[SPARK-9471] [ML] Multilayer Perceptron

mllib/src/main/scala/org/apache/spark/ml/ann/BreezeUtil.scala

@@ -0,0 +1,63 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You 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.
+ */
+
+package org.apache.spark.ml.ann
+
+import breeze.linalg.{DenseMatrix => BDM, DenseVector => BDV}
+import com.github.fommil.netlib.BLAS.{getInstance => NativeBLAS}
+
+/**
+ * In-place DGEMM and DGEMV for Breeze
+ */
+private[ann] object BreezeUtil {
+
+ // TODO: switch to MLlib BLAS interface
+ private def transposeString(a: BDM[Double]): String = if (a.isTranspose) "T" else "N"
+
+ /**
+ * DGEMM: C := alpha * A * B + beta * C
+ * @param alpha alpha
+ * @param a A
+ * @param b B
+ * @param beta beta
+ * @param c C
+ */
+ def dgemm(alpha: Double, a: BDM[Double], b: BDM[Double], beta: Double, c: BDM[Double]): Unit = {
+ // TODO: add code if matrices isTranspose!!!
+ require(a.cols == b.rows, "A & B Dimension mismatch!")
+ require(a.rows == c.rows, "A & C Dimension mismatch!")
+ require(b.cols == c.cols, "A & C Dimension mismatch!")
+ NativeBLAS.dgemm(transposeString(a), transposeString(b), c.rows, c.cols, a.cols,
+ alpha, a.data, a.offset, a.majorStride, b.data, b.offset, b.majorStride,
+ beta, c.data, c.offset, c.rows)
+ }
+
+ /**
+ * DGEMV: y := alpha * A * x + beta * y
+ * @param alpha alpha
+ * @param a A
+ * @param x x
+ * @param beta beta
+ * @param y y
+ */
+ def dgemv(alpha: Double, a: BDM[Double], x: BDV[Double], beta: Double, y: BDV[Double]): Unit = {
+ require(a.cols == x.length, "A & b Dimension mismatch!")
+ NativeBLAS.dgemv(transposeString(a), a.rows, a.cols,
+ alpha, a.data, a.offset, a.majorStride, x.data, x.offset, x.stride,
+ beta, y.data, y.offset, y.stride)
+ }
+}