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| 1 | +/* |
| 2 | + * SPDX-FileCopyrightText: Copyright (c) 2026, NVIDIA CORPORATION. |
| 3 | + * SPDX-License-Identifier: Apache-2.0 |
| 4 | + */ |
| 5 | + |
| 6 | +#pragma once |
| 7 | + |
| 8 | +#include <cuvs/core/c_api.h> |
| 9 | +#include <dlpack/dlpack.h> |
| 10 | +#include <stdbool.h> |
| 11 | +#include <stdint.h> |
| 12 | + |
| 13 | +#ifdef __cplusplus |
| 14 | +extern "C" { |
| 15 | +#endif |
| 16 | + |
| 17 | +/** |
| 18 | + * @defgroup preprocessing_c_pca C API for PCA (Principal Component Analysis) |
| 19 | + * @{ |
| 20 | + */ |
| 21 | + |
| 22 | +/** |
| 23 | + * @brief Solver algorithm for PCA eigen decomposition. |
| 24 | + */ |
| 25 | +enum cuvsPcaSolver { |
| 26 | + /** Covariance + divide-and-conquer eigen decomposition */ |
| 27 | + CUVS_PCA_COV_EIG_DQ = 0, |
| 28 | + /** Covariance + Jacobi eigen decomposition */ |
| 29 | + CUVS_PCA_COV_EIG_JACOBI = 1 |
| 30 | +}; |
| 31 | + |
| 32 | +/** |
| 33 | + * @brief Parameters for PCA decomposition. |
| 34 | + */ |
| 35 | +struct cuvsPcaParams { |
| 36 | + /** Number of principal components to keep. */ |
| 37 | + int n_components; |
| 38 | + |
| 39 | + /** |
| 40 | + * If false, data passed to fit are overwritten and running fit(X).transform(X) will |
| 41 | + * not yield the expected results; use fit_transform(X) instead. |
| 42 | + */ |
| 43 | + bool copy; |
| 44 | + |
| 45 | + /** |
| 46 | + * When true the component vectors are multiplied by the square root of n_samples and then |
| 47 | + * divided by the singular values to ensure uncorrelated outputs with unit component-wise |
| 48 | + * variances. |
| 49 | + */ |
| 50 | + bool whiten; |
| 51 | + |
| 52 | + /** Solver algorithm to use. */ |
| 53 | + enum cuvsPcaSolver algorithm; |
| 54 | + |
| 55 | + /** Tolerance for singular values (used by Jacobi solver). */ |
| 56 | + float tol; |
| 57 | + |
| 58 | + /** Number of iterations for the power method (Jacobi solver). */ |
| 59 | + int n_iterations; |
| 60 | +}; |
| 61 | + |
| 62 | +typedef struct cuvsPcaParams* cuvsPcaParams_t; |
| 63 | + |
| 64 | +/** |
| 65 | + * @brief Allocate PCA params and populate with default values. |
| 66 | + * |
| 67 | + * @param[out] params cuvsPcaParams_t to allocate |
| 68 | + * @return cuvsError_t |
| 69 | + */ |
| 70 | +cuvsError_t cuvsPcaParamsCreate(cuvsPcaParams_t* params); |
| 71 | + |
| 72 | +/** |
| 73 | + * @brief De-allocate PCA params. |
| 74 | + * |
| 75 | + * @param[in] params cuvsPcaParams_t to de-allocate |
| 76 | + * @return cuvsError_t |
| 77 | + */ |
| 78 | +cuvsError_t cuvsPcaParamsDestroy(cuvsPcaParams_t params); |
| 79 | + |
| 80 | +/** |
| 81 | + * @brief Perform PCA fit operation. |
| 82 | + * |
| 83 | + * Computes the principal components, explained variances, singular values, and column means |
| 84 | + * from the input data. |
| 85 | + * |
| 86 | + * @code {.c} |
| 87 | + * #include <cuvs/core/c_api.h> |
| 88 | + * #include <cuvs/preprocessing/pca.h> |
| 89 | + * |
| 90 | + * // Create cuvsResources_t |
| 91 | + * cuvsResources_t res; |
| 92 | + * cuvsResourcesCreate(&res); |
| 93 | + * |
| 94 | + * // Create PCA params |
| 95 | + * cuvsPcaParams_t params; |
| 96 | + * cuvsPcaParamsCreate(¶ms); |
| 97 | + * params->n_components = 2; |
| 98 | + * |
| 99 | + * // Assume populated DLManagedTensor objects (col-major, float32, device memory) |
| 100 | + * DLManagedTensor input; // [n_rows x n_cols] |
| 101 | + * DLManagedTensor components; // [n_components x n_cols] |
| 102 | + * DLManagedTensor explained_var; // [n_components] |
| 103 | + * DLManagedTensor explained_var_ratio; // [n_components] |
| 104 | + * DLManagedTensor singular_vals; // [n_components] |
| 105 | + * DLManagedTensor mu; // [n_cols] |
| 106 | + * DLManagedTensor noise_vars; // [1] (scalar) |
| 107 | + * |
| 108 | + * cuvsPcaFit(res, params, &input, &components, &explained_var, |
| 109 | + * &explained_var_ratio, &singular_vals, &mu, &noise_vars, false); |
| 110 | + * |
| 111 | + * // Cleanup |
| 112 | + * cuvsPcaParamsDestroy(params); |
| 113 | + * cuvsResourcesDestroy(res); |
| 114 | + * @endcode |
| 115 | + * |
| 116 | + * @param[in] res cuvsResources_t opaque C handle |
| 117 | + * @param[in] params PCA parameters |
| 118 | + * @param[inout] input input data [n_rows x n_cols] (col-major, float32, device) |
| 119 | + * @param[out] components principal components [n_components x n_cols] (col-major, float32, device) |
| 120 | + * @param[out] explained_var explained variances [n_components] (float32, device) |
| 121 | + * @param[out] explained_var_ratio explained variance ratios [n_components] (float32, device) |
| 122 | + * @param[out] singular_vals singular values [n_components] (float32, device) |
| 123 | + * @param[out] mu column means [n_cols] (float32, device) |
| 124 | + * @param[out] noise_vars noise variance [1] (float32, device) |
| 125 | + * @param[in] flip_signs_based_on_U whether to determine signs by U (true) or V.T (false) |
| 126 | + * @return cuvsError_t |
| 127 | + */ |
| 128 | +cuvsError_t cuvsPcaFit(cuvsResources_t res, |
| 129 | + cuvsPcaParams_t params, |
| 130 | + DLManagedTensor* input, |
| 131 | + DLManagedTensor* components, |
| 132 | + DLManagedTensor* explained_var, |
| 133 | + DLManagedTensor* explained_var_ratio, |
| 134 | + DLManagedTensor* singular_vals, |
| 135 | + DLManagedTensor* mu, |
| 136 | + DLManagedTensor* noise_vars, |
| 137 | + bool flip_signs_based_on_U); |
| 138 | + |
| 139 | +/** |
| 140 | + * @brief Perform PCA fit and transform in a single operation. |
| 141 | + * |
| 142 | + * Computes the principal components and transforms the input data into the eigenspace. |
| 143 | + * |
| 144 | + * @param[in] res cuvsResources_t opaque C handle |
| 145 | + * @param[in] params PCA parameters |
| 146 | + * @param[inout] input input data [n_rows x n_cols] (col-major, float32, device) |
| 147 | + * @param[out] trans_input transformed data [n_rows x n_components] (col-major, float32, device) |
| 148 | + * @param[out] components principal components [n_components x n_cols] (col-major, float32, device) |
| 149 | + * @param[out] explained_var explained variances [n_components] (float32, device) |
| 150 | + * @param[out] explained_var_ratio explained variance ratios [n_components] (float32, device) |
| 151 | + * @param[out] singular_vals singular values [n_components] (float32, device) |
| 152 | + * @param[out] mu column means [n_cols] (float32, device) |
| 153 | + * @param[out] noise_vars noise variance [1] (float32, device) |
| 154 | + * @param[in] flip_signs_based_on_U whether to determine signs by U (true) or V.T (false) |
| 155 | + * @return cuvsError_t |
| 156 | + */ |
| 157 | +cuvsError_t cuvsPcaFitTransform(cuvsResources_t res, |
| 158 | + cuvsPcaParams_t params, |
| 159 | + DLManagedTensor* input, |
| 160 | + DLManagedTensor* trans_input, |
| 161 | + DLManagedTensor* components, |
| 162 | + DLManagedTensor* explained_var, |
| 163 | + DLManagedTensor* explained_var_ratio, |
| 164 | + DLManagedTensor* singular_vals, |
| 165 | + DLManagedTensor* mu, |
| 166 | + DLManagedTensor* noise_vars, |
| 167 | + bool flip_signs_based_on_U); |
| 168 | + |
| 169 | +/** |
| 170 | + * @brief Perform PCA transform operation. |
| 171 | + * |
| 172 | + * Transforms the input data into the eigenspace using previously computed principal components. |
| 173 | + * |
| 174 | + * @param[in] res cuvsResources_t opaque C handle |
| 175 | + * @param[in] params PCA parameters |
| 176 | + * @param[inout] input data to transform [n_rows x n_cols] (col-major, float32, device) |
| 177 | + * @param[in] components principal components [n_components x n_cols] (col-major, float32, device) |
| 178 | + * @param[in] singular_vals singular values [n_components] (float32, device) |
| 179 | + * @param[in] mu column means [n_cols] (float32, device) |
| 180 | + * @param[out] trans_input transformed data [n_rows x n_components] (col-major, float32, device) |
| 181 | + * @return cuvsError_t |
| 182 | + */ |
| 183 | +cuvsError_t cuvsPcaTransform(cuvsResources_t res, |
| 184 | + cuvsPcaParams_t params, |
| 185 | + DLManagedTensor* input, |
| 186 | + DLManagedTensor* components, |
| 187 | + DLManagedTensor* singular_vals, |
| 188 | + DLManagedTensor* mu, |
| 189 | + DLManagedTensor* trans_input); |
| 190 | + |
| 191 | +/** |
| 192 | + * @brief Perform PCA inverse transform operation. |
| 193 | + * |
| 194 | + * Transforms data from the eigenspace back to the original space. |
| 195 | + * |
| 196 | + * @param[in] res cuvsResources_t opaque C handle |
| 197 | + * @param[in] params PCA parameters |
| 198 | + * @param[in] trans_input transformed data [n_rows x n_components] (col-major, float32, device) |
| 199 | + * @param[in] components principal components [n_components x n_cols] (col-major, float32, device) |
| 200 | + * @param[in] singular_vals singular values [n_components] (float32, device) |
| 201 | + * @param[in] mu column means [n_cols] (float32, device) |
| 202 | + * @param[out] output reconstructed data [n_rows x n_cols] (col-major, float32, device) |
| 203 | + * @return cuvsError_t |
| 204 | + */ |
| 205 | +cuvsError_t cuvsPcaInverseTransform(cuvsResources_t res, |
| 206 | + cuvsPcaParams_t params, |
| 207 | + DLManagedTensor* trans_input, |
| 208 | + DLManagedTensor* components, |
| 209 | + DLManagedTensor* singular_vals, |
| 210 | + DLManagedTensor* mu, |
| 211 | + DLManagedTensor* output); |
| 212 | + |
| 213 | +/** |
| 214 | + * @} |
| 215 | + */ |
| 216 | + |
| 217 | +#ifdef __cplusplus |
| 218 | +} |
| 219 | +#endif |
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