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<title>MADlib: Norms and Distance Functions</title>
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<div class="title">Norms and Distance Functions<div class="ingroups"><a class="el" href="group__grp__datatrans.html">Data Types and Transformations</a> &raquo; <a class="el" href="group__grp__arraysmatrix.html">Arrays and Matrices</a></div></div> </div>
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<div class="contents">
<div class="toc"><b>Contents</b> <ul>
<li class="level1">
<a href="#functions">Linear Algebra Utility Functions</a> </li>
<li class="level1">
<a href="#examples">Examples</a> </li>
<li class="level1">
<a href="#literature">Literature</a> </li>
<li class="level1">
<a href="#related">Related Functions</a> </li>
</ul>
</div><p>The linalg module consists of useful utility functions for basic linear algebra operations. Several of these functions can be used while implementing new algorithms. These functions operate on vectors (1-D FLOAT8 array) and matrices (2-D FLOAT8 array). Note that other array types may need to be casted into FLOAT8[] before calling the functions.</p>
<p>Refer to the <a class="el" href="linalg_8sql__in.html" title="SQL functions for linear algebra. ">linalg.sql_in</a> file for documentation on each of the utility functions.</p>
<p><a class="anchor" id="functions"></a></p><dl class="section user"><dt>Linear Algebra Utility Functions</dt><dd><table class="output">
<tr>
<th><a class="el" href="linalg_8sql__in.html#a300300fe4b8576ba0b97b95d8dea3057" title="1-norm of a vector ">norm1()</a> </th><td><p class="starttd">1-norm of a vector, \(\|\vec{a}\|_1\).</p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a50fdfe30cc0edc6888a909dbb4b4c239" title="2-norm of a vector ">norm2()</a> </th><td><p class="starttd">2-norm of a vector, \(\|\vec{a}\|_2\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#aad193850e79c4b9d811ca9bc53e13476" title="1-norm of the difference between two vectors ">dist_norm1()</a> </th><td><p class="starttd">1-norm of the difference between two vectors, \(\|\vec{a} - \vec{b}\|_1\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#aa58e51526edea6ea98db30b6f250adb4" title="2-norm of the difference between two vectors ">dist_norm2()</a> </th><td><p class="starttd">2-norm of the difference between two vectors, \(\|\vec{a} - \vec{b}\|_2\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#ad9cc156ae57bf7c0a2fe90798259105a" title="p-norm of the difference between two vectors ">dist_pnorm()</a> </th><td><p class="starttd">Generic p-norm of the difference between two vectors, \(\|\vec{a} - \vec{b}\|_p, p &gt; 0\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a31fa9f2f5b45507c09f136464fdad1db" title="Infinity-norm of the difference between two vectors. ">dist_inf_norm()</a> </th><td><p class="starttd">Infinity-norm of the difference between two vectors, \(\|\vec{a} - \vec{b}\|_\infty\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a00a08e69f27524f2096032214e15b668" title="Squared 2-norm of the difference between two vectors. ">squared_dist_norm2()</a> </th><td><p class="starttd">Squared 2-norm of the difference between two vectors, \(\|\vec{a} - \vec{b}\|_2^2\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a1782f2ba00d9f9fab20894a576079f87" title="cosine similarity score between two vectors ">cosine_similarity()</a> </th><td><p class="starttd">Cosine score between two vectors, \(\frac{\vec{a} \cdot \vec{b}}{\|\vec{a}\|_2 \|\vec{b}\|_2}\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a8c7b9281a72ff22caf06161701b27e84" title="Angle between two vectors. ">dist_angle()</a> </th><td><p class="starttd">Angle between two vectors in an Euclidean space, \(\cos^{-1}(\frac{\vec{a} \cdot \vec{b}}{\|\vec{a}\|_2 \|\vec{b}\|_2})\). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#afa13b4c6122b99422d666dedea136c18" title="Tanimoto distance between two vectors. ">dist_tanimoto()</a> </th><td><p class="starttd">Tanimoto distance between two vectors. [1] </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#ac1397ac9f4a35b3b67c3be05b5e1a828" title="Jaccard distance between two vectors (treated as sets) ">dist_jaccard()</a> </th><td><p class="starttd">Jaccard distance between two varchar vectors treated as sets. </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#af6b905fcac7746ef0ed0c36df4a1e070" title="Get an indexed row of the given matrix (2-D array) ">get_row()</a> </th><td><p class="starttd">Return the indexed row of a matrix (2-D array). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a20f34c9e661191e5225cca7bc23252c5" title="Get an indexed col of the given matrix (2-D array) ">get_col()</a> </th><td><p class="starttd">Return the indexed col of a matrix (2-D array). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a1aa37f73fb1cd8d7d106aa518dd8c0b4" title="Compute the average of vectors. ">avg()</a> </th><td><p class="starttd">Compute the average of vectors. </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a0b04663ca206f03e66aed5ea2b4cc461" title="Compute the normalized average of vectors. ">normalized_avg()</a> </th><td><p class="starttd">Compute the normalized average of vectors (unit vector in an Euclidean space). </p>
<p class="endtd"></p>
</td></tr>
<tr>
<th><a class="el" href="linalg_8sql__in.html#a9c439706f35d6cac89f151d553a5f111" title="Combine vectors to a matrix. ">matrix_agg()</a> </th><td><p class="starttd">Combine vectors to a matrix. </p>
<p class="endtd"></p>
</td></tr>
</table>
</dd></dl>
<p><a class="anchor" id="examples"></a></p>
<p><b>Vector Norms and Distances</b></p>
<ol type="1">
<li>Create a database table with two vector columns and add some data. <pre class="example">
CREATE TABLE two_vectors(
id integer,
a float8[],
b float8[]);
</pre> <pre class="example">
INSERT INTO two_vectors VALUES
(1, '{3,4}', '{4,5}'),
(2, '{1,1,0,-4,5,3,4,106,14}', '{1,1,0,6,-3,1,2,92,2}');
</pre></li>
<li>Invoke norm functions. <pre class="example">
SELECT
id,
madlib.norm1(a),
madlib.norm2(a)
FROM two_vectors;
</pre> Result: <pre class="result">
id | norm1 | norm2
----+-------+------------------
1 | 7 | 5
2 | 138 | 107.238052947636
(2 rows)
</pre></li>
<li>Invoke distance functions. <pre class="example">
SELECT
id,
madlib.dist_norm1(a, b),
madlib.dist_norm2(a, b),
madlib.dist_pnorm(a, b, 5) AS norm5,
madlib.dist_inf_norm(a, b),
madlib.squared_dist_norm2(a, b) AS sq_dist_norm2,
madlib.cosine_similarity(a, b),
madlib.dist_angle(a, b),
madlib.dist_tanimoto(a, b),
madlib.dist_jaccard(a::text[], b::text[])
FROM two_vectors;
</pre> Result: <pre class="result">
id | dist_norm1 | dist_norm2 | norm5 | dist_inf_norm | sq_dist_norm2 | cosine_similarity | dist_angle | dist_tanimoto | dist_jaccard
----+------------+------------------+------------------+---------------+---------------+-------------------+--------------------+--------------------+-------------------
1 | 2 | 1.4142135623731 | 1.14869835499704 | 1 | 2 | 0.999512076087079 | 0.0312398334302684 | 0.0588235294117647 | 0.666666666666667
2 | 48 | 22.6274169979695 | 15.585086360695 | 14 | 512 | 0.985403348449008 | 0.17106899659286 | 0.0498733684005455 | 0.833333333333333
(2 rows)
</pre></li>
</ol>
<p><b>Matrix Functions</b></p>
<ol type="1">
<li>Create a database table with a matrix column. <pre class="example">
CREATE TABLE matrix(
id integer,
m float8[]);
</pre> <pre class="example">
INSERT INTO matrix VALUES
(1, '{{4,5},{3,5},{9,0}}');
</pre></li>
<li>Invoke matrix functions. <pre class="example">
SELECT
madlib.get_row(m, 1) AS row_1,
madlib.get_row(m, 2) AS row_2,
madlib.get_row(m, 3) AS row_3,
madlib.get_col(m, 1) AS col_1,
madlib.get_col(m, 2) AS col_2
FROM matrix;
</pre> Result: <pre class="result">
row_1 | row_2 | row_3 | col_1 | col_2
-------+-------+-------+---------+---------
{4,5} | {3,5} | {9,0} | {4,3,9} | {5,5,0}
(1 row)
</pre></li>
</ol>
<p><b>Aggregate Functions</b></p>
<ol type="1">
<li>Create a database table with a vector column. <pre class="example">
CREATE TABLE vector(
id integer,
v float8[]);
</pre> <pre class="example">
INSERT INTO vector VALUES
(1, '{4,3}'),
(2, '{8,6}'),
(3, '{12,9}');
</pre></li>
<li>Invoke aggregate functions. <pre class="example">
SELECT
madlib.avg(v),
madlib.normalized_avg(v),
madlib.matrix_agg(v)
FROM vector;
</pre> Result: <pre class="result">
avg | normalized_avg | matrix_agg
-------+----------------+----------------------
{8,6} | {0.8,0.6} | {{4,3},{8,6},{12,9}}
(1 row)
</pre></li>
</ol>
<p><a class="anchor" id="literature"></a></p><dl class="section user"><dt>Literature</dt><dd></dd></dl>
<p>[1] <a href="http://en.wikipedia.org/wiki/Jaccard_index#Tanimoto_similarity_and_distance">http://en.wikipedia.org/wiki/Jaccard_index#Tanimoto_similarity_and_distance</a></p>
<p><a class="anchor" id="related"></a></p><dl class="section user"><dt>Related Topics</dt><dd>File <a class="el" href="linalg_8sql__in.html" title="SQL functions for linear algebra. ">linalg.sql_in</a> documenting the SQL functions. </dd></dl>
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