/* ****************************************************************************** * * * This program and the accompanying materials are made available under the * terms of the Apache License, Version 2.0 which is available at * https://www.apache.org/licenses/LICENSE-2.0. * * See the NOTICE file distributed with this work for additional * information regarding copyright ownership. * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the * License for the specific language governing permissions and limitations * under the License. * * SPDX-License-Identifier: Apache-2.0 ******************************************************************************/ // // @author raver119@gmail.com // #include #include #include #include #include #include #include #include #include "execution/Threads.h" #include "helpers/DebugHelper.h" namespace sd { namespace ops { namespace helpers { // ------------------------------------------------------------------------------------------------------------------ // // invert the second diagonal for lower diagonal matrix template static SD_KERNEL void invertKernelLow(void *invertedBuf, const LongType *invertedShape, const void *inputBuf, const LongType *inputShape, LongType n) { auto inverted = reinterpret_cast(invertedBuf); auto input = reinterpret_cast(inputBuf); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start + 1; i < n; i += step) { LongType pos[] = {i, i - 1}; LongType posX[] = {i, i}; LongType posY[] = {i - 1, i - 1}; LongType xIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), pos, xIndex); LongType dxIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), posX, dxIndex); LongType dyIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), posY, dyIndex); LongType zIndex; COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), pos, zIndex); // invert lower triangular matrix inverted[zIndex] = -input[xIndex] / (input[dxIndex] * input[dyIndex]); } } // ------------------------------------------------------------------------------------------------------------------ // // invert diagonal vals to upper diagonal matrix template static SD_KERNEL void upvertKernel(void *invertedBuf, const LongType *invertedShape, const void *inputBuf, const LongType *inputShape, LongType n) { auto inverted = reinterpret_cast(invertedBuf); auto input = reinterpret_cast(inputBuf); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start; i < n; i += step) { LongType pos[] = {i, i}; LongType xIndex, zIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), pos, xIndex); COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), pos, zIndex); // invert diagonal elements inverted[zIndex] /= input[xIndex]; } } // ------------------------------------------------------------------------------------------------------------------ // // invert upper second diagonal template static SD_KERNEL void upvertKernelUp(void *invertedBuf, const LongType *invertedShape, const void *inputBuf, const LongType *inputShape, LongType n) { __shared__ T *inverted; __shared__ const T *input; if (threadIdx.x == 0) { inverted = reinterpret_cast(invertedBuf); input = reinterpret_cast(inputBuf); } __syncthreads(); auto start = threadIdx.x + blockIdx.x * blockDim.x; auto step = blockDim.x * gridDim.x; for (int i = start; i < n - 1; i += step) { LongType pos[] = {i, i + 1}; LongType posX[] = {i + 1, i + 1}; LongType xIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), pos, xIndex); LongType iIndex; COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), posX, iIndex); LongType zIndex; COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), pos, zIndex); // invert upper matrix math::atomics::sd_atomicAdd(&inverted[zIndex], -input[xIndex] * inverted[iIndex]); } } // ------------------------------------------------------------------------------------------------------------------ // template static SD_KERNEL void invertLowKernel(void *invertedBuf, const LongType *invertedShape, const void *inputBuf, const LongType *inputShape, LongType n) { auto input = reinterpret_cast(inputBuf); auto inverted = reinterpret_cast(invertedBuf); auto tid = blockIdx.x * blockDim.x + threadIdx.x; auto step = gridDim.x * blockDim.x; for (int i = tid + 2; i < n; i += step) { for (int j = i - 2; j >= 0; --j) for (int k = 0; k < i; k++) { LongType posZ[] = {i, j}; LongType posY[] = {k, j}; LongType posX[] = {i, k}; LongType posD[] = {i, i}; LongType xIndex, yIndex, dIndex, zIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), posX, xIndex); COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), posY, yIndex); COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), posD, dIndex); COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), posZ, zIndex); // invert non-diagonal elements math::atomics::sd_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex] / input[dIndex]); } } } // ------------------------------------------------------------------------------------------------------------------ // // Invertion of upper triangular matrix non-diagonal elements when main and second diagonals already processed template static SD_KERNEL void invertUpKernel(void *invertedBuf, const LongType *invertedShape, const void *inputBuf, const LongType *inputShape, LongType n) { auto inverted = reinterpret_cast(invertedBuf); auto input = reinterpret_cast(inputBuf); auto tid = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int i = (int)n - tid - 2; i >= 0; i -= step) { for (int j = i + 2; j < (int)n; j++) for (int k = i; k < (int)n; k++) { LongType posZ[] = {i, j}; LongType posY[] = {k, j}; LongType posX[] = {i, k}; LongType xIndex, yIndex, zIndex; COORDS2INDEX(shape::rank(inputShape), shape::stride(inputShape), posX, xIndex); COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), posY, yIndex); COORDS2INDEX(shape::rank(invertedShape), shape::stride(invertedShape), posZ, zIndex); // invert upper non-diagonal elements math::atomics::sd_atomicAdd(&inverted[zIndex], -inverted[yIndex] * input[xIndex]); } } } // ------------------------------------------------------------------------------------------------------------------ // // procedure to invert lower-triangular matrix. // In current case lower triangular matrix has main diagonal with general values // template static void invertLowerMatrix_(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { int n = inputMatrix->rows(); invertedMatrix->setIdentity(); if (inputMatrix->isIdentityMatrix()) return; auto stream = context->getCudaStream(); dim3 lupLaunch = lupDims(n); dim3 lupLaunchLow = lupDimsLow(n); // invert lower matrix // invert main diagonal upvertKernel<<>>( invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "upvertKernel failed"); // invert the second diagonal invertKernelLow<<>>( invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "invertKernelLow failed"); // invert non-diagonal elements invertLowKernel<<>>( invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "invertLowKernel failed"); } // ------------------------------------------------------------------------------------------------------------------ // // caller for invert lower matrix routine void invertLowerMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); BUILD_SINGLE_SELECTOR(inputMatrix->dataType(), invertLowerMatrix_, (context, inputMatrix, invertedMatrix), SD_FLOAT_NATIVE); NDArray::registerSpecialUse({invertedMatrix}, {inputMatrix}); } // ------------------------------------------------------------------------------------------------------------------ // // procedure to invert upper-triangular matrix. // In current case upper triangular matrix has main diagonal with all ones on it. template static void invertUpperMatrix_(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { int n = inputMatrix->rows(); invertedMatrix->setIdentity(); auto stream = context->getCudaStream(); if (inputMatrix->isIdentityMatrix()) { // the inverse for I is I return; } // invert upper matrix // invert the second diagonal upvertKernelUp<<<1, n, 512, *stream>>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "upvertKernelUp failed"); // invert other elements invertUpKernel<<>>(invertedMatrix->specialBuffer(), invertedMatrix->specialShapeInfo(), inputMatrix->specialBuffer(), inputMatrix->specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "invertUpKernel failed"); } // ------------------------------------------------------------------------------------------------------------------ // // invertion of upper triangular matrix - runner routine void invertUpperMatrix(LaunchContext *context, NDArray *inputMatrix, NDArray *invertedMatrix) { NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); BUILD_SINGLE_SELECTOR(invertedMatrix->dataType(), invertUpperMatrix_, (context, inputMatrix, invertedMatrix), SD_FLOAT_NATIVE); NDArray::prepareSpecialUse({invertedMatrix}, {inputMatrix}); } // ------------------------------------------------------------------------------------------------------------------ // // determinant kernel - accumulation product of all values on the main diagonal template static SD_KERNEL void determinantKernel(T *compound, T *result, LongType len) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < len; i += step) { auto pos = i * len + i; // multiply all diagonal elements math::atomics::sd_atomicMul(&result[0], compound[pos]); } } // ------------------------------------------------------------------------------------------------------------------ // // determinant logarithm - accumulation sum of all logarithm values on the main diagonal. All in logarithic values // should be positive template static SD_KERNEL void determinantLogKernel(T *compound, T *result, LongType len) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < len; i += step) { auto pos = i * len + i; // sum logs of all diagonal elements math::atomics::sd_atomicAdd(result, math::sd_log(math::sd_abs(compound[pos]))); } } // ------------------------------------------------------------------------------------------------------------------ // // kernel to copy matrix with given shape to compound tensor with given pos // output - a N-D tensor buffer with rank not less than 2, input - 2D square n x n matrix with n = rowLen template static SD_KERNEL void fillMatrix(void *output, const LongType *outShape, const void *input, const LongType *inputShape, LongType pos, LongType rowLen) { // Shared memory caching for rank, shape, and stride __shared__ F *matrix; __shared__ const T *inputBuf; __shared__ LongType inputLen; __shared__ LongType n2; __shared__ LongType inputRank; __shared__ const LongType *inputShapePtr; __shared__ const LongType *inputStridePtr; if (threadIdx.x == 0) { matrix = reinterpret_cast(output); inputBuf = reinterpret_cast(input); inputLen = shape::length(inputShape); n2 = rowLen * rowLen; inputRank = shape::rank(inputShape); inputShapePtr = shape::shapeOf(inputShape); inputStridePtr = shape::stride(inputShape); } __syncthreads(); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int k = pos + start, j = start; j < n2; k += step, j += step) { LongType coords[SD_MAX_RANK]; LongType xIndex; // Use cached rank, shape, and stride INDEX2COORDS(k, inputRank, inputShapePtr, coords); COORDS2INDEX(inputRank, inputStridePtr, coords, xIndex); matrix[j] = static_cast(inputBuf[xIndex]); } } // ------------------------------------------------------------------------------------------------------------------ // // same as above, but without type conversion template static SD_KERNEL void returnMatrix(void *output, const LongType *outputShape, const void *input, const LongType *inputShape, LongType pos, LongType rowLen) { // Shared memory caching for rank, shape, and stride __shared__ LongType outputLen; __shared__ LongType n2; __shared__ LongType outputRank; __shared__ const LongType *outputShapePtr; __shared__ const LongType *outputStridePtr; auto matrix = reinterpret_cast(input); auto outputBuf = reinterpret_cast(output); if (threadIdx.x == 0) { outputLen = shape::length(inputShape); n2 = rowLen * rowLen; outputRank = shape::rank(outputShape); outputShapePtr = shape::shapeOf(outputShape); outputStridePtr = shape::stride(outputShape); } __syncthreads(); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (int k = pos + start, j = start; j < n2; k += step, j += step) { LongType zCoords[SD_MAX_RANK]; LongType zIndex; // Use cached rank, shape, and stride INDEX2COORDS(k, outputRank, outputShapePtr, zCoords); COORDS2INDEX(outputRank, outputStridePtr, zCoords, zIndex); outputBuf[zIndex] = matrix[j]; } } // ------------------------------------------------------------------------------------------------------------------ // // fill up permutaion matrix kernel. Permutation matrix filled with zeros and ones template static SD_KERNEL void fillUpPermutation(void *output, const LongType *shape, int *source, int rowNum) { F *permutation = reinterpret_cast(output); auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < rowNum; i += step) { int val = source[i] - 1; LongType posF[] = {i, val}; LongType pos; COORDS2INDEX(shape::rank(shape), shape::stride(shape), posF, pos); permutation[pos] = F(1.f); } } // ------------------------------------------------------------------------------------------------------------------ // // LUP decomposition runner - using CUBLAS SOLVER // if permutation is given, then using LUP decomposition, LU decomposition otherwise // L - lower triangular, U - upper triangular, P - permutation matrices // PA = LU // // input - A matrix nxn // compound - C matrix L + U - I, or main diagonal and lower - L matrix, from the 2nd diagonal - U matrix template static void lup_(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) { auto stream = context->getCudaStream(); auto n = input->rows(); std::lock_guard lock(*LaunchContext::deviceMutex()); cusolverDnHandle_t *cusolverH = (cusolverDnHandle_t *)context->getCusolverHandle(); // nullptr; // create solver handle cusolverStatus_t status; // set solver stream status = cusolverDnSetStream(*cusolverH, *stream); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("Cannot set up stream for cuda solver", status); } int lwork = 0; int *d_info = nullptr; // allocate memory for permutation vector auto err = cudaMalloc((void **)&d_info, sizeof(LongType)); if (err) { throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver info buffer", err); } DataType dtype = input->dataType(); switch (dtype) { // there are two implementations with cublas for LUP decomposition - double and float case DOUBLE: { double *d_work = nullptr; // compute internal buffer size double *matrix = reinterpret_cast(input->specialBuffer()); status = cusolverDnDgetrf_bufferSize(*cusolverH, n, n, matrix, n, &lwork); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status); } err = cudaMalloc((void **)&d_work, sizeof(float) * lwork); if (err) { throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer", err); } if (permutation == nullptr) { status = cusolverDnDgetrf(*cusolverH, n, n, matrix, n, d_work, nullptr, d_info); if (status != CUSOLVER_STATUS_SUCCESS) { throw cuda_exception::build("helpers::lup_: LU factorization is failed due ", status); } } else { std::vector shape = {n}; NDArray permutVector('c', shape, INT32, context); int *permutationBuf = permutVector.dataBuffer()->specialAsT(); status = cusolverDnDgetrf(*cusolverH, n, n, matrix, n, d_work, permutationBuf, d_info); if (status != CUSOLVER_STATUS_SUCCESS) { throw cuda_exception::build("helpers::lup_: LU factorization is failed due ", status); } if (permutation->rankOf() == 2) { fillUpPermutation<<>>(permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n); sd::DebugHelper::checkErrorCode(stream, "fillUpPermutation failed"); } else { permutVector.tickWriteDevice(); input->tickWriteDevice(); compound->assign(input); permutation->assign(&permutVector); } } err = cudaFree(d_work); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver data buffer", err); } } break; case FLOAT32: { float *matrix = reinterpret_cast(input->specialBuffer()); float *d_work = nullptr; status = cusolverDnSgetrf_bufferSize(*cusolverH, n, n, matrix, n, &lwork); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::lup_: Cannot create cuSolver handle", status); } err = cudaMalloc((void **)&d_work, sizeof(float) * lwork); if (err) { throw cuda_exception::build("helpers::lup_: Cannot allocate memory for solver data buffer", err); } if (permutation == nullptr) status = cusolverDnSgetrf(*cusolverH, n, n, matrix, n, d_work, nullptr, d_info); else { std::vector shape = {n}; NDArray permutVector('c', shape, INT32, context); int *permutationBuf = reinterpret_cast(permutVector.specialBuffer()); status = cusolverDnSgetrf(*cusolverH, n, n, matrix, n, d_work, permutationBuf, d_info); if (permutation->rankOf() == 2) { fillUpPermutation<<>>(permutation->specialBuffer(), permutation->specialShapeInfo(), permutationBuf, n); sd::DebugHelper::checkErrorCode(stream, "fillUpPermutation failed"); permutation->tickWriteDevice(); } else { input->tickWriteDevice(); compound->assign(input); permutation->assign(&permutVector); } } err = cudaFree(d_work); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver data buffer", err); } } } if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::lup_: Cannot make LU decomposition", status); } err = cudaFree(d_info); if (err) { throw cuda_exception::build("helpers::lup_: Cannot deallocate memory for solver info buffer", err); } input->tickWriteDevice(); } // ------------------------------------------------------------------------------------------------------------------ // BUILD_DOUBLE_TEMPLATE( void lup_, (LaunchContext * context, NDArray *input, NDArray *output, NDArray *permutation), SD_FLOAT_NATIVE, SD_INDEXING_TYPES); template static void swapRows_(NDArray *matrix, LongType theFirst, LongType theSecond) { if (theFirst != theSecond) for (LongType i = 0; i < matrix->columns(); i++) { math::sd_swap(matrix->r(theFirst, i), matrix->r(theSecond, i)); } } BUILD_SINGLE_TEMPLATE( void swapRows_, (NDArray * matrix, sd::LongType theFirst, sd::LongType theSecond), SD_FLOAT_TYPES); void swapRows(NDArray *matrix, LongType theFirst, LongType theSecond) { BUILD_SINGLE_SELECTOR(matrix->dataType(), swapRows_, (matrix, theFirst, theSecond), SD_FLOAT_TYPES); } template void processColumns(LongType currentRow, LongType rowNum, T *compoundBuf, LongType const *compoundShape) { LongType xDiag[] = {currentRow, currentRow}; LongType diagIndex; COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), xDiag, diagIndex); auto loop = PRAGMA_THREADS_FOR { for (auto j = start; j < stop; j++) { LongType xRow[] = {j, currentRow}; LongType rowIndex; COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), xRow, rowIndex); compoundBuf[rowIndex] /= compoundBuf[diagIndex]; // output->t(i, i); for (LongType k = currentRow + 1; k < rowNum; k++) { LongType yRow[] = {j, k}; LongType yCol[] = {currentRow, k}; LongType rowIndexY, colIndex; COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), yRow, rowIndexY); COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), yCol, colIndex); compoundBuf[rowIndexY] -= compoundBuf[rowIndex] * compoundBuf[colIndex]; } } }; samediff::Threads::parallel_tad(loop, currentRow + 1, rowNum, 1); } template static void swapRows(T *matrixBuf, LongType const *matrixShape, LongType theFirst, LongType theSecond) { if (theFirst != theSecond) { auto n = shape::sizeAt(matrixShape, static_cast(-1)); auto loop = PRAGMA_THREADS_FOR { for (auto i = start; i < stop; i++) { LongType theFirstPos[] = {theFirst, i}; LongType theSecondPos[] = {theSecond, i}; LongType theFirstIndex, theSecondIndex; COORDS2INDEX(shape::rank(matrixShape), shape::stride(matrixShape), theFirstPos, theFirstIndex); COORDS2INDEX(shape::rank(matrixShape), shape::stride(matrixShape), theSecondPos, theSecondIndex); math::sd_swap(matrixBuf[theFirstIndex], matrixBuf[theSecondIndex]); } }; samediff::Threads::parallel_tad(loop, 0, n, 1); } } template static void doolitleLU(LaunchContext *context, NDArray *compound, LongType rowNum) { auto input = compound->dup(); compound->nullify(); // Decomposing matrix into Upper and Lower // triangular matrix for (auto i = 0; i < rowNum; i++) { // Upper Triangular for (auto k = i; k < rowNum; k++) { // Summation of L(i, j) * U(j, k) LongType sum = 0; for (LongType j = 0; j < i; j++) sum += compound->t(i, j) * compound->t(j, k); // Evaluating U(i, k) compound->r(i, k) = input.t(i, k) - sum; } // Lower Triangular for (LongType k = i + 1; k < rowNum; k++) { // Summation of L(k, j) * U(j, i) LongType sum = 0; for (LongType j = 0; j < i; j++) sum += compound->t(k, j) * compound->t(j, i); // Evaluating L(k, i) compound->r(k, i) = (input.t(k, i) - sum) / compound->t(i, i); } } } /* * lu decomposition with naive algorithm with partial pivoting * */ template static I argmaxCol(I column, T* compoundBuffer, sd::LongType const* compoundShape) { auto rowNum = shape::sizeAt(compoundShape, static_cast(0)); sd::LongType xInitial[] = {column, column}; sd::LongType xInitialIndex; COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), xInitial, xInitialIndex); auto maxValue = T(0); auto result = -1; auto start = column; auto stop = rowNum; auto increment = 1; for (auto rowCounter = start; rowCounter < stop; rowCounter++) { sd::LongType xPos[] = {rowCounter, column}; sd::LongType xIndex; COORDS2INDEX(shape::rank(compoundShape), shape::stride(compoundShape), xPos, xIndex); if (sd::math::sd_abs(compoundBuffer[xIndex]) > maxValue) { maxValue = sd::math::sd_max(maxValue, sd::math::sd_abs(compoundBuffer[xIndex])); result = rowCounter; } } return result; } template static void luNN_(LaunchContext *context, NDArray *compound, NDArray *permutation, LongType rowNum) { NDArray::preparePrimaryUse({compound}, {permutation}); if (permutation) { // LUP algorithm permutation->linspace(0); // Cache rank, shape, and stride values sd::LongType permRank = shape::rank(permutation->shapeInfo()); const sd::LongType* permShape = shape::shapeOf(permutation->shapeInfo()); const sd::LongType* permStride = shape::stride(permutation->shapeInfo()); auto permutationBuf = permutation->bufferAsT(); auto compoundBuf = compound->bufferAsT(); auto compoundShape = compound->shapeInfo(); for (LongType i = 0; i < rowNum - 1; i++) { auto pivotIndex = argmaxCol(i, compoundBuf, compoundShape); if (pivotIndex < 0) { THROW_EXCEPTION("helpers::luNN_: input matrix is singular."); } // Precompute coordinates and offsets for permutation swaps sd::LongType permIndex1, permIndex2; sd::LongType permCoords1[SD_MAX_RANK], permCoords2[SD_MAX_RANK]; INDEX2COORDS(i, permRank, permShape, permCoords1); COORDS2INDEX(permRank, permStride, permCoords1, permIndex1); INDEX2COORDS(pivotIndex, permRank, permShape, permCoords2); COORDS2INDEX(permRank, permStride, permCoords2, permIndex2); // Swap permutation elements math::sd_swap(permutationBuf[permIndex1], permutationBuf[permIndex2]); // Swap rows in the compound matrix swapRows(compoundBuf, compoundShape, i, pivotIndex); // Process the columns for LU decomposition processColumns(i, rowNum, compoundBuf, compoundShape); } } else { // Doolittle algorithm with LU decomposition doolitleLU(context, compound, rowNum); } NDArray::registerPrimaryUse({compound}, {permutation}); } template static void lu_(LaunchContext *context, NDArray *input, NDArray *output, NDArray *permutationVectors) { NDArray::preparePrimaryUse({output}, {input, permutationVectors}); auto n = input->sizeAt(-1); output->assign(input); // fill up output tensor with zeros ResultSet outputs = output->allTensorsAlongDimension({-2, -1}); ResultSet permutations; if (permutationVectors) permutations = permutationVectors->allTensorsAlongDimension({-1}); auto loop = PRAGMA_THREADS_FOR { for (auto i = start; i < stop; i++) { luNN_(context, outputs.at(i), permutationVectors ? permutations.at(i) : nullptr, n); } }; samediff::Threads::parallel_for(loop, 0, outputs.size(), 1); NDArray::registerPrimaryUse({output}, {input, permutationVectors}); } void lu(LaunchContext *context, NDArray *input, NDArray *output, NDArray *permutations) { BUILD_DOUBLE_SELECTOR(input->dataType(), permutations->dataType(), lu_, (context, input, output, permutations), SD_FLOAT_NATIVE, SD_INDEXING_TYPES); } // ------------------------------------------------------------------------------------------------------------------ // template static Status determinant_(LaunchContext *context, NDArray *input, NDArray *output) { LongType n = input->sizeAt(-1); LongType n2 = n * n; std::vector dims(); std::vector dims2 = {input->rankOf() - 2, input->rankOf() - 1}; auto matrix = NDArrayFactory::create(input->ordering(), {n, n}, DataTypeUtils::fromT(), context); auto det = NDArrayFactory::create(static_cast(1), context); auto stream = context->getCudaStream(); NDArray::prepareSpecialUse({output}, {input}); dim3 launchDims = getLaunchDims("logAbsDeterminant"); float one = 1.f; output->assign(one); // Cache rank, shape, and stride outside the loop sd::LongType outputRank = shape::rank(output->shapeInfo()); const sd::LongType* outputShape = shape::shapeOf(output->shapeInfo()); const sd::LongType* outputStride = shape::stride(output->shapeInfo()); for (int e = 0; e < output->lengthOf(); e++) { LongType pos = e * n2; // Fill matrix using the CUDA kernel fillMatrix<<>>( matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); sd::DebugHelper::checkErrorCode(stream, "fillMatrix failed"); // Perform LU decomposition lup_(context, &matrix, nullptr, nullptr); // Precompute coordinates and offsets LongType offsetCoords[SD_MAX_RANK]; LongType offset; INDEX2COORDS(e, outputRank, outputShape, offsetCoords); COORDS2INDEX(outputRank, outputStride, offsetCoords, offset); // Execute determinant kernel auto inputBuf = reinterpret_cast(matrix.specialBuffer()); auto outputBuf = reinterpret_cast(output->specialBuffer()) + offset; determinantKernel<<>>(inputBuf, outputBuf, n); sd::DebugHelper::checkErrorCode(stream, "determinantKernel failed"); } NDArray::registerSpecialUse({output}, {input}); return Status::OK; } Status determinant(LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return determinant_, (context, input, output), SD_FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } template Status logAbsDeterminant_(LaunchContext *context, NDArray *input, NDArray *output) { LongType n = input->sizeAt(-1); LongType n2 = n * n; std::vector dims(); std::vector dims2 = {input->rankOf() - 2, input->rankOf() - 1}; DataType dtype = input->dataType(); if (dtype != DOUBLE) dtype = FLOAT32; auto matrix = NDArrayFactory::create(input->ordering(), {n, n}, dtype, context); auto det = NDArrayFactory::create(static_cast(1), context); auto stream = context->getCudaStream(); NDArray::prepareSpecialUse({output}, {input}); dim3 launchDims = getLaunchDims("logAbsDeterminant"); float zero = 0.f; output->assign(zero); // Cache rank, shape, and stride outside the loop sd::LongType outputRank = shape::rank(output->shapeInfo()); const sd::LongType* outputShape = shape::shapeOf(output->shapeInfo()); const sd::LongType* outputStride = shape::stride(output->shapeInfo()); for (int e = 0; e < output->lengthOf(); e++) { LongType pos = e * n2; fillMatrix<<>>( matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), pos, n); sd::DebugHelper::checkErrorCode(stream, "fillMatrix failed"); lup_(context, &matrix, nullptr, nullptr); // Precompute coordinates and offsets LongType offsetCoords[SD_MAX_RANK]; LongType offset; INDEX2COORDS(e, outputRank, outputShape, offsetCoords); COORDS2INDEX(outputRank, outputStride, offsetCoords, offset); auto inputBuf = reinterpret_cast(matrix.specialBuffer()); auto outputBuf = reinterpret_cast(output->specialBuffer()) + offset; determinantLogKernel<<>>(inputBuf, outputBuf, n); sd::DebugHelper::checkErrorCode(stream, "determinantLogKernel failed"); } NDArray::registerSpecialUse({output}, {input}); return Status::OK; } Status logAbsDeterminant(LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return logAbsDeterminant_, (context, input, output), SD_FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } template static SD_KERNEL void fillLowerUpperKernel(void *lowerBuf, const LongType *lowerShape, void *upperBuf, const LongType *upperShape, void *matrixBuf, const LongType *matrixShape, LongType n) { __shared__ T *lowerMatrix; __shared__ T *upperMatrix; __shared__ T *matrix; if (threadIdx.x == 0) { lowerMatrix = reinterpret_cast(lowerBuf); upperMatrix = reinterpret_cast(upperBuf); matrix = reinterpret_cast(matrixBuf); } __syncthreads(); for (int k = blockIdx.x; k < n; k += gridDim.x) { // and then put all values under main diagonal on to it for (int j = threadIdx.x; j < n; j += blockDim.x) { LongType posX[] = {k, j}; LongType posD[] = {j, j}; LongType xPos, yPos, iPos, dPos; COORDS2INDEX(shape::rank(lowerShape), shape::stride(lowerShape), posX, xPos); COORDS2INDEX(shape::rank(upperShape), shape::stride(upperShape), posX, yPos); COORDS2INDEX(shape::rank(matrixShape), shape::stride(matrixShape), posX, iPos); COORDS2INDEX(shape::rank(matrixShape), shape::stride(matrixShape), posD, dPos); if (k >= j) lowerMatrix[xPos] = matrix[iPos]; //(k, j); else upperMatrix[yPos] = matrix[iPos]; // k, j); } } } template static Status inverse_(LaunchContext *context, NDArray *input, NDArray *output) { auto n = input->sizeAt(-1); auto n2 = n * n; auto dtype = DataTypeUtils::fromT(); NDArray matrix = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray upper = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray lower = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray compound = NDArrayFactory::create('c', {n, n}, dtype, context); NDArray permutation = NDArrayFactory::create('c', {n, n}, dtype, context); std::vector dims2 = {input->rankOf() - 2, input->rankOf() - 1}; std::vector dims3 = {output->rankOf() - 2, output->rankOf() - 1}; auto packX = ConstantTadHelper::getInstance().tadForDimensions(input->shapeInfo(), &dims2); auto stream = context->getCudaStream(); for (auto i = 0LL; i < packX->numberOfTads(); i++) { fillMatrix<<<1, n2, 1024, *stream>>>(matrix.specialBuffer(), matrix.specialShapeInfo(), input->specialBuffer(), input->specialShapeInfo(), i * n2, n); sd::DebugHelper::checkErrorCode(stream, "fillMatrix failed"); matrix.tickWriteDevice(); lup_(context, &matrix, nullptr, nullptr); fillLowerUpperKernel<<>>(lower.specialBuffer(), lower.specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), matrix.specialBuffer(), matrix.specialShapeInfo(), n); sd::DebugHelper::checkErrorCode(stream, "fillLowerUpperKernel failed"); lower.tickWriteDevice(); upper.tickWriteDevice(); int zero = 0; matrix.assign(zero); invertUpperMatrix(context, &upper, &matrix); // U^{-1} matrix.tickWriteDevice(); compound.assign(zero); invertLowerMatrix(context, &lower, &compound); // L{-1} compound.tickWriteDevice(); MmulHelper::mmul(&matrix, &compound, &upper, 1.0, 0.0); upper.tickWriteDevice(); returnMatrix<<<1, n2, 1024, *stream>>>(output->specialBuffer(), output->specialShapeInfo(), upper.specialBuffer(), upper.specialShapeInfo(), i * n2, n); sd::DebugHelper::checkErrorCode(stream, "returnMatrix failed"); } return Status::OK; } Status inverse(LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); BUILD_SINGLE_SELECTOR(input->dataType(), return inverse_, (context, input, output), SD_FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {input}); } bool checkCholeskyInput(LaunchContext *context, NDArray *input) { return true; } template SD_KERNEL void fillBatchKernel(F **dArrayBatch, F *buf, const LongType *offsets, LongType batchSize) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; for (auto i = start; i < batchSize; i += step) { dArrayBatch[i] = buf + offsets[i]; } } template SD_KERNEL void adjustResultsKernel(F *dArray, const LongType *shape, const LongType *offsets, LongType batchSize, LongType n) { // auto i = blockIdx.x * blockDim.x + threadIdx.x; LongType *shapeOf = shape::shapeOf(shape); LongType *strideOf = shape::stride(shape); for (auto i = blockIdx.x; i < batchSize; i += gridDim.x) { auto current = dArray + offsets[i]; for (auto r = threadIdx.x; r < n; r += blockDim.x) { for (auto c = r + 1; c < n; c++) { LongType posRC[] = {r, c}; auto pos = r * n + c; current[pos] = 0.; } } } } template Status cholesky__(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { if (!inplace) output->assign(input); auto tempOutput = output->dup(); cusolverDnHandle_t handle = nullptr; auto n = input->sizeAt(-1); auto n2 = n * n; NDArray::prepareSpecialUse({output}, {input}); auto status = cusolverDnCreate(&handle); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cannot create solver handle", status); } F **dArrayBatch = nullptr; std::vector dims = {tempOutput.rankOf() - 2, tempOutput.rankOf() - 1}; auto packX = ConstantTadHelper::getInstance().tadForDimensions(tempOutput.shapeInfo(), &dims); const LongType batchSize = packX->numberOfTads(); int *dInfoArray = nullptr; auto err = cudaMalloc((void **)&dArrayBatch, sizeof(F *) * batchSize); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver batch data buffer", err); } err = cudaMalloc((void **)&dInfoArray, sizeof(LongType) * batchSize); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver errors buffer", err); } auto stream = context->getCudaStream(); fillBatchKernel<<<1, batchSize, 128, *stream>>>(dArrayBatch, reinterpret_cast(tempOutput.specialBuffer()), packX->specialOffsets(), batchSize); sd::DebugHelper::checkErrorCode(stream, "fillBatchKernel failed"); status = cusolverDnSetStream(handle, *stream); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cannot set stream to solver handle", status); } const cublasFillMode_t uplo = CUBLAS_FILL_MODE_UPPER; if (input->dataType() == DOUBLE) status = cusolverDnDpotrfBatched(handle, uplo, n, (double **)dArrayBatch, n, dInfoArray, batchSize); else status = cusolverDnSpotrfBatched(handle, uplo, n, (float **)dArrayBatch, n, dInfoArray, batchSize); if (CUSOLVER_STATUS_SUCCESS != status) { throw cuda_exception::build("helpers::cholesky_: Cholesky factorization failed for batch", status); } adjustResultsKernel<<>>(reinterpret_cast(tempOutput.specialBuffer()), packX->specialShapeInfo(), packX->specialOffsets(), batchSize, n); sd::DebugHelper::checkErrorCode(stream, "adjustResultsKernel failed"); err = cudaFree(dArrayBatch); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot deallocate memory for solver batch data buffer", err); } err = cudaFree(dInfoArray); if (err) { throw cuda_exception::build("helpers::cholesky_: Cannot allocate memory for solver errors buffer", err); } if (!inplace) output->assign(&tempOutput); else input->assign(&tempOutput); NDArray::registerSpecialUse({output}, {input}); return Status::OK; } // template Status cholesky_(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { NDArray::prepareSpecialUse({output}, {input}); if (input->dataType() == DOUBLE) cholesky__(context, input, output, inplace); else if (input->dataType() == FLOAT32) cholesky__(context, input, output, inplace); else { auto* shapePtr = input->getShapeAsVector(); std::vector shape = *shapePtr; delete shapePtr; std::unique_ptr tempOutput(NDArrayFactory::create_('c', shape, FLOAT32, context)); tempOutput->assign(input); cholesky__(context, tempOutput.get(), tempOutput.get(), true); output->assign(tempOutput.get()); } NDArray::registerSpecialUse({output}, {input}); return Status::OK; } Status cholesky(LaunchContext *context, NDArray *input, NDArray *output, bool inplace) { return cholesky_(context, input, output, inplace); } BUILD_SINGLE_TEMPLATE( sd::Status inverse_, (sd::LaunchContext * context, NDArray *input, NDArray *output), SD_FLOAT_NATIVE); template SD_KERNEL void logDetKernel(const T *inputBuf, const LongType *inputShape, LongType batchNum, const LongType *tadShape, const LongType *tadOffsets, T *outputBuf, const LongType *outputShape) { __shared__ int n; if (threadIdx.x == 0) { n = shape::sizeAt(inputShape, -1); } __syncthreads(); auto output = outputBuf; auto input = inputBuf; for (auto i = blockIdx.x; i < batchNum; i += gridDim.x) { auto current = input + tadOffsets[i]; LongType zIndex; COORDS2INDEX(1, shape::stride(outputShape), &i, zIndex); for (auto e = threadIdx.x; e < n; e += blockDim.x) { LongType diag[] = {e, e}; LongType xIndex; COORDS2INDEX(shape::rank(tadShape), shape::stride(tadShape), diag, xIndex); math::atomics::sd_atomicAdd(&output[zIndex], math::sd_log(current[xIndex] * current[xIndex])); } } } template Status logdetFunctor_(LaunchContext *context, NDArray *input, NDArray *output) { NDArray::prepareSpecialUse({output}, {input}); auto n2 = input->sizeAt(-1) * input->sizeAt(-2); auto stream = context->getCudaStream(); NDArray tempOutput(*input); cholesky(context, input, &tempOutput, false); auto outputBuf = output->dataBuffer()->specialAsT(); auto inputBuf = tempOutput.dataBuffer()->specialAsT(); output->nullify(); std::vector dims = {tempOutput.rankOf() - 2, tempOutput.rankOf() - 1}; auto packX = ConstantTadHelper::getInstance().tadForDimensions(tempOutput.shapeInfo(), &dims); logDetKernel<<<128, 512, 256, *stream>>>(inputBuf, tempOutput.specialShapeInfo(), packX->numberOfTads(), packX->specialShapeInfo(), packX->specialOffsets(), outputBuf, output->specialShapeInfo()); sd::DebugHelper::checkErrorCode(stream, "logDetKernel failed"); output->tickWriteDevice(); NDArray::registerSpecialUse({output}, {input}); return Status::OK; } Status logdetFunctor(LaunchContext *context, NDArray *input, NDArray *output) { BUILD_SINGLE_SELECTOR(output->dataType(), return logdetFunctor_, (context, input, output), SD_FLOAT_NATIVE); } /* * lup - batched input, batched outputs * */ Status lup(LaunchContext *context, NDArray *input, NDArray *compound, NDArray *permutation) { BUILD_DOUBLE_SELECTOR(input->dataType(), permutation->dataType(), lup_, (context, input, compound, permutation), SD_FLOAT_NATIVE, SD_INDEXING_TYPES); return Status::OK; } } // namespace helpers } // namespace ops } // namespace sd