statistics.hpp

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// Copyright (c) 2014-2023, Lawrence Livermore National Security, LLC.
// Produced at the Lawrence Livermore National Laboratory.
// Written by the LBANN Research Team (B. Van Essen, et al.) listed in
// the CONTRIBUTORS file. <lbann-dev@llnl.gov>
//
// LLNL-CODE-697807.
// All rights reserved.
//
// This file is part of LBANN: Livermore Big Artificial Neural Network
// Toolkit. For details, see http://software.llnl.gov/LBANN or
// https://github.com/LLNL/LBANN.
//
// Licensed under the Apache License, Version 2.0 (the "Licensee"); 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.

#ifndef LBANN_UTILS_STATISTICS_HPP
#define LBANN_UTILS_STATISTICS_HPP

#include "lbann/base.hpp"

namespace lbann {

void entrywise_mean_and_stdev(const Mat& data, DataType& mean, DataType& stdev);

void entrywise_mean_and_stdev(const AbsDistMat& data,
                              DataType& mean,
                              DataType& stdev);

void columnwise_mean_and_stdev(const Mat& data, Mat& means, Mat& stdevs);

void columnwise_mean_and_stdev(const Mat& data, Mat& means, Mat& stdevs);

//  Wraps around column-wise sum and sqsum
void columnwise_mean_and_stdev(const AbsDistMat& data,
                               AbsDistMat& means,
                               AbsDistMat& stdevs);

void columnwise_sums_and_sqsums(const AbsDistMat& data,
                                AbsDistMat& sums,
                                AbsDistMat& sqsums);

void rowwise_mean_and_stdev(const Mat& data, Mat& means, Mat& stdevs);

void rowwise_sums_and_sqsums(const AbsDistMat& data,
                             AbsDistMat& sums,
                             AbsDistMat& sqsums);

// Wraps around rowwise_sum_and_sqsum
void rowwise_mean_and_stdev(const AbsDistMat& data,
                            AbsDistMat& means,
                            AbsDistMat& stdevs);

void columnwise_covariance(const AbsDistMat& data1,
                           const AbsDistMat& data2,
                           const AbsDistMat& means1,
                           const AbsDistMat& means2,
                           AbsDistMat& cov);

} // namespace lbann
#endif // LBANN_UTILS_STATISTICS_HPP