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docs(mge/functional): update functional.math.svd docstring

tags/v1.9.0
jieli-matrix 3 years ago
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95657d54cf
1 changed files with 37 additions and 21 deletions
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      imperative/python/megengine/functional/math.py

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imperative/python/megengine/functional/math.py View File

@@ -1151,36 +1151,52 @@ def dot(inp1: Tensor, inp2: Tensor) -> Tensor:
return result


def svd(inp: Tensor, full_matrices=False, compute_uv=True) -> Tensor:
r"""Computes the singular value decompositions of input matrix.
def svd(x: Tensor, full_matrices=False, compute_uv=True) -> Tensor:
r"""Returns a singular value decomposition ``A = USVh`` of a matrix (or a stack of matrices) ``x`` , where ``U`` is a matrix (or a stack of matrices) with orthonormal columns, ``S`` is a vector of non-negative numbers (or stack of vectors), and ``Vh`` is a matrix (or a stack of matrices) with orthonormal rows.

Args:
inp: input matrix, must has shape `[..., M, N]`.
x (Tensor): A input real tensor having the shape ``(..., M, N)`` with ``x.ndim >= 2`` .
full_matrices (bool, optional): If ``False`` , ``U`` and ``Vh`` have the shapes ``(..., M, K)`` and ``(..., K, N)`` , respectively, where ``K = min(M, N)`` . If ``True`` , the shapes are ``(..., M, M)`` and ``(..., N, N)`` , respectively. Default: ``False`` .
compute_uv (bool, optional): Whether or not to compute ``U`` and ``Vh`` in addition to ``S`` . Default: ``True`` .

Returns:
output matrices, `(U, sigma, V)`.
Returns a tuple ( ``U`` , ``S`` , ``Vh`` ), which are SVD factors ``U`` , ``S``, ``Vh`` of input matrix ``x``. ( ``U`` , ``Vh`` only returned when ``compute_uv`` is True).
``U`` contains matrices orthonormal columns (i.e., the columns are left singular vectors). If ``full_matrices`` is ``True`` , the array must have shape ``(..., M, M)`` . If ``full_matrices`` is ``False`` , the array must have shape ``(..., M, K)`` , where ``K = min(M, N)`` .

Examples:

.. testcode::

import numpy as np
from megengine import tensor
import megengine.functional as F

x = tensor(np.arange(0, 6, dtype=np.float32).reshape(2,3))
_, y, _ = F.svd(x)
print(y.numpy().round(decimals=3))

Outputs:
``S`` contains the vector(s) of singular values of length ``K`` , where ``K = min(M, N)`` . For each vector, the singular values must be sorted in descending order by magnitude, such that ``s[..., 0]`` is the largest value, ``s[..., 1]`` is the second largest value, etc. The first ``x.ndim-2`` dimensions must have the same shape as those of the input ``x`` .

.. testoutput::
``Vh`` contains orthonormal rows (i.e., the rows are the right singular vectors and the array is the adjoint). If ``full_matrices`` is ``True`` , the array must have shape ``(..., N, N)`` . If ``full_matrices`` is ``False`` , the array must have shape ``(..., K, N)`` where ``K = min(M, N)`` . The first ``x.ndim-2`` dimensions must have the same shape as those of the input ``x`` .
Each returned array must have the same floating-point data type as ``x`` .

[7.348 1. ]
Examples:
>>> import numpy as np
>>> x = Tensor(np.random.randn(9, 6))
>>> y = Tensor(np.random.randn(2, 7, 8, 3))
Reconstruction based on full SVD, 2D case:
>>> U, S, Vh = F.svd(x, full_matrices=True)
>>> U.shape, S.shape, Vh.shape
((9, 9), (6,), (6, 6))
Reconstruction based on reduced SVD, 2D case:
>>> U, S, Vh = F.svd(x, full_matrices=False)
>>> U.shape, S.shape, Vh.shape
((9, 6), (6,), (6, 6))

Reconsturction based on full SVD, 4D case:
>>> u, s, vh = F.svd(y, full_matrices=True)
>>> u.shape, s.shape, vh.shape
((2, 7, 8, 8), (2, 7, 3), (2, 7, 3, 3))

Reconsturction based on reduced SVD, 4D case:
>>> u, s, vh = F.svd(y, full_matrices=False)
>>> u.shape, s.shape, vh.shape
((2, 7, 8, 3), (2, 7, 3), (2, 7, 3, 3))
"""
op = builtin.SVD(full_matrices=full_matrices, compute_uv=compute_uv)
U, sigma, V = apply(op, inp)
return U, sigma, V
U, S, Vh = apply(op, x)
return U, S, Vh


def _check_non_finite(inps: Iterable[Tensor], scale=1.0) -> Tensor:


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