tensor_methods

Tensor Methods for DS and SC
git clone git://popovic.xyz/tensor_methods.git
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functions.jl (1131B)

      1 #/usr/bin/julia
      2 
      3 using LinearAlgebra
      4 using LaTeXStrings
      5 using Distributions
      6 using Plots
      7 
      8 include("../../sesh2/src/functions.jl")
      9 
     10 function cp_als(U, V, iter)
     11     d = length(U)
     12     R = size(U[1])[2]
     13     r = size(V[1])[2]
     14     dims = [size(U[l])[1] for l=1:d]
     15     Vk = copy(V)
     16 
     17     Fs = [eleprod([(Vk[l]' * U[l]) for l=1:d if l!=j]) for j=1:d]
     18     Gs = [eleprod([(Vk[l]' * Vk[l]) for l=1:d if l!=j]) for j=1:d]
     19 
     20     phi = []
     21     d_phi_2 = []
     22     for count=1:iter
     23         for k in [collect(2:d)..., reverse(collect(1:(d-1)))...]
     24             Fs[k] = eleprod([(Vk[l]' * U[l]) for l=1:d if l!=k])
     25             Gs[k] = eleprod([(Vk[l]' * Vk[l]) for l=1:d if l!=k])
     26 
     27             VV = kron(Gs[k], Matrix{Float64}(I, dims[k], dims[k]))
     28             VU = kron(Fs[k], Matrix{Float64}(I, dims[k], dims[k]))
     29 
     30             Vk[k] = reshape(VV\(VU * vec(U[k])), (dims[k], r))
     31         end
     32         append!(phi, norm(cpd_eval(Vk) - cpd_eval(U)))
     33         append!(d_phi_2, norm(diff(1/2*phi.^2)))
     34     end
     35     return Vk, phi, d_phi_2
     36 end
     37 
     38 
     39 function eleprod(A)
     40     d = length(A)
     41     Z = copy(A[1])
     42     for i=2:d
     43         Z = Z .* A[i]
     44     end
     45     return Z
     46 end