linalg.py 126.9 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13
#   Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14

myq406450149's avatar
myq406450149 已提交
15
import numpy as np
16
from ..framework import LayerHelper
17
from ..framework import _varbase_creator, _dygraph_tracer, in_dygraph_mode, _non_static_mode
H
huangxu96 已提交
18
from ..fluid.data_feeder import check_variable_and_dtype, check_type, check_dtype
Z
zhiboniu 已提交
19
from ..static import Variable
20 21
from ..fluid.framework import _in_legacy_dygraph
from .manipulation import cast
22 23 24
from .math import multiply, add
from .logic import logical_not
from .creation import full
25

A
andyjpaddle 已提交
26
import paddle
27
import warnings
28 29
from paddle.common_ops_import import core
from paddle.common_ops_import import VarDesc
W
wanghuancoder 已提交
30
from paddle import _C_ops
31

32 33
__all__ = []

34 35 36
# Consistent with kDefaultDim from C++ Backend
K_DEFAULT_DIM = 9

37

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 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117
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():
        return _C_ops.final_state_transpose(x, perm)
    else:
        if _in_legacy_dygraph():
            out, _ = _C_ops.transpose2(x, 'axis', perm)
            return out

    check_variable_and_dtype(x, 'x', [
        'bool', 'float16', 'float32', 'float64', 'int32', 'int64', 'complex64',
        'complex128'
    ], 'transpose')
    check_type(perm, 'perm', (list, tuple), 'transpose')
    if isinstance(perm, tuple):
        perm = list(perm)
    if len(perm) != len(x.shape):
        raise ValueError(
            "Input(perm) is the permutation of dimensions of Input(x), "
            "its length should be equal to dimensions of Input(x), "
            "but received dimension of Input(x) is %s, "
            "the length of Input(perm) is %s." % (len(x.shape), len(perm)))
    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)))

    helper = LayerHelper('transpose', **locals())
    out = helper.create_variable_for_type_inference(x.dtype)
    x_shape = helper.create_variable_for_type_inference(x.dtype)
118 119 120 121 122 123 124
    helper.append_op(type='transpose2',
                     inputs={'X': [x]},
                     outputs={
                         'Out': [out],
                         'XShape': [x_shape]
                     },
                     attrs={'axis': perm})
125 126 127
    return out


S
ShenLiang 已提交
128
def matmul(x, y, transpose_x=False, transpose_y=False, name=None):
129
    """
130 131
    Applies matrix multiplication to two tensors. `matmul` follows
    the complete broadcast rules,
S
ShenLiang 已提交
132
    and its behavior is consistent with `np.matmul`.
S
swtkiwi 已提交
133

S
ShenLiang 已提交
134 135
    Currently, the input tensors' number of dimensions can be any, `matmul` can be used to
    achieve the `dot`, `matmul` and `batchmatmul`.
136 137 138 139 140

    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
141 142
      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
143 144 145 146 147 148 149 150
      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.

151 152
    - 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
153
      After the matrix multiply, the prepended dimension is removed.
154 155

    - If the `x` is 2-dimensional and `y` is 1-dimensional,
S
ShenLiang 已提交
156 157
      the matrix-vector product is obtained.

158 159 160 161 162 163 164 165 166
    - 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
167
      out will be a (j, k, n, p) tensor.
168 169

    Args:
S
ShenLiang 已提交
170 171
        x (Tensor): The input tensor which is a Tensor.
        y (Tensor): The input tensor which is a Tensor.
172 173 174 175 176 177
        transpose_x (bool): Whether to transpose :math:`x` before multiplication.
        transpose_y (bool): Whether to transpose :math:`y` before multiplication.
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
S
ShenLiang 已提交
178
        Tensor: The output Tensor.
179 180 181

    Examples:

C
Chen Long 已提交
182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219
        .. code-block:: python

            import paddle

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

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

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

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

            # batched matrix * broadcasted matrix
            x = paddle.rand([10, 1, 5, 2])
            y = paddle.rand([1, 3, 2, 5])
            z = paddle.matmul(x, y)
            print(z.shape)
            # [10, 3, 5, 5]
220 221

    """
222 223 224 225 226
    if in_dygraph_mode():
        return _C_ops.final_state_matmul(x, y, transpose_x, transpose_y)

    if _in_legacy_dygraph():
        op_type = 'matmul_v2'
W
wanghuancoder 已提交
227
        op = getattr(_C_ops, op_type)
S
ShenLiang 已提交
228 229
        return op(x, y, 'trans_x', transpose_x, 'trans_y', transpose_y)

230
    attrs = {
S
ShenLiang 已提交
231 232
        'trans_x': transpose_x,
        'trans_y': transpose_y,
233 234 235 236 237
    }

    def __check_input(x, y):
        var_names = {'x': x, 'y': y}
        for name, val in var_names.items():
S
ShenLiang 已提交
238
            check_variable_and_dtype(
239 240 241
                val, name,
                ['float16', 'float32', 'float64', 'complex64', 'complex128'],
                'matmul')
242 243 244

    __check_input(x, y)

S
ShenLiang 已提交
245
    helper = LayerHelper('matmul_v2', **locals())
246
    out = helper.create_variable_for_type_inference(dtype=x.dtype)
247 248 249 250 251 252 253
    helper.append_op(type='matmul_v2',
                     inputs={
                         'X': x,
                         'Y': y
                     },
                     outputs={'Out': out},
                     attrs=attrs)
254
    return out
Z
Zhang Ting 已提交
255 256


myq406450149's avatar
myq406450149 已提交
257
def norm(x, p='fro', axis=None, keepdim=False, name=None):
258
    """
S
swtkiwi 已提交
259

260 261 262
    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.

263 264 265 266 267 268
    .. note::
        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.

269
    Args:
myq406450149's avatar
myq406450149 已提交
270
        x (Tensor): The input tensor could be N-D tensor, and the input data
271
            type could be float32 or float64.
myq406450149's avatar
myq406450149 已提交
272
        p (float|string, optional): Order of the norm. Supported values are `fro`, `0`, `1`, `2`,
273
            `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
274
            Default value is `fro`.
myq406450149's avatar
myq406450149 已提交
275 276
        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.
277
            If `axis < 0`, the dimension to norm operation is rank(input) + axis.
myq406450149's avatar
myq406450149 已提交
278
            If axis is a list(int)/tuple(int) with two elements, the matrix norm is computed over the axis.
myq406450149's avatar
myq406450149 已提交
279
            Defalut value is `None`.
280 281 282 283 284 285 286 287
        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
288
        Tensor: results of norm operation on the specified axis of input tensor,
289
        it's data type is the same as input's Tensor.
290

291 292
    Examples:
        .. code-block:: python
293

294
            import paddle
myq406450149's avatar
myq406450149 已提交
295 296 297 298 299 300 301 302
            import numpy as np
            shape=[2, 3, 4]
            np_input = np.arange(24).astype('float32') - 12
            np_input = np_input.reshape(shape)
            x = paddle.to_tensor(np_input)
            #[[[-12. -11. -10.  -9.] [ -8.  -7.  -6.  -5.] [ -4.  -3.  -2.  -1.]]
            # [[  0.   1.   2.   3.] [  4.   5.   6.   7.] [  8.   9.  10.  11.]]]

303
            # compute frobenius norm along last two dimensions.
304
            out_fro = paddle.linalg.norm(x, p='fro', axis=[0,1])
myq406450149's avatar
myq406450149 已提交
305 306
            # out_fro.numpy() [17.435596 16.911535 16.7332   16.911535]

307
            # compute 2-order vector norm along last dimension.
308
            out_pnorm = paddle.linalg.norm(x, p=2, axis=-1)
myq406450149's avatar
myq406450149 已提交
309 310 311 312
            #out_pnorm.numpy(): [[21.118711  13.190906   5.477226]
            #                    [ 3.7416575 11.224972  19.131126]]

            # compute 2-order  norm along [0,1] dimension.
313
            out_pnorm = paddle.linalg.norm(x, p=2, axis=[0,1])
myq406450149's avatar
myq406450149 已提交
314 315 316
            #out_pnorm.numpy(): [17.435596 16.911535 16.7332   16.911535]

            # compute inf-order  norm
317
            out_pnorm = paddle.linalg.norm(x, p=np.inf)
myq406450149's avatar
myq406450149 已提交
318
            #out_pnorm.numpy()  = [12.]
319
            out_pnorm = paddle.linalg.norm(x, p=np.inf, axis=0)
myq406450149's avatar
myq406450149 已提交
320 321 322
            #out_pnorm.numpy(): [[12. 11. 10. 9.] [8. 7. 6. 7.] [8. 9. 10. 11.]]

            # compute -inf-order  norm
323
            out_pnorm = paddle.linalg.norm(x, p=-np.inf)
myq406450149's avatar
myq406450149 已提交
324
            #out_pnorm.numpy(): [0.]
325
            out_pnorm = paddle.linalg.norm(x, p=-np.inf, axis=0)
myq406450149's avatar
myq406450149 已提交
326
            #out_pnorm.numpy(): [[0. 1. 2. 3.] [4. 5. 6. 5.] [4. 3. 2. 1.]]
327 328
    """

myq406450149's avatar
myq406450149 已提交
329
    def frobenius_norm(input, dim=None, keepdim=False, name=None):
330 331 332 333 334 335 336 337 338 339 340
        """
        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
341 342 343

        if in_dygraph_mode():
            if dim is None:
344 345
                return _C_ops.final_state_frobenius_norm(
                    input, [], keepdim, True)
F
From00 已提交
346 347
            return _C_ops.final_state_frobenius_norm(input, dim, keepdim, False)
        if _in_legacy_dygraph():
myq406450149's avatar
myq406450149 已提交
348
            if dim is None:
W
wanghuancoder 已提交
349 350 351 352
                return _C_ops.frobenius_norm(input, 'keep_dim', keepdim,
                                             'reduce_all', True)
            return _C_ops.frobenius_norm(input, 'dim', dim, 'keep_dim', keepdim,
                                         'reduce_all', False)
myq406450149's avatar
myq406450149 已提交
353 354
        attrs = {'dim': dim, 'keep_dim': keepdim, 'reduce_all': False}
        if dim is None:
355 356 357 358 359
            attrs['reduce_all'] = True
        check_variable_and_dtype(input, 'input', ['float32', 'float64'],
                                 'frobenius_norm')

        helper = LayerHelper('frobenius_norm', **locals())
myq406450149's avatar
myq406450149 已提交
360 361
        out = helper.create_variable_for_type_inference(
            dtype=helper.input_dtype())
362

363 364 365 366
        helper.append_op(type='frobenius_norm',
                         inputs={'X': input},
                         outputs={'Out': out},
                         attrs=attrs)
367 368 369 370 371 372
        return out

    def vector_norm(input,
                    porder=None,
                    axis=None,
                    keepdim=False,
myq406450149's avatar
myq406450149 已提交
373
                    asvector=False,
374 375 376 377 378 379 380 381 382
                    name=None):
        """
        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.
        """
383 384 385 386 387 388
        if in_dygraph_mode():
            if axis is None: axis = -1
            return _C_ops.final_state_p_norm(input, porder, axis, 1e-12,
                                             keepdim, asvector)

        if _in_legacy_dygraph():
myq406450149's avatar
myq406450149 已提交
389
            if axis is None: axis = -1
W
wanghuancoder 已提交
390 391
            return _C_ops.p_norm(input, 'porder', porder, 'axis', axis,
                                 'keepdim', keepdim, 'asvector', asvector)
392

393 394 395 396
        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')
myq406450149's avatar
myq406450149 已提交
397 398 399
        check_variable_and_dtype(input, 'input', ['float32', 'float64'],
                                 'p_norm')

400 401 402 403
        attrs = {
            'axis': axis if axis is not None else -1,
            'porder': float(porder) if porder is not None else 2.0,
            'keepdim': keepdim,
myq406450149's avatar
myq406450149 已提交
404
            'asvector': asvector,
405 406 407
            'epsilon': 1e-12,
        }
        helper = LayerHelper('p_norm', **locals())
myq406450149's avatar
myq406450149 已提交
408 409
        out = helper.create_variable_for_type_inference(
            dtype=helper.input_dtype())
410

411 412 413 414
        helper.append_op(type='p_norm',
                         inputs={'X': input},
                         outputs={'Out': out},
                         attrs=attrs)
415 416
        return out

myq406450149's avatar
myq406450149 已提交
417 418 419 420 421 422
    def inf_norm(input,
                 porder=None,
                 axis=axis,
                 keepdim=False,
                 asvector=False,
                 name=None):
O
OccupyMars2025 已提交
423
        helper = LayerHelper('inf_norm', **locals())
myq406450149's avatar
myq406450149 已提交
424 425 426 427 428 429 430 431 432
        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())

        reduce_all = True if axis == None or axis == [] or asvector == True else False
        axis = axis if axis != None and axis != [] else [0]

433
        reduce_type = 'reduce_max' if porder == np.float64(
myq406450149's avatar
myq406450149 已提交
434
            'inf') else 'reduce_min'
435 436 437 438 439 440 441 442
        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
443 444 445 446

        return reduce_out

    def p_matrix_norm(input, porder=1., axis=axis, keepdim=False, name=None):
447 448 449 450
        """
        NOTE:
            This function actually treats the matrix as flattened vector to calculate vector norm instead of matrix norm.
        """
myq406450149's avatar
myq406450149 已提交
451 452 453 454 455
        block = LayerHelper('norm', **locals())
        out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
        abs_out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
456 457 458
        block.append_op(type='abs',
                        inputs={'X': input},
                        outputs={'Out': abs_out})
myq406450149's avatar
myq406450149 已提交
459 460 461
        pow_out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())

462 463 464 465
        block.append_op(type='pow',
                        inputs={'X': abs_out},
                        outputs={'Out': pow_out},
                        attrs={'factor': porder})
myq406450149's avatar
myq406450149 已提交
466 467
        sum_out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
468 469 470 471 472 473 474 475 476 477 478 479
        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. / porder)})
myq406450149's avatar
myq406450149 已提交
480 481
        return out

482 483 484
    if axis is None and p is not None:
        if isinstance(p, str):
            if p == "fro":
myq406450149's avatar
myq406450149 已提交
485
                return frobenius_norm(x, dim=axis, keepdim=keepdim, name=name)
486 487 488 489
            else:
                raise ValueError(
                    "only valid string values are 'fro', found {}".format(p))
        elif isinstance(p, (int, float)):
490 491 492 493 494 495
            return vector_norm(x,
                               porder=p,
                               axis=axis,
                               keepdim=keepdim,
                               asvector=True,
                               name=name)
496
        else:
497 498 499
            raise ValueError(
                "only valid p type is string or float, found {}".format(
                    type(p)))
500

myq406450149's avatar
myq406450149 已提交
501 502
    if isinstance(axis, tuple):
        axis = list(axis)
503 504 505 506 507
    if isinstance(axis, list) and len(axis) == 1:
        axis = axis[0]

    #calculate vector norm, where axis is int or list with only one integer
    if isinstance(axis, int):
myq406450149's avatar
myq406450149 已提交
508 509
        if isinstance(p, str):
            if p == "fro":
510 511 512 513 514 515
                return vector_norm(x,
                                   porder=2,
                                   axis=axis,
                                   keepdim=keepdim,
                                   asvector=False,
                                   name=name)
myq406450149's avatar
myq406450149 已提交
516 517 518 519 520

            else:
                raise ValueError(
                    "only valid string values are 'fro', found {}".format(p))
        elif isinstance(p, (int, float)):
521 522 523 524 525 526
            return vector_norm(x,
                               axis=axis,
                               porder=p,
                               keepdim=keepdim,
                               asvector=False,
                               name=name)
527 528 529 530 531 532 533
        else:
            raise ValueError(
                "unspport p for p-order vector norm. except float, found {}".
                format(p))
    #calculate matrix norm, where axis is list with two integers
    elif isinstance(axis, list) and len(axis) == 2:
        if p == "fro":
myq406450149's avatar
myq406450149 已提交
534 535 536
            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
537 538
        elif p == 0:
            raise ValueError(
539 540
                "just suport axis type int or list (length of list <=1) if p = 0, found {}"
                .format(axis))
541
        else:
542 543 544 545 546
            return p_matrix_norm(x,
                                 porder=p,
                                 axis=axis,
                                 keepdim=keepdim,
                                 name=name)
547 548 549 550 551 552
    else:
        raise ValueError(
            "except axis type int or list (length of list <=2), found {}".
            format(axis))


553
def dist(x, y, p=2, name=None):
554
    r"""
S
swtkiwi 已提交
555

Z
Zhang Ting 已提交
556
    This OP returns the p-norm of (x - y). It is not a norm in a strict sense, only as a measure
557 558
    of distance. The shapes of x and y must be broadcastable. The definition is as follows, for
    details, please refer to the `numpy's broadcasting <https://docs.scipy.org/doc/numpy/user/basics.broadcasting.html>`_:
Z
Zhang Ting 已提交
559

560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582
    - 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
583 584 585 586 587 588 589

    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
590
    When p = inf, the inf-norm of z is the maximum element of the absolute value of z.
Z
Zhang Ting 已提交
591 592 593 594 595

    .. math::

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

Z
Zhong Hui 已提交
596
    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
597 598 599 600 601 602 603 604 605 606 607 608

    .. 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:
609 610
        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
611 612 613
        p (float, optional): The norm to be computed, its data type is float32 or float64. Default: 2.

    Returns:
614
        Tensor: Tensor that is the p-norm of (x - y).
Z
Zhang Ting 已提交
615 616 617 618 619 620 621

    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

622 623 624 625
            x = paddle.to_tensor(np.array([[3, 3],[3, 3]]), "float32")
            y = paddle.to_tensor(np.array([[3, 3],[3, 1]]), "float32")
            out = paddle.dist(x, y, 0)
            print(out) # out = [1.]
Z
Zhang Ting 已提交
626

627 628
            out = paddle.dist(x, y, 2)
            print(out) # out = [2.]
Z
Zhang Ting 已提交
629

630 631
            out = paddle.dist(x, y, float("inf"))
            print(out) # out = [2.]
Z
Zhang Ting 已提交
632

633 634
            out = paddle.dist(x, y, float("-inf"))
            print(out) # out = [0.]
Z
Zhang Ting 已提交
635
    """
H
hong 已提交
636 637 638
    if in_dygraph_mode():
        return _C_ops.final_state_dist(x, y, p)

Z
Zhang Ting 已提交
639 640 641 642 643 644 645 646 647
    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)}
648 649 650 651
    helper.append_op(type='dist',
                     inputs=inputs,
                     outputs={'Out': out},
                     attrs=attrs)
Z
Zhang Ting 已提交
652
    return out
L
liuwei1031 已提交
653 654


655 656 657 658 659 660
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:
661 662
        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``.
663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716
            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
            import numpy as np

            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)
            # out.numpy() [1.4142135]

            # compute conditional number when order of the norm is 'fro'
            out_fro = paddle.linalg.cond(x, p='fro')
            # out_fro.numpy() [3.1622777]

            # compute conditional number when order of the norm is 'nuc'
            out_nuc = paddle.linalg.cond(x, p='nuc')
            # out_nuc.numpy() [9.2426405]

            # compute conditional number when order of the norm is 1
            out_1 = paddle.linalg.cond(x, p=1)
            # out_1.numpy() [2.]

            # compute conditional number when order of the norm is -1
            out_minus_1 = paddle.linalg.cond(x, p=-1)
            # out_minus_1.numpy() [1.]

            # compute conditional number when order of the norm is 2
            out_2 = paddle.linalg.cond(x, p=2)
            # out_2.numpy() [1.4142135]

            # compute conditional number when order of the norm is -1
            out_minus_2 = paddle.linalg.cond(x, p=-2)
            # out_minus_2.numpy() [0.70710677]

            # compute conditional number when order of the norm is inf
            out_inf = paddle.linalg.cond(x, p=np.inf)
            # out_inf.numpy() [2.]

            # compute conditional number when order of the norm is -inf
            out_minus_inf = paddle.linalg.cond(x, p=-np.inf)
            # out_minus_inf.numpy() [1.]

            a = paddle.to_tensor(np.random.randn(2, 4, 4).astype('float32'))
717
            # a.numpy()
718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751
            # [[[ 0.14063153 -0.996288    0.7996131  -0.02571543]
            #   [-0.16303636  1.5534962  -0.49919784 -0.04402903]
            #   [-1.1341571  -0.6022629   0.5445269   0.29154757]
            #   [-0.16816919 -0.30972657  1.7521842  -0.5402487 ]]
            #  [[-0.58081484  0.12402827  0.7229862  -0.55046535]
            #   [-0.15178485 -1.1604939   0.75810957  0.30971205]
            #   [-0.9669573   1.0940945  -0.27363303 -0.35416734]
            #   [-1.216529    2.0018666  -0.7773689  -0.17556527]]]
            a_cond_fro = paddle.linalg.cond(a, p='fro')
            # a_cond_fro.numpy()  [31.572273 28.120834]

            b = paddle.to_tensor(np.random.randn(2, 3, 4).astype('float64'))
            # b.numpy()
            # [[[ 1.61707487  0.46829144  0.38130416  0.82546736]
            #   [-1.72710298  0.08866375 -0.62518804  0.16128892]
            #   [-0.02822879 -1.67764516  0.11141444  0.3220113 ]]
            #  [[ 0.22524372  0.62474921 -0.85503233 -1.03960523]
            #   [-0.76620689  0.56673047  0.85064753 -0.45158196]
            #   [ 1.47595418  2.23646462  1.5701758   0.10497519]]]
            b_cond_2 = paddle.linalg.cond(b, p=2)
            # b_cond_2.numpy()  [3.30064451 2.51976252]

    """

    def mat_norm(input, porder=1., axis=None):
        """
        NOTE:
            Calculate the matrix norm of a square matrix or batches of square matrices,
            when porder is in (1, -1, inf, -inf)
        """
        reduce_all = True if axis is None or axis == [] else False
        axis = axis if axis != None and axis != [] else [0]
        keepdim = False

752
        if _non_static_mode():
753
            abs_out = _C_ops.abs(input)
754 755 756 757 758
            if in_dygraph_mode():
                sum_out = _C_ops.final_state_sum(abs_out, axis, None, keepdim)
            else:
                sum_out = _C_ops.reduce_sum(abs_out, 'dim', axis, 'keepdim',
                                            keepdim, 'reduce_all', reduce_all)
759 760 761 762 763 764 765 766 767 768 769 770 771 772
            if porder == 1 or porder == np.inf:
                return _C_ops.reduce_max(sum_out, 'dim', [-1], 'keepdim',
                                         keepdim, 'reduce_all', reduce_all)
            if porder == -1 or porder == -np.inf:
                return _C_ops.reduce_min(sum_out, 'dim', [-1], 'keepdim',
                                         keepdim, 'reduce_all', reduce_all)

        block = LayerHelper('norm', **locals())
        abs_out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
        sum_out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
        out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
773 774 775 776 777 778 779 780 781 782 783
        block.append_op(type='abs',
                        inputs={'X': input},
                        outputs={'Out': abs_out})
        block.append_op(type='reduce_sum',
                        inputs={'X': abs_out},
                        outputs={'Out': sum_out},
                        attrs={
                            'dim': axis,
                            'keep_dim': keepdim,
                            'reduce_all': reduce_all
                        })
784
        if porder == 1 or porder == np.inf:
785 786 787 788 789 790 791 792
            block.append_op(type='reduce_max',
                            inputs={'X': sum_out},
                            outputs={'Out': out},
                            attrs={
                                'dim': [-1],
                                'keep_dim': keepdim,
                                'reduce_all': reduce_all
                            })
793
        if porder == -1 or porder == -np.inf:
794 795 796 797 798 799 800 801
            block.append_op(type='reduce_min',
                            inputs={'X': sum_out},
                            outputs={'Out': out},
                            attrs={
                                'dim': [-1],
                                'keep_dim': keepdim,
                                'reduce_all': reduce_all
                            })
802 803 804 805 806 807 808 809 810 811
        return out

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

812 813 814 815 816 817
        if in_dygraph_mode():
            pow_out = _C_ops.pow(input, 'factor', porder)
            sum_out_1 = _C_ops.final_state_sum(pow_out, axis, None, keepdim)
            sum_out_2 = _C_ops.final_state_sum(sum_out_1, axis, None, keepdim)
            return _C_ops.pow(sum_out_2, 'factor', float(1. / porder))
        elif paddle.in_dynamic_mode():
818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833
            pow_out = _C_ops.pow(input, 'factor', porder)
            sum_out_1 = _C_ops.reduce_sum(pow_out, 'dim', axis, 'keepdim',
                                          keepdim, 'reduce_all', reduce_all)
            sum_out_2 = _C_ops.reduce_sum(sum_out_1, 'dim', axis, 'keepdim',
                                          keepdim, 'reduce_all', reduce_all)
            return _C_ops.pow(sum_out_2, 'factor', float(1. / porder))

        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())
834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857
        block.append_op(type='pow',
                        inputs={'X': input},
                        outputs={'Out': pow_out},
                        attrs={'factor': porder})
        block.append_op(type='reduce_sum',
                        inputs={'X': pow_out},
                        outputs={'Out': sum_out_1},
                        attrs={
                            'dim': axis,
                            'keep_dim': keepdim,
                            'reduce_all': reduce_all
                        })
        block.append_op(type='reduce_sum',
                        inputs={'X': sum_out_1},
                        outputs={'Out': sum_out_2},
                        attrs={
                            'dim': axis,
                            'keep_dim': keepdim,
                            'reduce_all': reduce_all
                        })
        block.append_op(type='pow',
                        inputs={'X': sum_out_2},
                        outputs={'Out': out},
                        attrs={'factor': float(1. / porder)})
858 859 860 861 862 863 864 865 866 867 868 869 870
        return out

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

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

871
        if _non_static_mode():
872
            if porder == "nuc":
873 874 875 876 877
                if in_dygraph_mode():
                    return _C_ops.final_state_sum(s, axis, None, keepdim)
                else:
                    return _C_ops.reduce_sum(s, 'dim', axis, 'keepdim', keepdim,
                                             'reduce_all', reduce_all)
878 879 880 881 882 883 884 885 886 887 888 889 890 891 892
            max_out = _C_ops.reduce_max(s, 'dim', axis, 'keepdim', keepdim,
                                        'reduce_all', reduce_all)
            min_out = _C_ops.reduce_min(s, 'dim', axis, 'keepdim', keepdim,
                                        'reduce_all', reduce_all)
            if porder == 2:
                return _C_ops.elementwise_div(max_out, min_out, 'aixs', axis,
                                              'use_mkldnn', False)
            if porder == -2:
                return _C_ops.elementwise_div(min_out, max_out, 'aixs', axis,
                                              'use_mkldnn', False)

        block = LayerHelper('norm', **locals())
        out = block.create_variable_for_type_inference(
            dtype=block.input_dtype())
        if porder == "nuc":
893 894 895 896 897 898 899 900
            block.append_op(type='reduce_sum',
                            inputs={'X': s},
                            outputs={'Out': out},
                            attrs={
                                'dim': axis,
                                'keep_dim': keepdim,
                                'reduce_all': reduce_all
                            })
901 902 903 904 905
            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())
906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921
        block.append_op(type='reduce_max',
                        inputs={'X': s},
                        outputs={'Out': max_out},
                        attrs={
                            'dim': axis,
                            'keep_dim': keepdim,
                            'reduce_all': reduce_all
                        })
        block.append_op(type='reduce_min',
                        inputs={'X': s},
                        outputs={'Out': min_out},
                        attrs={
                            'dim': axis,
                            'keep_dim': keepdim,
                            'reduce_all': reduce_all
                        })
922
        if porder == 2:
923 924 925 926 927 928 929 930 931 932
            block.append_op(type='elementwise_div',
                            inputs={
                                'X': max_out,
                                'Y': min_out
                            },
                            outputs={'Out': out},
                            attrs={
                                'aixs': axis,
                                'use_mkldnn': False
                            })
933 934
            return out
        if porder == -2:
935 936 937 938 939 940 941 942 943 944
            block.append_op(type='elementwise_div',
                            inputs={
                                'X': min_out,
                                'Y': max_out
                            },
                            outputs={'Out': out},
                            attrs={
                                'aixs': axis,
                                'use_mkldnn': False
                            })
945 946 947
            return out

    def empty_tensor(input, shape):
Z
zhiboniu 已提交
948
        if paddle.in_dynamic_mode():
949 950 951 952 953
            return input.reshape(shape)
        raise ValueError("only support x is nonempty tensor in static mode")

    x_shape = list(x.shape)
    if not len(x_shape) >= 2:
954 955 956
        raise ValueError(
            "input should be a matrix or batches of matrices, " +
            "but the dimention of received input is {}".format(len(x_shape)))
957 958 959 960 961 962 963 964 965 966 967 968 969
    if p == None:
        p = 2
    x_size = 0 if (0 in x_shape) else 1
    if p in ("fro", "nuc", 1, -1, np.inf, -np.inf):
        if x_shape[len(x_shape) - 1] == x_shape[len(x_shape) - 2]:
            if x_size == 0:
                return empty_tensor(x, x_shape[:-2])
            x_inv = x.inverse()
            if p == "fro":
                return fro_norm(x) * fro_norm(x_inv)
            if p == "nuc":
                return svd_norm(x, p) * svd_norm(x_inv, p)
            if p in (1, -1):
970 971
                return mat_norm(x, porder=p, axis=[-2]) * mat_norm(
                    x_inv, porder=p, axis=[-2])
972
            if p in (np.inf, -np.inf):
973 974
                return mat_norm(x, porder=p, axis=[-1]) * mat_norm(
                    x_inv, porder=p, axis=[-1])
975 976 977 978 979 980 981 982 983
        else:
            raise ValueError("only support p is {} when input is a ".format(p) +
                             "square matrix or batches of square matrices")
    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(
984 985
            "unsupported {} for p, only supporting ('fro', 'nuc', ".format(p) +
            "1, -1, 2, -2, inf, -inf) or none")
986 987


L
liuwei1031 已提交
988 989 990
def dot(x, y, name=None):
    """
    This operator calculates inner product for vectors.
991

L
liuwei1031 已提交
992
    .. note::
993 994
       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
995 996

    Parameters:
S
ShenLiang 已提交
997 998
        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
999 1000
        name(str, optional): Name of the output. Default is None. It's used to print debug info for developers. Details: :ref:`api_guide_Name`

1001
    Returns:
1002
        Tensor: the calculated result Tensor.
1003

L
liuwei1031 已提交
1004 1005 1006 1007 1008 1009
    Examples:

    .. code-block:: python

        import paddle
        import numpy as np
1010 1011 1012

        x_data = np.random.uniform(0.1, 1, [10]).astype(np.float32)
        y_data = np.random.uniform(1, 3, [10]).astype(np.float32)
S
ShenLiang 已提交
1013 1014
        x = paddle.to_tensor(x_data)
        y = paddle.to_tensor(y_data)
1015
        z = paddle.dot(x, y)
1016
        print(z)
L
liuwei1031 已提交
1017 1018

    """
1019 1020 1021 1022 1023
    if in_dygraph_mode():
        return _C_ops.final_state_dot(x, y)
    if _in_legacy_dygraph():
        return _C_ops.dot(x, y)

L
liuwei1031 已提交
1024
    op_type = 'dot'
1025

L
liuwei1031 已提交
1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037
    assert x is not None, 'x cannot be None in {}'.format(op_type)
    assert y is not None, 'y cannot be None in {}'.format(op_type)

    check_variable_and_dtype(x, 'x', ['float32', 'float64', 'int32', 'int64'],
                             op_type)
    check_variable_and_dtype(y, 'y', ['float32', 'float64', 'int32', 'int64'],
                             op_type)

    helper = LayerHelper(op_type, **locals())
    if name is None:
        out = helper.create_variable_for_type_inference(dtype=x.dtype)
    else:
1038 1039 1040 1041 1042 1043 1044 1045 1046 1047
        out = helper.create_variable(name=name,
                                     dtype=x.dtype,
                                     persistable=False)
    helper.append_op(type="dot",
                     inputs={
                         'X': x,
                         'Y': y
                     },
                     attrs={},
                     outputs={"Out": out})
L
liuwei1031 已提交
1048
    return out
1049 1050


Z
zhiboniu 已提交
1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163
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.
    For example, for an N-dimensional samples X=[x1,x2,…xN]T, then the covariance matrix 
    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 "
            "length of Input(input) is %s." % len(x.shape))
    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 "
                "shape of Input(input) is %s." % len(fweights.shape))
        if fweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(fweights) should equal to x's dim[1]: {}, but received "
                "size of Input(fweights) is {}.".format(observation_num,
                                                        fweights.shape[0]))
        if fweights.min() < 0:
            raise ValueError(
                "The value of Input(fweights) cannot be negtive, but received "
                "min of Input(fweights) is {}.".format(fweights.min()))
        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 "
                "length of Input(input) is %s." % len(aweights.shape))
        check_variable_and_dtype(aweights, 'dtype', ['float32', 'float64'],
                                 'cov')
        if aweights.shape[0] != observation_num:
            raise ValueError(
                "The number of Input(aweights) should equal to x's dim[1]: {}, but received "
                "size of Input(aweights) is {}.".format(observation_num,
                                                        aweights.shape[0]))
        if aweights.min() < 0:
            raise ValueError(
                "The value of Input(aweights) cannot be negtive, but received "
                "min of Input(aweights) is {}.".format(aweights.min()))
        if w is not None:
            w = w * aw
        else:
            w = aw

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

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

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


1164 1165
def t(input, name=None):
    """
1166 1167
    Transpose <=2-D tensor.
    0-D and 1-D tensors are returned as it is and 2-D tensor is equal to
1168
    the paddle.transpose function which perm dimensions set 0 and 1.
1169

1170
    Args:
1171
        input (Tensor): The input Tensor. It is a N-D (N<=2) Tensor of data types float32, float64, int32, int64.
1172
        name(str, optional): The default value is None.  Normally there is no need for
1173 1174
            user to set this property.  For more information, please refer to :ref:`api_guide_Name`
    Returns:
1175
        Tensor: A transposed n-D Tensor, with data type being float16, float32, float64, int32, int64.
1176

1177
    Examples:
1178

1179 1180 1181 1182
        .. code-block:: python
           :name: code-example
             import paddle
             
1183
             # Example 1 (0-D tensor)
1184 1185 1186
             x = paddle.to_tensor([0.79])
             paddle.t(x) # [0.79]
             
1187
             # Example 2 (1-D tensor)
1188 1189 1190
             x = paddle.to_tensor([0.79, 0.84, 0.32])
             paddle.t(x) # [0.79000002, 0.83999997, 0.31999999]
             paddle.t(x).shape # [3]
1191 1192

             # Example 3 (2-D tensor)
1193 1194 1195 1196 1197 1198 1199 1200
             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]
1201

1202 1203 1204 1205 1206 1207
    """
    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."
            "tensor.transpose() instead." % len(input.shape))
1208 1209 1210 1211 1212 1213 1214 1215 1216
    if in_dygraph_mode():
        if len(input.shape) == 1:
            return input
        # 2-D tensor
        perm = [1, 0]
        out = _C_ops.final_state_transpose(input, perm)
        return out

    if _in_legacy_dygraph():
1217 1218 1219 1220
        if len(input.shape) == 1:
            return input
        # 2-D tensor
        perm = [1, 0]
W
wanghuancoder 已提交
1221
        out, _ = _C_ops.transpose2(input, 'axis', perm)
1222 1223 1224
        return out

    check_variable_and_dtype(
1225 1226
        input, 'input', ['float16', 'float32', 'float64', 'int32', 'int64'],
        'transpose')
1227 1228 1229 1230 1231 1232 1233

    helper = LayerHelper('t', **locals())
    out = helper.create_variable_for_type_inference(input.dtype)
    input_shape = helper.create_variable_for_type_inference(input.dtype)
    if len(input.shape) == 1:
        out = input
    else:
1234 1235 1236 1237 1238 1239 1240
        helper.append_op(type='transpose2',
                         inputs={'X': [input]},
                         outputs={
                             'Out': [out],
                             'XShape': [input_shape]
                         },
                         attrs={'axis': [1, 0]})
1241
    return out
1242 1243


W
wanghuancoder 已提交
1244
def cross(x, y, axis=9, name=None):
1245
    """
1246
    Computes the cross product between two tensors along an axis.
1247

1248 1249
    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.
1250

1251
    Args:
1252 1253
        x (Tensor): The first input tensor.
        y (Tensor): The second input tensor.
W
wanghuancoder 已提交
1254
        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.
1255
        name (str, optional): Name for the operation (optional, default is None). For more information, please refer to :ref:`api_guide_Name`.
1256 1257

    Returns:
1258
        Tensor. A Tensor with same data type as `x`.
1259

1260 1261
    Examples:
        .. code-block:: python
1262

1263
            import paddle
1264

Z
Zhou Wei 已提交
1265 1266 1267 1268 1269 1270
            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]])
1271

1272 1273 1274 1275 1276 1277 1278 1279 1280
            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.]]
1281
    """
J
Jiabin Yang 已提交
1282
    if in_dygraph_mode():
1283
        axis = K_DEFAULT_DIM if axis is None else axis
J
Jiabin Yang 已提交
1284 1285 1286 1287 1288 1289 1290
        return _C_ops.final_state_cross(x, y, axis)
    else:
        if _in_legacy_dygraph():
            if axis is not None:
                return _C_ops.cross(x, y, 'dim', axis)
            else:
                return _C_ops.cross(x, y)
1291
        else:
J
Jiabin Yang 已提交
1292 1293 1294 1295 1296
            helper = LayerHelper("cross", **locals())
            out = helper.create_variable_for_type_inference(x.dtype)
            attrs = dict()
            attrs['dim'] = axis

1297 1298 1299 1300 1301 1302 1303
            helper.append_op(type='cross',
                             inputs={
                                 'X': x,
                                 'Y': y
                             },
                             outputs={'Out': out},
                             attrs=attrs)
J
Jiabin Yang 已提交
1304
            return out
1305 1306


1307
def cholesky(x, upper=False, name=None):
1308
    r"""
G
Guo Sheng 已提交
1309
    Computes the Cholesky decomposition of one symmetric positive-definite
1310 1311
    matrix or batches of symmetric positive-definite matrice.

G
Guo Sheng 已提交
1312 1313 1314 1315 1316 1317
    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:
1318
        x (Tensor): The input tensor. Its shape should be `[*, M, M]`,
G
Guo Sheng 已提交
1319 1320 1321 1322 1323 1324 1325
            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.

    Returns:
1326
        Tensor: A Tensor with same shape and data type as `x`. It represents \
G
Guo Sheng 已提交
1327
            triangular matrices generated by Cholesky decomposition.
1328

G
Guo Sheng 已提交
1329 1330 1331 1332 1333 1334
    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

1335 1336 1337
            a = np.random.rand(3, 3)
            a_t = np.transpose(a, [1, 0])
            x_data = np.matmul(a, a_t) + 1e-03
1338
            x = paddle.to_tensor(x_data)
1339
            out = paddle.linalg.cholesky(x, upper=False)
1340
            print(out)
1341 1342 1343
            # [[1.190523   0.         0.        ]
            #  [0.9906703  0.27676893 0.        ]
            #  [1.25450498 0.05600871 0.06400121]]
G
Guo Sheng 已提交
1344 1345

    """
H
hong 已提交
1346 1347 1348 1349
    if in_dygraph_mode():
        return _C_ops.final_state_cholesky(x, upper)

    if _in_legacy_dygraph():
W
wanghuancoder 已提交
1350
        return _C_ops.cholesky(x, "upper", upper)
H
hong 已提交
1351

G
Guo Sheng 已提交
1352 1353 1354 1355
    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)
1356 1357 1358 1359
    helper.append_op(type='cholesky',
                     inputs={'X': [x]},
                     outputs={'Out': out},
                     attrs={'upper': upper})
G
Guo Sheng 已提交
1360 1361 1362
    return out


1363 1364 1365 1366
def matrix_rank(x, tol=None, hermitian=False, name=None):
    r"""
    Computes the rank of a matrix.

1367
    The rank of a matrix is the number of singular values that are greater than the specified `tol` threshold when hermitian=False,
1368
    or the number of eigenvalues in absolute value that are greater than the specified `tol` threshold when hermitian=True.
1369 1370

    Args:
1371 1372 1373 1374
        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
1375
            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.
1376 1377
        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
1378
            the lower triangular of the matrix to compute.
1379 1380 1381 1382
        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.
1383

1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399
    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]]
1400

1401
    """
1402 1403 1404 1405 1406 1407 1408
    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
1409 1410 1411
            return _C_ops.final_state_matrix_rank_tol(x, tol_tensor,
                                                      use_default_tol,
                                                      hermitian)
1412

1413 1414 1415 1416 1417 1418 1419 1420 1421 1422
        if tol is None:
            tol_attr = 0.0
            use_default_tol = True
        else:
            tol_attr = float(tol)
            use_default_tol = False
        return _C_ops.final_state_matrix_rank(x, tol_attr, use_default_tol,
                                              hermitian)

    if _in_legacy_dygraph():
1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461
        if tol is None:
            tol_tensor = None
            tol_attr = 0.0
            use_default_tol = True
        elif isinstance(tol, Variable):
            if tol.dtype != x.dtype:
                tol_tensor = cast(tol, x.dtype)
            else:
                tol_tensor = tol
            tol_attr = 0.0
            use_default_tol = False
        else:
            tol_tensor = None
            tol_attr = float(tol)
            use_default_tol = False
        return _C_ops.matrix_rank(x, tol_tensor, "tol", tol_attr, 'hermitian',
                                  hermitian, 'use_default_tol', use_default_tol)

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

    helper = LayerHelper('matrix_rank', **locals())
    out = helper.create_variable_for_type_inference(dtype='int32')
1462 1463 1464 1465
    helper.append_op(type='matrix_rank',
                     inputs=inputs,
                     outputs={'Out': out},
                     attrs=attrs)
1466 1467 1468
    return out


1469 1470 1471 1472 1473 1474 1475 1476 1477
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
1478 1479
        x (Tensor): The input Tensor.
        y (Tensor): The input Tensor.
1480 1481 1482 1483
        name(str|None): A name for this layer(optional). If set None, the layer
            will be named automatically.

    Returns:
Y
yaoxuefeng 已提交
1484
        Tensor: The product Tensor.
1485 1486

    Examples:
S
sunzhongkai588 已提交
1487 1488 1489
        .. code-block:: python

            import paddle
Y
yaoxuefeng 已提交
1490

S
sunzhongkai588 已提交
1491 1492 1493 1494 1495 1496 1497 1498 1499
            # 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)
1500 1501 1502 1503 1504 1505
            # Tensor(shape=[2, 2, 2], dtype=float32, place=Place(cpu), stop_gradient=True,
            #        [[[6. , 6. ],
            #          [12., 12.]],

            #         [[45., 45.],
            #          [60., 60.]]])
1506

1507
    """
Y
yaoxuefeng 已提交
1508 1509 1510 1511
    x_shape = x.shape
    y_shape = y.shape
    if not len(x_shape) == len(y_shape) == 3:
        raise ValueError(
1512 1513
            "x and y should be 3-dimensional. But received x's dimention: {}, y's dimention: {}"
            .format(x_shape, y_shape))
Y
yaoxuefeng 已提交
1514 1515
    if x_shape[2] != y_shape[1]:
        raise ValueError(
1516 1517
            "x's width must be equal with y's height. But received x's shape: {}, y's shape: {}"
            .format(x_shape, y_shape))
1518 1519
    if x_shape[0] != y_shape[0]:
        raise ValueError(
1520 1521
            "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))
1522

1523 1524 1525
    if in_dygraph_mode():
        return _C_ops.final_state_bmm(x, y)

Z
zhiboniu 已提交
1526
    if paddle.in_dynamic_mode():
W
wanghuancoder 已提交
1527
        return _C_ops.bmm(x, y)
1528 1529

    helper = LayerHelper('bmm', **locals())
1530 1531 1532
    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
1533 1534


1535
def histogram(input, bins=100, min=0, max=0, name=None):
Q
Qi Li 已提交
1536
    """
1537
    Computes the histogram of a tensor. The elements are sorted into equal width bins between min and max.
Q
Qi Li 已提交
1538 1539 1540
    If min and max are both zero, the minimum and maximum values of the data are used.

    Args:
1541
        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
1542
            should be float32, float64, int32, int64.
1543 1544 1545 1546
        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
1547 1548

    Returns:
1549
        Tensor: data type is int64, shape is (nbins,).
Q
Qi Li 已提交
1550

1551
    Examples:
Q
Qi Li 已提交
1552
        .. code-block:: python
1553

Q
Qi Li 已提交
1554
            import paddle
1555

1556
            inputs = paddle.to_tensor([1, 2, 1])
1557 1558
            result = paddle.histogram(inputs, bins=4, min=0, max=3)
            print(result) # [0, 2, 1, 0]
Q
Qi Li 已提交
1559
    """
H
hong 已提交
1560 1561 1562 1563
    if in_dygraph_mode():
        return _C_ops.final_state_histogram(input, bins, min, max)

    if _in_legacy_dygraph():
W
wanghuancoder 已提交
1564
        return _C_ops.histogram(input, "bins", bins, "min", min, "max", max)
Q
Qi Li 已提交
1565 1566

    helper = LayerHelper('histogram', **locals())
1567 1568 1569
    check_variable_and_dtype(input, 'X',
                             ['int32', 'int64', 'float32', 'float64'],
                             'histogram')
Q
Qi Li 已提交
1570
    out = helper.create_variable_for_type_inference(VarDesc.VarType.INT64)
1571 1572 1573 1574 1575 1576 1577 1578
    helper.append_op(type='histogram',
                     inputs={'X': input},
                     outputs={'Out': out},
                     attrs={
                         'bins': bins,
                         'min': min,
                         'max': max
                     })
Q
Qi Li 已提交
1579
    return out
S
smallv0221 已提交
1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611


def bincount(x, weights=None, minlength=0, name=None):
    """
    Computes frequency of each value in the input tensor. 

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

    Returns:
        Tensor: The tensor of frequency.

    Examples:
        .. code-block:: python

            import paddle

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

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

H
hong 已提交
1612
    if _non_static_mode():
S
smallv0221 已提交
1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625
        return _C_ops.bincount(x, weights, "minlength", minlength)

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

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

    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)
1626 1627 1628 1629 1630 1631 1632
    helper.append_op(type='bincount',
                     inputs={
                         'X': x,
                         'Weights': weights
                     },
                     outputs={'Out': out},
                     attrs={'minlength': minlength})
S
smallv0221 已提交
1633
    return out
1634 1635 1636 1637 1638 1639 1640


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
1641
        x (Tensor): A tensor with shape :math:`[M, N]` , The data type of the input Tensor x
1642
            should be one of float32, float64.
F
furnace 已提交
1643
        vec (Tensor): A tensor with shape :math:`[N]` , The data type of the input Tensor x
1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658
            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

1659 1660
            x = paddle.to_tensor([[2, 1, 3], [3, 0, 1]]).astype("float64")
            vec = paddle.to_tensor([3, 5, 1]).astype("float64")
1661
            out = paddle.mv(x, vec)
1662 1663 1664
            print(out)
            # Tensor(shape=[2], dtype=float64, place=Place(cpu), stop_gradient=True,
            #        [14., 10.])
1665
    """
J
Jiabin Yang 已提交
1666 1667 1668 1669 1670 1671 1672
    if in_dygraph_mode():
        return _C_ops.final_state_mv(x, vec)
    else:
        if _in_legacy_dygraph():
            out = _C_ops.mv(x, vec)
            return out
        else:
1673

J
Jiabin Yang 已提交
1674 1675 1676 1677 1678 1679 1680 1681 1682
            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(
1683 1684
                        "x should be 2-dimensional. But received x's dimention: {}"
                        .format(x_shape))
J
Jiabin Yang 已提交
1685 1686
                if len(vec_shape) != 1:
                    raise ValueError(
1687 1688
                        "vec should be 1-dimensional. But received vec's dimention: {}"
                        .format(vec_shape))
J
Jiabin Yang 已提交
1689 1690 1691 1692 1693

            __check_input(x, vec)

            helper = LayerHelper('mv', **locals())
            out = helper.create_variable_for_type_inference(dtype=x.dtype)
1694 1695 1696 1697 1698 1699
            helper.append_op(type='mv',
                             inputs={
                                 'X': x,
                                 'Vec': vec
                             },
                             outputs={'Out': out})
J
Jiabin Yang 已提交
1700
            return out
1701 1702


1703
def det(x, name=None):
H
huangxu96 已提交
1704 1705 1706 1707 1708 1709 1710 1711
    """
    Calculates determinant value of a square matrix or batches of square matrices.
    Args:
        x (Tensor): input (Tensor): the input matrix of size `(n, n)` or the batch of matrices of size
                    `(*, n, n)` where `*` is one or more batch dimensions.
    Returns:
        y (Tensor):the determinant value of a square matrix or batches of square matrices.

1712
    Examples:
H
huangxu96 已提交
1713 1714 1715 1716 1717 1718
        .. code-block:: python

        import paddle

        x =  paddle.randn([3,3,3])

1719
        A = paddle.linalg.det(x)
H
huangxu96 已提交
1720 1721

        print(A)
1722

H
huangxu96 已提交
1723 1724
        # [ 0.02547996,  2.52317095, -6.15900707])

1725

H
huangxu96 已提交
1726
    """
C
chentianyu03 已提交
1727 1728 1729 1730
    if in_dygraph_mode():
        return _C_ops.final_state_det(x)

    if _in_legacy_dygraph():
1731
        return _C_ops.determinant(x)
H
huangxu96 已提交
1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748

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

    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)

    assert (input_shape[-1] == input_shape[-2]),    \
            "Expect squared input," \
            "but received %s by %s matrix.\n" \
            %(input_shape[-2], input_shape[-1]) \

    helper = LayerHelper('determinant', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

1749 1750 1751
    helper.append_op(type='determinant',
                     inputs={'Input': [x]},
                     outputs={'Out': [out]})
H
huangxu96 已提交
1752 1753 1754
    return out


1755
def slogdet(x, name=None):
H
huangxu96 已提交
1756 1757 1758
    """
    Calculates the sign and natural logarithm of the absolute value of a square matrix's or batches square matrices' determinant.
    The determinant can be computed with ``sign * exp(logabsdet)
1759

H
huangxu96 已提交
1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770
    Supports input of float, double

    Note that for matrices that have zero determinant, this returns ``(0, -inf)``
    Args:
        x (Tensor): the batch of matrices of size :math:`(*, n, n)`
            where math:`*` is one or more batch dimensions.

    Returns:
        y (Tensor): A tensor containing the sign of the determinant and the natural logarithm
        of the absolute value of determinant, respectively.

1771
    Examples:
H
huangxu96 已提交
1772 1773 1774 1775 1776 1777
    .. code-block:: python

        import paddle

        x =  paddle.randn([3,3,3])

1778
        A = paddle.linalg.slogdet(x)
H
huangxu96 已提交
1779 1780

        print(A)
1781

H
huangxu96 已提交
1782 1783 1784 1785
        # [[ 1.        ,  1.        , -1.        ],
        # [-0.98610914, -0.43010661, -0.10872950]])

    """
1786 1787 1788 1789
    if in_dygraph_mode():
        return _C_ops.final_state_slogdet(x)

    elif paddle.in_dynamic_mode():
1790
        return _C_ops.slogdeterminant(x)
H
huangxu96 已提交
1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807

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

    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)

    assert (input_shape[-1] == input_shape[-2]),    \
            "Expect squared input," \
            "but received %s by %s matrix.\n" \
            %(input_shape[-2], input_shape[-1]) \

    helper = LayerHelper('slogdeterminant', **locals())
    out = helper.create_variable_for_type_inference(dtype=x.dtype)

1808 1809 1810
    helper.append_op(type='slogdeterminant',
                     inputs={'Input': [x]},
                     outputs={'Out': [out]})
H
huangxu96 已提交
1811 1812 1813
    return out


1814 1815
def svd(x, full_matrices=False, name=None):
    r"""
1816 1817 1818 1819 1820
    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::
1821 1822
        X = U * diag(S) * VT

1823 1824
    Args:
        x (Tensor): The input tensor. Its shape should be `[..., N, M]`,
1825
            where `...` is zero or more batch dimensions. N and M can be arbitraty
1826 1827 1828 1829
            positive number. Note that if x is sigular matrices, the grad is numerical
            instable. The data type of x should be float32 or float64.
        full_matrices (bool): A flag to control the behavor of svd.
            If full_matrices = True, svd op will compute full U and V matrics,
1830
            which means shape of U is `[..., N, N]`, shape of V is `[..., M, M]`. K = min(M, N).
1831
            If full_matrices = False, svd op will use a economic method to store U and V.
1832
            which means shape of U is `[..., N, K]`, shape of V is `[..., M, K]`. K = min(M, N).
1833
        name (str, optional): Name for the operation (optional, default is None).
1834
            For more information, please refer to :ref:`api_guide_Name`.
1835 1836

    Returns:
1837
        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]`
1838

1839 1840 1841 1842
    Examples:
        .. code-block:: python

            import paddle
1843 1844 1845

            x = paddle.to_tensor([[1.0, 2.0], [1.0, 3.0], [4.0, 6.0]]).astype('float64')
            x = x.reshape([3, 2])
1846
            u, s, vh = paddle.linalg.svd(x)
1847 1848 1849 1850 1851
            print (u)
            #U = [[ 0.27364809, -0.21695147  ],
            #      [ 0.37892198, -0.87112408 ],
            #      [ 0.8840446 ,  0.44053933 ]]

1852
            print (s)
1853
            #S = [8.14753743, 0.78589688]
1854
            print (vh)
1855 1856
            #VT= [[ 0.51411221,  0.85772294],
            #     [ 0.85772294, -0.51411221]]
1857

1858
            # one can verify : U * S * VT == X
1859
            #                  U * UH == I
1860
            #                  V * VH == I
1861
    """
1862 1863 1864
    if in_dygraph_mode():
        return _C_ops.final_state_svd(x, full_matrices)
    if _in_legacy_dygraph():
1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876
        return _C_ops.svd(x, 'full_matrices', full_matrices)
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'svd')
    check_type(full_matrices, 'full_matrices', bool, 'svd')
    helper = LayerHelper('svd', **locals())
    u = helper.create_variable_for_type_inference(dtype=x.dtype)
    vh = helper.create_variable_for_type_inference(dtype=x.dtype)
    s = helper.create_variable_for_type_inference(dtype=x.dtype)
    attrs = dict()
    attrs['full_matrices'] = full_matrices
    helper.append_op(
        type='svd',
        inputs={'X': [x]},
1877 1878 1879 1880 1881 1882 1883
        outputs={
            'U': u,
            'VH': vh,
            'S': s
        },
        attrs=attrs,
    )
1884 1885 1886
    return u, s, vh


1887 1888 1889
def matrix_power(x, n, name=None):
    r"""
    Computes the n-th power of a square matrix or a batch of square matrices.
1890

1891 1892 1893 1894 1895
    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}
1896

1897 1898 1899 1900
    Specifically,

    - If `n > 0`, it returns the matrix or a batch of matrices raised to the power
    of `n`.
1901

1902 1903 1904 1905 1906 1907 1908 1909 1910 1911
    - If `n = 0`, it returns the identity matrix or a batch of identity matrices.

    - If `n < 0`, it returns the inverse of each matrix (if invertible) raised to
    the power of `abs(n)`.

    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.
1912
        name (str, optional): Name for the operation (optional, default is None).
1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926
            For more information, please refer to :ref:`api_guide_Name`.

    Returns:
        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`.

    Examples:
        .. code-block:: python

            import paddle

            x = paddle.to_tensor([[1, 2, 3],
                                  [1, 4, 9],
                                  [1, 8, 27]], dtype='float64')
1927
            print(paddle.linalg.matrix_power(x, 2))
1928 1929 1930 1931
            # [[6.  , 34. , 102.],
            #  [14. , 90. , 282.],
            #  [36. , 250., 804.]]

1932
            print(paddle.linalg.matrix_power(x, 0))
1933 1934 1935 1936
            # [[1., 0., 0.],
            #  [0., 1., 0.],
            #  [0., 0., 1.]]

1937
            print(paddle.linalg.matrix_power(x, -2))
1938 1939 1940 1941
            # [[ 12.91666667, -12.75000000,  2.83333333 ],
            #  [-7.66666667 ,  8.         , -1.83333333 ],
            #  [ 1.80555556 , -1.91666667 ,  0.44444444 ]]
    """
H
hong 已提交
1942 1943 1944 1945
    if in_dygraph_mode():
        return _C_ops.final_state_matrix_power(x, n)

    if _in_legacy_dygraph():
1946
        return _C_ops.matrix_power(x, "n", n)
1947 1948 1949 1950 1951

    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)
1952 1953 1954 1955
    helper.append_op(type='matrix_power',
                     inputs={'X': x},
                     outputs={'Out': out},
                     attrs={'n': n})
1956
    return out
1957 1958


1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000
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
            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". 
            Suppose x's shape is `[..., M, N]` and denoting `K = min(M, N)`:
            If mode = "reduced", qr op will return reduced Q and R matrices, 
            which means Q's shape is `[..., M, K]` and R's shape is `[..., K, N]`.
            If mode = "complete", qr op will return complete Q and R matrices, 
            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`.
            
    Returns:
        If mode = "reduced" or mode = "complete", qr will return a two tensor-tuple, which represents Q and R. 
        If mode = "r", qr will return a tensor which represents R.
        
    Examples:            
        .. code-block:: python

            import paddle 

            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]])
            
            # one can verify : X = Q * R ;     
    """
Z
zhiboniu 已提交
2001
    if paddle.in_dynamic_mode():
2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013
        q, r = _C_ops.qr(x, 'mode', mode)
        if mode == "r":
            return r
        else:
            return q, r
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'qr')
    check_type(mode, 'mode', str, 'qr')
    helper = LayerHelper('qr', **locals())
    q = helper.create_variable_for_type_inference(dtype=x.dtype)
    r = helper.create_variable_for_type_inference(dtype=x.dtype)
    attrs = dict()
    attrs['mode'] = mode
2014 2015 2016 2017 2018 2019 2020
    helper.append_op(type='qr',
                     inputs={'X': [x]},
                     outputs={
                         'Q': q,
                         'R': r
                     },
                     attrs=attrs)
2021 2022 2023 2024 2025 2026
    if mode == "r":
        return r
    else:
        return q, r


2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103
def lu(x, pivot=True, get_infos=False, name=None):
    r"""
    Computes the LU factorization of an N-D(N>=2) matrix x. 

    Returns the LU factorization(inplace x) and Pivots. low triangular matrix L and 
    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:
    # ones = eye(rows) #eye matrix of rank rows
    # for i in range(cols):
    #     swap(ones[i], ones[pivots[i]])
    # return ones

    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`.
            
    Returns:
        factorization (Tensor): LU matrix, the factorization of input X.

        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.

        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.

        
    Examples:            
        .. code-block:: python

            import paddle 

            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)
            
            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.],
            # [1., 0., 0.]]), 
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
            # [0.60000000, 0.50000000]]), 
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))
            

            # one can verify : X = P @ L @ U ;     
    """
L
Lin Manhui 已提交
2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124

    if in_dygraph_mode():
        lu, p, info = _C_ops.final_state_lu(x, pivot)
    elif paddle.in_dynamic_mode():
        lu, p, info = _C_ops.lu(x, 'pivot', pivot)
    else:
        check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'lu')
        helper = LayerHelper('lu', **locals())
        lu = helper.create_variable_for_type_inference(dtype=x.dtype)
        p = helper.create_variable_for_type_inference(dtype='int')
        info = helper.create_variable_for_type_inference(dtype='int')
        attrs = dict()
        attrs['pivot'] = pivot
        helper.append_op(type='lu',
                         inputs={'X': x},
                         outputs={
                             'Out': lu,
                             'Pivots': p,
                             'Infos': info
                         },
                         attrs=attrs)
2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201
    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"""
    Unpack L U and P to single matrix tensor . 
    unpack L and U matrix from LU, unpack permutation matrix P from Pivtos .

    P mat can be get by pivots:
    # ones = eye(rows) #eye matrix of rank rows
    # for i in range(cols):
    #     swap(ones[i], ones[pivots[i]])


    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`.
            
    Returns:
        P (Tensor): Permutation matrix P of lu factorization.

        L (Tensor): The lower triangular matrix tensor of lu factorization.

        U (Tensor): The upper triangular matrix tensor of lu factorization.

        
    Examples:            
        .. code-block:: python

            import paddle 

            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)
            
            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.],
            # [1., 0., 0.]]), 
            # >>> L
            # Tensor(shape=[3, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[1.        , 0.        ],
            # [0.20000000, 1.        ],
            # [0.60000000, 0.50000000]]), 
            # >>> U
            # Tensor(shape=[2, 2], dtype=float64, place=CUDAPlace(0), stop_gradient=True,
            # [[5.        , 6.        ],
            # [0.        , 0.80000000]]))

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

2202 2203 2204 2205 2206
    if in_dygraph_mode():
        P, L, U = _C_ops.final_state_lu_unpack(x, y, unpack_ludata,
                                               unpack_pivots)
        return P, L, U

Z
zhiboniu 已提交
2207
    if paddle.in_dynamic_mode():
2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220
        P, L, U = _C_ops.lu_unpack(x, y, 'unpack_ludata', unpack_ludata,
                                   'unpack_pivots', unpack_pivots)
        return P, L, U

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

    attrs = dict()
    attrs['unpack_ludata'] = unpack_ludata
    attrs['unpack_pivots'] = unpack_pivots
2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231
    helper.append_op(type='lu_unpack',
                     inputs={
                         'X': x,
                         'Pivots': y
                     },
                     outputs={
                         'Pmat': p,
                         'L': l,
                         'U': u
                     },
                     attrs=attrs)
2232 2233 2234
    return p, l, u


L
Lijunhui 已提交
2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282
def eig(x, name=None):
    """
    This API performs the eigenvalue decomposition of a square matrix or a batch of square matrices.

    .. 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.

    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``.
        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:
        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
            import numpy as np

            paddle.device.set_device("cpu")

            x_data = np.array([[1.6707249, 7.2249975, 6.5045543],
                               [9.956216,  8.749598,  6.066444 ],
                               [4.4251957, 1.7983172, 0.370647 ]]).astype("float32")
            x = paddle.to_tensor(x_data)
            w, v = paddle.linalg.eig(x)
            print(w)
            # 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) ]])

            print(v)
            # Tensor(shape=[3], dtype=complex128, place=CPUPlace, stop_gradient=False,
            #       [ (16.50471283351188+0j)  , (-5.5034820550763515+0j) ,
            #         (-0.21026087843552282+0j)])
    """
2283 2284 2285
    if in_dygraph_mode():
        return _C_ops.final_state_eig(x)
    elif paddle.in_dynamic_mode():
L
Lijunhui 已提交
2286 2287 2288
        w, v = _C_ops.eig(x)
        return w, v

2289 2290 2291
    check_variable_and_dtype(x, 'X',
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'eig')
L
Lijunhui 已提交
2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303
    helper = LayerHelper('eig', **locals())

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

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

    return w, v


2304 2305 2306
def eigvals(x, name=None):
    """
    Compute the eigenvalues of one or more general matrices.
2307 2308 2309

    Warning:
        The gradient kernel of this operator does not yet developed.
2310 2311 2312 2313
        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.
2314
            Its shape should be `[*, M, M]`, where `*` is zero or more batch dimensions.
2315
            Its data type should be float32, float64, complex64, or complex128.
2316
        name (str, optional): Name for the operation (optional, default is None).
2317
            For more information, please refer to :ref:`api_guide_Name`.
2318
            
2319
    Returns:
2320
        Tensor: A tensor containing the unsorted eigenvalues which has the same batch dimensions with `x`.
2321 2322 2323 2324 2325 2326
            The eigenvalues are complex-valued even when `x` is real.

    Examples:
        .. code-block:: python

            import paddle
2327

2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340
            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
    """

    check_variable_and_dtype(x, 'dtype',
2341 2342
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'eigvals')
2343 2344 2345 2346

    x_shape = list(x.shape)
    if len(x_shape) < 2:
        raise ValueError(
2347 2348
            "The dimension of Input(x) should be at least 2, but received x's dimention = {}, x's shape = {}"
            .format(len(x_shape), x_shape))
2349 2350 2351

    if x_shape[-1] != x_shape[-2]:
        raise ValueError(
2352 2353
            "The last two dimensions of Input(x) should be equal, but received x's shape = {}"
            .format(x_shape))
2354

R
Ruibiao Chen 已提交
2355 2356 2357
    if in_dygraph_mode():
        return _C_ops.final_state_eigvals(x)
    elif paddle.in_dynamic_mode():
2358 2359 2360 2361 2362 2363 2364 2365
        return _C_ops.eigvals(x)

    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


2366 2367 2368 2369
def multi_dot(x, name=None):
    """
    Multi_dot is an operator that calculates multiple matrix multiplications.

2370
    Supports inputs of float16(only GPU support), float32 and float64 dtypes. This function does not
2371 2372 2373 2374 2375 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411
    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
        import numpy as np

        # A * B
        A_data = np.random.random([3, 4]).astype(np.float32)
        B_data = np.random.random([4, 5]).astype(np.float32)
        A = paddle.to_tensor(A_data)
        B = paddle.to_tensor(B_data)
2412
        out = paddle.linalg.multi_dot([A, B])
2413 2414 2415 2416 2417 2418 2419 2420 2421 2422
        print(out.numpy().shape)
        # [3, 5]

        # A * B * C
        A_data = np.random.random([10, 5]).astype(np.float32)
        B_data = np.random.random([5, 8]).astype(np.float32)
        C_data = np.random.random([8, 7]).astype(np.float32)
        A = paddle.to_tensor(A_data)
        B = paddle.to_tensor(B_data)
        C = paddle.to_tensor(C_data)
2423
        out = paddle.linalg.multi_dot([A, B, C])
2424 2425 2426 2427
        print(out.numpy().shape)
        # [10, 7]

    """
2428
    if _in_legacy_dygraph():
2429
        return _C_ops.multi_dot(x)
2430 2431
    if in_dygraph_mode():
        return _C_ops.final_state_multi_dot(x)
2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445

    check_type(x, 'x', (list, tuple), 'multi_dot')
    for id, item in enumerate(x):
        check_variable_and_dtype(item, 'x[' + str(id) + ']',
                                 ['float16', 'float32', 'float64'], 'multi_dot')
        if item.dtype != x[0].dtype:
            raise TypeError(
                "All the Tensors in the input must have the same data type.")

    helper = LayerHelper('multi_dot', **locals())
    dtype = helper.input_dtype(input_param_name='x')
    out = helper.create_variable_for_type_inference(dtype)
    helper.append_op(type='multi_dot', inputs={"X": x}, outputs={"Out": out})
    return out
2446 2447 2448 2449


def eigh(x, UPLO='L', name=None):
    """
2450
    Compute the eigenvalues and eigenvectors of a
2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473
    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:

        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.

    Examples:
        .. code-block:: python

            import numpy as np
            import paddle

            x_data = np.array([[1, -2j], [2j, 5]])
            x = paddle.to_tensor(x_data)
2474
            out_value, out_vector = paddle.linalg.eigh(x, UPLO='L')
2475 2476 2477 2478 2479 2480 2481
            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
2482 2483 2484 2485
    if in_dygraph_mode():
        return _C_ops.final_state_eigh(x, UPLO)

    if _in_legacy_dygraph():
2486 2487 2488 2489 2490 2491 2492 2493 2494 2495
        return _C_ops.eigh(x, 'UPLO', UPLO)

    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(
2496 2497
                "The input matrix must be batches of square matrices. But received x's dimention: {}"
                .format(x_shape))
2498
        if UPLO != 'L' and UPLO != 'U':
2499 2500 2501 2502 2503 2504
            raise ValueError(
                "UPLO must be L or U. But received UPLO is: {}".format(UPLO))

    __check_input(x, UPLO)

    helper = LayerHelper('eigh', **locals())
2505 2506 2507
    check_variable_and_dtype(x, 'dtype',
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'eigh')
2508 2509 2510 2511

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

2512 2513 2514 2515 2516 2517 2518
    helper.append_op(type='eigh',
                     inputs={'X': x},
                     outputs={
                         'Eigenvalues': out_value,
                         'Eigenvectors': out_vector
                     },
                     attrs={'UPLO': UPLO})
2519
    return out_value, out_vector
A
andyjpaddle 已提交
2520 2521 2522 2523


def pinv(x, rcond=1e-15, hermitian=False, name=None):
    r"""
2524
    Calculate pseudo inverse via SVD(singular value decomposition)
A
andyjpaddle 已提交
2525 2526 2527 2528 2529 2530 2531 2532 2533 2534
    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)
2535

A
andyjpaddle 已提交
2536 2537 2538
    If x is hermitian or symmetric matrix, svd will be replaced with eigh.

    Args:
2539 2540 2541
        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
2542 2543 2544 2545
            float32 or float64 or complex64 or complex128. When data
            type is complex64 or cpmplex128, hermitian should be set
            True.

2546 2547 2548 2549
        rcond(Tensor, optional): the tolerance value to determine
            when is a singular value zero. Defalut:1e-15.

        hermitian(bool, optional): indicates whether x is Hermitian
A
andyjpaddle 已提交
2550
            if complex or symmetric if real. Default: False.
2551 2552

        name(str|None): A name for this layer(optional). If set None,
A
andyjpaddle 已提交
2553
            the layer will be named automatically.
2554

A
andyjpaddle 已提交
2555
    Returns:
2556
        Tensor: The tensor with same data type with x. it represents
A
andyjpaddle 已提交
2557
        pseudo inverse of x. Its shape should be (*, n, m).
2558

A
andyjpaddle 已提交
2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585
    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 ;
    """

2586
    if _non_static_mode():
A
andyjpaddle 已提交
2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597
        if not hermitian:
            # combine svd and matmul op
            u, s, vt = _C_ops.svd(x, 'full_matrices', False)
            max_singular_val = _C_ops.reduce_max(s, 'dim', [-1], 'keep_dim', True, \
                'reduce_all', False)
            rcond = paddle.to_tensor(rcond, dtype=x.dtype)
            cutoff = rcond * max_singular_val
            y = float('inf')
            y = paddle.to_tensor(y, dtype=x.dtype)

            condition = s > cutoff
2598 2599 2600 2601 2602
            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)
A
andyjpaddle 已提交
2603 2604 2605 2606 2607 2608 2609
            st, _ = _C_ops.unsqueeze2(singular, 'axes', [-2])

            dims = list(range(len(vt.shape)))
            perm = dims[:-2] + [dims[-1]] + [dims[-2]]
            v, _ = _C_ops.transpose2(vt, 'axis', perm)

            out_1 = v * st
2610 2611 2612 2613 2614
            if in_dygraph_mode():
                out_2 = _C_ops.final_state_matmul(out_1, u, False, True)
            else:
                out_2 = _C_ops.matmul_v2(out_1, u, 'trans_x', False, 'trans_y',
                                         True)
A
andyjpaddle 已提交
2615 2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 2626 2627
            return out_2
        else:
            # combine eigh and matmul op
            s, u = _C_ops.eigh(x, 'UPLO', 'L')
            s_abs = paddle.abs(s)
            max_singular_val = _C_ops.reduce_max(s_abs, 'dim', [-1], 'keep_dim', True, \
                'reduce_all', False)
            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
2628 2629 2630 2631 2632
            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)
A
andyjpaddle 已提交
2633 2634 2635 2636
            st, _ = _C_ops.unsqueeze2(singular, 'axes', [-2])

            out_1 = u * st
            u_conj = _C_ops.conj(u)
2637 2638 2639 2640 2641
            if in_dygraph_mode():
                out_2 = _C_ops.final_state_matmul(out_1, u_conj, False, True)
            else:
                out_2 = _C_ops.matmul_v2(out_1, u_conj, 'trans_x', False,
                                         'trans_y', True)
A
andyjpaddle 已提交
2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654
            return out_2
    else:
        if not hermitian:
            helper = LayerHelper('pinv', **locals())
            dtype = x.dtype
            check_variable_and_dtype(x, 'x', ['float32', 'float64'], 'pinv')

            u = helper.create_variable_for_type_inference(dtype)
            s = helper.create_variable_for_type_inference(dtype)
            vt = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='svd',
                inputs={'X': [x]},
2655 2656 2657 2658 2659 2660 2661
                outputs={
                    'U': u,
                    'VH': vt,
                    'S': s
                },
                attrs={'full_matrices': False},
            )
A
andyjpaddle 已提交
2662 2663

            max_singular_val = helper.create_variable_for_type_inference(dtype)
2664 2665 2666 2667 2668 2669 2670 2671
            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
2672

2673
            rcond = full(shape=[1], fill_value=rcond, dtype=dtype)
A
andyjpaddle 已提交
2674 2675
            cutoff = rcond * max_singular_val
            y = float('inf')
2676
            y = full(shape=[1], fill_value=y, dtype=dtype)
A
andyjpaddle 已提交
2677 2678

            condition = s > cutoff
2679 2680 2681 2682 2683
            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
2684 2685 2686

            st = helper.create_variable_for_type_inference(dtype=dtype)
            st_shape = helper.create_variable_for_type_inference(dtype=dtype)
2687 2688 2689 2690 2691 2692 2693
            helper.append_op(type='unsqueeze2',
                             inputs={'X': singular},
                             attrs={'axes': [-2]},
                             outputs={
                                 'Out': st,
                                 'XShape': st_shape
                             })
A
andyjpaddle 已提交
2694 2695 2696 2697 2698

            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)
2699 2700 2701 2702 2703 2704 2705
            helper.append_op(type='transpose2',
                             inputs={'X': [vt]},
                             outputs={
                                 'Out': [v],
                                 'XShape': [v_shape]
                             },
                             attrs={'axis': perm})
A
andyjpaddle 已提交
2706 2707

            out_1 = helper.create_variable_for_type_inference(dtype)
2708 2709 2710 2711 2712 2713 2714 2715 2716 2717
            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
2718 2719 2720 2721 2722
            out_1 = helper.append_activation(out_1)

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
2723 2724 2725 2726
                inputs={
                    'X': out_1,
                    'Y': u
                },
A
andyjpaddle 已提交
2727
                outputs={'Out': out_2},
2728 2729 2730 2731 2732
                attrs={
                    'trans_x': False,
                    'trans_y': True
                },
            )
A
andyjpaddle 已提交
2733 2734 2735 2736 2737
            return out_2
        else:
            helper = LayerHelper('pinv', **locals())
            dtype = x.dtype
            check_variable_and_dtype(
2738 2739
                x, 'dtype', ['float32', 'float64', 'complex64', 'complex128'],
                'pinv')
A
andyjpaddle 已提交
2740 2741 2742 2743 2744 2745 2746 2747 2748 2749

            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)
2750 2751 2752 2753 2754 2755 2756
            helper.append_op(type='eigh',
                             inputs={'X': x},
                             outputs={
                                 'Eigenvalues': s,
                                 'Eigenvectors': u
                             },
                             attrs={'UPLO': 'L'})
A
andyjpaddle 已提交
2757
            s_abs = helper.create_variable_for_type_inference(s_type)
2758 2759 2760
            helper.append_op(type='abs',
                             inputs={'X': s},
                             outputs={'Out': s_abs})
A
andyjpaddle 已提交
2761
            max_singular_val = helper.create_variable_for_type_inference(s_type)
2762 2763 2764 2765 2766 2767 2768 2769
            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
2770

2771
            rcond = full(shape=[1], fill_value=rcond, dtype=s_type)
A
andyjpaddle 已提交
2772 2773
            cutoff = rcond * max_singular_val
            y = float('inf')
2774
            y = full(shape=[1], fill_value=y, dtype=s_type)
A
andyjpaddle 已提交
2775 2776

            condition = s_abs > cutoff
2777 2778 2779 2780 2781
            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
2782 2783 2784

            st = helper.create_variable_for_type_inference(dtype=s_type)
            st_shape = helper.create_variable_for_type_inference(dtype=s_type)
2785 2786 2787 2788 2789 2790 2791
            helper.append_op(type='unsqueeze2',
                             inputs={'X': singular},
                             attrs={'axes': [-2]},
                             outputs={
                                 'Out': st,
                                 'XShape': st_shape
                             })
A
andyjpaddle 已提交
2792 2793

            out_1 = helper.create_variable_for_type_inference(dtype)
2794 2795 2796 2797 2798 2799 2800 2801 2802 2803
            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
2804 2805 2806
            out_1 = helper.append_activation(out_1)

            u_conj = helper.create_variable_for_type_inference(dtype)
2807 2808 2809
            helper.append_op(type='conj',
                             inputs={'X': u},
                             outputs={'Out': [u_conj]})
A
andyjpaddle 已提交
2810 2811 2812 2813

            out_2 = helper.create_variable_for_type_inference(dtype)
            helper.append_op(
                type='matmul_v2',
2814 2815 2816 2817
                inputs={
                    'X': out_1,
                    'Y': u_conj
                },
A
andyjpaddle 已提交
2818
                outputs={'Out': out_2},
2819 2820 2821 2822 2823
                attrs={
                    'trans_x': False,
                    'trans_y': True
                },
            )
A
andyjpaddle 已提交
2824
            return out_2
W
Weilong Wu 已提交
2825 2826 2827 2828 2829 2830 2831


def solve(x, y, name=None):
    r"""
    Computes the solution of a square system of linear equations with a unique solution for input 'X' and 'Y'.
    Let :math: `X` be a sqaure matrix or a batch of square matrices, :math:`Y` be
    a vector/matrix or a batch of vectors/matrices, the equation should be:
2832

W
Weilong Wu 已提交
2833 2834 2835 2836
    .. math::
        Out = X^-1 * Y
    Specifically,
    - This system of linear equations has one solution if and only if input 'X' is invertible.
2837

W
Weilong Wu 已提交
2838 2839 2840 2841 2842
    Args:
        x (Tensor): A square matrix or a batch of square matrices. Its shape should be `[*, M, M]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
        y (Tensor): A vector/matrix or a batch of vectors/matrices. Its shape should be `[*, M, K]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
2843
        name(str, optional): Name for the operation (optional, default is None).
W
Weilong Wu 已提交
2844
            For more information, please refer to :ref:`api_guide_Name`.
2845

W
Weilong Wu 已提交
2846
    Returns:
2847
        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
2848
        Its data type should be the same as that of `x`.
2849

W
Weilong Wu 已提交
2850 2851
    Examples:
    .. code-block:: python
2852

W
Weilong Wu 已提交
2853 2854 2855
        # a square system of linear equations:
        # 2*X0 + X1 = 9
        # X0 + 2*X1 = 8
2856

W
Weilong Wu 已提交
2857 2858
        import paddle
        import numpy as np
2859

W
Weilong Wu 已提交
2860 2861 2862 2863 2864
        np_x = np.array([[3, 1],[1, 2]])
        np_y = np.array([9, 8])
        x = paddle.to_tensor(np_x, dtype="float64")
        y = paddle.to_tensor(np_y, dtype="float64")
        out = paddle.linalg.solve(x, y)
2865

W
Weilong Wu 已提交
2866 2867 2868
        print(out)
        # [2., 3.])
    """
2869 2870 2871 2872
    if in_dygraph_mode():
        return _C_ops.final_state_solve(x, y)

    if _in_legacy_dygraph():
W
Weilong Wu 已提交
2873 2874 2875 2876 2877 2878 2879 2880
        return _C_ops.solve(x, y)

    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)

2881 2882 2883 2884 2885 2886
    helper.append_op(type="solve",
                     inputs={
                         "X": x,
                         "Y": y
                     },
                     outputs={"Out": out})
W
Weilong Wu 已提交
2887
    return out
2888 2889


2890 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938
def triangular_solve(x,
                     y,
                     upper=True,
                     transpose=False,
                     unitriangular=False,
                     name=None):
    r"""
    Computes the solution of a system of equations with a triangular coefficient matrix `x` and
    multiple right-hand sides `y` .

    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 triangular coefficient matrix. Its shape should be `[*, M, M]`, where `*` is zero or
            more batch dimensions. Its data type should be float32 or float64.
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is 
            zero or more batch dimensions. Its data type should be float32 or float64.
        upper (bool, optional): Whether to solve the upper-triangular system of equations (default) or the lower-triangular 
            system of equations. Default: True.
        transpose (bool, optional): whether `x` should be transposed before calculation. Default: False.
        unitriangular (bool, optional): whether `x` is unit triangular. If True, the diagonal elements of `x` are assumed 
            to be 1 and not referenced from `x` . Default: False.
        name(str, optional): Name for the operation (optional, default is None).
            For more information, please refer to :ref:`api_guide_Name`.

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

    Examples:
    .. code-block:: python

        # a square system of linear equations:
        # x1 +   x2  +   x3 = 0
        #      2*x2  +   x3 = -9
        #               -x3 = 5

        import paddle
        import numpy as np

        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)

        print(out)
        # [7, -2, -5]
    """
H
hong 已提交
2939 2940 2941 2942
    if in_dygraph_mode():
        return _C_ops.final_state_triangular_solve(x, y, upper, transpose,
                                                   unitriangular)

Z
zhiboniu 已提交
2943
    if paddle.in_dynamic_mode():
2944 2945 2946 2947 2948 2949 2950 2951 2952 2953
        return _C_ops.triangular_solve(x, y, 'upper', upper, 'transpose',
                                       transpose, 'unitriangular',
                                       unitriangular)

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

2954 2955 2956 2957 2958 2959 2960 2961 2962 2963 2964
    helper.append_op(type='triangular_solve',
                     inputs={
                         'X': x,
                         'Y': y
                     },
                     outputs={'Out': out},
                     attrs={
                         'upper': upper,
                         'transpose': transpose,
                         'unitriangular': unitriangular
                     })
2965 2966 2967
    return out


Z
zhiboniu 已提交
2968 2969 2970 2971 2972 2973 2974 2975 2976 2977 2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000
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.
        y (Tensor): Multiple right-hand sides of system of equations. Its shape should be `[*, M, K]`, where `*` is 
            zero or more batch dimensions. Its data type should be float32 or float64.
        upper (bool, optional): whether to 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:
    .. code-block:: python

        import paddle

        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)

        print(out)
        # [-2.5, -7, 9.5]
    """
H
hong 已提交
3001 3002 3003 3004
    if in_dygraph_mode():
        return _C_ops.final_state_cholesky_solve(x, y, upper)

    if _in_legacy_dygraph():
Z
zhiboniu 已提交
3005 3006 3007 3008 3009 3010 3011
        return _C_ops.cholesky_solve(x, y, 'upper', upper)

    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)

3012 3013 3014 3015 3016 3017 3018
    helper.append_op(type='cholesky_solve',
                     inputs={
                         'X': x,
                         'Y': y
                     },
                     outputs={'Out': out},
                     attrs={'upper': upper})
Z
zhiboniu 已提交
3019 3020 3021
    return out


3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048
def eigvalsh(x, UPLO='L', name=None):
    """
    Computes the eigenvalues of a 
    complex Hermitian (conjugate symmetric) or a real symmetric matrix.

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

    Returns:
        Tensor: The tensor eigenvalues in ascending order.

    Examples:
        .. code-block:: python

            import numpy as np
            import paddle

            x_data = np.array([[1, -2j], [2j, 5]])
            x = paddle.to_tensor(x_data)
            out_value = paddle.eigvalsh(x, UPLO='L')
            print(out_value)
            #[0.17157288, 5.82842712]
    """
Z
zhiboniu 已提交
3049
    if paddle.in_dynamic_mode():
3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061
        is_test = x.stop_gradient
        values, _ = _C_ops.eigvalsh(x, 'UPLO', UPLO, 'is_test', is_test)
        return values

    def __check_input(x, UPLO):
        x_shape = list(x.shape)
        if len(x.shape) < 2:
            raise ValueError(
                "Input(input) only support >=2 tensor, but received "
                "length of Input(input) is %s." % len(x.shape))
        if x_shape[-1] != x_shape[-2]:
            raise ValueError(
3062 3063
                "The input matrix must be batches of square matrices. But received x's dimention: {}"
                .format(x_shape))
3064
        if UPLO != 'L' and UPLO != 'U':
3065 3066 3067 3068 3069 3070 3071 3072 3073 3074 3075 3076 3077 3078
            raise ValueError(
                "UPLO must be L or U. But received UPLO is: {}".format(UPLO))

    __check_input(x, UPLO)

    helper = LayerHelper('eigvalsh', **locals())
    check_variable_and_dtype(x, 'dtype',
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'eigvalsh')

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

    is_test = x.stop_gradient
3079 3080 3081 3082 3083 3084 3085 3086 3087 3088
    helper.append_op(type='eigvalsh',
                     inputs={'X': x},
                     outputs={
                         'Eigenvalues': out_value,
                         'Eigenvectors': out_vector
                     },
                     attrs={
                         'UPLO': UPLO,
                         'is_test': is_test
                     })
3089
    return out_value
3090 3091


3092 3093 3094 3095 3096 3097 3098 3099 3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123 3124 3125 3126 3127 3128 3129 3130 3131 3132 3133 3134 3135 3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151
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.
        y (Tensor): A tensor with shape ``(*, M, K)`` , the data type of the input Tensor ``y`` 
            should be one of float32, float64.
        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 
            machine precision of x_dtype.
        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’ 
            for CUDA inputs.
        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:
        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 
        ``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()
3152 3153 3154
    if device == "cpu":
        if driver not in (None, "gels", "gelss", "gelsd", "gelsy"):
            raise ValueError(
3155 3156
                "Only support valid driver is 'gels', 'gelss', 'gelsd', 'gelsy' or None for CPU inputs. But got {}"
                .format(driver))
3157 3158 3159 3160
        driver = "gelsy" if driver is None else driver
    elif "gpu" in device:
        if driver not in (None, "gels"):
            raise ValueError(
3161 3162
                "Only support valid driver is 'gels' or None for CUDA inputs. But got {}"
                .format(driver))
3163 3164 3165 3166
        driver = "gels" if driver is None else driver
    else:
        raise RuntimeError("Only support lstsq api for CPU or CUDA device.")

3167 3168 3169 3170 3171 3172 3173 3174 3175 3176 3177 3178 3179
    if x.dtype == y.dtype and x.dtype in (paddle.float32, paddle.float64):
        pass
    else:
        raise ValueError(
            "Only support x and y have the same dtype such as 'float32' and 'float64'."
        )

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

3180
    if _non_static_mode():
3181 3182 3183
        if in_dygraph_mode():
            solution, residuals, rank, singular_values = _C_ops.final_state_lstsq(
                x, y, rcond, driver)
3184
        else:
3185 3186
            solution, residuals, rank, singular_values = _C_ops.lstsq(
                x, y, 'rcond', rcond, 'driver', driver)
3187 3188 3189 3190 3191 3192 3193 3194 3195 3196

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

        return solution, residuals, rank, singular_values

    helper = LayerHelper('lstsq', **locals())
3197 3198 3199 3200 3201 3202
    check_variable_and_dtype(x, 'dtype',
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'lstsq')
    check_variable_and_dtype(y, 'dtype',
                             ['float32', 'float64', 'complex64', 'complex128'],
                             'lstsq')
3203 3204 3205 3206 3207 3208

    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)

3209 3210 3211 3212 3213 3214 3215
    helper.append_op(type='lstsq',
                     inputs={
                         'X': x,
                         'Y': y
                     },
                     outputs={
                         'Solution': solution,
3216
                         'Residuals': residuals,
3217 3218 3219 3220 3221 3222 3223
                         'Rank': rank,
                         'SingularValues': singular_values
                     },
                     attrs={
                         'rcond': rcond,
                         'driver': driver
                     })
3224 3225 3226 3227 3228 3229 3230 3231

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

    return solution, residuals, rank, singular_values
3232 3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248 3249 3250 3251 3252 3253 3254 3255 3256 3257 3258 3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294


def corrcoef(x, rowvar=True, name=None):
    """
    
    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
          :name: code-example1
        
            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 "
            "length of Input(input) is %s." % len(x.shape))
    check_variable_and_dtype(x, 'dtype', ['float32', 'float64'], 'corrcoef')

    c = cov(x, rowvar)
    if (c.ndim == 0):
        # 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):
3295 3296
        return paddle.complex(paddle.clip(c.real(), -1, 1),
                              paddle.clip(c.imag(), -1, 1))
3297 3298 3299 3300
    else:
        c = paddle.clip(c, -1, 1)

    return c