsColVector == true_type)
   *   op(A[i * lda + j], B[i * ldb])
   *
   * if (bAsRowVector == true_type && bAsColVector == true_type)
   *   op(A[i * lda + j], B[0])
   * @endcode
   */
  template <class Op, class bAsRowVector, class bAsColVector>
178 179 180 181 182 183 184
  int applyBinary(Op op,
                  BaseMatrixT& b,
                  int numRows,
                  int numCols,
                  MatrixOffset& offset,
                  bAsRowVector,
                  bAsColVector);
Z
zhangjinchao01 已提交
185 186

  template <class Op>
187 188
  int applyBinary(
      Op op, BaseMatrixT& b, int numRows, int numCols, MatrixOffset& offset);
Z
zhangjinchao01 已提交
189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227

  /**
   * ternary operator: element wise op(a, b, c).
   *
   * @code
   * for 0 <= i < this->height_ & for 0 <= j < this->width_.
   *
   * While this->height_ == b.height_ && this->width_ == b.width_
   *    && this->height_ == c.height_ && this->width_ == c.width_
   * @endcode
   */
  template <class Op>
  int applyTernary(Op op, BaseMatrixT& b, BaseMatrixT& c);

  /**
   * ternary operator: element wise op(a, b, c).
   *
   * @code
   *  for 0 <= i < numRows & for 0 <= j < numCols.
   *  While matrix start address is:
   *
   *    A = this->data_ + offset.aRow_*lda + offset.aCol_;
   *    B = b->data_ + offset.bRow_*ldb + offset.bCol_;
   *    C = c->data_ + offset.cRow_*ldc + offset.cCol_;
   *
   *    if (cAsRowVector == false_type && cAsColVector == false_type)
   *      op(A[i*lda + j], B[i*ldb + j], C[i*ldc + j])
   *
   *    if (cAsRowVector == true_type && cAsColVector == false_type)
   *      op(A[i*lda + j], B[i*ldb + j], C[j])
   *
   *    if (cAsRowVector == false_type && cAsColVector == true_type)
   *      op(A[i*lda + j], B[i*ldb + j], C[i*ldc])
   *
   *    if (cAsRowVector == 1 && cAsColVector == 1)
   *      op(A[i*lda + j], B[i*ldb + j], C[0])
   * @endcode
   */
  template <class Op, class cAsRowVector, class cAsColVector>
228 229 230 231 232 233 234
  int applyTernary(Op op,
                   BaseMatrixT& b,
                   BaseMatrixT& c,
                   int numRows,
                   int numCols,
                   MatrixOffset& offset,
                   cAsRowVector,
Z
zhangjinchao01 已提交
235 236 237
                   cAsColVector);

  template <class Op>
238 239 240 241 242 243
  int applyTernary(Op op,
                   BaseMatrixT& b,
                   BaseMatrixT& c,
                   int numRows,
                   int numCols,
                   MatrixOffset& offset);
Z
zhangjinchao01 已提交
244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271

  /**
   * quaternary operator: element wise op(a, b, c, d).
   *
   * @code
   * for 0 <= i < this->height_ & for 0 <= j < this->width_.
   *
   * While this->height_ == b.height_ && this->width_ == b.width_
   *    && this->height_ == c.height_ && this->width_ == c.width_
   *    && this->height_ == d.height_ && this->width_ == d.width_
   * @endcode
   */
  template <class Op>
  int applyQuaternary(Op op, BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT& d);

  /**
   * quaternary operator: element wise op(a, b, c, d).
   *
   * @code
   * for 0 <= i < numRows & for 0 <= j < numCols.
   * While matrix start address is:
   *    A = this->data_ + offset.aRow_*lda + offset.aCol_;
   *    B = b->data_ + offset.bRow_*ldb + offset.bCol_;
   *    C = c->data_ + offset.cRow_*ldc + offset.cCol_;
   *    D = d->data_ + offset.dRow_*ldd + offset.dCol_;
   * @endcode
   */
  template <class Op>
272 273 274 275 276 277 278
  int applyQuaternary(Op op,
                      BaseMatrixT& b,
                      BaseMatrixT& c,
                      BaseMatrixT& d,
                      int numRows,
                      int numCols,
                      MatrixOffset& offset);
Z
zhangjinchao01 已提交
279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295

  /**
   * a aggregate expression that apply each row(or column) of matrix b.
   * op and sv is element wise operator.
   *
   * @code
   * if (aAsRowVector == true_type && aAsColVector == false_type)
   *  for each column j & 0 <= i < numRows, do:
   *    dst = agg(op(b[i*ldb + j]))
   *    a[j] = sv(a[j], dst)
   *
   * if (aAsRowVector == false_type && aAsColVector == true_type)
   *  for each row i & 0 <= j < numCols, do:
   *    dst = agg(op(b[i*ldb + j]))
   *    a[i] = sv(a[i], dst)
   * @endcode
   */
296 297 298 299
  template <class Agg,
            class Op,
            class Saver,
            class aAsRowVector,
Z
zhangjinchao01 已提交
300
            class aAsColVector>
301 302 303 304 305 306 307 308 309
  int aggregate(Agg agg,
                Op op,
                Saver sv,
                BaseMatrixT& b,
                int numRows,
                int numCols,
                MatrixOffset& offset,
                aAsRowVector,
                aAsColVector);
Z
zhangjinchao01 已提交
310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327

  /**
   * a aggregate expression that apply each row(or column) of matrix b and c.
   *
   * op and sv is element wise operator.
   *
   * @code
   * if (aAsRowVector == true_type && aAsColVector == false_type)
   *   for each column j & 0 <= i < numRows, do:
   *     dst = agg(op(b[i*ldb + j], c[i*ldc + j]))
   *     a[j] = sv(a[j], dst)
   *
   * if (aAsRowVector == false_type && aAsColVector == true_type)
   *   for each row i & 0 <= j < numCols, do:
   *     dst = agg(op(b[i*ldb + j], c[i*ldc + j]))
   *     a[i] = sv(a[i], dst)
   * @endcode
   */
328 329 330 331
  template <class Agg,
            class Op,
            class Saver,
            class aAsRowVector,
Z
zhangjinchao01 已提交
332
            class aAsColVector>
333 334 335 336 337 338 339 340 341
  int aggregate(Agg agg,
                Op op,
                Saver sv,
                BaseMatrixT& b,
                BaseMatrixT& c,
                int numRows,
                int numCols,
                MatrixOffset& offset,
                aAsRowVector,
Z
zhangjinchao01 已提交
342 343 344 345 346 347 348 349 350 351 352 353 354
                aAsColVector);

  /**
   * a aggregate expression that apply each row of matrix b.
   *
   * @code
   * for each row i & 0 <= j < b.width_, do:
   *   this[i] = agg(b[i*ldb + j])
   * @endcode
   */
  template <class Agg>
  int applyRow(Agg agg, BaseMatrixT& b);

X
xuwei06 已提交
355 356 357 358 359 360 361 362 363 364 365 366
  /**
   * a aggregate expression that apply each row of matrix b.
   *
   * @code
   * for each row i & 0 <= j < b.width_, do:
   *   dst = agg(op(b[i*ldb + j], c[i*ldc + j])
   *   this[i] = sv(this[i], dst)
   * @endcode
   */
  template <class Agg, class Op, class Saver>
  int applyRow(Agg agg, Op op, Saver sv, BaseMatrixT& b, BaseMatrixT& c);

X
xuwei06 已提交
367 368
  // Same as the above with the special handing of sv=add2(scaleDest, scaleAgg)
  template <class Agg, class Op>
369 370 371 372 373 374
  int applyRow(Agg agg,
               Op op,
               real scaleDest,
               real scaleAgg,
               BaseMatrixT& b,
               BaseMatrixT& c);
X
xuwei06 已提交
375

Z
zhangjinchao01 已提交
376 377 378 379 380 381 382 383 384 385 386 387
  /**
   * a aggregate expression that apply each row of matrix b.
   *
   * @code
   * for each row i & 0 <= j < b.width_, do:
   *   dst = agg(b[i*ldb + j])
   *   this[i] = sv(this[i], dst)
   * @endcode
   */
  template <class Agg, class Saver>
  int applyRow(Agg agg, Saver sv, BaseMatrixT& b);

X
xuwei06 已提交
388 389 390 391
  // Same as the above with the special handing of sv=add2(scaleDest, scaleAgg)
  template <class Agg>
  int applyRow(Agg agg, real scaleDest, real scaleAgg, BaseMatrixT& b);

Z
zhangjinchao01 已提交
392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414
  /**
   * a aggregate expression that apply each column of matrix b.
   *
   * @code
   * for each column j & 0 <= i < b.height_, do:
   *   this[j] = agg(b[i*ldb + j])
   * @endcode
   */
  template <class Agg>
  int applyCol(Agg agg, BaseMatrixT& b);

  /**
   * a aggregate expression that apply each column of matrix b.
   *
   * @code
   * for each column j & 0 <= i < b.height_, do:
   *   dst = agg(b[i*ldb + j])
   *   this[j] = sv(this[j], dst)
   * @endcode
   */
  template <class Agg, class Saver>
  int applyCol(Agg agg, Saver sv, BaseMatrixT& b);

X
xuwei06 已提交
415 416 417 418
  // Same as the above with the special handing of sv=add2(scaleDest, scaleAgg)
  template <class Agg>
  int applyCol(Agg agg, real scaleDest, real scaleAgg, BaseMatrixT& b);

Z
zhangjinchao01 已提交
419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717
  bool useGpu() const { return useGpu_; }

  const T* rowBuf(size_t row) const { return data_ + width_ * row; }

  T* rowBuf(size_t row) { return data_ + width_ * row; }

  /**
   * @brief   unary operator.
   *
   */
  void neg();
  void exp();
  void pow(T p);
  void log();
  void sqrt();
  void square();
  void reciprocal();
  void abs();
  void sign();
  void zero();

  /**
   * @code
   * this(row, col + columnOffset) = 0 for 0 <= col < numColumns
   * @endcode
   */
  void zeroAtOffset(int64_t columnOffset, int64_t numColumns);
  void one();
  void subScalar(T p);
  void mulScalar(T p);
  void divScalar(T p);

  /**
   * @code
   * this = p
   * @endcode
   */
  void assign(T p);

  /**
   * @code
   * this = this + p
   * @endcode
   */
  void add(T p);

  /**
   * @code
   * this = this*p1 + p2
   * @endcode
   */
  void add(T p1, T p2);

  /**
   * this = this < low ? low : this
   *
   * this = this > high ? high : this
   */
  void clip(T p1, T p2);

  /**
   * @code
   * a = a > p ? 1.0f : 0.0f
   * @endcode
   */
  void biggerThanScalar(T p);

  /**
   * @code
   * a = a > p ? a : p
   * @endcode
   */
  void downClip(T p);

  /**
   * @code
   * this = b
   * @endcode
   */
  void assign(BaseMatrixT& b);

  /**
   * @code
   * If b.width + columOffset <= this.width
   *  this(row, col + columnOffset) = b(row, col) for 0 <= col < b.width
   *
   * If this.width + columnOffset <= b.width
   *  this(row, col) = b(row, col + columnOffset) for 0 <= col < this.width
   *
   * Otherwise, FATAL
   * @endcode
   */
  void assignAtOffset(BaseMatrixT& b, int64_t columnOffset);

  /// this = this + b
  void add(BaseMatrixT& b);

  /**
   * @code
   * If b.width + columOffset <= this.width
   *  this(row, col + columnOffset) += b(row, col) for 0 <= col < b.width
   *
   * If this.width + columnOffset <= b.width
   *  this(row, col) += b(row, col + columnOffset) for 0 <= col < this.width
   *
   * Otherwise, FATAL
   * @endcode
   */
  void addAtOffset(BaseMatrixT& b, int64_t columnOffset);

  void addColVector(BaseMatrixT& b);
  void addRowVector(BaseMatrixT& b);
  void addBias(BaseMatrixT& b, T scale);

  void mulRowVector(BaseMatrixT& b);
  void divRowVector(BaseMatrixT& b);

  void addP2P(BaseMatrixT& b);

  /**
   * @code
   * this = this + b*p
   * @endcode
   */
  void add(BaseMatrixT& b, T p);

  /**
   * @code
   * this = p1*this + p2*b
   * @endcode
   */
  void add(BaseMatrixT& b, T p1, T p2);

  /**
   * @code
   * this = this - b
   * @endcode
   */
  void sub(BaseMatrixT& b);

  /**
   * @code
   * this = this - b*p
   * @endcode
   */
  void sub(BaseMatrixT& b, T p);

  /**
   * @code
   * b = max(0, this)
   * @endcode
   */
  void relu(BaseMatrixT& b);
  void reluDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = log(1.0 + exp(this))
   * @endcode
   */
  void softrelu(BaseMatrixT& b);
  void softreluDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = min(max(this, p1), p2)
   * @endcode
   */
  void brelu(BaseMatrixT& b);
  void breluDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = this * this
   * @endcode
   */
  void square(BaseMatrixT& b);
  void squareDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = tanh(this)
   * @endcode
   */
  void tanh(BaseMatrixT& b);
  void tanhDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = p1 * tanh(p2 * this)
   * @endcode
   */
  void scaledTanh(BaseMatrixT& b, T p1, T p2);
  void scaledTanhDerivative(BaseMatrixT& b, T p1, T p2);

  /**
   * @code
   * b = 1.0f / this
   * @endcode
   */
  void reciprocal(BaseMatrixT& b);
  void reciprocalDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = this > 0.0f ? this : -this
   * @endcode
   */
  void abs(BaseMatrixT& b);
  void absDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = 1.0f / (1.0f + exp(-this))
   * @endcode
   */
  void sigmoid(BaseMatrixT& b);
  void sigmoidDerivative(BaseMatrixT& b);

  /**
   * @code
   * b = a
   * @endcode
   */
  void expDerivative(BaseMatrixT& b);

  void sign(BaseMatrixT& b);

  void exp(BaseMatrixT& b);
  void pow(BaseMatrixT& b, T p);
  void log(BaseMatrixT& b);
  void sqrt(BaseMatrixT& b);
  void addScalar(BaseMatrixT& b, T p);
  void subScalar(BaseMatrixT& b, T p);
  void mulScalar(BaseMatrixT& b, T p);
  void divScalar(BaseMatrixT& b, T p);
  void scalarDiv(BaseMatrixT& b, T p);

  /**
   * @code
   * this = 1.0f / sqrt(b)
   * @endcode
   */
  void invSqrt(BaseMatrixT& b);

  /// this = (b == value)
  void isEqualTo(BaseMatrixT& b, T value);

  /**
   * @brief   ternary operator.
   */
  void softCrossEntropy(BaseMatrixT& b, BaseMatrixT& c);
  void softCrossEntropyBp(BaseMatrixT& b, BaseMatrixT& c);
  void binaryLabelCrossEntropy(BaseMatrixT& b, BaseMatrixT& c);
  void binaryLabelCrossEntropyBp(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = b + c
   * @endcode
   */
  void add(BaseMatrixT& b, BaseMatrixT& c);
  /**
   * @code
   * this = b*p1 + c*p2
   * @endcode
   */
  void add(BaseMatrixT& b, T p1, BaseMatrixT& c, T p2);
  /**
   * @code
   * this = b - c
   * @endcode
   */
  void sub(BaseMatrixT& b, BaseMatrixT& c);
  /**
   * @code
   * this = b*p1 - c*p2
   * @endcode
   */
  void sub(BaseMatrixT& b, T p1, BaseMatrixT& c, T p2);

  /**
   * @code
   * this = this + b + c
   * @endcode
   */
  void add2(BaseMatrixT& b, BaseMatrixT& c);
  /**
   * @code
   * this = this*p1 + b*p2 + c*p3
   * @endcode
   */
  void add2(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2, T p3);

  /**
   * @code
   * this = a*p1 + b*p2 + c*p3
   * @endcode
   */
718
  void add3(BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT& d, T p1, T p2, T p3);
Z
zhangjinchao01 已提交
719 720 721 722 723 724 725 726 727

  /**
   * @code
   *   c = p2 * c - p1 *  (b + p3 * this)
   *   this += mom
   * @endcode
   */
  void sgdUpdate(BaseMatrixT& b,  //  grad
                 BaseMatrixT& c,  //  mom
728 729 730
                 T p1,            //  learningRate,
                 T p2,            //  momentum,
                 T p3);           //  decayRate
Z
zhangjinchao01 已提交
731 732 733 734 735 736 737 738 739 740

  /**
   * @code
   *   c = p2 * c - p1 * d * (b + p3 * this)
   *   this += mom
   * @endcode
   */
  void sgdUpdate(BaseMatrixT& b,  // grad,
                 BaseMatrixT& c,  // mom,
                 BaseMatrixT& d,  // lr,
741 742 743
                 T p1,            // learningRate,
                 T p2,            // momentum,
                 T p3);           // decayRate
Z
zhangjinchao01 已提交
744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819

  /// apply L1/L2 to *this*
  void applyL1(T learningRate, T decayRate);
  void applyL1(BaseMatrixT& lr, T learningRate, T decayRate);
  void applyL2(T learningRate, T decayRate);
  void applyL2(BaseMatrixT& lr, T learningRate, T decayRate);

  /**
   * @code
   * this *= b
   * @endcode
   */
  void dotMul(BaseMatrixT& b);

  /**
   * @code
   * this = b * c
   * @endcode
   */
  void dotMul(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = b / c
   * @endcode
   */
  void dotDiv(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = (b + p1) / (c + p2)
   * @endcode
   */
  void dotDiv(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this = log(1 + exp(b - c)) - d * (b - c)
   * @endcode
   */
  void rankLoss(BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT& d);
  void rankLossBp(BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT& d);

  /**
   * @code
   * this = log(1 + exp(b)) - c * b
   * @endcode
   */
  void logisticRegressionLoss(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this += exp(b)/(1+exp(b)) - c
   * @endcode
   */
  void logisticRegressionLossBp(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = b > c ? 1.0 : 0.0
   * @endcode
   */
  void biggerThan(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = ((b>c && d>0.5) || (b<c && d<0.5)) ? 1 : 0)
   * @endcode
   */
  void biggerThan(BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT& d);

  /**
   * @code
   * this = b>c ? b : c
   * @endcode
   */
820
  void max(BaseMatrixT& b, BaseMatrixT& c);  //  NOLINT
Z
zhangjinchao01 已提交
821 822 823 824 825 826

  /**
   * @code
   * this[destCol] += (b>p1 == c>p1) ? 0 : 1)
   * @endcode
   */
827 828 829
  void binaryClassificationError(size_t destCol,
                                 BaseMatrixT& b,
                                 BaseMatrixT& c,
Z
zhangjinchao01 已提交
830
                                 T p);
831 832 833 834
  void binaryClassificationError2(size_t destCol,
                                  BaseMatrixT& b,
                                  BaseMatrixT& c,
                                  T p);
Z
zhangjinchao01 已提交
835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889

  /**
   * @code
   * this = this * b * b
   * @endcode
   */
  void dotMulSquare(BaseMatrixT& b);

  /**
   * @code
   * this = this * this * b
   * @endcode
   */
  void dotSquareMul(BaseMatrixT& b);

  /**
   * @code
   * this = b * c * c
   * @endcode
   */
  void dotMulSquare(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = b * b * c * c
   * @endcode
   */
  void dotSquareSquare(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = this * (p1*b + p2*c)^2
   * @endcode
   */
  void dotMulSquareSum(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this = (p1*b + p2*c)^2
   * @endcode
   */
  void dotSquareSum(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this=  this * (p1*b + p2*c)
   * @endcode
   */
  void dotMulSum(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this += sqr(p1*b + p2*c + p3*d)
   * @endcode
   */
890 891
  void addSquareSum(
      BaseMatrixT& b, BaseMatrixT& c, BaseMatrixT d, T p1, T p2, T p3);
Z
zhangjinchao01 已提交
892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001

  /**
   * @code
   * this += p * sqr(b)
   * @endcode
   */
  void addSquare(BaseMatrixT& b, T p);

  /**
   * @code
   * this = p1 * this + p2 * sqr(b)
   * @endcode
   */
  void decayAddSquare(BaseMatrixT& b, T p1, T p2);

  /**
   * @code
   * this = p1 * this + p2 * sqr(b * c)
   * @endcode
   */
  void decayAddSquareMul(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this = 1 / (p1 * b + p2)
   * @endcode
   */
  void reciprocal(BaseMatrixT& b, T p1, T p2);

  /**
   * @code
   * this = 1 / (p1 * b + p2 * c + p3)
   * @endcode
   */
  void reciprocalSum(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2, T p3);

  /**
   * @code
   * b = this; this = 0
   * @endcode
   */
  void copyAndClear(BaseMatrixT& b);

  /**
   * @code
   * this_row[destCol] += dotprod(b_row, c_row)
   * @endcode
   */
  void rowDotMul(size_t destCol, BaseMatrixT& b, BaseMatrixT& c);
  void rowDotMul2(size_t destCol, BaseMatrixT& b, BaseMatrixT& c);

  /**
   * this is vector (one row matrix)
   *
   * @code
   *   for each row i, do:
   *      this_row += dotmul(b_row_i, c_row_i)
   * @endcode
   */
  void addDotMulVMM(BaseMatrixT& b, BaseMatrixT& c);
  void addDotMulVMM2(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * c is vector (one row matrix)
   *
   * @code
   * for each row i, do:
   *    this_row_i += dotmul(b_row_i, c_row)
   * @endcode
   */
  void addDotMulMMV(BaseMatrixT& b, BaseMatrixT& c);
  void addDotMulMMV2(BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this = p1 * this + p2 * b * c
   * @endcode
   */
  void addDotMul(BaseMatrixT& b, BaseMatrixT& c, T p1, T p2);

  /**
   * @code
   * this_row = b_row * c_row[cCol]
   * @endcode
   */
  void rowScale(size_t cCol, BaseMatrixT& b, BaseMatrixT& c);
  void rowScale2(size_t cCol, BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this_col = b_col * c_col[cRow]
   * @endcode
   */
  void colScale(size_t cRow, BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this_col += b_col * c_col[cRow]
   * @endcode
   */
  void addColScale(size_t cRow, BaseMatrixT& b, BaseMatrixT& c);

  /**
   * @code
   * this_row += b_row * c_row[cCol]
   * @endcode
   */
  void addRowScale(size_t cCol, BaseMatrixT& b, BaseMatrixT& c);

  /// calculate the sum of each row of the matrix b.
X
xuwei06 已提交
1002 1003 1004
  /// this_i = scaleDest * this_i + scaleSum * \sum_j b_{ij}
  void sumRows(BaseMatrixT& b, T scaleSum, T scaleDest);

Z
zhangjinchao01 已提交
1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016
  /// calculate the maximum value of each row of the matrix b.
  void maxRows(BaseMatrixT& b);
  /// calculate the minimum value of each row of the matrix b.
  void minRows(BaseMatrixT& b);

  /// calculate the sum of each column of the matrix b.
  void sumCols(BaseMatrixT& b);
  /// calculate the maximum value of each column of the matrix b.
  void maxCols(BaseMatrixT& b);
  /// calculate the minimum value of each column of the matrix b.
  void minCols(BaseMatrixT& b);

X
xuwei06 已提交
1017 1018 1019 1020 1021
  /// calculate the sum of each column of the matrix b.
  /// this_i = scaleDest * this_i + scaleSum * \sum_j b_{ji}
  void sumCols(BaseMatrixT& b, T scaleSum, T scaleDest);

  /// this_i = scaleDest * this_i + scaleSum * \sum_j (b_{ij} - c_{ij})^2
1022 1023 1024 1025
  void sumOfSquaredDiffs(BaseMatrixT& b,
                         BaseMatrixT& c,
                         T scaleSum,
                         T scaleDest);
X
xuwei06 已提交
1026 1027

  /// this_i = scaleDest * this_i + scaleSum * \sum_j b_{ij} * c_{ij}
1028
  void sumOfProducts(BaseMatrixT& b, BaseMatrixT& c, T scaleSum, T scaleDest);
Z
zhangjinchao01 已提交
1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042

  /**
   * @code
   * this_row = b_row + p * ones * c_row[cCol]
   * @endcode
   */
  void rowAdd(size_t cCol, BaseMatrixT& b, BaseMatrixT& c, T p);
  /**
   * @code
   * this_row = pow(b_row, c_row[cCol])
   * @endcode
   */
  void rowPow(size_t cCol, BaseMatrixT& b, BaseMatrixT& c);

1043
  virtual bool isSparse() const { return false; }
Z
zhangjinchao01 已提交
1044 1045 1046 1047 1048 1049
};

typedef BaseMatrixT<real> BaseMatrix;
typedef BaseMatrixT<int> IBaseMatrix;

}  // namespace paddle