Taking vector transposes seriously

[jiahao]

from @alanedelman:

We really should think carefully about how the transpose of a vector should dispatch the various A_*op*_B* methods. It must be possible to avoid new types and ugly mathematics. For example, vector'vector yielding a vector (#2472, #2936), vector' yielding a matrix, and vector'' yielding a matrix (#2686) are all bad mathematics.

What works for me mathematically (which avoids introducing a new type) is that for a 1-dimensional Vector v:

• v' is a no-op (i.e. just returns v),
• v'v or v'*v is a scalar,
• v*v' is a matrix, and
• v'A or v'*A (where A is an AbstractMatrix) is a vector

A general N-dimensional transpose reverses the order of indices. A vector, having one index, should be invariant under transposition.

In practice v' is rarely used in isolation, and is usually encountered in matrix-vector products and matrix-matrix products. A common example would be to construct bilinear forms v'A*w and quadratic forms v'A*v which are used in conjugate gradients, Rayleigh quotients, etc.

The only reason to introduce a new Transpose{Vector} type would be to represent the difference between contravariant and covariant vectors, and I don't find this compelling enough.

[StefanKarpinski]

For example, vector'vector yielding a vector (#2472, #2936), vector' yielding a matrix, and vector'' yielding a matrix (#2686) are all bad mathematics.

The double-dual of a finite dimensional vector space is isomorphic to it, not identical. So I'm not clear on how this is bad mathematics. It's more that we tend gloss over the distinction between things that are isomorphic in mathematics, because human brains are good at handling that sort of slippery ambiguity and just doing the right thing. That said, I agree that this should be improved, but not because it's mathematically incorrect, but rather because it's annoying.

[JeffBezanson]

How can v' == v, but v'*v != v*v? Does it make more sense than we thought for x' * y to be its own operator?

[jiahao]

The double-dual of a finite dimensional vector space is isomorphic to it, not identical.

(Speaking as myself now) It is not just isomorphic, it is naturally isomorphic, i.e. the isomorphism is independent of the choice of basis. I can’t think of a practical application for which it would be worth distinguishing between this kind of isomorphism and an identity. IMO the annoyance factor comes from making this kind of distinction.

Does it make more sense than we thought for x' * y to be its own operator?

That was the impression I got out of this afternoon’s discussion with @alanedelman.

[alanedelman]

I think what Jeff is asking is right on the money ... it is starting to look like x'_y and x_y' is making more
sense than ever.

[alanedelman]

I'm in violent agreement with @Stefan. Bad mathematics was not meant to mean, wrong mathematics, it was
meant to mean annoying mathematics. There are lots of things that are technically right, but not very nice ....

[alanedelman]

If we go with this logic, here are two choices we have

x_x remains an error ..... perhaps with a suggestion "maybe you want to use dot"
or x_x is the dot product (I don't love that choice)

[StefanKarpinski]

If x and x' are the same thing, then if you want (x')*y to mean dot(x,y) that implies that x*y is also dot(x,y). There's no way out of that. We could make x'y and x'*y a different operation, but I'm not sure that's a great idea. People want to be able to parenthesize this in the obvious way and have it still work.

I would point out that if we allow x*x to mean the dot product, there's basically no going back. That is going to get put into people's code everywhere and eradicating it will be a nightmare. So, natural isomorphism or not, this ain't pure mathematics and we've got to deal with the fact that different things in a computer are different.

[JeffBezanson]

Here is a practical discussion of distinguishing "up tuples" and "down tuples" that I like:

http://mitpress.mit.edu/sites/default/files/titles/content/sicm/book-Z-H-79.html#%_idx_3310

It carefully avoids words like "vector" and "dual", perhaps to avoid annoying people. I find the application to partial derivatives compelling though:

http://mitpress.mit.edu/sites/default/files/titles/content/sicm/book-Z-H-79.html#%_sec_Temp_453

[StefanKarpinski]

Another reason to distinguish M[1,:] and M[:,1] is that currently our broadcasting behavior allows this very convenient behavior: M./sum(M,1) is column-stochastic and M./sum(M,2) is row-stochastic. The same could be done for normalization if we "fixed" the norm function to allow application over rows and columns easily. Of course, we could still have sum(M,1) and sum(M,2) return matrices instead of up and down vectors, but that seems a bit off.

[StefanKarpinski]

I like the idea of up and down vectors. The trouble is generalizing it to higher dimensions in a way that's not completely insane. Or you can just make vectors a special case. But that feels wrong too.

[JeffBezanson]

It's true that up/down may be a separate theory. The approach to generalizing them seems to be nested structure, which takes things in a different direction. Very likely there is a reason they don't call them vectors.

[toivoh]

Also, x*y = dot(x,y) would make * non-associative, as in x*(y*z) vs. (x*y)*z. I really hope that we can avoid that.

[StefanKarpinski]

Yes. To me, that's completely unacceptable. I mean technically, floating-point * is non-associative, but it's nearly associative, whereas this would just be flagrantly non-associative.

[alanedelman]

We all agree that x*x should not be the dot product.

The question remains whether we can think of v'w and v'*w as the dot product --
I really really like this working that way.

@JeffBezanson and I were chatting

A proposal is the following:

v' is an error for vectors (This is what mathematica does)
v'w and v'*w is a dot product (result = scalar)
v*w is an outer product matrix (result = matrix)

There is no distinction between rows and column vectors. I liked this anyway
and was happy to see mathematica's precedent
From mathematica: http://reference.wolfram.com/mathematica/tutorial/VectorsAndMatrices.html
Because of the way Mathematica uses lists to represent vectors and matrices, you never have to distinguish between "row" and "column" vectors

Users have to be aware that there are no row vectors .... period.

Thus if M is a matrix

M[1,:]*v is an error ..... (assuming we go with M[1,:] is a scalar
The warning could suggest trying dot or '* or M[i:i,:]

M[[1],:]*v or M[1:1,:]*v is a vector of length 1 (This is julia's current behavior anyway)

Regarding the closely related issue in https://groups.google.com/forum/#!topic/julia-users/L3vPeZ7kews

Mathematica compresses scalar-like array sections:

m = Array[a, {2, 2, 2}] 


Out[49]= {{{a[1, 1, 1], a[1, 1, 2]}, {a[1, 2, 1], 
   a[1, 2, 2]}}, {{a[2, 1, 1], a[2, 1, 2]}, {a[2, 2, 1], a[2, 2, 2]}}}

In[123]:= Dimensions[m]
Dimensions[m[[All, 1, All]]]
Dimensions[m[[2, 1, All]]]
Dimensions[m[[2, 1 ;; 1, All]]]

Out[123]= {2, 2, 2}

Out[124]= {2, 2}

Out[125]= {2}

Out[126]= {1, 2}

[Edit: code formatting – @StefanKarpinski]

[blakejohnson]

@alanedelman

assuming we go with M[1,:] is a scalar

do you mean M[1,:] is just a vector?

[alanedelman]

Yes, sorry. My mind meant M[1,:] was processing the scalar 1 :-)

Mathematica uses the period . rather than the asterisk *
and then goes the whole 9 yards and makes (vector . vector) into a scalar, exactly what we are avoiding
with the asterisk.

There are no doubt many problems with the period, one of which is that it just doesn't
look like the "dot" in a dot product, and another of which is that it clashes with
the "pointwise op" reading of dot,

Unicode does provide very nicely a character named "the dot operator"
⋅ (char(8901)) which we can imagine offering

so we could have (v ⋅ w) becoming synonymous with (v'*w)

In summary a current proposal subject for debate is

1. Scalar indexing kills the dimension thus
   A[i,:] is a vector as is A[:,i,j]

2. Vector indexing is thick
   A[ i:i , : ] or A[ [i], : ] returns a matrix with one row

3. v'w or v'*w is the dot product for vectors (similarly v*w' for outer product)

4. v' is undefined for vectors (point the user to permutedims(v,1)????)

5. v*A returns a vector if A is a matrix

6. v⋅w also returns the dot product (but does not go as far as mathematica's . by working on matrices

7. v*w is undefined for vectors but a warning might tip the user off with good suggestions including
   ⋅

   Consequences are that

a. if you stick to all vectors being column vectors, everything works
b. if you make everything a matrix, everything certainly works, and it's easy to make everything a matrix
c. if your mind can't distinguish a row vector from a one row matrix, chances are you'll be educated
politely and gracefully
d. This dot notation ⋅ is kind of pleasant to the eye

[blakejohnson]

Suggestion 5) looks very odd to me. I prefer v'*A so that it is explicit that you are using the dual vector. This is particularly important in complex vector spaces where the dual isn't just a "shape" transformation.

I want to echo @StefanKarpinski that it would be rather unfortunate to lose our concise broadcasting behavior in all this. After this change, what is the concise syntax for taking a vector v and normalizing the columns of matrix A by those values? Currently, one can use A ./ v'. This is extremely nice for data manipulation.

[alanedelman]

Good questions

My scheme does not preclude v'*A taking the complex conjugate of v and mulitiplying by A
and all the various other cases that I didn't yet explicitly mention, but readily could

we could eliminate 5
perhaps that's desirable
it doesn't conform to my column vector rule

This approach to broadcasting is cute and kludgy
One solution now is A ./ v[:,[1]]

It has the benefit of documenting which dimension is being broadcast on
and generalizes to higher dimensional arrays

Oh and the v[:,[1]] solution has the virtue of NOT taking the complex conjugate
which is probably what the user intends .....

I LIKE THESE TWO EXAMPLES because the first is a LINEAR ALGEBRA example
where a complex conjugate is desired very frequently, but the second example is
a MULTIDIMENSIONAL DATA EXAMPLE where we want things to work in all dimensions
not just for matrices, and we very likely don't want a complex conjuugate

[jiahao]

⋅ requires #552. This is the third time it's shown up in the past two weeks.

[BobPortmann]

Another reason to distinguish M[1,:] and M[:,1] is that currently our broadcasting behavior allows this very convenient behavior: M./sum(M,1) is column-stochastic and M./sum(M,2) is row-stochastic. The same could be done for normalization if we "fixed" the norm function to allow application over rows and columns easily. Of course, we could still have sum(M,1) and sum(M,2) return matrices instead of up and down vectors, but that seems a bit off.

It seems to me that while having the broadcasting behavior is nice some of the time, you end up having to squeeze those extra unit dims outs just as often. Thus, having to do the opposite some of the time is OK if the rest of the system is nicer (and I do think having scalar dimensions dropped will make the system nicer). Thus you will need a function like

julia> widen(A::AbstractArray,dim::Int) = reshape(A,insert!([size(A)...],dim,1)...)
# methods for generic function widen
widen(A::AbstractArray{T,N},dim::Int64) at none:1

which will allow code like M ./ widen(sum(M,2),2) or A ./ widen(v,1) (see @blakejohnson example above)

[alanedelman]

M[:,0,:] and v[:,0] ?????

[timholy]

I'm more with @blakejohnson on the reduction issue; I personally think it's clearer to squeeze dimensions than to widen them. I suspect I'd be perpetually looking at the docs to figure out whether widen inserts the dimension at or after the indicated index, and the numbering gets a little more complex if you want to widen over multiple dimensions at once. (What does widen(v, (1, 2)) for a vector v do?) None of these are issues for squeeze.

[toivoh]

Regardless of whether we would widen or squeeze per default, I think that Julia should follow the lead from numpy when it comes to widening and allow something like v[:, newaxis]. But I do believe that I prefer to keep dimensions instead of discarding them, it's harder to catch a bug where you accidentally widened the wrong way than when you squeezed the wrong way (which will usually give an error).

[wenxgwen]

In the list of @alanedelman
I feel that

v*A returns a vector if A is a matrix

is not good.

v_A should be an error if A is not 1x1 (mismatch of the range of index)
v'_A should be the proper way to do it.

One way to handle this issue is to automatically convert vector v to nx1 matrix (when needed)
and always treat v' as 1xn matrix (never convert that to a vector or nx1 matrix)
Also we allow to automatically convert 1x1 matrix to a scaler number (when needed).

I feel that this represents a consistent and uniform way to think about linear algebra. (good mathematics)

A uniform way to handle all those issues is to allow automatic (type?) conversion (when needed)
between array of size (n), (n,1), (n,1,1),(n,1,1,1) etc (but not between arrays of size (n,1) and (1,n) )
(Just like we automatically convert real number to complex number when needed)

In this case an array of size (1,1) can be converted to a number (when needed) (See #4797 )

Xiao-Gang (a physicist)

[alanedelman]

This leaves v'_A however .... I really want v'_A*w to work

[toivoh]

My impression of linear algebra in Julia is that it is very much organized like matrix algebra, although scalars and true vectors exist (which I think is good!)

Let us consider how to handle a product like x*y*z*w, where each factor may be a scalar, vector, or matrix, possibly with a transpose on it. Matrix algebra defines the product of matrices, where a matrix has size n x m. One approach would be to extend this definition so that n or m might be replaced by absent, which would act like a value of one as far as computing the product is concerned, but is used to distinguish scalar and vectors from matrices:

• a scalar would be absent x absent
• a (column) vector would be n x absent
• a row vector would be absent x n

Ideally, we would like to arrange things so that we never need to represent row vectors, but it would be enough to implement operations like x'*y and x*y'. I get the feeling that this is the flavor of scheme that many of us are searching for.

But I'm beginning to suspect that banning row vectors in this kind of scheme will come at a high cost. Example: Consider how we would need to parenthesize a product to avoid forming a row vector at any intermediate step: (a is a scalar, u and v are vectors)

a*u'*v = a*(u'*v) // a*u' is forbidden
v*u'*a = (v*u')*a // u'*a is forbidden

To evaluate a product x*y'*z while avoiding to produce row vectors, we would need to know the types of the factors before picking the multiplication order! If the user should do it himself, it seems like an obstacle to generic programming. And I'm not sure how Julia could do it automatically in a sane way.

Another reason not to fix the multiplication order in advance: I seem to remember that there was an idea to use dynamic programming to choose the optimal evaluation order of *(x,y,z,w) to minimize the number of operations needed. Anything that we do to avoid forming row vectors will likely interfere with this.

So right now, introducing a transposed vector type seems like the most sane alternative to me. That, or doing everything as now but dropping trailing singleton dimensions when keeping them would result in an error.

[lsorber]

Transposition is just a particular way to permute modes. If you allow v.' where v is a vector, then permutedims(v,[2 1]) should return the exact same thing. Either both return a special row vector type, or they introduce a new dimension.

Having a special type for row vectors doesn't look like a good solution to me, because what will you do about other types of mode-n vectors, e.g., permutedims([1:4],[3 2 1])? I urge you to also take the multilinear algebra into account before taking a decision.

[wenxgwen]

@toivoh mentioned that

"One approach would be to extend this definition so that n or m might be replaced by absent, which would act like a value of one as far as computing the product is concerned, but is used to distinguish scalar and vectors from matrices:

1. a scalar would be absent x absent
2. a (column) vector would be n x absent
3. a row vector would be absent x n "

In multi linear algebra (or for high rand tensors) the above proposal correspond to use absent to represent
many indices of range 1, ie size (m,n,absent) may correspond to (m,n), (m,n,1), (m,n,1,1), etc.

If we use this interpretation of absent , then 1. and 2. is OK and nice to have, but 3. may not be OK.
We do not want to mix arrays of size (1,n) and (1,1,n).

[StefanKarpinski]

BAM

[andyferris]

Woot.

Was this our longest issue thread?

[Keno]

No, #11004 has more

[andyferris]

Sorry. You're right, I should have specified open issue thread.