linalg.py 122.6 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 17

import paddle
18
from paddle import _C_ops
19 20
from paddle.common_ops_import import VarDesc

21
from ..common_ops_import import Variable
22 23
from ..fluid.data_feeder import (
    check_dtype,
24 25
    check_type,
    check_variable_and_dtype,
26
)
27
from ..framework import LayerHelper, in_dygraph_mode
28
from .creation import full
29 30 31
from .logic import logical_not
from .manipulation import cast
from .math import add, multiply
32

33 34
__all__ = []

35 36 37
# Consistent with kDefaultDim from C++ Backend
K_DEFAULT_DIM = 9

38

39 40 41 42 43 44 45 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
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():
90
        return _C_ops.transpose(x, perm)
91
    else:
92 93 94 95 96 97 98 99 100 101
        check_variable_and_dtype(
            x,
            'x',
            [
                'bool',
                'float16',
                'float32',
                'float64',
                'int32',
                'int64',
102
                'uint16',
103 104 105 106
                'complex64',
                'complex128',
            ],
            'transpose',
107
        )
108 109 110 111
        check_type(perm, 'perm', (list, tuple), 'transpose')
        if isinstance(perm, tuple):
            perm = list(perm)
        if len(perm) != len(x.shape):
112
            raise ValueError(
113 114
                "Input(perm) is the permutation of dimensions of Input(x), "
                "its length should be equal to dimensions of Input(x), "
115 116 117 118
                "but received dimension of Input(x) is {}, "
                "the length of Input(perm) is {}.".format(
                    len(x.shape), len(perm)
                )
119
            )
120 121 122 123 124 125 126
        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 "
                    "dimension %d." % (idx, perm[idx], len(x.shape))
                )
127

128 129 130 131 132 133 134 135 136 137
        helper = LayerHelper('transpose', **locals())
        out = helper.create_variable_for_type_inference(x.dtype)
        x_shape = helper.create_variable_for_type_inference(x.dtype)
        helper.append_op(
            type='transpose2',
            inputs={'X': [x]},
            outputs={'Out': [out], 'XShape': [x_shape]},
            attrs={'axis': perm},
        )
        return out
138 139


S
ShenLiang 已提交
140
def matmul(x, y, transpose_x=False, transpose_y=False, name=None):
141
    """
142 143
    Applies matrix multiplication to two tensors. `matmul` follows
    the complete broadcast rules,
S
ShenLiang 已提交
144
    and its behavior is consistent with `np.matmul`.
S
swtkiwi 已提交
145

S
ShenLiang 已提交
146 147
    Currently, the input tensors' number of dimensions can be any, `matmul` can be used to
    achieve the `dot`, `matmul` and `batchmatmul`.
148 149 150 151 152

    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
153 154
      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
155 156 157 158 159 160 161 162
      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.

163 164
    - 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
165
      After the matrix multiply, the prepended dimension is removed.
166 167

    - If the `x` is 2-dimensional and `y` is 1-dimensional,
S
ShenLiang 已提交
168 169
      the matrix-vector product is obtained.

170 171 172 173 174 175 176 177 178
    - 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
179
      out will be a (j, k, n, p) tensor.
180 181

    Args:
S
ShenLiang 已提交
182 183
        x (Tensor): The input tensor which is a Tensor.
        y (Tensor): The input tensor which is a Tensor.
184 185 186
        transpose_x (bool, optional): Whether to transpose :math:`x` before multiplication.
        transpose_y (bool, optional): Whether to transpose :math:`y` before multiplication.
        name(str, optional): A name for this layer(optional). If set None, the layer
187 188 189
            will be named automatically.

    Returns:
S
ShenLiang 已提交
190
        Tensor: The output Tensor.
191 192 193

    Examples:

C
Chen Long 已提交
194 195 196 197 198 199 200 201 202
        .. code-block:: python

            import paddle

            # vector * vector
            x = paddle.rand([10])
            y = paddle.rand([10])
            z = paddle.matmul(x, y)
            print(z.shape)
203
            # (1,)
C
Chen Long 已提交
204 205 206 207 208 209

            # matrix * vector
            x = paddle.rand([10, 5])
            y = paddle.rand([5])
            z = paddle.matmul(x, y)
            print(z.shape)
210
            # (10,)
C
Chen Long 已提交
211 212 213 214 215 216

            # batched matrix * broadcasted vector
            x = paddle.rand([10, 5, 2])
            y = paddle.rand([2])
            z = paddle.matmul(x, y)
            print(z.shape)
217
            # (10, 5)
C
Chen Long 已提交
218 219 220 221 222 223

            # batched matrix * batched matrix
            x = paddle.rand([10, 5, 2])
            y = paddle.rand([10, 2, 5])
            z = paddle.matmul(x, y)
            print(z.shape)
224
            # (10, 5, 5)
C
Chen Long 已提交
225 226 227 228 229 230

            # 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)
231
            # (10, 3, 5, 5)
232 233

    """
234
    if in_dygraph_mode():
235
        return _C_ops.matmul(x, y, transpose_x, transpose_y)
236 237 238 239 240
    else:
        attrs = {
            'trans_x': transpose_x,
            'trans_y': transpose_y,
        }
241

242 243 244 245 246 247 248
        def __check_input(x, y):
            var_names = {'x': x, 'y': y}
            for name, val in var_names.items():
                check_variable_and_dtype(
                    val,
                    name,
                    [
249
                        'uint16',
250 251 252 253 254 255 256 257
                        'float16',
                        'float32',
                        'float64',
                        'complex64',
                        'complex128',
                    ],
                    'matmul',
                )
258

259
        __check_input(x, y)
260

261 262 263 264 265 266 267 268 269
        helper = LayerHelper('matmul_v2', **locals())
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
        helper.append_op(
            type='matmul_v2',
            inputs={'X': x, 'Y': y},
            outputs={'Out': out},
            attrs=attrs,
        )
        return out
Z
Zhang Ting 已提交
270 271


myq406450149's avatar
myq406450149 已提交
272
def norm(x, p='fro', axis=None, keepdim=False, name=None):
273
    """
S
swtkiwi 已提交
274

275 276 277
    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.

278
    Note:
279 280 281 282 283
        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.

284
    Args:
myq406450149's avatar
myq406450149 已提交
285
        x (Tensor): The input tensor could be N-D tensor, and the input data
286
            type could be float32 or float64.
myq406450149's avatar
myq406450149 已提交
287
        p (float|string, optional): Order of the norm. Supported values are `fro`, `0`, `1`, `2`,
288
            `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
289
            Default value is `fro`.
myq406450149's avatar
myq406450149 已提交
290 291
        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.
292
            If `axis < 0`, the dimension to norm operation is rank(input) + axis.
myq406450149's avatar
myq406450149 已提交
293
            If axis is a list(int)/tuple(int) with two elements, the matrix norm is computed over the axis.
294
            Default value is `None`.
295 296 297 298 299 300 301 302
        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
303
        Tensor: results of norm operation on the specified axis of input tensor,
304
        it's data type is the same as input's Tensor.
305

306 307
    Examples:
        .. code-block:: python
308

309
            import paddle
310 311 312 313 314 315 316 317 318
            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
319

320
            # compute frobenius norm along last two dimensions.
321
            out_fro = paddle.linalg.norm(x, p='fro', axis=[0,1])
322 323
            # 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
324

325
            # compute 2-order vector norm along last dimension.
326
            out_pnorm = paddle.linalg.norm(x, p=2, axis=-1)
327 328 329
            # 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
330 331

            # compute 2-order  norm along [0,1] dimension.
332
            out_pnorm = paddle.linalg.norm(x, p=2, axis=[0,1])
333 334
            # 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
335 336

            # compute inf-order  norm
337 338 339 340 341 342 343 344 345
            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
346 347

            # compute -inf-order  norm
348 349 350 351 352 353 354 355 356
            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.]])
357 358
    """

myq406450149's avatar
myq406450149 已提交
359
    def frobenius_norm(input, dim=None, keepdim=False, name=None):
360 361 362 363 364 365 366 367 368 369 370
        """
        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
371 372 373

        if in_dygraph_mode():
            if dim is None:
374 375
                return _C_ops.frobenius_norm(input, [], keepdim, True)
            return _C_ops.frobenius_norm(input, dim, keepdim, False)
376 377
        else:
            attrs = {'dim': dim, 'keep_dim': keepdim, 'reduce_all': False}
myq406450149's avatar
myq406450149 已提交
378
            if dim is None:
379 380 381
                attrs['reduce_all'] = True
            check_variable_and_dtype(
                input, 'input', ['float32', 'float64'], 'frobenius_norm'
382
            )
383

384 385 386 387
            helper = LayerHelper('frobenius_norm', **locals())
            out = helper.create_variable_for_type_inference(
                dtype=helper.input_dtype()
            )
388

389 390 391 392 393 394 395
            helper.append_op(
                type='frobenius_norm',
                inputs={'X': input},
                outputs={'Out': out},
                attrs=attrs,
            )
            return out
396

397 398 399
    def vector_norm(
        input, porder=None, axis=None, keepdim=False, asvector=False, name=None
    ):
400 401 402 403 404 405 406 407
        """
        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.
        """
408
        if in_dygraph_mode():
409 410
            if axis is None:
                axis = -1
411
            return _C_ops.p_norm(input, porder, axis, 1e-12, keepdim, asvector)
412 413 414 415 416 417 418 419
        else:
            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')
            check_variable_and_dtype(
                input, 'input', ['float32', 'float64'], 'p_norm'
            )
420

421 422 423 424 425 426 427 428 429 430 431
            attrs = {
                'axis': axis if axis is not None else -1,
                'porder': float(porder) if porder is not None else 2.0,
                'keepdim': keepdim,
                'asvector': asvector,
                'epsilon': 1e-12,
            }
            helper = LayerHelper('p_norm', **locals())
            out = helper.create_variable_for_type_inference(
                dtype=helper.input_dtype()
            )
432

433 434 435 436 437 438 439
            helper.append_op(
                type='p_norm',
                inputs={'X': input},
                outputs={'Out': out},
                attrs=attrs,
            )
            return out
440

441 442 443
    def inf_norm(
        input, porder=None, axis=axis, keepdim=False, asvector=False, name=None
    ):
444
        if in_dygraph_mode():
445
            out = _C_ops.abs(input)
446
            if porder == np.float64('inf'):
447
                return _C_ops.max(out, axis, keepdim)
448
            else:
449
                return _C_ops.min(out, axis, keepdim)
450 451 452 453 454 455 456 457 458 459 460
        else:
            helper = LayerHelper('inf_norm', **locals())
            out = helper.create_variable_for_type_inference(
                dtype=helper.input_dtype()
            )
            helper.append_op(
                type='abs', inputs={'X': input}, outputs={'Out': out}
            )
            reduce_out = helper.create_variable_for_type_inference(
                dtype=helper.input_dtype()
            )
461

462 463 464 465
            reduce_all = (
                True if axis is None or axis == [] or asvector else False
            )
            axis = axis if axis is not None and axis != [] else [0]
myq406450149's avatar
myq406450149 已提交
466

467 468 469 470 471 472 473 474 475 476 477 478 479
            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
480

481
            return reduce_out
myq406450149's avatar
myq406450149 已提交
482

483
    def p_matrix_norm(input, porder=1.0, axis=axis, keepdim=False, name=None):
484 485 486 487
        """
        NOTE:
            This function actually treats the matrix as flattened vector to calculate vector norm instead of matrix norm.
        """
488
        if in_dygraph_mode():
489 490 491
            abs_out = _C_ops.abs(input)
            pow_out = _C_ops.pow(abs_out, porder)
            sum_out = _C_ops.sum(pow_out, axis, None, keepdim)
492
            out = _C_ops.pow(sum_out, float(1.0 / porder))
493 494
            return out

myq406450149's avatar
myq406450149 已提交
495 496
        block = LayerHelper('norm', **locals())
        out = block.create_variable_for_type_inference(
497 498
            dtype=block.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
499
        abs_out = block.create_variable_for_type_inference(
500 501 502 503 504
            dtype=block.input_dtype()
        )
        block.append_op(
            type='abs', inputs={'X': input}, outputs={'Out': abs_out}
        )
myq406450149's avatar
myq406450149 已提交
505
        pow_out = block.create_variable_for_type_inference(
506 507
            dtype=block.input_dtype()
        )
myq406450149's avatar
myq406450149 已提交
508

509 510 511 512 513 514
        block.append_op(
            type='pow',
            inputs={'X': abs_out},
            outputs={'Out': pow_out},
            attrs={'factor': porder},
        )
myq406450149's avatar
myq406450149 已提交
515
        sum_out = block.create_variable_for_type_inference(
516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533
            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
534 535
        return out

536 537 538
    if axis is None and p is not None:
        if isinstance(p, str):
            if p == "fro":
myq406450149's avatar
myq406450149 已提交
539
                return frobenius_norm(x, dim=axis, keepdim=keepdim, name=name)
540 541
            else:
                raise ValueError(
542
                    f"only valid string values are 'fro', found {p}"
543
                )
544
        elif isinstance(p, (int, float)):
545 546 547 548 549 550 551 552
            return vector_norm(
                x,
                porder=p,
                axis=axis,
                keepdim=keepdim,
                asvector=True,
                name=name,
            )
553
        else:
554
            raise ValueError(
555
                f"only valid p type is string or float, found {type(p)}"
556
            )
557

myq406450149's avatar
myq406450149 已提交
558 559
    if isinstance(axis, tuple):
        axis = list(axis)
560 561 562
    if isinstance(axis, list) and len(axis) == 1:
        axis = axis[0]

563
    # calculate vector norm, where axis is int or list with only one integer
564
    if isinstance(axis, int):
myq406450149's avatar
myq406450149 已提交
565 566
        if isinstance(p, str):
            if p == "fro":
567 568 569 570 571 572 573 574
                return vector_norm(
                    x,
                    porder=2,
                    axis=axis,
                    keepdim=keepdim,
                    asvector=False,
                    name=name,
                )
myq406450149's avatar
myq406450149 已提交
575 576 577

            else:
                raise ValueError(
578
                    f"only valid string values are 'fro', found {p}"
579
                )
myq406450149's avatar
myq406450149 已提交
580
        elif isinstance(p, (int, float)):
581 582 583 584 585 586 587 588
            return vector_norm(
                x,
                axis=axis,
                porder=p,
                keepdim=keepdim,
                asvector=False,
                name=name,
            )
589 590
        else:
            raise ValueError(
591 592 593 594 595
                "unspport p for p-order vector norm. except float, found {}".format(
                    p
                )
            )
    # calculate matrix norm, where axis is list with two integers
596 597
    elif isinstance(axis, list) and len(axis) == 2:
        if p == "fro":
myq406450149's avatar
myq406450149 已提交
598 599 600
            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
601 602
        elif p == 0:
            raise ValueError(
I
iLeGend 已提交
603
                "just support axis type int or list (length of list <=1) if p = 0, found {}".format(
604 605 606
                    axis
                )
            )
607
        else:
608 609 610
            return p_matrix_norm(
                x, porder=p, axis=axis, keepdim=keepdim, name=name
            )
611 612
    else:
        raise ValueError(
613 614 615 616
            "except axis type int or list (length of list <=2), found {}".format(
                axis
            )
        )
617 618


619
def dist(x, y, p=2, name=None):
620
    r"""
S
swtkiwi 已提交
621

622
    Returns the p-norm of (x - y). It is not a norm in a strict sense, only as a measure
623
    of distance. The shapes of x and y must be broadcastable. The definition is as follows, for
624
    details, please refer to the `Introduction to Tensor <../../guides/beginner/tensor_en.html#chapter5-broadcasting-of-tensor>`_:
Z
Zhang Ting 已提交
625

626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648
    - 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
649 650 651 652 653 654 655

    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
656
    When p = inf, the inf-norm of z is the maximum element of the absolute value of z.
Z
Zhang Ting 已提交
657 658 659 660 661

    .. math::

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

Z
Zhong Hui 已提交
662
    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
663 664 665 666 667 668 669 670 671 672 673 674

    .. 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:
675 676
        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
677
        p (float, optional): The norm to be computed, its data type is float32 or float64. Default: 2.
678 679
        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`.
Z
Zhang Ting 已提交
680 681

    Returns:
682
        Tensor: Tensor that is the p-norm of (x - y).
Z
Zhang Ting 已提交
683 684 685 686 687 688

    Examples:
        .. code-block:: python

            import paddle

689 690
            x = paddle.to_tensor([[3, 3],[3, 3]], dtype="float32")
            y = paddle.to_tensor([[3, 3],[3, 1]], dtype="float32")
691 692
            out = paddle.dist(x, y, 0)
            print(out) # out = [1.]
Z
Zhang Ting 已提交
693

694 695
            out = paddle.dist(x, y, 2)
            print(out) # out = [2.]
Z
Zhang Ting 已提交
696

697 698
            out = paddle.dist(x, y, float("inf"))
            print(out) # out = [2.]
Z
Zhang Ting 已提交
699

700 701
            out = paddle.dist(x, y, float("-inf"))
            print(out) # out = [0.]
Z
Zhang Ting 已提交
702
    """
H
hong 已提交
703
    if in_dygraph_mode():
704
        return _C_ops.dist(x, y, p)
H
hong 已提交
705

Z
Zhang Ting 已提交
706 707 708 709 710 711 712 713 714
    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)}
715 716 717
    helper.append_op(
        type='dist', inputs=inputs, outputs={'Out': out}, attrs=attrs
    )
Z
Zhang Ting 已提交
718
    return out
L
liuwei1031 已提交
719 720


721 722 723 724 725 726
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:
727 728
        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``.
729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746
            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)
747 748
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.41421342])
749 750 751

            # compute conditional number when order of the norm is 'fro'
            out_fro = paddle.linalg.cond(x, p='fro')
752 753
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [3.16227770])
754 755 756

            # compute conditional number when order of the norm is 'nuc'
            out_nuc = paddle.linalg.cond(x, p='nuc')
757 758
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [9.24263859])
759 760 761

            # compute conditional number when order of the norm is 1
            out_1 = paddle.linalg.cond(x, p=1)
762 763
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [2.])
764 765 766

            # compute conditional number when order of the norm is -1
            out_minus_1 = paddle.linalg.cond(x, p=-1)
767 768
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.])
769 770 771

            # compute conditional number when order of the norm is 2
            out_2 = paddle.linalg.cond(x, p=2)
772 773
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [1.41421342])
774 775 776

            # compute conditional number when order of the norm is -1
            out_minus_2 = paddle.linalg.cond(x, p=-2)
777 778
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [0.70710683])
779 780

            # compute conditional number when order of the norm is inf
781 782 783
            out_inf = paddle.linalg.cond(x, p=float("inf"))
            # Tensor(shape=[1], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [2.])
784 785

            # compute conditional number when order of the norm is -inf
786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801
            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]]])

802
            a_cond_fro = paddle.linalg.cond(a, p='fro')
803 804 805 806 807 808 809 810 811 812 813 814
            # 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]]])
815
            b_cond_2 = paddle.linalg.cond(b, p=2)
816 817
            # Tensor(shape=[2], dtype=float32, place=Place(gpu:0), stop_gradient=True,
            #        [6.64228773, 3.89068866])
818 819 820

    """

821
    def mat_norm(input, porder=1.0, axis=None):
822 823 824 825 826
        """
        NOTE:
            Calculate the matrix norm of a square matrix or batches of square matrices,
            when porder is in (1, -1, inf, -inf)
        """
827 828
        if in_dygraph_mode():
            abs_out = _C_ops.abs(input)
829
            sum_out = _C_ops.sum(abs_out, axis, None, False)
830 831

            if porder == 1 or porder == np.inf:
832
                return _C_ops.max(sum_out, [-1], False)
833
            if porder == -1 or porder == -np.inf:
834
                return _C_ops.min(sum_out, [-1], False)
835
        else:
836 837
            reduce_all = True if axis is None or axis == [] else False
            axis = axis if axis is not None and axis != [] else [0]
838 839
            block = LayerHelper('norm', **locals())
            abs_out = block.create_variable_for_type_inference(
840 841
                dtype=block.input_dtype()
            )
842
            sum_out = block.create_variable_for_type_inference(
843 844
                dtype=block.input_dtype()
            )
845
            out = block.create_variable_for_type_inference(
846 847 848 849 850 851 852 853 854 855 856
                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,
857
                    'keep_dim': False,
858 859 860
                    'reduce_all': reduce_all,
                },
            )
861
            if porder == 1 or porder == np.inf:
862 863 864 865 866 867
                block.append_op(
                    type='reduce_max',
                    inputs={'X': sum_out},
                    outputs={'Out': out},
                    attrs={
                        'dim': [-1],
868
                        'keep_dim': False,
869 870 871
                        'reduce_all': reduce_all,
                    },
                )
872
            if porder == -1 or porder == -np.inf:
873 874 875 876 877 878
                block.append_op(
                    type='reduce_min',
                    inputs={'X': sum_out},
                    outputs={'Out': out},
                    attrs={
                        'dim': [-1],
879
                        'keep_dim': False,
880 881 882
                        'reduce_all': reduce_all,
                    },
                )
883
            return out
884 885 886 887 888 889

    def fro_norm(input, porder=2, axis=[-1]):
        """
        NOTE:
            Calculate the frobenius norm of a square matrix or batches of square matrices.
        """
890
        if in_dygraph_mode():
891
            pow_out = _C_ops.pow(input, porder)
892 893
            sum_out_1 = _C_ops.sum(pow_out, axis, None, False)
            sum_out_2 = _C_ops.sum(sum_out_1, axis, None, False)
894
            return _C_ops.pow(sum_out_2, float(1.0 / porder))
895
        else:
896
            reduce_all = True if axis is None or axis == [] else False
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
            block = LayerHelper('norm', **locals())
            pow_out = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
            sum_out_1 = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
            sum_out_2 = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
            out = block.create_variable_for_type_inference(
                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': False,
                    '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': False,
                    'reduce_all': reduce_all,
                },
            )
            block.append_op(
                type='pow',
                inputs={'X': sum_out_2},
                outputs={'Out': out},
                attrs={'factor': float(1.0 / porder)},
            )
            return out
943 944 945 946 947 948 949 950 951

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

952
        if in_dygraph_mode():
953
            if porder == "nuc":
954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976
                return _C_ops.sum(s, axis, None, False)
            max_out = _C_ops.max(s, axis, False)
            min_out = _C_ops.min(s, axis, False)
            if porder == 2:
                return _C_ops.divide(max_out, min_out)
            if porder == -2:
                return _C_ops.divide(min_out, max_out)
        else:
            reduce_all = True if axis is None or axis == [] else False
            block = LayerHelper('norm', **locals())
            out = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
            if porder == "nuc":
                block.append_op(
                    type='reduce_sum',
                    inputs={'X': s},
                    outputs={'Out': out},
                    attrs={
                        'dim': axis,
                        'keep_dim': False,
                        'reduce_all': reduce_all,
                    },
977
                )
978 979 980 981 982 983 984
                return out
            max_out = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
            min_out = block.create_variable_for_type_inference(
                dtype=block.input_dtype()
            )
985
            block.append_op(
986
                type='reduce_max',
987
                inputs={'X': s},
988
                outputs={'Out': max_out},
989 990
                attrs={
                    'dim': axis,
991
                    'keep_dim': False,
992 993 994 995
                    'reduce_all': reduce_all,
                },
            )
            block.append_op(
996 997 998 999 1000 1001 1002 1003
                type='reduce_min',
                inputs={'X': s},
                outputs={'Out': min_out},
                attrs={
                    'dim': axis,
                    'keep_dim': False,
                    'reduce_all': reduce_all,
                },
1004
            )
1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020
            if porder == 2:
                block.append_op(
                    type='elementwise_div',
                    inputs={'X': max_out, 'Y': min_out},
                    outputs={'Out': out},
                    attrs={'aixs': axis, 'use_mkldnn': False},
                )
                return out
            if porder == -2:
                block.append_op(
                    type='elementwise_div',
                    inputs={'X': min_out, 'Y': max_out},
                    outputs={'Out': out},
                    attrs={'aixs': axis, 'use_mkldnn': False},
                )
                return out
1021 1022

    def empty_tensor(input, shape):
1023
        if in_dygraph_mode():
1024
            return input.reshape(shape)
1025 1026 1027
        raise ValueError(
            "only support x is nonempty tensor in static graph mode"
        )
1028 1029 1030

    x_shape = list(x.shape)
    if not len(x_shape) >= 2:
1031
        raise ValueError(
1032
            "input should be a matrix or batches of matrices, "
1033
            + f"but the dimention of received input is {len(x_shape)}"
1034
        )
1035
    if p is None:
1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047
        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):
1048
                return mat_norm(x, porder=p, axis=[-2]) * mat_norm(
1049 1050
                    x_inv, porder=p, axis=[-2]
                )
1051
            if p in (np.inf, -np.inf):
1052
                return mat_norm(x, porder=p, axis=[-1]) * mat_norm(
1053 1054
                    x_inv, porder=p, axis=[-1]
                )
1055
        else:
1056
            raise ValueError(
1057
                f"only support p is {p} when input is a "
1058 1059
                + "square matrix or batches of square matrices"
            )
1060 1061 1062 1063 1064 1065
    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(
1066
            f"unsupported {p} for p, only supporting ('fro', 'nuc', "
1067 1068
            + "1, -1, 2, -2, inf, -inf) or none"
        )
1069 1070


L
liuwei1031 已提交
1071 1072 1073
def dot(x, y, name=None):
    """
    This operator calculates inner product for vectors.
1074

1075
    Note:
1076 1077
       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
1078 1079

    Parameters:
S
ShenLiang 已提交
1080 1081
        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
1082 1083
        name(str, optional): Name of the output. Default is None. It's used to print debug info for developers. Details: :ref:`api_guide_Name`

1084
    Returns:
1085
        Tensor: the calculated result Tensor.
1086

L
liuwei1031 已提交
1087 1088 1089 1090 1091
    Examples:

    .. code-block:: python

        import paddle
1092

1093 1094 1095 1096 1097 1098 1099 1100 1101
        # 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]])
1102
        z = paddle.dot(x, y)
1103
        print(z)  # [[32], [64]]
L
liuwei1031 已提交
1104 1105

    """
1106 1107
    if in_dygraph_mode():
        return _C_ops.dot(x, y)
1108 1109
    else:
        op_type = 'dot'
1110

1111 1112
        assert x is not None, f'x cannot be None in {op_type}'
        assert y is not None, f'y cannot be None in {op_type}'
L
liuwei1031 已提交
1113

1114
        check_variable_and_dtype(
1115 1116 1117 1118
            x,
            'x',
            ['float16', 'uint16', 'float32', 'float64', 'int32', 'int64'],
            op_type,
1119 1120
        )
        check_variable_and_dtype(
1121 1122 1123 1124
            y,
            'y',
            ['float16', 'uint16', 'float32', 'float64', 'int32', 'int64'],
            op_type,
1125
        )
L
liuwei1031 已提交
1126

1127 1128 1129 1130 1131 1132 1133 1134 1135
        helper = LayerHelper(op_type, **locals())
        if name is None:
            out = helper.create_variable_for_type_inference(dtype=x.dtype)
        else:
            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}
1136
        )
1137
        return out
1138 1139


Z
zhiboniu 已提交
1140 1141 1142 1143 1144
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.
1145
    For example, for an N-dimensional samples X=[x1,x2,…xN]T, then the covariance matrix
Z
zhiboniu 已提交
1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178
    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 "
1179 1180
            "length of Input(input) is %s." % len(x.shape)
        )
Z
zhiboniu 已提交
1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193
    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 "
1194 1195
                "shape of Input(input) is %s." % len(fweights.shape)
            )
Z
zhiboniu 已提交
1196 1197 1198
        if fweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(fweights) should equal to x's dim[1]: {}, but received "
1199 1200 1201 1202
                "size of Input(fweights) is {}.".format(
                    observation_num, fweights.shape[0]
                )
            )
Z
zhiboniu 已提交
1203 1204 1205
        if fweights.min() < 0:
            raise ValueError(
                "The value of Input(fweights) cannot be negtive, but received "
1206 1207
                "min of Input(fweights) is {}.".format(fweights.min())
            )
Z
zhiboniu 已提交
1208 1209 1210 1211 1212 1213 1214 1215
        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 "
1216 1217 1218 1219 1220
                "length of Input(input) is %s." % len(aweights.shape)
            )
        check_variable_and_dtype(
            aweights, 'dtype', ['float32', 'float64'], 'cov'
        )
Z
zhiboniu 已提交
1221 1222 1223
        if aweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(aweights) should equal to x's dim[1]: {}, but received "
1224 1225 1226 1227
                "size of Input(aweights) is {}.".format(
                    observation_num, aweights.shape[0]
                )
            )
Z
zhiboniu 已提交
1228 1229 1230
        if aweights.min() < 0:
            raise ValueError(
                "The value of Input(aweights) cannot be negtive, but received "
1231 1232
                "min of Input(aweights) is {}.".format(aweights.min())
            )
Z
zhiboniu 已提交
1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250
        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

1251
    if w is not None and aweights is not None and ddof:
Z
zhiboniu 已提交
1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262
        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


1263 1264
def t(input, name=None):
    """
1265 1266
    Transpose <=2-D tensor.
    0-D and 1-D tensors are returned as it is and 2-D tensor is equal to
1267
    the paddle.transpose function which perm dimensions set 0 and 1.
1268

1269
    Args:
1270
        input (Tensor): The input Tensor. It is a N-D (N<=2) Tensor of data types float32, float64, int32, int64.
1271
        name(str, optional): The default value is None.  Normally there is no need for
1272 1273
            user to set this property.  For more information, please refer to :ref:`api_guide_Name`
    Returns:
1274
        Tensor: A transposed n-D Tensor, with data type being float16, float32, float64, int32, int64.
1275

1276
    Examples:
1277

1278 1279 1280
        .. code-block:: python
           :name: code-example
             import paddle
1281

1282
             # Example 1 (0-D tensor)
1283 1284
             x = paddle.to_tensor([0.79])
             paddle.t(x) # [0.79]
1285

1286
             # Example 2 (1-D tensor)
1287 1288 1289
             x = paddle.to_tensor([0.79, 0.84, 0.32])
             paddle.t(x) # [0.79000002, 0.83999997, 0.31999999]
             paddle.t(x).shape # [3]
1290 1291

             # Example 3 (2-D tensor)
1292 1293 1294 1295 1296 1297 1298 1299
             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]
1300

1301 1302 1303 1304 1305
    """
    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."
1306 1307
            "tensor.transpose() instead." % len(input.shape)
        )
1308
    if in_dygraph_mode():
1309
        if len(input.shape) <= 1:
1310 1311 1312
            return input
        # 2-D tensor
        perm = [1, 0]
1313
        out = _C_ops.transpose(input, perm)
1314
        return out
1315 1316 1317 1318 1319 1320 1321
    else:
        check_variable_and_dtype(
            input,
            'input',
            ['float16', 'float32', 'float64', 'int32', 'int64'],
            'transpose',
        )
1322

1323 1324 1325
        helper = LayerHelper('t', **locals())
        out = helper.create_variable_for_type_inference(input.dtype)
        input_shape = helper.create_variable_for_type_inference(input.dtype)
1326
        if len(input.shape) <= 1:
1327 1328 1329 1330 1331 1332 1333 1334
            out = input
        else:
            helper.append_op(
                type='transpose2',
                inputs={'X': [input]},
                outputs={'Out': [out], 'XShape': [input_shape]},
                attrs={'axis': [1, 0]},
            )
1335 1336
        return out

1337

W
wanghuancoder 已提交
1338
def cross(x, y, axis=9, name=None):
1339
    """
1340
    Computes the cross product between two tensors along an axis.
1341

1342 1343
    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.
1344

1345
    Args:
1346 1347
        x (Tensor): The first input tensor, the data type is float16, float32, float64, int32, int64.
        y (Tensor): The second input tensor, the data type is float16, float32, float64, int32, int64.
W
wanghuancoder 已提交
1348
        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.
1349
        name (str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
1350 1351

    Returns:
1352
        Tensor. A Tensor with same data type as `x`.
1353

1354 1355
    Examples:
        .. code-block:: python
1356

1357
            import paddle
1358

Z
Zhou Wei 已提交
1359 1360 1361 1362 1363 1364
            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]])
1365

1366 1367 1368 1369 1370 1371 1372 1373 1374
            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.]]
1375
    """
J
Jiabin Yang 已提交
1376
    if in_dygraph_mode():
1377
        axis = K_DEFAULT_DIM if axis is None else axis
1378
        return _C_ops.cross(x, y, axis)
J
Jiabin Yang 已提交
1379
    else:
1380 1381 1382
        check_variable_and_dtype(
            x,
            'x',
1383
            ['float16', 'uint16', 'float32', 'float64', "int32", "int64"],
1384 1385 1386 1387 1388
            'cross',
        )
        check_variable_and_dtype(
            y,
            'y',
1389
            ['float16', 'uint16', 'float32', 'float64', "int32", "int64"],
1390 1391
            'cross',
        )
1392 1393
        helper = LayerHelper("cross", **locals())
        out = helper.create_variable_for_type_inference(x.dtype)
1394
        attrs = {}
1395
        attrs['dim'] = axis
J
Jiabin Yang 已提交
1396

1397 1398 1399 1400 1401 1402 1403
        helper.append_op(
            type='cross',
            inputs={'X': x, 'Y': y},
            outputs={'Out': out},
            attrs=attrs,
        )
        return out
1404 1405


1406
def cholesky(x, upper=False, name=None):
1407
    r"""
G
Guo Sheng 已提交
1408
    Computes the Cholesky decomposition of one symmetric positive-definite
1409 1410
    matrix or batches of symmetric positive-definite matrice.

G
Guo Sheng 已提交
1411 1412 1413 1414 1415 1416
    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:
1417
        x (Tensor): The input tensor. Its shape should be `[*, M, M]`,
G
Guo Sheng 已提交
1418 1419 1420 1421 1422
            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.
1423 1424
        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
1425 1426

    Returns:
1427 1428
        Tensor, A Tensor with same shape and data type as `x`. It represents
        triangular matrices generated by Cholesky decomposition.
1429

G
Guo Sheng 已提交
1430 1431 1432 1433 1434
    Examples:
        .. code-block:: python

            import paddle

1435 1436 1437 1438
            a = paddle.rand([3, 3], dtype="float32")
            a_t = paddle.transpose(a, [1, 0])
            x = paddle.matmul(a, a_t) + 1e-03

1439
            out = paddle.linalg.cholesky(x, upper=False)
1440
            print(out)
G
Guo Sheng 已提交
1441
    """
H
hong 已提交
1442
    if in_dygraph_mode():
1443
        return _C_ops.cholesky(x, upper)
1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455
    else:
        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)
        helper.append_op(
            type='cholesky',
            inputs={'X': [x]},
            outputs={'Out': out},
            attrs={'upper': upper},
        )
        return out
G
Guo Sheng 已提交
1456 1457


1458 1459 1460 1461
def matrix_rank(x, tol=None, hermitian=False, name=None):
    r"""
    Computes the rank of a matrix.

1462
    The rank of a matrix is the number of singular values that are greater than the specified `tol` threshold when hermitian=False,
1463
    or the number of eigenvalues in absolute value that are greater than the specified `tol` threshold when hermitian=True.
1464 1465

    Args:
1466 1467 1468 1469
        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
1470
            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.
1471 1472
        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
1473
            the lower triangular of the matrix to compute.
1474 1475 1476 1477
        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.
1478

1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494
    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]]
1495

1496
    """
1497 1498 1499 1500 1501 1502 1503
    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
1504 1505 1506
            return _C_ops.matrix_rank_tol(
                x, tol_tensor, use_default_tol, hermitian
            )
1507

1508 1509 1510 1511 1512 1513
        if tol is None:
            tol_attr = 0.0
            use_default_tol = True
        else:
            tol_attr = float(tol)
            use_default_tol = False
Z
zhangyuqin1998 已提交
1514
        return _C_ops.matrix_rank(x, tol_attr, use_default_tol, hermitian)
1515 1516 1517 1518 1519
    else:
        inputs = {}
        attrs = {}
        check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'matrix_rank')
        inputs['X'] = x
1520
        if tol is None:
1521
            attrs['use_default_tol'] = True
1522
        elif isinstance(tol, Variable):
1523
            attrs['use_default_tol'] = False
1524
            if tol.dtype != x.dtype:
1525
                inputs['TolTensor'] = cast(tol, x.dtype)
1526
            else:
1527
                inputs['TolTensor'] = tol
1528
        else:
1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540
            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')
        helper.append_op(
            type='matrix_rank', inputs=inputs, outputs={'Out': out}, attrs=attrs
        )
        return out
1541 1542


1543 1544 1545 1546 1547 1548 1549 1550 1551
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
1552 1553
        x (Tensor): The input Tensor.
        y (Tensor): The input Tensor.
1554 1555 1556 1557
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
Y
yaoxuefeng 已提交
1558
        Tensor: The product Tensor.
1559 1560

    Examples:
S
sunzhongkai588 已提交
1561 1562 1563
        .. code-block:: python

            import paddle
Y
yaoxuefeng 已提交
1564

S
sunzhongkai588 已提交
1565 1566 1567 1568 1569 1570 1571 1572 1573
            # 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)
1574 1575 1576 1577 1578 1579
            # Tensor(shape=[2, 2, 2], dtype=float32, place=Place(cpu), stop_gradient=True,
            #        [[[6. , 6. ],
            #          [12., 12.]],

            #         [[45., 45.],
            #          [60., 60.]]])
1580

1581
    """
1582
    if in_dygraph_mode():
1583
        return _C_ops.bmm(x, y)
1584
    else:
W
Weilong Wu 已提交
1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604
        x_shape = x.shape
        y_shape = y.shape
        if not len(x_shape) == len(y_shape) == 3:
            raise ValueError(
                "x and y should be 3-dimensional. But received x's dimention: {}, y's dimention: {}".format(
                    x_shape, y_shape
                )
            )
        if x_shape[2] != y_shape[1]:
            raise ValueError(
                "x's width must be equal with y's height. But received x's shape: {}, y's shape: {}".format(
                    x_shape, y_shape
                )
            )
        if x_shape[0] != y_shape[0]:
            raise ValueError(
                "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
                )
            )
1605 1606 1607 1608 1609 1610
        helper = LayerHelper('bmm', **locals())
        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
1611 1612


1613
def histogram(input, bins=100, min=0, max=0, name=None):
Q
Qi Li 已提交
1614
    """
1615
    Computes the histogram of a tensor. The elements are sorted into equal width bins between min and max.
Q
Qi Li 已提交
1616 1617 1618
    If min and max are both zero, the minimum and maximum values of the data are used.

    Args:
1619
        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
1620
            should be float32, float64, int32, int64.
1621 1622 1623 1624
        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
1625 1626

    Returns:
1627
        Tensor: data type is int64, shape is (nbins,).
Q
Qi Li 已提交
1628

1629
    Examples:
Q
Qi Li 已提交
1630
        .. code-block:: python
1631

Q
Qi Li 已提交
1632
            import paddle
1633

1634
            inputs = paddle.to_tensor([1, 2, 1])
1635 1636
            result = paddle.histogram(inputs, bins=4, min=0, max=3)
            print(result) # [0, 2, 1, 0]
Q
Qi Li 已提交
1637
    """
H
hong 已提交
1638
    if in_dygraph_mode():
1639
        return _C_ops.histogram(input, bins, min, max)
1640 1641 1642 1643
    else:
        helper = LayerHelper('histogram', **locals())
        check_variable_and_dtype(
            input, 'X', ['int32', 'int64', 'float32', 'float64'], 'histogram'
1644
        )
1645 1646 1647 1648 1649 1650 1651 1652
        out = helper.create_variable_for_type_inference(VarDesc.VarType.INT64)
        helper.append_op(
            type='histogram',
            inputs={'X': input},
            outputs={'Out': out},
            attrs={'bins': bins, 'min': min, 'max': max},
        )
        return out
S
smallv0221 已提交
1653 1654 1655 1656


def bincount(x, weights=None, minlength=0, name=None):
    """
1657
    Computes frequency of each value in the input tensor.
S
smallv0221 已提交
1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684

    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")

1685 1686
    if in_dygraph_mode():
        return _C_ops.bincount(x, weights, minlength)
1687 1688
    else:
        helper = LayerHelper('bincount', **locals())
S
smallv0221 已提交
1689

1690
        check_variable_and_dtype(x, 'X', ['int32', 'int64'], 'bincount')
S
smallv0221 已提交
1691

1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706
        if weights is not None:
            check_variable_and_dtype(
                weights,
                'Weights',
                ['int32', 'int64', 'float32', 'float64'],
                'bincount',
            )
            out = helper.create_variable_for_type_inference(dtype=weights.dtype)
        else:
            out = helper.create_variable_for_type_inference(dtype=x.dtype)
        helper.append_op(
            type='bincount',
            inputs={'X': x, 'Weights': weights},
            outputs={'Out': out},
            attrs={'minlength': minlength},
1707
        )
1708
        return out
1709 1710 1711 1712 1713 1714 1715


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
1716
        x (Tensor): A tensor with shape :math:`[M, N]` , The data type of the input Tensor x
1717
            should be one of float32, float64.
F
furnace 已提交
1718
        vec (Tensor): A tensor with shape :math:`[N]` , The data type of the input Tensor x
1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733
            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

1734 1735
            x = paddle.to_tensor([[2, 1, 3], [3, 0, 1]]).astype("float64")
            vec = paddle.to_tensor([3, 5, 1]).astype("float64")
1736
            out = paddle.mv(x, vec)
1737 1738 1739
            print(out)
            # Tensor(shape=[2], dtype=float64, place=Place(cpu), stop_gradient=True,
            #        [14., 10.])
1740
    """
J
Jiabin Yang 已提交
1741
    if in_dygraph_mode():
1742
        return _C_ops.mv(x, vec)
J
Jiabin Yang 已提交
1743
    else:
1744

1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756
        def __check_input(x, vec):
            var_names = {'x': x, 'vec': vec}
            for name, val in var_names.items():
                check_variable_and_dtype(
                    val, name, ['float32', 'float64'], 'mv'
                )
            x_shape = list(x.shape)
            vec_shape = list(vec.shape)
            if len(x_shape) != 2:
                raise ValueError(
                    "x should be 2-dimensional. But received x's dimention: {}".format(
                        x_shape
1757
                    )
1758 1759 1760 1761 1762
                )
            if len(vec_shape) != 1:
                raise ValueError(
                    "vec should be 1-dimensional. But received vec's dimention: {}".format(
                        vec_shape
1763
                    )
1764
                )
J
Jiabin Yang 已提交
1765

1766
        __check_input(x, vec)
J
Jiabin Yang 已提交
1767

1768 1769 1770 1771 1772 1773
        helper = LayerHelper('mv', **locals())
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
        helper.append_op(
            type='mv', inputs={'X': x, 'Vec': vec}, outputs={'Out': out}
        )
        return out
1774 1775


1776
def det(x, name=None):
H
huangxu96 已提交
1777
    """
1778

H
huangxu96 已提交
1779
    Calculates determinant value of a square matrix or batches of square matrices.
1780

H
huangxu96 已提交
1781
    Args:
1782
        x (Tensor): the input matrix of size `(n, n)` or the
1783 1784
            batch of matrices of size `(*, n, n)` where `*` is one or more
            batch dimensions.
1785 1786
        name(str, optional): Name of the output. Default is None. It's used
            to print debug info for developers. Details: :ref:`api_guide_Name`
1787

H
huangxu96 已提交
1788
    Returns:
1789
        Tensor, the determinant value of a square matrix or batches of square matrices.
H
huangxu96 已提交
1790

1791
    Examples:
H
huangxu96 已提交
1792 1793
        .. code-block:: python

1794
            import paddle
H
huangxu96 已提交
1795

1796
            x =  paddle.randn([3,3,3])
H
huangxu96 已提交
1797

1798
            A = paddle.linalg.det(x)
H
huangxu96 已提交
1799

1800
            print(A)
1801

1802
            # [ 0.02547996,  2.52317095, -6.15900707])
H
huangxu96 已提交
1803

1804

H
huangxu96 已提交
1805
    """
C
chentianyu03 已提交
1806
    if in_dygraph_mode():
1807
        return _C_ops.det(x)
1808 1809
    else:
        check_dtype(x.dtype, 'Input', ['float32', 'float64'], 'det')
C
chentianyu03 已提交
1810

1811 1812 1813 1814 1815
        input_shape = list(x.shape)
        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
1816

1817 1818
        assert (
            input_shape[-1] == input_shape[-2]
1819
        ), "Expect squared input," "but received {} by {} matrix.\n".format(
1820 1821 1822 1823 1824
            input_shape[-2],
            input_shape[-1],
        )
        helper = LayerHelper('determinant', **locals())
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
H
huangxu96 已提交
1825

1826 1827 1828 1829
        helper.append_op(
            type='determinant', inputs={'Input': [x]}, outputs={'Out': [out]}
        )
        return out
H
huangxu96 已提交
1830 1831


1832
def slogdet(x, name=None):
H
huangxu96 已提交
1833
    """
1834

H
huangxu96 已提交
1835
    Calculates the sign and natural logarithm of the absolute value of a square matrix's or batches square matrices' determinant.
1836
    The determinant can be computed with ``sign * exp`` (logabsdet)
1837

H
huangxu96 已提交
1838 1839 1840
    Supports input of float, double

    Note that for matrices that have zero determinant, this returns ``(0, -inf)``
1841

H
huangxu96 已提交
1842 1843 1844 1845 1846
    Args:
        x (Tensor): the batch of matrices of size :math:`(*, n, n)`
            where math:`*` is one or more batch dimensions.

    Returns:
1847
        y (Tensor), A tensor containing the sign of the determinant and the natural logarithm
H
huangxu96 已提交
1848 1849
        of the absolute value of determinant, respectively.

1850
    Examples:
1851
        .. code-block:: python
H
huangxu96 已提交
1852

1853
            import paddle
H
huangxu96 已提交
1854

1855
            x =  paddle.randn([3,3,3])
H
huangxu96 已提交
1856

1857
            A = paddle.linalg.slogdet(x)
H
huangxu96 已提交
1858

1859
            print(A)
1860

1861 1862
            # [[ 1.        ,  1.        , -1.        ],
            # [-0.98610914, -0.43010661, -0.10872950]])
H
huangxu96 已提交
1863 1864

    """
1865
    if in_dygraph_mode():
1866
        return _C_ops.slogdet(x)
1867 1868
    else:
        check_dtype(x.dtype, 'Input', ['float32', 'float64'], 'slogdet')
1869

1870 1871 1872 1873 1874
        input_shape = list(x.shape)
        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
1875

1876 1877
        assert (
            input_shape[-1] == input_shape[-2]
1878
        ), "Expect squared input," "but received {} by {} matrix.\n".format(
1879 1880 1881 1882 1883
            input_shape[-2],
            input_shape[-1],
        )
        helper = LayerHelper('slogdeterminant', **locals())
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
H
huangxu96 已提交
1884

1885 1886 1887 1888 1889 1890
        helper.append_op(
            type='slogdeterminant',
            inputs={'Input': [x]},
            outputs={'Out': [out]},
        )
        return out
H
huangxu96 已提交
1891 1892


1893 1894
def svd(x, full_matrices=False, name=None):
    r"""
1895 1896 1897 1898 1899
    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::
1900 1901
        X = U * diag(S) * VT

1902 1903
    Args:
        x (Tensor): The input tensor. Its shape should be `[..., N, M]`,
1904
            where `...` is zero or more batch dimensions. N and M can be arbitraty
1905 1906
            positive number. Note that if x is sigular matrices, the grad is numerical
            instable. The data type of x should be float32 or float64.
Z
Zman 已提交
1907
        full_matrices (bool, optional): A flag to control the behavor of svd.
1908
            If full_matrices = True, svd op will compute full U and V matrics,
1909
            which means shape of U is `[..., N, N]`, shape of V is `[..., M, M]`. K = min(M, N).
1910
            If full_matrices = False, svd op will use a economic method to store U and V.
1911
            which means shape of U is `[..., N, K]`, shape of V is `[..., M, K]`. K = min(M, N).
Z
Zman 已提交
1912
            Default value is False.
1913
        name (str, optional): Name for the operation (optional, default is None).
1914
            For more information, please refer to :ref:`api_guide_Name`.
1915 1916

    Returns:
Z
Zman 已提交
1917 1918 1919 1920 1921
        - U (Tensor), is the singular value decomposition result U.
        - S (Tensor), is the singular value decomposition result S.
        - VH (Tensor), VH is the conjugate transpose of V, which is the singular value decomposition result V.

        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]`
1922

1923 1924 1925 1926
    Examples:
        .. code-block:: python

            import paddle
1927 1928 1929

            x = paddle.to_tensor([[1.0, 2.0], [1.0, 3.0], [4.0, 6.0]]).astype('float64')
            x = x.reshape([3, 2])
1930
            u, s, vh = paddle.linalg.svd(x)
1931 1932 1933 1934 1935
            print (u)
            #U = [[ 0.27364809, -0.21695147  ],
            #      [ 0.37892198, -0.87112408 ],
            #      [ 0.8840446 ,  0.44053933 ]]

1936
            print (s)
1937
            #S = [8.14753743, 0.78589688]
1938
            print (vh)
1939 1940
            #VT= [[ 0.51411221,  0.85772294],
            #     [ 0.85772294, -0.51411221]]
1941

1942
            # one can verify : U * S * VT == X
1943
            #                  U * UH == I
1944
            #                  V * VH == I
1945
    """
1946

1947
    if in_dygraph_mode():
1948
        return _C_ops.svd(x, full_matrices)
1949 1950 1951 1952 1953 1954 1955
    else:
        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)
1956
        attrs = {}
1957 1958 1959 1960 1961 1962 1963 1964
        attrs['full_matrices'] = full_matrices
        helper.append_op(
            type='svd',
            inputs={'X': [x]},
            outputs={'U': u, 'VH': vh, 'S': s},
            attrs=attrs,
        )
        return u, s, vh
1965 1966


1967 1968
def matrix_power(x, n, name=None):
    r"""
1969

1970
    Computes the n-th power of a square matrix or a batch of square matrices.
1971

1972 1973 1974 1975 1976
    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}
1977

1978 1979
    Specifically,

1980
    - If `n > 0`, it returns the matrix or a batch of matrices raised to the power of `n`.
1981

1982 1983
    - If `n = 0`, it returns the identity matrix or a batch of identity matrices.

1984
    - If `n < 0`, it returns the inverse of each matrix (if invertible) raised to the power of `abs(n)`.
1985 1986 1987 1988 1989 1990

    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.
1991
        name (str, optional): Name for the operation (optional, default is None).
1992 1993 1994
            For more information, please refer to :ref:`api_guide_Name`.

    Returns:
1995 1996
        - 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`.
1997 1998 1999 2000 2001 2002 2003 2004 2005

    Examples:
        .. code-block:: python

            import paddle

            x = paddle.to_tensor([[1, 2, 3],
                                  [1, 4, 9],
                                  [1, 8, 27]], dtype='float64')
2006
            print(paddle.linalg.matrix_power(x, 2))
2007 2008 2009 2010
            # [[6.  , 34. , 102.],
            #  [14. , 90. , 282.],
            #  [36. , 250., 804.]]

2011
            print(paddle.linalg.matrix_power(x, 0))
2012 2013 2014 2015
            # [[1., 0., 0.],
            #  [0., 1., 0.],
            #  [0., 0., 1.]]

2016
            print(paddle.linalg.matrix_power(x, -2))
2017 2018 2019 2020
            # [[ 12.91666667, -12.75000000,  2.83333333 ],
            #  [-7.66666667 ,  8.         , -1.83333333 ],
            #  [ 1.80555556 , -1.91666667 ,  0.44444444 ]]
    """
H
hong 已提交
2021
    if in_dygraph_mode():
2022
        return _C_ops.matrix_power(x, n)
2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036
    else:
        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)
        helper.append_op(
            type='matrix_power',
            inputs={'X': x},
            outputs={'Out': out},
            attrs={'n': n},
        )
        return out
2037 2038


2039 2040 2041 2042 2043 2044 2045
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
2046 2047
            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".
2048
            Suppose x's shape is `[..., M, N]` and denoting `K = min(M, N)`:
2049
            If mode = "reduced", qr op will return reduced Q and R matrices,
2050
            which means Q's shape is `[..., M, K]` and R's shape is `[..., K, N]`.
2051
            If mode = "complete", qr op will return complete Q and R matrices,
2052 2053 2054 2055 2056
            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`.
2057

2058
    Returns:
2059
        If mode = "reduced" or mode = "complete", qr will return a two tensor-tuple, which represents Q and R.
2060
        If mode = "r", qr will return a tensor which represents R.
2061 2062

    Examples:
2063 2064
        .. code-block:: python

2065
            import paddle
2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077

            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]])
2078 2079

            # one can verify : X = Q * R ;
2080
    """
Y
Yulong Ao 已提交
2081
    if in_dygraph_mode():
2082
        q, r = _C_ops.qr(x, mode)
Y
Yulong Ao 已提交
2083 2084 2085 2086
        if mode == "r":
            return r
        else:
            return q, r
2087 2088 2089 2090 2091 2092
    else:
        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)
2093
        attrs = {}
2094 2095 2096 2097
        attrs['mode'] = mode
        helper.append_op(
            type='qr', inputs={'X': [x]}, outputs={'Q': q, 'R': r}, attrs=attrs
        )
2098 2099 2100 2101 2102 2103
        if mode == "r":
            return r
        else:
            return q, r


2104 2105
def lu(x, pivot=True, get_infos=False, name=None):
    r"""
2106
    Computes the LU factorization of an N-D(N>=2) matrix x.
2107

2108
    Returns the LU factorization(inplace x) and Pivots. low triangular matrix L and
2109 2110 2111 2112
    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:
2113 2114 2115 2116 2117 2118

    .. code-block:: text
        ones = eye(rows) #eye matrix of rank rows
        for i in range(cols):
            swap(ones[i], ones[pivots[i]])
        return ones
2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129

    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`.
2130

2131
    Returns:
2132
        factorization (Tensor), LU matrix, the factorization of input X.
2133

2134 2135 2136
        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.
2137

2138 2139 2140
        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.
2141

2142 2143

    Examples:
2144 2145
        .. code-block:: python

2146
            import paddle
2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161

            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)
2162

2163 2164 2165 2166 2167 2168
            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.],
2169
            # [1., 0., 0.]]),
2170 2171 2172 2173
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
2174
            # [0.60000000, 0.50000000]]),
2175 2176 2177 2178 2179
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))

2180 2181

            # one can verify : X = P @ L @ U ;
2182
    """
L
Lin Manhui 已提交
2183 2184

    if in_dygraph_mode():
2185
        lu, p, info = _C_ops.lu(x, pivot)
L
Lin Manhui 已提交
2186 2187 2188 2189 2190 2191
    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')
2192
        attrs = {}
L
Lin Manhui 已提交
2193
        attrs['pivot'] = pivot
2194 2195 2196 2197 2198 2199
        helper.append_op(
            type='lu',
            inputs={'X': x},
            outputs={'Out': lu, 'Pivots': p, 'Infos': info},
            attrs=attrs,
        )
2200 2201 2202 2203 2204 2205 2206 2207
    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"""
2208
    Unpack L U and P to single matrix tensor .
2209 2210 2211
    unpack L and U matrix from LU, unpack permutation matrix P from Pivtos .

    P mat can be get by pivots:
2212 2213 2214 2215 2216

    .. code-block:: text
        ones = eye(rows) #eye matrix of rank rows
        for i in range(cols):
            swap(ones[i], ones[pivots[i]])
2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229


    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`.
2230

2231
    Returns:
2232
        P (Tensor), Permutation matrix P of lu factorization.
2233

2234
        L (Tensor), The lower triangular matrix tensor of lu factorization.
2235

2236
        U (Tensor), The upper triangular matrix tensor of lu factorization.
2237

2238 2239

    Examples:
2240 2241
        .. code-block:: python

2242
            import paddle
2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257

            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)
2258

2259 2260 2261 2262 2263 2264
            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.],
2265
            # [1., 0., 0.]]),
2266 2267 2268 2269
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
2270
            # [0.60000000, 0.50000000]]),
2271 2272 2273 2274 2275
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))

2276
            # one can verify : X = P @ L @ U ;
2277 2278
    """

2279
    if in_dygraph_mode():
2280
        P, L, U = _C_ops.lu_unpack(x, y, unpack_ludata, unpack_pivots)
2281
        return P, L, U
2282 2283 2284
    else:
        check_variable_and_dtype(
            x, 'dtype', ['float32', 'float64'], 'lu_unpack'
2285
        )
2286 2287 2288 2289
        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)
2290

2291
        attrs = {}
2292 2293 2294 2295 2296 2297 2298 2299 2300
        attrs['unpack_ludata'] = unpack_ludata
        attrs['unpack_pivots'] = unpack_pivots
        helper.append_op(
            type='lu_unpack',
            inputs={'X': x, 'Pivots': y},
            outputs={'Pmat': p, 'L': l, 'U': u},
            attrs=attrs,
        )
        return p, l, u
2301 2302


L
Lijunhui 已提交
2303 2304
def eig(x, name=None):
    """
2305
    Performs the eigenvalue decomposition of a square matrix or a batch of square matrices.
L
Lijunhui 已提交
2306

2307 2308 2309 2310 2311 2312
    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
2313 2314 2315 2316

    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``.
2317
        name (str, optional): The default value is `None`. Normally there is no need for user to set
L
Lijunhui 已提交
2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330
            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")

2331
            x = paddle.to_tensor([[1.6707249, 7.2249975, 6.5045543],
L
Lijunhui 已提交
2332
                               [9.956216,  8.749598,  6.066444 ],
2333
                               [4.4251957, 1.7983172, 0.370647 ]])
L
Lijunhui 已提交
2334
            w, v = paddle.linalg.eig(x)
2335
            print(v)
L
Lijunhui 已提交
2336 2337 2338 2339 2340 2341 2342 2343
            # 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) ]])

2344
            print(w)
L
Lijunhui 已提交
2345 2346 2347 2348
            # Tensor(shape=[3], dtype=complex128, place=CPUPlace, stop_gradient=False,
            #       [ (16.50471283351188+0j)  , (-5.5034820550763515+0j) ,
            #         (-0.21026087843552282+0j)])
    """
2349

2350
    if in_dygraph_mode():
2351
        return _C_ops.eig(x)
2352 2353 2354 2355 2356
    else:
        check_variable_and_dtype(
            x, 'X', ['float32', 'float64', 'complex64', 'complex128'], 'eig'
        )
        helper = LayerHelper('eig', **locals())
L
Lijunhui 已提交
2357

2358 2359
        w = helper.create_variable_for_type_inference(x.dtype)
        v = helper.create_variable_for_type_inference(x.dtype)
L
Lijunhui 已提交
2360

2361 2362 2363
        inputs = {'X': x}
        outputs = {'Eigenvalues': w, 'Eigenvectors': v}
        helper.append_op(type='eig', inputs=inputs, outputs=outputs)
L
Lijunhui 已提交
2364

2365
        return w, v
L
Lijunhui 已提交
2366 2367


2368 2369 2370
def eigvals(x, name=None):
    """
    Compute the eigenvalues of one or more general matrices.
2371 2372 2373

    Warning:
        The gradient kernel of this operator does not yet developed.
2374 2375 2376 2377
        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.
2378
            Its shape should be `[*, M, M]`, where `*` is zero or more batch dimensions.
2379
            Its data type should be float32, float64, complex64, or complex128.
2380
        name (str, optional): Name for the operation (optional, default is None).
2381
            For more information, please refer to :ref:`api_guide_Name`.
2382

2383
    Returns:
2384 2385
        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.
2386 2387 2388 2389 2390

    Examples:
        .. code-block:: python

            import paddle
2391

2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406
            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
    """

    x_shape = list(x.shape)
    if len(x_shape) < 2:
        raise ValueError(
2407 2408 2409 2410
            "The dimension of Input(x) should be at least 2, but received x's dimention = {}, x's shape = {}".format(
                len(x_shape), x_shape
            )
        )
2411 2412 2413

    if x_shape[-1] != x_shape[-2]:
        raise ValueError(
2414 2415 2416 2417
            "The last two dimensions of Input(x) should be equal, but received x's shape = {}".format(
                x_shape
            )
        )
2418

R
Ruibiao Chen 已提交
2419
    if in_dygraph_mode():
2420
        return _C_ops.eigvals(x)
2421
    else:
2422 2423 2424 2425 2426 2427
        check_variable_and_dtype(
            x,
            'dtype',
            ['float32', 'float64', 'complex64', 'complex128'],
            'eigvals',
        )
2428 2429 2430 2431
        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
2432 2433


2434 2435 2436 2437
def multi_dot(x, name=None):
    """
    Multi_dot is an operator that calculates multiple matrix multiplications.

2438
    Supports inputs of float16(only GPU support), float32 and float64 dtypes. This function does not
2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474
    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
2475 2476
        A = paddle.rand([3, 4])
        B = paddle.rand([4, 5])
2477
        out = paddle.linalg.multi_dot([A, B])
2478
        print(out.shape)
2479 2480 2481
        # [3, 5]

        # A * B * C
2482 2483 2484
        A = paddle.rand([10, 5])
        B = paddle.rand([5, 8])
        C = paddle.rand([8, 7])
2485
        out = paddle.linalg.multi_dot([A, B, C])
2486
        print(out.shape)
2487 2488 2489
        # [10, 7]

    """
2490
    if in_dygraph_mode():
2491
        return _C_ops.multi_dot(x)
2492 2493 2494 2495 2496 2497
    else:
        check_type(x, 'x', (list, tuple), 'multi_dot')
        for id, item in enumerate(x):
            check_variable_and_dtype(
                item,
                'x[' + str(id) + ']',
2498
                ['float16', 'float32', 'float64', 'uint16'],
2499 2500 2501 2502 2503 2504
                'multi_dot',
            )
            if item.dtype != x[0].dtype:
                raise TypeError(
                    "All the Tensors in the input must have the same data type."
                )
2505

2506 2507 2508 2509 2510
        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}
2511
        )
2512
        return out
2513 2514 2515 2516


def eigh(x, UPLO='L', name=None):
    """
2517
    Compute the eigenvalues and eigenvectors of a
2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528
    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:
2529 2530 2531 2532
        - 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.
2533 2534 2535 2536 2537 2538

    Examples:
        .. code-block:: python

            import paddle

2539
            x = paddle.to_tensor([[1, -2j], [2j, 5]])
2540
            out_value, out_vector = paddle.linalg.eigh(x, UPLO='L')
2541 2542 2543 2544 2545 2546 2547
            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
2548
    if in_dygraph_mode():
2549
        return _C_ops.eigh(x, UPLO)
2550
    else:
H
hong 已提交
2551

2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566
        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 "
                    "length of Input(input) is %s." % len(x.shape)
                )
            if x_shape[-1] != x_shape[-2]:
                raise ValueError(
                    "The input matrix must be batches of square matrices. But received x's dimention: {}".format(
                        x_shape
                    )
                )
            if UPLO != 'L' and UPLO != 'U':
                raise ValueError(
2567
                    f"UPLO must be L or U. But received UPLO is: {UPLO}"
2568
                )
2569

2570
        __check_input(x, UPLO)
2571

2572 2573 2574 2575 2576 2577 2578
        helper = LayerHelper('eigh', **locals())
        check_variable_and_dtype(
            x,
            'dtype',
            ['float32', 'float64', 'complex64', 'complex128'],
            'eigh',
        )
2579

2580 2581
        out_value = helper.create_variable_for_type_inference(dtype=x.dtype)
        out_vector = helper.create_variable_for_type_inference(dtype=x.dtype)
2582

2583 2584 2585 2586 2587 2588 2589
        helper.append_op(
            type='eigh',
            inputs={'X': x},
            outputs={'Eigenvalues': out_value, 'Eigenvectors': out_vector},
            attrs={'UPLO': UPLO},
        )
        return out_value, out_vector
A
andyjpaddle 已提交
2590 2591 2592 2593


def pinv(x, rcond=1e-15, hermitian=False, name=None):
    r"""
2594
    Calculate pseudo inverse via SVD(singular value decomposition)
A
andyjpaddle 已提交
2595 2596 2597 2598 2599 2600 2601 2602 2603 2604
    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)
2605

A
andyjpaddle 已提交
2606 2607 2608
    If x is hermitian or symmetric matrix, svd will be replaced with eigh.

    Args:
2609 2610 2611
        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
2612 2613 2614 2615
            float32 or float64 or complex64 or complex128. When data
            type is complex64 or cpmplex128, hermitian should be set
            True.

2616
        rcond(Tensor, optional): the tolerance value to determine
2617
            when is a singular value zero. Default:1e-15.
2618 2619

        hermitian(bool, optional): indicates whether x is Hermitian
A
andyjpaddle 已提交
2620
            if complex or symmetric if real. Default: False.
2621 2622

        name(str|None): A name for this layer(optional). If set None,
A
andyjpaddle 已提交
2623
            the layer will be named automatically.
2624

A
andyjpaddle 已提交
2625
    Returns:
2626
        Tensor: The tensor with same data type with x. it represents
A
andyjpaddle 已提交
2627
        pseudo inverse of x. Its shape should be (*, n, m).
2628

A
andyjpaddle 已提交
2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654
    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 ;
    """
2655 2656 2657
    if in_dygraph_mode():
        if not hermitian:
            # combine svd and matmul op
2658 2659
            u, s, vt = _C_ops.svd(x, False)
            max_singular_val = _C_ops.max(s, [-1], True)
2660 2661 2662 2663
            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
2664

2665 2666 2667 2668 2669 2670
            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)
2671
            st = _C_ops.unsqueeze(singular, [-2])
2672 2673 2674

            dims = list(range(len(vt.shape)))
            perm = dims[:-2] + [dims[-1]] + [dims[-2]]
2675
            v = _C_ops.transpose(vt, perm)
2676 2677

            out_1 = v * st
2678
            out_2 = _C_ops.matmul(out_1, u, False, True)
2679 2680 2681
            return out_2
        else:
            # combine eigh and matmul op
2682
            s, u = _C_ops.eigh(x, 'UPLO')
2683
            s_abs = paddle.abs(s)
2684
            max_singular_val = _C_ops.max(s_abs, [-1], True)
2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695
            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)
2696
            st = _C_ops.unsqueeze(singular, [-2])
2697 2698

            out_1 = u * st
2699 2700
            u_conj = _C_ops.conj(u)
            out_2 = _C_ops.matmul(out_1, u_conj, False, True)
2701
            return out_2
A
andyjpaddle 已提交
2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713
    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]},
2714
                outputs={'U': u, 'VH': vt, 'S': s},
2715 2716
                attrs={'full_matrices': False},
            )
A
andyjpaddle 已提交
2717 2718

            max_singular_val = helper.create_variable_for_type_inference(dtype)
2719 2720 2721 2722 2723 2724
            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
2725

2726
            rcond = full(shape=[1], fill_value=rcond, dtype=dtype)
A
andyjpaddle 已提交
2727 2728
            cutoff = rcond * max_singular_val
            y = float('inf')
2729
            y = full(shape=[1], fill_value=y, dtype=dtype)
A
andyjpaddle 已提交
2730 2731

            condition = s > cutoff
2732 2733 2734 2735 2736
            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
2737 2738 2739

            st = helper.create_variable_for_type_inference(dtype=dtype)
            st_shape = helper.create_variable_for_type_inference(dtype=dtype)
2740 2741 2742 2743 2744 2745
            helper.append_op(
                type='unsqueeze2',
                inputs={'X': singular},
                attrs={'axes': [-2]},
                outputs={'Out': st, 'XShape': st_shape},
            )
A
andyjpaddle 已提交
2746 2747 2748 2749 2750

            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)
2751 2752 2753 2754 2755 2756
            helper.append_op(
                type='transpose2',
                inputs={'X': [vt]},
                outputs={'Out': [v], 'XShape': [v_shape]},
                attrs={'axis': perm},
            )
A
andyjpaddle 已提交
2757 2758

            out_1 = helper.create_variable_for_type_inference(dtype)
2759 2760 2761 2762 2763 2764
            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
2765 2766 2767 2768 2769
            out_1 = helper.append_activation(out_1)

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
2770
                inputs={'X': out_1, 'Y': u},
A
andyjpaddle 已提交
2771
                outputs={'Out': out_2},
2772
                attrs={'trans_x': False, 'trans_y': True},
2773
            )
A
andyjpaddle 已提交
2774 2775 2776 2777 2778
            return out_2
        else:
            helper = LayerHelper('pinv', **locals())
            dtype = x.dtype
            check_variable_and_dtype(
2779 2780 2781 2782 2783
                x,
                'dtype',
                ['float32', 'float64', 'complex64', 'complex128'],
                'pinv',
            )
A
andyjpaddle 已提交
2784 2785 2786 2787 2788 2789 2790 2791 2792 2793

            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)
2794 2795 2796 2797 2798 2799
            helper.append_op(
                type='eigh',
                inputs={'X': x},
                outputs={'Eigenvalues': s, 'Eigenvectors': u},
                attrs={'UPLO': 'L'},
            )
A
andyjpaddle 已提交
2800
            s_abs = helper.create_variable_for_type_inference(s_type)
2801 2802 2803
            helper.append_op(
                type='abs', inputs={'X': s}, outputs={'Out': s_abs}
            )
A
andyjpaddle 已提交
2804
            max_singular_val = helper.create_variable_for_type_inference(s_type)
2805 2806 2807 2808 2809 2810
            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
2811

2812
            rcond = full(shape=[1], fill_value=rcond, dtype=s_type)
A
andyjpaddle 已提交
2813 2814
            cutoff = rcond * max_singular_val
            y = float('inf')
2815
            y = full(shape=[1], fill_value=y, dtype=s_type)
A
andyjpaddle 已提交
2816 2817

            condition = s_abs > cutoff
2818 2819 2820 2821 2822
            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
2823 2824 2825

            st = helper.create_variable_for_type_inference(dtype=s_type)
            st_shape = helper.create_variable_for_type_inference(dtype=s_type)
2826 2827 2828 2829 2830 2831
            helper.append_op(
                type='unsqueeze2',
                inputs={'X': singular},
                attrs={'axes': [-2]},
                outputs={'Out': st, 'XShape': st_shape},
            )
A
andyjpaddle 已提交
2832 2833

            out_1 = helper.create_variable_for_type_inference(dtype)
2834 2835 2836 2837 2838 2839
            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
2840 2841 2842
            out_1 = helper.append_activation(out_1)

            u_conj = helper.create_variable_for_type_inference(dtype)
2843 2844 2845
            helper.append_op(
                type='conj', inputs={'X': u}, outputs={'Out': [u_conj]}
            )
A
andyjpaddle 已提交
2846 2847 2848 2849

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
2850
                inputs={'X': out_1, 'Y': u_conj},
A
andyjpaddle 已提交
2851
                outputs={'Out': out_2},
2852
                attrs={'trans_x': False, 'trans_y': True},
2853
            )
A
andyjpaddle 已提交
2854
            return out_2
W
Weilong Wu 已提交
2855 2856 2857 2858


def solve(x, y, name=None):
    r"""
2859

W
Weilong Wu 已提交
2860
    Computes the solution of a square system of linear equations with a unique solution for input 'X' and 'Y'.
2861
    Let :math:`X` be a sqaure matrix or a batch of square matrices, :math:`Y` be
W
Weilong Wu 已提交
2862
    a vector/matrix or a batch of vectors/matrices, the equation should be:
2863

W
Weilong Wu 已提交
2864 2865
    .. math::
        Out = X^-1 * Y
2866 2867

    Specifically, this system of linear equations has one solution if and only if input 'X' is invertible.
2868

W
Weilong Wu 已提交
2869
    Args:
2870
        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
2871
            more batch dimensions. Its data type should be float32 or float64.
2872
        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
2873
            more batch dimensions. Its data type should be float32 or float64.
2874
        name(str, optional): Name for the operation (optional, default is None).
W
Weilong Wu 已提交
2875
            For more information, please refer to :ref:`api_guide_Name`.
2876

W
Weilong Wu 已提交
2877
    Returns:
2878
        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
2879
        Its data type should be the same as that of `x`.
2880

W
Weilong Wu 已提交
2881
    Examples:
2882

2883
        .. code-block:: python
2884

2885 2886 2887
            # a square system of linear equations:
            # 2*X0 + X1 = 9
            # X0 + 2*X1 = 8
2888

2889 2890 2891 2892 2893
            import paddle

            x = paddle.to_tensor([[3, 1],[1, 2]], dtype="float64")
            y = paddle.to_tensor([9, 8], dtype="float64")
            out = paddle.linalg.solve(x, y)
2894

2895 2896
            print(out)
            # [2., 3.])
W
Weilong Wu 已提交
2897
    """
2898
    if in_dygraph_mode():
2899
        return _C_ops.solve(x, y)
2900 2901 2902 2903 2904 2905
    else:
        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)
2906

2907 2908 2909 2910
        helper.append_op(
            type="solve", inputs={"X": x, "Y": y}, outputs={"Out": out}
        )
        return out
2911 2912


2913 2914 2915
def triangular_solve(
    x, y, upper=True, transpose=False, unitriangular=False, name=None
):
2916
    r"""
2917 2918
    Computes the solution of a system of equations with a triangular coefficient.  `x` is coefficient matrix
    `y` is multiple right-hand sides of equations.
2919

2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931
    Input `x` and `y` is 2D matrices or batches of 2D matrices. If the inputs are batches, the outputs is also
    batches.

    Equations can be described as:

    .. math::
        x * Out = y

    Solution of Equations is:

    .. math::
        Out = x ^ {-1} * y
2932 2933 2934 2935

    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.
2936
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is
2937
            zero or more batch dimensions. Its data type should be float32 or float64.
2938
        upper (bool, optional): Whether to solve the upper-triangular system of equations (default) or the lower-triangular
2939 2940
            system of equations. Default: True.
        transpose (bool, optional): whether `x` should be transposed before calculation. Default: False.
2941
        unitriangular (bool, optional): whether `x` is unit triangular. If True, the diagonal elements of `x` are assumed
2942 2943 2944 2945 2946 2947 2948 2949
            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:
2950
        .. code-block:: python
2951

2952 2953 2954 2955
            # a square system of linear equations:
            # x1 +   x2  +   x3 = 0
            #      2*x2  +   x3 = -9
            #               -x3 = 5
2956

2957 2958 2959 2960 2961 2962
            import paddle
            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)
2963

2964 2965
            print(out)
            # [7, -2, -5]
2966
    """
H
hong 已提交
2967
    if in_dygraph_mode():
2968
        return _C_ops.triangular_solve(x, y, upper, transpose, unitriangular)
2969 2970 2971 2972 2973
    else:
        inputs = {"X": [x], "Y": [y]}
        helper = LayerHelper("triangular_solve", **locals())
        check_variable_and_dtype(
            x, 'x', ['float32', 'float64'], 'triangular_solve'
2974
        )
2975 2976 2977 2978
        check_variable_and_dtype(
            y, 'y', ['float32', 'float64'], 'triangular_solve'
        )
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
2979

2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990
        helper.append_op(
            type='triangular_solve',
            inputs={'X': x, 'Y': y},
            outputs={'Out': out},
            attrs={
                'upper': upper,
                'transpose': transpose,
                'unitriangular': unitriangular,
            },
        )
        return out
2991 2992


Z
zhiboniu 已提交
2993 2994 2995 2996 2997 2998 2999 3000 3001 3002
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.
3003
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is
Z
zhiboniu 已提交
3004 3005 3006 3007 3008 3009 3010 3011 3012
            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:
3013
        .. code-block:: python
Z
zhiboniu 已提交
3014

3015
            import paddle
Z
zhiboniu 已提交
3016

3017 3018 3019 3020 3021
            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
3022

3023 3024
            print(out)
            # [-2.5, -7, 9.5]
Z
zhiboniu 已提交
3025
    """
H
hong 已提交
3026
    if in_dygraph_mode():
3027
        return _C_ops.cholesky_solve(x, y, upper)
3028 3029 3030 3031 3032 3033 3034 3035 3036
    else:
        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)
H
hong 已提交
3037

3038 3039 3040 3041 3042 3043 3044
        helper.append_op(
            type='cholesky_solve',
            inputs={'X': x, 'Y': y},
            outputs={'Out': out},
            attrs={'upper': upper},
        )
        return out
Z
zhiboniu 已提交
3045 3046


3047 3048
def eigvalsh(x, UPLO='L', name=None):
    """
3049
    Computes the eigenvalues of a
3050 3051 3052
    complex Hermitian (conjugate symmetric) or a real symmetric matrix.

    Args:
3053
        x (Tensor): A tensor with shape :math:`[*, M, M]` , where * is zero or greater batch dimension. The data type of the input Tensor x
3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066
            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

3067
            x = paddle.to_tensor([[1, -2j], [2j, 5]])
3068 3069
            out_value = paddle.eigvalsh(x, UPLO='L')
            print(out_value)
3070 3071
            # Tensor(shape=[2], dtype=float32, place=Place(cpu), stop_gradient=True,
            #        [0.17157286, 5.82842731])
3072
    """
3073
    if in_dygraph_mode():
3074
        values, _ = _C_ops.eigvalsh(x, UPLO, x.stop_gradient)
3075
        return values
3076
    else:
3077

3078 3079 3080 3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092
        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 "
                    "length of Input(input) is %s." % len(x.shape)
                )
            if x_shape[-1] != x_shape[-2]:
                raise ValueError(
                    "The input matrix must be batches of square matrices. But received x's dimention: {}".format(
                        x_shape
                    )
                )
            if UPLO != 'L' and UPLO != 'U':
                raise ValueError(
3093
                    f"UPLO must be L or U. But received UPLO is: {UPLO}"
3094
                )
3095

3096
        __check_input(x, UPLO)
3097

3098 3099 3100 3101 3102 3103 3104
        helper = LayerHelper('eigvalsh', **locals())
        check_variable_and_dtype(
            x,
            'dtype',
            ['float32', 'float64', 'complex64', 'complex128'],
            'eigvalsh',
        )
3105

3106 3107
        out_value = helper.create_variable_for_type_inference(dtype=x.dtype)
        out_vector = helper.create_variable_for_type_inference(dtype=x.dtype)
3108

3109 3110 3111 3112 3113 3114 3115 3116
        is_test = x.stop_gradient
        helper.append_op(
            type='eigvalsh',
            inputs={'X': x},
            outputs={'Eigenvalues': out_value, 'Eigenvectors': out_vector},
            attrs={'UPLO': UPLO, 'is_test': is_test},
        )
        return out_value
3117 3118


3119 3120 3121 3122 3123 3124 3125 3126
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.
3127
        y (Tensor): A tensor with shape ``(*, M, K)`` , the data type of the input Tensor ``y``
3128
            should be one of float32, float64.
3129 3130
        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
3131
            machine precision of x_dtype.
3132 3133 3134
        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’
3135
            for CUDA inputs.
3136
        name(str, optional): The default value is None. Normally there is no need for user to set
3137 3138 3139
            this property. For more information, please refer to :ref:`api_guide_Name`.

    Returns:
3140 3141 3142 3143 3144 3145 3146
        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
3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158 3159 3160 3161 3162 3163 3164 3165 3166 3167 3168 3169 3170 3171 3172 3173 3174 3175 3176 3177 3178
        ``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()
3179 3180 3181
    if device == "cpu":
        if driver not in (None, "gels", "gelss", "gelsd", "gelsy"):
            raise ValueError(
3182 3183 3184 3185
                "Only support valid driver is 'gels', 'gelss', 'gelsd', 'gelsy' or None for CPU inputs. But got {}".format(
                    driver
                )
            )
3186 3187 3188 3189
        driver = "gelsy" if driver is None else driver
    elif "gpu" in device:
        if driver not in (None, "gels"):
            raise ValueError(
3190 3191 3192 3193
                "Only support valid driver is 'gels' or None for CUDA inputs. But got {}".format(
                    driver
                )
            )
3194 3195 3196 3197
        driver = "gels" if driver is None else driver
    else:
        raise RuntimeError("Only support lstsq api for CPU or CUDA device.")

3198
    if not (x.dtype == y.dtype and x.dtype in (paddle.float32, paddle.float64)):
3199 3200 3201 3202
        raise ValueError(
            "Only support x and y have the same dtype such as 'float32' and 'float64'."
        )

3203 3204 3205 3206 3207 3208 3209 3210 3211 3212 3213 3214 3215 3216 3217
    if x.ndim < 2:
        raise ValueError(
            f"The shape of x should be (*, M, N), but received ndim is [{x.ndim} < 2]"
        )

    if y.ndim < 2:
        raise ValueError(
            f"The shape of y should be (*, M, K), but received ndim is [{y.ndim} < 2]"
        )

    if x.shape[-2] != y.shape[-2]:
        raise ValueError(
            f"x with shape (*, M = {x.shape[-2]}, N) and y with shape (*, M = {y.shape[-2]}, K) should have same M."
        )

3218 3219 3220 3221 3222 3223
    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])

3224 3225 3226 3227
    if in_dygraph_mode():
        solution, residuals, rank, singular_values = _C_ops.lstsq(
            x, y, rcond, driver
        )
3228 3229 3230 3231 3232 3233 3234
        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
3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248
    else:
        helper = LayerHelper('lstsq', **locals())
        check_variable_and_dtype(
            x,
            'dtype',
            ['float32', 'float64', 'complex64', 'complex128'],
            'lstsq',
        )
        check_variable_and_dtype(
            y,
            'dtype',
            ['float32', 'float64', 'complex64', 'complex128'],
            'lstsq',
        )
3249

3250 3251 3252 3253 3254 3255
        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
        )
3256

3257 3258 3259 3260 3261 3262 3263 3264 3265 3266 3267
        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},
        )
3268

3269 3270 3271 3272 3273 3274 3275 3276 3277
        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]
            )
3278

3279
        return solution, residuals, rank, singular_values
3280 3281 3282 3283


def corrcoef(x, rowvar=True, name=None):
    """
3284

3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303 3304 3305 3306 3307
    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
3308

3309 3310 3311 3312 3313 3314 3315 3316 3317 3318 3319 3320 3321 3322
            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 "
3323 3324
            "length of Input(input) is %s." % len(x.shape)
        )
3325 3326 3327
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'corrcoef')

    c = cov(x, rowvar)
3328
    if c.ndim == 0:
3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342
        # 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):
3343 3344 3345
        return paddle.complex(
            paddle.clip(c.real(), -1, 1), paddle.clip(c.imag(), -1, 1)
        )
3346 3347 3348 3349
    else:
        c = paddle.clip(c, -1, 1)

    return c