Swift 中的 vDSP 问题，无法对矩阵进行乘法、转置和求逆

问题描述

在使用 Accelerate 的 Swift 中，我无法写出线性回归中的正态方程：(X_Transpose * X)_Inverted * X_Transpose * y。任何人都可以帮我解决我的代码有什么问题吗？

class normalEquation {
    
    public private(set) var thetas: [Double]

    init(X: [[Double]],y: [Double]) {
        // Get matrix dimensions row x col
        let rows = Int32(X.count)
        let cols = Int32(X.first!.count)

        let X_1 = X.flatMap({ $0 })
        // Create X transposed
        var X_T = X_1
        vDSP_mtransD(X_1,vDSP_Stride(1),&X_T,vDSP_Length(cols),vDSP_Length(rows))
        // Multiply X_T and X together and store it in X_I (not yet inverted)
        var X_I: [Double] = Array(repeating: 0.0,count: Int(cols) * Int(cols))
        vDSP_mmulD(X_T,X_1,&X_I,vDSP_Length(rows))

        // Inversion of X_I in two steps
        var error: Int32 = 0
        var pivot: [Int32] = Array(repeating: 0,count: Int(cols))
        var workspace: [Double] = Array(repeating: 0.0,count: Int(cols))
        // LU Factorization
        var n1: Int32 = cols,n2: Int32 = cols,n3: Int32 = cols
        dgetrf_(&n1,&n2,&n3,&pivot,&error)
        // Check for error
        if error != 0 { fatalError() }
        // Do matrix inversion
        n1 = cols; n2 = cols; n3 = cols
        dgetri_(&n1,&workspace,&error)
        // Check for error
        if error != 0 { fatalError() }
        // Now multiply our inverted matrix by the transpose
        var X_M = X_T
        vDSP_mmulD(X_I,X_T,&X_M,vDSP_Length(rows),vDSP_Length(cols))
        // Now multiply our mult matrix by y to get our final
        var X_F = X_M
        vDSP_mmulD(X_M,y,&X_F,vDSP_Length(rows))

        self.thetas = X_F
        print("Thetas: \(self.thetas)")
    }
}

解决方法

没关系！找到了 Ozgur Sahin 的 AMAZING GitHub 矩阵类型代码，实际上令人难以置信，这是链接：https://github.com/hollance/Matrix/blob/master/Matrix.swift。