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CNTK
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fixed bugs when MKL is turned on. 

change sequencereader folder to LMSequenceReader.
This commit is contained in:
Dong Yu 2015-03-24 22:58:11 -07:00
Родитель 9eb86446ff
Коммит 77416059e2
25 изменённых файлов: 2805 добавлений и 2838 удалений
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17
CNTKSolution/CNTKSolution.sln
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@ -41,11 +41,6 @@ Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "BinaryReader", "..\DataRead
{60BDB847-D0C4-4FD3-A947-0C15C08BCDB5} = {60BDB847-D0C4-4FD3-A947-0C15C08BCDB5}
EndProjectSection
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "SequenceReader", "..\DataReader\SequenceReader\SequenceReader.vcxproj", "{9A2F2441-5972-4EA8-9215-4119FCE0FB68}"
ProjectSection(ProjectDependencies) = postProject
{60BDB847-D0C4-4FD3-A947-0C15C08BCDB5} = {60BDB847-D0C4-4FD3-A947-0C15C08BCDB5}
EndProjectSection
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "LUSequenceReader", "..\DataReader\LUSequenceReader\LUSequenceReader.vcxproj", "{62836DC1-DF77-4B98-BF2D-45C943B7DDC6}"
ProjectSection(ProjectDependencies) = postProject
{60BDB847-D0C4-4FD3-A947-0C15C08BCDB5} = {60BDB847-D0C4-4FD3-A947-0C15C08BCDB5}
@ -68,6 +63,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "CNTK", "CNTK", "{DD043083-7
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CNTKMathCUDA", "..\Math\Math\CNTKMathCUDA.vcxproj", "{B3DD765E-694E-4494-BAD7-37BBF2942517}"
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "LMSequenceReader", "..\DataReader\LMSequenceReader\LMSequenceReader.vcxproj", "{9A2F2441-5972-4EA8-9215-4119FCE0FB68}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@ -100,10 +97,6 @@ Global
{1D5787D4-52E4-45DB-951B-82F220EE0C6A}.Debug|x64.Build.0 = Debug|x64
{1D5787D4-52E4-45DB-951B-82F220EE0C6A}.Release|x64.ActiveCfg = Release|x64
{1D5787D4-52E4-45DB-951B-82F220EE0C6A}.Release|x64.Build.0 = Release|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Debug|x64.ActiveCfg = Debug|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Debug|x64.Build.0 = Debug|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Release|x64.ActiveCfg = Release|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Release|x64.Build.0 = Release|x64
{62836DC1-DF77-4B98-BF2D-45C943B7DDC6}.Debug|x64.ActiveCfg = Debug|x64
{62836DC1-DF77-4B98-BF2D-45C943B7DDC6}.Debug|x64.Build.0 = Debug|x64
{62836DC1-DF77-4B98-BF2D-45C943B7DDC6}.Release|x64.ActiveCfg = Release|x64
@ -119,6 +112,10 @@ Global
{B3DD765E-694E-4494-BAD7-37BBF2942517}.Debug|x64.Build.0 = Debug|x64
{B3DD765E-694E-4494-BAD7-37BBF2942517}.Release|x64.ActiveCfg = Release|x64
{B3DD765E-694E-4494-BAD7-37BBF2942517}.Release|x64.Build.0 = Release|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Debug|x64.ActiveCfg = Debug|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Debug|x64.Build.0 = Debug|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Release|x64.ActiveCfg = Release|x64
{9A2F2441-5972-4EA8-9215-4119FCE0FB68}.Release|x64.Build.0 = Release|x64
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@ -133,8 +130,8 @@ Global
{0F30EBCF-09F3-4EED-BF54-4214BCE53FEC} = {D45DF403-6781-444E-B654-A96868C5BE68}
{E6646FFE-3588-4276-8A15-8D65C22711C1} = {33EBFE78-A1A8-4961-8938-92A271941F94}
{1D5787D4-52E4-45DB-951B-82F220EE0C6A} = {33EBFE78-A1A8-4961-8938-92A271941F94}
{9A2F2441-5972-4EA8-9215-4119FCE0FB68} = {33EBFE78-A1A8-4961-8938-92A271941F94}
{62836DC1-DF77-4B98-BF2D-45C943B7DDC6} = {33EBFE78-A1A8-4961-8938-92A271941F94}
{33D2FD22-DEF2-4507-A58A-368F641AEBE5} = {33EBFE78-A1A8-4961-8938-92A271941F94}
{9A2F2441-5972-4EA8-9215-4119FCE0FB68} = {33EBFE78-A1A8-4961-8938-92A271941F94}
EndGlobalSection
EndGlobal

0
DataReader/SequenceReader/Exports.cpp → DataReader/LMSequenceReader/Exports.cpp
Просмотреть файл

302
DataReader/SequenceReader/SequenceReader.vcxproj → DataReader/LMSequenceReader/LMSequenceReader.vcxproj
Просмотреть файл

@ -1,152 +1,152 @@
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0
DataReader/SequenceReader/SentenceTest.txt → DataReader/LMSequenceReader/SentenceTest.txt
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0
DataReader/SequenceReader/SequenceParser.cpp → DataReader/LMSequenceReader/SequenceParser.cpp
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1232
DataReader/SequenceReader/SequenceParser.h → DataReader/LMSequenceReader/SequenceParser.h
Просмотреть файл

Разница между файлами не показана из-за своего большого размера Загрузить разницу

3906
DataReader/SequenceReader/SequenceReader.cpp → DataReader/LMSequenceReader/SequenceReader.cpp
Просмотреть файл

Разница между файлами не показана из-за своего большого размера Загрузить разницу

0
DataReader/SequenceReader/SequenceReader.h → DataReader/LMSequenceReader/SequenceReader.h
Просмотреть файл

0
DataReader/SequenceReader/SequenceTest.txt → DataReader/LMSequenceReader/SequenceTest.txt
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0
DataReader/SequenceReader/dllmain.cpp → DataReader/LMSequenceReader/dllmain.cpp
Просмотреть файл

0
DataReader/SequenceReader/minibatchsourcehelpers.h → DataReader/LMSequenceReader/minibatchsourcehelpers.h
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0
DataReader/SequenceReader/stdafx.cpp → DataReader/LMSequenceReader/stdafx.cpp
Просмотреть файл

0
DataReader/SequenceReader/stdafx.h → DataReader/LMSequenceReader/stdafx.h
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0
DataReader/SequenceReader/targetver.h → DataReader/LMSequenceReader/targetver.h
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64
DataReader/SequenceReader/SequenceReader.vcxproj.filters
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@ -1,64 +0,0 @@
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<UniqueIdentifier>{82bb574a-405b-43a0-a59b-52a60aef9d61}</UniqueIdentifier>
</Filter>
<Filter Include="Common\Include">
<UniqueIdentifier>{761d8c5d-2d9b-47a0-8409-9fc9a502801b}</UniqueIdentifier>
</Filter>
<Filter Include="Duplicates to remove">
<UniqueIdentifier>{616e954b-4068-45dc-a1d4-aaa9873983ec}</UniqueIdentifier>
</Filter>
</ItemGroup>
</Project>

10
DataReader/SequenceReader/SequenceReader.vcxproj.vspscc
Просмотреть файл

@ -1,10 +0,0 @@
""
{
"FILE_VERSION" = "9237"
"ENLISTMENT_CHOICE" = "NEVER"
"PROJECT_FILE_RELATIVE_PATH" = ""
"NUMBER_OF_EXCLUDED_FILES" = "0"
"ORIGINAL_PROJECT_FILE_PATH" = ""
"NUMBER_OF_NESTED_PROJECTS" = "0"
"SOURCE_CONTROL_SETTINGS_PROVIDER" = "PROVIDER"
}

79
Math/Math/CPUMatrix.cpp
Просмотреть файл

@ -3679,7 +3679,7 @@ namespace Microsoft { namespace MSR { namespace CNTK {
#ifndef USE_MKL
dgemm(transA, transB, m, n, k, alpha, reinterpret_cast <double*>(a.m_pArray), lda, reinterpret_cast <double*>(b.m_pArray), ldb, beta, reinterpret_cast <double*>(c.m_pArray), ldc);
#else
cblas_dgemm ((CBLAS_ORDER) BLAS_COLMAJOR, mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <double*>(a.m_pArray), lda, reinterpret_cast <double*>(b.m_pArray), ldb, beta, reinterpret_cast <double*>(c.m_pArray), ldc);
cblas_dgemm ((CBLAS_ORDER) BLAS_COLMAJOR mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <double*>(a.m_pArray), lda, reinterpret_cast <double*>(b.m_pArray), ldb, beta, reinterpret_cast <double*>(c.m_pArray), ldc);
#endif
}
else
@ -3688,37 +3688,64 @@ namespace Microsoft { namespace MSR { namespace CNTK {
#ifndef USE_MKL
sgemm(BLAS_COLMAJOR transA, transB, m, n, k, alpha, reinterpret_cast <float*>(a.m_pArray), lda, reinterpret_cast <float*>(b.m_pArray), ldb, beta, reinterpret_cast <float*>(c.m_pArray), ldc);
#else
cblas_sgemm ((CBLAS_ORDER) BLAS_COLMAJOR, mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <float*>(a.m_pArray), lda, reinterpret_cast <float*>(b.m_pArray), ldb, beta, reinterpret_cast <float*>(c.m_pArray), ldc);
cblas_sgemm ((CBLAS_ORDER) BLAS_COLMAJOR mklTransA, mklTransB, m, n, k, alpha, reinterpret_cast <float*>(a.m_pArray), lda, reinterpret_cast <float*>(b.m_pArray), ldb, beta, reinterpret_cast <float*>(c.m_pArray), ldc);
#endif
}
}
/* compute singular value decomposition as
A = U*SIGMA*VT
W is used as temp working memory
*/
template<class ElemType>
void CPUMatrix<ElemType>::SVD(const CPUMatrix<ElemType>& A, CPUMatrix<ElemType>& SIGMA, CPUMatrix<ElemType>& U, CPUMatrix<ElemType>& VT)
void CPUMatrix<ElemType>::SVD(const CPUMatrix<ElemType>& A, CPUMatrix<ElemType>& SIGMA, CPUMatrix<ElemType>& U, CPUMatrix<ElemType>& VT, CPUMatrix<ElemType>& W)
{
if (A.IsEmpty())
throw std::logic_error("SVD: input matrix is empty.");
int info;
size_t m, n, lda, ldu, ldvt;
m = A.GetNumRows();
n = A.GetNumCols();
lda = m;
int m, n, lda, ldu, ldvt;
m = (int)A.GetNumRows();
n = (int)A.GetNumCols();
W.GetNumRows(); //W is used as temp working memory
lda = m;
ldu = m;
ldvt= n;
U.Resize(m,m);
SIGMA.Resize(min(m,n),1);
VT.Resize(n,n);
ldvt = n;
U.Resize(m, m);
SIGMA.Resize(min(m, n), 1);
VT.Resize(n, n);
if (sizeof(ElemType) == sizeof(double))
{
#ifndef USE_MKL
dgesvd('A', 'A', (int)m, (int)n, reinterpret_cast <double*>(A.m_pArray), (int)lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), (int)ldu, reinterpret_cast <double*>(VT.m_pArray), (int)ldvt, &info);
#else
double wkopt;
int lwork = -1;
dgesvd("All", "All", &m, &n, reinterpret_cast <double*>(A.m_pArray), &lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), &ldu, reinterpret_cast <double*>(VT.m_pArray), &ldvt, &wkopt, &lwork, &info);
lwork = (int)wkopt;
W.Resize(lwork, 1);
dgesvd("All", "All", &m, &n, reinterpret_cast <double*>(A.m_pArray), &lda, reinterpret_cast <double*>(SIGMA.m_pArray), reinterpret_cast <double*>(U.m_pArray), &ldu, reinterpret_cast <double*>(VT.m_pArray), &ldvt, reinterpret_cast <double*>(W.m_pArray), &lwork, &info);
#endif
}
else
{
#ifndef USE_MKL
#pragma warning (suppress: 4244)
sgesvd('A', 'A', (int)m, (int)n, reinterpret_cast <float*>(A.m_pArray), (int)lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), (int)ldu, reinterpret_cast <float*>(VT.m_pArray), (int)ldvt, &info);
#else
float wkopt;
int lwork = -1;
sgesvd("All", "All", &m, &n, reinterpret_cast <float*>(A.m_pArray), &lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), &ldu, reinterpret_cast <float*>(VT.m_pArray), &ldvt, &wkopt, &lwork, &info);
lwork = (int)wkopt;
W.Resize(lwork, 1);
sgesvd("All", "All", &m, &n, reinterpret_cast <float*>(A.m_pArray), &lda, reinterpret_cast <float*>(SIGMA.m_pArray), reinterpret_cast <float*>(U.m_pArray), &ldu, reinterpret_cast <float*>(VT.m_pArray), &ldvt, reinterpret_cast <float*>(W.m_pArray), &lwork, &info);
#endif
}
if (info > 0)
{
RuntimeError("The algorithm computing SVD failed to converge.\n");
}
}
@ -4408,40 +4435,44 @@ namespace Microsoft { namespace MSR { namespace CNTK {
{
for (long j = 0; j < n; j++)
{
#ifndef USE_MKL
c(0, j) = (ElemType)ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn(j)), 1);
#else
c(0, j) = (ElemType)cblas_ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn(j)), 1);
#endif
}
for (long j = 0; j < n; j++)
{
for (long i = 1; i < negnumber + 1; i++)
{
#ifndef USE_MKL
c(i, j) = (ElemType)ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#else
c(i, j) = (ElemType)cblas_ddot(m, reinterpret_cast <double*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <double*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#endif
}
}
}
else
{
/*
#pragma omp parallel for
foreach_column(j, c)
{
#pragma warning (suppress: 4244)
#ifndef USE_MKL
c(0, j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#else
c(0, j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#endif
}*/
for (long j = 0; j < n; j++)
{
#ifndef USE_MKL
c(0, j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#else
c(0, j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn(j)), 1);
#endif
}
for (long j = 0; j < n; j++)
{
for (long i = 1; i < negnumber + 1; i++)
{
#ifndef USE_MKL
c(i, j) = (ElemType)sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#else
c(i, j) = (ElemType)cblas_sdot(m, reinterpret_cast <float*>(a.m_pArray + a.LocateColumn(j)), 1, reinterpret_cast <float*>(b.m_pArray + b.LocateColumn((j + shift + i - 1) % n)), 1);
#endif
}
}
}
@ -4460,7 +4491,7 @@ namespace Microsoft { namespace MSR { namespace CNTK {
#ifndef USE_MKL
c(i, 0) = (ElemType)ddot(n, reinterpret_cast <double*>(a.m_pArray + i), m, reinterpret_cast <double*>(b.m_pArray + i), m);
#else
c(i, 0) = cblas_ddot(n, reinterpret_cast <double*>(a.m_pArray + i), m, reinterpret_cast <double*>(b.m_pArray + i), m);
c(i, 0) = (ElemType)cblas_ddot(n, reinterpret_cast <double*>(a.m_pArray + i), m, reinterpret_cast <double*>(b.m_pArray + i), m);
#endif
}
}

2
Math/Math/CPUMatrix.h
Просмотреть файл

@ -284,7 +284,7 @@ namespace Microsoft { namespace MSR { namespace CNTK {
public:
//static BLAS functions
static void SVD(const CPUMatrix<ElemType>& A, CPUMatrix<ElemType>& SIGMA, CPUMatrix<ElemType>& U, CPUMatrix<ElemType>& VT);
static void SVD(const CPUMatrix<ElemType>& A, CPUMatrix<ElemType>& SIGMA, CPUMatrix<ElemType>& U, CPUMatrix<ElemType>& VT, CPUMatrix<ElemType>& W);
static void MultiplyAndWeightedAdd(ElemType alpha, const CPUMatrix<ElemType>& a, const bool transposeA, const CPUMatrix<ElemType>& b, const bool transposeB,
ElemType beta, CPUMatrix<ElemType>& c);

1
Math/Math/CPUSparseMatrix.cpp
Просмотреть файл

@ -37,6 +37,7 @@
#include <acml.h> // requires ACML 5.3.0 and above
#else
// requires MKL 10.0 and above
#include <mkl.h>
#endif
// This is an example of an exported variable

2
Math/Math/ClassDiagram.cd Normal file
Просмотреть файл

@ -0,0 +1,2 @@
<?xml version="1.0" encoding="utf-8"?>
<ClassDiagram />

2
Math/Math/GPUMatrix.cu
Просмотреть файл

@ -1197,7 +1197,7 @@ namespace Microsoft { namespace MSR { namespace CNTK {
{
double aveMultiplier = 0;
CUBLAS_CALL(cublasDasum(cuHandle, (LONG64)n, reinterpret_cast<double*>(multipliers), 1, &aveMultiplier));
return aveMultiplier / n;
return (ElemType) aveMultiplier / n;
}
}

11
Math/Math/Math.vcxproj
Просмотреть файл

@ -30,6 +30,7 @@
<UseDebugLibraries>true</UseDebugLibraries>
<PlatformToolset>v120</PlatformToolset>
<CharacterSet>Unicode</CharacterSet>
<UseIntelMKL>Parallel</UseIntelMKL>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
<ConfigurationType>DynamicLibrary</ConfigurationType>
@ -37,6 +38,7 @@
<PlatformToolset>v120</PlatformToolset>
<WholeProgramOptimization>true</WholeProgramOptimization>
<CharacterSet>Unicode</CharacterSet>
<UseIntelMKL>Parallel</UseIntelMKL>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
<ImportGroup Label="ExtensionSettings" />
@ -54,8 +56,8 @@
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental>
<IncludePath>..\..\common\include;$(CUDA_PATH)\include;$(ACML_PATH)\include;$(VCInstallDir)include;$(VCInstallDir)atlmfc\include;$(WindowsSDK_IncludePath);</IncludePath>
<LibraryPath>$(SolutionDir)$(Platform)\$(Configuration);$(ACML_PATH)\lib;$(CUDA_PATH)\lib\$(Platform);$(VCInstallDir)lib\amd64;$(VCInstallDir)atlmfc\lib\amd64;$(WindowsSDK_LibraryPath_x64);</LibraryPath>
<IncludePath>..\..\common\include;$(CUDA_PATH)\include;$(ACML_PATH)\include;$(IncludePath)</IncludePath>
<LibraryPath>$(SolutionDir)$(Platform)\$(Configuration);$(ACML_PATH)\lib;$(CUDA_PATH)\lib\$(Platform);$(LibraryPath)</LibraryPath>
</PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<ClCompile>
@ -96,6 +98,10 @@
<ProjectReference>
<LinkLibraryDependencies>false</LinkLibraryDependencies>
</ProjectReference>
<PreBuildEvent>
<Command>
</Command>
</PreBuildEvent>
</ItemDefinitionGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<ClCompile>
@ -149,6 +155,7 @@
<ClInclude Include="..\..\Common\Include\fileutil.h" />
<ClInclude Include="CommonMatrix.h" />
<ClInclude Include="CPUMatrix.h" />
<None Include="ClassDiagram.cd" />
<None Include="GPUWatcher.h">
<FileType>CppHeader</FileType>
</None>

1
Math/Math/Math.vcxproj.filters
Просмотреть файл

@ -52,6 +52,7 @@
<None Include="GPUWatcher.h">
<Filter>GPU</Filter>
</None>
<None Include="ClassDiagram.cd" />
</ItemGroup>
<ItemGroup>
<Filter Include="Common">

12
Math/Math/Matrix.cpp
Просмотреть файл

@ -3543,26 +3543,28 @@ namespace Microsoft { namespace MSR { namespace CNTK {
#pragma region Static BLAS Functions
template<class ElemType>
void Matrix<ElemType>::SVD(const Matrix<ElemType>& A, Matrix<ElemType>& SIGMA, Matrix<ElemType>& U, Matrix<ElemType>& VT)
void Matrix<ElemType>::SVD(const Matrix<ElemType>& A, Matrix<ElemType>& SIGMA, Matrix<ElemType>& U, Matrix<ElemType>& VT, Matrix<ElemType>& W)
{
if (A.IsEmpty() )
throw std::logic_error("SVD: the input matrix is empty.");
DecideAndMoveToRightDevice(A, SIGMA, U);
VT._transferToDevice(A.GetDeviceId());
W._transferToDevice(A.GetDeviceId());
SIGMA.SwitchToMatrixType(A.GetMatrixType(), A.GetFormat(), false);
U.SwitchToMatrixType(A.GetMatrixType(), A.GetFormat(), false);
VT.SwitchToMatrixType(A.GetMatrixType(), A.GetFormat(), false);
W.SwitchToMatrixType(A.GetMatrixType(), A.GetFormat(), false);
DISPATCH_MATRIX_ON_FLAG(&A,
nullptr,
Matrix<ElemType> tA = A;
CPUMatrix<ElemType>::SVD(*tA.m_CPUMatrix, *SIGMA.m_CPUMatrix, *U.m_CPUMatrix, *VT.m_CPUMatrix);
Matrix<ElemType> tA = A;
CPUMatrix<ElemType>::SVD(*tA.m_CPUMatrix, *SIGMA.m_CPUMatrix, *U.m_CPUMatrix, *VT.m_CPUMatrix, *W.m_CPUMatrix);
SIGMA.SetDataLocation(CPU);
U.SetDataLocation(CPU);
VT.SetDataLocation(CPU),
VT.SetDataLocation(CPU);
W.SetDataLocation(CPU),
NOT_IMPLEMENTED,
NOT_IMPLEMENTED,
NOT_IMPLEMENTED

2
Math/Math/Matrix.h
Просмотреть файл

@ -332,7 +332,7 @@ namespace Microsoft { namespace MSR { namespace CNTK {
//static BLAS functions
// singular value decomposition of A as A = U*SIGMA*VT
static void SVD(const Matrix<ElemType>& A, Matrix<ElemType>& SIGMA, Matrix<ElemType>& U, Matrix<ElemType>& VT);
static void SVD(const Matrix<ElemType>& A, Matrix<ElemType>& SIGMA, Matrix<ElemType>& U, Matrix<ElemType>& VT, Matrix<ElemType>& W);
static void MultiplyAndWeightedAdd(ElemType alpha, const Matrix<ElemType>& a, const bool transposeA, const Matrix<ElemType>& b, const bool transposeB,
ElemType beta, Matrix<ElemType>& c);