[MINOR] Added missing builtin functions docs to dml language reference
* Builtin functions added: isNA, isNaN, isInf, contains, inv
* Alternative name isInf for is.infinity for consistency with isNA and
isNaN
diff --git a/docs/site/dml-language-reference.md b/docs/site/dml-language-reference.md
index 3eeda3f..ad34b77 100644
--- a/docs/site/dml-language-reference.md
+++ b/docs/site/dml-language-reference.md
@@ -663,6 +663,9 @@
Function | Description | Parameters | Example
-------- | ----------- | ---------- | -------
+is.na() | Computes a boolean indicator matrix of the same shape as the input, indicating where NA (not available) values are located. Currently NA is only capturing NaN values. Alternative name: isNA() | Input: <matrix>,<br/> Output: boolean <matrix> | isNA(X)
+is.nan() | Computes a boolean indicator matrix of the same shape as the input, indicating where NaN (not a number) values are located. Alternative name: isNaN() | Input: <matrix>,<br/> Output: boolean <matrix> | isNaN(X)
+is.infinite() | Computes a boolean indicator matrix of the same shape as the input, indicating where Inf (positive or negative infinity) values are located. Alternative name: isInf() | Input: <matrix>,<br/> Output: boolean <matrix> | isInf(X)
pmin() <br/> pmax() | "parallel min/max".<br/> Return cell-wise minimum/maximum. If the second input is a scalar then it is compared against all cells in the first input. | Input: (<matrix>, <matrix>), or (<matrix>, <scalar>) <br/> Output: matrix | pmin(X,Y) <br/> pmax(X,y)
rowIndexMax() | Row-wise computation -- for each row, find the max value, and return its column index. | Input: (matrix) <br/> Output: (n x 1) matrix | rowIndexMax(X)
rowIndexMin() | Row-wise computation -- for each row, find the minimum value, and return its column index. | Input: (matrix) <br/> Output: (n x 1) matrix | rowIndexMin(X)
@@ -690,6 +693,7 @@
moment() | Returns the kth central moment of values in a column matrix V, where k = 2, 3, or 4. It can be used to compute statistical measures like Variance, Kurtosis, and Skewness. This function also takes an optional weights parameter W. | Input: (X <(n x 1) matrix>, [W <(n x 1) matrix>),] k <scalar>) <br/> Output: <scalar> | A = rand(rows=100000,cols=1, pdf="normal") <br/> print("Variance from our (standard normal) random generator is approximately " + moment(A,2))
colSums() <br/> colMeans() <br/> colVars() <br/> colSds() <br/> colMaxs() <br/> colMins() | Column-wise computations -- for each column, compute the sum/mean/variance/stdDev/max/min of cell values | Input: matrix <br/> Output: (1 x n) matrix | colSums(X) <br/> colMeans(X) <br/> colVars(X) <br/> colSds(X) <br/> colMaxs(X) <br/>colMins(X)
cov() | Returns the covariance between two 1-dimensional column matrices X and Y. The function takes an optional weights parameter W. All column matrices X, Y, and W (when specified) must have the exact same dimension. | Input: (X <(n x 1) matrix>, Y <(n x 1) matrix> [, W <(n x 1) matrix>)]) <br/> Output: <scalar> | cov(X,Y) <br/> cov(X,Y,W)
+contains() | Indicates if the target matrix contains at least one pattern value (with handling of special values like Not-a-Number). | Input: (target=<matrix>,pattern=<scalar>)<br/> Output: <scalar> | hasNaNs = contains(target=X, pattern=NaN)
table() | Returns the contingency table of two vectors A and B. The resulting table F consists of max(A) rows and max(B) columns. <br/> More precisely, F[i,j] = \\|{ k \\| A[k] = i and B[k] = j, 1 ≤ k ≤ n }\\|, where A and B are two n-dimensional vectors. <br/> This function supports multiple other variants, which can be found below, at the end of this Table 7. | Input: (<(n x 1) matrix>, <(n x 1) matrix>), [<(n x 1) matrix>]) <br/> Output: <matrix> | F = table(A, B) <br/> F = table(A, B, C) <br/> And, several other forms (see below Table 7.)
cdf()<br/> pnorm()<br/> pexp()<br/> pchisq()<br/> pf()<br/> pt()<br/> icdf()<br/> qnorm()<br/> qexp()<br/> qchisq()<br/> qf()<br/> qt() | p=cdf(target=q, ...) returns the cumulative probability P[X <= q]. <br/> q=icdf(target=p, ...) returns the inverse cumulative probability i.e., it returns q such that the given target p = P[X<=q]. <br/> For more details, please see the section "Probability Distribution Functions" below Table 7. | Input: (target=<scalar>, dist="...", ...) <br/> Output: <scalar> | p = cdf(target=q, dist="normal", mean=1.5, sd=2); is same as p=pnorm(target=q, mean=1.5, sd=2); <br/> q=icdf(target=p, dist="normal") is same as q=qnorm(target=p, mean=0,sd=1) <br/> More examples can be found in the section "Probability Distribution Functions" below Table 7.
aggregate() | Splits/groups the values from X according to the corresponding values from G, and then applies the function fn on each group. <br/> The result F is a column matrix, in which each row contains the value computed from a distinct group in G. More specifically, F[k,1] = fn( {X[i,1] \\| 1<=i<=n and G[i,1] = k} ), where n = nrow(X) = nrow(G). <br/> Note that the distinct values in G are used as row indexes in the result matrix F. Therefore, nrow(F) = max(G). It is thus recommended that the values in G are consecutive and start from 1. <br/> This function supports multiple other variants, which can be found below, at the end of this Table 7. | Input:<br/> (target = X <(n x 1) matrix, or matrix>,<br/> groups = G <(n x 1) matrix>,<br/> fn= "..." <br/> [,weights= W<(n x 1) matrix>] <br/> [,ngroups=N] )<br/>Output: F <matrix> <br/> Note: X is a (n x 1) matrix unless ngroups is specified with no weights, in which case X is a regular (n x m) matrix.<br/> The parameter fn takes one of the following functions: "count", "sum", "mean", "variance", "centralmoment". In the case of central moment, one must also provide the order of the moment that need to be computed (see example). | F = aggregate(target=X, groups=G, fn= "..." [,weights = W]) <br/> F = aggregate(target=X, groups=G1, fn= "sum"); <br/> F = aggregate(target=Y, groups=G2, fn= "mean", weights=W); <br/> F = aggregate(target=Z, groups=G3, fn= "centralmoment", order= "2"); <br/> And, several other forms (see below Table 7.)
@@ -841,6 +845,7 @@
cholesky() | Computes the Cholesky decomposition of symmetric input matrix A | Input: (A <matrix>) <br/> Output: <matrix> | <span style="white-space: nowrap;">A = matrix("4 12 -16 12 37 -43</span> -16 -43 98", rows=3, cols=3) <br/> B = cholesky(A)<br/> Matrix B: [[2, 0, 0], [6, 1, 0], [-8, 5, 3]]
diag() | Create diagonal matrix from (n x 1) matrix, or take diagonal from square matrix | Input: (n x 1) matrix, or (n x n) matrix <br/> Output: (n x n) matrix, or (n x 1) matrix | D = diag(matrix(1.0, rows=3, cols=1))<br/> E = diag(matrix(1.0, rows=3, cols=3))
eigen() | Computes Eigen decomposition of input matrix A. The Eigen decomposition consists of two matrices V and w such that A = V %\*% diag(w) %\*% t(V). The columns of V are the eigenvectors of the original matrix A. And, the eigen values are given by w. <br/> It is important to note that this function can operate only on small-to-medium sized input matrix that can fit in the main memory. For larger matrices, an out-of-memory exception is raised. | Input : (A <matrix>) <br/> Output : [w <(m x 1) matrix>, V <matrix>] <br/> A is a square symmetric matrix with dimensions (m x m). This function returns two matrices w and V, where w is (m x 1) and V is of size (m x m). | [w, V] = eigen(A)
+inv() | Computes the inverse of a squared matrix. Alternative name: inverse() | Input: <matrix><br/> Output: <matrix> | B = inv(A)
lu() | Computes Pivoted LU decomposition of input matrix A. The LU decomposition consists of three matrices P, L, and U such that P %\*% A = L %\*% U, where P is a permutation matrix that is used to rearrange the rows in A before the decomposition can be computed. L is a lower-triangular matrix whereas U is an upper-triangular matrix. <br/> It is important to note that this function can operate only on small-to-medium sized input matrix that can fit in the main memory. For larger matrices, an out-of-memory exception is raised. | Input : (A <matrix>) <br/> Output : [<matrix>, <matrix>, <matrix>] <br/> A is a square matrix with dimensions m x m. This function returns three matrices P, L, and U, all of which are of size m x m. | [P, L, U] = lu(A)
qr() | Computes QR decomposition of input matrix A using Householder reflectors. The QR decomposition of A consists of two matrices Q and R such that A = Q%\*%R where Q is an orthogonal matrix (i.e., Q%\*%t(Q) = t(Q)%\*%Q = I, identity matrix) and R is an upper triangular matrix. For efficiency purposes, this function returns the matrix of Householder reflector vectors H instead of Q (which is a large m x m potentially dense matrix). The Q matrix can be explicitly computed from H, if needed. In most applications of QR, one is interested in calculating Q %\*% B or t(Q) %\*% B – and, both can be computed directly using H instead of explicitly constructing the large Q matrix. <br/> It is important to note that this function can operate only on small-to-medium sized input matrix that can fit in the main memory. For larger matrices, an out-of-memory exception is raised. | Input : (A <matrix>) <br/> Output : [<matrix>, <matrix>] <br/> A is a (m x n) matrix, which can either be a square matrix (m=n) or a rectangular matrix (m != n). This function returns two matrices H and R of size (m x n) i.e., same size as of the input matrix A. | [H, R] = qr(A)
solve() | Computes the least squares solution for system of linear equations A %\*% x = b i.e., it finds x such that \|\|A%*%x – b\|\| is minimized. The solution vector x is computed using a QR decomposition of A. <br/> It is important to note that this function can operate only on small-to-medium sized input matrix that can fit in the main memory. For larger matrices, an out-of-memory exception is raised. | Input : (A <(m x n) matrix>, b <(m x 1) matrix>) <br/> Output : <matrix> <br/> A is a matrix of size (m x n) and b is a 1D matrix of size m x 1. This function returns a 1D matrix x of size n x 1. | x = solve(A,b)
diff --git a/src/main/java/org/apache/sysds/common/Builtins.java b/src/main/java/org/apache/sysds/common/Builtins.java
index efb2603..883e57a 100644
--- a/src/main/java/org/apache/sysds/common/Builtins.java
+++ b/src/main/java/org/apache/sysds/common/Builtins.java
@@ -180,7 +180,7 @@
IQM("interQuartileMean", false),
ISNA("is.na", "isNA", false),
ISNAN("is.nan", "isNaN", false),
- ISINF("is.infinite", false),
+ ISINF("is.infinite", "isInf", false),
KM("km", true),
KMEANS("kmeans", true),
KMEANSPREDICT("kmeansPredict", true),
